Dualmak策略 - I

I / 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132,233
总收益 / 5万164.47%
最大回撤 / 5万61.87%
夏普率0.78
胜率37.59%
盈亏比1.72
平均盈亏比2.85
平仓笔数133
手续费合计2,117
最大保证金占用11,231
最高资金使用率22.46%
连续回撤周数101
连续盈利周数6
最大回撤时间2025-09-05 10:00:00

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/I.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
2023-12-15 22:00:00REVERSE_CLOSEDCE.i24051932.0924.0-809
2023-12-21 13:00:00REVERSE_CLOSEDCE.i2405-1924.0949.0-2,509
2024-01-09 22:00:00REVERSE_CLOSEDCE.i24051949.0981.53,240
2024-01-23 09:00:00REVERSE_CLOSEDCE.i2405-1981.5965.01,640
2024-02-02 22:00:00REVERSE_CLOSEDCE.i24051965.0937.5-2,759
2024-03-07 11:00:00REVERSE_CLOSEDCE.i2405-1937.5889.54,791
2024-03-08 09:00:00REVERSE_CLOSEDCE.i24051889.5875.0-1,459
2024-03-21 13:00:00REVERSE_CLOSEDCE.i2405-1875.0842.53,242
2024-03-26 14:00:00REVERSE_CLOSEDCE.i24051842.5826.5-1,608
2024-04-08 21:00:00REVERSE_CLOSEDCE.i2409-1780.5793.5-1,308
2024-05-08 22:00:00REVERSE_CLOSEDCE.i24091793.5870.07,641
2024-05-17 09:00:00REVERSE_CLOSEDCE.i2409-1870.0883.5-1,359
2024-05-29 09:00:00REVERSE_CLOSEDCE.i24091883.5884.041
2024-06-19 09:00:00REVERSE_CLOSEDCE.i2409-1884.0833.55,042
2024-06-20 21:00:00REVERSE_CLOSEDCE.i24091833.5821.0-1,258
2024-06-28 21:00:00REVERSE_CLOSEDCE.i2409-1821.0825.0-408
2024-07-12 09:00:00REVERSE_CLOSEDCE.i24091825.0824.0-108
2024-08-05 10:00:00REVERSE_CLOSEDCE.i2409-1824.0789.53,442
2024-08-07 09:00:00REVERSE_CLOSEDCE.i25011772.0758.5-1,358
2024-08-21 13:00:00REVERSE_CLOSEDCE.i2501-1758.5735.52,293
2024-08-23 22:00:00REVERSE_CLOSEDCE.i25011735.5715.0-2,057
2024-08-26 14:00:00REVERSE_CLOSEDCE.i2501-1715.0745.0-3,007
2024-09-03 13:00:00REVERSE_CLOSEDCE.i25011745.0706.0-3,907
2024-09-12 22:00:00REVERSE_CLOSEDCE.i2501-1706.0705.093
2024-09-18 10:00:00REVERSE_CLOSEDCE.i25011705.0682.5-2,257
2024-09-25 09:00:00REVERSE_CLOSEDCE.i2501-1682.5719.5-3,707
2024-10-22 14:00:00REVERSE_CLOSEDCE.i25011719.5761.04,142
2024-10-25 22:00:00REVERSE_CLOSEDCE.i2501-1761.0784.5-2,358
2024-11-11 10:00:00REVERSE_CLOSEDCE.i25011784.5757.0-2,758
2024-11-20 09:00:00REVERSE_CLOSEDCE.i2501-1757.0776.5-1,958
2024-12-17 21:00:00REVERSE_CLOSEDCE.i25011776.5806.02,942
2025-01-02 14:00:00REVERSE_CLOSEDCE.i2505-1796.0782.51,342
2025-01-03 09:00:00REVERSE_CLOSEDCE.i25051782.5777.5-508
2025-01-13 13:00:00REVERSE_CLOSEDCE.i2505-1777.5768.0942
2025-02-13 22:00:00REVERSE_CLOSEDCE.i25051768.0808.03,992
2025-02-19 13:00:00REVERSE_CLOSEDCE.i2505-1808.0819.5-1,158
2025-02-25 14:00:00REVERSE_CLOSEDCE.i25051819.5817.0-258
2025-03-14 11:00:00REVERSE_CLOSEDCE.i2505-1817.0789.02,792
2025-03-17 09:00:00REVERSE_CLOSEDCE.i25051789.0780.5-858
2025-03-24 22:00:00REVERSE_CLOSEDCE.i2505-1780.5783.0-258
2025-03-31 13:00:00REVERSE_CLOSEDCE.i25051783.0771.5-1,158
2025-04-02 10:00:00REVERSE_CLOSEDCE.i2505-1771.5789.5-1,808
2025-04-07 11:00:00REVERSE_CLOSEDCE.i25051789.5769.0-2,058
2025-04-21 21:00:00REVERSE_CLOSEDCE.i2505-1769.0768.092
2025-04-25 21:00:00REVERSE_CLOSEDCE.i25091717.5708.0-957
2025-05-12 22:00:00REVERSE_CLOSEDCE.i2509-1708.0721.0-1,307
2025-05-27 10:00:00REVERSE_CLOSEDCE.i25091721.0700.5-2,057
2025-06-06 13:00:00REVERSE_CLOSEDCE.i2509-1700.5709.5-907
2025-06-09 09:00:00REVERSE_CLOSEDCE.i25091709.5704.0-557
2025-06-20 21:00:00REVERSE_CLOSEDCE.i2509-1704.0703.093
2025-06-25 09:00:00REVERSE_CLOSEDCE.i25091703.0701.5-157
2025-06-27 11:00:00REVERSE_CLOSEDCE.i2509-1701.5717.0-1,557
2025-08-01 10:00:00REVERSE_CLOSEDCE.i25091717.0788.57,142
2025-08-05 21:00:00REVERSE_CLOSEDCE.i2509-1788.5799.5-1,108
2025-08-06 21:00:00REVERSE_CLOSEDCE.i25091799.5795.5-408
2025-08-07 13:00:00REVERSE_CLOSEDCE.i2509-1795.5797.0-158
2025-08-08 09:00:00REVERSE_CLOSEDCE.i25091797.0792.0-508
2025-08-11 13:00:00REVERSE_CLOSEDCE.i2509-1792.0793.5-158
2025-08-14 14:00:00REVERSE_CLOSEDCE.i26011786.0775.0-1,108
2025-08-25 13:00:00REVERSE_CLOSEDCE.i2601-1775.0785.5-1,058
2025-08-27 21:00:00REVERSE_CLOSEDCE.i26011785.5776.0-958
2025-08-28 22:00:00REVERSE_CLOSEDCE.i2601-1776.0788.0-1,208
2025-09-01 10:00:00REVERSE_CLOSEDCE.i26011788.0762.5-2,558
2025-09-04 21:00:00REVERSE_CLOSEDCE.i2601-1762.5789.0-2,658
2025-09-24 13:00:00REVERSE_CLOSEDCE.i26011789.0803.51,442
2025-10-27 21:00:00REVERSE_CLOSEDCE.i2601-1803.5785.01,842
2025-11-05 21:00:00REVERSE_CLOSEDCE.i26011785.0777.0-808
2025-11-17 10:00:00REVERSE_CLOSEDCE.i2601-1777.0781.5-458
2025-12-05 21:00:00REVERSE_CLOSEDCE.i26011781.5782.592
2025-12-17 13:00:00REVERSE_CLOSEDCE.i2601-1782.5786.0-358
2026-01-19 10:00:00REVERSE_CLOSEDCE.i26051766.0789.52,342
2026-01-29 21:00:00REVERSE_CLOSEDCE.i2605-1789.5799.5-1,008
2026-01-30 14:00:00REVERSE_CLOSEDCE.i26051799.5790.0-958
2026-03-05 10:00:00REVERSE_CLOSEDCE.i2605-1790.0764.02,592
2026-04-01 22:00:00REVERSE_CLOSEDCE.i26051764.0806.54,242
2026-04-16 10:00:00REVERSE_CLOSEDCE.i2605-1806.5801.0542
2026-05-21 11:00:00REVERSE_CLOSEDCE.i26091776.0796.52,042
2026-07-08 21:00:00REVERSE_CLOSEDCE.i2609-1796.5747.54,893
2026-07-22 10:00:00REVERSE_CLOSEDCE.i26091747.5742.5-507
2026-07-31 21:00:00FINAL_CLOSEDCE.i2609-1742.5705.03,743

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-171-0.34%49,829
2022-01-142000.40%50,029
2022-01-215,15010.30%55,179
2022-01-286,70013.40%61,879
2022-02-11-5,900-11.80%55,979
2022-02-183,9857.97%59,964
2022-02-25-1,150-2.30%58,814
2022-03-046,13512.27%64,950
2022-03-11-1,700-3.40%63,250
2022-03-183,5007.00%66,750
2022-03-25-1,483-2.97%65,267
2022-04-016,95013.90%72,217
2022-04-08-1,650-3.30%70,567
2022-04-151,9003.80%72,467
2022-04-225,38210.76%77,849
2022-04-29-3,350-6.70%74,499
2022-05-064,4008.80%78,899
2022-05-1300.00%78,899
2022-05-20-4,700-9.40%74,199
2022-05-273,7007.40%77,899
2022-06-035,55011.10%83,449
2022-06-10-2,950-5.90%80,499
2022-06-174,3338.67%84,832
2022-06-242,8005.60%87,632
2022-07-01-7,281-14.56%80,350
2022-07-082000.40%80,550
2022-07-156,80013.60%87,350
2022-07-22-2,964-5.93%84,386
2022-07-299,00018.00%93,386
2022-08-05-1,100-2.20%92,286
2022-08-12-7,165-14.33%85,121
2022-08-1910,90021.80%96,021
2022-08-26-2,914-5.83%93,107
2022-09-022,2864.57%95,392
2022-09-09-1,564-3.13%93,828
2022-09-161500.30%93,978
2022-09-23-950-1.90%93,028
2022-09-30-1,857-3.71%91,171
2022-10-141,8863.77%93,057
2022-10-214500.90%93,507
2022-10-287,45014.90%100,957
2022-11-04-3,363-6.73%97,593
2022-11-114,1508.30%101,743
2022-11-183,4006.80%105,143
2022-11-251,3502.70%106,493
2022-12-023,4506.90%109,943
2022-12-094,3008.60%114,243
2022-12-16-1,250-2.50%112,993
2022-12-232500.50%113,243
2022-12-303,4336.87%116,676
2023-01-06-3,650-7.30%113,026
2023-01-13-2,283-4.57%110,743
2023-01-20-4,534-9.07%106,209
2023-02-03-2,367-4.73%103,842
2023-02-10-1,402-2.80%102,441
2023-02-17-784-1.57%101,656
2023-02-247501.50%102,406
2023-03-031,1502.30%103,556
2023-03-101,8503.70%105,406
2023-03-17-1,668-3.34%103,738
2023-03-245,40010.80%109,138
2023-03-31-3,118-6.24%106,020
2023-04-07-868-1.74%105,152
2023-04-149001.80%106,052
2023-04-216,00012.00%112,052
2023-04-28-4,116-8.23%107,936
2023-05-053000.60%108,236
2023-05-12-900-1.80%107,336
2023-05-19-615-1.23%106,722
2023-05-26-914-1.83%105,807
2023-06-023,0366.07%108,843
2023-06-093,9007.80%112,743
2023-06-162,6005.20%115,343
2023-06-23-2,600-5.20%112,743
2023-06-303,0006.00%115,743
2023-07-07-266-0.53%115,477
2023-07-14-2,767-5.53%112,710
2023-07-213500.70%113,060
2023-07-28-67-0.13%112,993
2023-08-041,4502.90%114,443
2023-08-11-850-1.70%113,593
2023-08-182,3344.67%115,927
2023-08-256,20012.40%122,127
2023-09-013,9507.90%126,077
2023-09-08-3,317-6.63%122,761
2023-09-15-1,067-2.13%121,694
2023-09-22-3,217-6.43%118,477
2023-09-291,8503.70%120,327
2023-10-131,0502.10%121,377
2023-10-20-2,684-5.37%118,693
2023-10-27-717-1.43%117,975
2023-11-033,9507.90%121,925
2023-11-103,2506.50%125,175
2023-11-17-850-1.70%124,325
2023-11-241,6503.30%125,975
2023-12-01-2,619-5.24%123,356
2023-12-081,8813.76%125,237
2023-12-15-3,068-6.14%122,169
2023-12-22-69-0.14%122,100
2023-12-292000.40%122,300
2024-01-053,0506.10%125,350
2024-01-127301.46%126,080
2024-01-19-750-1.50%125,330
2024-01-262,1814.36%127,511
2024-02-02-7,169-14.34%120,342
2024-02-09-1,550-3.10%118,792
2024-02-236,80013.60%125,592
2024-03-011,9003.80%127,492
2024-03-08-935-1.87%126,557
2024-03-156,60013.20%133,157
2024-03-22-4,367-8.73%128,790
2024-03-291,1342.27%129,924
2024-04-05-450-0.90%129,474
2024-04-12-116-0.23%129,358
2024-04-193,3006.60%132,658
2024-04-264000.80%133,058
2024-05-0300.00%133,058
2024-05-10-17-0.03%133,040
2024-05-17-1,268-2.54%131,773
2024-05-241,8503.70%133,623
2024-05-317821.56%134,405
2024-06-071,3502.70%135,755
2024-06-141,4002.80%137,155
2024-06-21-783-1.57%136,372
2024-06-28-1,366-2.73%135,005
2024-07-052,1004.20%137,105
2024-07-12-3,416-6.83%133,689
2024-07-192,9005.80%136,589
2024-07-262,4504.90%139,039
2024-08-02-200-0.40%138,839
2024-08-091690.34%139,008
2024-08-163,1006.20%142,108
2024-08-23-6,429-12.86%135,679
2024-08-30-1,565-3.13%134,114
2024-09-06-214-0.43%133,900
2024-09-13-5,014-10.03%128,886
2024-09-204860.97%129,372
2024-09-27-314-0.63%129,058
2024-10-045,15010.30%134,208
2024-10-11-1,900-3.80%132,308
2024-10-18-4,100-8.20%128,208
2024-10-25-2,181-4.36%126,027
2024-11-01-2,150-4.30%123,877
2024-11-08-200-0.40%123,677
2024-11-151,1852.37%124,862
2024-11-22-3,266-6.53%121,596
2024-11-291,1002.20%122,696
2024-12-062000.40%122,896
2024-12-131,2502.50%124,146
2024-12-202,3844.77%126,530
2024-12-279001.80%127,430
2025-01-03-1,731-3.46%125,699
2025-01-1000.00%125,699
2025-01-173,7357.47%129,434
2025-01-242500.50%129,684
2025-01-313000.60%129,984
2025-02-071,0502.10%131,034
2025-02-14-316-0.63%130,718
2025-02-21-766-1.53%129,951
2025-02-289341.87%130,885
2025-03-071,4502.90%132,335
2025-03-14-2,366-4.73%129,969
2025-03-211,6343.27%131,604
2025-03-28-1,816-3.63%129,788
2025-04-04-2,931-5.86%126,857
2025-04-11-565-1.13%126,291
2025-04-18-700-1.40%125,591
2025-04-25-1,229-2.46%124,362
2025-05-021000.20%124,462
2025-05-096501.30%125,112
2025-05-16-1,964-3.93%123,148
2025-05-23-850-1.70%122,298
2025-05-30-1,814-3.63%120,484
2025-06-06-1,314-2.63%119,170
2025-06-13-114-0.23%119,056
2025-06-205361.07%119,592
2025-06-27-1,928-3.86%117,663
2025-07-041,7503.50%119,413
2025-07-112,8005.60%122,213
2025-07-183,6007.20%125,813
2025-07-25-850-1.70%124,963
2025-08-01-166-0.33%124,797
2025-08-08-2,464-4.93%122,334
2025-08-15-1,931-3.86%120,402
2025-08-22-350-0.70%120,052
2025-08-29-3,397-6.79%116,655
2025-09-05-4,381-8.76%112,274
2025-09-121,1002.20%113,374
2025-09-191,9503.90%115,324
2025-09-263840.77%115,708
2025-10-037001.40%116,408
2025-10-10-2,150-4.30%114,258
2025-10-173,6507.30%117,908
2025-10-24-650-1.30%117,258
2025-10-31-16-0.03%117,243
2025-11-07-766-1.53%116,477
2025-11-14-1,450-2.90%115,027
2025-11-212340.47%115,261
2025-11-289001.80%116,161
2025-12-05-1,416-2.83%114,746
2025-12-126501.30%115,396
2025-12-192840.57%115,680
2025-12-265001.00%116,180
2026-01-025501.10%116,730
2026-01-093,1006.20%119,830
2026-01-16-1,650-3.30%118,180
2026-01-23-1,716-3.43%116,465
2026-01-30-1,782-3.56%114,683
2026-02-062,9505.90%117,633
2026-02-131,5003.00%119,133
2026-02-27500.10%119,183
2026-03-06-465-0.93%118,717
2026-03-132,0004.00%120,717
2026-03-201,8503.70%122,567
2026-03-27-350-0.70%122,217
2026-04-03340.07%122,251
2026-04-102,1504.30%124,401
2026-04-17-2,616-5.23%121,786
2026-04-241,1502.30%122,936
2026-05-011,1502.30%124,086
2026-05-082,0504.10%126,136
2026-05-15-1,100-2.20%125,036
2026-05-22-516-1.03%124,520
2026-05-291,2002.40%125,720
2026-06-051,4502.90%127,170
2026-06-121000.20%127,270
2026-06-191,8003.60%129,070
2026-06-262000.40%129,270
2026-07-036001.20%129,870
2026-07-10-615-1.23%129,255
2026-07-177501.50%130,005
2026-07-24-1,665-3.33%128,340
2026-07-313,8937.79%132,233

月度收益

月份月盈亏月收益/5万月末权益
2022-0111,87923.76%61,879
2022-02-4,515-9.03%57,364
2022-0312,45324.91%69,817
2022-044,6829.36%74,499
2022-055,15010.30%79,649
2022-06-1,484-2.97%78,166
2022-0715,22130.44%93,386
2022-081060.21%93,492
2022-09-2,321-4.64%91,171
2022-109,78619.57%100,957
2022-115,93711.87%106,893
2022-129,78319.57%116,676
2023-01-9,117-18.23%107,559
2023-02-5,553-11.11%102,006
2023-034,0148.03%106,020
2023-041,9163.83%107,936
2023-05-2,879-5.76%105,057
2023-0610,68621.37%115,743
2023-07-3,900-7.80%111,843
2023-0812,28424.57%124,127
2023-09-3,801-7.60%120,327
2023-10-651-1.30%119,675
2023-114,3318.66%124,006
2023-12-1,707-3.41%122,300
2024-012,2114.42%124,511
2024-028311.66%125,342
2024-034,5829.16%129,924
2024-043,1346.27%133,058
2024-051,3472.69%134,405
2024-066001.20%135,005
2024-073,3846.77%138,389
2024-08-4,275-8.55%134,114
2024-09940.19%134,208
2024-10-10,281-20.56%123,927
2024-11-1,231-2.46%122,696
2024-122,9845.97%125,680
2025-014,3038.61%129,984
2025-029011.80%130,885
2025-03-2,712-5.42%128,172
2025-04-3,710-7.42%124,462
2025-05-3,978-7.96%120,484
2025-06-3,321-6.64%117,163
2025-077,30014.60%124,463
2025-08-7,808-15.62%116,655
2025-09-247-0.49%116,408
2025-108341.67%117,243
2025-11-1,081-2.16%116,161
2025-125691.14%116,730
2026-01-2,048-4.10%114,683
2026-024,5009.00%119,183
2026-033,2356.47%122,417
2026-041,6683.34%124,086
2026-051,6343.27%125,720
2026-063,7007.40%129,420
2026-072,8135.63%132,233

年度收益

年份年盈亏年收益/5万年末权益
202266,676133.35%116,676
20235,62311.25%122,300
20243,3816.76%125,680
2025-8,950-17.90%116,730
2026-YTD15,50231.00%132,233