Dualmak策略 - RM

RM / 2H;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88,703
总收益 / 5万77.41%
最大回撤 / 5万103.43%
夏普率0.38
胜率33.01%
盈亏比1.28
平均盈亏比2.59
平仓笔数103
手续费合计927
最大保证金占用9,137
最高资金使用率18.27%
连续回撤周数105
连续盈利周数7
最大回撤时间2023-02-23 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/RM.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
2023-01-10 22:00:00REVERSE_CLOSECZCE.RM30513046.03138.02,756
2023-01-13 08:00:00REVERSE_CLOSECZCE.RM305-13138.03238.0-3,004
2023-02-07 22:00:00REVERSE_CLOSECZCE.RM30513238.03193.0-1,354
2023-02-14 10:00:00REVERSE_CLOSECZCE.RM305-13193.03230.0-1,114
2023-02-16 08:00:00REVERSE_CLOSECZCE.RM30513230.03152.0-2,344
2023-02-21 08:00:00REVERSE_CLOSECZCE.RM305-13152.03202.0-1,504
2023-02-24 14:00:00REVERSE_CLOSECZCE.RM30513202.03190.0-364
2023-04-03 22:00:00REVERSE_CLOSECZCE.RM305-13190.02890.08,996
2023-04-21 08:00:00REVERSE_CLOSECZCE.RM30512890.02881.0-274
2023-04-26 22:00:00REVERSE_CLOSECZCE.RM309-12819.02930.0-3,334
2023-05-26 08:00:00REVERSE_CLOSECZCE.RM30912930.02951.0626
2023-06-06 08:00:00REVERSE_CLOSECZCE.RM309-12951.03025.0-2,224
2023-07-31 08:00:00REVERSE_CLOSECZCE.RM30913025.03603.017,336
2023-08-09 22:00:00REVERSE_CLOSECZCE.RM309-13603.03765.0-4,864
2023-08-31 12:00:00REVERSE_CLOSECZCE.RM30913765.04103.010,136
2023-10-20 22:00:00REVERSE_CLOSECZCE.RM401-13395.02960.013,046
2023-10-31 20:00:00REVERSE_CLOSECZCE.RM40112960.02885.0-2,254
2023-11-06 08:00:00REVERSE_CLOSECZCE.RM401-12885.02974.0-2,674
2023-11-13 12:00:00REVERSE_CLOSECZCE.RM40112974.02939.0-1,054
2023-12-08 10:00:00REVERSE_CLOSECZCE.RM401-12939.02841.02,936
2023-12-22 20:00:00REVERSE_CLOSECZCE.RM40112841.02821.0-604
2023-12-28 08:00:00REVERSE_CLOSECZCE.RM403-12834.02896.0-1,864
2024-01-03 08:00:00REVERSE_CLOSECZCE.RM40312896.02760.0-4,084
2024-02-27 22:00:00REVERSE_CLOSECZCE.RM403-12760.02416.010,316
2024-03-26 14:00:00REVERSE_CLOSECZCE.RM40512481.02648.05,006
2024-04-08 08:00:00REVERSE_CLOSECZCE.RM405-12648.02644.0116
2024-05-22 08:00:00REVERSE_CLOSECZCE.RM40912697.02849.04,556
2024-05-23 08:00:00REVERSE_CLOSECZCE.RM409-12849.02925.0-2,284
2024-05-28 08:00:00REVERSE_CLOSECZCE.RM40912925.02890.0-1,054
2024-06-27 10:00:00REVERSE_CLOSECZCE.RM409-12890.02618.08,156
2024-07-09 12:00:00REVERSE_CLOSECZCE.RM40912618.02557.0-1,834
2024-07-19 20:00:00REVERSE_CLOSECZCE.RM409-12557.02527.0896
2024-07-25 20:00:00REVERSE_CLOSECZCE.RM40912527.02441.0-2,584
2024-08-22 22:00:00REVERSE_CLOSECZCE.RM409-12441.02138.09,086
2024-08-23 14:00:00REVERSE_CLOSECZCE.RM50112188.02186.0-64
2024-08-27 10:00:00REVERSE_CLOSECZCE.RM501-12186.02211.0-754
2024-10-09 08:00:00REVERSE_CLOSECZCE.RM50112211.02495.08,516
2024-10-29 10:00:00REVERSE_CLOSECZCE.RM501-12495.02382.03,386
2024-10-30 20:00:00REVERSE_CLOSECZCE.RM50112382.02370.0-364
2024-11-07 20:00:00REVERSE_CLOSECZCE.RM501-12370.02455.0-2,554
2024-11-21 08:00:00REVERSE_CLOSECZCE.RM50112455.02335.0-3,604
2024-12-17 08:00:00REVERSE_CLOSECZCE.RM501-12335.02185.04,496
2025-01-07 10:00:00REVERSE_CLOSECZCE.RM50512296.02292.0-124
2025-01-14 10:00:00REVERSE_CLOSECZCE.RM505-12292.02383.0-2,734
2025-03-05 12:00:00REVERSE_CLOSECZCE.RM50512383.02497.03,416
2025-03-11 08:00:00REVERSE_CLOSECZCE.RM505-12497.02678.0-5,434
2025-03-24 12:00:00REVERSE_CLOSECZCE.RM50512678.02583.0-2,854
2025-04-07 14:00:00REVERSE_CLOSECZCE.RM505-12583.02613.0-904
2025-04-11 10:00:00REVERSE_CLOSECZCE.RM50512613.02573.0-1,204
2025-04-24 14:00:00REVERSE_CLOSECZCE.RM509-12665.02736.0-2,134
2025-04-28 20:00:00REVERSE_CLOSECZCE.RM50912736.02633.0-3,094
2025-05-21 20:00:00REVERSE_CLOSECZCE.RM509-12633.02547.02,576
2025-06-25 12:00:00REVERSE_CLOSECZCE.RM50912547.02604.01,706
2025-07-04 22:00:00REVERSE_CLOSECZCE.RM509-12604.02617.0-394
2025-07-08 14:00:00REVERSE_CLOSECZCE.RM50912617.02576.0-1,234
2025-07-11 10:00:00REVERSE_CLOSECZCE.RM509-12576.02640.0-1,924
2025-07-28 22:00:00REVERSE_CLOSECZCE.RM50912640.02641.026
2025-08-05 20:00:00REVERSE_CLOSECZCE.RM509-12641.02728.0-2,614
2025-08-21 20:00:00REVERSE_CLOSECZCE.RM50912728.02613.0-3,454
2025-09-05 22:00:00REVERSE_CLOSECZCE.RM601-12563.02551.0356
2025-09-15 14:00:00REVERSE_CLOSECZCE.RM60112551.02501.0-1,504
2025-10-27 22:00:00REVERSE_CLOSECZCE.RM601-12501.02373.03,836
2025-11-17 20:00:00REVERSE_CLOSECZCE.RM60112373.02452.02,366
2025-11-27 12:00:00REVERSE_CLOSECZCE.RM601-12452.02466.0-424
2025-12-02 10:00:00REVERSE_CLOSECZCE.RM60112466.02410.0-1,684
2025-12-17 14:00:00REVERSE_CLOSECZCE.RM601-12410.02412.0-64
2025-12-18 14:00:00REVERSE_CLOSECZCE.RM60512353.02327.0-784
2025-12-24 14:00:00REVERSE_CLOSECZCE.RM605-12327.02347.0-604
2026-01-09 10:00:00REVERSE_CLOSECZCE.RM60512347.02342.0-154
2026-01-27 22:00:00REVERSE_CLOSECZCE.RM605-12342.02281.01,826
2026-02-05 08:00:00REVERSE_CLOSECZCE.RM60512281.02239.0-1,264
2026-02-11 22:00:00REVERSE_CLOSECZCE.RM605-12239.02289.0-1,504
2026-03-23 12:00:00REVERSE_CLOSECZCE.RM60512289.02418.03,866
2026-04-14 08:00:00REVERSE_CLOSECZCE.RM605-12418.02271.04,406
2026-05-15 08:00:00REVERSE_CLOSECZCE.RM60912347.02347.0-4
2026-06-16 12:00:00REVERSE_CLOSECZCE.RM609-12347.02278.02,066
2026-06-30 20:00:00REVERSE_CLOSECZCE.RM60912278.02240.0-1,144
2026-07-07 08:00:00REVERSE_CLOSECZCE.RM609-12240.02319.0-2,374
2026-07-30 10:00:00REVERSE_CLOSECZCE.RM60912319.02283.0-1,084
2026-07-31 20:00:00FINAL_CLOSECZCE.RM609-12283.02309.0-784

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-5,272-10.54%44,728
2022-01-141,1702.34%45,898
2022-01-216811.36%46,578
2022-01-283,6007.20%50,178
2022-02-118,31016.62%58,488
2022-02-182,6105.22%61,098
2022-02-25-750-1.50%60,348
2022-03-048,82017.64%69,168
2022-03-115,37010.74%74,538
2022-03-182,8505.70%77,388
2022-03-254,6209.24%82,008
2022-04-011,2212.44%83,230
2022-04-08-4,920-9.84%78,310
2022-04-15-300-0.60%78,010
2022-04-22-1,419-2.84%76,590
2022-04-29-10,509-21.02%66,082
2022-05-066,00012.00%72,082
2022-05-13-1,950-3.90%70,132
2022-05-201110.22%70,242
2022-05-27-7,869-15.74%62,374
2022-06-03-120-0.24%62,254
2022-06-10-399-0.80%61,854
2022-06-17-5,709-11.42%56,146
2022-06-2410,74021.48%66,886
2022-07-012,2504.50%69,136
2022-07-08-3,930-7.86%65,206
2022-07-15-3,558-7.12%61,648
2022-07-222,0104.02%63,658
2022-07-291,9413.88%65,598
2022-08-05-630-1.26%64,968
2022-08-121,9803.96%66,948
2022-08-19-6,009-12.02%60,940
2022-08-26-7,209-14.42%53,730
2022-09-02-4,179-8.36%49,552
2022-09-09-2,289-4.58%47,262
2022-09-163,2706.54%50,532
2022-09-233600.72%50,892
2022-09-303,6907.38%54,582
2022-10-146301.26%55,212
2022-10-21-4,509-9.02%50,704
2022-10-283,2406.48%53,944
2022-11-04-7,029-14.06%46,914
2022-11-111,9803.96%48,894
2022-11-18-1,749-3.50%47,146
2022-11-25-180-0.36%46,966
2022-12-02-2,619-5.24%44,346
2022-12-092,5505.10%46,896
2022-12-16-4,269-8.54%42,628
2022-12-231410.28%42,768
2022-12-304,3208.64%47,088
2023-01-06-1,890-3.78%45,198
2023-01-13-4,068-8.14%41,130
2023-01-20-2,310-4.62%38,820
2023-02-033,4806.96%42,300
2023-02-10-2,259-4.52%40,042
2023-02-17-3,048-6.10%36,994
2023-02-24-1,308-2.62%35,686
2023-03-033,4806.96%39,166
2023-03-101200.24%39,286
2023-03-172,6705.34%41,956
2023-03-244,9809.96%46,936
2023-03-31-600-1.20%46,336
2023-04-07-3,999-8.00%42,336
2023-04-141,1702.34%43,506
2023-04-211,2512.50%44,758
2023-04-28-2,529-5.06%42,228
2023-05-058101.62%43,038
2023-05-12-240-0.48%42,798
2023-05-195101.02%43,308
2023-05-26-3,339-6.68%39,970
2023-06-027201.44%40,690
2023-06-09-2,499-5.00%38,190
2023-06-166,81013.62%45,000
2023-06-233,3306.66%48,330
2023-06-306301.26%48,960
2023-07-076,39012.78%55,350
2023-07-145,94011.88%61,290
2023-07-21-1,290-2.58%60,000
2023-07-28-4,080-8.16%55,920
2023-08-04-4,329-8.66%51,592
2023-08-111,6113.22%53,202
2023-08-1810,50021.00%63,702
2023-08-25-1,530-3.06%62,172
2023-09-01-369-0.74%61,804
2023-09-083,4806.96%65,284
2023-09-152,7305.46%68,014
2023-09-222700.54%68,284
2023-09-291,7403.48%70,024
2023-10-136,54013.08%76,564
2023-10-20-1,599-3.20%74,964
2023-10-27-540-1.08%74,424
2023-11-03-5,139-10.28%69,286
2023-11-10-1,539-3.08%67,746
2023-11-172,0614.12%69,808
2023-11-24-720-1.44%69,088
2023-12-013,7507.50%72,838
2023-12-081110.22%72,948
2023-12-15-2,370-4.74%70,578
2023-12-22-459-0.92%70,120
2023-12-29-2,229-4.46%67,890
2024-01-05-1,449-2.90%66,442
2024-01-122,0704.14%68,512
2024-01-192,7605.52%71,272
2024-01-264,0208.04%75,292
2024-02-02-2,160-4.32%73,132
2024-02-091,3202.64%74,452
2024-02-231,5303.06%75,982
2024-03-01-669-1.34%75,312
2024-03-082,7605.52%78,072
2024-03-152,5505.10%80,622
2024-03-22-750-1.50%79,872
2024-03-291,0112.02%80,884
2024-04-05-450-0.90%80,434
2024-04-121,1912.38%81,624
2024-04-193300.66%81,954
2024-04-266301.26%82,584
2024-05-0300.00%82,584
2024-05-102,6105.22%85,194
2024-05-172100.42%85,404
2024-05-24-3,408-6.82%81,996
2024-05-312,6915.38%84,688
2024-06-075401.08%85,228
2024-06-142,1904.38%87,418
2024-06-212,4604.92%89,878
2024-06-282910.58%90,168
2024-07-053300.66%90,498
2024-07-128011.60%91,300
2024-07-19-3,399-6.80%87,900
2024-07-26-2,769-5.54%85,132
2024-08-022,4004.80%87,532
2024-08-094,5309.06%92,062
2024-08-163,4806.96%95,542
2024-08-23-948-1.90%94,594
2024-08-30810.16%94,674
2024-09-069,06018.12%103,734
2024-09-131,2002.40%104,934
2024-09-20-2,910-5.82%102,024
2024-09-273,9907.98%106,014
2024-10-042700.54%106,284
2024-10-11-3,369-6.74%102,916
2024-10-182,2204.44%105,136
2024-10-259001.80%106,036
2024-11-014320.86%106,468
2024-11-08-4,779-9.56%101,688
2024-11-15-1,590-3.18%100,098
2024-11-221,4912.98%101,590
2024-11-293000.60%101,890
2024-12-063,8107.62%105,700
2024-12-13-600-1.20%105,100
2024-12-203210.64%105,420
2024-12-271,1702.34%106,590
2025-01-03-720-1.44%105,870
2025-01-10-1,689-3.38%104,182
2025-01-17-2,079-4.16%102,102
2025-01-241,9503.90%104,052
2025-01-31-540-1.08%103,512
2025-02-071,1702.34%104,682
2025-02-146301.26%105,312
2025-02-213,5707.14%108,882
2025-02-28-1,950-3.90%106,932
2025-03-07-1,359-2.72%105,574
2025-03-14-6,849-13.70%98,724
2025-03-21-2,910-5.82%95,814
2025-03-284410.88%96,256
2025-04-04-900-1.80%95,356
2025-04-11-1,908-3.82%93,448
2025-04-181,8903.78%95,338
2025-04-25-6,639-13.28%88,698
2025-05-023,0216.04%91,720
2025-05-09-990-1.98%90,730
2025-05-161,6803.36%92,410
2025-05-23-1,089-2.18%91,320
2025-05-302,7605.52%94,080
2025-06-06-1,260-2.52%92,820
2025-06-132,2504.50%95,070
2025-06-202100.42%95,280
2025-06-27-1,059-2.12%94,222
2025-07-04-1,569-3.14%92,652
2025-07-11-3,678-7.36%88,974
2025-07-183,3306.66%92,304
2025-07-25-1,890-3.78%90,414
2025-08-01-2,319-4.64%88,096
2025-08-08-459-0.92%87,636
2025-08-15-1,740-3.48%85,896
2025-08-22-2,229-4.46%83,668
2025-08-291,6803.36%85,348
2025-09-05-2,079-4.16%83,268
2025-09-12-240-0.48%83,028
2025-09-19-1,419-2.84%81,610
2025-09-263,5707.14%85,180
2025-10-03-480-0.96%84,700
2025-10-107501.50%85,450
2025-10-171,3802.76%86,830
2025-10-24-120-0.24%86,710
2025-10-318011.60%87,510
2025-11-072,7305.46%90,240
2025-11-14-1,080-2.16%89,160
2025-11-21-399-0.80%88,762
2025-11-28-1,269-2.54%87,492
2025-12-05-969-1.94%86,524
2025-12-122100.42%86,734
2025-12-19-1,068-2.14%85,666
2025-12-266511.30%86,316
2026-01-02-870-1.74%85,446
2026-01-09-249-0.50%85,198
2026-01-163,0006.00%88,198
2026-01-23-330-0.66%87,868
2026-01-30-1,239-2.48%86,628
2026-02-06-1,389-2.78%85,240
2026-02-13-849-1.70%84,390
2026-02-27-960-1.92%83,430
2026-03-063,9907.98%87,420
2026-03-133,5407.08%90,960
2026-03-20-3,210-6.42%87,750
2026-03-273,3516.70%91,102
2026-04-032,6405.28%93,742
2026-04-10-1,350-2.70%92,392
2026-04-17-1,569-3.14%90,822
2026-04-241,6803.36%92,502
2026-05-011,7703.54%94,272
2026-05-08-1,110-2.22%93,162
2026-05-15-399-0.80%92,764
2026-05-22-630-1.26%92,134
2026-05-291,2602.52%93,394
2026-06-051,3502.70%94,744
2026-06-12-240-0.48%94,504
2026-06-19-159-0.32%94,344
2026-06-266901.38%95,034
2026-07-03-2,769-5.54%92,266
2026-07-10-1,209-2.42%91,056
2026-07-17-840-1.68%90,216
2026-07-243,2106.42%93,426
2026-07-31-4,724-9.45%88,703

月度收益

月份月盈亏月收益/5万月末权益
2022-011780.36%50,178
2022-0213,08026.16%63,258
2022-0313,13126.26%76,390
2022-04-10,308-20.62%66,082
2022-05-3,738-7.48%62,344
2022-063,6427.28%65,986
2022-07-387-0.77%65,598
2022-08-14,577-29.15%51,022
2022-093,5617.12%54,582
2022-10-4,569-9.14%50,014
2022-11-5,337-10.67%44,676
2022-122,4124.82%47,088
2023-01-6,498-13.00%40,590
2023-02-2,595-5.19%37,996
2023-038,34016.68%46,336
2023-04-4,107-8.21%42,228
2023-05-1,329-2.66%40,900
2023-068,06116.12%48,960
2023-075,57111.14%54,532
2023-085,89211.78%60,424
2023-099,60019.20%70,024
2023-101,9623.92%71,986
2023-11-258-0.52%71,728
2023-12-3,837-7.67%67,890
2024-015,33110.66%73,222
2024-029211.84%74,142
2024-036,74113.48%80,884
2024-041,7013.40%82,584
2024-052,1034.21%84,688
2024-065,48110.96%90,168
2024-07-3,387-6.77%86,782
2024-087,89315.79%94,674
2024-0911,61023.22%106,284
2024-10330.07%106,318
2024-11-4,428-8.86%101,890
2024-125,45110.90%107,340
2025-01-3,828-7.66%103,512
2025-023,4206.84%106,932
2025-03-10,617-21.23%96,316
2025-04-4,596-9.19%91,720
2025-052,3614.72%94,080
2025-06-249-0.50%93,832
2025-07-5,376-10.75%88,456
2025-08-3,108-6.22%85,348
2025-09-648-1.30%84,700
2025-102,8115.62%87,510
2025-11-18-0.04%87,492
2025-12-2,046-4.09%85,446
2026-011,1822.36%86,628
2026-02-3,198-6.40%83,430
2026-038,06116.12%91,492
2026-042,7815.56%94,272
2026-05-879-1.76%93,394
2026-06-318-0.64%93,076
2026-07-4,372-8.74%88,703

年度收益

年份年盈亏年收益/5万年末权益
2022-2,912-5.82%47,088
202320,80241.60%67,890
202439,45078.90%107,340
2025-21,894-43.79%85,446
2026-YTD3,2566.51%88,703