Dualmak策略 - SI
SI / 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76,037
总收益 / 5万52.07%
最大回撤 / 5万15.91%
夏普率1.53
胜率50.00%
盈亏比3.14
平均盈亏比3.14
平仓笔数36
手续费合计313
最大保证金占用5,462
最高资金使用率10.93%
连续回撤周数44
连续盈利周数5
最大回撤时间2026-05-13 10:00:00
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/SI.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 |
|---|---|---|---|---|---|---|
| 2025-02-12 14:00:00 | REVERSE_CLOSE | GFEX.si2503 | 1 | 10875.0 | 10740.0 | -680 |
| 2025-03-28 12:00:00 | REVERSE_CLOSE | GFEX.si2505 | -1 | 10790.0 | 9910.0 | 4,395 |
| 2025-04-02 08:00:00 | REVERSE_CLOSE | GFEX.si2505 | 1 | 9910.0 | 9830.0 | -405 |
| 2025-04-30 14:00:00 | DELIVERY_ROLL_CLOSE | GFEX.si2505 | -1 | 9830.0 | 8480.0 | 6,746 |
| 2025-05-30 14:00:00 | DELIVERY_ROLL_CLOSE | GFEX.si2506 | -1 | 8540.0 | 7140.0 | 6,996 |
| 2025-06-11 10:00:00 | REVERSE_CLOSE | GFEX.si2507 | -1 | 7160.0 | 7385.0 | -1,129 |
| 2025-06-17 14:00:00 | REVERSE_CLOSE | GFEX.si2507 | 1 | 7385.0 | 7410.0 | 121 |
| 2025-06-19 08:00:00 | REVERSE_CLOSE | GFEX.si2509 | -1 | 7330.0 | 7385.0 | -279 |
| 2025-07-30 08:00:00 | REVERSE_CLOSE | GFEX.si2509 | 1 | 7385.0 | 9500.0 | 10,570 |
| 2025-08-13 14:00:00 | REVERSE_CLOSE | GFEX.si2509 | -1 | 9500.0 | 8735.0 | 3,821 |
| 2025-08-15 12:00:00 | REVERSE_CLOSE | GFEX.si2511 | 1 | 8765.0 | 8655.0 | -554 |
| 2025-09-05 12:00:00 | REVERSE_CLOSE | GFEX.si2511 | -1 | 8655.0 | 8675.0 | -104 |
| 2025-09-30 14:00:00 | REVERSE_CLOSE | GFEX.si2511 | 1 | 8675.0 | 8670.0 | -29 |
| 2025-10-24 10:00:00 | REVERSE_CLOSE | GFEX.si2511 | -1 | 8670.0 | 8665.0 | 21 |
| 2025-11-06 14:00:00 | REVERSE_CLOSE | GFEX.si2601 | 1 | 9020.0 | 9085.0 | 320 |
| 2025-11-10 08:00:00 | REVERSE_CLOSE | GFEX.si2601 | -1 | 9085.0 | 9230.0 | -730 |
| 2025-11-17 12:00:00 | REVERSE_CLOSE | GFEX.si2601 | 1 | 9230.0 | 9030.0 | -1,005 |
| 2025-11-28 08:00:00 | REVERSE_CLOSE | GFEX.si2601 | -1 | 9030.0 | 9105.0 | -380 |
| 2025-12-04 08:00:00 | REVERSE_CLOSE | GFEX.si2601 | 1 | 9105.0 | 8910.0 | -979 |
| 2025-12-22 08:00:00 | REVERSE_CLOSE | GFEX.si2601 | -1 | 8910.0 | 8635.0 | 1,371 |
| 2026-01-12 08:00:00 | REVERSE_CLOSE | GFEX.si2605 | 1 | 8685.0 | 8860.0 | 871 |
| 2026-01-22 12:00:00 | REVERSE_CLOSE | GFEX.si2605 | -1 | 8860.0 | 8830.0 | 146 |
| 2026-02-06 14:00:00 | REVERSE_CLOSE | GFEX.si2605 | 1 | 8830.0 | 8615.0 | -1,079 |
| 2026-03-05 10:00:00 | REVERSE_CLOSE | GFEX.si2605 | -1 | 8615.0 | 8545.0 | 346 |
| 2026-03-19 08:00:00 | REVERSE_CLOSE | GFEX.si2605 | 1 | 8545.0 | 8420.0 | -629 |
| 2026-03-24 10:00:00 | REVERSE_CLOSE | GFEX.si2605 | -1 | 8420.0 | 8630.0 | -1,054 |
| 2026-03-31 10:00:00 | REVERSE_CLOSE | GFEX.si2605 | 1 | 8630.0 | 8395.0 | -1,179 |
| 2026-04-14 10:00:00 | REVERSE_CLOSE | GFEX.si2605 | -1 | 8395.0 | 8345.0 | 246 |
| 2026-04-28 12:00:00 | REVERSE_CLOSE | GFEX.si2605 | 1 | 8345.0 | 8415.0 | 346 |
| 2026-04-29 14:00:00 | REVERSE_CLOSE | GFEX.si2609 | -1 | 8590.0 | 8770.0 | -904 |
| 2026-05-14 08:00:00 | REVERSE_CLOSE | GFEX.si2609 | 1 | 8770.0 | 8715.0 | -279 |
| 2026-05-28 10:00:00 | REVERSE_CLOSE | GFEX.si2609 | -1 | 8715.0 | 8555.0 | 796 |
| 2026-06-18 08:00:00 | REVERSE_CLOSE | GFEX.si2609 | 1 | 8555.0 | 8585.0 | 146 |
| 2026-07-13 08:00:00 | REVERSE_CLOSE | GFEX.si2609 | -1 | 8585.0 | 8425.0 | 796 |
| 2026-07-21 08:00:00 | REVERSE_CLOSE | GFEX.si2609 | 1 | 8425.0 | 8255.0 | -854 |
| 2026-07-31 12:00:00 | FINAL_CLOSE | GFEX.si2609 | -1 | 8255.0 | 8175.0 | 396 |
每周收益
| 周末 | 周盈亏 | 周收益/5万 | 周末权益 |
|---|---|---|---|
| 2025-01-17 | 45 | 0.09% | 50,045 |
| 2025-01-24 | -1,475 | -2.95% | 48,570 |
| 2025-01-31 | 1,675 | 3.35% | 50,245 |
| 2025-02-07 | -250 | -0.50% | 49,995 |
| 2025-02-14 | -361 | -0.72% | 49,634 |
| 2025-02-21 | 1,050 | 2.10% | 50,684 |
| 2025-02-28 | 800 | 1.60% | 51,484 |
| 2025-03-07 | 1,175 | 2.35% | 52,659 |
| 2025-03-14 | 825 | 1.65% | 53,484 |
| 2025-03-21 | 925 | 1.85% | 54,409 |
| 2025-03-28 | -985 | -1.97% | 53,424 |
| 2025-04-04 | -85 | -0.17% | 53,339 |
| 2025-04-11 | 1,825 | 3.65% | 55,164 |
| 2025-04-18 | 3,675 | 7.35% | 58,839 |
| 2025-04-25 | -150 | -0.30% | 58,689 |
| 2025-05-02 | 1,341 | 2.68% | 60,031 |
| 2025-05-09 | 1,675 | 3.35% | 61,706 |
| 2025-05-16 | 525 | 1.05% | 62,231 |
| 2025-05-23 | 1,075 | 2.15% | 63,306 |
| 2025-05-30 | 3,718 | 7.44% | 67,023 |
| 2025-06-06 | -650 | -1.30% | 66,373 |
| 2025-06-13 | -682 | -1.36% | 65,691 |
| 2025-06-20 | 60 | 0.12% | 65,751 |
| 2025-06-27 | 3,200 | 6.40% | 68,951 |
| 2025-07-04 | -250 | -0.50% | 68,701 |
| 2025-07-11 | 2,175 | 4.35% | 70,876 |
| 2025-07-18 | 1,400 | 2.80% | 72,276 |
| 2025-07-25 | 5,150 | 10.30% | 77,426 |
| 2025-08-01 | 3,866 | 7.73% | 81,292 |
| 2025-08-08 | -800 | -1.60% | 80,492 |
| 2025-08-15 | -1,692 | -3.38% | 78,799 |
| 2025-08-22 | 300 | 0.60% | 79,099 |
| 2025-08-29 | 1,775 | 3.55% | 80,874 |
| 2025-09-05 | -709 | -1.42% | 80,166 |
| 2025-09-12 | -375 | -0.75% | 79,791 |
| 2025-09-19 | 2,800 | 5.60% | 82,591 |
| 2025-09-26 | -1,725 | -3.45% | 80,866 |
| 2025-10-03 | -1,309 | -2.62% | 79,557 |
| 2025-10-10 | -225 | -0.45% | 79,332 |
| 2025-10-17 | 1,275 | 2.55% | 80,607 |
| 2025-10-24 | -1,684 | -3.37% | 78,923 |
| 2025-10-31 | 900 | 1.80% | 79,823 |
| 2025-11-07 | -759 | -1.52% | 79,064 |
| 2025-11-14 | -1,109 | -2.22% | 77,955 |
| 2025-11-21 | 391 | 0.78% | 78,346 |
| 2025-11-28 | -609 | -1.22% | 77,737 |
| 2025-12-05 | -584 | -1.17% | 77,153 |
| 2025-12-12 | 1,850 | 3.70% | 79,003 |
| 2025-12-19 | -1,050 | -2.10% | 77,953 |
| 2025-12-26 | 1,016 | 2.03% | 78,969 |
| 2026-01-02 | -100 | -0.20% | 78,869 |
| 2026-01-09 | -725 | -1.45% | 78,144 |
| 2026-01-16 | 1,991 | 3.98% | 80,135 |
| 2026-01-23 | -1,184 | -2.37% | 78,951 |
| 2026-01-30 | 150 | 0.30% | 79,101 |
| 2026-02-06 | -609 | -1.22% | 78,493 |
| 2026-02-13 | 525 | 1.05% | 79,018 |
| 2026-02-27 | 0 | 0.00% | 79,018 |
| 2026-03-06 | -34 | -0.07% | 78,984 |
| 2026-03-13 | -75 | -0.15% | 78,909 |
| 2026-03-20 | -1,458 | -2.92% | 77,451 |
| 2026-03-27 | -909 | -1.82% | 76,542 |
| 2026-04-03 | -608 | -1.22% | 75,934 |
| 2026-04-10 | 175 | 0.35% | 76,109 |
| 2026-04-17 | 542 | 1.08% | 76,651 |
| 2026-04-24 | -400 | -0.80% | 76,251 |
| 2026-05-01 | -1,067 | -2.13% | 75,183 |
| 2026-05-08 | 1,125 | 2.25% | 76,308 |
| 2026-05-15 | -359 | -0.72% | 75,950 |
| 2026-05-22 | 200 | 0.40% | 76,150 |
| 2026-05-29 | -434 | -0.87% | 75,716 |
| 2026-06-05 | 575 | 1.15% | 76,291 |
| 2026-06-12 | 225 | 0.45% | 76,516 |
| 2026-06-19 | -684 | -1.37% | 75,832 |
| 2026-06-26 | 1,025 | 2.05% | 76,857 |
| 2026-07-03 | -25 | -0.05% | 76,832 |
| 2026-07-10 | -350 | -0.70% | 76,482 |
| 2026-07-17 | -508 | -1.02% | 75,974 |
| 2026-07-24 | -533 | -1.07% | 75,441 |
| 2026-07-31 | 596 | 1.19% | 76,037 |
月度收益
| 月份 | 月盈亏 | 月收益/5万 | 月末权益 |
|---|---|---|---|
| 2025-01 | 245 | 0.49% | 50,245 |
| 2025-02 | 1,239 | 2.48% | 51,484 |
| 2025-03 | 1,590 | 3.18% | 53,074 |
| 2025-04 | 6,957 | 13.91% | 60,031 |
| 2025-05 | 6,993 | 13.99% | 67,023 |
| 2025-06 | 2,078 | 4.16% | 69,101 |
| 2025-07 | 10,890 | 21.78% | 79,992 |
| 2025-08 | 883 | 1.77% | 80,874 |
| 2025-09 | -1,317 | -2.63% | 79,557 |
| 2025-10 | 266 | 0.53% | 79,823 |
| 2025-11 | -2,086 | -4.17% | 77,737 |
| 2025-12 | 1,132 | 2.26% | 78,869 |
| 2026-01 | 232 | 0.46% | 79,101 |
| 2026-02 | -84 | -0.17% | 79,018 |
| 2026-03 | -3,434 | -6.87% | 75,584 |
| 2026-04 | -401 | -0.80% | 75,183 |
| 2026-05 | 533 | 1.07% | 75,716 |
| 2026-06 | 991 | 1.98% | 76,707 |
| 2026-07 | -671 | -1.34% | 76,037 |
年度收益
| 年份 | 年盈亏 | 年收益/5万 | 年末权益 |
|---|---|---|---|
| 2025 | 28,869 | 57.74% | 78,869 |
| 2026-YTD | -2,833 | -5.67% | 76,037 |