Dualmak策略 - SR

SR / 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66,666
总收益 / 5万33.33%
最大回撤 / 5万15.08%
夏普率0.55
胜率38.98%
盈亏比1.67
平均盈亏比2.61
平仓笔数59
手续费合计354
最大保证金占用4,310
最高资金使用率8.62%
连续回撤周数77
连续盈利周数7
最大回撤时间2025-04-28 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/SR.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
2022-01-18 20:00:00REVERSE_CLOSECZCE.SR205-15700.05844.0-1,443
2022-01-25 08:00:00REVERSE_CLOSECZCE.SR20515844.05767.0-773
2022-03-03 12:00:00REVERSE_CLOSECZCE.SR205-15767.05819.0-523
2022-04-26 20:00:00REVERSE_CLOSECZCE.SR20515819.05811.0-83
2022-05-18 12:00:00REVERSE_CLOSECZCE.SR209-15900.05954.0-543
2022-06-16 20:00:00REVERSE_CLOSECZCE.SR20915954.05950.0-43
2022-08-31 20:00:00DELIVERY_ROLL_CLOSECZCE.SR209-15950.05474.04,757
2022-09-15 20:00:00REVERSE_CLOSECZCE.SR301-15520.05622.0-1,023
2022-09-27 20:00:00REVERSE_CLOSECZCE.SR30115622.05555.0-673
2022-10-11 20:00:00REVERSE_CLOSECZCE.SR301-15555.05580.0-253
2022-10-26 08:00:00REVERSE_CLOSECZCE.SR30115580.05557.0-233
2022-11-10 20:00:00REVERSE_CLOSECZCE.SR301-15557.05650.0-933
2022-11-22 08:00:00REVERSE_CLOSECZCE.SR30115650.05643.0-73
2022-12-12 20:00:00REVERSE_CLOSECZCE.SR301-15643.05675.0-323
2023-01-05 20:00:00REVERSE_CLOSECZCE.SR30315670.05675.047
2023-01-31 12:00:00REVERSE_CLOSECZCE.SR303-15675.05872.0-1,973
2023-02-28 20:00:00DELIVERY_ROLL_CLOSECZCE.SR30315872.05920.0477
2023-04-28 12:00:00DELIVERY_ROLL_CLOSECZCE.SR30515938.07034.010,957
2023-05-15 20:00:00REVERSE_CLOSECZCE.SR30717035.06849.0-1,863
2023-05-17 20:00:00REVERSE_CLOSECZCE.SR307-16849.06913.0-643
2023-05-30 08:00:00REVERSE_CLOSECZCE.SR30716913.06981.0677
2023-08-07 20:00:00REVERSE_CLOSECZCE.SR309-16884.06800.0837
2023-09-13 12:00:00REVERSE_CLOSECZCE.SR40116671.06907.02,357
2023-11-06 20:00:00REVERSE_CLOSECZCE.SR401-16907.06932.0-253
2023-11-17 20:00:00REVERSE_CLOSECZCE.SR40116932.06847.0-853
2023-12-29 12:00:00DELIVERY_ROLL_CLOSECZCE.SR401-16847.06369.04,777
2024-01-18 08:00:00REVERSE_CLOSECZCE.SR405-16307.06345.0-383
2024-02-21 20:00:00REVERSE_CLOSECZCE.SR40516345.06357.0117
2024-03-13 20:00:00REVERSE_CLOSECZCE.SR405-16357.06458.0-1,013
2024-03-27 08:00:00REVERSE_CLOSECZCE.SR40516458.06500.0417
2024-03-28 12:00:00REVERSE_CLOSECZCE.SR405-16500.06468.0317
2024-04-12 12:00:00REVERSE_CLOSECZCE.SR40516468.06521.0527
2024-06-07 12:00:00REVERSE_CLOSECZCE.SR409-16391.06304.0867
2024-06-13 20:00:00REVERSE_CLOSECZCE.SR40916304.06170.0-1,343
2024-08-30 20:00:00DELIVERY_ROLL_CLOSECZCE.SR409-16170.05699.04,707
2024-09-20 12:00:00REVERSE_CLOSECZCE.SR501-15642.05858.0-2,163
2024-11-06 08:00:00REVERSE_CLOSECZCE.SR50115858.05820.0-383
2024-11-12 20:00:00REVERSE_CLOSECZCE.SR501-15820.05940.0-1,203
2024-12-18 08:00:00REVERSE_CLOSECZCE.SR50115940.06013.0727
2025-02-14 08:00:00REVERSE_CLOSECZCE.SR505-15947.05969.0-223
2025-03-05 08:00:00REVERSE_CLOSECZCE.SR50515969.05887.0-823
2025-03-14 12:00:00REVERSE_CLOSECZCE.SR505-15887.06027.0-1,403
2025-04-09 08:00:00REVERSE_CLOSECZCE.SR50516027.06043.0157
2025-04-30 12:00:00DELIVERY_ROLL_CLOSECZCE.SR505-16043.06050.0-73
2025-07-10 08:00:00REVERSE_CLOSECZCE.SR509-15887.05791.0957
2025-08-01 12:00:00REVERSE_CLOSECZCE.SR50915791.05744.0-473
2025-08-29 20:00:00DELIVERY_ROLL_CLOSECZCE.SR509-15744.05615.01,287
2025-11-04 20:00:00REVERSE_CLOSECZCE.SR601-15606.05473.01,327
2025-11-06 20:00:00REVERSE_CLOSECZCE.SR60115473.05456.0-173
2025-12-31 12:00:00DELIVERY_ROLL_CLOSECZCE.SR601-15456.05264.01,917
2026-01-14 12:00:00REVERSE_CLOSECZCE.SR605-15251.05301.0-503
2026-01-20 08:00:00REVERSE_CLOSECZCE.SR60515301.05233.0-683
2026-01-30 20:00:00REVERSE_CLOSECZCE.SR605-15233.05230.027
2026-04-02 08:00:00REVERSE_CLOSECZCE.SR60515230.05346.01,157
2026-04-27 08:00:00REVERSE_CLOSECZCE.SR605-15346.05361.0-153
2026-05-20 20:00:00REVERSE_CLOSECZCE.SR60915401.05390.0-113
2026-06-02 12:00:00REVERSE_CLOSECZCE.SR609-15390.05435.0-453
2026-06-08 08:00:00REVERSE_CLOSECZCE.SR60915435.05320.0-1,153
2026-07-31 12:00:00FINAL_CLOSECZCE.SR609-15320.05053.02,667

每周收益

周末周盈亏周收益/5万周末权益
2022-01-0700.00%50,000
2022-01-14-1,153-2.31%48,847
2022-01-21-776-1.55%48,071
2022-01-283140.63%48,385
2022-02-11-180-0.36%48,205
2022-02-181500.30%48,355
2022-02-25700.14%48,425
2022-03-04-906-1.81%47,519
2022-03-111100.22%47,629
2022-03-18-850-1.70%46,779
2022-03-256001.20%47,379
2022-04-01-400-0.80%46,979
2022-04-081,4802.96%48,459
2022-04-153000.60%48,759
2022-04-22-970-1.94%47,789
2022-04-29-386-0.77%47,403
2022-05-06800.16%47,483
2022-05-13-20-0.04%47,463
2022-05-20-636-1.27%46,827
2022-05-275701.14%47,397
2022-06-035801.16%47,977
2022-06-10-490-0.98%47,487
2022-06-17-626-1.25%46,861
2022-06-245301.06%47,391
2022-07-017301.46%48,121
2022-07-08-300-0.60%47,821
2022-07-15300.06%47,851
2022-07-221,8403.68%49,691
2022-07-29-1,570-3.14%48,121
2022-08-051,8003.60%49,921
2022-08-12-830-1.66%49,091
2022-08-199601.92%50,051
2022-08-262000.40%50,251
2022-09-021,0242.05%51,275
2022-09-09-40-0.08%51,235
2022-09-16-1,156-2.31%50,079
2022-09-23-340-0.68%49,739
2022-09-301,0142.03%50,753
2022-10-14-796-1.59%49,957
2022-10-21-40-0.08%49,917
2022-10-28-116-0.23%49,801
2022-11-04-1,110-2.22%48,691
2022-11-113240.65%49,015
2022-11-18-440-0.88%48,575
2022-11-25-296-0.59%48,279
2022-12-024500.90%48,729
2022-12-09-1,030-2.06%47,699
2022-12-167341.47%48,433
2022-12-235301.06%48,963
2022-12-30-40-0.08%48,923
2023-01-06-986-1.97%47,937
2023-01-136001.20%48,537
2023-01-20-1,030-2.06%47,507
2023-02-03-1,416-2.83%46,091
2023-02-102800.56%46,371
2023-02-17-250-0.50%46,121
2023-02-24500.10%46,171
2023-03-031,6143.23%47,785
2023-03-102,2104.42%49,995
2023-03-17-1,720-3.44%48,275
2023-03-241500.30%48,425
2023-03-313,4906.98%51,915
2023-04-072,2404.48%54,155
2023-04-14-710-1.42%53,445
2023-04-211,2202.44%54,665
2023-04-282,6245.25%57,289
2023-05-05-520-1.04%56,769
2023-05-12-1,680-3.36%55,089
2023-05-195581.12%55,647
2023-05-261200.24%55,767
2023-06-029341.87%56,701
2023-06-09-2,390-4.78%54,311
2023-06-161700.34%54,481
2023-06-232400.48%54,721
2023-06-301,9203.84%56,641
2023-07-07-250-0.50%56,391
2023-07-14-1,310-2.62%55,081
2023-07-215901.18%55,671
2023-07-288901.78%56,561
2023-08-04-220-0.44%56,341
2023-08-112,2144.43%58,555
2023-08-18-20-0.04%58,535
2023-08-25800.16%58,615
2023-09-011,2202.44%59,835
2023-09-084600.92%60,295
2023-09-15-1,596-3.19%58,699
2023-09-22-390-0.78%58,309
2023-09-29-70-0.14%58,239
2023-10-131,1602.32%59,399
2023-10-20900.18%59,489
2023-10-273900.78%59,879
2023-11-03-1,240-2.48%58,639
2023-11-103040.61%58,943
2023-11-17-1,386-2.77%57,557
2023-11-241500.30%57,707
2023-12-012,4004.80%60,107
2023-12-088101.62%60,917
2023-12-157801.56%61,697
2023-12-227301.46%62,427
2023-12-29-126-0.25%62,301
2024-01-05-150-0.30%62,151
2024-01-121100.22%62,261
2024-01-193840.77%62,645
2024-01-263100.62%62,955
2024-02-027401.48%63,695
2024-02-094300.86%64,125
2024-02-23-1,176-2.35%62,949
2024-03-01700.14%63,019
2024-03-08-330-0.66%62,689
2024-03-15-876-1.75%61,813
2024-03-22-170-0.34%61,643
2024-03-291,8683.74%63,511
2024-04-05-470-0.94%63,041
2024-04-12-906-1.81%62,135
2024-04-192,0604.12%64,195
2024-04-263300.66%64,525
2024-05-03-30-0.06%64,495
2024-05-10-1,450-2.90%63,045
2024-05-171,6303.26%64,675
2024-05-24-90-0.18%64,585
2024-05-311700.34%64,755
2024-06-07-1,656-3.31%63,099
2024-06-14-1,636-3.27%61,463
2024-06-211,0902.18%62,553
2024-06-28-990-1.98%61,563
2024-07-05-820-1.64%60,743
2024-07-121,2902.58%62,033
2024-07-196601.32%62,693
2024-07-26-470-0.94%62,223
2024-08-02-20-0.04%62,203
2024-08-091,0002.00%63,203
2024-08-164200.84%63,623
2024-08-231,5303.06%65,153
2024-08-301,3342.67%66,487
2024-09-062800.56%66,767
2024-09-13-740-1.48%66,027
2024-09-20-1,966-3.93%64,061
2024-09-279301.86%64,991
2024-10-04-100-0.20%64,891
2024-10-113400.68%65,231
2024-10-18-1,090-2.18%64,141
2024-10-259101.82%65,051
2024-11-01-520-1.04%64,531
2024-11-08-1,376-2.75%63,155
2024-11-15-1,326-2.65%61,829
2024-11-227801.56%62,609
2024-11-291,7803.56%64,389
2024-12-06-1,040-2.08%63,349
2024-12-131,0902.18%64,439
2024-12-20-386-0.77%64,053
2024-12-27-440-0.88%63,613
2025-01-03-780-1.56%62,833
2025-01-101,3802.76%64,213
2025-01-178301.66%65,043
2025-01-24-660-1.32%64,383
2025-01-313700.74%64,753
2025-02-07-350-0.70%64,403
2025-02-14-1,076-2.15%63,327
2025-02-213400.68%63,667
2025-02-28-1,000-2.00%62,667
2025-03-07-756-1.51%61,911
2025-03-14-1,046-2.09%60,865
2025-03-216601.32%61,525
2025-03-28900.18%61,615
2025-04-041,0002.00%62,615
2025-04-11-1,626-3.25%60,989
2025-04-18-790-1.58%60,199
2025-04-25-240-0.48%59,959
2025-05-021,1142.23%61,073
2025-05-094200.84%61,493
2025-05-16400.08%61,533
2025-05-231500.30%61,683
2025-05-306301.26%62,313
2025-06-063800.76%62,693
2025-06-137301.46%63,423
2025-06-20-730-1.46%62,693
2025-06-27-690-1.38%62,003
2025-07-042300.46%62,233
2025-07-11840.17%62,317
2025-07-182600.52%62,577
2025-07-251700.34%62,747
2025-08-01-986-1.97%61,761
2025-08-083600.72%62,121
2025-08-15-370-0.74%61,751
2025-08-22-20-0.04%61,731
2025-08-291,1042.21%62,835
2025-09-057401.48%63,575
2025-09-12-120-0.24%63,455
2025-09-198201.64%64,275
2025-09-26-280-0.56%63,995
2025-10-03-30-0.06%63,965
2025-10-10400.08%64,005
2025-10-175201.04%64,525
2025-10-24600.12%64,585
2025-10-31-340-0.68%64,245
2025-11-07-372-0.74%63,873
2025-11-14400.08%63,913
2025-11-211,2602.52%65,173
2025-11-28-590-1.18%64,583
2025-12-057201.44%65,303
2025-12-1200.00%65,303
2025-12-191,1802.36%66,483
2025-12-26-800-1.60%65,683
2026-01-022140.43%65,897
2026-01-09-330-0.66%65,567
2026-01-16-766-1.53%64,801
2026-01-235541.11%65,355
2026-01-30-666-1.33%64,689
2026-02-06800.16%64,769
2026-02-13-230-0.46%64,539
2026-02-278201.64%65,359
2026-03-061,0102.02%66,369
2026-03-134300.86%66,799
2026-03-202300.46%67,029
2026-03-272100.42%67,239
2026-04-03-1,066-2.13%66,173
2026-04-102200.44%66,393
2026-04-171400.28%66,533
2026-04-24-800-1.60%65,733
2026-05-01440.09%65,777
2026-05-085801.16%66,357
2026-05-15-250-0.50%66,107
2026-05-22-216-0.43%65,891
2026-05-29-500-1.00%65,391
2026-06-05-1,346-2.69%64,045
2026-06-12-56-0.11%63,989
2026-06-19100.02%63,999
2026-06-265801.16%64,579
2026-07-03-570-1.14%64,009
2026-07-105801.16%64,589
2026-07-171,1802.36%65,769
2026-07-24-110-0.22%65,659
2026-07-311,0072.01%66,666

月度收益

月份月盈亏月收益/5万月末权益
2022-01-1,615-3.23%48,385
2022-021500.30%48,535
2022-03-1,436-2.87%47,099
2022-043040.61%47,403
2022-053140.63%47,717
2022-0640.01%47,721
2022-074000.80%48,121
2022-083,2046.41%51,325
2022-09-572-1.14%50,753
2022-10-1,482-2.96%49,271
2022-11-632-1.26%48,639
2022-122840.57%48,923
2023-01-2,962-5.92%45,961
2023-023740.75%46,335
2023-035,58011.16%51,915
2023-045,37410.75%57,289
2023-05-1,708-3.42%55,581
2023-061,0602.12%56,641
2023-072400.48%56,881
2023-082,3644.73%59,245
2023-09-1,006-2.01%58,239
2023-101,3902.78%59,629
2023-11-682-1.36%58,947
2023-123,3546.71%62,301
2024-019641.93%63,265
2024-021140.23%63,379
2024-031320.26%63,511
2024-049841.97%64,495
2024-052600.52%64,755
2024-06-3,192-6.38%61,563
2024-072100.42%61,773
2024-084,7149.43%66,487
2024-09-1,596-3.19%64,891
2024-10800.16%64,971
2024-11-582-1.16%64,389
2024-12-1,076-2.15%63,313
2025-011,4402.88%64,753
2025-02-2,086-4.17%62,667
2025-03-622-1.24%62,045
2025-04-972-1.94%61,073
2025-051,2402.48%62,313
2025-06-260-0.52%62,053
2025-07-96-0.19%61,957
2025-088781.76%62,835
2025-091,1302.26%63,965
2025-102800.56%64,245
2025-113380.68%64,583
2025-121,3142.63%65,897
2026-01-1,208-2.42%64,689
2026-026701.34%65,359
2026-031,2502.50%66,609
2026-04-832-1.66%65,777
2026-05-386-0.77%65,391
2026-06-812-1.62%64,579
2026-072,0874.17%66,666

年度收益

年份年盈亏年收益/5万年末权益
2022-1,077-2.15%48,923
202313,37826.76%62,301
20241,0122.02%63,313
20252,5845.17%65,897
2026-YTD7691.54%66,666