Dualmak策略 - EB

EB / 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93,016
总收益 / 5万86.03%
最大回撤 / 5万21.17%
夏普率0.84
胜率36.69%
盈亏比1.74
平均盈亏比3.01
平仓笔数139
手续费合计834
最大保证金占用7,437
最高资金使用率14.87%
连续回撤周数85
连续盈利周数8
最大回撤时间2024-11-06 21:00:00

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/EB.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
2024-03-29 22:00:00DELIVERY_ROLL_CLOSEDCE.eb240419072.09540.02,337
2024-04-29 09:00:00REVERSE_CLOSEDCE.eb240519451.09482.0152
2024-05-17 22:00:00REVERSE_CLOSEDCE.eb2406-19399.09358.0202
2024-05-31 22:00:00DELIVERY_ROLL_CLOSEDCE.eb240619358.09863.02,522
2024-06-07 11:00:00REVERSE_CLOSEDCE.eb240719743.09426.0-1,588
2024-06-12 13:00:00REVERSE_CLOSEDCE.eb2407-19426.09570.0-723
2024-06-13 21:00:00REVERSE_CLOSEDCE.eb240719570.09426.0-723
2024-06-28 09:00:00REVERSE_CLOSEDCE.eb2407-19426.09459.0-168
2024-07-10 14:00:00REVERSE_CLOSEDCE.eb240819371.09271.0-503
2024-07-11 13:00:00REVERSE_CLOSEDCE.eb2408-19271.09409.0-693
2024-07-15 11:00:00REVERSE_CLOSEDCE.eb240819409.09261.0-743
2024-07-31 13:00:00REVERSE_CLOSEDCE.eb2408-19261.09298.0-188
2024-08-20 13:00:00REVERSE_CLOSEDCE.eb240919153.09150.0-18
2024-08-21 22:00:00REVERSE_CLOSEDCE.eb2410-18980.09141.0-808
2024-08-22 22:00:00REVERSE_CLOSEDCE.eb241019141.08956.0-928
2024-08-23 22:00:00REVERSE_CLOSEDCE.eb2410-18956.09047.0-458
2024-09-04 14:00:00REVERSE_CLOSEDCE.eb241019047.09045.0-13
2024-09-30 10:00:00REVERSE_CLOSEDCE.eb2410-19045.08816.01,142
2024-10-15 11:00:00REVERSE_CLOSEDCE.eb241118668.08522.0-733
2024-10-21 22:00:00REVERSE_CLOSEDCE.eb2411-18522.08592.0-353
2024-10-25 13:00:00REVERSE_CLOSEDCE.eb241118592.08586.0-33
2024-10-28 09:00:00REVERSE_CLOSEDCE.eb2412-18506.08578.0-363
2024-10-29 14:00:00REVERSE_CLOSEDCE.eb241218578.08354.0-1,123
2024-11-05 21:00:00REVERSE_CLOSEDCE.eb2412-18354.08465.0-558
2024-11-07 13:00:00REVERSE_CLOSEDCE.eb241218465.08422.0-218
2024-11-18 22:00:00REVERSE_CLOSEDCE.eb2412-18422.08361.0302
2024-11-26 21:00:00REVERSE_CLOSEDCE.eb241218361.08346.0-78
2024-11-29 09:00:00REVERSE_CLOSEDCE.eb2501-18334.08320.067
2024-12-09 10:00:00REVERSE_CLOSEDCE.eb250118320.08363.0212
2024-12-11 09:00:00REVERSE_CLOSEDCE.eb2501-18363.08448.0-428
2024-12-20 22:00:00REVERSE_CLOSEDCE.eb250118448.08438.0-53
2025-01-10 10:00:00REVERSE_CLOSEDCE.eb2502-18496.08256.01,197
2025-01-27 14:00:00DELIVERY_ROLL_CLOSEDCE.eb250218256.08663.02,032
2025-02-13 22:00:00REVERSE_CLOSEDCE.eb250318704.08556.0-743
2025-02-17 21:00:00REVERSE_CLOSEDCE.eb2503-18556.08595.0-198
2025-02-21 22:00:00REVERSE_CLOSEDCE.eb250318595.08565.0-153
2025-03-31 22:00:00DELIVERY_ROLL_CLOSEDCE.eb2504-18608.07959.03,242
2025-04-01 10:00:00REVERSE_CLOSEDCE.eb2505-17936.07922.067
2025-04-03 10:00:00REVERSE_CLOSEDCE.eb250517922.07846.0-383
2025-04-23 21:00:00REVERSE_CLOSEDCE.eb2505-17846.07450.01,977
2025-04-25 09:00:00REVERSE_CLOSEDCE.eb250617342.07170.0-863
2025-05-12 14:00:00REVERSE_CLOSEDCE.eb2506-17170.07224.0-273
2025-05-30 14:00:00DELIVERY_ROLL_CLOSEDCE.eb250617224.07290.0327
2025-06-03 09:00:00REVERSE_CLOSEDCE.eb250717140.07221.0402
2025-06-10 09:00:00REVERSE_CLOSEDCE.eb2507-17221.07255.0-173
2025-06-30 11:00:00REVERSE_CLOSEDCE.eb250717255.07434.0892
2025-07-10 09:00:00REVERSE_CLOSEDCE.eb2508-17303.07437.0-673
2025-07-16 09:00:00REVERSE_CLOSEDCE.eb250817437.07339.0-493
2025-07-18 22:00:00REVERSE_CLOSEDCE.eb2508-17339.07442.0-518
2025-07-31 22:00:00DELIVERY_ROLL_CLOSEDCE.eb250817442.07307.0-678
2025-08-04 09:00:00REVERSE_CLOSEDCE.eb250917339.07255.0-423
2025-08-06 13:00:00REVERSE_CLOSEDCE.eb2509-17255.07316.0-308
2025-08-08 10:00:00REVERSE_CLOSEDCE.eb250917316.07264.0-263
2025-08-20 21:00:00REVERSE_CLOSEDCE.eb2509-17264.07251.062
2025-08-27 13:00:00REVERSE_CLOSEDCE.eb251017285.07231.0-273
2025-09-15 11:00:00REVERSE_CLOSEDCE.eb2510-17231.07088.0712
2025-09-19 22:00:00REVERSE_CLOSEDCE.eb251017088.06958.0-653
2025-10-30 11:00:00REVERSE_CLOSEDCE.eb2511-16975.06466.02,542
2025-10-30 22:00:00REVERSE_CLOSEDCE.eb251216507.06468.0-198
2025-11-13 11:00:00REVERSE_CLOSEDCE.eb2512-16468.06420.0237
2025-11-28 22:00:00DELIVERY_ROLL_CLOSEDCE.eb251216420.06525.0522
2025-12-10 14:00:00REVERSE_CLOSEDCE.eb260116554.06464.0-453
2025-12-15 10:00:00REVERSE_CLOSEDCE.eb2601-16464.06518.0-273
2025-12-16 11:00:00REVERSE_CLOSEDCE.eb260116518.06482.0-183
2025-12-22 21:00:00REVERSE_CLOSEDCE.eb2601-16482.06543.0-308
2026-01-30 22:00:00DELIVERY_ROLL_CLOSEDCE.eb260216557.07813.06,277
2026-02-10 13:00:00REVERSE_CLOSEDCE.eb260317748.07354.0-1,973
2026-02-24 11:00:00REVERSE_CLOSEDCE.eb2603-17354.07680.0-1,633
2026-02-27 22:00:00DELIVERY_ROLL_CLOSEDCE.eb260317680.07565.0-578
2026-03-31 22:00:00DELIVERY_ROLL_CLOSEDCE.eb260417511.010550.015,192
2026-04-08 22:00:00REVERSE_CLOSEDCE.eb2605110617.09983.0-3,173
2026-04-24 10:00:00REVERSE_CLOSEDCE.eb2605-19983.09992.0-48
2026-04-27 09:00:00REVERSE_CLOSEDCE.eb260619890.09830.0-303
2026-04-27 11:00:00REVERSE_CLOSEDCE.eb2606-19830.09816.067
2026-05-07 14:00:00REVERSE_CLOSEDCE.eb260619816.09462.0-1,773
2026-05-21 21:00:00REVERSE_CLOSEDCE.eb2606-19462.09536.0-373
2026-05-22 14:00:00REVERSE_CLOSEDCE.eb260719433.09265.0-843
2026-06-30 22:00:00DELIVERY_ROLL_CLOSEDCE.eb2607-19265.07354.09,552
2026-07-07 10:00:00REVERSE_CLOSEDCE.eb2608-17303.07467.0-823
2026-07-28 14:00:00CONTRACT_LAST_CLOSEDCE.eb260817467.08458.04,952

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-333-0.67%49,667
2022-01-141,0452.09%50,712
2022-01-21-916-1.83%49,796
2022-01-281,8393.68%51,635
2022-02-113600.72%51,995
2022-02-18-1,385-2.77%50,610
2022-02-251,7603.52%52,370
2022-03-043,8447.69%56,214
2022-03-11-560-1.12%55,654
2022-03-18-1,840-3.68%53,814
2022-03-252,4554.91%56,269
2022-04-01-1,551-3.10%54,718
2022-04-088951.79%55,613
2022-04-15-211-0.42%55,402
2022-04-22-2,691-5.38%52,711
2022-04-29-1,642-3.28%51,069
2022-05-061,0952.19%52,164
2022-05-131750.35%52,339
2022-05-20-340-0.68%51,999
2022-05-272,0004.00%53,999
2022-06-038241.65%54,823
2022-06-103,1956.39%58,018
2022-06-17-3,440-6.88%54,578
2022-06-245291.06%55,107
2022-07-01-391-0.78%54,716
2022-07-081,5403.08%56,256
2022-07-152,7155.43%58,971
2022-07-22-80-0.16%58,891
2022-07-29-586-1.17%58,305
2022-08-05-886-1.77%57,419
2022-08-12-1,125-2.25%56,294
2022-08-191,3002.60%57,594
2022-08-26-2,161-4.32%55,433
2022-09-022,4204.84%57,853
2022-09-091,4702.94%59,323
2022-09-162900.58%59,613
2022-09-23-275-0.55%59,338
2022-09-30-948-1.90%58,390
2022-10-14-2,522-5.04%55,868
2022-10-21-525-1.05%55,343
2022-10-281,8703.74%57,213
2022-11-04-436-0.87%56,777
2022-11-11590.12%56,836
2022-11-187851.57%57,621
2022-11-25-1,676-3.35%55,945
2022-12-029941.99%56,939
2022-12-09-1,882-3.76%55,057
2022-12-16-380-0.76%54,677
2022-12-234700.94%55,147
2022-12-307141.43%55,861
2023-01-06-2,046-4.09%53,815
2023-01-139441.89%54,759
2023-01-201,1452.29%55,904
2023-02-03-2,786-5.57%53,118
2023-02-10-306-0.61%52,812
2023-02-173100.62%53,122
2023-02-24-116-0.23%53,006
2023-03-03-481-0.96%52,525
2023-03-10-941-1.88%51,584
2023-03-177951.59%52,379
2023-03-24-585-1.17%51,794
2023-03-313890.78%52,183
2023-04-079601.92%53,143
2023-04-14-5-0.01%53,138
2023-04-21-1,391-2.78%51,747
2023-04-281,0802.16%52,827
2023-05-054050.81%53,232
2023-05-121,4902.98%54,722
2023-05-191850.37%54,907
2023-05-26-525-1.05%54,382
2023-06-02-1,138-2.28%53,244
2023-06-09790.16%53,323
2023-06-16750.15%53,398
2023-06-234800.96%53,878
2023-06-301,6943.39%55,572
2023-07-071,1002.20%56,672
2023-07-141,3052.61%57,977
2023-07-211,3402.68%59,317
2023-07-282,3404.68%61,657
2023-08-04-301-0.60%61,356
2023-08-117901.58%62,146
2023-08-18-327-0.65%61,819
2023-08-25-195-0.39%61,624
2023-09-012,3444.69%63,968
2023-09-082,2354.47%66,203
2023-09-151,1052.21%67,308
2023-09-22-1,750-3.50%65,558
2023-09-29-1,756-3.51%63,802
2023-10-131,5953.19%65,397
2023-10-20-471-0.94%64,926
2023-10-27-524-1.05%64,402
2023-11-03-575-1.15%63,827
2023-11-10-821-1.64%63,006
2023-11-177941.59%63,800
2023-11-24-566-1.13%63,234
2023-12-012,5055.01%65,739
2023-12-08-525-1.05%65,214
2023-12-15-381-0.76%64,833
2023-12-222,2704.54%67,103
2023-12-29-696-1.39%66,407
2024-01-05-250-0.50%66,157
2024-01-12-1,132-2.26%65,025
2024-01-191,6503.30%66,675
2024-01-26-285-0.57%66,390
2024-02-02-666-1.33%65,724
2024-02-092,2304.46%67,954
2024-02-23200.04%67,974
2024-03-01-311-0.62%67,663
2024-03-089901.98%68,653
2024-03-158051.61%69,458
2024-03-22-1,250-2.50%68,208
2024-03-291,6893.38%69,897
2024-04-051500.30%70,047
2024-04-124400.88%70,487
2024-04-194250.85%70,912
2024-04-26-820-1.64%70,092
2024-05-03140.03%70,106
2024-05-101,4002.80%71,506
2024-05-17-726-1.45%70,780
2024-05-242950.59%71,075
2024-05-311,6893.38%72,764
2024-06-07-1,581-3.16%71,183
2024-06-14-1,102-2.20%70,081
2024-06-218501.70%70,931
2024-06-28-1,191-2.38%69,740
2024-07-053050.61%70,045
2024-07-12-2,397-4.79%67,648
2024-07-192890.58%67,937
2024-07-269201.84%68,857
2024-08-02-916-1.83%67,941
2024-08-09-235-0.47%67,706
2024-08-162600.52%67,966
2024-08-23-2,544-5.09%65,422
2024-08-307901.58%66,212
2024-09-06-301-0.60%65,911
2024-09-131,1502.30%67,061
2024-09-20-245-0.49%66,816
2024-09-27-35-0.07%66,781
2024-10-044890.98%67,270
2024-10-11-455-0.91%66,815
2024-10-18-821-1.64%65,994
2024-10-25-1,402-2.80%64,592
2024-11-01-1,052-2.10%63,540
2024-11-08-197-0.39%63,343
2024-11-15-230-0.46%63,113
2024-11-228691.74%63,982
2024-11-29-227-0.45%63,755
2024-12-06-315-0.63%63,440
2024-12-13-177-0.35%63,263
2024-12-2040.01%63,267
2024-12-271,5253.05%64,792
2025-01-03-600-1.20%64,192
2025-01-105041.01%64,696
2025-01-175701.14%65,266
2025-01-247101.42%65,976
2025-01-311590.32%66,135
2025-02-07-440-0.88%65,695
2025-02-14-111-0.22%65,584
2025-02-21-222-0.44%65,362
2025-02-287701.54%66,132
2025-03-071,0002.00%67,132
2025-03-144400.88%67,572
2025-03-219651.93%68,537
2025-03-28-515-1.03%68,022
2025-04-04320.06%68,054
2025-04-111,7253.45%69,779
2025-04-182800.56%70,059
2025-04-25-797-1.59%69,262
2025-05-027301.46%69,992
2025-05-091100.22%70,102
2025-05-161,2042.41%71,306
2025-05-23-1,345-2.69%69,961
2025-05-30-856-1.71%69,105
2025-06-069341.87%70,039
2025-06-131,0642.13%71,103
2025-06-206451.29%71,748
2025-06-27-1,480-2.96%70,268
2025-07-04-501-1.00%69,767
2025-07-11-36-0.07%69,731
2025-07-18-1,027-2.05%68,704
2025-07-25-245-0.49%68,459
2025-08-01-1,016-2.03%67,443
2025-08-08-433-0.87%67,010
2025-08-151150.23%67,125
2025-08-224840.97%67,609
2025-08-29-61-0.12%67,548
2025-09-05-20-0.04%67,528
2025-09-12800.16%67,608
2025-09-19-837-1.67%66,771
2025-09-26-65-0.13%66,706
2025-10-036701.34%67,376
2025-10-105451.09%67,921
2025-10-171,0102.02%68,931
2025-10-24-10-0.02%68,921
2025-10-31630.13%68,984
2025-11-078651.73%69,849
2025-11-14-26-0.05%69,823
2025-11-21-880-1.76%68,943
2025-11-288241.65%69,767
2025-12-053200.64%70,087
2025-12-12-941-1.88%69,146
2025-12-19580.12%69,204
2025-12-263290.66%69,533
2026-01-021750.35%69,708
2026-01-099701.94%70,678
2026-01-161,3902.78%72,068
2026-01-232,1754.35%74,243
2026-01-305691.14%74,812
2026-02-06-690-1.38%74,122
2026-02-13-1,311-2.62%72,811
2026-02-27-2,192-4.38%70,619
2026-03-0610,38020.76%80,999
2026-03-133,4906.98%84,489
2026-03-20250.05%84,514
2026-03-272,0004.00%86,514
2026-04-03-811-1.62%85,703
2026-04-10-2,636-5.27%83,067
2026-04-178501.70%83,917
2026-04-24-1,971-3.94%81,946
2026-05-011,4032.81%83,349
2026-05-08-2,166-4.33%81,183
2026-05-15-15-0.03%81,168
2026-05-22-2,197-4.39%78,971
2026-05-293,4356.87%82,406
2026-06-053350.67%82,741
2026-06-124750.95%83,216
2026-06-193,5007.00%86,716
2026-06-262,7605.52%89,476
2026-07-03-886-1.77%88,590
2026-07-101,0842.17%89,674
2026-07-174,7809.56%94,454
2026-07-241,0602.12%95,514
2026-07-31-2,498-5.00%93,016

月度收益

月份月盈亏月收益/5万月末权益
2022-011,6353.27%51,635
2022-02-146-0.29%51,489
2022-033,3896.78%54,878
2022-04-3,809-7.62%51,069
2022-053,4496.90%54,518
2022-06-317-0.63%54,201
2022-074,1048.21%58,305
2022-08-902-1.80%57,403
2022-099871.97%58,390
2022-10-1,278-2.56%57,112
2022-11-1,293-2.59%55,819
2022-12420.08%55,861
2023-01-1,188-2.38%54,673
2023-02-2,298-4.60%52,375
2023-03-192-0.38%52,183
2023-046441.29%52,827
2023-057131.43%53,540
2023-062,0324.06%55,572
2023-076,59413.19%62,166
2023-087171.43%62,883
2023-099191.84%63,802
2023-101,2702.54%65,072
2023-11-238-0.48%64,834
2023-121,5733.15%66,407
2024-011620.32%66,569
2024-029941.99%67,563
2024-032,3344.67%69,897
2024-042090.42%70,106
2024-052,6585.32%72,764
2024-06-3,024-6.05%69,740
2024-07-1,864-3.73%67,876
2024-08-1,664-3.33%66,212
2024-091,0582.12%67,270
2024-10-3,905-7.81%63,365
2024-113900.78%63,755
2024-121,1472.29%64,902
2025-011,2332.47%66,135
2025-02-3-0.01%66,132
2025-032,1394.28%68,271
2025-041,7213.44%69,992
2025-05-887-1.77%69,105
2025-061,1622.32%70,267
2025-07-2,424-4.85%67,843
2025-08-295-0.59%67,548
2025-09-172-0.34%67,376
2025-101,6083.22%68,984
2025-117831.57%69,767
2025-12-59-0.12%69,708
2026-015,10410.21%74,812
2026-02-4,193-8.39%70,619
2026-0315,18930.38%85,808
2026-04-2,459-4.92%83,349
2026-05-943-1.89%82,406
2026-066,48412.97%88,890
2026-074,1268.25%93,016

年度收益

年份年盈亏年收益/5万年末权益
20225,86111.72%55,861
202310,54621.09%66,407
2024-1,505-3.01%64,902
20254,8069.61%69,708
2026-YTD23,30846.62%93,016