Dualmak策略 - RB

RB / 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97,587
总收益 / 5万95.17%
最大回撤 / 5万30.28%
夏普率0.77
胜率37.10%
盈亏比2.20
平均盈亏比3.73
平仓笔数62
手续费合计893
最大保证金占用7,274
最高资金使用率14.55%
连续回撤周数98
连续盈利周数6
最大回撤时间2025-03-05 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/RB.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
2022-01-05 12:00:00REVERSE_CLOSESHFE.rb2205-14302.04420.0-2,369
2022-02-23 12:00:00REVERSE_CLOSESHFE.rb220514420.04783.07,250
2022-03-01 20:00:00REVERSE_CLOSESHFE.rb2205-14783.04850.0-1,350
2022-04-25 12:00:00REVERSE_CLOSESHFE.rb220514850.05028.03,550
2022-08-15 20:00:00REVERSE_CLOSESHFE.rb2210-14860.04090.015,392
2022-08-18 12:00:00REVERSE_CLOSESHFE.rb221014090.04046.0-888
2022-09-30 12:00:00DELIVERY_ROLL_CLOSESHFE.rb2210-14046.03890.03,112
2022-11-16 12:00:00REVERSE_CLOSESHFE.rb2301-13799.03750.0972
2022-12-30 12:00:00DELIVERY_ROLL_CLOSESHFE.rb230113750.04140.07,792
2023-02-02 20:00:00REVERSE_CLOSESHFE.rb230514105.04050.0-1,108
2023-02-16 20:00:00REVERSE_CLOSESHFE.rb2305-14050.04155.0-2,108
2023-03-20 12:00:00REVERSE_CLOSESHFE.rb230514155.04223.01,352
2023-04-28 12:00:00DELIVERY_ROLL_CLOSESHFE.rb2305-14223.03583.012,793
2023-06-08 20:00:00REVERSE_CLOSESHFE.rb2310-13660.03659.013
2023-07-10 20:00:00REVERSE_CLOSESHFE.rb231013659.03661.033
2023-07-13 08:00:00REVERSE_CLOSESHFE.rb2310-13661.03720.0-1,187
2023-08-08 08:00:00REVERSE_CLOSESHFE.rb231013720.03740.0393
2023-09-07 12:00:00REVERSE_CLOSESHFE.rb2310-13740.03724.0313
2023-09-11 12:00:00REVERSE_CLOSESHFE.rb240113769.03753.0-328
2023-09-11 20:00:00REVERSE_CLOSESHFE.rb2401-13753.03762.0-188
2023-09-22 12:00:00REVERSE_CLOSESHFE.rb240113762.03783.0412
2023-11-03 20:00:00REVERSE_CLOSESHFE.rb2401-13783.03805.0-448
2023-12-05 12:00:00REVERSE_CLOSESHFE.rb240113805.03870.01,292
2023-12-06 20:00:00REVERSE_CLOSESHFE.rb2401-13870.03911.0-828
2023-12-14 20:00:00REVERSE_CLOSESHFE.rb240513953.03929.0-488
2023-12-21 20:00:00REVERSE_CLOSESHFE.rb2405-13929.03988.0-1,188
2024-01-09 20:00:00REVERSE_CLOSESHFE.rb240513988.03943.0-908
2024-01-25 12:00:00REVERSE_CLOSESHFE.rb2405-13943.03985.0-848
2024-01-31 20:00:00REVERSE_CLOSESHFE.rb240513985.03868.0-2,348
2024-04-17 20:00:00REVERSE_CLOSESHFE.rb2405-13868.03620.04,953
2024-05-15 08:00:00REVERSE_CLOSESHFE.rb241013686.03616.0-1,407
2024-05-16 20:00:00REVERSE_CLOSESHFE.rb2410-13616.03700.0-1,687
2024-06-04 12:00:00REVERSE_CLOSESHFE.rb241013700.03655.0-907
2024-09-20 08:00:00REVERSE_CLOSESHFE.rb2410-13655.03164.09,814
2024-09-24 08:00:00REVERSE_CLOSESHFE.rb250113231.03100.0-2,626
2024-09-25 08:00:00REVERSE_CLOSESHFE.rb2501-13100.03260.0-3,207
2024-11-13 08:00:00REVERSE_CLOSESHFE.rb250113260.03332.01,433
2024-12-12 12:00:00REVERSE_CLOSESHFE.rb2501-13332.03346.0-287
2024-12-18 08:00:00REVERSE_CLOSESHFE.rb250513433.03350.0-1,667
2025-01-21 08:00:00REVERSE_CLOSESHFE.rb2505-13350.03365.0-307
2025-02-11 20:00:00REVERSE_CLOSESHFE.rb250513365.03275.0-1,807
2025-02-19 12:00:00REVERSE_CLOSESHFE.rb2505-13275.03320.0-907
2025-03-07 08:00:00REVERSE_CLOSESHFE.rb250513320.03276.0-887
2025-04-30 12:00:00DELIVERY_ROLL_CLOSESHFE.rb2505-13276.03060.04,314
2025-07-02 08:00:00REVERSE_CLOSESHFE.rb2510-13096.03015.01,614
2025-08-14 20:00:00REVERSE_CLOSESHFE.rb251013015.03189.03,474
2025-09-30 12:00:00DELIVERY_ROLL_CLOSESHFE.rb2510-13189.02989.03,994
2025-10-28 08:00:00REVERSE_CLOSESHFE.rb2601-13072.03111.0-786
2025-11-05 12:00:00REVERSE_CLOSESHFE.rb260113111.03027.0-1,686
2025-11-17 20:00:00REVERSE_CLOSESHFE.rb2601-13027.03100.0-1,466
2025-12-11 12:00:00REVERSE_CLOSESHFE.rb260113100.03099.0-26
2025-12-18 12:00:00REVERSE_CLOSESHFE.rb2605-13087.03121.0-686
2026-01-20 12:00:00REVERSE_CLOSESHFE.rb260513121.03120.0-26
2026-01-23 20:00:00REVERSE_CLOSESHFE.rb2605-13120.03148.0-566
2026-01-28 12:00:00REVERSE_CLOSESHFE.rb260513148.03121.0-546
2026-01-29 12:00:00REVERSE_CLOSESHFE.rb2605-13121.03145.0-486
2026-02-02 12:00:00REVERSE_CLOSESHFE.rb260513145.03111.0-686
2026-03-09 12:00:00REVERSE_CLOSESHFE.rb2605-13111.03133.0-446
2026-04-02 20:00:00REVERSE_CLOSESHFE.rb260513133.03120.0-266
2026-04-20 20:00:00REVERSE_CLOSESHFE.rb2605-13120.03121.0-26
2026-05-20 12:00:00REVERSE_CLOSESHFE.rb261013172.03182.0194
2026-07-31 12:00:00FINAL_CLOSESHFE.rb2610-13182.03004.03,554

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-666-1.33%49,334
2022-01-142,1404.28%51,474
2022-01-212,3204.64%53,794
2022-01-282,0004.00%55,794
2022-02-114200.84%56,214
2022-02-18-780-1.56%55,434
2022-02-252,3614.72%57,795
2022-03-04-2,099-4.20%55,695
2022-03-11-1,840-3.68%53,855
2022-03-181,5803.16%55,435
2022-03-251,5403.08%56,975
2022-04-013,3006.60%60,275
2022-04-08-2,520-5.04%57,755
2022-04-151,0602.12%58,815
2022-04-22-1,200-2.40%57,615
2022-04-29-1,580-3.16%56,035
2022-05-064,0608.12%60,095
2022-05-136801.36%60,775
2022-05-201,1402.28%61,915
2022-05-27-360-0.72%61,555
2022-06-03-3,080-6.16%58,475
2022-06-101,0602.12%59,535
2022-06-178,78017.56%68,315
2022-06-247001.40%69,015
2022-07-018201.64%69,835
2022-07-082,7405.48%72,575
2022-07-157,10014.20%79,675
2022-07-22-3,060-6.12%76,615
2022-07-29-4,440-8.88%72,175
2022-08-05-440-0.88%71,735
2022-08-12-1,300-2.60%70,435
2022-08-192,2074.41%72,643
2022-08-26-1,300-2.60%71,343
2022-09-023,0006.00%74,343
2022-09-09-1,340-2.68%73,003
2022-09-161,3402.68%74,343
2022-09-23-400-0.80%73,943
2022-09-306851.37%74,627
2022-10-142,2804.56%76,907
2022-10-217201.44%77,627
2022-10-284,6609.32%82,287
2022-11-04-3,560-7.12%78,727
2022-11-11-1,020-2.04%77,707
2022-11-18-3,475-6.95%74,232
2022-11-251,3002.60%75,532
2022-12-028401.68%76,372
2022-12-093,4406.88%79,812
2022-12-16-280-0.56%79,532
2022-12-235001.00%80,032
2022-12-303,3446.69%83,376
2023-01-06-340-0.68%83,036
2023-01-131,1002.20%84,136
2023-01-207201.44%84,856
2023-02-03-3,056-6.11%81,800
2023-02-102000.40%82,000
2023-02-17-1,557-3.11%80,443
2023-02-242800.56%80,723
2023-03-031,3202.64%82,043
2023-03-101,9203.84%83,963
2023-03-17-1,760-3.52%82,203
2023-03-241,9433.89%84,146
2023-03-31-980-1.96%83,166
2023-04-072,1404.28%85,306
2023-04-141,8003.60%87,106
2023-04-213,4006.80%90,506
2023-04-283,7667.53%94,272
2023-05-051200.24%94,392
2023-05-12-320-0.64%94,072
2023-05-197401.48%94,812
2023-05-263,0406.08%97,852
2023-06-02-3,220-6.44%94,632
2023-06-093450.69%94,977
2023-06-162,4004.80%97,377
2023-06-23-2,560-5.12%94,817
2023-06-308801.76%95,697
2023-07-07-1,020-2.04%94,677
2023-07-14-1,270-2.54%93,408
2023-07-211,8203.64%95,228
2023-07-288201.64%96,048
2023-08-04-2,860-5.72%93,188
2023-08-111,5253.05%94,713
2023-08-186201.24%95,333
2023-08-25-820-1.64%94,513
2023-09-01-2,120-4.24%92,393
2023-09-086851.37%93,078
2023-09-159101.82%93,988
2023-09-22-95-0.19%93,893
2023-09-291,6403.28%95,533
2023-10-131,6803.36%97,213
2023-10-20-160-0.32%97,053
2023-10-27-2,120-4.24%94,933
2023-11-03-1,255-2.51%93,677
2023-11-101,5203.04%95,197
2023-11-175201.04%95,717
2023-11-241600.32%95,877
2023-12-01-520-1.04%95,357
2023-12-081890.38%95,546
2023-12-15-2,056-4.11%93,490
2023-12-22-1,376-2.75%92,114
2023-12-291400.28%92,254
2024-01-05-620-1.24%91,634
2024-01-125041.01%92,139
2024-01-19-380-0.76%91,759
2024-01-26-1,656-3.31%90,103
2024-02-02-1,955-3.91%88,147
2024-02-09-20-0.04%88,127
2024-02-231,7403.48%89,867
2024-03-011800.36%90,047
2024-03-082,1404.28%92,187
2024-03-153,1406.28%95,327
2024-03-22-2,380-4.76%92,947
2024-03-294,0408.08%96,987
2024-04-05-220-0.44%96,767
2024-04-12-2,880-5.76%93,887
2024-04-19-1,375-2.75%92,513
2024-04-26-100-0.20%92,413
2024-05-03-220-0.44%92,193
2024-05-10-160-0.32%92,033
2024-05-17-1,809-3.62%90,223
2024-05-241,1602.32%91,383
2024-05-31-2,020-4.04%89,363
2024-06-07-595-1.19%88,769
2024-06-145801.16%89,349
2024-06-211,3802.76%90,729
2024-06-284400.88%91,169
2024-07-05-540-1.08%90,629
2024-07-123400.68%90,969
2024-07-191,4602.92%92,429
2024-07-262,2804.56%94,709
2024-08-021600.32%94,869
2024-08-092,4604.92%97,329
2024-08-162,2404.48%99,569
2024-08-23-1,760-3.52%97,809
2024-08-30-440-0.88%97,369
2024-09-065,70011.40%103,069
2024-09-13-3,660-7.32%99,409
2024-09-20-3,273-6.55%96,136
2024-09-27-585-1.17%95,550
2024-10-043,0006.00%98,550
2024-10-11-620-1.24%97,930
2024-10-18-3,440-6.88%94,490
2024-10-251,8803.76%96,370
2024-11-01-1,560-3.12%94,810
2024-11-08-420-0.84%94,390
2024-11-151,6473.29%96,037
2024-11-22-1,640-3.28%94,397
2024-11-292800.56%94,677
2024-12-061,1802.36%95,857
2024-12-13-3,454-6.91%92,404
2024-12-201,1072.21%93,510
2024-12-27400.08%93,550
2025-01-03600.12%93,610
2025-01-108001.60%94,410
2025-01-17-3,020-6.04%91,390
2025-01-245871.17%91,977
2025-01-312400.48%92,217
2025-02-07-320-0.64%91,897
2025-02-14-1,493-2.99%90,404
2025-02-21-873-1.75%89,530
2025-02-28-420-0.84%89,110
2025-03-07-273-0.55%88,837
2025-03-14200.04%88,857
2025-03-211,4802.96%90,337
2025-03-28-100-0.20%90,237
2025-04-042600.52%90,497
2025-04-112,3404.68%92,837
2025-04-186001.20%93,437
2025-04-25-1,220-2.44%92,217
2025-05-023480.70%92,565
2025-05-091,4002.80%93,965
2025-05-16-1,200-2.40%92,765
2025-05-231,0202.04%93,785
2025-05-301,4802.96%95,265
2025-06-06-80-0.16%95,185
2025-06-13-300-0.60%94,885
2025-06-20-340-0.68%94,545
2025-06-27-480-0.96%94,065
2025-07-041,4282.86%95,493
2025-07-119801.96%96,473
2025-07-181,3402.68%97,813
2025-07-251,4202.84%99,233
2025-08-01-1,860-3.72%97,373
2025-08-086401.28%98,013
2025-08-15-533-1.07%97,480
2025-08-228601.72%98,340
2025-08-291,7403.48%100,080
2025-09-056801.36%100,760
2025-09-12400.08%100,800
2025-09-19-1,240-2.48%99,560
2025-09-261,7603.52%101,320
2025-10-033080.62%101,628
2025-10-10-680-1.36%100,948
2025-10-179801.96%101,928
2025-10-24-280-0.56%101,648
2025-10-31-1,272-2.54%100,376
2025-11-07-1,272-2.54%99,103
2025-11-14-420-0.84%98,683
2025-11-21-1,812-3.62%96,871
2025-11-281,2802.56%98,151
2025-12-05-80-0.16%98,071
2025-12-12-52-0.10%98,019
2025-12-19-1,212-2.42%96,806
2025-12-263600.72%97,166
2026-01-02-200-0.40%96,966
2026-01-096001.20%97,566
2026-01-16600.12%97,626
2026-01-23-1,245-2.49%96,381
2026-01-30-1,305-2.61%95,076
2026-02-064480.90%95,524
2026-02-132000.40%95,724
2026-02-27-380-0.76%95,344
2026-03-06-500-1.00%94,844
2026-03-13-673-1.35%94,171
2026-03-202800.56%94,451
2026-03-27-440-0.88%94,011
2026-04-033280.66%94,339
2026-04-105401.08%94,879
2026-04-17-460-0.92%94,419
2026-04-24-153-0.31%94,266
2026-05-014200.84%94,686
2026-05-081,2402.48%95,926
2026-05-15-940-1.88%94,986
2026-05-22-673-1.35%94,313
2026-05-29800.16%94,393
2026-06-05-200-0.40%94,193
2026-06-12-260-0.52%93,933
2026-06-191,1202.24%95,053
2026-06-268601.72%95,913
2026-07-032200.44%96,133
2026-07-10-20-0.04%96,113
2026-07-17-620-1.24%95,493
2026-07-244600.92%95,953
2026-07-311,6343.27%97,587

月度收益

月份月盈亏月收益/5万月末权益
2022-015,79411.59%55,794
2022-02-259-0.52%55,535
2022-033,2216.44%58,755
2022-04-2,720-5.44%56,035
2022-054,7609.52%60,795
2022-067,14014.28%67,935
2022-074,2408.48%72,175
2022-081,7873.57%73,963
2022-096651.33%74,627
2022-107,36014.72%81,987
2022-11-6,115-12.23%75,872
2022-127,50415.01%83,376
2023-019801.96%84,356
2023-02-3,733-7.47%80,623
2023-032,5435.09%83,166
2023-0411,10622.21%94,272
2023-052,9805.96%97,252
2023-06-1,555-3.11%95,697
2023-071700.34%95,868
2023-08-2,455-4.91%93,413
2023-092,1204.24%95,533
2023-10-1,040-2.08%94,493
2023-111,1252.25%95,617
2023-12-3,363-6.73%92,254
2024-01-4,707-9.41%87,547
2024-021,6403.28%89,187
2024-037,80015.60%96,987
2024-04-4,795-9.59%92,193
2024-05-2,829-5.66%89,363
2024-061,8053.61%91,169
2024-073,3606.72%94,529
2024-082,8405.68%97,369
2024-091,1822.36%98,550
2024-10-3,460-6.92%95,090
2024-11-413-0.83%94,677
2024-12-1,667-3.33%93,010
2025-01-793-1.59%92,217
2025-02-3,106-6.21%89,110
2025-031,7473.49%90,857
2025-041,7083.42%92,565
2025-052,7005.40%95,265
2025-06-520-1.04%94,745
2025-073,6087.22%98,353
2025-081,7273.45%100,080
2025-091,5483.10%101,628
2025-10-1,252-2.50%100,376
2025-11-2,225-4.45%98,151
2025-12-1,185-2.37%96,966
2026-01-1,890-3.78%95,076
2026-022680.54%95,344
2026-03-1,373-2.75%93,971
2026-047151.43%94,686
2026-05-293-0.59%94,393
2026-061,6603.32%96,053
2026-071,5343.07%97,587

年度收益

年份年盈亏年收益/5万年末权益
202233,37666.75%83,376
20238,87817.76%92,254
20247561.51%93,010
20253,9567.91%96,966
2026-YTD6211.24%97,587