Dualmak策略 - SA

SA / 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430,265
总收益 / 5万760.53%
最大回撤 / 5万94.84%
夏普率1.62
胜率41.05%
盈亏比3.19
平均盈亏比4.58
平仓笔数95
手续费合计5,495
最大保证金占用22,723
最高资金使用率45.45%
连续回撤周数94
连续盈利周数9
最大回撤时间2023-08-03 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/SA.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
2022-12-07 14:00:00REVERSE_CLOSECZCE.SA30112473.02664.015,237
2022-12-09 10:00:00REVERSE_CLOSECZCE.SA305-12513.02623.0-8,842
2022-12-22 22:00:00REVERSE_CLOSECZCE.SA30512623.02630.0518
2022-12-27 20:00:00REVERSE_CLOSECZCE.SA305-12630.02725.0-7,644
2022-12-29 08:00:00REVERSE_CLOSECZCE.SA30512725.02685.0-3,243
2023-01-03 10:00:00REVERSE_CLOSECZCE.SA305-12685.02707.0-1,803
2023-02-02 22:00:00REVERSE_CLOSECZCE.SA30512707.02973.021,232
2023-03-01 20:00:00REVERSE_CLOSECZCE.SA305-12973.02960.0993
2023-03-06 10:00:00REVERSE_CLOSECZCE.SA30512960.02919.0-3,327
2023-04-28 14:00:00DELIVERY_ROLL_CLOSECZCE.SA305-12919.02654.021,158
2023-06-05 14:00:00REVERSE_CLOSECZCE.SA309-12094.01679.033,173
2023-06-08 20:00:00REVERSE_CLOSECZCE.SA30911679.01633.0-3,706
2023-06-13 22:00:00REVERSE_CLOSECZCE.SA309-11633.01683.0-4,027
2023-06-26 20:00:00REVERSE_CLOSECZCE.SA30911683.01681.0-187
2023-07-10 10:00:00REVERSE_CLOSECZCE.SA309-11681.01717.0-2,907
2023-08-03 12:00:00REVERSE_CLOSECZCE.SA30911717.02059.027,327
2023-08-17 10:00:00REVERSE_CLOSECZCE.SA401-11595.01635.0-3,226
2023-09-04 20:00:00REVERSE_CLOSECZCE.SA40111635.01903.021,410
2023-11-01 20:00:00REVERSE_CLOSECZCE.SA401-11903.01734.013,492
2023-12-15 10:00:00REVERSE_CLOSECZCE.SA40111734.02682.075,797
2024-01-22 08:00:00REVERSE_CLOSECZCE.SA405-12246.01963.022,609
2024-02-02 10:00:00REVERSE_CLOSECZCE.SA40511963.01928.0-2,831
2024-03-04 22:00:00REVERSE_CLOSECZCE.SA405-11928.01839.07,091
2024-03-15 20:00:00REVERSE_CLOSECZCE.SA40511839.01808.0-2,509
2024-04-03 14:00:00REVERSE_CLOSECZCE.SA405-11808.01841.0-2,669
2024-05-10 22:00:00REVERSE_CLOSECZCE.SA40911851.02163.024,925
2024-05-17 14:00:00REVERSE_CLOSECZCE.SA409-12163.02272.0-8,756
2024-05-31 12:00:00REVERSE_CLOSECZCE.SA40912272.02310.03,003
2024-07-01 20:00:00REVERSE_CLOSECZCE.SA409-12310.02120.015,166
2024-07-10 08:00:00REVERSE_CLOSECZCE.SA40912120.02037.0-6,673
2024-08-28 08:00:00REVERSE_CLOSECZCE.SA409-12037.01544.039,415
2024-08-28 14:00:00REVERSE_CLOSECZCE.SA50111619.01571.0-3,865
2024-08-29 22:00:00REVERSE_CLOSECZCE.SA501-11571.01598.0-2,186
2024-09-02 08:00:00REVERSE_CLOSECZCE.SA50111598.01563.0-2,825
2024-09-24 20:00:00REVERSE_CLOSECZCE.SA501-11563.01455.08,617
2024-10-17 12:00:00REVERSE_CLOSECZCE.SA50111455.01478.01,816
2024-10-22 22:00:00REVERSE_CLOSECZCE.SA501-11478.01521.0-3,464
2024-11-04 10:00:00REVERSE_CLOSECZCE.SA50111521.01505.0-1,304
2024-11-05 22:00:00REVERSE_CLOSECZCE.SA501-11505.01546.0-3,305
2024-11-06 20:00:00REVERSE_CLOSECZCE.SA50111546.01505.0-3,304
2024-11-25 12:00:00REVERSE_CLOSECZCE.SA501-11505.01502.0216
2024-11-27 08:00:00REVERSE_CLOSECZCE.SA50111502.01487.0-1,224
2024-12-02 22:00:00REVERSE_CLOSECZCE.SA501-11487.01483.0296
2024-12-04 10:00:00REVERSE_CLOSECZCE.SA50111483.01450.0-2,663
2024-12-31 14:00:00DELIVERY_ROLL_CLOSECZCE.SA501-11450.01328.09,739
2025-01-02 20:00:00REVERSE_CLOSECZCE.SA505-11433.01442.0-743
2025-01-03 12:00:00REVERSE_CLOSECZCE.SA50511442.01415.0-2,183
2025-01-14 10:00:00REVERSE_CLOSECZCE.SA505-11415.01443.0-2,263
2025-02-05 12:00:00REVERSE_CLOSECZCE.SA50511443.01450.0537
2025-02-17 20:00:00REVERSE_CLOSECZCE.SA505-11450.01512.0-4,984
2025-03-05 10:00:00REVERSE_CLOSECZCE.SA50511512.01481.0-2,504
2025-03-24 20:00:00REVERSE_CLOSECZCE.SA505-11481.01449.02,537
2025-03-26 22:00:00REVERSE_CLOSECZCE.SA50511449.01429.0-1,623
2025-04-23 14:00:00REVERSE_CLOSECZCE.SA505-11429.01317.08,939
2025-05-06 12:00:00REVERSE_CLOSECZCE.SA50911366.01329.0-2,981
2025-06-26 20:00:00REVERSE_CLOSECZCE.SA509-11329.01178.012,061
2025-08-01 12:00:00REVERSE_CLOSECZCE.SA50911178.01244.05,260
2025-08-12 20:00:00REVERSE_CLOSECZCE.SA509-11244.01293.0-3,941
2025-08-19 22:00:00REVERSE_CLOSECZCE.SA60111408.01325.0-6,661
2025-09-12 12:00:00REVERSE_CLOSECZCE.SA601-11325.01294.02,459
2025-09-23 20:00:00REVERSE_CLOSECZCE.SA60111294.01278.0-1,300
2025-09-25 08:00:00REVERSE_CLOSECZCE.SA601-11278.01304.0-2,101
2025-09-26 20:00:00REVERSE_CLOSECZCE.SA60111304.01291.0-1,061
2025-10-24 22:00:00REVERSE_CLOSECZCE.SA601-11291.01242.03,900
2025-10-31 22:00:00REVERSE_CLOSECZCE.SA60111242.01210.0-2,579
2025-11-13 14:00:00REVERSE_CLOSECZCE.SA601-11210.01243.0-2,660
2025-11-19 10:00:00REVERSE_CLOSECZCE.SA60111243.01191.0-4,179
2025-12-17 22:00:00REVERSE_CLOSECZCE.SA601-11191.01145.03,662
2026-01-15 12:00:00REVERSE_CLOSECZCE.SA60511196.01188.0-659
2026-01-28 22:00:00REVERSE_CLOSECZCE.SA605-11188.01202.0-1,139
2026-02-06 10:00:00REVERSE_CLOSECZCE.SA60511202.01185.0-1,379
2026-03-02 14:00:00REVERSE_CLOSECZCE.SA605-11185.01186.0-99
2026-03-18 20:00:00REVERSE_CLOSECZCE.SA60511186.01226.03,180
2026-03-24 10:00:00REVERSE_CLOSECZCE.SA605-11226.01248.0-1,780
2026-03-26 12:00:00REVERSE_CLOSECZCE.SA60511248.01224.0-1,940
2026-04-15 22:00:00REVERSE_CLOSECZCE.SA605-11224.01178.03,661
2026-05-08 20:00:00REVERSE_CLOSECZCE.SA60911238.01226.0-980
2026-05-29 08:00:00REVERSE_CLOSECZCE.SA609-11226.01207.01,501
2026-06-05 10:00:00REVERSE_CLOSECZCE.SA60911207.01170.0-2,979
2026-07-31 20:00:00FINAL_CLOSECZCE.SA609-11170.0932.019,025

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-9,710-19.42%40,290
2022-01-1415,52031.04%55,810
2022-01-2112,08024.16%67,890
2022-01-2813,68027.36%81,570
2022-02-112,9605.92%84,530
2022-02-18-10,410-20.82%74,120
2022-02-2520,00040.00%94,120
2022-03-04-12,400-24.80%81,720
2022-03-1121,04042.08%102,760
2022-03-18-2,640-5.28%100,120
2022-03-2513,99828.00%114,118
2022-04-019,76019.52%123,878
2022-04-08-6,480-12.96%117,398
2022-04-1516,80033.60%134,198
2022-04-22-2,960-5.92%131,238
2022-04-29-9,454-18.91%121,784
2022-05-065,28010.56%127,064
2022-05-1310,96021.92%138,024
2022-05-20-16,175-32.35%121,849
2022-05-278,64017.28%130,489
2022-06-034,5609.12%135,049
2022-06-10-9,360-18.72%125,689
2022-06-179,58419.17%135,273
2022-06-2410,64021.28%145,913
2022-07-013,7607.52%149,673
2022-07-0812,16024.32%161,833
2022-07-156401.28%162,473
2022-07-22-3,200-6.40%159,273
2022-07-292,2374.47%161,510
2022-08-05-10,318-20.64%151,192
2022-08-12-3,120-6.24%148,072
2022-08-199,68019.36%157,752
2022-08-26-6,716-13.43%151,036
2022-09-02-6,554-13.11%144,482
2022-09-0900.00%144,482
2022-09-16-1,520-3.04%142,962
2022-09-23-2,463-4.93%140,499
2022-09-309,60019.20%150,099
2022-10-14-5,280-10.56%144,819
2022-10-21-2,158-4.32%142,661
2022-10-2810,00020.00%152,661
2022-11-04-7,120-14.24%145,541
2022-11-111,4412.88%146,982
2022-11-185,36010.72%152,342
2022-11-258,24016.48%160,582
2022-12-022400.48%160,822
2022-12-09-9,367-18.73%151,455
2022-12-162,0804.16%153,535
2022-12-23-8,564-17.13%144,971
2022-12-30-11,933-23.87%133,038
2023-01-0611,11322.23%144,151
2023-01-139,92019.84%154,071
2023-01-206,72013.44%160,791
2023-02-03-5,455-10.91%155,336
2023-02-109,60019.20%164,936
2023-02-17-800-1.60%164,136
2023-02-24-2,320-4.64%161,816
2023-03-03-6,255-12.51%155,561
2023-03-10-413-0.83%155,148
2023-03-174,5609.12%159,708
2023-03-24-480-0.96%159,228
2023-03-312,4004.80%161,628
2023-04-072,8005.60%164,428
2023-04-142,3204.64%166,748
2023-04-217,12014.24%173,868
2023-04-281,6043.21%175,472
2023-05-054,6409.28%180,112
2023-05-1211,12022.24%191,232
2023-05-1916,40032.80%207,632
2023-05-263,2806.56%210,912
2023-06-02-3,920-7.84%206,992
2023-06-09-4,666-9.33%202,326
2023-06-16-294-0.59%202,032
2023-06-23-2,160-4.32%199,872
2023-06-30-54-0.11%199,818
2023-07-07-720-1.44%199,098
2023-07-146,82513.65%205,923
2023-07-2113,52027.04%219,443
2023-07-287,68015.36%227,123
2023-08-042,5825.16%229,705
2023-08-11-5,920-11.84%223,785
2023-08-181,3882.78%225,172
2023-08-2521,28042.56%246,452
2023-09-016,80013.60%253,252
2023-09-08-2,301-4.60%250,952
2023-09-15-1,680-3.36%249,272
2023-09-22-2,080-4.16%247,192
2023-09-298,96017.92%256,152
2023-10-131,2002.40%257,352
2023-10-203,1206.24%260,472
2023-10-2700.00%260,472
2023-11-032,8255.65%263,296
2023-11-1029,04058.08%292,336
2023-11-17-4,160-8.32%288,176
2023-11-2421,12042.24%309,296
2023-12-0118,40036.80%327,696
2023-12-081,0402.08%328,736
2023-12-1510,16120.32%338,897
2023-12-223,3606.72%342,257
2023-12-296,24012.48%348,497
2024-01-058,32016.64%356,817
2024-01-129,04018.08%365,857
2024-01-19-10,880-21.76%354,977
2024-01-262,4974.99%357,474
2024-02-02-7,422-14.84%350,053
2024-02-094000.80%350,453
2024-02-238,96017.92%359,413
2024-03-015,60011.20%365,013
2024-03-08-2,539-5.08%362,474
2024-03-15-5,978-11.96%356,496
2024-03-22-1,280-2.56%355,216
2024-03-294000.80%355,616
2024-04-05-4,299-8.60%351,317
2024-04-128,64017.28%359,957
2024-04-1918,56037.12%378,517
2024-04-268,24016.48%386,757
2024-05-03-6,880-13.76%379,877
2024-05-10-2,069-4.14%377,808
2024-05-17-2,153-4.31%375,655
2024-05-245,68011.36%381,335
2024-05-31-4,074-8.15%377,261
2024-06-072,6405.28%379,901
2024-06-145,68011.36%385,581
2024-06-213,1206.24%388,701
2024-06-28-1,680-3.36%387,021
2024-07-058121.62%387,833
2024-07-12-1,825-3.65%386,008
2024-07-194,4008.80%390,408
2024-07-269,44018.88%399,848
2024-08-021,3602.72%401,208
2024-08-098,88017.76%410,088
2024-08-1610,72021.44%420,808
2024-08-235,76011.52%426,568
2024-08-30-14,712-29.42%411,856
2024-09-0614,51029.02%426,366
2024-09-132,4004.80%428,766
2024-09-201,5203.04%430,286
2024-09-273,3136.63%433,599
2024-10-046,32012.64%439,919
2024-10-11-8,720-17.44%431,199
2024-10-18-6,767-13.53%424,432
2024-10-25-4,449-8.90%419,983
2024-11-01-3,200-6.40%416,783
2024-11-08-4,786-9.57%411,998
2024-11-151,5203.04%413,518
2024-11-22-3,680-7.36%409,838
2024-11-291,5843.17%411,422
2024-12-06-1,774-3.55%409,648
2024-12-138801.76%410,528
2024-12-202,5605.12%413,088
2024-12-277201.44%413,808
2025-01-031040.21%413,913
2025-01-10-1,120-2.24%412,793
2025-01-174,6749.35%417,466
2025-01-24-1,520-3.04%415,946
2025-01-31-1,200-2.40%414,746
2025-02-07-2,606-5.21%412,140
2025-02-14-2,320-4.64%409,820
2025-02-21-2,608-5.22%407,212
2025-02-282,4804.96%409,692
2025-03-07-1,967-3.93%407,724
2025-03-146401.28%408,364
2025-03-218001.60%409,164
2025-03-28-332-0.66%408,832
2025-04-045601.12%409,392
2025-04-114,2408.48%413,632
2025-04-182,4004.80%416,032
2025-04-25-923-1.85%415,109
2025-05-02-1,760-3.52%413,349
2025-05-091,4772.95%414,827
2025-05-16-560-1.12%414,267
2025-05-232,3204.64%416,587
2025-05-305,28010.56%421,867
2025-06-06-1,200-2.40%420,667
2025-06-134,5609.12%425,227
2025-06-20-640-1.28%424,587
2025-06-271,5623.12%426,149
2025-07-04-2,960-5.92%423,189
2025-07-113,2006.40%426,389
2025-07-184,9609.92%431,349
2025-07-255,20010.40%436,549
2025-08-01-8,680-17.36%427,869
2025-08-081,0402.08%428,909
2025-08-15-4,683-9.37%424,226
2025-08-22-7,162-14.32%417,064
2025-08-295,36010.72%422,424
2025-09-05-480-0.96%421,944
2025-09-12-1,881-3.76%420,062
2025-09-192,4004.80%422,462
2025-09-26-5,644-11.29%416,818
2025-10-032,0804.16%418,898
2025-10-101,5203.04%420,418
2025-10-173200.64%420,738
2025-10-24-1,400-2.80%419,338
2025-10-31-1,719-3.44%417,620
2025-11-07-480-0.96%417,140
2025-11-14-4,200-8.40%412,940
2025-11-21-518-1.04%412,422
2025-11-284800.96%412,902
2025-12-051,3602.72%414,262
2025-12-122,4804.96%416,742
2025-12-19-4,437-8.87%412,304
2025-12-261,1202.24%413,424
2026-01-021,6803.36%415,104
2026-01-091,2802.56%416,384
2026-01-16-4,598-9.20%411,786
2026-01-231,4402.88%413,226
2026-01-307621.52%413,988
2026-02-06-2,038-4.08%411,950
2026-02-131,6803.36%413,630
2026-02-27-3,040-6.08%410,590
2026-03-066,20212.40%416,792
2026-03-135601.12%417,352
2026-03-20-3,959-7.92%413,393
2026-03-27-2,559-5.12%410,834
2026-04-034,8009.60%415,634
2026-04-10800.16%415,714
2026-04-17-1,959-3.92%413,755
2026-04-241,4402.88%415,195
2026-05-01-1,360-2.72%413,835
2026-05-08-39-0.08%413,796
2026-05-151,5203.04%415,316
2026-05-228801.76%416,196
2026-05-29-1,399-2.80%414,797
2026-06-05-2,757-5.51%412,040
2026-06-12-960-1.92%411,080
2026-06-193,6007.20%414,680
2026-06-262,8005.60%417,480
2026-07-03-1,840-3.68%415,640
2026-07-102,2404.48%417,880
2026-07-175,84011.68%423,720
2026-07-249601.92%424,680
2026-07-315,58511.17%430,265

月度收益

月份月盈亏月收益/5万月末权益
2022-0131,57063.14%81,570
2022-0218,07036.14%99,640
2022-0320,39840.80%120,038
2022-041,7463.49%121,784
2022-0510,06520.13%131,849
2022-066,62413.25%138,473
2022-0723,03746.07%161,510
2022-08-12,874-25.75%148,636
2022-091,4632.93%150,099
2022-104,0828.16%154,181
2022-117,76115.52%161,942
2022-12-28,904-57.81%133,038
2023-0129,35358.71%162,391
2023-02-1,775-3.55%160,616
2023-031,0122.02%161,628
2023-0413,84427.69%175,472
2023-0535,04070.08%210,512
2023-06-10,694-21.39%199,818
2023-0726,66553.33%226,483
2023-0820,52941.06%247,012
2023-099,13918.28%256,152
2023-101,7603.52%257,912
2023-1155,305110.61%313,216
2023-1235,28170.56%348,497
2024-014,5779.15%353,074
2024-0210,41820.84%363,493
2024-03-7,877-15.75%355,616
2024-0424,26148.52%379,877
2024-05-2,616-5.23%377,261
2024-069,76019.52%387,021
2024-0713,62727.25%400,648
2024-0811,20822.42%411,856
2024-0928,06356.13%439,919
2024-10-20,336-40.67%419,583
2024-11-8,161-16.32%411,422
2024-125,54211.08%416,964
2025-01-2,218-4.44%414,746
2025-02-5,055-10.11%409,692
2025-03-379-0.76%409,312
2025-044,0378.07%413,349
2025-058,51717.03%421,867
2025-061,0022.00%422,869
2025-077,12014.24%429,989
2025-08-7,565-15.13%422,424
2025-09-3,525-7.05%418,898
2025-10-1,278-2.56%417,620
2025-11-4,718-9.44%412,902
2025-122,2034.41%415,104
2026-01-1,116-2.23%413,988
2026-02-3,398-6.80%410,590
2026-033,5247.05%414,114
2026-04-279-0.56%413,835
2026-059621.92%414,797
2026-062,8435.69%417,640
2026-0712,62525.25%430,265

年度收益

年份年盈亏年收益/5万年末权益
202283,038166.08%133,038
2023215,460430.92%348,497
202468,467136.93%416,964
2025-1,860-3.72%415,104
2026-YTD15,16030.32%430,265