Dualmak策略 - AO

AO / 2H;单品种按 5 万固定本金口径展示,盈亏保留当前配置手数产生的实际结果,手续费和保证金规则与组合页一致。
期末权益146,905
总收益 / 5万193.81%
最大回撤 / 5万26.72%
夏普率1.64
胜率39.00%
盈亏比3.08
平均盈亏比4.82
平仓笔数100
手续费合计1,295
最大保证金占用13,270
最高资金使用率26.54%
连续回撤周数28
连续盈利周数7
最大回撤时间2024-01-26 22:00:00

净值收益率曲线

蓝线:收益率 / 5万

回撤 / 资金使用率

红线:回撤 / 5万紫线:资金使用率

对应周期指数K线与开平仓点

加载中
红色K线为上涨/多向,绿色K线为下跌/空向;红色MA为多头参数线,绿色MA为空头参数线;三角为开仓点,圆点为平仓点,线段连接同一笔交易。多空条件同时成立时不生成新开仓/反手信号,延续上一有效方向;空仓则继续等待下一根单边信号。鼠标悬停可查看对应时间、指针价、OHLC 与 MA 值。页面每 5 秒读取 chart_data/AO.js,部署端更新该文件后图表自动刷新。

最近平仓记录

时间事件合约方向开仓价平仓价净盈亏
2023-12-14 22:00:00REVERSE_CLOSESHFE.ao2402-12930.02908.0434
2024-01-16 10:00:00REVERSE_CLOSESHFE.ao240212908.03230.06,434
2024-01-24 14:00:00REVERSE_CLOSESHFE.ao2402-13230.03295.0-1,307
2024-01-26 20:00:00REVERSE_CLOSESHFE.ao240213295.03221.0-1,486
2024-02-22 00:00:00REVERSE_CLOSESHFE.ao2403-13234.03188.0914
2024-03-01 00:00:00DELIVERY_ROLL_CLOSESHFE.ao240313188.03228.0794
2024-03-12 20:00:00REVERSE_CLOSESHFE.ao240413224.03242.0354
2024-03-14 14:00:00REVERSE_CLOSESHFE.ao2404-13242.03254.0-247
2024-03-30 00:00:00DELIVERY_ROLL_CLOSESHFE.ao240413254.03271.0333
2024-04-30 14:00:00DELIVERY_ROLL_CLOSESHFE.ao240513313.03796.09,652
2024-06-01 00:00:00DELIVERY_ROLL_CLOSESHFE.ao240613752.03747.0-107
2024-06-03 12:00:00REVERSE_CLOSESHFE.ao240713783.03750.0-668
2024-06-20 14:00:00REVERSE_CLOSESHFE.ao2407-13750.03792.0-848
2024-06-24 14:00:00REVERSE_CLOSESHFE.ao240713792.03800.0152
2024-06-28 22:00:00REVERSE_CLOSESHFE.ao2407-13800.03805.0-108
2024-07-10 12:00:00REVERSE_CLOSESHFE.ao240813810.03771.0-788
2024-08-01 00:00:00DELIVERY_ROLL_CLOSESHFE.ao2408-13771.03682.01,773
2024-08-02 00:00:00REVERSE_CLOSESHFE.ao2409-13667.03656.0213
2024-08-06 22:00:00REVERSE_CLOSESHFE.ao240913656.03675.0373
2024-08-08 20:00:00REVERSE_CLOSESHFE.ao2409-13675.03705.0-607
2024-08-31 00:00:00DELIVERY_ROLL_CLOSESHFE.ao240913705.03947.04,832
2024-09-02 20:00:00REVERSE_CLOSESHFE.ao241013921.03869.0-1,048
2024-09-12 14:00:00REVERSE_CLOSESHFE.ao2410-13869.03906.0-748
2024-09-30 14:00:00DELIVERY_ROLL_CLOSESHFE.ao241013906.04275.07,371
2024-11-01 00:00:00DELIVERY_ROLL_CLOSESHFE.ao241114234.05290.021,109
2024-11-13 08:00:00REVERSE_CLOSESHFE.ao250114882.05245.07,250
2024-11-18 20:00:00REVERSE_CLOSESHFE.ao2501-15245.05230.0290
2024-11-26 08:00:00REVERSE_CLOSESHFE.ao250115230.05307.01,529
2024-12-02 20:00:00REVERSE_CLOSESHFE.ao2501-15307.05320.0-271
2024-12-06 08:00:00REVERSE_CLOSESHFE.ao250115320.05445.02,489
2024-12-31 14:00:00DELIVERY_ROLL_CLOSESHFE.ao2501-15445.05341.02,069
2025-01-27 14:00:00DELIVERY_ROLL_CLOSESHFE.ao2502-14797.03651.022,913
2025-02-20 14:00:00REVERSE_CLOSESHFE.ao2505-13606.03447.03,173
2025-02-24 08:00:00REVERSE_CLOSESHFE.ao250513447.03360.0-1,747
2025-03-26 20:00:00REVERSE_CLOSESHFE.ao2505-13360.03109.05,014
2025-03-27 08:00:00REVERSE_CLOSESHFE.ao250513109.03079.0-606
2025-04-17 20:00:00REVERSE_CLOSESHFE.ao2505-13079.02815.05,274
2025-04-18 08:00:00REVERSE_CLOSESHFE.ao250912883.02872.0-226
2025-04-23 14:00:00REVERSE_CLOSESHFE.ao2509-12872.02846.0514
2025-04-29 12:00:00REVERSE_CLOSESHFE.ao250912846.02788.0-1,166
2025-05-09 00:00:00REVERSE_CLOSESHFE.ao2509-12788.02846.0-1,166
2025-06-05 10:00:00REVERSE_CLOSESHFE.ao250912846.03003.03,134
2025-06-18 20:00:00REVERSE_CLOSESHFE.ao2509-13003.02926.01,534
2025-06-19 22:00:00REVERSE_CLOSESHFE.ao250912926.02883.0-866
2025-06-24 10:00:00REVERSE_CLOSESHFE.ao2509-12883.02915.0-646
2025-08-06 00:00:00REVERSE_CLOSESHFE.ao250912915.03204.05,774
2025-08-13 00:00:00REVERSE_CLOSESHFE.ao2509-13204.03289.0-1,707
2025-08-14 14:00:00REVERSE_CLOSESHFE.ao260113346.03238.0-2,166
2025-09-16 14:00:00REVERSE_CLOSESHFE.ao2601-13238.02982.05,114
2025-09-17 10:00:00REVERSE_CLOSESHFE.ao260112982.02924.0-1,166
2025-09-25 12:00:00REVERSE_CLOSESHFE.ao2601-12924.02938.0-286
2025-09-26 10:00:00REVERSE_CLOSESHFE.ao260112938.02912.0-526
2025-10-22 14:00:00REVERSE_CLOSESHFE.ao2601-12912.02831.01,614
2025-10-23 08:00:00REVERSE_CLOSESHFE.ao260112831.02817.0-286
2025-10-23 12:00:00REVERSE_CLOSESHFE.ao2601-12817.02834.0-346
2025-10-24 14:00:00REVERSE_CLOSESHFE.ao260112834.02808.0-526
2025-10-28 08:00:00REVERSE_CLOSESHFE.ao2601-12808.02845.0-746
2025-11-03 08:00:00REVERSE_CLOSESHFE.ao260112845.02775.0-1,406
2025-11-10 14:00:00REVERSE_CLOSESHFE.ao2601-12775.02820.0-906
2025-11-17 08:00:00REVERSE_CLOSESHFE.ao260112820.02791.0-586
2025-12-18 08:00:00REVERSE_CLOSESHFE.ao2601-12791.02574.04,335
2025-12-19 08:00:00REVERSE_CLOSESHFE.ao260112574.02545.0-585
2025-12-24 12:00:00REVERSE_CLOSESHFE.ao2601-12545.02566.0-425
2025-12-31 14:00:00DELIVERY_ROLL_CLOSESHFE.ao260112566.02622.01,115
2026-01-16 14:00:00REVERSE_CLOSESHFE.ao260512778.02765.0-266
2026-01-28 20:00:00REVERSE_CLOSESHFE.ao2605-12765.02800.0-706
2026-02-27 08:00:00REVERSE_CLOSESHFE.ao260512800.02750.0-1,006
2026-03-04 00:00:00REVERSE_CLOSESHFE.ao2605-12750.02798.0-966
2026-03-04 22:00:00REVERSE_CLOSESHFE.ao260512798.02765.0-666
2026-03-07 00:00:00REVERSE_CLOSESHFE.ao2605-12765.02855.0-1,806
2026-03-25 10:00:00REVERSE_CLOSESHFE.ao260512855.02957.02,034
2026-04-21 08:00:00REVERSE_CLOSESHFE.ao2605-12957.02699.05,155
2026-05-12 12:00:00REVERSE_CLOSESHFE.ao260912842.02783.0-1,186
2026-05-26 12:00:00REVERSE_CLOSESHFE.ao2609-12783.02857.0-1,486
2026-06-29 08:00:00REVERSE_CLOSESHFE.ao260912857.02822.0-706
2026-07-16 08:00:00REVERSE_CLOSESHFE.ao2609-12822.02715.02,135
2026-07-16 10:00:00REVERSE_CLOSESHFE.ao260912715.02696.0-385
2026-07-20 20:00:00REVERSE_CLOSESHFE.ao2609-12696.02725.0-585
2026-07-23 10:00:00REVERSE_CLOSESHFE.ao260912725.02699.0-525
2026-07-31 22:00:00FINAL_CLOSESHFE.ao2609-12699.02636.01,255

每周收益

周末周盈亏周收益/5万周末权益
2023-07-149141.83%50,914
2023-07-214890.98%51,403
2023-07-281000.20%51,503
2023-08-04200.04%51,523
2023-08-11-643-1.29%50,880
2023-08-18-1,363-2.73%49,517
2023-08-251,3802.76%50,897
2023-09-014,2608.52%55,157
2023-09-08-2,380-4.76%52,777
2023-09-15-500-1.00%52,277
2023-09-22-357-0.71%51,920
2023-09-292280.46%52,148
2023-10-13-2,036-4.07%50,112
2023-10-20-2,132-4.26%47,979
2023-10-2700.00%47,979
2023-11-03-1,792-3.58%46,187
2023-11-101,0162.03%47,203
2023-11-17-640-1.28%46,563
2023-11-24-392-0.78%46,171
2023-12-01-584-1.17%45,587
2023-12-087281.46%46,316
2023-12-15-32-0.06%46,284
2023-12-226,10012.20%52,384
2023-12-292,4204.84%54,804
2024-01-052,0204.04%56,824
2024-01-12-2,620-5.24%54,204
2024-01-19-1,833-3.67%52,371
2024-01-26-3,226-6.45%49,145
2024-02-022,2204.44%51,365
2024-02-091400.28%51,505
2024-02-237471.49%52,252
2024-03-01-793-1.59%51,459
2024-03-086801.36%52,139
2024-03-15-246-0.49%51,893
2024-03-224200.84%52,313
2024-03-29-560-1.12%51,753
2024-04-05870.17%51,840
2024-04-123,2206.44%55,060
2024-04-19-20-0.04%55,040
2024-04-266,06012.12%61,100
2024-05-032850.57%61,385
2024-05-10-340-0.68%61,045
2024-05-172,0604.12%63,105
2024-05-244,5809.16%67,685
2024-05-31-6,180-12.36%61,505
2024-06-07-2,470-4.94%59,035
2024-06-141,3802.76%60,415
2024-06-21-75-0.15%60,340
2024-06-28-410-0.82%59,930
2024-07-059801.96%60,910
2024-07-12-2,635-5.27%58,274
2024-07-191,8403.68%60,114
2024-07-265201.04%60,634
2024-08-021,2912.58%61,925
2024-08-091,8103.62%63,736
2024-08-163,4406.88%67,176
2024-08-23-2,300-4.60%64,876
2024-08-302800.56%65,156
2024-09-06-31-0.06%65,124
2024-09-132640.53%65,389
2024-09-20-80-0.16%65,309
2024-09-274,4208.84%69,729
2024-10-041,3432.69%71,072
2024-10-1110,28020.56%81,352
2024-10-185601.12%81,912
2024-10-256,04012.08%87,952
2024-11-014,5409.08%92,491
2024-11-0810,40020.80%102,891
2024-11-15-2,821-5.64%100,070
2024-11-221,3192.64%101,390
2024-11-292190.44%101,608
2024-12-064,9379.87%106,545
2024-12-135201.04%107,065
2024-12-20-540-1.08%106,525
2024-12-27-1,140-2.28%105,385
2025-01-038,88017.76%114,265
2025-01-105,22010.44%119,485
2025-01-174,8009.60%124,285
2025-01-244,1608.32%128,445
2025-01-31-75-0.15%128,370
2025-02-072,1404.28%130,510
2025-02-142,4404.88%132,950
2025-02-21-3,014-6.03%129,937
2025-02-28-293-0.59%129,643
2025-03-072,3404.68%131,983
2025-03-142,5005.00%134,483
2025-03-219401.88%135,423
2025-03-283750.75%135,798
2025-04-042,8805.76%138,678
2025-04-113200.64%138,998
2025-04-181,3772.75%140,376
2025-04-25-591-1.18%139,784
2025-05-02-51-0.10%139,733
2025-05-09-3,071-6.14%136,662
2025-05-166,30012.60%142,962
2025-05-23-100-0.20%142,862
2025-05-30-3,160-6.32%139,702
2025-06-062,9285.86%142,630
2025-06-138001.60%143,430
2025-06-20-2,683-5.37%140,746
2025-06-271,2882.58%142,035
2025-07-043800.76%142,415
2025-07-112,3604.72%144,775
2025-07-184,0208.04%148,795
2025-07-25-2,080-4.16%146,715
2025-08-01-1,240-2.48%145,475
2025-08-081,4672.93%146,942
2025-08-15-4,366-8.73%142,576
2025-08-225601.12%143,136
2025-08-293,8207.64%146,956
2025-09-058601.72%147,816
2025-09-121,0402.08%148,856
2025-09-19-2,784-5.57%146,072
2025-09-262970.59%146,369
2025-10-03200.04%146,389
2025-10-101,2202.44%147,609
2025-10-17-380-0.76%147,229
2025-10-24-1,845-3.69%145,384
2025-10-31-1,551-3.10%143,832
2025-11-07-591-1.18%143,241
2025-11-14-871-1.74%142,370
2025-11-211,2292.46%143,599
2025-11-288601.72%144,459
2025-12-051,9803.96%146,439
2025-12-126801.36%147,119
2025-12-19-400-0.80%146,718
2025-12-263900.78%147,108
2026-01-02-411-0.82%146,697
2026-01-091,1202.24%147,817
2026-01-16-1,371-2.74%146,446
2026-01-238801.76%147,326
2026-01-30-1,171-2.34%146,155
2026-02-06-840-1.68%145,315
2026-02-131,2202.44%146,535
2026-02-27-1,751-3.50%144,784
2026-03-06-3,522-7.04%141,262
2026-03-132,4894.98%143,750
2026-03-202,1004.20%145,850
2026-03-27-1,952-3.90%143,898
2026-04-033,7007.40%147,598
2026-04-101,9403.88%149,538
2026-04-1700.00%149,538
2026-04-24-171-0.34%149,367
2026-05-01-880-1.76%148,487
2026-05-08-560-1.12%147,927
2026-05-152690.54%148,196
2026-05-227601.52%148,956
2026-05-29-2,611-5.22%146,345
2026-06-05-2,420-4.84%143,925
2026-06-123,5007.00%147,425
2026-06-19-860-1.72%146,565
2026-06-26-1,540-3.08%145,025
2026-07-032,1094.22%147,133
2026-07-101800.36%147,313
2026-07-17-1,202-2.40%146,112
2026-07-24-862-1.72%145,250
2026-07-311,6553.31%146,905

月度收益

月份月盈亏月收益/5万月末权益
2023-072,1634.33%52,163
2023-08-1,066-2.13%51,097
2023-091,0512.10%52,148
2023-10-5,501-11.00%46,647
2023-11-560-1.12%46,087
2023-128,71717.43%54,804
2024-01-4,439-8.88%50,365
2024-029671.93%51,332
2024-034080.82%51,740
2024-049,64519.29%61,385
2024-051200.24%61,505
2024-06-1,556-3.11%59,950
2024-075251.05%60,474
2024-085,04510.09%65,520
2024-095,55211.10%71,072
2024-1020,70041.40%91,772
2024-119,75719.51%101,528
2024-123,9377.87%105,465
2025-0122,90545.81%128,370
2025-021,2732.55%129,643
2025-037,01514.03%136,658
2025-043,0756.15%139,733
2025-05-31-0.06%139,702
2025-061,4332.87%141,135
2025-075,64011.28%146,775
2025-08410.08%146,816
2025-09-427-0.85%146,389
2025-10-2,557-5.11%143,832
2025-118461.69%144,679
2025-122,0184.04%146,697
2026-01-622-1.24%146,075
2026-02-1,291-2.58%144,784
2026-031,2342.47%146,018
2026-042,4694.94%148,487
2026-05-2,123-4.25%146,365
2026-06-611-1.22%145,753
2026-071,1512.30%146,905

年度收益

年份年盈亏年收益/5万年末权益
20234,8049.61%54,804
202450,661101.32%105,465
202541,23282.46%146,697
2026-YTD2080.42%146,905