Dualmak策略 - SP

SP / 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67,819
总收益 / 5万35.64%
最大回撤 / 5万29.44%
夏普率0.35
胜率32.14%
盈亏比1.37
平均盈亏比2.90
平仓笔数56
手续费合计321
最大保证金占用6,716
最高资金使用率13.43%
连续回撤周数64
连续盈利周数7
最大回撤时间2026-07-31 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/SP.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
2022-04-01 08:00:00REVERSE_CLOSESHFE.sp220516032.06780.07,477
2022-04-18 08:00:00REVERSE_CLOSESHFE.sp2205-16780.06976.0-1,963
2022-05-25 20:00:00REVERSE_CLOSESHFE.sp220917056.07166.01,096
2022-07-26 08:00:00REVERSE_CLOSESHFE.sp2209-17166.06848.03,177
2022-08-17 08:00:00REVERSE_CLOSESHFE.sp220916848.06880.0317
2022-09-02 12:00:00REVERSE_CLOSESHFE.sp2301-16324.06636.0-3,123
2022-10-17 12:00:00REVERSE_CLOSESHFE.sp230116636.06742.01,057
2022-11-15 20:00:00REVERSE_CLOSESHFE.sp2301-16742.06776.0-343
2022-12-16 12:00:00REVERSE_CLOSESHFE.sp230116776.06956.01,797
2023-01-30 20:00:00REVERSE_CLOSESHFE.sp2305-16556.06796.0-2,403
2023-02-14 12:00:00REVERSE_CLOSESHFE.sp230516796.06582.0-2,143
2023-04-28 12:00:00DELIVERY_ROLL_CLOSESHFE.sp2305-16582.04932.016,498
2023-05-16 20:00:00REVERSE_CLOSESHFE.sp2309-15058.05270.0-2,123
2023-05-29 08:00:00REVERSE_CLOSESHFE.sp230915270.05148.0-1,223
2023-06-14 08:00:00REVERSE_CLOSESHFE.sp2309-15148.05162.0-143
2023-08-17 12:00:00REVERSE_CLOSESHFE.sp230915162.05194.0317
2023-08-24 20:00:00REVERSE_CLOSESHFE.sp2401-15388.05604.0-2,163
2023-10-26 12:00:00REVERSE_CLOSESHFE.sp240115604.05986.03,817
2023-12-19 20:00:00REVERSE_CLOSESHFE.sp2401-15986.05648.03,377
2024-01-11 08:00:00REVERSE_CLOSESHFE.sp240515694.05714.0197
2024-02-21 12:00:00REVERSE_CLOSESHFE.sp2405-15714.05786.0-723
2024-04-30 12:00:00DELIVERY_ROLL_CLOSESHFE.sp240515786.06224.04,377
2024-05-14 12:00:00REVERSE_CLOSESHFE.sp240916372.06296.0-763
2024-05-20 08:00:00REVERSE_CLOSESHFE.sp2409-16296.06376.0-803
2024-05-30 20:00:00REVERSE_CLOSESHFE.sp240916376.06264.0-1,123
2024-08-02 20:00:00REVERSE_CLOSESHFE.sp2409-16264.05770.04,937
2024-08-15 20:00:00REVERSE_CLOSESHFE.sp240915770.05650.0-1,203
2024-08-22 20:00:00REVERSE_CLOSESHFE.sp2409-15650.05760.0-1,103
2024-09-10 08:00:00REVERSE_CLOSESHFE.sp250115910.05772.0-1,383
2024-09-27 08:00:00REVERSE_CLOSESHFE.sp2501-15772.05836.0-643
2024-10-30 12:00:00REVERSE_CLOSESHFE.sp250115836.05816.0-203
2024-11-15 08:00:00REVERSE_CLOSESHFE.sp2501-15816.05890.0-743
2024-11-27 20:00:00REVERSE_CLOSESHFE.sp250115890.05848.0-423
2024-12-26 12:00:00REVERSE_CLOSESHFE.sp2501-15848.05862.0-143
2025-02-25 20:00:00REVERSE_CLOSESHFE.sp250315920.05894.0-263
2025-04-30 12:00:00DELIVERY_ROLL_CLOSESHFE.sp2505-15968.05116.08,517
2025-05-21 12:00:00REVERSE_CLOSESHFE.sp2507-15120.05428.0-3,083
2025-05-29 08:00:00REVERSE_CLOSESHFE.sp250715428.05308.0-1,203
2025-06-30 20:00:00DELIVERY_ROLL_CLOSESHFE.sp2507-15308.05020.02,877
2025-07-14 08:00:00REVERSE_CLOSESHFE.sp2509-15036.05244.0-2,083
2025-08-08 12:00:00REVERSE_CLOSESHFE.sp250915244.05188.0-563
2025-09-17 08:00:00REVERSE_CLOSESHFE.sp2511-15206.05084.01,217
2025-10-09 12:00:00REVERSE_CLOSESHFE.sp251115084.04796.0-2,882
2025-10-22 12:00:00REVERSE_CLOSESHFE.sp2511-14796.04870.0-742
2025-11-27 08:00:00REVERSE_CLOSESHFE.sp260115234.05180.0-543
2025-12-04 20:00:00REVERSE_CLOSESHFE.sp2601-15180.05492.0-3,123
2025-12-31 12:00:00DELIVERY_ROLL_CLOSESHFE.sp260115492.05460.0-323
2026-01-14 20:00:00REVERSE_CLOSESHFE.sp260515532.05500.0-323
2026-04-23 08:00:00REVERSE_CLOSESHFE.sp2605-15500.05060.04,397
2026-04-27 12:00:00REVERSE_CLOSESHFE.sp260915148.05084.0-643
2026-05-13 12:00:00REVERSE_CLOSESHFE.sp2609-15084.05150.0-663
2026-05-20 12:00:00REVERSE_CLOSESHFE.sp260915150.05014.0-1,363
2026-06-18 08:00:00REVERSE_CLOSESHFE.sp2609-15014.04950.0638
2026-06-24 08:00:00REVERSE_CLOSESHFE.sp260914950.04714.0-2,362
2026-07-13 20:00:00REVERSE_CLOSESHFE.sp2609-14714.04846.0-1,322
2026-07-31 12:00:00FINAL_CLOSESHFE.sp260914846.04672.0-1,742

每周收益

周末周盈亏周收益/5万周末权益
2022-01-072,0374.07%52,037
2022-01-14-1,120-2.24%50,917
2022-01-211,3402.68%52,257
2022-01-283800.76%52,637
2022-02-111,3002.60%53,937
2022-02-189801.96%54,917
2022-02-251,5403.08%56,457
2022-03-043,0206.04%59,477
2022-03-116601.32%60,137
2022-03-18-2,780-5.56%57,357
2022-03-254400.88%57,797
2022-04-01-287-0.57%57,510
2022-04-0800.00%57,510
2022-04-15-2,000-4.00%55,510
2022-04-229331.87%56,443
2022-04-291,2602.52%57,703
2022-05-06400.08%57,743
2022-05-133200.64%58,063
2022-05-207201.44%58,783
2022-05-27-3,007-6.01%55,776
2022-06-0300.00%55,776
2022-06-101,4802.96%57,256
2022-06-172,2004.40%59,456
2022-06-243,4006.80%62,856
2022-07-01-1,580-3.16%61,276
2022-07-081,1002.20%62,376
2022-07-15-460-0.92%61,916
2022-07-22-3,060-6.12%58,856
2022-07-295,43310.87%64,289
2022-08-05-2,200-4.40%62,089
2022-08-12-1,840-3.68%60,249
2022-08-19-1,607-3.21%58,643
2022-08-26-1,520-3.04%57,123
2022-09-02-367-0.73%56,756
2022-09-091,5803.16%58,336
2022-09-162,4004.80%60,736
2022-09-23-2,840-5.68%57,896
2022-09-301,6003.20%59,496
2022-10-14-2,020-4.04%57,476
2022-10-211730.35%57,649
2022-10-281,5203.04%59,169
2022-11-04-1,840-3.68%57,329
2022-11-111000.20%57,429
2022-11-181,8333.67%59,262
2022-11-259801.96%60,242
2022-12-022,5805.16%62,822
2022-12-091,4202.84%64,242
2022-12-16-4,747-9.49%59,496
2022-12-23-1,240-2.48%58,256
2022-12-30-500-1.00%57,756
2023-01-064600.92%58,216
2023-01-132,0604.12%60,276
2023-01-20-3,200-6.40%57,076
2023-02-037531.51%57,829
2023-02-10-1,960-3.92%55,869
2023-02-17-1,047-2.09%54,822
2023-02-241,2602.52%56,082
2023-03-038201.64%56,902
2023-03-102,8405.68%59,742
2023-03-172,9205.84%62,662
2023-03-24-560-1.12%62,102
2023-03-312,8805.76%64,982
2023-04-07-520-1.04%64,462
2023-04-142,0804.16%66,542
2023-04-211,7203.44%68,262
2023-04-283,1356.27%71,397
2023-05-05-1,320-2.64%70,077
2023-05-12-900-1.80%69,177
2023-05-191550.31%69,332
2023-05-26-1,340-2.68%67,992
2023-06-021550.31%68,147
2023-06-09-20-0.04%68,127
2023-06-16150.03%68,142
2023-06-23-280-0.56%67,862
2023-06-303000.60%68,162
2023-07-071,3802.76%69,542
2023-07-14-880-1.76%68,662
2023-07-21-140-0.28%68,522
2023-07-282,4404.88%70,962
2023-08-04-1,600-3.20%69,362
2023-08-111800.36%69,542
2023-08-18-1,325-2.65%68,216
2023-08-25-1,926-3.85%66,291
2023-09-012,1604.32%68,451
2023-09-08-1,480-2.96%66,971
2023-09-151,5203.04%68,491
2023-09-222,3004.60%70,791
2023-09-292,0404.08%72,831
2023-10-13-160-0.32%72,671
2023-10-20-2,080-4.16%70,591
2023-10-27-86-0.17%70,505
2023-11-03-2,660-5.32%67,845
2023-11-102,0604.12%69,905
2023-11-17-820-1.64%69,085
2023-11-242,1004.20%71,185
2023-12-012,8805.76%74,065
2023-12-08-1,340-2.68%72,725
2023-12-154800.96%73,205
2023-12-221,5143.03%74,719
2023-12-29-2,020-4.04%72,699
2024-01-052,6405.28%75,339
2024-01-12-1,986-3.97%73,353
2024-01-194200.84%73,773
2024-01-26-580-1.16%73,193
2024-02-021,1402.28%74,333
2024-02-095401.08%74,873
2024-02-23-1,666-3.33%73,208
2024-03-012600.52%73,468
2024-03-081,2002.40%74,668
2024-03-156801.36%75,348
2024-03-227601.52%76,108
2024-03-29-40-0.08%76,068
2024-04-05-800-1.60%75,268
2024-04-122,5005.00%77,768
2024-04-19-1,260-2.52%76,508
2024-04-261200.24%76,628
2024-05-034540.91%77,081
2024-05-10-1,680-3.36%75,401
2024-05-171340.27%75,535
2024-05-24-866-1.73%74,669
2024-05-311,4742.95%76,142
2024-06-071400.28%76,282
2024-06-141,1402.28%77,422
2024-06-216401.28%78,062
2024-06-28-840-1.68%77,222
2024-07-052,1004.20%79,322
2024-07-123200.64%79,642
2024-07-196001.20%80,242
2024-07-26-60-0.12%80,182
2024-08-02-1,346-2.69%78,837
2024-08-09-440-0.88%78,397
2024-08-16-386-0.77%78,011
2024-08-23-1,346-2.69%76,665
2024-08-301,5003.00%78,165
2024-09-06-2,500-5.00%75,665
2024-09-131,0142.03%76,679
2024-09-20-920-1.84%75,759
2024-09-27-366-0.73%75,394
2024-10-043400.68%75,734
2024-10-113000.60%76,034
2024-10-18-480-0.96%75,554
2024-10-25-780-1.56%74,774
2024-11-016341.27%75,408
2024-11-08-1,140-2.28%74,268
2024-11-15-286-0.57%73,982
2024-11-223800.76%74,362
2024-11-29-946-1.89%73,416
2024-12-066601.32%74,076
2024-12-135601.12%74,636
2024-12-20-180-0.36%74,456
2024-12-27-726-1.45%73,730
2025-01-031,4002.80%75,130
2025-01-10-1,720-3.44%73,410
2025-01-178401.68%74,250
2025-01-241,5203.04%75,770
2025-01-31-300-0.60%75,470
2025-02-071400.28%75,610
2025-02-14-960-1.92%74,650
2025-02-21-740-1.48%73,910
2025-02-28-366-0.73%73,544
2025-03-077801.56%74,324
2025-03-14-300-0.60%74,024
2025-03-211,3202.64%75,344
2025-03-284600.92%75,804
2025-04-041,5403.08%77,344
2025-04-111,2802.56%78,624
2025-04-18-780-1.56%77,844
2025-04-253800.76%78,224
2025-05-023,4756.95%81,699
2025-05-09-720-1.44%80,979
2025-05-16-2,300-4.60%78,679
2025-05-234150.83%79,094
2025-05-30-2,745-5.49%76,348
2025-06-061,3002.60%77,648
2025-06-133800.76%78,028
2025-06-20-600-1.20%77,428
2025-06-272,4404.88%79,868
2025-07-04150.03%79,883
2025-07-11-1,740-3.48%78,143
2025-07-188751.75%79,018
2025-07-257001.40%79,718
2025-08-01-2,100-4.20%77,618
2025-08-08350.07%77,653
2025-08-15-920-1.84%76,733
2025-08-221,6203.24%78,353
2025-08-291,1002.20%79,453
2025-09-053800.76%79,833
2025-09-12-260-0.52%79,573
2025-09-19-1,625-3.25%77,948
2025-09-26-740-1.48%77,208
2025-10-03-860-1.72%76,348
2025-10-10-425-0.85%75,923
2025-10-17-560-1.12%75,363
2025-10-24150.03%75,378
2025-10-31-160-0.32%75,218
2025-11-071,8403.68%77,058
2025-11-146401.28%77,698
2025-11-21-2,580-5.16%75,118
2025-11-28-425-0.85%74,693
2025-12-05-3,825-7.65%70,867
2025-12-123800.76%71,247
2025-12-196801.36%71,927
2025-12-26-300-0.60%71,627
2026-01-02-405-0.81%71,222
2026-01-091600.32%71,382
2026-01-167541.51%72,136
2026-01-233000.60%72,436
2026-01-301200.24%72,556
2026-02-061,1802.36%73,736
2026-02-13-440-0.88%73,296
2026-02-272000.40%73,496
2026-03-06-980-1.96%72,516
2026-03-135801.16%73,096
2026-03-209601.92%74,056
2026-03-27-60-0.12%73,996
2026-04-039401.88%74,936
2026-04-101,2002.40%76,136
2026-04-17-440-0.88%75,696
2026-04-24-1,265-2.53%74,431
2026-05-013350.67%74,766
2026-05-08-80-0.16%74,686
2026-05-15-1,765-3.53%72,921
2026-05-226951.39%73,616
2026-05-293400.68%73,956
2026-06-052400.48%74,196
2026-06-12-760-1.52%73,436
2026-06-19-1,025-2.05%72,411
2026-06-26-605-1.21%71,806
2026-07-03-1,260-2.52%70,546
2026-07-10-1,100-2.20%69,446
2026-07-17-365-0.73%69,081
2026-07-243200.64%69,401
2026-07-31-1,582-3.16%67,819

月度收益

月份月盈亏月收益/5万月末权益
2022-012,6375.27%52,637
2022-023,8207.64%56,457
2022-031,0202.04%57,477
2022-042260.45%57,703
2022-057131.43%58,416
2022-061,6803.36%60,096
2022-074,1938.39%64,289
2022-08-6,807-13.61%57,483
2022-092,0134.03%59,496
2022-10-967-1.93%58,529
2022-111,4532.91%59,982
2022-12-2,227-4.45%57,756
2023-01530.11%57,809
2023-02-1,907-3.81%55,902
2023-039,08018.16%64,982
2023-046,41512.83%71,397
2023-05-3,050-6.10%68,347
2023-06-185-0.37%68,162
2023-072,4404.88%70,602
2023-08-4,131-8.26%66,471
2023-096,36012.72%72,831
2023-10-3,366-6.73%69,465
2023-113,8607.72%73,325
2023-12-626-1.25%72,699
2024-017941.59%73,493
2024-021340.27%73,628
2024-032,4404.88%76,068
2024-041,0142.03%77,081
2024-05-939-1.88%76,142
2024-061,0802.16%77,222
2024-072,1804.36%79,402
2024-08-1,237-2.47%78,165
2024-09-2,432-4.86%75,734
2024-10-786-1.57%74,948
2024-11-1,532-3.06%73,416
2024-122740.55%73,690
2025-011,7803.56%75,470
2025-02-1,926-3.85%73,544
2025-033,1406.28%76,684
2025-045,01510.03%81,699
2025-05-5,351-10.70%76,348
2025-063,9357.87%80,283
2025-07-2,465-4.93%77,818
2025-081,6353.27%79,453
2025-09-3,105-6.21%76,348
2025-10-1,130-2.26%75,218
2025-11-525-1.05%74,693
2025-12-3,471-6.94%71,222
2026-011,3342.67%72,556
2026-029401.88%73,496
2026-031,3802.76%74,876
2026-04-110-0.22%74,766
2026-05-810-1.62%73,956
2026-06-3,030-6.06%70,926
2026-07-3,107-6.21%67,819

年度收益

年份年盈亏年收益/5万年末权益
20227,75615.51%57,756
202314,94329.89%72,699
20249911.98%73,690
2025-2,468-4.94%71,222
2026-YTD-3,403-6.81%67,819