Dualmak策略 - P

P / 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136,460
总收益 / 5万172.92%
最大回撤 / 5万56.43%
夏普率0.80
胜率38.33%
盈亏比2.02
平均盈亏比3.24
平仓笔数60
手续费合计300
最大保证金占用12,192
最高资金使用率24.38%
连续回撤周数78
连续盈利周数8
最大回撤时间2026-07-31 12:00:00

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/P.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
2022-04-29 12:00:00DELIVERY_ROLL_CLOSEDCE.p220518724.015240.065,158
2022-06-10 20:00:00REVERSE_CLOSEDCE.p2209112290.011358.0-9,322
2022-08-01 12:00:00REVERSE_CLOSEDCE.p2209-111358.08450.029,078
2022-08-02 20:00:00REVERSE_CLOSEDCE.p220918450.08120.0-3,302
2022-08-09 12:00:00REVERSE_CLOSEDCE.p2209-18120.08460.0-3,402
2022-08-31 20:00:00DELIVERY_ROLL_CLOSEDCE.p220918460.08870.04,098
2022-09-05 12:00:00REVERSE_CLOSEDCE.p230118536.08058.0-4,782
2022-10-18 12:00:00REVERSE_CLOSEDCE.p2301-18058.07966.0918
2022-12-09 08:00:00REVERSE_CLOSEDCE.p230117966.08060.0938
2022-12-27 12:00:00REVERSE_CLOSEDCE.p2301-18060.07986.0738
2023-01-10 12:00:00REVERSE_CLOSEDCE.p230518160.07892.0-2,682
2023-02-07 08:00:00REVERSE_CLOSEDCE.p2305-17892.07866.0258
2023-03-14 08:00:00REVERSE_CLOSEDCE.p230517866.07766.0-1,002
2023-04-28 12:00:00DELIVERY_ROLL_CLOSEDCE.p2305-17766.07270.04,958
2023-06-14 20:00:00REVERSE_CLOSEDCE.p2309-16846.06742.01,038
2023-08-14 12:00:00REVERSE_CLOSEDCE.p230916742.07384.06,418
2023-08-16 12:00:00REVERSE_CLOSEDCE.p2401-17282.07524.0-2,422
2023-09-08 20:00:00REVERSE_CLOSEDCE.p240117524.07600.0758
2023-11-06 08:00:00REVERSE_CLOSEDCE.p2401-17600.07320.02,798
2023-12-04 20:00:00REVERSE_CLOSEDCE.p240117320.07208.0-1,122
2023-12-29 12:00:00DELIVERY_ROLL_CLOSEDCE.p2401-17208.07014.01,938
2024-01-11 12:00:00REVERSE_CLOSEDCE.p2405-17086.07274.0-1,882
2024-02-01 08:00:00REVERSE_CLOSEDCE.p240517274.07092.0-1,822
2024-02-26 08:00:00REVERSE_CLOSEDCE.p2405-17092.07296.0-2,042
2024-04-19 20:00:00REVERSE_CLOSEDCE.p240517296.07804.05,078
2024-05-20 20:00:00REVERSE_CLOSEDCE.p2409-17340.07670.0-3,302
2024-07-11 20:00:00REVERSE_CLOSEDCE.p240917670.07690.0198
2024-08-22 12:00:00REVERSE_CLOSEDCE.p2409-17690.07908.0-2,182
2024-12-18 08:00:00REVERSE_CLOSEDCE.p250117806.09932.021,258
2025-02-07 12:00:00REVERSE_CLOSEDCE.p2505-19082.08830.02,518
2025-03-25 20:00:00REVERSE_CLOSEDCE.p250518830.08812.0-182
2025-04-02 08:00:00REVERSE_CLOSEDCE.p2505-18812.09286.0-4,742
2025-04-08 20:00:00REVERSE_CLOSEDCE.p250519286.08712.0-5,742
2025-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.p2505-18712.08616.0958
2025-05-29 12:00:00REVERSE_CLOSEDCE.p2509-18148.08172.0-242
2025-06-12 12:00:00REVERSE_CLOSEDCE.p250918172.08038.0-1,342
2025-06-16 12:00:00REVERSE_CLOSEDCE.p2509-18038.08442.0-4,042
2025-08-29 20:00:00DELIVERY_ROLL_CLOSEDCE.p250918442.09270.08,278
2025-09-23 12:00:00REVERSE_CLOSEDCE.p260119290.08964.0-3,262
2025-10-10 12:00:00REVERSE_CLOSEDCE.p2601-18964.09494.0-5,302
2025-10-15 20:00:00REVERSE_CLOSEDCE.p260119494.09330.0-1,642
2025-10-17 08:00:00REVERSE_CLOSEDCE.p2601-19330.09350.0-202
2025-10-23 08:00:00REVERSE_CLOSEDCE.p260119350.09096.0-2,542
2025-12-08 20:00:00REVERSE_CLOSEDCE.p2601-19096.08692.04,038
2025-12-09 20:00:00REVERSE_CLOSEDCE.p260118692.08668.0-242
2025-12-30 12:00:00REVERSE_CLOSEDCE.p2601-18668.08602.0658
2026-01-06 20:00:00REVERSE_CLOSEDCE.p260518614.08480.0-1,342
2026-01-08 08:00:00REVERSE_CLOSEDCE.p2605-18480.08576.0-962
2026-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.p260518576.09524.09,478
2026-05-11 20:00:00REVERSE_CLOSEDCE.p260919821.09670.0-1,512
2026-05-20 20:00:00REVERSE_CLOSEDCE.p2609-19670.09685.0-152
2026-05-22 12:00:00REVERSE_CLOSEDCE.p260919685.09516.0-1,692
2026-05-28 12:00:00REVERSE_CLOSEDCE.p2609-19516.09604.0-882
2026-06-08 12:00:00REVERSE_CLOSEDCE.p260919604.09405.0-1,992
2026-07-08 12:00:00REVERSE_CLOSEDCE.p2609-19405.09381.0238
2026-07-13 12:00:00REVERSE_CLOSEDCE.p260919381.09262.0-1,192
2026-07-21 08:00:00REVERSE_CLOSEDCE.p2609-19262.09340.0-782
2026-07-22 20:00:00REVERSE_CLOSEDCE.p260919340.09260.0-802
2026-07-24 08:00:00REVERSE_CLOSEDCE.p2609-19260.09525.0-2,652
2026-07-31 12:00:00FINAL_CLOSEDCE.p260919525.09281.0-2,442

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-102-0.21%49,898
2022-01-142,3604.72%52,258
2022-01-216,56013.12%58,818
2022-01-283,2806.56%62,098
2022-02-111,1002.20%63,198
2022-02-183,6007.20%66,798
2022-02-255,50011.00%72,298
2022-03-049,12018.24%81,418
2022-03-112,2404.48%83,658
2022-03-18-14,620-29.24%69,038
2022-03-2510,02020.04%79,058
2022-04-01-7,080-14.16%71,978
2022-04-087,52015.04%79,498
2022-04-1511,84023.68%91,338
2022-04-224200.84%91,758
2022-04-2923,39546.79%115,152
2022-05-06-6,540-13.08%108,612
2022-05-13-260-0.52%108,352
2022-05-201,1602.32%109,512
2022-05-273,8807.76%113,392
2022-06-03-520-1.04%112,872
2022-06-10-6,805-13.61%106,068
2022-06-178,74017.48%114,808
2022-06-2411,34022.68%126,148
2022-07-014,3608.72%130,508
2022-07-086,54013.08%137,048
2022-07-154,1608.32%141,208
2022-07-22-980-1.96%140,228
2022-07-29-8,880-17.76%131,348
2022-08-05-1,630-3.26%129,718
2022-08-122,9955.99%132,712
2022-08-19-3,760-7.52%128,952
2022-08-263,0606.12%132,012
2022-09-02-4,245-8.49%127,768
2022-09-093,4756.95%131,242
2022-09-16-1,920-3.84%129,322
2022-09-233,5407.08%132,862
2022-09-304,2808.56%137,142
2022-10-14-5,880-11.76%131,262
2022-10-21-425-0.85%130,838
2022-10-28-3,980-7.96%126,858
2022-11-048,06016.12%134,918
2022-11-11-80-0.16%134,838
2022-11-18-7,160-14.32%127,678
2022-11-254,2808.56%131,958
2022-12-021800.36%132,138
2022-12-09-885-1.77%131,252
2022-12-162,9805.96%134,232
2022-12-235001.00%134,732
2022-12-30-2,865-5.73%131,868
2023-01-06-3,260-6.52%128,608
2023-01-135951.19%129,202
2023-01-20-1,760-3.52%127,442
2023-02-035801.16%128,022
2023-02-10-25-0.05%127,998
2023-02-172,9005.80%130,898
2023-02-241,2802.56%132,178
2023-03-034600.92%132,638
2023-03-10-4,380-8.76%128,258
2023-03-17-1,465-2.93%126,792
2023-03-244,5409.08%131,332
2023-03-31-3,720-7.44%127,612
2023-04-071000.20%127,712
2023-04-142800.56%127,992
2023-04-217401.48%128,732
2023-04-282,8755.75%131,608
2023-05-05-3,480-6.96%128,128
2023-05-123,5207.04%131,648
2023-05-197601.52%132,408
2023-05-26-180-0.36%132,228
2023-06-022,4404.88%134,668
2023-06-09-1,800-3.60%132,868
2023-06-164,8159.63%137,682
2023-06-23-2,100-4.20%135,582
2023-06-304,5809.16%140,162
2023-07-07-340-0.68%139,822
2023-07-14-420-0.84%139,402
2023-07-211,9003.80%141,302
2023-07-28-260-0.52%141,042
2023-08-041800.36%141,222
2023-08-11-1,940-3.88%139,282
2023-08-18-1,830-3.66%137,452
2023-08-252,4604.92%139,912
2023-09-012400.48%140,152
2023-09-08-3,225-6.45%136,928
2023-09-153,0606.12%139,988
2023-09-223400.68%140,328
2023-09-29-1,620-3.24%138,708
2023-10-131,5403.08%140,248
2023-10-206201.24%140,868
2023-10-27-140-0.28%140,728
2023-11-03-860-1.72%139,868
2023-11-101,3552.71%141,222
2023-11-172800.56%141,502
2023-11-24-1,600-3.20%139,902
2023-12-01-340-0.68%139,562
2023-12-081,0152.03%140,578
2023-12-158401.68%141,418
2023-12-22-760-1.52%140,658
2023-12-293350.67%140,992
2024-01-053000.60%141,292
2024-01-12-1,985-3.97%139,308
2024-01-192,0404.08%141,348
2024-01-26-80-0.16%141,268
2024-02-02-3,265-6.53%138,002
2024-02-09-1,960-3.92%136,042
2024-02-23-840-1.68%135,202
2024-03-012,1954.39%137,398
2024-03-082,5205.04%139,918
2024-03-155,32010.64%145,238
2024-03-22-400-0.80%144,838
2024-03-29-880-1.76%143,958
2024-04-054,0208.04%147,978
2024-04-12-3,240-6.48%144,738
2024-04-19-8,925-17.85%135,812
2024-04-263,2806.56%139,092
2024-05-031,0202.04%140,112
2024-05-105401.08%140,652
2024-05-17-3,480-6.96%137,172
2024-05-24-645-1.29%136,528
2024-05-311,6203.24%138,148
2024-06-071600.32%138,308
2024-06-14-1,240-2.48%137,068
2024-06-213200.64%137,388
2024-06-28-200-0.40%137,188
2024-07-053,2606.52%140,448
2024-07-12-3,505-7.01%136,942
2024-07-19-340-0.68%136,602
2024-07-26-540-1.08%136,062
2024-08-02-520-1.04%135,542
2024-08-091,2802.56%136,822
2024-08-164400.88%137,262
2024-08-23-1,265-2.53%135,998
2024-08-305401.08%136,538
2024-09-06-1,240-2.48%135,298
2024-09-13-680-1.36%134,618
2024-09-203,9007.80%138,518
2024-09-274,1408.28%142,658
2024-10-04-20-0.04%142,638
2024-10-114,1608.32%146,798
2024-10-18-1,660-3.32%145,138
2024-10-255,12010.24%150,258
2024-11-013,3606.72%153,618
2024-11-085,96011.92%159,578
2024-11-15-1,640-3.28%157,938
2024-11-22-5,300-10.60%152,638
2024-11-296,54013.08%159,178
2024-12-061,0602.12%160,238
2024-12-13-2,400-4.80%157,838
2024-12-203,0956.19%160,932
2024-12-27-1,680-3.36%159,252
2025-01-032,5605.12%161,812
2025-01-10-1,260-2.52%160,552
2025-01-173,1606.32%163,712
2025-01-241400.28%163,852
2025-01-31-1,280-2.56%162,572
2025-02-07-2,925-5.85%159,648
2025-02-141,5203.04%161,168
2025-02-212,3604.72%163,528
2025-02-28-2,120-4.24%161,408
2025-03-071,3402.68%162,748
2025-03-14-1,100-2.20%161,648
2025-03-21-960-1.92%160,688
2025-03-28-4,805-9.61%155,882
2025-04-04-2,905-5.81%152,978
2025-04-11-5,345-10.69%147,632
2025-04-181,7003.40%149,332
2025-04-25-940-1.88%148,392
2025-05-026751.35%149,068
2025-05-092,0804.16%151,148
2025-05-16-820-1.64%150,328
2025-05-234400.88%150,768
2025-05-30-3,065-6.13%147,702
2025-06-067001.40%148,402
2025-06-13-4,685-9.37%143,718
2025-06-201950.39%143,912
2025-06-27-1,660-3.32%142,252
2025-07-041,5803.16%143,832
2025-07-112,3004.60%146,132
2025-07-183,3406.68%149,472
2025-07-25-1,240-2.48%148,232
2025-08-01-1,380-2.76%146,852
2025-08-081,9603.92%148,812
2025-08-156,30012.60%155,112
2025-08-22-1,140-2.28%153,972
2025-08-29-2,265-4.53%151,708
2025-09-051,5003.00%153,208
2025-09-12-1,040-2.08%152,168
2025-09-19-300-0.60%151,868
2025-09-26-6,565-13.13%145,302
2025-10-035001.00%145,802
2025-10-10-3,565-7.13%142,238
2025-10-17-910-1.82%141,328
2025-10-24-2,645-5.29%138,682
2025-10-314,4808.96%143,162
2025-11-072000.40%143,362
2025-11-14-780-1.56%142,582
2025-11-212,6005.20%145,182
2025-11-28-1,940-3.88%143,242
2025-12-05-1,440-2.88%141,802
2025-12-121,7903.58%143,592
2025-12-192,8805.76%146,472
2025-12-26-2,780-5.56%143,692
2026-01-02-805-1.61%142,888
2026-01-09-1,170-2.34%141,718
2026-01-16-300-0.60%141,418
2026-01-233,8207.64%145,238
2026-01-302,8405.68%148,078
2026-02-06-3,000-6.00%145,078
2026-02-13-2,980-5.96%142,098
2026-02-279401.88%143,038
2026-03-066,62013.24%149,658
2026-03-134,2608.52%153,918
2026-03-20-1,560-3.12%152,358
2026-03-27-320-0.64%152,038
2026-04-032,4604.92%154,498
2026-04-10-4,580-9.16%149,918
2026-04-17-2,010-4.02%147,908
2026-04-242,5005.00%150,408
2026-05-01-55-0.11%150,352
2026-05-08-1,300-2.60%149,052
2026-05-151,8653.73%150,918
2026-05-22-3,370-6.74%147,548
2026-05-29-1,315-2.63%146,232
2026-06-05-2,310-4.62%143,922
2026-06-121,1652.33%145,088
2026-06-19600.12%145,148
2026-06-263400.68%145,488
2026-07-039801.96%146,468
2026-07-10-3,145-6.29%143,322
2026-07-17-675-1.35%142,648
2026-07-24-3,845-7.69%138,802
2026-07-31-2,342-4.69%136,460

月度收益

月份月盈亏月收益/5万月末权益
2022-0112,09824.20%62,098
2022-0214,30028.60%76,398
2022-032800.56%76,678
2022-0438,47576.95%115,152
2022-05-4,440-8.88%110,712
2022-0616,57533.15%127,288
2022-074,0608.12%131,348
2022-089401.88%132,288
2022-094,8559.71%137,142
2022-10-6,905-13.81%130,238
2022-114,1608.32%134,398
2022-12-2,530-5.06%131,868
2023-01-4,105-8.21%127,762
2023-022,7555.51%130,518
2023-03-2,905-5.81%127,612
2023-043,9957.99%131,608
2023-054,9809.96%136,588
2023-063,5757.15%140,162
2023-07-460-0.92%139,702
2023-087701.54%140,472
2023-09-1,765-3.53%138,708
2023-103,1606.32%141,868
2023-11-1,325-2.65%140,542
2023-124500.90%140,992
2024-01-3,765-7.53%137,228
2024-02-210-0.42%137,018
2024-036,94013.88%143,958
2024-04-3,845-7.69%140,112
2024-05-1,965-3.93%138,148
2024-06-960-1.92%137,188
2024-07-1,365-2.73%135,822
2024-087151.43%136,538
2024-096,10012.20%142,638
2024-109,62019.24%152,258
2024-116,92013.84%159,178
2024-121,2352.47%160,412
2025-012,1604.32%162,572
2025-02-1,165-2.33%161,408
2025-03-5,705-11.41%155,702
2025-04-6,635-13.27%149,068
2025-05-1,365-2.73%147,702
2025-06-5,530-11.06%142,172
2025-075,52011.04%147,692
2025-084,0158.03%151,708
2025-09-5,905-11.81%145,802
2025-10-2,640-5.28%143,162
2025-11800.16%143,242
2025-12-355-0.71%142,888
2026-015,19010.38%148,078
2026-02-5,040-10.08%143,038
2026-0313,02026.04%156,058
2026-04-5,705-11.41%150,352
2026-05-4,120-8.24%146,232
2026-06-415-0.83%145,818
2026-07-9,358-18.71%136,460

年度收益

年份年盈亏年收益/5万年末权益
202281,868163.74%131,868
20239,12518.25%140,992
202419,42038.84%160,412
2025-17,525-35.05%142,888
2026-YTD-6,428-12.86%136,460