Dualmak策略 - CJ

CJ / 4H;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201,998
总收益 / 5万304.00%
最大回撤 / 5万65.99%
夏普率0.81
胜率41.03%
盈亏比2.26
平均盈亏比3.25
平仓笔数39
手续费合计702
最大保证金占用18,546
最高资金使用率37.09%
连续回撤周数47
连续盈利周数8
最大回撤时间2025-10-29 08:00:00

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/CJ.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
2022-02-10 12:00:00REVERSE_CLOSECZCE.CJ205-114195.013660.08,016
2022-03-02 08:00:00REVERSE_CLOSECZCE.CJ205113660.013380.0-4,209
2022-04-25 12:00:00REVERSE_CLOSECZCE.CJ205-113380.011405.029,616
2022-05-30 08:00:00REVERSE_CLOSECZCE.CJ209112250.011710.0-8,109
2022-07-13 12:00:00REVERSE_CLOSECZCE.CJ209-111710.010660.015,741
2022-08-31 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ209110660.010510.0-2,259
2022-10-10 12:00:00REVERSE_CLOSECZCE.CJ301112300.011660.0-9,609
2022-12-30 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ301-111660.09580.031,191
2023-01-30 08:00:00REVERSE_CLOSECZCE.CJ305-110190.010600.0-6,159
2023-02-14 08:00:00REVERSE_CLOSECZCE.CJ305110600.010390.0-3,159
2023-04-18 08:00:00REVERSE_CLOSECZCE.CJ305-110390.09720.010,041
2023-08-31 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ309110225.011080.012,816
2023-12-29 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ401113145.014820.025,116
2024-01-10 12:00:00REVERSE_CLOSECZCE.CJ405115145.014170.0-14,634
2024-04-22 12:00:00REVERSE_CLOSECZCE.CJ405-114170.012300.028,041
2024-05-23 12:00:00REVERSE_CLOSECZCE.CJ409112655.011905.0-11,259
2024-08-30 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ409-111905.09185.040,791
2024-10-14 12:00:00REVERSE_CLOSECZCE.CJ501-110250.09780.07,041
2024-11-21 12:00:00REVERSE_CLOSECZCE.CJ50119780.09480.0-4,509
2024-12-31 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ501-19480.08780.010,491
2025-01-21 08:00:00REVERSE_CLOSECZCE.CJ505-19210.09265.0-834
2025-01-24 08:00:00REVERSE_CLOSECZCE.CJ50519265.09230.0-534
2025-01-27 12:00:00REVERSE_CLOSECZCE.CJ505-19230.09300.0-1,059
2025-03-19 08:00:00REVERSE_CLOSECZCE.CJ50519300.09100.0-3,009
2025-04-15 12:00:00REVERSE_CLOSECZCE.CJ505-19100.09140.0-609
2025-04-25 08:00:00REVERSE_CLOSECZCE.CJ50919425.09070.0-5,334
2025-06-18 12:00:00REVERSE_CLOSECZCE.CJ509-19070.09000.01,041
2025-08-29 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ50919000.010465.021,966
2025-09-22 08:00:00REVERSE_CLOSECZCE.CJ601111510.010680.0-12,459
2025-10-14 08:00:00REVERSE_CLOSECZCE.CJ601-110680.011150.0-7,059
2025-10-28 12:00:00REVERSE_CLOSECZCE.CJ601111150.010420.0-10,959
2025-12-31 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ601-110420.09085.020,016
2026-01-14 08:00:00REVERSE_CLOSECZCE.CJ605-18965.09040.0-1,134
2026-01-19 12:00:00REVERSE_CLOSECZCE.CJ60519040.08835.0-3,084
2026-02-26 08:00:00REVERSE_CLOSECZCE.CJ605-18835.08910.0-1,134
2026-04-03 08:00:00REVERSE_CLOSECZCE.CJ60518910.08675.0-3,534
2026-04-22 12:00:00REVERSE_CLOSECZCE.CJ605-18675.08645.0441
2026-06-17 08:00:00REVERSE_CLOSECZCE.CJ60919130.08730.0-6,009
2026-07-31 08:00:00FINAL_CLOSECZCE.CJ609-18730.08020.010,641

每周收益

周末周盈亏周收益/5万周末权益
2022-01-0716,41632.83%66,416
2022-01-14-5,700-11.40%60,716
2022-01-21-1,275-2.55%59,441
2022-01-289,52519.05%68,966
2022-02-11-4,443-8.89%64,523
2022-02-18-5,550-11.10%58,973
2022-02-25-5,025-10.05%53,948
2022-03-042,9825.96%56,930
2022-03-1114,25028.50%71,180
2022-03-182,9255.85%74,105
2022-03-255,47510.95%79,580
2022-04-011,0502.10%80,630
2022-04-088,47516.95%89,105
2022-04-153,3756.75%92,480
2022-04-22-9,000-18.00%83,480
2022-04-29-2,568-5.14%80,912
2022-05-065,17510.35%86,087
2022-05-13-1,875-3.75%84,212
2022-05-205,92511.85%90,137
2022-05-27-15,000-30.00%75,137
2022-06-031,4822.96%76,619
2022-06-103,0006.00%79,619
2022-06-1712,00024.00%91,619
2022-06-24-3,675-7.35%87,944
2022-07-012,2504.50%90,194
2022-07-081,6503.30%91,844
2022-07-15-6,843-13.69%85,001
2022-07-2210,05020.10%95,051
2022-07-29-6,300-12.60%88,751
2022-08-051500.30%88,901
2022-08-12750.15%88,976
2022-08-196751.35%89,651
2022-08-261500.30%89,801
2022-09-02-2,943-5.89%86,858
2022-09-091,5753.15%88,433
2022-09-16-1,725-3.45%86,708
2022-09-23-4,050-8.10%82,658
2022-09-30-1,875-3.75%80,783
2022-10-146571.31%81,440
2022-10-21-375-0.75%81,065
2022-10-285,47510.95%86,540
2022-11-04-2,175-4.35%84,365
2022-11-111,2752.55%85,640
2022-11-181,5003.00%87,140
2022-11-255,02510.05%92,165
2022-12-02-975-1.95%91,190
2022-12-093,3756.75%94,565
2022-12-163750.75%94,940
2022-12-2312,30024.60%107,240
2022-12-303,0576.11%110,297
2023-01-06-900-1.80%109,397
2023-01-13-1,725-3.45%107,672
2023-01-20-1,650-3.30%106,022
2023-02-03-393-0.79%105,629
2023-02-10-6,525-13.05%99,104
2023-02-173,0576.11%102,161
2023-02-24-5,700-11.40%96,461
2023-03-036,75013.50%103,211
2023-03-106,30012.60%109,511
2023-03-179751.95%110,486
2023-03-243,6757.35%114,161
2023-03-31-75-0.15%114,086
2023-04-07-2,700-5.40%111,386
2023-04-141,8003.60%113,186
2023-04-21-4,668-9.34%108,518
2023-04-288,77517.55%117,293
2023-05-054500.90%117,743
2023-05-12-1,050-2.10%116,693
2023-05-19-4,050-8.10%112,643
2023-05-26-4,200-8.40%108,443
2023-06-025251.05%108,968
2023-06-099751.95%109,943
2023-06-161,6503.30%111,593
2023-06-23750.15%111,668
2023-06-30-2,175-4.35%109,493
2023-07-076,07512.15%115,568
2023-07-141500.30%115,718
2023-07-215,85011.70%121,568
2023-07-283,6757.35%125,243
2023-08-041,6503.30%126,893
2023-08-11-2,400-4.80%124,493
2023-08-18-5,175-10.35%119,318
2023-08-251,0502.10%120,368
2023-09-015,90711.81%126,275
2023-09-0800.00%126,275
2023-09-151,2002.40%127,475
2023-09-222,5505.10%130,025
2023-09-296001.20%130,625
2023-10-139751.95%131,600
2023-10-209751.95%132,575
2023-10-27-5,400-10.80%127,175
2023-11-039,30018.60%136,475
2023-11-10-750-1.50%135,725
2023-11-173,6757.35%139,400
2023-11-2416,65033.30%156,050
2023-12-01-4,125-8.25%151,925
2023-12-08-3,675-7.35%148,250
2023-12-15-3,000-6.00%145,250
2023-12-225,62511.25%150,875
2023-12-29-1,968-3.94%148,907
2024-01-05-11,175-22.35%137,732
2024-01-124,2578.51%141,989
2024-01-191,0502.10%143,039
2024-01-2611,55023.10%154,589
2024-02-025251.05%155,114
2024-02-09-1,500-3.00%153,614
2024-02-234,4258.85%158,039
2024-03-01-6,375-12.75%151,664
2024-03-082,7755.55%154,439
2024-03-155,92511.85%160,364
2024-03-223,3006.60%163,664
2024-03-2900.00%163,664
2024-04-054,7259.45%168,389
2024-04-12-7,725-15.45%160,664
2024-04-194,2008.40%164,864
2024-04-26-3,993-7.99%160,871
2024-05-03-825-1.65%160,046
2024-05-103,9007.80%163,946
2024-05-177501.50%164,696
2024-05-24-13,668-27.34%151,028
2024-05-313,0006.00%154,028
2024-06-073,1506.30%157,178
2024-06-141,2002.40%158,378
2024-06-214500.90%158,828
2024-06-283,9007.80%162,728
2024-07-058,02516.05%170,753
2024-07-121,2752.55%172,028
2024-07-199751.95%173,003
2024-07-26-300-0.60%172,703
2024-08-024,7259.45%177,428
2024-08-093750.75%177,803
2024-08-1612,30024.60%190,103
2024-08-236,37512.75%196,478
2024-08-30-4,668-9.34%191,810
2024-09-0611,55023.10%203,360
2024-09-131,8003.60%205,160
2024-09-20-1,125-2.25%204,035
2024-09-27-8,550-17.10%195,485
2024-10-04-2,400-4.80%193,085
2024-10-118,47516.95%201,560
2024-10-18-1,668-3.34%199,892
2024-10-25-3,825-7.65%196,067
2024-11-0114,62529.25%210,692
2024-11-08-6,750-13.50%203,942
2024-11-15-7,875-15.75%196,067
2024-11-228071.61%196,874
2024-11-29-2,775-5.55%194,099
2024-12-061,8003.60%195,899
2024-12-13-2,625-5.25%193,274
2024-12-206,37512.75%199,649
2024-12-273,5257.05%203,174
2025-01-033,2826.56%206,456
2025-01-10-150-0.30%206,306
2025-01-17-3,000-6.00%203,306
2025-01-24-36-0.07%203,270
2025-01-31-1,293-2.59%201,977
2025-02-073,5257.05%205,502
2025-02-14-3,450-6.90%202,052
2025-02-211,2752.55%203,327
2025-02-28-600-1.20%202,727
2025-03-07-2,250-4.50%200,477
2025-03-14-300-0.60%200,177
2025-03-211,0322.06%201,209
2025-03-28-2,175-4.35%199,034
2025-04-041,3502.70%200,384
2025-04-111500.30%200,534
2025-04-18-1,443-2.89%199,091
2025-04-25-5,868-11.74%193,223
2025-05-022250.45%193,448
2025-05-098251.65%194,273
2025-05-16-1,200-2.40%193,073
2025-05-231,6503.30%194,723
2025-05-304,6509.30%199,373
2025-06-06-2,250-4.50%197,123
2025-06-13-1,350-2.70%195,773
2025-06-203,6577.31%199,430
2025-06-274,2758.55%203,705
2025-07-04-2,925-5.85%200,780
2025-07-112,5505.10%203,330
2025-07-18-3,975-7.95%199,355
2025-07-251,5753.15%200,930
2025-08-014,8009.60%205,730
2025-08-089,45018.90%215,180
2025-08-153750.75%215,555
2025-08-22-5,625-11.25%209,930
2025-08-296,43212.86%216,362
2025-09-05-7,650-15.30%208,712
2025-09-122,3254.65%211,037
2025-09-19-7,275-14.55%203,762
2025-09-26-8,943-17.89%194,819
2025-10-036,97513.95%201,794
2025-10-10-4,875-9.75%196,919
2025-10-173,9577.91%200,876
2025-10-24-10,050-20.10%190,826
2025-10-31-843-1.69%189,983
2025-11-078,32516.65%198,308
2025-11-146,00012.00%204,308
2025-11-212,9255.85%207,233
2025-11-28-450-0.90%206,783
2025-12-05-2,250-4.50%204,533
2025-12-123,0006.00%207,533
2025-12-193,2256.45%210,758
2025-12-26-3,000-6.00%207,758
2026-01-02-1,893-3.79%205,865
2026-01-09-2,775-5.55%203,090
2026-01-16-843-1.69%202,247
2026-01-23-93-0.19%202,154
2026-01-30-2,250-4.50%199,904
2026-02-063,8257.65%203,729
2026-02-13-2,250-4.50%201,479
2026-02-27-2,868-5.74%198,611
2026-03-063,6007.20%202,211
2026-03-131,0502.10%203,261
2026-03-20-3,825-7.65%199,436
2026-03-274500.90%199,886
2026-04-03-2,043-4.09%197,843
2026-04-10750.15%197,918
2026-04-176751.35%198,593
2026-04-24-2,718-5.44%195,875
2026-05-013,1506.30%199,025
2026-05-083750.75%199,400
2026-05-156001.20%200,000
2026-05-22-6,075-12.15%193,925
2026-05-297,27514.55%201,200
2026-06-05-4,725-9.45%196,475
2026-06-12-2,550-5.10%193,925
2026-06-19-993-1.99%192,932
2026-06-262,7005.40%195,632
2026-07-03-1,650-3.30%193,982
2026-07-105,70011.40%199,682
2026-07-174,2008.40%203,882
2026-07-24750.15%203,957
2026-07-31-1,959-3.92%201,998

月度收益

月份月盈亏月收益/5万月末权益
2022-0118,96637.93%68,966
2022-02-16,068-32.14%52,898
2022-0326,98253.96%79,880
2022-041,0322.06%80,912
2022-05-8,493-16.99%72,419
2022-068,47516.95%80,894
2022-077,85715.71%88,751
2022-08-18-0.04%88,733
2022-09-7,950-15.90%80,783
2022-107,18214.36%87,965
2022-113,5257.05%91,490
2022-1218,80737.61%110,297
2023-01-2,268-4.54%108,029
2023-02-5,493-10.99%102,536
2023-0311,55023.10%114,086
2023-043,2076.41%117,293
2023-05-9,975-19.95%107,318
2023-062,1754.35%109,493
2023-0719,50039.00%128,993
2023-08-5,193-10.39%123,800
2023-096,82513.65%130,625
2023-10-4,650-9.30%125,975
2023-1125,80051.60%151,775
2023-12-2,868-5.74%148,907
2024-014,7079.41%153,614
2024-023,0756.15%156,689
2024-036,97513.95%163,664
2024-04-3,618-7.24%160,046
2024-05-6,018-12.04%154,028
2024-068,70017.40%162,728
2024-0710,87521.75%173,603
2024-0818,20736.41%191,810
2024-091,2752.55%193,085
2024-109,05718.11%202,142
2024-11-8,043-16.09%194,099
2024-1210,70721.41%204,806
2025-01-2,829-5.66%201,977
2025-027501.50%202,727
2025-03-2,793-5.59%199,934
2025-04-6,486-12.97%193,448
2025-055,92511.85%199,373
2025-063,9577.91%203,330
2025-07-225-0.45%203,105
2025-0813,25726.51%216,362
2025-09-14,568-29.14%201,794
2025-10-11,811-23.62%189,983
2025-1116,80033.60%206,783
2025-12-918-1.84%205,865
2026-01-5,961-11.92%199,904
2026-02-1,293-2.59%198,611
2026-03-525-1.05%198,086
2026-049391.88%199,025
2026-052,1754.35%201,200
2026-06-9,843-19.69%191,357
2026-0710,64121.28%201,998

年度收益

年份年盈亏年收益/5万年末权益
202260,297120.59%110,297
202338,61077.22%148,907
202455,899111.80%204,806
20251,0592.12%205,865
2026-YTD-3,867-7.73%201,998