Dualmak策略 - C

C / 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90,727
总收益 / 5万81.45%
最大回撤 / 5万12.98%
夏普率1.13
胜率41.98%
盈亏比2.25
平均盈亏比3.11
平仓笔数81
手续费合计583
最大保证金占用6,392
最高资金使用率12.78%
连续回撤周数26
连续盈利周数6
最大回撤时间2022-12-02 20:00:00

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/C.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
2022-02-21 22:00:00REVERSE_CLOSEDCE.c220512721.02762.01,226
2022-02-22 22:00:00REVERSE_CLOSEDCE.c2205-12762.02774.0-364
2022-03-31 10:00:00REVERSE_CLOSEDCE.c220512774.02836.01,856
2022-04-06 22:00:00REVERSE_CLOSEDCE.c2205-12836.02866.0-904
2022-04-08 10:00:00REVERSE_CLOSEDCE.c220912952.02924.0-844
2022-04-14 22:00:00REVERSE_CLOSEDCE.c2209-12924.02942.0-544
2022-05-11 14:00:00REVERSE_CLOSEDCE.c220912942.02971.0866
2022-05-13 22:00:00REVERSE_CLOSEDCE.c2209-12971.02990.0-574
2022-05-23 12:00:00REVERSE_CLOSEDCE.c220912990.02984.0-184
2022-08-03 22:00:00REVERSE_CLOSEDCE.c2209-12984.02676.09,236
2022-08-18 10:00:00REVERSE_CLOSEDCE.c220912676.02659.0-514
2022-08-23 22:00:00REVERSE_CLOSEDCE.c2301-12690.02734.0-1,324
2022-09-26 10:00:00REVERSE_CLOSEDCE.c230112734.02803.02,066
2022-10-11 14:00:00REVERSE_CLOSEDCE.c2301-12803.02832.0-874
2022-11-02 22:00:00REVERSE_CLOSEDCE.c230112832.02841.0266
2022-11-07 08:00:00REVERSE_CLOSEDCE.c2301-12841.02871.0-904
2022-11-14 08:00:00REVERSE_CLOSEDCE.c230112871.02860.0-334
2022-11-24 20:00:00REVERSE_CLOSEDCE.c2301-12860.02891.0-934
2022-12-02 12:00:00REVERSE_CLOSEDCE.c230112891.02884.0-214
2022-12-30 14:00:00DELIVERY_ROLL_CLOSEDCE.c2301-12884.02794.02,696
2023-01-03 14:00:00REVERSE_CLOSEDCE.c2303-12824.02836.0-364
2023-01-31 08:00:00REVERSE_CLOSEDCE.c230312836.02869.0986
2023-02-20 10:00:00REVERSE_CLOSEDCE.c2303-12869.02842.0806
2023-03-03 12:00:00REVERSE_CLOSEDCE.c230512877.02841.0-1,084
2023-04-28 14:00:00DELIVERY_ROLL_CLOSEDCE.c2305-12841.02616.06,746
2023-05-29 10:00:00REVERSE_CLOSEDCE.c2307-12644.02633.0326
2023-06-30 22:00:00DELIVERY_ROLL_CLOSEDCE.c230712633.02800.05,006
2023-07-13 22:00:00REVERSE_CLOSEDCE.c230912739.02746.0206
2023-08-04 10:00:00REVERSE_CLOSEDCE.c2309-12746.02754.0-244
2023-08-16 10:00:00REVERSE_CLOSEDCE.c230912754.02743.0-334
2023-10-31 22:00:00DELIVERY_ROLL_CLOSEDCE.c2311-12655.02525.03,896
2023-11-01 22:00:00REVERSE_CLOSEDCE.c2401-12536.02543.0-214
2023-11-13 08:00:00REVERSE_CLOSEDCE.c240112543.02521.0-664
2023-11-15 12:00:00REVERSE_CLOSEDCE.c2401-12521.02546.0-754
2023-11-22 12:00:00REVERSE_CLOSEDCE.c240112546.02543.0-94
2023-12-29 14:00:00DELIVERY_ROLL_CLOSEDCE.c2401-12543.02392.04,526
2024-01-30 22:00:00REVERSE_CLOSEDCE.c2405-12413.02375.01,136
2024-03-12 14:00:00REVERSE_CLOSEDCE.c240512375.02445.02,096
2024-04-02 10:00:00REVERSE_CLOSEDCE.c2405-12445.02426.0566
2024-04-11 22:00:00REVERSE_CLOSEDCE.c240512426.02395.0-934
2024-04-30 14:00:00DELIVERY_ROLL_CLOSEDCE.c2405-12395.02372.0686
2024-05-07 14:00:00REVERSE_CLOSEDCE.c2407-12388.02440.0-1,564
2024-05-28 10:00:00REVERSE_CLOSEDCE.c240712440.02449.0266
2024-06-12 08:00:00REVERSE_CLOSEDCE.c2407-12449.02461.0-364
2024-06-17 22:00:00REVERSE_CLOSEDCE.c240912488.02469.0-574
2024-06-24 22:00:00REVERSE_CLOSEDCE.c2409-12469.02487.0-544
2024-07-01 12:00:00REVERSE_CLOSEDCE.c240912487.02481.0-184
2024-08-26 08:00:00REVERSE_CLOSEDCE.c2409-12481.02327.04,616
2024-09-03 10:00:00REVERSE_CLOSEDCE.c241112323.02269.0-1,624
2024-10-14 08:00:00REVERSE_CLOSEDCE.c2411-12269.02201.02,036
2024-11-11 10:00:00REVERSE_CLOSEDCE.c250112228.02187.0-1,234
2024-12-25 12:00:00REVERSE_CLOSEDCE.c2501-12187.02082.03,146
2025-02-25 14:00:00REVERSE_CLOSEDCE.c250512206.02282.02,276
2025-02-28 08:00:00REVERSE_CLOSEDCE.c2505-12282.02295.0-394
2025-03-19 08:00:00REVERSE_CLOSEDCE.c250512295.02285.0-304
2025-04-08 10:00:00REVERSE_CLOSEDCE.c2505-12285.02290.0-154
2025-04-15 08:00:00REVERSE_CLOSEDCE.c250512290.02252.0-1,144
2025-04-16 14:00:00REVERSE_CLOSEDCE.c2507-12295.02304.0-274
2025-05-19 08:00:00REVERSE_CLOSEDCE.c250712304.02334.0896
2025-06-09 10:00:00REVERSE_CLOSEDCE.c2507-12334.02357.0-694
2025-06-26 12:00:00REVERSE_CLOSEDCE.c250712357.02354.0-94
2025-08-29 22:00:00DELIVERY_ROLL_CLOSEDCE.c2509-12376.02248.03,836
2025-09-05 22:00:00REVERSE_CLOSEDCE.c2511-12192.02227.0-1,054
2025-09-15 20:00:00REVERSE_CLOSEDCE.c251112227.02167.0-1,804
2025-10-23 08:00:00REVERSE_CLOSEDCE.c2511-12167.02110.01,706
2025-10-27 20:00:00REVERSE_CLOSEDCE.c260112126.02112.0-424
2025-11-03 10:00:00REVERSE_CLOSEDCE.c2601-12112.02140.0-844
2025-12-15 08:00:00REVERSE_CLOSEDCE.c260112140.02245.03,146
2025-12-29 22:00:00REVERSE_CLOSEDCE.c2601-12245.02307.0-1,864
2026-01-29 10:00:00REVERSE_CLOSEDCE.c260312255.02270.0446
2026-01-30 08:00:00REVERSE_CLOSEDCE.c2603-12270.02285.0-454
2026-01-30 12:00:00REVERSE_CLOSEDCE.c260312285.02270.0-454
2026-02-11 08:00:00REVERSE_CLOSEDCE.c2603-12270.02278.0-244
2026-03-24 22:00:00REVERSE_CLOSEDCE.c260512294.02382.02,636
2026-04-10 14:00:00REVERSE_CLOSEDCE.c2605-12382.02378.0116
2026-04-30 14:00:00DELIVERY_ROLL_CLOSEDCE.c260512378.02405.0806
2026-05-06 22:00:00REVERSE_CLOSEDCE.c260712427.02380.0-1,414
2026-06-11 22:00:00REVERSE_CLOSEDCE.c2607-12380.02350.0896
2026-06-17 08:00:00REVERSE_CLOSEDCE.c260712350.02332.0-544
2026-07-31 20:00:00FINAL_CLOSEDCE.c2609-12325.02265.01,796

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-694-1.39%49,306
2022-01-14-427-0.85%48,879
2022-01-211500.30%49,029
2022-01-288401.68%49,869
2022-02-114800.96%50,349
2022-02-18-90-0.18%50,259
2022-02-258561.71%51,115
2022-03-042,2204.44%53,335
2022-03-11-1,890-3.78%51,445
2022-03-189901.98%52,435
2022-03-256301.26%53,065
2022-04-01-1,687-3.37%51,378
2022-04-08-1,754-3.51%49,623
2022-04-151730.35%49,796
2022-04-226601.32%50,456
2022-04-291,6203.24%52,076
2022-05-06-1,740-3.48%50,336
2022-05-13-1,334-2.67%49,002
2022-05-206901.38%49,692
2022-05-277131.43%50,404
2022-06-031,9803.96%52,384
2022-06-102400.48%52,624
2022-06-17-1,110-2.22%51,514
2022-06-242,9105.82%54,424
2022-07-013,5707.14%57,994
2022-07-08-1,230-2.46%56,764
2022-07-151,6503.30%58,414
2022-07-222,4904.98%60,904
2022-07-29-2,490-4.98%58,414
2022-08-05-547-1.09%57,867
2022-08-122,1304.26%59,997
2022-08-19-2,347-4.69%57,650
2022-08-26-547-1.09%57,103
2022-09-021,2602.52%58,363
2022-09-096301.26%58,993
2022-09-167801.56%59,773
2022-09-23-750-1.50%59,023
2022-09-304430.89%59,466
2022-10-14-607-1.21%58,858
2022-10-215401.08%59,398
2022-10-28-1,410-2.82%57,988
2022-11-04-877-1.75%57,111
2022-11-11-397-0.79%56,714
2022-11-181,0432.09%57,757
2022-11-25-877-1.75%56,880
2022-12-02-1,537-3.07%55,342
2022-12-091,3202.64%56,662
2022-12-16-60-0.12%56,602
2022-12-231,5003.00%58,102
2022-12-301430.29%58,245
2023-01-061,1632.33%59,408
2023-01-13300.06%59,438
2023-01-20-870-1.74%58,568
2023-02-031,4032.81%59,971
2023-02-101,2602.52%61,231
2023-02-17-1,320-2.64%59,911
2023-02-24-817-1.63%59,094
2023-03-03-847-1.69%58,246
2023-03-102700.54%58,516
2023-03-17-210-0.42%58,306
2023-03-242,8505.70%61,156
2023-03-313300.66%61,486
2023-04-07-30-0.06%61,456
2023-04-144500.90%61,906
2023-04-212,3104.62%64,216
2023-04-281,1032.21%65,319
2023-05-059601.92%66,279
2023-05-122,8205.64%69,099
2023-05-19-1,680-3.36%67,419
2023-05-26-1,500-3.00%65,919
2023-06-024430.89%66,362
2023-06-0900.00%66,362
2023-06-161,8903.78%68,252
2023-06-238701.74%69,122
2023-06-301,5233.05%70,645
2023-07-071,2302.46%71,875
2023-07-14-787-1.57%71,088
2023-07-211,6803.36%72,768
2023-07-28-1,050-2.10%71,718
2023-08-04-1,087-2.17%70,630
2023-08-111200.24%70,750
2023-08-18-337-0.67%70,413
2023-08-25-1,140-2.28%69,273
2023-09-01-30-0.06%69,243
2023-09-084800.96%69,723
2023-09-15-360-0.72%69,363
2023-09-221,1702.34%70,533
2023-09-295401.08%71,073
2023-10-131,2002.40%72,273
2023-10-202,1604.32%74,433
2023-10-27-210-0.42%74,223
2023-11-031660.33%74,389
2023-11-10-1,170-2.34%73,219
2023-11-17-434-0.87%72,784
2023-11-24-247-0.49%72,537
2023-12-011,2302.46%73,767
2023-12-081500.30%73,917
2023-12-152,0104.02%75,927
2023-12-22-660-1.32%75,267
2023-12-291,6733.35%76,940
2024-01-052100.42%77,150
2024-01-124500.90%77,600
2024-01-191,5903.18%79,190
2024-01-26-690-1.38%78,500
2024-02-02830.17%78,583
2024-02-096301.26%79,213
2024-02-231,6803.36%80,893
2024-03-01-330-0.66%80,563
2024-03-08-780-1.56%79,783
2024-03-15-7-0.01%79,776
2024-03-221,6503.30%81,426
2024-03-29-390-0.78%81,036
2024-04-05-247-0.49%80,788
2024-04-12-1,327-2.65%79,461
2024-04-192700.54%79,731
2024-04-261200.24%79,851
2024-05-036231.25%80,474
2024-05-10-1,267-2.53%79,207
2024-05-171800.36%79,387
2024-05-24300.06%79,417
2024-05-311430.29%79,560
2024-06-07-780-1.56%78,780
2024-06-14-217-0.43%78,562
2024-06-21-307-0.61%78,255
2024-06-28-7-0.01%78,248
2024-07-05-517-1.03%77,731
2024-07-121,9803.96%79,711
2024-07-19900.18%79,801
2024-07-261,6503.30%81,451
2024-08-021,1102.22%82,561
2024-08-09300.06%82,591
2024-08-163900.78%82,981
2024-08-23-870-1.74%82,111
2024-08-302330.47%82,344
2024-09-06-1,987-3.97%80,356
2024-09-132,1904.38%82,546
2024-09-202,2204.44%84,766
2024-09-27-1,800-3.60%82,966
2024-10-04-1,170-2.34%81,796
2024-10-117801.56%82,576
2024-10-18-1,177-2.35%81,399
2024-10-259301.86%82,329
2024-11-016001.20%82,929
2024-11-08-1,290-2.58%81,639
2024-11-15-607-1.21%81,032
2024-11-2200.00%81,032
2024-11-299301.86%81,962
2024-12-062,1904.38%84,152
2024-12-13-360-0.72%83,792
2024-12-206301.26%84,422
2024-12-271,0132.03%85,435
2025-01-03-420-0.84%85,015
2025-01-106901.38%85,705
2025-01-171,1702.34%86,875
2025-01-24-570-1.14%86,305
2025-01-314200.84%86,725
2025-02-071500.30%86,875
2025-02-14300.06%86,905
2025-02-21-300-0.60%86,605
2025-02-28-254-0.51%86,350
2025-03-072400.48%86,590
2025-03-14-30-0.06%86,560
2025-03-21-787-1.57%85,773
2025-03-281,1702.34%86,943
2025-04-04-930-1.86%86,013
2025-04-11-637-1.27%85,376
2025-04-18-1,664-3.33%83,712
2025-04-251,5903.18%85,302
2025-05-021,2902.58%86,592
2025-05-09-60-0.12%86,532
2025-05-16-1,260-2.52%85,272
2025-05-231430.29%85,414
2025-05-30-180-0.36%85,234
2025-06-06-330-0.66%84,904
2025-06-131130.23%85,017
2025-06-202400.48%85,257
2025-06-27-847-1.69%84,410
2025-07-049901.98%85,400
2025-07-111,8903.78%87,290
2025-07-18-1,080-2.16%86,210
2025-07-253300.66%86,540
2025-08-013900.78%86,930
2025-08-089901.98%87,920
2025-08-15-120-0.24%87,800
2025-08-221,4102.82%89,210
2025-08-29-877-1.75%88,333
2025-09-05-1,117-2.23%87,216
2025-09-12-870-1.74%86,346
2025-09-19-967-1.93%85,378
2025-09-26-420-0.84%84,958
2025-10-031,2302.46%86,188
2025-10-107801.56%86,968
2025-10-17900.18%87,058
2025-10-24530.11%87,111
2025-10-31-817-1.63%86,294
2025-11-07-67-0.13%86,227
2025-11-148701.74%87,097
2025-11-216301.26%87,727
2025-11-281,2302.46%88,957
2025-12-057201.44%89,677
2025-12-12-720-1.44%88,957
2025-12-196231.25%89,580
2025-12-26-1,020-2.04%88,560
2026-01-02-2,257-4.51%86,302
2026-01-091,1402.28%87,442
2026-01-166001.20%88,042
2026-01-236601.32%88,702
2026-01-30-2,032-4.06%86,671
2026-02-06900.18%86,761
2026-02-134730.95%87,234
2026-02-271,8603.72%89,094
2026-03-062100.42%89,304
2026-03-13-120-0.24%89,184
2026-03-206301.26%89,814
2026-03-27-97-0.19%89,716
2026-04-035101.02%90,226
2026-04-10-1,057-2.11%89,169
2026-04-17-210-0.42%88,959
2026-04-248101.62%89,769
2026-05-012330.47%90,002
2026-05-08-1,057-2.11%88,945
2026-05-153900.78%89,335
2026-05-224500.90%89,785
2026-05-293900.78%90,175
2026-06-052700.54%90,445
2026-06-12-1,177-2.35%89,268
2026-06-19-457-0.91%88,810
2026-06-26-60-0.12%88,750
2026-07-038401.68%89,590
2026-07-10-450-0.90%89,140
2026-07-178701.74%90,010
2026-07-244500.90%90,460
2026-07-312660.53%90,727

月度收益

月份月盈亏月收益/5万月末权益
2022-01-131-0.26%49,869
2022-022,1164.23%51,985
2022-03-1,087-2.17%50,898
2022-041,1782.36%52,076
2022-05-772-1.54%51,304
2022-064,6809.36%55,984
2022-072,4304.86%58,414
2022-08-172-0.34%58,243
2022-091,2232.45%59,466
2022-10-127-0.25%59,338
2022-11-2,999-6.00%56,340
2022-121,9063.81%58,245
2023-011,6963.39%59,941
2023-02-967-1.93%58,974
2023-032,5135.03%61,486
2023-043,8337.67%65,319
2023-055031.01%65,822
2023-064,8239.65%70,645
2023-079531.91%71,598
2023-08-3,404-6.81%68,193
2023-092,8805.76%71,073
2023-103,0836.17%74,156
2023-11-569-1.14%73,587
2023-123,3536.71%76,940
2024-011,5833.17%78,523
2024-022,4304.86%80,953
2024-03830.17%81,036
2024-04-562-1.12%80,474
2024-05-914-1.83%79,560
2024-06-1,312-2.62%78,248
2024-073,2036.41%81,451
2024-088931.79%82,344
2024-09-547-1.09%81,796
2024-109831.97%82,779
2024-11-817-1.63%81,962
2024-123,1436.29%85,105
2025-011,6203.24%86,725
2025-02-374-0.75%86,350
2025-036531.31%87,003
2025-04-412-0.82%86,592
2025-05-1,357-2.71%85,234
2025-06-944-1.89%84,290
2025-072,6105.22%86,900
2025-081,4332.87%88,333
2025-09-2,144-4.29%86,188
2025-101060.21%86,294
2025-112,6635.33%88,957
2025-12-2,654-5.31%86,302
2026-013680.74%86,671
2026-022,4234.85%89,094
2026-035331.07%89,626
2026-043760.75%90,002
2026-051730.35%90,175
2026-06-1,184-2.37%88,990
2026-071,7363.47%90,727

年度收益

年份年盈亏年收益/5万年末权益
20228,24516.49%58,245
202318,69537.39%76,940
20248,16516.33%85,105
20251,1982.40%86,302
2026-YTD4,4248.85%90,727