Dualmak策略 - SH
SH / 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165,745
总收益 / 5万231.49%
最大回撤 / 5万83.11%
夏普率1.10
胜率55.17%
盈亏比3.09
平均盈亏比2.51
平仓笔数29
手续费合计835
最大保证金占用24,091
最高资金使用率48.18%
连续回撤周数22
连续盈利周数6
最大回撤时间2025-03-03 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
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/SH.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 |
|---|---|---|---|---|---|---|
| 2023-11-30 12:00:00 | REVERSE_CLOSE | CZCE.SH405 | -1 | 2664.0 | 2639.0 | 1,484 |
| 2024-02-07 12:00:00 | REVERSE_CLOSE | CZCE.SH405 | 1 | 2639.0 | 2675.0 | 2,144 |
| 2024-03-06 08:00:00 | REVERSE_CLOSE | CZCE.SH405 | -1 | 2675.0 | 2702.0 | -1,636 |
| 2024-03-11 20:00:00 | REVERSE_CLOSE | CZCE.SH405 | 1 | 2702.0 | 2687.0 | -916 |
| 2024-03-25 08:00:00 | REVERSE_CLOSE | CZCE.SH405 | -1 | 2687.0 | 2673.0 | 824 |
| 2024-03-25 20:00:00 | REVERSE_CLOSE | CZCE.SH405 | 1 | 2673.0 | 2570.0 | -6,180 |
| 2024-04-30 12:00:00 | DELIVERY_ROLL_CLOSE | CZCE.SH405 | -1 | 2570.0 | 2308.0 | 15,706 |
| 2024-05-07 12:00:00 | REVERSE_CLOSE | CZCE.SH409 | -1 | 2686.0 | 2733.0 | -2,836 |
| 2024-06-24 08:00:00 | REVERSE_CLOSE | CZCE.SH409 | 1 | 2733.0 | 2731.0 | -136 |
| 2024-08-30 20:00:00 | DELIVERY_ROLL_CLOSE | CZCE.SH409 | -1 | 2731.0 | 2510.0 | 13,245 |
| 2024-09-04 12:00:00 | REVERSE_CLOSE | CZCE.SH501 | -1 | 2517.0 | 2497.0 | 1,185 |
| 2024-09-11 08:00:00 | REVERSE_CLOSE | CZCE.SH501 | 1 | 2497.0 | 2451.0 | -2,775 |
| 2024-09-30 12:00:00 | REVERSE_CLOSE | CZCE.SH501 | -1 | 2451.0 | 2528.0 | -4,635 |
| 2024-11-28 08:00:00 | REVERSE_CLOSE | CZCE.SH501 | 1 | 2528.0 | 2639.0 | 6,644 |
| 2024-12-23 08:00:00 | REVERSE_CLOSE | CZCE.SH501 | -1 | 2639.0 | 2423.0 | 12,945 |
| 2025-02-26 08:00:00 | REVERSE_CLOSE | CZCE.SH505 | 1 | 2717.0 | 2788.0 | 4,243 |
| 2025-04-30 12:00:00 | DELIVERY_ROLL_CLOSE | CZCE.SH505 | -1 | 2788.0 | 2440.0 | 20,865 |
| 2025-07-10 08:00:00 | REVERSE_CLOSE | CZCE.SH509 | -1 | 2479.0 | 2492.0 | -795 |
| 2025-08-29 20:00:00 | DELIVERY_ROLL_CLOSE | CZCE.SH509 | 1 | 2492.0 | 2515.0 | 1,365 |
| 2025-09-05 12:00:00 | REVERSE_CLOSE | CZCE.SH601 | 1 | 2693.0 | 2601.0 | -5,536 |
| 2025-12-31 12:00:00 | DELIVERY_ROLL_CLOSE | CZCE.SH601 | -1 | 2601.0 | 2020.0 | 34,848 |
| 2026-01-07 20:00:00 | REVERSE_CLOSE | CZCE.SH603 | -1 | 2242.0 | 2267.0 | -1,514 |
| 2026-01-13 12:00:00 | REVERSE_CLOSE | CZCE.SH603 | 1 | 2267.0 | 2151.0 | -6,973 |
| 2026-02-27 20:00:00 | DELIVERY_ROLL_CLOSE | CZCE.SH603 | -1 | 2151.0 | 1893.0 | 15,469 |
| 2026-03-05 12:00:00 | REVERSE_CLOSE | CZCE.SH605 | -1 | 2102.0 | 2267.0 | -9,914 |
| 2026-04-10 12:00:00 | REVERSE_CLOSE | CZCE.SH605 | 1 | 2267.0 | 2072.0 | -11,712 |
| 2026-04-30 12:00:00 | DELIVERY_ROLL_CLOSE | CZCE.SH605 | -1 | 2072.0 | 1710.0 | 21,710 |
| 2026-06-30 20:00:00 | DELIVERY_ROLL_CLOSE | CZCE.SH607 | -1 | 2026.0 | 1755.0 | 16,249 |
| 2026-07-31 12:00:00 | FINAL_CLOSE | CZCE.SH609 | -1 | 1884.0 | 1837.0 | 2,809 |
每周收益
| 周末 | 周盈亏 | 周收益/5万 | 周末权益 |
|---|---|---|---|
| 2023-11-17 | -1,156 | -2.31% | 48,844 |
| 2023-11-24 | 4,080 | 8.16% | 52,924 |
| 2023-12-01 | -272 | -0.54% | 52,652 |
| 2023-12-08 | -2,160 | -4.32% | 50,492 |
| 2023-12-15 | 1,920 | 3.84% | 52,412 |
| 2023-12-22 | 7,620 | 15.24% | 60,032 |
| 2023-12-29 | 2,460 | 4.92% | 62,492 |
| 2024-01-05 | -3,660 | -7.32% | 58,832 |
| 2024-01-12 | -3,420 | -6.84% | 55,412 |
| 2024-01-19 | 4,620 | 9.24% | 60,032 |
| 2024-01-26 | -3,240 | -6.48% | 56,792 |
| 2024-02-02 | -3,000 | -6.00% | 53,792 |
| 2024-02-09 | 3,388 | 6.78% | 57,180 |
| 2024-02-23 | -3,120 | -6.24% | 54,060 |
| 2024-03-01 | -60 | -0.12% | 54,000 |
| 2024-03-08 | -812 | -1.62% | 53,188 |
| 2024-03-15 | -992 | -1.98% | 52,196 |
| 2024-03-22 | -480 | -0.96% | 51,716 |
| 2024-03-29 | 3,673 | 7.35% | 55,388 |
| 2024-04-05 | -2,520 | -5.04% | 52,868 |
| 2024-04-12 | 2,220 | 4.44% | 55,088 |
| 2024-04-19 | -1,200 | -2.40% | 53,888 |
| 2024-04-26 | 7,980 | 15.96% | 61,868 |
| 2024-05-03 | -570 | -1.14% | 61,298 |
| 2024-05-10 | 2,007 | 4.01% | 63,305 |
| 2024-05-17 | 840 | 1.68% | 64,145 |
| 2024-05-24 | 180 | 0.36% | 64,325 |
| 2024-05-31 | 300 | 0.60% | 64,625 |
| 2024-06-07 | -7,380 | -14.76% | 57,245 |
| 2024-06-14 | 1,140 | 2.28% | 58,385 |
| 2024-06-21 | -60 | -0.12% | 58,325 |
| 2024-06-28 | 3,807 | 7.61% | 62,133 |
| 2024-07-05 | -2,100 | -4.20% | 60,033 |
| 2024-07-12 | 7,560 | 15.12% | 67,593 |
| 2024-07-19 | 7,680 | 15.36% | 75,273 |
| 2024-07-26 | 2,820 | 5.64% | 78,093 |
| 2024-08-02 | -2,640 | -5.28% | 75,453 |
| 2024-08-09 | 120 | 0.24% | 75,573 |
| 2024-08-16 | -3,900 | -7.80% | 71,673 |
| 2024-08-23 | 7,140 | 14.28% | 78,813 |
| 2024-08-30 | -7,290 | -14.58% | 71,522 |
| 2024-09-06 | 5,070 | 10.14% | 76,592 |
| 2024-09-13 | -5,009 | -10.02% | 71,583 |
| 2024-09-20 | 10,260 | 20.52% | 81,843 |
| 2024-09-27 | -14,220 | -28.44% | 67,623 |
| 2024-10-04 | -2,070 | -4.14% | 65,553 |
| 2024-10-11 | 8,520 | 17.04% | 74,073 |
| 2024-10-18 | 5,100 | 10.20% | 79,173 |
| 2024-10-25 | -8,400 | -16.80% | 70,773 |
| 2024-11-01 | -2,040 | -4.08% | 68,733 |
| 2024-11-08 | 1,980 | 3.96% | 70,713 |
| 2024-11-15 | -540 | -1.08% | 70,173 |
| 2024-11-22 | 1,860 | 3.72% | 72,033 |
| 2024-11-29 | 3,808 | 7.62% | 75,841 |
| 2024-12-06 | 2,580 | 5.16% | 78,421 |
| 2024-12-13 | 7,380 | 14.76% | 85,801 |
| 2024-12-20 | -960 | -1.92% | 84,841 |
| 2024-12-27 | 3,089 | 6.18% | 87,930 |
| 2025-01-03 | 13,440 | 26.88% | 101,370 |
| 2025-01-10 | 8,340 | 16.68% | 109,710 |
| 2025-01-17 | 3,720 | 7.44% | 113,430 |
| 2025-01-24 | 3,420 | 6.84% | 116,850 |
| 2025-01-31 | 5,280 | 10.56% | 122,130 |
| 2025-02-07 | -6,240 | -12.48% | 115,890 |
| 2025-02-14 | -19,860 | -39.72% | 96,030 |
| 2025-02-21 | -1,860 | -3.72% | 94,170 |
| 2025-02-28 | -11,253 | -22.51% | 82,917 |
| 2025-03-07 | 3,960 | 7.92% | 86,877 |
| 2025-03-14 | 8,640 | 17.28% | 95,517 |
| 2025-03-21 | 8,280 | 16.56% | 103,797 |
| 2025-03-28 | -120 | -0.24% | 103,677 |
| 2025-04-04 | 2,580 | 5.16% | 106,257 |
| 2025-04-11 | 7,140 | 14.28% | 113,397 |
| 2025-04-18 | -900 | -1.80% | 112,497 |
| 2025-04-25 | 180 | 0.36% | 112,677 |
| 2025-05-02 | -2,790 | -5.58% | 109,887 |
| 2025-05-09 | 2,040 | 4.08% | 111,927 |
| 2025-05-16 | -7,140 | -14.28% | 104,787 |
| 2025-05-23 | 6,180 | 12.36% | 110,967 |
| 2025-05-30 | 300 | 0.60% | 111,267 |
| 2025-06-06 | 6,600 | 13.20% | 117,867 |
| 2025-06-13 | 5,880 | 11.76% | 123,747 |
| 2025-06-20 | -360 | -0.72% | 123,387 |
| 2025-06-27 | -6,060 | -12.12% | 117,327 |
| 2025-07-04 | -1,980 | -3.96% | 115,347 |
| 2025-07-11 | -3,210 | -6.42% | 112,137 |
| 2025-07-18 | -240 | -0.48% | 111,897 |
| 2025-07-25 | -420 | -0.84% | 111,477 |
| 2025-08-01 | -1,560 | -3.12% | 109,917 |
| 2025-08-08 | -1,020 | -2.04% | 108,897 |
| 2025-08-15 | 3,660 | 7.32% | 112,557 |
| 2025-08-22 | 3,240 | 6.48% | 115,797 |
| 2025-08-29 | -5,371 | -10.74% | 110,426 |
| 2025-09-05 | -4,831 | -9.66% | 105,595 |
| 2025-09-12 | 2,160 | 4.32% | 107,755 |
| 2025-09-19 | -5,100 | -10.20% | 102,655 |
| 2025-09-26 | 8,880 | 17.76% | 111,535 |
| 2025-10-03 | -2,460 | -4.92% | 109,075 |
| 2025-10-10 | 5,880 | 11.76% | 114,955 |
| 2025-10-17 | 4,020 | 8.04% | 118,975 |
| 2025-10-24 | 60 | 0.12% | 119,035 |
| 2025-10-31 | 4,560 | 9.12% | 123,595 |
| 2025-11-07 | -2,760 | -5.52% | 120,835 |
| 2025-11-14 | 960 | 1.92% | 121,795 |
| 2025-11-21 | 4,560 | 9.12% | 126,355 |
| 2025-11-28 | 2,340 | 4.68% | 128,695 |
| 2025-12-05 | 5,700 | 11.40% | 134,395 |
| 2025-12-12 | -840 | -1.68% | 133,555 |
| 2025-12-19 | 240 | 0.48% | 133,795 |
| 2025-12-26 | -1,380 | -2.76% | 132,415 |
| 2026-01-02 | 7,294 | 14.59% | 139,709 |
| 2026-01-09 | -4,887 | -9.77% | 134,822 |
| 2026-01-16 | 5,374 | 10.75% | 140,196 |
| 2026-01-23 | 3,900 | 7.80% | 144,096 |
| 2026-01-30 | -4,980 | -9.96% | 139,116 |
| 2026-02-06 | 9,720 | 19.44% | 148,836 |
| 2026-02-13 | -9,480 | -18.96% | 139,356 |
| 2026-02-27 | 7,296 | 14.59% | 146,652 |
| 2026-03-06 | 1,593 | 3.19% | 148,245 |
| 2026-03-13 | 12,120 | 24.24% | 160,365 |
| 2026-03-20 | -5,580 | -11.16% | 154,785 |
| 2026-03-27 | -9,420 | -18.84% | 145,365 |
| 2026-04-03 | -10,140 | -20.28% | 135,225 |
| 2026-04-10 | -8,425 | -16.85% | 126,800 |
| 2026-04-17 | 2,100 | 4.20% | 128,900 |
| 2026-04-24 | 6,480 | 12.96% | 135,380 |
| 2026-05-01 | 11,318 | 22.64% | 146,698 |
| 2026-05-08 | -3,000 | -6.00% | 143,698 |
| 2026-05-15 | 5,040 | 10.08% | 148,738 |
| 2026-05-22 | 0 | 0.00% | 148,738 |
| 2026-05-29 | 2,460 | 4.92% | 151,198 |
| 2026-06-05 | 600 | 1.20% | 151,798 |
| 2026-06-12 | 1,620 | 3.24% | 153,418 |
| 2026-06-19 | 4,020 | 8.04% | 157,438 |
| 2026-06-26 | -1,140 | -2.28% | 156,298 |
| 2026-07-03 | 6,038 | 12.08% | 162,336 |
| 2026-07-10 | -2,520 | -5.04% | 159,816 |
| 2026-07-17 | 3,960 | 7.92% | 163,776 |
| 2026-07-24 | -2,400 | -4.80% | 161,376 |
| 2026-07-31 | 4,369 | 8.74% | 165,745 |
月度收益
| 月份 | 月盈亏 | 月收益/5万 | 月末权益 |
|---|---|---|---|
| 2023-11 | 2,532 | 5.06% | 52,532 |
| 2023-12 | 9,960 | 19.92% | 62,492 |
| 2024-01 | -7,200 | -14.40% | 55,292 |
| 2024-02 | -932 | -1.86% | 54,360 |
| 2024-03 | 1,028 | 2.06% | 55,388 |
| 2024-04 | 5,910 | 11.82% | 61,298 |
| 2024-05 | 3,327 | 6.65% | 64,625 |
| 2024-06 | -2,493 | -4.99% | 62,133 |
| 2024-07 | 12,720 | 25.44% | 74,853 |
| 2024-08 | -3,330 | -6.66% | 71,522 |
| 2024-09 | -5,970 | -11.94% | 65,553 |
| 2024-10 | 9,660 | 19.32% | 75,213 |
| 2024-11 | 628 | 1.26% | 75,841 |
| 2024-12 | 20,369 | 40.74% | 96,210 |
| 2025-01 | 25,920 | 51.84% | 122,130 |
| 2025-02 | -39,213 | -78.43% | 82,917 |
| 2025-03 | 22,860 | 45.72% | 105,777 |
| 2025-04 | 4,110 | 8.22% | 109,887 |
| 2025-05 | 1,380 | 2.76% | 111,267 |
| 2025-06 | 9,480 | 18.96% | 120,747 |
| 2025-07 | -7,710 | -15.42% | 113,037 |
| 2025-08 | -2,611 | -5.22% | 110,426 |
| 2025-09 | -1,351 | -2.70% | 109,075 |
| 2025-10 | 14,520 | 29.04% | 123,595 |
| 2025-11 | 5,100 | 10.20% | 128,695 |
| 2025-12 | 11,014 | 22.03% | 139,709 |
| 2026-01 | -593 | -1.19% | 139,116 |
| 2026-02 | 7,536 | 15.07% | 146,652 |
| 2026-03 | -5,547 | -11.09% | 141,105 |
| 2026-04 | 5,593 | 11.19% | 146,698 |
| 2026-05 | 4,500 | 9.00% | 151,198 |
| 2026-06 | 11,738 | 23.48% | 162,936 |
| 2026-07 | 2,809 | 5.62% | 165,745 |
年度收益
| 年份 | 年盈亏 | 年收益/5万 | 年末权益 |
|---|---|---|---|
| 2023 | 12,492 | 24.98% | 62,492 |
| 2024 | 33,718 | 67.44% | 96,210 |
| 2025 | 43,499 | 87.00% | 139,709 |
| 2026-YTD | 26,036 | 52.07% | 165,745 |