Dualmak策略 - CF

CF / 1H;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106,719
总收益 / 5万113.44%
最大回撤 / 5万36.87%
夏普率0.99
胜率32.97%
盈亏比1.71
平均盈亏比3.49
平仓笔数182
手续费合计1,531
最大保证金占用7,754
最高资金使用率15.51%
连续回撤周数40
连续盈利周数5
最大回撤时间2026-07-27 13:00:00

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/CF.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
2024-11-01 14:00:00REVERSE_CLOSECZCE.CF501-114030.014150.0-604
2024-11-05 10:00:00REVERSE_CLOSECZCE.CF501114150.014030.0-604
2024-11-07 14:00:00REVERSE_CLOSECZCE.CF501-114030.014095.0-329
2024-11-13 11:00:00REVERSE_CLOSECZCE.CF501114095.014065.0-154
2024-11-21 14:00:00REVERSE_CLOSECZCE.CF501-114065.013990.0371
2024-11-22 09:00:00REVERSE_CLOSECZCE.CF501113990.013950.0-204
2024-11-25 14:00:00REVERSE_CLOSECZCE.CF501-113950.013965.0-79
2024-11-26 14:00:00REVERSE_CLOSECZCE.CF501113965.013925.0-204
2024-11-27 21:00:00REVERSE_CLOSECZCE.CF501-113925.013950.0-129
2024-12-03 10:00:00REVERSE_CLOSECZCE.CF501113950.013910.0-204
2024-12-24 22:00:00REVERSE_CLOSECZCE.CF501-113910.013430.02,396
2025-01-03 21:00:00REVERSE_CLOSECZCE.CF505113475.013400.0-379
2025-01-08 14:00:00REVERSE_CLOSECZCE.CF505-113400.013465.0-329
2025-01-09 10:00:00REVERSE_CLOSECZCE.CF505113465.013385.0-404
2025-01-10 10:00:00REVERSE_CLOSECZCE.CF505-113385.013535.0-754
2025-01-23 14:00:00REVERSE_CLOSECZCE.CF505113535.013485.0-254
2025-01-27 10:00:00REVERSE_CLOSECZCE.CF505-113485.013640.0-779
2025-02-06 13:00:00REVERSE_CLOSECZCE.CF505113640.013485.0-779
2025-02-07 14:00:00REVERSE_CLOSECZCE.CF505-113485.013630.0-729
2025-02-27 10:00:00REVERSE_CLOSECZCE.CF505113630.013760.0646
2025-03-10 10:00:00REVERSE_CLOSECZCE.CF505-113760.013680.0396
2025-03-20 10:00:00REVERSE_CLOSECZCE.CF505113680.013620.0-304
2025-03-20 21:00:00REVERSE_CLOSECZCE.CF505-113620.013650.0-150
2025-03-24 10:00:00REVERSE_CLOSECZCE.CF505113650.013585.0-329
2025-04-01 21:00:00REVERSE_CLOSECZCE.CF505-113585.013615.0-154
2025-04-03 13:00:00REVERSE_CLOSECZCE.CF505113615.013475.0-704
2025-04-18 14:00:00REVERSE_CLOSECZCE.CF505-113475.012705.03,846
2025-04-22 10:00:00REVERSE_CLOSECZCE.CF509112905.012835.0-354
2025-04-23 14:00:00REVERSE_CLOSECZCE.CF509-112835.012970.0-679
2025-04-29 10:00:00REVERSE_CLOSECZCE.CF509112970.012860.0-554
2025-05-07 13:00:00REVERSE_CLOSECZCE.CF509-112860.012915.0-279
2025-05-26 10:00:00REVERSE_CLOSECZCE.CF509112915.013345.02,146
2025-06-06 11:00:00REVERSE_CLOSECZCE.CF509-113345.013360.0-79
2025-06-19 10:00:00REVERSE_CLOSECZCE.CF509113360.013490.0646
2025-06-24 14:00:00REVERSE_CLOSECZCE.CF509-113490.013530.0-204
2025-07-29 10:00:00REVERSE_CLOSECZCE.CF509113530.014035.02,521
2025-08-11 14:00:00REVERSE_CLOSECZCE.CF509-114035.013745.01,446
2025-09-01 10:00:00REVERSE_CLOSECZCE.CF601113935.013985.0246
2025-09-15 10:00:00REVERSE_CLOSECZCE.CF601-113985.013875.0546
2025-09-18 14:00:00REVERSE_CLOSECZCE.CF601113875.013800.0-379
2025-10-16 14:00:00REVERSE_CLOSECZCE.CF601-113800.013315.02,421
2025-11-04 11:00:00REVERSE_CLOSECZCE.CF601113315.013565.01,246
2025-11-06 09:00:00REVERSE_CLOSECZCE.CF601-113565.013630.0-329
2025-11-07 10:00:00REVERSE_CLOSECZCE.CF601113630.013555.0-379
2025-11-19 22:00:00REVERSE_CLOSECZCE.CF601-113555.013510.0221
2025-11-20 22:00:00REVERSE_CLOSECZCE.CF601113510.013455.0-279
2025-11-21 09:00:00REVERSE_CLOSECZCE.CF601-113455.013500.0-229
2025-11-21 13:00:00REVERSE_CLOSECZCE.CF601113500.013455.0-225
2025-11-24 14:00:00REVERSE_CLOSECZCE.CF601-113455.013590.0-679
2025-12-31 14:00:00DELIVERY_ROLL_CLOSECZCE.CF601113590.014655.05,321
2026-01-12 09:00:00REVERSE_CLOSECZCE.CF605114585.014490.0-479
2026-01-14 10:00:00REVERSE_CLOSECZCE.CF605-114490.014745.0-1,279
2026-01-15 10:00:00REVERSE_CLOSECZCE.CF605114745.014665.0-404
2026-01-22 21:00:00REVERSE_CLOSECZCE.CF605-114665.014730.0-329
2026-01-27 10:00:00REVERSE_CLOSECZCE.CF605114730.014565.0-829
2026-01-28 13:00:00REVERSE_CLOSECZCE.CF605-114565.014760.0-979
2026-02-03 21:00:00REVERSE_CLOSECZCE.CF605114760.014660.0-504
2026-02-10 22:00:00REVERSE_CLOSECZCE.CF605-114660.014675.0-79
2026-03-09 22:00:00REVERSE_CLOSECZCE.CF605114675.015245.02,846
2026-03-11 11:00:00REVERSE_CLOSECZCE.CF605-115245.015570.0-1,629
2026-03-18 10:00:00REVERSE_CLOSECZCE.CF605115570.015200.0-1,854
2026-03-23 13:00:00REVERSE_CLOSECZCE.CF605-115200.015365.0-829
2026-03-24 21:00:00REVERSE_CLOSECZCE.CF605115365.015205.0-804
2026-03-25 14:00:00REVERSE_CLOSECZCE.CF605-115205.015365.0-804
2026-04-02 09:00:00REVERSE_CLOSECZCE.CF605115365.015260.0-529
2026-04-10 11:00:00REVERSE_CLOSECZCE.CF605-115260.015510.0-1,254
2026-05-12 21:00:00REVERSE_CLOSECZCE.CF609115675.016385.03,546
2026-05-13 22:00:00REVERSE_CLOSECZCE.CF609-116385.016560.0-879
2026-05-14 22:00:00REVERSE_CLOSECZCE.CF609116560.016260.0-1,504
2026-05-26 14:00:00REVERSE_CLOSECZCE.CF609-116260.016095.0821
2026-06-05 10:00:00REVERSE_CLOSECZCE.CF609116095.015990.0-529
2026-06-16 22:00:00REVERSE_CLOSECZCE.CF609-115990.016060.0-354
2026-06-25 10:00:00REVERSE_CLOSECZCE.CF609116060.015670.0-1,954
2026-06-29 14:00:00REVERSE_CLOSECZCE.CF609-115670.016000.0-1,654
2026-07-09 13:00:00REVERSE_CLOSECZCE.CF609116000.015945.0-279
2026-07-16 13:00:00REVERSE_CLOSECZCE.CF609-115945.016140.0-979
2026-07-16 22:00:00REVERSE_CLOSECZCE.CF609116140.015870.0-1,350
2026-07-23 09:00:00REVERSE_CLOSECZCE.CF609-115870.016010.0-704
2026-07-27 14:00:00REVERSE_CLOSECZCE.CF609116010.015930.0-404
2026-07-31 21:00:00FINAL_CLOSECZCE.CF609-115930.015775.0771

每周收益

周末周盈亏周收益/5万周末权益
2022-01-071,8463.69%51,846
2022-01-141,8503.70%53,696
2022-01-219751.95%54,671
2022-01-28-650-1.30%54,021
2022-02-11-1,421-2.84%52,599
2022-02-182,5005.00%55,099
2022-02-252,0754.15%57,174
2022-03-04-3,117-6.23%54,057
2022-03-11-709-1.42%53,348
2022-03-18-842-1.68%52,506
2022-03-251,0502.10%53,556
2022-04-01250.05%53,581
2022-04-08-1,209-2.42%52,373
2022-04-158541.71%53,226
2022-04-22-450-0.90%52,776
2022-04-29-1,067-2.13%51,709
2022-05-06-2,334-4.67%49,375
2022-05-136751.35%50,050
2022-05-20-2,042-4.08%48,008
2022-05-273,6007.20%51,608
2022-06-033620.72%51,970
2022-06-10-1,134-2.27%50,837
2022-06-173,8167.63%54,653
2022-06-2410,45020.90%65,103
2022-07-01-250-0.50%64,853
2022-07-083,4006.80%68,253
2022-07-157,87515.75%76,128
2022-07-222,2664.53%78,394
2022-07-29-2,525-5.05%75,869
2022-08-05-1,909-3.82%73,961
2022-08-123,5167.03%77,477
2022-08-198001.60%78,277
2022-08-26-142-0.28%78,135
2022-09-027161.43%78,851
2022-09-093250.65%79,176
2022-09-16-2,384-4.77%76,793
2022-09-234,3168.63%81,109
2022-09-306001.20%81,709
2022-10-14-2,084-4.17%79,626
2022-10-21-559-1.12%79,067
2022-10-283,4006.80%82,467
2022-11-045411.08%83,008
2022-11-11-400-0.80%82,608
2022-11-18-50-0.10%82,558
2022-11-25-667-1.33%81,891
2022-12-02-792-1.58%81,099
2022-12-092,4254.85%83,524
2022-12-16-550-1.10%82,974
2022-12-23-959-1.92%82,015
2022-12-305161.03%82,532
2023-01-062750.55%82,807
2023-01-13-50-0.10%82,757
2023-01-201,5583.12%84,315
2023-02-031,1502.30%85,465
2023-02-101410.28%85,606
2023-02-179501.90%86,556
2023-02-24-1,292-2.58%85,264
2023-03-035411.08%85,805
2023-03-10-1,859-3.72%83,947
2023-03-172,2004.40%86,147
2023-03-24500.10%86,197
2023-03-31-584-1.17%85,613
2023-04-071,4752.95%87,088
2023-04-141000.20%87,188
2023-04-21-375-0.75%86,813
2023-04-283,6417.28%90,454
2023-05-052,1254.25%92,579
2023-05-12-2,475-4.95%90,104
2023-05-194,1508.30%94,254
2023-05-26-2,684-5.37%91,571
2023-06-023,4166.83%94,987
2023-06-09-750-1.50%94,237
2023-06-168501.70%95,087
2023-06-231160.23%95,204
2023-06-30-1,034-2.07%94,170
2023-07-07-450-0.90%93,720
2023-07-149251.85%94,645
2023-07-211,0502.10%95,695
2023-07-28-1,392-2.78%94,303
2023-08-04-250-0.50%94,053
2023-08-11-609-1.22%93,444
2023-08-182,0004.00%95,444
2023-08-252,4914.98%97,936
2023-09-011,2752.55%99,211
2023-09-08-1,009-2.02%98,202
2023-09-15500.10%98,252
2023-09-22-442-0.88%97,810
2023-09-291,3662.73%99,176
2023-10-13-1,834-3.67%97,343
2023-10-205,30010.60%102,643
2023-10-27-1,263-2.53%101,380
2023-11-031,6003.20%102,980
2023-11-101,0002.00%103,980
2023-11-17-2,317-4.63%101,662
2023-11-242,5255.05%104,187
2023-12-01-584-1.17%103,604
2023-12-082,0754.15%105,679
2023-12-15-150-0.30%105,529
2023-12-22-2,067-4.13%103,462
2023-12-293250.65%103,787
2024-01-051,1002.20%104,887
2024-01-12-3,401-6.80%101,486
2024-01-192,3414.68%103,827
2024-01-26-325-0.65%103,502
2024-02-02-159-0.32%103,344
2024-02-09-1,326-2.65%102,018
2024-02-231,2002.40%103,218
2024-03-01-484-0.97%102,734
2024-03-08-684-1.37%102,051
2024-03-15-642-1.28%101,408
2024-03-22660.13%101,475
2024-03-29-797-1.59%100,678
2024-04-054000.80%101,078
2024-04-12-225-0.45%100,853
2024-04-192,8165.63%103,670
2024-04-261250.25%103,795
2024-05-035251.05%104,320
2024-05-102,2754.55%106,595
2024-05-17-59-0.12%106,536
2024-05-246251.25%107,161
2024-05-31-1,284-2.57%105,878
2024-06-07250.05%105,903
2024-06-141,6503.30%107,553
2024-06-211,3502.70%108,903
2024-06-28-1,426-2.85%107,477
2024-07-05-975-1.95%106,502
2024-07-12-501-1.00%106,001
2024-07-19-509-1.02%105,492
2024-07-261,8163.63%107,309
2024-08-02-400-0.80%106,909
2024-08-092,8255.65%109,734
2024-08-162,1004.20%111,834
2024-08-23-1,009-2.02%110,825
2024-08-303500.70%111,175
2024-09-06-2,026-4.05%109,149
2024-09-13-434-0.87%108,716
2024-09-202,2004.40%110,916
2024-09-272,4504.90%113,366
2024-10-044500.90%113,816
2024-10-11-2,934-5.87%110,882
2024-10-181,1752.35%112,057
2024-10-25-509-1.02%111,549
2024-11-01-1,492-2.98%110,056
2024-11-08-67-0.13%109,989
2024-11-15910.18%110,081
2024-11-22-367-0.73%109,713
2024-11-29-76-0.15%109,638
2024-12-06-309-0.62%109,329
2024-12-131,1752.35%110,504
2024-12-201,4002.80%111,904
2024-12-27-584-1.17%111,320
2025-01-03-584-1.17%110,737
2025-01-10-1,301-2.60%109,436
2025-01-175751.15%110,011
2025-01-24-1,559-3.12%108,452
2025-01-311410.28%108,594
2025-02-07-1,717-3.43%106,877
2025-02-146751.35%107,552
2025-02-215251.05%108,077
2025-02-281910.38%108,268
2025-03-07-25-0.05%108,243
2025-03-14-484-0.97%107,759
2025-03-21-413-0.83%107,346
2025-03-28-184-0.37%107,163
2025-04-04-1,142-2.28%106,021
2025-04-113,5007.00%109,521
2025-04-187161.43%110,237
2025-04-25-1,067-2.13%109,170
2025-05-02-184-0.37%108,986
2025-05-09-509-1.02%108,478
2025-05-162,0004.00%110,478
2025-05-231000.20%110,578
2025-05-30660.13%110,644
2025-06-06-59-0.12%110,585
2025-06-134750.95%111,060
2025-06-20-359-0.72%110,702
2025-06-271,5163.03%112,218
2025-07-04250.05%112,243
2025-07-112750.55%112,518
2025-07-181,6253.25%114,143
2025-07-25-400-0.80%113,743
2025-08-011,7663.53%115,510
2025-08-08-525-1.05%114,985
2025-08-154660.93%115,451
2025-08-222500.50%115,701
2025-08-29-700-1.40%115,001
2025-09-051410.28%115,142
2025-09-121250.25%115,267
2025-09-19580.12%115,325
2025-09-261,6753.35%117,000
2025-10-039251.85%117,925
2025-10-10-700-1.40%117,225
2025-10-177411.48%117,967
2025-10-248001.60%118,767
2025-10-31-150-0.30%118,617
2025-11-07-776-1.55%117,841
2025-11-146501.30%118,491
2025-11-21-1,280-2.56%117,211
2025-11-284160.83%117,627
2025-12-05-250-0.50%117,377
2025-12-127751.55%118,152
2025-12-191,0252.05%119,177
2025-12-262,1504.30%121,327
2026-01-027161.43%122,044
2026-01-09-475-0.95%121,569
2026-01-16-1,051-2.10%120,518
2026-01-23-1,684-3.37%118,834
2026-01-30-1,067-2.13%117,767
2026-02-06-359-0.72%117,408
2026-02-13410.08%117,450
2026-02-272,7755.55%120,225
2026-03-06750.15%120,300
2026-03-13-2,567-5.13%117,733
2026-03-20-1,784-3.57%115,949
2026-03-27-1,576-3.15%114,373
2026-04-03-859-1.72%113,515
2026-04-10-1,234-2.47%112,281
2026-04-171,1002.20%113,381
2026-04-242,1004.20%115,481
2026-05-011,1502.30%116,631
2026-05-08-575-1.15%116,056
2026-05-15-1,651-3.30%114,405
2026-05-228501.70%115,255
2026-05-29-1,259-2.52%113,997
2026-06-05-84-0.17%113,913
2026-06-128501.70%114,763
2026-06-19-1,709-3.42%113,054
2026-06-26-2,009-4.02%111,046
2026-07-031160.23%111,162
2026-07-10-2,634-5.27%108,529
2026-07-17-1,188-2.38%107,341
2026-07-24-1,034-2.07%106,307
2026-07-314120.82%106,719

月度收益

月份月盈亏月收益/5万月末权益
2022-014,0218.04%54,021
2022-023,9547.91%57,974
2022-03-4,418-8.84%53,556
2022-04-1,847-3.69%51,709
2022-05-576-1.15%51,133
2022-0612,24524.49%63,378
2022-0712,49124.98%75,869
2022-082,5665.13%78,435
2022-093,2746.55%81,709
2022-101,9333.87%83,642
2022-11-2,609-5.22%81,033
2022-121,4993.00%82,532
2023-013,3586.72%85,890
2023-02-1,276-2.55%84,614
2023-039992.00%85,613
2023-044,8419.68%90,454
2023-056911.38%91,146
2023-063,0246.05%94,170
2023-077581.52%94,928
2023-083,8837.77%98,811
2023-093660.73%99,176
2023-104,0788.16%103,255
2023-117491.50%104,004
2023-12-217-0.43%103,787
2024-012660.53%104,052
2024-02-1,343-2.69%102,709
2024-03-2,031-4.06%100,678
2024-043,6417.28%104,320
2024-051,5583.12%105,878
2024-061,5993.20%107,477
2024-07-618-1.24%106,859
2024-084,3168.63%111,175
2024-092,6415.28%113,816
2024-10-2,301-4.60%111,515
2024-11-1,877-3.75%109,638
2024-121,7333.47%111,370
2025-01-2,777-5.55%108,594
2025-02-326-0.65%108,268
2025-03-955-1.91%107,313
2025-041,6733.35%108,986
2025-051,6583.32%110,644
2025-069992.00%111,643
2025-073,4166.83%115,060
2025-08-59-0.12%115,001
2025-092,9245.85%117,925
2025-106911.38%118,617
2025-11-990-1.98%117,627
2025-124,4168.83%122,044
2026-01-4,277-8.55%117,767
2026-022,4584.92%120,225
2026-03-5,477-10.95%114,748
2026-041,8833.77%116,631
2026-05-2,634-5.27%113,997
2026-06-4,034-8.07%109,962
2026-07-3,243-6.49%106,719

年度收益

年份年盈亏年收益/5万年末权益
202232,53265.06%82,532
202321,25542.51%103,787
20247,58415.17%111,370
202510,67321.35%122,044
2026-YTD-15,324-30.65%106,719