Dualmak策略 - JM

JM / 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432,536
总收益 / 5万765.07%
最大回撤 / 5万232.98%
夏普率0.95
胜率51.85%
盈亏比3.35
平均盈亏比3.11
平仓笔数54
手续费合计2,004
最大保证金占用47,268
最高资金使用率94.54%
连续回撤周数52
连续盈利周数8
最大回撤时间2022-12-20 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/JM.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
2022-04-27 20:00:00REVERSE_CLOSEDCE.jm220512328.03070.089,003
2022-06-01 08:00:00REVERSE_CLOSEDCE.jm2209-12850.02738.013,407
2022-06-17 12:00:00REVERSE_CLOSEDCE.jm220912738.02600.0-16,591
2022-08-01 12:00:00REVERSE_CLOSEDCE.jm2209-12600.02203.547,554
2022-08-08 08:00:00REVERSE_CLOSEDCE.jm220912203.52148.0-6,686
2022-08-09 12:00:00REVERSE_CLOSEDCE.jm2209-12148.02173.0-3,026
2022-08-11 20:00:00REVERSE_CLOSEDCE.jm220912173.02150.0-2,786
2022-08-31 20:00:00DELIVERY_ROLL_CLOSEDCE.jm2209-12150.02140.01,174
2022-09-15 20:00:00REVERSE_CLOSEDCE.jm2301-11868.51997.0-15,444
2022-10-27 12:00:00REVERSE_CLOSEDCE.jm230111997.01960.5-4,404
2022-11-08 20:00:00REVERSE_CLOSEDCE.jm2301-11960.52083.5-14,785
2022-12-20 20:00:00REVERSE_CLOSEDCE.jm230112083.52363.033,512
2023-02-16 20:00:00REVERSE_CLOSEDCE.jm2305-11849.01865.0-1,942
2023-03-20 20:00:00REVERSE_CLOSEDCE.jm230511865.01869.5518
2023-04-28 12:00:00DELIVERY_ROLL_CLOSEDCE.jm2305-11869.51262.072,885
2023-06-14 08:00:00REVERSE_CLOSEDCE.jm2309-11385.01315.08,384
2023-08-31 20:00:00DELIVERY_ROLL_CLOSEDCE.jm230911315.01566.030,101
2023-10-20 12:00:00REVERSE_CLOSEDCE.jm240111574.51713.516,659
2023-10-26 12:00:00REVERSE_CLOSEDCE.jm2401-11713.51764.0-6,081
2023-12-14 20:00:00REVERSE_CLOSEDCE.jm240111764.01968.024,456
2024-02-23 08:00:00REVERSE_CLOSEDCE.jm2405-11894.01789.012,579
2024-03-07 08:00:00REVERSE_CLOSEDCE.jm240511789.01725.0-7,701
2024-04-12 20:00:00REVERSE_CLOSEDCE.jm2405-11725.01602.014,741
2024-05-30 08:00:00REVERSE_CLOSEDCE.jm240911705.01740.54,239
2024-07-03 20:00:00REVERSE_CLOSEDCE.jm2409-11740.51631.513,060
2024-07-08 20:00:00REVERSE_CLOSEDCE.jm240911631.51563.0-8,239
2024-08-30 20:00:00DELIVERY_ROLL_CLOSEDCE.jm2409-11563.01228.040,185
2024-09-25 20:00:00REVERSE_CLOSEDCE.jm2501-11353.01320.03,944
2024-11-08 12:00:00REVERSE_CLOSEDCE.jm250111320.01328.51,004
2024-12-31 12:00:00DELIVERY_ROLL_CLOSEDCE.jm2501-11328.51035.035,208
2025-01-17 12:00:00REVERSE_CLOSEDCE.jm2505-11160.51174.0-1,634
2025-02-07 08:00:00REVERSE_CLOSEDCE.jm250511174.01122.0-6,253
2025-03-14 20:00:00REVERSE_CLOSEDCE.jm2505-11122.01086.54,247
2025-03-17 20:00:00REVERSE_CLOSEDCE.jm250511086.51058.0-3,433
2025-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.jm2505-11058.0888.020,389
2025-06-20 12:00:00REVERSE_CLOSEDCE.jm2509-1930.5799.015,770
2025-08-29 12:00:00REVERSE_CLOSEDCE.jm25091799.0992.523,208
2025-09-09 08:00:00REVERSE_CLOSEDCE.jm2601-11149.01143.5646
2025-09-11 12:00:00REVERSE_CLOSEDCE.jm260111143.51127.5-1,934
2025-09-15 08:00:00REVERSE_CLOSEDCE.jm2601-11127.51160.5-3,974
2025-10-14 20:00:00REVERSE_CLOSEDCE.jm260111160.51150.0-1,274
2025-10-20 08:00:00REVERSE_CLOSEDCE.jm2601-11150.01229.5-9,555
2025-11-20 12:00:00REVERSE_CLOSEDCE.jm260111229.51118.5-13,333
2025-12-23 20:00:00REVERSE_CLOSEDCE.jm2601-11118.51036.09,888
2026-02-12 20:00:00REVERSE_CLOSEDCE.jm260511126.01123.0-373
2026-03-09 20:00:00REVERSE_CLOSEDCE.jm2605-11123.01164.0-4,934
2026-04-10 20:00:00REVERSE_CLOSEDCE.jm260511164.01066.0-11,773
2026-04-20 12:00:00REVERSE_CLOSEDCE.jm2605-11066.01114.5-5,833
2026-07-03 08:00:00REVERSE_CLOSEDCE.jm260911268.51278.51,185
2026-07-07 20:00:00REVERSE_CLOSEDCE.jm2609-11278.51273.0645
2026-07-10 08:00:00REVERSE_CLOSEDCE.jm260911273.01254.0-2,295
2026-07-23 12:00:00REVERSE_CLOSEDCE.jm2609-11254.01289.5-4,275
2026-07-29 20:00:00REVERSE_CLOSEDCE.jm260911289.51250.0-4,755
2026-07-31 12:00:00FINAL_CLOSEDCE.jm2609-11250.01181.08,266

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-5,908-11.82%44,092
2022-01-14-3,840-7.68%40,252
2022-01-21-2,040-4.08%38,212
2022-01-286,18012.36%44,392
2022-02-1112,84025.68%57,232
2022-02-1822,50045.00%79,732
2022-02-25-240-0.48%79,492
2022-03-0448,84097.68%128,332
2022-03-113,0006.00%131,332
2022-03-186,48012.96%137,812
2022-03-255,52011.04%143,332
2022-04-0116,56033.12%159,892
2022-04-08-8,460-16.92%151,432
2022-04-153,1806.36%154,612
2022-04-22-16,080-32.16%138,532
2022-04-291090.22%138,641
2022-05-0622,62045.24%161,261
2022-05-138,88017.76%170,141
2022-05-20-8,040-16.08%162,101
2022-05-273,2406.48%165,341
2022-06-03-4,026-8.05%161,315
2022-06-103,3606.72%164,675
2022-06-17-18,602-37.20%146,073
2022-06-2418,90037.80%164,973
2022-07-0112,54025.08%177,513
2022-07-088,52017.04%186,033
2022-07-1518,18036.36%204,213
2022-07-225,34010.68%209,553
2022-07-29-22,860-45.72%186,693
2022-08-05-9,953-19.91%176,740
2022-08-12-9,455-18.91%167,285
2022-08-1910,32020.64%177,605
2022-08-26-9,120-18.24%168,485
2022-09-024,5729.14%173,057
2022-09-09-5,400-10.80%167,657
2022-09-16-8,208-16.42%159,449
2022-09-235,76011.52%165,209
2022-09-304,3208.64%169,529
2022-10-14-1,440-2.88%168,089
2022-10-21-4,020-8.04%164,069
2022-10-28-3,827-7.65%160,242
2022-11-04-24,000-48.00%136,242
2022-11-118,65017.30%144,892
2022-11-187801.56%145,672
2022-11-255,40010.80%151,072
2022-12-024800.96%151,552
2022-12-0915,96031.92%167,512
2022-12-167,08014.16%174,592
2022-12-23-4,191-8.38%170,401
2022-12-30-1,680-3.36%168,721
2023-01-062,4004.80%171,121
2023-01-13-4,980-9.96%166,141
2023-01-2000.00%166,141
2023-02-038,04016.08%174,181
2023-02-101800.36%174,361
2023-02-17-2,685-5.37%171,676
2023-02-2417,34034.68%189,016
2023-03-03-3,480-6.96%185,536
2023-03-10-2,220-4.44%183,316
2023-03-17-14,460-28.92%168,856
2023-03-243,3156.63%172,171
2023-03-31-1,200-2.40%170,971
2023-04-0713,56027.12%184,531
2023-04-146,84013.68%191,371
2023-04-2114,94029.88%206,311
2023-04-2835,66871.34%241,980
2023-05-052,0404.08%244,020
2023-05-12-1,260-2.52%242,760
2023-05-196,42012.84%249,180
2023-05-267,86015.72%257,040
2023-06-02-4,500-9.00%252,540
2023-06-091,0802.16%253,620
2023-06-167,82815.66%261,448
2023-06-23-6,600-13.20%254,848
2023-06-301,9203.84%256,768
2023-07-07-4,800-9.60%251,968
2023-07-148,94017.88%260,908
2023-07-219,84019.68%270,748
2023-07-28-5,940-11.88%264,808
2023-08-046,36012.72%271,168
2023-08-11-3,000-6.00%268,168
2023-08-18-2,160-4.32%266,008
2023-08-2512,36024.72%278,368
2023-09-0114,60229.20%292,970
2023-09-083600.72%293,330
2023-09-1519,98039.96%313,310
2023-09-22-2,220-4.44%311,090
2023-09-292,2804.56%313,370
2023-10-13-14,040-28.08%299,330
2023-10-20-1,301-2.60%298,029
2023-10-27-1,002-2.00%297,027
2023-11-039,42018.84%306,447
2023-11-1019,92039.84%326,367
2023-11-172400.48%326,607
2023-11-243,4806.96%330,087
2023-12-011,3202.64%331,407
2023-12-08-10,320-20.64%321,087
2023-12-15-2,566-5.13%318,521
2023-12-22-12,900-25.80%305,621
2023-12-2910,56021.12%316,181
2024-01-056,78013.56%322,961
2024-01-124,2608.52%327,221
2024-01-19-1,920-3.84%325,301
2024-01-261,8603.72%327,161
2024-02-029,24018.48%336,401
2024-02-09-3,240-6.48%333,161
2024-02-23-7,003-14.01%326,158
2024-03-011,8003.60%327,958
2024-03-08-4,301-8.60%323,656
2024-03-1513,62027.24%337,276
2024-03-22-11,100-22.20%326,176
2024-03-2926,40052.80%352,576
2024-04-05-1,920-3.84%350,656
2024-04-12-29,620-59.24%321,037
2024-04-1925,74051.48%346,777
2024-04-261,3802.76%348,157
2024-05-03-1,080-2.16%347,077
2024-05-10-6,300-12.60%340,777
2024-05-17-3,300-6.60%337,477
2024-05-249,42018.84%346,897
2024-05-313180.64%347,215
2024-06-074,3808.76%351,595
2024-06-14-780-1.56%350,815
2024-06-2111,04022.08%361,855
2024-06-28-2,280-4.56%359,575
2024-07-05-15,459-30.92%344,116
2024-07-12-4,058-8.12%340,058
2024-07-197,86015.72%347,918
2024-07-266,00012.00%353,918
2024-08-028,52017.04%362,438
2024-08-093,4206.84%365,858
2024-08-164,6809.36%370,538
2024-08-2311,16022.32%381,698
2024-08-302,4294.86%384,127
2024-09-0618,66037.32%402,787
2024-09-13-8,580-17.16%394,207
2024-09-208401.68%395,047
2024-09-279,38818.78%404,436
2024-10-0410,74021.48%415,176
2024-10-11-4,920-9.84%410,256
2024-10-18-18,360-36.72%391,896
2024-10-253,2406.48%395,136
2024-11-01-7,800-15.60%387,336
2024-11-084,3488.70%391,684
2024-11-156,00012.00%397,684
2024-11-22-4,380-8.76%393,304
2024-11-297,20014.40%400,504
2024-12-0611,04022.08%411,544
2024-12-13-360-0.72%411,184
2024-12-207,44014.88%418,624
2024-12-276,42012.84%425,044
2025-01-03-26-0.05%425,017
2025-01-105,70011.40%430,717
2025-01-17-8,968-17.94%421,749
2025-01-24-4,800-9.60%416,949
2025-01-319601.92%417,909
2025-02-07-4,647-9.29%413,262
2025-02-147,62015.24%420,882
2025-02-21-3,720-7.44%417,162
2025-02-281,8003.60%418,962
2025-03-071,8003.60%420,762
2025-03-14-1,706-3.41%419,056
2025-03-213,3956.79%422,451
2025-03-289001.80%423,351
2025-04-046001.20%423,951
2025-04-1112,24024.48%436,191
2025-04-182,8205.64%439,011
2025-04-25-1,620-3.24%437,391
2025-05-02980.20%437,489
2025-05-097,38014.76%444,869
2025-05-161,6803.36%446,549
2025-05-236,30012.60%452,849
2025-05-309,18018.36%462,029
2025-06-06-6,240-12.48%455,789
2025-06-13-1,140-2.28%454,649
2025-06-20-1,699-3.40%452,950
2025-06-276,18012.36%459,130
2025-07-04-300-0.60%458,830
2025-07-119,12018.24%467,950
2025-07-185,10010.20%473,050
2025-07-2521,18042.36%494,230
2025-08-01-19,560-39.12%474,670
2025-08-0810,38020.76%485,050
2025-08-153,1806.36%488,230
2025-08-22-1,980-3.96%486,250
2025-08-29-8,786-17.57%477,464
2025-09-05-420-0.84%477,044
2025-09-12-5,995-11.99%471,050
2025-09-199,57219.14%480,622
2025-09-26-8,760-17.52%471,862
2025-10-03-4,860-9.72%467,002
2025-10-102,1004.20%469,102
2025-10-17-8,608-17.22%460,494
2025-10-243,3306.66%463,825
2025-10-313,4806.96%467,305
2025-11-07-4,140-8.28%463,165
2025-11-14-5,400-10.80%457,765
2025-11-21-8,727-17.45%449,038
2025-11-283,9007.80%452,938
2025-12-056,36012.72%459,298
2025-12-124,1408.28%463,438
2025-12-19-3,120-6.24%460,318
2025-12-26-5,246-10.49%455,072
2026-01-024200.84%455,492
2026-01-0911,76023.52%467,252
2026-01-16-2,700-5.40%464,552
2026-01-23-5,700-11.40%458,852
2026-01-306,12012.24%464,972
2026-02-06-7,620-15.24%457,352
2026-02-13-687-1.37%456,665
2026-02-275,16010.32%461,825
2026-03-06-9,540-19.08%452,285
2026-03-136921.38%452,977
2026-03-2010,44020.88%463,417
2026-03-27-5,460-10.92%457,957
2026-04-03-12,660-25.32%445,297
2026-04-10-5,006-10.01%440,291
2026-04-17-2,700-5.40%437,591
2026-04-24-3,569-7.14%434,023
2026-05-012,0404.08%436,063
2026-05-087201.44%436,783
2026-05-15-7,980-15.96%428,803
2026-05-22-8,460-16.92%420,343
2026-05-2916,56033.12%436,903
2026-06-0521,00042.00%457,903
2026-06-12-11,160-22.32%446,743
2026-06-19-12,600-25.20%434,143
2026-06-26-1,740-3.48%432,403
2026-07-035091.02%432,912
2026-07-101,0792.16%433,991
2026-07-17-4,020-8.04%429,971
2026-07-24-2,131-4.26%427,840
2026-07-314,6969.39%432,536

月度收益

月份月盈亏月收益/5万月末权益
2022-01-5,608-11.22%44,392
2022-0246,62093.24%91,012
2022-0364,500129.00%155,512
2022-04-16,871-33.74%138,641
2022-0513,26026.52%151,901
2022-0619,19238.38%171,093
2022-0715,60031.20%186,693
2022-08-14,896-29.79%171,797
2022-09-2,268-4.54%169,529
2022-10-9,527-19.05%160,002
2022-11-4,370-8.74%155,632
2022-1213,08926.18%168,721
2023-014,6809.36%173,401
2023-0213,45526.91%186,856
2023-03-15,885-31.77%170,971
2023-0471,008142.02%241,980
2023-0517,34034.68%259,320
2023-06-2,552-5.10%256,768
2023-0712,54025.08%269,308
2023-0811,12222.24%280,430
2023-0932,94065.88%313,370
2023-10-15,623-31.25%297,747
2023-1137,74075.48%335,487
2023-12-19,306-38.61%316,181
2024-0120,40040.80%336,581
2024-02-6,763-13.53%329,818
2024-0322,75945.52%352,576
2024-04-5,500-11.00%347,077
2024-051380.28%347,215
2024-0612,36024.72%359,575
2024-07-4,337-8.67%355,238
2024-0828,88957.78%384,127
2024-0931,04862.10%415,176
2024-10-24,960-49.92%390,216
2024-1110,28820.58%400,504
2024-1223,73447.47%424,237
2025-01-6,328-12.66%417,909
2025-021,0532.11%418,962
2025-036,72913.46%425,691
2025-0411,79823.60%437,489
2025-0524,54049.08%462,029
2025-06-5,419-10.84%456,610
2025-0725,38050.76%481,990
2025-08-4,526-9.05%477,464
2025-09-10,462-20.92%467,002
2025-103030.61%467,305
2025-11-14,367-28.73%452,938
2025-122,5545.11%455,492
2026-019,48018.96%464,972
2026-02-3,147-6.29%461,825
2026-03-12,328-24.66%449,497
2026-04-13,434-26.87%436,063
2026-058401.68%436,903
2026-06-2,100-4.20%434,803
2026-07-2,266-4.53%432,536

年度收益

年份年盈亏年收益/5万年末权益
2022118,721237.44%168,721
2023147,460294.92%316,181
2024108,057216.11%424,237
202531,25462.51%455,492
2026-YTD-22,956-45.91%432,536