Dualmak策略 - M

M / 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134,309
总收益 / 5万168.62%
最大回撤 / 5万60.88%
夏普率0.81
胜率37.29%
盈亏比2.08
平均盈亏比3.51
平仓笔数59
手续费合计531
最大保证金占用10,412
最高资金使用率20.82%
连续回撤周数101
连续盈利周数9
最大回撤时间2025-12-08 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/M.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
2022-04-13 20:00:00REVERSE_CLOSEDCE.m220513266.04024.022,736
2022-04-14 12:00:00REVERSE_CLOSEDCE.m2209-13923.03926.0-94
2022-04-26 20:00:00REVERSE_CLOSEDCE.m220913926.04300.011,216
2022-05-17 12:00:00REVERSE_CLOSEDCE.m2209-14300.04131.05,066
2022-06-22 12:00:00REVERSE_CLOSEDCE.m220914131.04069.0-1,864
2022-07-29 12:00:00REVERSE_CLOSEDCE.m2209-14069.03977.02,756
2022-08-03 20:00:00REVERSE_CLOSEDCE.m220913977.04000.0686
2022-08-09 08:00:00REVERSE_CLOSEDCE.m2209-14000.04026.0-784
2022-08-31 20:00:00DELIVERY_ROLL_CLOSEDCE.m220914026.04423.011,906
2022-11-16 08:00:00REVERSE_CLOSEDCE.m230113785.04170.011,546
2022-11-25 08:00:00REVERSE_CLOSEDCE.m2301-14170.04273.0-3,094
2022-11-29 20:00:00REVERSE_CLOSEDCE.m230114273.04260.0-394
2022-12-12 08:00:00REVERSE_CLOSEDCE.m2301-14260.04430.0-5,104
2022-12-14 20:00:00REVERSE_CLOSEDCE.m230114430.04284.0-4,384
2022-12-28 08:00:00REVERSE_CLOSEDCE.m2301-14284.04447.0-4,894
2022-12-29 20:00:00REVERSE_CLOSEDCE.m230513811.03870.01,766
2023-01-16 08:00:00REVERSE_CLOSEDCE.m2305-13870.03903.0-994
2023-01-30 12:00:00REVERSE_CLOSEDCE.m230513903.03888.0-454
2023-04-28 12:00:00DELIVERY_ROLL_CLOSEDCE.m2305-13888.03654.07,016
2023-05-09 12:00:00REVERSE_CLOSEDCE.m2309-13497.03541.0-1,324
2023-05-11 12:00:00REVERSE_CLOSEDCE.m230913541.03481.0-1,804
2023-06-07 12:00:00REVERSE_CLOSEDCE.m2309-13481.03482.0-34
2023-08-31 20:00:00DELIVERY_ROLL_CLOSEDCE.m230913482.04899.042,506
2023-09-14 08:00:00REVERSE_CLOSEDCE.m240114127.03990.0-4,114
2023-11-07 12:00:00REVERSE_CLOSEDCE.m2401-13990.04131.0-4,234
2023-11-27 12:00:00REVERSE_CLOSEDCE.m240114131.03892.0-7,174
2023-12-29 12:00:00DELIVERY_ROLL_CLOSEDCE.m2401-13892.03821.02,126
2024-02-29 12:00:00REVERSE_CLOSEDCE.m2405-13313.03027.08,576
2024-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.m240513027.03293.07,976
2024-06-18 08:00:00REVERSE_CLOSEDCE.m240913399.03368.0-934
2024-08-30 20:00:00DELIVERY_ROLL_CLOSEDCE.m2409-13368.02965.012,086
2024-09-04 12:00:00REVERSE_CLOSEDCE.m2501-13004.03049.0-1,354
2024-10-16 08:00:00REVERSE_CLOSEDCE.m250113049.03000.0-1,474
2024-11-11 08:00:00REVERSE_CLOSEDCE.m2501-13000.03050.0-1,504
2024-11-19 08:00:00REVERSE_CLOSEDCE.m250113050.02975.0-2,254
2025-01-02 12:00:00REVERSE_CLOSEDCE.m2505-12840.02720.03,596
2025-01-09 08:00:00REVERSE_CLOSEDCE.m250512720.02639.0-2,434
2025-01-15 12:00:00REVERSE_CLOSEDCE.m2505-12639.02762.0-3,694
2025-03-24 12:00:00REVERSE_CLOSEDCE.m250512762.02851.02,666
2025-04-08 20:00:00REVERSE_CLOSEDCE.m2505-12851.02974.0-3,694
2025-04-30 12:00:00REVERSE_CLOSEDCE.m250913162.02941.0-6,634
2025-05-23 12:00:00REVERSE_CLOSEDCE.m2509-12941.02953.0-364
2025-05-29 12:00:00REVERSE_CLOSEDCE.m250912953.02946.0-214
2025-06-10 08:00:00REVERSE_CLOSEDCE.m2509-12946.03014.0-2,044
2025-07-08 08:00:00REVERSE_CLOSEDCE.m250913014.02933.0-2,434
2025-07-15 08:00:00REVERSE_CLOSEDCE.m2509-12933.02982.0-1,474
2025-07-29 20:00:00REVERSE_CLOSEDCE.m250912982.02983.026
2025-08-06 08:00:00REVERSE_CLOSEDCE.m2509-12983.03013.0-904
2025-08-29 20:00:00DELIVERY_ROLL_CLOSEDCE.m250913013.03023.0296
2025-09-01 20:00:00REVERSE_CLOSEDCE.m260113060.03054.0-184
2025-10-28 08:00:00REVERSE_CLOSEDCE.m2601-13054.02975.02,366
2025-12-08 20:00:00REVERSE_CLOSEDCE.m260112975.03027.01,556
2026-01-28 20:00:00REVERSE_CLOSEDCE.m2605-12781.02784.0-94
2026-02-03 08:00:00REVERSE_CLOSEDCE.m260512784.02748.0-1,084
2026-02-13 12:00:00REVERSE_CLOSEDCE.m2605-12748.02800.0-1,564
2026-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.m260512800.02829.0866
2026-06-04 20:00:00REVERSE_CLOSEDCE.m260913021.02943.0-2,344
2026-06-29 20:00:00REVERSE_CLOSEDCE.m2609-12943.02962.0-574
2026-07-31 12:00:00FINAL_CLOSEDCE.m260912962.03071.03,266

每周收益

周末周盈亏周收益/5万周末权益
2022-01-0700.00%50,000
2022-01-1400.00%50,000
2022-01-2100.00%50,000
2022-01-283,3566.71%53,356
2022-02-1111,58023.16%64,936
2022-02-181,1402.28%66,076
2022-02-256001.20%66,676
2022-03-044,6809.36%71,356
2022-03-114,1708.34%75,526
2022-03-183,3906.78%78,916
2022-03-253,8707.74%82,786
2022-04-01-14,280-28.56%68,506
2022-04-083,4206.84%71,926
2022-04-157621.52%72,688
2022-04-223,5707.14%76,258
2022-04-2914,39128.78%90,648
2022-05-063,1206.24%93,768
2022-05-13-2,760-5.52%91,008
2022-05-202010.40%91,210
2022-05-27-1,080-2.16%90,130
2022-06-03-810-1.62%89,320
2022-06-102,4604.92%91,780
2022-06-17-1,650-3.30%90,130
2022-06-244,3118.62%94,440
2022-07-011,5303.06%95,970
2022-07-08-5,100-10.20%90,870
2022-07-159001.80%91,770
2022-07-222,0704.14%93,840
2022-07-29-1,689-3.38%92,152
2022-08-05-2,229-4.46%89,922
2022-08-123,1716.34%93,094
2022-08-19-780-1.56%92,314
2022-08-265,10010.20%97,414
2022-09-025,72111.44%103,134
2022-09-094500.90%103,584
2022-09-164,3508.70%107,934
2022-09-237801.56%108,714
2022-09-302,2804.56%110,994
2022-10-142,1604.32%113,154
2022-10-21-3,780-7.56%109,374
2022-10-28-750-1.50%108,624
2022-11-044,8909.78%113,514
2022-11-111,2602.52%114,774
2022-11-18-549-1.10%114,226
2022-11-25-4,719-9.44%109,506
2022-12-02-789-1.58%108,718
2022-12-09-4,110-8.22%104,608
2022-12-16-4,788-9.58%99,820
2022-12-23-3,690-7.38%96,130
2022-12-30-1,128-2.26%95,002
2023-01-063,7507.50%98,752
2023-01-13-2,910-5.82%95,842
2023-01-20-1,719-3.44%94,122
2023-02-034410.88%94,564
2023-02-101,6503.30%96,214
2023-02-171,7703.54%97,984
2023-02-24-780-1.56%97,204
2023-03-031,7403.48%98,944
2023-03-10-540-1.08%98,404
2023-03-173,7207.44%102,124
2023-03-244,7709.54%106,894
2023-03-31-1,260-2.52%105,634
2023-04-07-180-0.36%105,454
2023-04-14-600-1.20%104,854
2023-04-211,6803.36%106,534
2023-04-28-3,999-8.00%102,534
2023-05-05-1,290-2.58%101,244
2023-05-12-2,718-5.44%98,526
2023-05-191,2002.40%99,726
2023-05-26600.12%99,786
2023-06-021,0202.04%100,806
2023-06-09-909-1.82%99,898
2023-06-167,02014.04%106,918
2023-06-232,5505.10%109,468
2023-06-30-1,530-3.06%107,938
2023-07-074,1708.34%112,108
2023-07-143,7807.56%115,888
2023-07-214,5909.18%120,478
2023-07-282,1604.32%122,638
2023-08-043,0006.00%125,638
2023-08-113,0606.12%128,698
2023-08-1811,49022.98%140,188
2023-08-251,2002.40%141,388
2023-09-01810.16%141,468
2023-09-08-690-1.38%140,778
2023-09-15-4,839-9.68%135,940
2023-09-222,4604.92%138,400
2023-09-29-840-1.68%137,560
2023-10-134,5009.00%142,060
2023-10-20-3,060-6.12%139,000
2023-10-27-660-1.32%138,340
2023-11-03-2,550-5.10%135,790
2023-11-10-5,079-10.16%130,710
2023-11-17-1,560-3.12%129,150
2023-11-24-480-0.96%128,670
2023-12-01-2,619-5.24%126,052
2023-12-08-3,690-7.38%122,362
2023-12-153,5107.02%125,872
2023-12-221,1102.22%126,982
2023-12-291,4612.92%128,442
2024-01-053,9007.80%132,342
2024-01-123,8107.62%136,152
2024-01-192700.54%136,422
2024-01-263,2106.42%139,632
2024-02-02-1,890-3.78%137,742
2024-02-09-120-0.24%137,622
2024-02-238701.74%138,492
2024-03-013510.70%138,844
2024-03-083,5407.08%142,384
2024-03-152,9405.88%145,324
2024-03-22-1,470-2.94%143,854
2024-03-293300.66%144,184
2024-04-05-1,650-3.30%142,534
2024-04-121,3202.64%143,854
2024-04-192700.54%144,124
2024-04-26-90-0.18%144,034
2024-05-039511.90%144,984
2024-05-104,2008.40%149,184
2024-05-171,0802.16%150,264
2024-05-241,2902.58%151,554
2024-05-31-4,230-8.46%147,324
2024-06-075101.02%147,834
2024-06-14-1,350-2.70%146,484
2024-06-21-1,629-3.26%144,856
2024-06-28-1,350-2.70%143,506
2024-07-059001.80%144,406
2024-07-126,66013.32%151,066
2024-07-19-210-0.42%150,856
2024-07-26-30-0.06%150,826
2024-08-021,9203.84%152,746
2024-08-092,5805.16%155,326
2024-08-162,6405.28%157,966
2024-08-23-510-1.02%157,456
2024-08-30-1,329-2.66%156,126
2024-09-065311.06%156,658
2024-09-13-1,110-2.22%155,548
2024-09-20-1,470-2.94%154,078
2024-09-272,4904.98%156,568
2024-10-041,2302.46%157,798
2024-10-11-4,140-8.28%153,658
2024-10-18-369-0.74%153,288
2024-10-251,5003.00%154,788
2024-11-01-390-0.78%154,398
2024-11-08-1,950-3.90%152,448
2024-11-15-4,329-8.66%148,120
2024-11-223,0216.04%151,140
2024-11-29-30-0.06%151,110
2024-12-064,0208.04%155,130
2024-12-138101.62%155,940
2024-12-20-480-0.96%155,460
2024-12-27-990-1.98%154,470
2025-01-03-2,709-5.42%151,762
2025-01-10-1,839-3.68%149,922
2025-01-17-2,499-5.00%147,424
2025-01-241,1102.22%148,534
2025-01-312400.48%148,774
2025-02-072,2804.56%151,054
2025-02-14-510-1.02%150,544
2025-02-212,0404.08%152,584
2025-02-28-30-0.06%152,554
2025-03-07-2,430-4.86%150,124
2025-03-149301.86%151,054
2025-03-21-1,350-2.70%149,704
2025-03-287711.54%150,474
2025-04-04-1,260-2.52%149,214
2025-04-11-5,529-11.06%143,686
2025-04-18-1,440-2.88%142,246
2025-04-25-1,500-3.00%140,746
2025-05-02-819-1.64%139,926
2025-05-096001.20%140,526
2025-05-161200.24%140,646
2025-05-23-1,959-3.92%138,688
2025-05-30-639-1.28%138,048
2025-06-06-1,230-2.46%136,818
2025-06-138611.72%137,680
2025-06-204500.90%138,130
2025-06-27-3,180-6.36%134,950
2025-07-041200.24%135,070
2025-07-11-2,109-4.22%132,960
2025-07-182,3314.66%135,292
2025-07-25-1,800-3.60%133,492
2025-08-01-1,929-3.86%131,562
2025-08-081,1312.26%132,694
2025-08-151,4102.82%134,104
2025-08-22-810-1.62%133,294
2025-08-29-1,149-2.30%132,144
2025-09-05-729-1.46%131,416
2025-09-121800.36%131,596
2025-09-191,4102.82%133,006
2025-09-262,4904.98%135,496
2025-10-032400.48%135,736
2025-10-101200.24%135,856
2025-10-178701.74%136,726
2025-10-24-1,620-3.24%135,106
2025-10-316811.36%135,786
2025-11-076601.32%136,446
2025-11-141,1402.28%137,586
2025-11-21-2,640-5.28%134,946
2025-11-281,6803.36%136,626
2025-12-05-30-0.06%136,596
2025-12-12-249-0.50%136,348
2025-12-198101.62%137,158
2025-12-26-1,350-2.70%135,808
2026-01-021,0202.04%136,828
2026-01-09-930-1.86%135,898
2026-01-161,7403.48%137,638
2026-01-23-1,140-2.28%136,498
2026-01-30-1,389-2.78%135,108
2026-02-06-339-0.68%134,770
2026-02-13-1,659-3.32%133,110
2026-02-277801.56%133,890
2026-03-064,1408.28%138,030
2026-03-134,1408.28%142,170
2026-03-20-2,700-5.40%139,470
2026-03-27-2,070-4.14%137,400
2026-04-03-3,000-6.00%134,400
2026-04-103300.66%134,730
2026-04-17-1,290-2.58%133,440
2026-04-243900.78%133,830
2026-05-011410.28%133,972
2026-05-08-480-0.96%133,492
2026-05-15-960-1.92%132,532
2026-05-227801.56%133,312
2026-05-29-540-1.08%132,772
2026-06-05-159-0.32%132,612
2026-06-12-720-1.44%131,892
2026-06-19-240-0.48%131,652
2026-06-26-1,200-2.40%130,452
2026-07-038611.72%131,314
2026-07-103,0006.00%134,314
2026-07-173600.72%134,674
2026-07-243,6307.26%138,304
2026-07-31-3,994-7.99%134,309

月度收益

月份月盈亏月收益/5万月末权益
2022-013,3566.71%53,356
2022-0214,40028.80%67,756
2022-037,05014.10%74,806
2022-0415,84331.69%90,648
2022-05-1,809-3.62%88,840
2022-063,6217.24%92,460
2022-07-309-0.62%92,152
2022-089,42318.85%101,574
2022-099,42018.84%110,994
2022-101,6503.30%112,644
2022-11-4,467-8.93%108,178
2022-12-13,176-26.35%95,002
2023-013720.74%95,374
2023-024,0808.16%99,454
2023-036,18012.36%105,634
2023-04-3,099-6.20%102,534
2023-05-738-1.48%101,796
2023-066,14112.28%107,938
2023-0715,42030.84%123,358
2023-0818,50137.00%141,858
2023-09-4,299-8.60%137,560
2023-101,3802.76%138,940
2023-11-12,468-24.94%126,472
2023-121,9713.94%128,442
2024-019,12018.24%137,562
2024-02-219-0.44%137,344
2024-036,84013.68%144,184
2024-048011.60%144,984
2024-052,3404.68%147,324
2024-06-3,819-7.64%143,506
2024-079,48018.96%152,986
2024-083,1416.28%156,126
2024-091,6713.34%157,798
2024-10-4,209-8.42%153,588
2024-11-2,478-4.96%151,110
2024-122,7305.46%153,840
2025-01-5,067-10.13%148,774
2025-023,7807.56%152,554
2025-03-2,769-5.54%149,784
2025-04-9,858-19.72%139,926
2025-05-1,878-3.76%138,048
2025-06-2,859-5.72%135,190
2025-07-2,997-5.99%132,192
2025-08-48-0.10%132,144
2025-093,5917.18%135,736
2025-10510.10%135,786
2025-118401.68%136,626
2025-122010.40%136,828
2026-01-1,719-3.44%135,108
2026-02-1,218-2.44%133,890
2026-032,6105.22%136,500
2026-04-2,529-5.06%133,972
2026-05-1,200-2.40%132,772
2026-06-2,868-5.74%129,904
2026-074,4068.81%134,309

年度收益

年份年盈亏年收益/5万年末权益
202245,00290.00%95,002
202333,44166.88%128,442
202425,39850.80%153,840
2025-17,013-34.03%136,828
2026-YTD-2,518-5.04%134,309