Dualmak策略 - PP

PP / 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62,264
总收益 / 5万24.53%
最大回撤 / 5万71.53%
夏普率0.18
胜率38.60%
盈亏比1.15
平均盈亏比1.82
平仓笔数114
手续费合计456
最大保证金占用10,852
最高资金使用率21.70%
连续回撤周数134
连续盈利周数5
最大回撤时间2026-03-04 08:00:00

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/PP.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
2023-07-21 12:00:00REVERSE_CLOSEDCE.pp230917062.07250.01,878
2023-07-27 08:00:00REVERSE_CLOSEDCE.pp2309-17250.07336.0-862
2023-08-08 08:00:00REVERSE_CLOSEDCE.pp230917336.07375.0388
2023-08-14 08:00:00REVERSE_CLOSEDCE.pp2309-17375.07414.0-392
2023-08-31 20:00:00DELIVERY_ROLL_CLOSEDCE.pp230917414.07828.04,138
2023-09-21 12:00:00REVERSE_CLOSEDCE.pp240117822.07912.0898
2023-10-31 08:00:00REVERSE_CLOSEDCE.pp2401-17912.07582.03,298
2023-11-14 12:00:00REVERSE_CLOSEDCE.pp240117582.07650.0678
2023-11-16 20:00:00REVERSE_CLOSEDCE.pp2401-17650.07751.0-1,012
2023-11-21 08:00:00REVERSE_CLOSEDCE.pp240117751.07602.0-1,492
2023-12-12 12:00:00REVERSE_CLOSEDCE.pp2401-17602.07507.0948
2023-12-29 12:00:00DELIVERY_ROLL_CLOSEDCE.pp240117507.07518.0108
2024-01-02 20:00:00REVERSE_CLOSEDCE.pp240517560.07492.0-682
2024-01-16 20:00:00REVERSE_CLOSEDCE.pp2405-17492.07383.01,088
2024-02-01 12:00:00REVERSE_CLOSEDCE.pp240517383.07366.0-172
2024-02-19 08:00:00REVERSE_CLOSEDCE.pp2405-17366.07535.0-1,692
2024-03-07 12:00:00REVERSE_CLOSEDCE.pp240517535.07425.0-1,102
2024-03-18 12:00:00REVERSE_CLOSEDCE.pp2405-17425.07588.0-1,632
2024-03-26 12:00:00REVERSE_CLOSEDCE.pp240517588.07515.0-732
2024-04-03 08:00:00REVERSE_CLOSEDCE.pp2405-17515.07578.0-632
2024-04-24 12:00:00REVERSE_CLOSEDCE.pp240517578.07518.0-602
2024-04-30 08:00:00REVERSE_CLOSEDCE.pp2409-17546.07636.0-902
2024-05-10 08:00:00REVERSE_CLOSEDCE.pp240917636.07550.0-862
2024-05-15 12:00:00REVERSE_CLOSEDCE.pp2409-17550.07572.0-222
2024-06-04 08:00:00REVERSE_CLOSEDCE.pp240917572.07716.01,438
2024-06-14 20:00:00REVERSE_CLOSEDCE.pp2409-17716.07716.0-2
2024-07-08 12:00:00REVERSE_CLOSEDCE.pp240917716.07719.028
2024-08-02 08:00:00REVERSE_CLOSEDCE.pp2409-17719.07640.0788
2024-08-06 20:00:00REVERSE_CLOSEDCE.pp240917640.07531.0-1,092
2024-08-28 08:00:00REVERSE_CLOSEDCE.pp2409-17531.07610.0-792
2024-09-03 12:00:00REVERSE_CLOSEDCE.pp250117620.07519.0-1,012
2024-09-26 08:00:00REVERSE_CLOSEDCE.pp2501-17519.07369.01,498
2024-10-16 20:00:00REVERSE_CLOSEDCE.pp250117369.07532.01,628
2024-10-28 12:00:00REVERSE_CLOSEDCE.pp2501-17532.07531.08
2024-10-30 12:00:00REVERSE_CLOSEDCE.pp250117531.07385.0-1,462
2024-11-21 08:00:00REVERSE_CLOSEDCE.pp2501-17385.07534.0-1,492
2024-12-05 08:00:00REVERSE_CLOSEDCE.pp250117534.07495.0-392
2024-12-31 12:00:00DELIVERY_ROLL_CLOSEDCE.pp2501-17495.07400.0948
2025-01-03 12:00:00REVERSE_CLOSEDCE.pp2505-17477.07446.0308
2025-01-07 12:00:00REVERSE_CLOSEDCE.pp250517446.07329.0-1,172
2025-01-15 12:00:00REVERSE_CLOSEDCE.pp2505-17329.07440.0-1,112
2025-01-22 08:00:00REVERSE_CLOSEDCE.pp250517440.07360.0-802
2025-02-11 08:00:00REVERSE_CLOSEDCE.pp2505-17360.07418.0-582
2025-02-24 12:00:00REVERSE_CLOSEDCE.pp250517418.07366.0-522
2025-03-26 08:00:00REVERSE_CLOSEDCE.pp2505-17366.07328.0378
2025-04-08 12:00:00REVERSE_CLOSEDCE.pp250517328.07222.0-1,062
2025-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.pp2505-17222.07126.0958
2025-05-15 12:00:00REVERSE_CLOSEDCE.pp2509-17041.07154.0-1,132
2025-05-22 08:00:00REVERSE_CLOSEDCE.pp250917154.07034.0-1,202
2025-06-06 12:00:00REVERSE_CLOSEDCE.pp2509-17034.06917.01,168
2025-06-25 12:00:00REVERSE_CLOSEDCE.pp250916917.07075.01,578
2025-07-22 20:00:00REVERSE_CLOSEDCE.pp2509-17075.07150.0-752
2025-07-31 20:00:00REVERSE_CLOSEDCE.pp250917150.07110.0-402
2025-08-13 12:00:00REVERSE_CLOSEDCE.pp2509-17110.07092.0178
2025-08-15 08:00:00REVERSE_CLOSEDCE.pp260117122.07088.0-342
2025-09-17 08:00:00REVERSE_CLOSEDCE.pp2601-17088.06993.0948
2025-09-19 12:00:00REVERSE_CLOSEDCE.pp260116993.06920.0-732
2025-10-24 08:00:00REVERSE_CLOSEDCE.pp2601-16920.06690.02,298
2025-10-31 20:00:00REVERSE_CLOSEDCE.pp260116690.06600.0-902
2025-11-17 12:00:00REVERSE_CLOSEDCE.pp2601-16600.06477.01,228
2025-11-19 08:00:00REVERSE_CLOSEDCE.pp260116477.06423.0-542
2025-12-02 08:00:00REVERSE_CLOSEDCE.pp2601-16423.06424.0-12
2025-12-08 08:00:00REVERSE_CLOSEDCE.pp260116424.06275.0-1,492
2025-12-18 12:00:00REVERSE_CLOSEDCE.pp2601-16275.06233.0418
2025-12-22 12:00:00REVERSE_CLOSEDCE.pp260516302.06137.0-1,652
2025-12-30 12:00:00REVERSE_CLOSEDCE.pp2605-16137.06327.0-1,902
2026-01-20 08:00:00REVERSE_CLOSEDCE.pp260516327.06465.01,378
2026-01-26 08:00:00REVERSE_CLOSEDCE.pp2605-16465.06720.0-2,552
2026-02-06 08:00:00REVERSE_CLOSEDCE.pp260516720.06630.0-902
2026-02-26 08:00:00REVERSE_CLOSEDCE.pp2605-16630.06745.0-1,152
2026-02-27 20:00:00REVERSE_CLOSEDCE.pp260516745.06680.0-652
2026-03-04 08:00:00REVERSE_CLOSEDCE.pp2605-16680.07420.0-7,402
2026-04-01 12:00:00REVERSE_CLOSEDCE.pp260517420.09133.017,128
2026-04-28 12:00:00REVERSE_CLOSEDCE.pp2605-19133.09076.0568
2026-05-25 12:00:00REVERSE_CLOSEDCE.pp260918683.08504.0-1,792
2026-06-03 12:00:00REVERSE_CLOSEDCE.pp2609-18504.08765.0-2,612
2026-06-11 08:00:00REVERSE_CLOSEDCE.pp260918765.08750.0-152
2026-07-07 08:00:00REVERSE_CLOSEDCE.pp2609-18750.07370.013,798
2026-07-28 12:00:00REVERSE_CLOSEDCE.pp260917370.08070.06,998
2026-07-31 12:00:00FINAL_CLOSEDCE.pp2609-18070.08310.0-2,402

每周收益

周末周盈亏周收益/5万周末权益
2022-01-071,3482.70%51,348
2022-01-146601.32%52,008
2022-01-212,1604.32%54,168
2022-01-28-1,230-2.46%52,938
2022-02-117861.57%53,724
2022-02-181,5003.00%55,224
2022-02-25-2,654-5.31%52,570
2022-03-045,11010.22%57,680
2022-03-116501.30%58,330
2022-03-18-54-0.11%58,276
2022-03-25-1,304-2.61%56,972
2022-04-01-2,950-5.90%54,022
2022-04-081,7463.49%55,768
2022-04-15-1,400-2.80%54,368
2022-04-22-1,184-2.37%53,184
2022-04-29-2,314-4.63%50,870
2022-05-06-1,374-2.75%49,496
2022-05-13-2,264-4.53%47,232
2022-05-201,0602.12%48,292
2022-05-27-2,494-4.99%45,798
2022-06-031,7803.56%47,578
2022-06-101600.32%47,738
2022-06-171,9363.87%49,674
2022-06-246901.38%50,364
2022-07-011,5303.06%51,894
2022-07-08-90-0.18%51,804
2022-07-155,35010.70%57,154
2022-07-22-500-1.00%56,654
2022-07-29-1,094-2.19%55,560
2022-08-05-4,194-8.39%51,366
2022-08-121,0902.18%52,456
2022-08-19100.02%52,466
2022-08-264260.85%52,892
2022-09-027801.56%53,672
2022-09-092,3804.76%56,052
2022-09-16-1,864-3.73%54,188
2022-09-231,7603.52%55,948
2022-09-30-1,220-2.44%54,728
2022-10-14-5,108-10.22%49,620
2022-10-216301.26%50,250
2022-10-284200.84%50,670
2022-11-041,6963.39%52,366
2022-11-115201.04%52,886
2022-11-18-1,010-2.02%51,876
2022-11-25-1,764-3.53%50,112
2022-12-02960.19%50,208
2022-12-09-2,204-4.41%48,004
2022-12-164160.83%48,420
2022-12-23-2,734-5.47%45,686
2022-12-30-1,430-2.86%44,256
2023-01-065421.08%44,798
2023-01-13-1,774-3.55%43,024
2023-01-202,1004.20%45,124
2023-02-03-2,114-4.23%43,010
2023-02-101,3002.60%44,310
2023-02-17800.16%44,390
2023-02-24-934-1.87%43,456
2023-03-03-824-1.65%42,632
2023-03-101,4602.92%44,092
2023-03-171,5803.16%45,672
2023-03-243300.66%46,002
2023-03-31-114-0.23%45,888
2023-04-07-674-1.35%45,214
2023-04-14-80-0.16%45,134
2023-04-21-654-1.31%44,480
2023-04-284060.81%44,886
2023-05-059001.80%45,786
2023-05-121,6603.32%47,446
2023-05-191,4102.82%48,856
2023-05-264100.82%49,266
2023-06-02-260-0.52%49,006
2023-06-095001.00%49,506
2023-06-16-1,340-2.68%48,166
2023-06-235061.01%48,672
2023-06-3000.00%48,672
2023-07-076301.26%49,302
2023-07-141,6803.36%50,982
2023-07-21-454-0.91%50,528
2023-07-28-24-0.05%50,504
2023-08-04-500-1.00%50,004
2023-08-11-534-1.07%49,470
2023-08-181,6563.31%51,126
2023-08-258401.68%51,966
2023-09-012,3364.67%54,302
2023-09-08200.04%54,322
2023-09-15-200-0.40%54,122
2023-09-229061.81%55,028
2023-09-291,1702.34%56,198
2023-10-132,7605.52%58,958
2023-10-20600.12%59,018
2023-10-27-1,210-2.42%57,808
2023-11-031,2662.53%59,074
2023-11-103200.64%59,394
2023-11-17-2,738-5.48%56,656
2023-11-249261.85%57,582
2023-12-011700.34%57,752
2023-12-08-540-1.08%57,212
2023-12-15-484-0.97%56,728
2023-12-229901.98%57,718
2023-12-29-664-1.33%57,054
2024-01-054060.81%57,460
2024-01-127201.44%58,180
2024-01-19-394-0.79%57,786
2024-01-265801.16%58,366
2024-02-02-664-1.33%57,702
2024-02-09-1,370-2.74%56,332
2024-02-23-1,704-3.41%54,628
2024-03-017201.44%55,348
2024-03-08-884-1.77%54,464
2024-03-15-1,420-2.84%53,044
2024-03-22-744-1.49%52,300
2024-03-29160.03%52,316
2024-04-05-644-1.29%51,672
2024-04-12-240-0.48%51,432
2024-04-193700.74%51,802
2024-04-26-1,724-3.45%50,078
2024-05-03-274-0.55%49,804
2024-05-10-524-1.05%49,280
2024-05-171,9663.93%51,246
2024-05-24-200-0.40%51,046
2024-05-31-110-0.22%50,936
2024-06-07-274-0.55%50,662
2024-06-14-654-1.31%50,008
2024-06-212300.46%50,238
2024-06-287101.42%50,948
2024-07-05-150-0.30%50,798
2024-07-12-154-0.31%50,644
2024-07-196601.32%51,304
2024-07-264700.94%51,774
2024-08-02-1,004-2.01%50,770
2024-08-09-534-1.07%50,236
2024-08-16-600-1.20%49,636
2024-08-23300.06%49,666
2024-08-30-744-1.49%48,922
2024-09-061,4662.93%50,388
2024-09-133900.78%50,778
2024-09-202400.48%51,018
2024-09-27-234-0.47%50,784
2024-10-041,1902.38%51,974
2024-10-119101.82%52,884
2024-10-18-914-1.83%51,970
2024-10-25-520-1.04%51,450
2024-11-01-1,948-3.90%49,502
2024-11-08-30-0.06%49,472
2024-11-152600.52%49,732
2024-11-22-1,604-3.21%48,128
2024-11-29900.18%48,218
2024-12-066761.35%48,894
2024-12-13-220-0.44%48,674
2024-12-206701.34%49,344
2024-12-27-70-0.14%49,274
2025-01-03-18-0.04%49,256
2025-01-10-1,934-3.87%47,322
2025-01-17-274-0.55%47,048
2025-01-24-714-1.43%46,334
2025-01-31-380-0.76%45,954
2025-02-07-120-0.24%45,834
2025-02-14-514-1.03%45,320
2025-02-21-110-0.22%45,210
2025-02-28-84-0.17%45,126
2025-03-07400.08%45,166
2025-03-148401.68%46,006
2025-03-21-20-0.04%45,986
2025-03-28-614-1.23%45,372
2025-04-042600.52%45,632
2025-04-11-1,674-3.35%43,958
2025-04-183300.66%44,288
2025-04-253100.62%44,598
2025-05-027261.45%45,324
2025-05-099801.96%46,304
2025-05-16-2,414-4.83%43,890
2025-05-23-274-0.55%43,616
2025-05-309601.92%44,576
2025-06-06-204-0.41%44,372
2025-06-131,3102.62%45,682
2025-06-201,5103.02%47,192
2025-06-27-1,864-3.73%45,328
2025-07-043700.74%45,698
2025-07-11-50-0.10%45,648
2025-07-18300.06%45,678
2025-07-25-804-1.61%44,874
2025-08-011060.21%44,980
2025-08-08-50-0.10%44,930
2025-08-15-388-0.78%44,542
2025-08-22100.02%44,552
2025-08-291,0602.12%45,612
2025-09-052800.56%45,892
2025-09-122200.44%46,112
2025-09-19-1,408-2.82%44,704
2025-09-26-50-0.10%44,654
2025-10-036401.28%45,294
2025-10-101,5503.10%46,844
2025-10-179501.90%47,794
2025-10-24-874-1.75%46,920
2025-10-31-784-1.57%46,136
2025-11-071,2602.52%47,396
2025-11-14-90-0.18%47,306
2025-11-213520.70%47,658
2025-11-28-880-1.76%46,778
2025-12-05-1,604-3.21%45,174
2025-12-124760.95%45,650
2025-12-19-994-1.99%44,656
2025-12-26-2,164-4.33%42,492
2026-01-02-244-0.49%42,248
2026-01-091,5503.10%43,798
2026-01-161600.32%43,958
2026-01-23-3,074-6.15%40,884
2026-01-301,6763.35%42,560
2026-02-06-2,924-5.85%39,636
2026-02-139401.88%40,576
2026-02-27-2,038-4.08%38,538
2026-03-06-1,654-3.31%36,884
2026-03-137,21014.42%44,094
2026-03-206,55013.10%50,644
2026-03-278301.66%51,474
2026-04-03-6,274-12.55%45,200
2026-04-104,7209.44%49,920
2026-04-172,1504.30%52,070
2026-04-24-720-1.44%51,350
2026-05-01-1,524-3.05%49,826
2026-05-08-1,870-3.74%47,956
2026-05-151,2302.46%49,186
2026-05-229601.92%50,146
2026-05-29-3,434-6.87%46,712
2026-06-05-3,384-6.77%43,328
2026-06-121,3362.67%44,664
2026-06-1910,24020.48%54,904
2026-06-264,5409.08%59,444
2026-07-03-1,140-2.28%58,304
2026-07-101,6863.37%59,990
2026-07-176,26012.52%66,250
2026-07-242,2004.40%68,450
2026-07-31-6,186-12.37%62,264

月度收益

月份月盈亏月收益/5万月末权益
2022-012,9385.88%52,938
2022-025621.12%53,500
2022-038621.72%54,362
2022-04-3,492-6.98%50,870
2022-05-3,532-7.06%47,338
2022-064,2868.57%51,624
2022-073,9367.87%55,560
2022-08-2,778-5.56%52,782
2022-091,9463.89%54,728
2022-10-2,418-4.84%52,310
2022-11-2,682-5.36%49,628
2022-12-5,372-10.74%44,256
2023-018081.62%45,064
2023-02-2,422-4.84%42,642
2023-033,2466.49%45,888
2023-04-1,002-2.00%44,886
2023-055,43010.86%50,316
2023-06-1,644-3.29%48,672
2023-071,9823.96%50,654
2023-082,9885.98%53,642
2023-092,5565.11%56,198
2023-101,9263.85%58,124
2023-11-692-1.38%57,432
2023-12-378-0.76%57,054
2024-017421.48%57,796
2024-02-2,718-5.44%55,078
2024-03-2,762-5.52%52,316
2024-04-2,512-5.02%49,804
2024-051,1322.26%50,936
2024-06120.02%50,948
2024-07-44-0.09%50,904
2024-08-1,982-3.96%48,922
2024-093,0526.10%51,974
2024-10-2,732-5.46%49,242
2024-11-1,024-2.05%48,218
2024-127321.46%48,950
2025-01-2,996-5.99%45,954
2025-02-828-1.66%45,126
2025-034660.93%45,592
2025-04-268-0.54%45,324
2025-05-748-1.50%44,576
2025-061,2822.56%45,858
2025-07-1,408-2.82%44,450
2025-081,1622.32%45,612
2025-09-318-0.64%45,294
2025-108421.68%46,136
2025-116421.28%46,778
2025-12-4,530-9.06%42,248
2026-013120.62%42,560
2026-02-4,022-8.04%38,538
2026-039,86619.73%48,404
2026-041,4222.84%49,826
2026-05-3,114-6.23%46,712
2026-0611,92223.84%58,634
2026-073,6307.26%62,264

年度收益

年份年盈亏年收益/5万年末权益
2022-5,744-11.49%44,256
202312,79825.60%57,054
2024-8,104-16.21%48,950
2025-6,702-13.40%42,248
2026-YTD20,01640.03%62,264