Dualmak策略 - FG

FG / 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234,704
总收益 / 5万369.41%
最大回撤 / 5万72.00%
夏普率1.07
胜率43.06%
盈亏比2.30
平均盈亏比3.04
平仓笔数72
手续费合计3,456
最大保证金占用19,144
最高资金使用率38.29%
连续回撤周数38
连续盈利周数13
最大回撤时间2024-02-19 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/FG.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
2022-01-07 08:00:00REVERSE_CLOSECZCE.FG205-11700.01813.0-9,064
2022-02-17 10:00:00REVERSE_CLOSECZCE.FG20511813.02091.022,216
2022-03-24 14:00:00REVERSE_CLOSECZCE.FG205-12091.01923.013,416
2022-04-22 12:00:00REVERSE_CLOSECZCE.FG20911990.02029.03,096
2022-06-01 22:00:00REVERSE_CLOSECZCE.FG209-12029.01779.019,976
2022-06-10 12:00:00REVERSE_CLOSECZCE.FG20911779.01765.0-1,144
2022-08-02 22:00:00REVERSE_CLOSECZCE.FG209-11765.01538.018,136
2022-08-19 10:00:00REVERSE_CLOSECZCE.FG20911538.01553.01,176
2022-09-09 10:00:00REVERSE_CLOSECZCE.FG301-11449.01496.0-3,784
2022-10-13 20:00:00REVERSE_CLOSECZCE.FG30111496.01505.0696
2022-11-16 12:00:00REVERSE_CLOSECZCE.FG301-11505.01413.07,336
2022-11-18 12:00:00REVERSE_CLOSECZCE.FG30111413.01362.0-4,104
2022-11-24 20:00:00REVERSE_CLOSECZCE.FG301-11362.01388.0-2,104
2022-12-30 14:00:00DELIVERY_ROLL_CLOSECZCE.FG30111388.01561.013,816
2023-01-30 20:00:00REVERSE_CLOSECZCE.FG30511660.01640.0-1,624
2023-03-02 22:00:00REVERSE_CLOSECZCE.FG305-11640.01545.07,576
2023-04-28 14:00:00DELIVERY_ROLL_CLOSECZCE.FG30511545.02000.036,376
2023-05-11 20:00:00REVERSE_CLOSECZCE.FG30911793.01680.0-9,064
2023-06-13 12:00:00REVERSE_CLOSECZCE.FG309-11680.01596.06,696
2023-06-29 08:00:00REVERSE_CLOSECZCE.FG30911596.01496.0-8,024
2023-07-07 20:00:00REVERSE_CLOSECZCE.FG309-11496.01595.0-7,944
2023-08-10 14:00:00REVERSE_CLOSECZCE.FG30911595.01804.016,696
2023-08-22 08:00:00REVERSE_CLOSECZCE.FG401-11549.01629.0-6,424
2023-08-25 08:00:00REVERSE_CLOSECZCE.FG40111629.01619.0-824
2023-08-30 14:00:00REVERSE_CLOSECZCE.FG401-11619.01674.0-4,424
2023-09-21 20:00:00REVERSE_CLOSECZCE.FG40111674.01688.01,096
2023-11-03 08:00:00REVERSE_CLOSECZCE.FG401-11688.01675.01,016
2023-12-29 14:00:00DELIVERY_ROLL_CLOSECZCE.FG40111675.01780.08,376
2024-01-09 22:00:00REVERSE_CLOSECZCE.FG40511913.01841.0-5,784
2024-01-30 22:00:00REVERSE_CLOSECZCE.FG405-11841.01835.0456
2024-02-01 10:00:00REVERSE_CLOSECZCE.FG40511835.01776.0-4,744
2024-02-08 12:00:00REVERSE_CLOSECZCE.FG405-11776.01816.0-3,224
2024-02-19 20:00:00REVERSE_CLOSECZCE.FG40511816.01732.0-6,744
2024-04-18 22:00:00REVERSE_CLOSECZCE.FG405-11732.01533.015,896
2024-06-13 14:00:00REVERSE_CLOSECZCE.FG40911506.01643.010,936
2024-08-30 22:00:00DELIVERY_ROLL_CLOSECZCE.FG409-11643.01063.046,376
2024-09-27 12:00:00REVERSE_CLOSECZCE.FG501-11235.01190.03,576
2024-11-15 10:00:00REVERSE_CLOSECZCE.FG50111190.01267.06,136
2024-12-10 14:00:00REVERSE_CLOSECZCE.FG501-11267.01232.02,776
2024-12-16 10:00:00REVERSE_CLOSECZCE.FG50111232.01214.0-1,464
2024-12-17 08:00:00REVERSE_CLOSECZCE.FG505-11345.01357.0-984
2025-01-08 10:00:00REVERSE_CLOSECZCE.FG50511357.01306.0-4,104
2025-01-13 20:00:00REVERSE_CLOSECZCE.FG505-11306.01360.0-4,344
2025-02-05 14:00:00REVERSE_CLOSECZCE.FG50511360.01326.0-2,744
2025-03-24 20:00:00REVERSE_CLOSECZCE.FG505-11326.01245.06,456
2025-03-31 12:00:00REVERSE_CLOSECZCE.FG50511245.01186.0-4,744
2025-04-01 14:00:00REVERSE_CLOSECZCE.FG505-11186.01232.0-3,704
2025-04-09 10:00:00REVERSE_CLOSECZCE.FG50511232.01170.0-4,984
2025-04-30 14:00:00DELIVERY_ROLL_CLOSECZCE.FG505-11170.01031.011,096
2025-06-23 14:00:00REVERSE_CLOSECZCE.FG509-11082.01009.05,816
2025-07-01 14:00:00REVERSE_CLOSECZCE.FG50911009.0981.0-2,264
2025-07-02 22:00:00REVERSE_CLOSECZCE.FG509-1981.01047.0-5,304
2025-08-12 10:00:00REVERSE_CLOSECZCE.FG50911047.01057.0776
2025-08-25 22:00:00REVERSE_CLOSECZCE.FG601-11224.01180.03,496
2025-09-02 14:00:00REVERSE_CLOSECZCE.FG60111180.01141.0-3,144
2025-09-08 08:00:00REVERSE_CLOSECZCE.FG601-11141.01170.0-2,344
2025-10-13 10:00:00REVERSE_CLOSECZCE.FG60111170.01166.0-344
2025-12-30 10:00:00REVERSE_CLOSECZCE.FG601-11166.0940.018,056
2026-01-27 14:00:00REVERSE_CLOSECZCE.FG60511072.01067.0-424
2026-02-05 10:00:00REVERSE_CLOSECZCE.FG605-11067.01093.0-2,104
2026-02-09 10:00:00REVERSE_CLOSECZCE.FG60511093.01066.0-2,184
2026-02-10 22:00:00REVERSE_CLOSECZCE.FG605-11066.01069.0-264
2026-02-24 08:00:00REVERSE_CLOSECZCE.FG60511069.01050.0-1,544
2026-03-06 22:00:00REVERSE_CLOSECZCE.FG605-11050.01096.0-3,704
2026-03-30 20:00:00REVERSE_CLOSECZCE.FG60511096.01039.0-4,584
2026-04-24 22:00:00REVERSE_CLOSECZCE.FG605-11039.0944.07,576
2026-04-28 14:00:00REVERSE_CLOSECZCE.FG60911084.01043.0-3,304
2026-05-06 12:00:00REVERSE_CLOSECZCE.FG609-11043.01063.0-1,624
2026-05-15 14:00:00REVERSE_CLOSECZCE.FG60911063.01043.0-1,624
2026-06-02 08:00:00REVERSE_CLOSECZCE.FG609-11043.01053.0-824
2026-06-04 20:00:00REVERSE_CLOSECZCE.FG60911053.01030.0-1,864
2026-07-31 20:00:00FINAL_CLOSECZCE.FG609-11030.0869.012,856

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-1,432-2.86%48,568
2022-01-1412,88025.76%61,448
2022-01-216,32012.64%67,768
2022-01-287,28014.56%75,048
2022-02-11-2,960-5.92%72,088
2022-02-18-6,928-13.86%65,160
2022-02-2511,04022.08%76,200
2022-03-04-2,960-5.92%73,240
2022-03-11-1,440-2.88%71,800
2022-03-185,44010.88%77,240
2022-03-255,23210.46%82,472
2022-04-014,4008.80%86,872
2022-04-08-7,520-15.04%79,352
2022-04-15-960-1.92%78,392
2022-04-224,0328.06%82,424
2022-04-298,88017.76%91,304
2022-05-063,0406.08%94,344
2022-05-136,00012.00%100,344
2022-05-20-2,960-5.92%97,384
2022-05-273,4406.88%100,824
2022-06-03-1,248-2.50%99,576
2022-06-10-928-1.86%98,648
2022-06-173,4406.88%102,088
2022-06-244,4808.96%106,568
2022-07-014,8009.60%111,368
2022-07-086,48012.96%117,848
2022-07-15-2,560-5.12%115,288
2022-07-229,84019.68%125,128
2022-07-29-6,160-12.32%118,968
2022-08-051,8723.74%120,840
2022-08-121,3602.72%122,200
2022-08-19-5,808-11.62%116,392
2022-08-26-480-0.96%115,912
2022-09-022,0004.00%117,912
2022-09-09-2,608-5.22%115,304
2022-09-16-1,440-2.88%113,864
2022-09-235601.12%114,424
2022-09-301600.32%114,584
2022-10-14-848-1.70%113,736
2022-10-214,0808.16%117,816
2022-10-284,9609.92%122,776
2022-11-048801.76%123,656
2022-11-11-480-0.96%123,176
2022-11-18-5,936-11.87%117,240
2022-11-256721.34%117,912
2022-12-02-2,160-4.32%115,752
2022-12-095,04010.08%120,792
2022-12-161,2802.56%122,072
2022-12-231600.32%122,232
2022-12-307,07214.14%129,304
2023-01-061,6003.20%130,904
2023-01-13-1,760-3.52%129,144
2023-01-207,04014.08%136,184
2023-02-03-3,888-7.78%132,296
2023-02-104,4808.96%136,776
2023-02-172400.48%137,016
2023-02-244000.80%137,416
2023-03-03-2,288-4.58%135,128
2023-03-104,0808.16%139,208
2023-03-17-1,760-3.52%137,448
2023-03-244,8009.60%142,248
2023-03-312,5605.12%144,808
2023-04-073,0406.08%147,848
2023-04-145,20010.40%153,048
2023-04-219,84019.68%162,888
2023-04-288,67217.34%171,560
2023-05-05-1,120-2.24%170,440
2023-05-12-5,408-10.82%165,032
2023-05-199,60019.20%174,632
2023-05-264,4008.80%179,032
2023-06-02-9,200-18.40%169,832
2023-06-091,3602.72%171,192
2023-06-16-2,608-5.22%168,584
2023-06-23-6,320-12.64%162,264
2023-06-30-3,328-6.66%158,936
2023-07-07-6,048-12.10%152,888
2023-07-146,40012.80%159,288
2023-07-211,7603.52%161,048
2023-07-28-1,840-3.68%159,208
2023-08-0411,12022.24%170,328
2023-08-11-1,088-2.18%169,240
2023-08-18-80-0.16%169,160
2023-08-25-6,496-12.99%162,664
2023-09-017,79215.58%170,456
2023-09-08-9,840-19.68%160,616
2023-09-15-240-0.48%160,376
2023-09-22-3,328-6.66%157,048
2023-09-293,6807.36%160,728
2023-10-133,2006.40%163,928
2023-10-20-1,040-2.08%162,888
2023-10-272,1604.32%165,048
2023-11-03-4,048-8.10%161,000
2023-11-105,68011.36%166,680
2023-11-17-2,640-5.28%164,040
2023-11-249601.92%165,000
2023-12-0119,60039.20%184,600
2023-12-08-12,960-25.92%171,640
2023-12-15-7,760-15.52%163,880
2023-12-224,8809.76%168,760
2023-12-29-288-0.58%168,472
2024-01-05-880-1.76%167,592
2024-01-123,3126.62%170,904
2024-01-19-3,280-6.56%167,624
2024-01-26-8,000-16.00%159,624
2024-02-02-1,536-3.07%158,088
2024-02-09-3,408-6.82%154,680
2024-02-23-2,048-4.10%152,632
2024-03-013,3606.72%155,992
2024-03-083,8407.68%159,832
2024-03-151,4402.88%161,272
2024-03-224,7209.44%165,992
2024-03-294,4808.96%170,472
2024-04-05-880-1.76%169,592
2024-04-12-4,640-9.28%164,952
2024-04-191,7923.58%166,744
2024-04-262,0004.00%168,744
2024-05-03-2,400-4.80%166,344
2024-05-105,36010.72%171,704
2024-05-173,6007.20%175,304
2024-05-246,08012.16%181,384
2024-05-31-6,320-12.64%175,064
2024-06-076,00012.00%181,064
2024-06-14-4,208-8.42%176,856
2024-06-212,8805.76%179,736
2024-06-281,7603.52%181,496
2024-07-052,6405.28%184,136
2024-07-125,44010.88%189,576
2024-07-191,8403.68%191,416
2024-07-264,8809.76%196,296
2024-08-022,7205.44%199,016
2024-08-095,52011.04%204,536
2024-08-162,0004.00%206,536
2024-08-237,92015.84%214,456
2024-08-306,99213.98%221,448
2024-09-0610,64021.28%232,088
2024-09-136,48012.96%238,568
2024-09-20-720-1.44%237,848
2024-09-27-7,568-15.14%230,280
2024-10-042,7205.44%233,000
2024-10-11-3,600-7.20%229,400
2024-10-18-1,200-2.40%228,200
2024-10-2511,04022.08%239,240
2024-11-01-5,600-11.20%233,640
2024-11-083,6807.36%237,320
2024-11-15-5,568-11.14%231,752
2024-11-221600.32%231,912
2024-11-2900.00%231,912
2024-12-064,3208.64%236,232
2024-12-13-4,768-9.54%231,464
2024-12-201,6643.33%233,128
2024-12-27-3,440-6.88%229,688
2025-01-031,3602.72%231,048
2025-01-10-7,488-14.98%223,560
2025-01-176,59213.18%230,152
2025-01-24-5,680-11.36%224,472
2025-01-31-1,440-2.88%223,032
2025-02-07-3,808-7.62%219,224
2025-02-145,28010.56%224,504
2025-02-213200.64%224,824
2025-02-282,5605.12%227,384
2025-03-075,20010.40%232,584
2025-03-144800.96%233,064
2025-03-21-4,080-8.16%228,984
2025-03-28-7,808-15.62%221,176
2025-04-04-5,856-11.71%215,320
2025-04-11-288-0.58%215,032
2025-04-187,12014.24%222,152
2025-04-25-2,240-4.48%219,912
2025-05-024,1928.38%224,104
2025-05-094,5609.12%228,664
2025-05-164000.80%229,064
2025-05-23-160-0.32%228,904
2025-05-303,2006.40%232,104
2025-06-06-1,440-2.88%230,664
2025-06-131,4402.88%232,104
2025-06-20-1,680-3.36%230,424
2025-06-279921.98%231,416
2025-07-04-10,576-21.15%220,840
2025-07-114,7209.44%225,560
2025-07-184,8809.76%230,440
2025-07-258,96017.92%239,400
2025-08-01-13,440-26.88%225,960
2025-08-08-2,320-4.64%223,640
2025-08-15-1,248-2.50%222,392
2025-08-222,5605.12%224,952
2025-08-29-688-1.38%224,264
2025-09-05-3,248-6.50%221,016
2025-09-127521.50%221,768
2025-09-193,6807.36%225,448
2025-09-26-720-1.44%224,728
2025-10-03-560-1.12%224,168
2025-10-10-2,640-5.28%221,528
2025-10-173,3126.62%224,840
2025-10-241,2802.56%226,120
2025-10-311,3602.72%227,480
2025-11-07-560-1.12%226,920
2025-11-144,7209.44%231,640
2025-11-213,1206.24%234,760
2025-11-28-4,000-8.00%230,760
2025-12-052,6405.28%233,400
2025-12-124,9609.92%238,360
2025-12-194000.80%238,760
2025-12-266401.28%239,400
2026-01-024320.86%239,832
2026-01-093,0406.08%242,872
2026-01-16-1,360-2.72%241,512
2026-01-23-3,120-6.24%238,392
2026-01-30-1,168-2.34%237,224
2026-02-06-4,048-8.10%233,176
2026-02-13-1,856-3.71%231,320
2026-02-276721.34%231,992
2026-03-06-3,328-6.66%228,664
2026-03-132,4804.96%231,144
2026-03-20-4,480-8.96%226,664
2026-03-27-3,040-6.08%223,624
2026-04-034,9929.98%228,616
2026-04-104000.80%229,016
2026-04-173200.64%229,336
2026-04-24-9,248-18.50%220,088
2026-05-016,67213.34%226,760
2026-05-08-1,008-2.02%225,752
2026-05-15-848-1.70%224,904
2026-05-221,6003.20%226,504
2026-05-29-2,560-5.12%223,944
2026-06-05-576-1.15%223,368
2026-06-122400.48%223,608
2026-06-192,4004.80%226,008
2026-06-261600.32%226,168
2026-07-03-400-0.80%225,768
2026-07-101,5203.04%227,288
2026-07-174,5609.12%231,848
2026-07-24-400-0.80%231,448
2026-07-313,2566.51%234,704

月度收益

月份月盈亏月收益/5万月末权益
2022-0125,04850.10%75,048
2022-025,47210.94%80,520
2022-033,4726.94%83,992
2022-047,31214.62%91,304
2022-059,44018.88%100,744
2022-068,30416.61%109,048
2022-079,92019.84%118,968
2022-08-2,176-4.35%116,792
2022-09-2,208-4.42%114,584
2022-1012,43224.86%127,016
2022-11-11,184-22.37%115,832
2022-1213,47226.94%129,304
2023-01-528-1.06%128,776
2023-029,28018.56%138,056
2023-036,75213.50%144,808
2023-0426,75253.50%171,560
2023-0510,99221.98%182,552
2023-06-23,616-47.23%158,936
2023-079,15218.30%168,088
2023-08-2,272-4.54%165,816
2023-09-5,088-10.18%160,728
2023-102,7205.44%163,448
2023-117,15214.30%170,600
2023-12-2,128-4.26%168,472
2024-01-8,576-17.15%159,896
2024-02-4,784-9.57%155,112
2024-0315,36030.72%170,472
2024-04-4,128-8.26%166,344
2024-058,72017.44%175,064
2024-066,43212.86%181,496
2024-0714,56029.12%196,056
2024-0825,39250.78%221,448
2024-0911,55223.10%233,000
2024-104,2408.48%237,240
2024-11-5,328-10.66%231,912
2024-12-2,944-5.89%228,968
2025-01-5,936-11.87%223,032
2025-024,3528.70%227,384
2025-03-7,296-14.59%220,088
2025-044,0168.03%224,104
2025-058,00016.00%232,104
2025-06-3,328-6.66%228,776
2025-07-976-1.95%227,800
2025-08-3,536-7.07%224,264
2025-09-96-0.19%224,168
2025-103,3126.62%227,480
2025-113,2806.56%230,760
2025-129,07218.14%239,832
2026-01-2,608-5.22%237,224
2026-02-5,232-10.46%231,992
2026-03-5,856-11.71%226,136
2026-046241.25%226,760
2026-05-2,816-5.63%223,944
2026-063,1846.37%227,128
2026-077,57615.15%234,704

年度收益

年份年盈亏年收益/5万年末权益
202279,304158.61%129,304
202339,16878.34%168,472
202460,496120.99%228,968
202510,86421.73%239,832
2026-YTD-5,128-10.26%234,704