Dualmak策略 - L

L / 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72,062
总收益 / 5万44.12%
最大回撤 / 5万45.37%
夏普率0.34
胜率32.58%
盈亏比1.25
平均盈亏比2.59
平仓笔数132
手续费合计528
最大保证金占用10,822
最高资金使用率21.64%
连续回撤周数201
连续盈利周数6
最大回撤时间2026-06-11 22:00:00

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/L.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
2024-01-16 21:00:00REVERSE_CLOSEDCE.l2405-18123.08172.0-492
2024-02-01 10:00:00REVERSE_CLOSEDCE.l240518172.08156.0-162
2024-02-23 09:00:00REVERSE_CLOSEDCE.l2405-18156.08195.0-392
2024-03-05 13:00:00REVERSE_CLOSEDCE.l240518195.08181.0-142
2024-03-15 10:00:00REVERSE_CLOSEDCE.l2405-18181.08263.0-822
2024-04-23 21:00:00REVERSE_CLOSEDCE.l240518263.08328.0648
2024-04-26 13:00:00REVERSE_CLOSEDCE.l2409-18355.08439.0-842
2024-05-06 13:00:00REVERSE_CLOSEDCE.l240918439.08389.0-502
2024-05-07 10:00:00REVERSE_CLOSEDCE.l2409-18389.08467.0-782
2024-05-10 11:00:00REVERSE_CLOSEDCE.l240918467.08413.0-542
2024-05-16 11:00:00REVERSE_CLOSEDCE.l2409-18413.08480.0-672
2024-06-03 11:00:00REVERSE_CLOSEDCE.l240918480.08546.0658
2024-06-14 14:00:00REVERSE_CLOSEDCE.l2409-18546.08582.0-362
2024-06-17 09:00:00REVERSE_CLOSEDCE.l240918582.08538.0-442
2024-06-19 10:00:00REVERSE_CLOSEDCE.l2409-18538.08577.0-392
2024-06-24 10:00:00REVERSE_CLOSEDCE.l240918577.08471.0-1,062
2024-06-28 13:00:00REVERSE_CLOSEDCE.l2409-18471.08576.0-1,052
2024-07-05 13:00:00REVERSE_CLOSEDCE.l240918576.08520.0-562
2024-08-27 09:00:00REVERSE_CLOSEDCE.l2409-18520.08176.03,438
2024-09-02 11:00:00REVERSE_CLOSEDCE.l250118148.08059.0-892
2024-09-19 22:00:00REVERSE_CLOSEDCE.l2501-18059.07946.01,128
2024-09-23 10:00:00REVERSE_CLOSEDCE.l250117946.07895.0-512
2024-09-24 21:00:00REVERSE_CLOSEDCE.l2501-17895.07980.0-852
2024-10-22 11:00:00REVERSE_CLOSEDCE.l250117980.08081.01,008
2024-10-31 22:00:00REVERSE_CLOSEDCE.l2501-18081.08148.0-672
2024-12-05 10:00:00REVERSE_CLOSEDCE.l250118148.08389.02,408
2024-12-18 09:00:00REVERSE_CLOSEDCE.l2501-18389.08411.0-222
2024-12-19 21:00:00REVERSE_CLOSEDCE.l250518175.08162.0-132
2025-02-11 11:00:00REVERSE_CLOSEDCE.l2505-18162.07786.03,758
2025-02-13 22:00:00REVERSE_CLOSEDCE.l250517786.07777.0-92
2025-02-14 11:00:00REVERSE_CLOSEDCE.l2505-17777.07833.0-562
2025-02-26 13:00:00REVERSE_CLOSEDCE.l250517833.07812.0-212
2025-02-27 14:00:00REVERSE_CLOSEDCE.l2505-17812.07901.0-892
2025-03-06 09:00:00REVERSE_CLOSEDCE.l250517901.07819.0-822
2025-03-07 09:00:00REVERSE_CLOSEDCE.l2505-17819.07903.0-842
2025-03-10 22:00:00REVERSE_CLOSEDCE.l250517903.07859.0-442
2025-04-02 14:00:00REVERSE_CLOSEDCE.l2505-17859.07730.01,288
2025-04-03 13:00:00REVERSE_CLOSEDCE.l250517730.07667.0-632
2025-04-30 14:00:00DELIVERY_ROLL_CLOSEDCE.l2505-17667.07273.03,938
2025-05-13 21:00:00REVERSE_CLOSEDCE.l2509-17083.07230.0-1,472
2025-05-27 11:00:00REVERSE_CLOSEDCE.l250917230.07020.0-2,102
2025-06-06 22:00:00REVERSE_CLOSEDCE.l2509-17020.07090.0-702
2025-06-30 11:00:00REVERSE_CLOSEDCE.l250917090.07275.01,848
2025-07-04 11:00:00REVERSE_CLOSEDCE.l2509-17275.07288.0-132
2025-07-04 22:00:00REVERSE_CLOSEDCE.l250917288.07252.0-362
2025-07-10 09:00:00REVERSE_CLOSEDCE.l2509-17252.07314.0-622
2025-07-15 13:00:00REVERSE_CLOSEDCE.l250917314.07224.0-902
2025-07-21 10:00:00REVERSE_CLOSEDCE.l2509-17224.07287.0-632
2025-08-06 21:00:00REVERSE_CLOSEDCE.l250917287.07310.0228
2025-08-13 13:00:00REVERSE_CLOSEDCE.l2509-17310.07330.0-202
2025-08-14 14:00:00REVERSE_CLOSEDCE.l250917330.07287.0-432
2025-08-20 22:00:00REVERSE_CLOSEDCE.l2601-17347.07353.0-62
2025-08-28 10:00:00REVERSE_CLOSEDCE.l260117353.07344.0-92
2025-09-15 22:00:00REVERSE_CLOSEDCE.l2601-17344.07275.0688
2025-09-18 14:00:00REVERSE_CLOSEDCE.l260117275.07189.0-862
2025-10-23 14:00:00REVERSE_CLOSEDCE.l2601-17189.07003.01,858
2025-10-31 21:00:00REVERSE_CLOSEDCE.l260117003.06915.0-882
2025-11-14 09:00:00REVERSE_CLOSEDCE.l2601-16915.06871.0438
2025-11-18 13:00:00REVERSE_CLOSEDCE.l260116871.06792.0-792
2025-11-19 14:00:00REVERSE_CLOSEDCE.l2601-16792.06828.0-362
2025-11-20 10:00:00REVERSE_CLOSEDCE.l260116828.06808.0-202
2025-11-20 14:00:00REVERSE_CLOSEDCE.l2601-16808.06842.0-342
2025-11-21 14:00:00REVERSE_CLOSEDCE.l260116842.06787.0-552
2025-11-28 22:00:00REVERSE_CLOSEDCE.l2601-16787.06790.0-32
2025-12-04 14:00:00REVERSE_CLOSEDCE.l260116790.06755.0-352
2025-12-31 09:00:00REVERSE_CLOSEDCE.l2601-16755.06376.03,788
2026-02-06 10:00:00REVERSE_CLOSEDCE.l260516457.06733.02,758
2026-03-02 13:00:00REVERSE_CLOSEDCE.l2605-16733.06813.0-802
2026-03-31 13:00:00REVERSE_CLOSEDCE.l260516813.08580.017,668
2026-04-07 11:00:00REVERSE_CLOSEDCE.l2605-18580.09269.0-6,892
2026-04-08 13:00:00REVERSE_CLOSEDCE.l260519269.08651.0-6,182
2026-04-27 13:00:00REVERSE_CLOSEDCE.l2605-18651.08250.04,008
2026-05-07 13:00:00REVERSE_CLOSEDCE.l260918240.08138.0-1,022
2026-06-03 11:00:00REVERSE_CLOSEDCE.l2609-18138.07992.01,458
2026-06-04 13:00:00REVERSE_CLOSEDCE.l260917992.07907.0-852
2026-06-05 11:00:00REVERSE_CLOSEDCE.l2609-17907.07946.0-392
2026-06-09 22:00:00REVERSE_CLOSEDCE.l260917946.07811.0-1,352
2026-07-07 09:00:00REVERSE_CLOSEDCE.l2609-17811.06953.08,578
2026-07-29 21:00:00REVERSE_CLOSEDCE.l260916953.07792.08,388
2026-07-31 21:00:00FINAL_CLOSEDCE.l2609-17792.07830.0-382

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-732-1.46%49,268
2022-01-14-2,568-5.14%46,700
2022-01-212,9105.82%49,610
2022-01-28-1,610-3.22%48,000
2022-02-111,8463.69%49,846
2022-02-182,5605.12%52,406
2022-02-25-5,298-10.60%47,108
2022-03-041,5963.19%48,704
2022-03-11-40-0.08%48,664
2022-03-18-5,004-10.01%43,660
2022-03-25-944-1.89%42,716
2022-04-01-1,490-2.98%41,226
2022-04-08-704-1.41%40,522
2022-04-15-110-0.22%40,412
2022-04-22-1,908-3.82%38,504
2022-04-29500.10%38,554
2022-05-06-90-0.18%38,464
2022-05-131,1402.28%39,604
2022-05-201,4302.86%41,034
2022-05-27-624-1.25%40,410
2022-06-032,8505.70%43,260
2022-06-108301.66%44,090
2022-06-17-624-1.25%43,466
2022-06-241,9703.94%45,436
2022-07-011,4202.84%46,856
2022-07-08-7,608-15.22%39,248
2022-07-156,69013.38%45,938
2022-07-22-1,810-3.62%44,128
2022-07-293,4166.83%47,544
2022-08-05-3,594-7.19%43,950
2022-08-123000.60%44,250
2022-08-191,1002.20%45,350
2022-08-26-674-1.35%44,676
2022-09-021,7103.42%46,386
2022-09-092,9805.96%49,366
2022-09-16-490-0.98%48,876
2022-09-23-674-1.35%48,202
2022-09-30-1,774-3.55%46,428
2022-10-143760.75%46,804
2022-10-219801.96%47,784
2022-10-281500.30%47,934
2022-11-041,4762.95%49,410
2022-11-11-4,238-8.48%45,172
2022-11-182300.46%45,402
2022-11-25-758-1.52%44,644
2022-12-021,2602.52%45,904
2022-12-09-60-0.12%45,844
2022-12-162600.52%46,104
2022-12-23-1,754-3.51%44,350
2022-12-30-1,960-3.92%42,390
2023-01-06-1,308-2.62%41,082
2023-01-131,9863.97%43,068
2023-01-201,9503.90%45,018
2023-02-03-2,230-4.46%42,788
2023-02-10-944-1.89%41,844
2023-02-17-564-1.13%41,280
2023-02-247401.48%42,020
2023-03-037001.40%42,720
2023-03-107061.41%43,426
2023-03-171,6603.32%45,086
2023-03-24100.02%45,096
2023-03-31260.05%45,122
2023-04-07-570-1.14%44,552
2023-04-14-914-1.83%43,638
2023-04-212960.59%43,934
2023-04-28-1,044-2.09%42,890
2023-05-051,0002.00%43,890
2023-05-121,8103.62%45,700
2023-05-194300.86%46,130
2023-05-26500.10%46,180
2023-06-027161.43%46,896
2023-06-09-160-0.32%46,736
2023-06-16-2,418-4.84%44,318
2023-06-23-140-0.28%44,178
2023-06-303500.70%44,528
2023-07-078401.68%45,368
2023-07-141,0702.14%46,438
2023-07-21-710-1.42%45,728
2023-07-281,7103.42%47,438
2023-08-04-350-0.70%47,088
2023-08-11-14-0.03%47,074
2023-08-182960.59%47,370
2023-08-255801.16%47,950
2023-09-017601.52%48,710
2023-09-08-1,324-2.65%47,386
2023-09-15-1,764-3.53%45,622
2023-09-222,0064.01%47,628
2023-09-291600.32%47,788
2023-10-132,3104.62%50,098
2023-10-205901.18%50,688
2023-10-271160.23%50,804
2023-11-031,0502.10%51,854
2023-11-10-370-0.74%51,484
2023-11-17-3,568-7.14%47,916
2023-11-241,5163.03%49,432
2023-12-01-60-0.12%49,372
2023-12-082860.57%49,658
2023-12-159201.84%50,578
2023-12-227801.56%51,358
2023-12-29-574-1.15%50,784
2024-01-05-1,714-3.43%49,070
2024-01-128001.60%49,870
2024-01-19-484-0.97%49,386
2024-01-263800.76%49,766
2024-02-02-634-1.27%49,132
2024-02-09-1,020-2.04%48,112
2024-02-232460.49%48,358
2024-03-015601.12%48,918
2024-03-08-774-1.55%48,144
2024-03-15-1,004-2.01%47,140
2024-03-22-190-0.38%46,950
2024-03-29800.16%47,030
2024-04-057201.44%47,750
2024-04-126401.28%48,390
2024-04-196901.38%49,080
2024-04-26-1,968-3.94%47,112
2024-05-034300.86%47,542
2024-05-10-2,542-5.08%45,000
2024-05-179761.95%45,976
2024-05-24-450-0.90%45,526
2024-05-31-40-0.08%45,486
2024-06-07-324-0.65%45,162
2024-06-14-824-1.65%44,338
2024-06-21-938-1.88%43,400
2024-06-28-1,768-3.54%41,632
2024-07-05-504-1.01%41,128
2024-07-121,5403.08%42,668
2024-07-192500.50%42,918
2024-07-261,0302.06%43,948
2024-08-02200.04%43,968
2024-08-091,2502.50%45,218
2024-08-16-500-1.00%44,718
2024-08-235301.06%45,248
2024-08-30-1,094-2.19%44,154
2024-09-061,0762.15%45,230
2024-09-131100.22%45,340
2024-09-20-1,304-2.61%44,036
2024-09-276121.22%44,648
2024-10-041,1002.20%45,748
2024-10-111,3802.76%47,128
2024-10-18-2,220-4.44%44,908
2024-10-25-1,184-2.37%43,724
2024-11-01-74-0.15%43,650
2024-11-087601.52%44,410
2024-11-158501.70%45,260
2024-11-221,4902.98%46,750
2024-11-29-600-1.20%46,150
2024-12-061,0762.15%47,226
2024-12-13-740-1.48%46,486
2024-12-202820.56%46,768
2024-12-27-200-0.40%46,568
2025-01-03900.18%46,658
2025-01-101,5203.04%48,178
2025-01-179801.96%49,158
2025-01-249701.94%50,128
2025-01-31-420-0.84%49,708
2025-02-072600.52%49,968
2025-02-14-882-1.76%49,086
2025-02-214700.94%49,556
2025-02-28-1,758-3.52%47,798
2025-03-07-1,388-2.78%46,410
2025-03-145161.03%46,926
2025-03-215401.08%47,466
2025-03-282000.40%47,666
2025-04-04-1,428-2.86%46,238
2025-04-113,6507.30%49,888
2025-04-18-410-0.82%49,478
2025-04-25900.18%49,568
2025-05-028361.67%50,404
2025-05-091,2302.46%51,634
2025-05-16-2,334-4.67%49,300
2025-05-23-1,590-3.18%47,710
2025-05-30-284-0.57%47,426
2025-06-06-1,424-2.85%46,002
2025-06-131,6503.30%47,652
2025-06-201,7303.46%49,382
2025-06-27-1,140-2.28%48,242
2025-07-04-962-1.92%47,280
2025-07-11-474-0.95%46,806
2025-07-18-1,414-2.83%45,392
2025-07-255661.13%45,958
2025-08-01-760-1.52%45,198
2025-08-084860.97%45,684
2025-08-15-868-1.74%44,816
2025-08-226761.35%45,492
2025-08-29-54-0.11%45,438
2025-09-055901.18%46,028
2025-09-124200.84%46,448
2025-09-19-1,578-3.16%44,870
2025-09-26-390-0.78%44,480
2025-10-034400.88%44,920
2025-10-101,4902.98%46,410
2025-10-178801.76%47,290
2025-10-24-854-1.71%46,436
2025-10-31-664-1.33%45,772
2025-11-071,0102.02%46,782
2025-11-14-1,034-2.07%45,748
2025-11-21-1,580-3.16%44,168
2025-11-28-194-0.39%43,974
2025-12-053560.71%44,330
2025-12-129901.98%45,320
2025-12-192,8405.68%48,160
2025-12-26-1,060-2.12%47,100
2026-01-021560.31%47,256
2026-01-092,0104.02%49,266
2026-01-164500.90%49,716
2026-01-232,1204.24%51,836
2026-01-301,4902.98%53,326
2026-02-06-3,884-7.77%49,442
2026-02-131,3102.62%50,752
2026-02-271100.22%50,862
2026-03-069,50619.01%60,368
2026-03-136,26012.52%66,628
2026-03-206,15012.30%72,778
2026-03-27-1,950-3.90%70,828
2026-04-03-6,294-12.59%64,534
2026-04-10-7,758-15.52%56,776
2026-04-172,1704.34%58,946
2026-04-24-140-0.28%58,806
2026-05-019661.93%59,772
2026-05-08-2,904-5.81%56,868
2026-05-157201.44%57,588
2026-05-223400.68%57,928
2026-05-291,2302.46%59,158
2026-06-05-2,882-5.76%56,276
2026-06-12-2,264-4.53%54,012
2026-06-197,52015.04%61,532
2026-06-263,2806.56%64,812
2026-07-03-180-0.36%64,632
2026-07-101,9663.93%66,598
2026-07-175,30010.60%71,898
2026-07-242,5405.08%74,438
2026-07-31-2,376-4.75%72,062

月度收益

月份月盈亏月收益/5万月末权益
2022-01-2,000-4.00%48,000
2022-02-852-1.70%47,148
2022-03-5,402-10.80%41,746
2022-04-3,192-6.38%38,554
2022-054,0068.01%42,560
2022-064,0568.11%46,616
2022-079281.86%47,544
2022-08-3,048-6.10%44,496
2022-091,9323.86%46,428
2022-103,2166.43%49,644
2022-11-4,590-9.18%45,054
2022-12-2,664-5.33%42,390
2023-011,9283.86%44,318
2023-02-1,838-3.68%42,480
2023-032,6425.28%45,122
2023-04-2,232-4.46%42,890
2023-053,9507.90%46,840
2023-06-2,312-4.62%44,528
2023-072,8205.64%47,348
2023-086921.38%48,040
2023-09-252-0.50%47,788
2023-103,3966.79%51,184
2023-11-1,832-3.66%49,352
2023-121,4322.86%50,784
2024-01-1,658-3.32%49,126
2024-02-378-0.76%48,748
2024-03-1,718-3.44%47,030
2024-045121.02%47,542
2024-05-2,056-4.11%45,486
2024-06-3,854-7.71%41,632
2024-071,7163.43%43,348
2024-088061.61%44,154
2024-091,5943.19%45,748
2024-10-1,788-3.58%43,960
2024-112,1904.38%46,150
2024-12-372-0.74%45,778
2025-013,9307.86%49,708
2025-02-1,910-3.82%47,798
2025-03-262-0.52%47,536
2025-042,8685.74%50,404
2025-05-2,978-5.96%47,426
2025-066621.32%48,088
2025-07-2,130-4.26%45,958
2025-08-520-1.04%45,438
2025-09-518-1.04%44,920
2025-108521.70%45,772
2025-11-1,798-3.60%43,974
2025-123,2826.56%47,256
2026-016,07012.14%53,326
2026-02-2,464-4.93%50,862
2026-0314,76229.52%65,624
2026-04-5,852-11.70%59,772
2026-05-614-1.23%59,158
2026-065,27410.55%64,432
2026-077,63015.26%72,062

年度收益

年份年盈亏年收益/5万年末权益
2022-7,610-15.22%42,390
20238,39416.79%50,784
2024-5,006-10.01%45,778
20251,4782.96%47,256
2026-YTD24,80649.61%72,062