Dualmak策略 - TA

TA / 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58,177
总收益 / 5万16.35%
最大回撤 / 5万23.82%
夏普率0.22
胜率40.91%
盈亏比1.28
平均盈亏比1.85
平仓笔数66
手续费合计393
最大保证金占用5,001
最高资金使用率10.00%
连续回撤周数58
连续盈利周数10
最大回撤时间2025-12-19 08:00:00

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/TA.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
2022-02-21 12:00:00REVERSE_CLOSECZCE.TA20515018.05376.01,787
2022-02-25 08:00:00REVERSE_CLOSECZCE.TA205-15376.05602.0-1,133
2022-04-29 12:00:00DELIVERY_ROLL_CLOSECZCE.TA20515602.06434.04,157
2022-06-23 12:00:00REVERSE_CLOSECZCE.TA20916368.06790.02,107
2022-07-28 20:00:00REVERSE_CLOSECZCE.TA209-16790.05950.04,197
2022-08-18 20:00:00REVERSE_CLOSECZCE.TA20915950.06004.0267
2022-08-23 20:00:00REVERSE_CLOSECZCE.TA301-15536.05602.0-333
2022-09-21 12:00:00REVERSE_CLOSECZCE.TA30115602.05544.0-293
2022-11-04 20:00:00REVERSE_CLOSECZCE.TA301-15544.05434.0547
2022-11-23 12:00:00REVERSE_CLOSECZCE.TA30115434.05124.0-1,553
2022-12-12 12:00:00REVERSE_CLOSECZCE.TA301-15124.05170.0-233
2023-02-15 20:00:00REVERSE_CLOSECZCE.TA30515136.05464.01,637
2023-02-22 12:00:00REVERSE_CLOSECZCE.TA305-15464.05660.0-983
2023-03-16 12:00:00REVERSE_CLOSECZCE.TA30515660.05512.0-743
2023-03-22 08:00:00REVERSE_CLOSECZCE.TA305-15512.05900.0-1,943
2023-04-21 20:00:00REVERSE_CLOSECZCE.TA30515900.06260.01,797
2023-05-29 08:00:00REVERSE_CLOSECZCE.TA309-15746.05450.01,477
2023-08-07 08:00:00REVERSE_CLOSECZCE.TA30915450.05810.01,797
2023-08-11 12:00:00REVERSE_CLOSECZCE.TA309-15810.05922.0-563
2023-08-16 12:00:00REVERSE_CLOSECZCE.TA40115880.05762.0-593
2023-08-21 08:00:00REVERSE_CLOSECZCE.TA401-15762.05836.0-373
2023-10-11 08:00:00REVERSE_CLOSECZCE.TA40115836.05848.057
2023-10-30 12:00:00REVERSE_CLOSECZCE.TA401-15848.05888.0-203
2023-11-23 20:00:00REVERSE_CLOSECZCE.TA40115888.05774.0-573
2023-12-19 12:00:00REVERSE_CLOSECZCE.TA401-15774.05690.0417
2024-01-17 20:00:00REVERSE_CLOSECZCE.TA40515738.05796.0287
2024-01-19 12:00:00REVERSE_CLOSECZCE.TA405-15796.05886.0-453
2024-02-27 12:00:00REVERSE_CLOSECZCE.TA40515886.05910.0117
2024-02-28 08:00:00REVERSE_CLOSECZCE.TA405-15910.05966.0-283
2024-03-07 08:00:00REVERSE_CLOSECZCE.TA40515966.05834.0-663
2024-03-15 20:00:00REVERSE_CLOSECZCE.TA405-15834.05938.0-523
2024-03-25 08:00:00REVERSE_CLOSECZCE.TA40515938.05846.0-463
2024-03-25 20:00:00REVERSE_CLOSECZCE.TA405-15846.05866.0-100
2024-04-25 12:00:00REVERSE_CLOSECZCE.TA40515866.05890.0117
2024-05-22 08:00:00REVERSE_CLOSECZCE.TA409-15908.05918.0-53
2024-07-10 12:00:00REVERSE_CLOSECZCE.TA40915918.05892.0-133
2024-08-30 20:00:00DELIVERY_ROLL_CLOSECZCE.TA409-15892.05132.03,797
2024-09-27 12:00:00REVERSE_CLOSECZCE.TA501-15264.04966.01,487
2024-10-29 08:00:00REVERSE_CLOSECZCE.TA50114966.04970.017
2024-12-12 12:00:00REVERSE_CLOSECZCE.TA501-14970.04794.0877
2024-12-31 12:00:00DELIVERY_ROLL_CLOSECZCE.TA50114794.04800.027
2025-02-17 12:00:00REVERSE_CLOSECZCE.TA50514892.05120.01,137
2025-02-18 08:00:00REVERSE_CLOSECZCE.TA505-15120.05146.0-133
2025-02-26 12:00:00REVERSE_CLOSECZCE.TA50515146.05000.0-733
2025-03-21 12:00:00REVERSE_CLOSECZCE.TA505-15000.04894.0527
2025-04-09 08:00:00REVERSE_CLOSECZCE.TA50514894.04118.0-3,883
2025-04-28 08:00:00REVERSE_CLOSECZCE.TA505-14118.04550.0-2,163
2025-06-09 12:00:00REVERSE_CLOSECZCE.TA50914478.04598.0597
2025-06-13 20:00:00REVERSE_CLOSECZCE.TA509-14598.04820.0-1,113
2025-07-10 08:00:00REVERSE_CLOSECZCE.TA50914820.04732.0-443
2025-07-21 08:00:00REVERSE_CLOSECZCE.TA509-14732.04770.0-193
2025-08-05 12:00:00REVERSE_CLOSECZCE.TA50914770.04672.0-493
2025-08-21 08:00:00REVERSE_CLOSECZCE.TA509-14672.04732.0-303
2025-09-05 12:00:00REVERSE_CLOSECZCE.TA60114786.04656.0-653
2025-09-25 20:00:00REVERSE_CLOSECZCE.TA601-14656.04676.0-103
2025-10-10 12:00:00REVERSE_CLOSECZCE.TA60114676.04534.0-713
2025-10-27 20:00:00REVERSE_CLOSECZCE.TA601-14534.04610.0-383
2025-12-11 08:00:00REVERSE_CLOSECZCE.TA60114610.04632.0107
2025-12-19 08:00:00REVERSE_CLOSECZCE.TA601-14632.04772.0-703
2026-04-10 12:00:00REVERSE_CLOSECZCE.TA60514834.06284.07,247
2026-04-24 12:00:00REVERSE_CLOSECZCE.TA605-16284.06568.0-1,423
2026-05-14 12:00:00REVERSE_CLOSECZCE.TA60916424.06306.0-593
2026-06-08 20:00:00REVERSE_CLOSECZCE.TA609-16306.06400.0-473
2026-06-17 12:00:00REVERSE_CLOSECZCE.TA60916400.05726.0-3,373
2026-07-13 08:00:00REVERSE_CLOSECZCE.TA609-15726.05568.0787
2026-07-31 12:00:00FINAL_CLOSECZCE.TA60915568.05782.01,067

每周收益

周末周盈亏周收益/5万周末权益
2022-01-071,1672.33%51,167
2022-01-142400.48%51,407
2022-01-21-70-0.14%51,337
2022-01-289601.92%52,297
2022-02-117001.40%52,997
2022-02-18-1,290-2.58%51,707
2022-02-25-1,352-2.70%50,355
2022-03-043,1006.20%53,455
2022-03-11-670-1.34%52,785
2022-03-18-40-0.08%52,745
2022-03-251,2002.40%53,945
2022-04-01-1,510-3.02%52,435
2022-04-08400.08%52,475
2022-04-151,2602.52%53,735
2022-04-22-190-0.38%53,545
2022-04-291,2542.51%54,799
2022-05-06-40-0.08%54,759
2022-05-131,7603.52%56,519
2022-05-20-220-0.44%56,299
2022-05-272700.54%56,569
2022-06-03-70-0.14%56,499
2022-06-103,0806.16%59,579
2022-06-17-1,730-3.46%57,849
2022-06-244340.87%58,283
2022-07-011,1302.26%59,413
2022-07-084800.96%59,893
2022-07-153,5207.04%63,413
2022-07-22-1,410-2.82%62,003
2022-07-29-886-1.77%61,117
2022-08-05-1,460-2.92%59,657
2022-08-121,9403.88%61,597
2022-08-195441.09%62,141
2022-08-26-1,076-2.15%61,065
2022-09-022200.44%61,285
2022-09-091400.28%61,425
2022-09-161000.20%61,525
2022-09-23-326-0.65%61,199
2022-09-303200.64%61,519
2022-10-14-30-0.06%61,489
2022-10-211400.28%61,629
2022-10-281,8403.68%63,469
2022-11-04-2,346-4.69%61,123
2022-11-113400.68%61,463
2022-11-18-920-1.84%60,543
2022-11-25-936-1.87%59,607
2022-12-02-10-0.02%59,597
2022-12-09-20-0.04%59,577
2022-12-161,0242.05%60,601
2022-12-237001.40%61,301
2022-12-302000.40%61,501
2023-01-06-1,170-2.34%60,331
2023-01-131,3302.66%61,661
2023-01-201,3902.78%63,051
2023-02-03-730-1.46%62,321
2023-02-10-1,110-2.22%61,211
2023-02-171040.21%61,315
2023-02-24-1,486-2.97%59,829
2023-03-036501.30%60,479
2023-03-102600.52%60,739
2023-03-17-2,526-5.05%58,213
2023-03-241940.39%58,407
2023-03-311,4402.88%59,847
2023-04-07-480-0.96%59,367
2023-04-146401.28%60,007
2023-04-21-3,056-6.11%56,951
2023-04-282,9105.82%59,861
2023-05-056801.36%60,541
2023-05-121,3402.68%61,881
2023-05-19-600-1.20%61,281
2023-05-26-570-1.14%60,711
2023-06-025941.19%61,305
2023-06-09-290-0.58%61,015
2023-06-163800.76%61,395
2023-06-23-60-0.12%61,335
2023-06-301700.34%61,505
2023-07-079401.88%62,445
2023-07-141700.34%62,615
2023-07-212300.46%62,845
2023-07-281,1202.24%63,965
2023-08-04-1,460-2.92%62,505
2023-08-11-682-1.36%61,823
2023-08-18-856-1.71%60,967
2023-08-258841.77%61,851
2023-09-017701.54%62,621
2023-09-08-230-0.46%62,391
2023-09-151,0702.14%63,461
2023-09-22-570-1.14%62,891
2023-09-29-140-0.28%62,751
2023-10-13-1,416-2.83%61,335
2023-10-202400.48%61,575
2023-10-27-480-0.96%61,095
2023-11-03-146-0.29%60,949
2023-11-10-360-0.72%60,589
2023-11-171,0002.00%61,589
2023-11-24-1,176-2.35%60,413
2023-12-01200.04%60,433
2023-12-081400.28%60,573
2023-12-153300.66%60,903
2023-12-226541.31%61,557
2023-12-29800.16%61,637
2024-01-05400.08%61,677
2024-01-12-720-1.44%60,957
2024-01-19-392-0.78%60,565
2024-01-265901.18%61,155
2024-02-02-960-1.92%60,195
2024-02-094100.82%60,605
2024-02-23500.10%60,655
2024-03-01-462-0.92%60,193
2024-03-08-426-0.85%59,767
2024-03-15-796-1.59%58,971
2024-03-22-320-0.64%58,651
2024-03-292110.42%58,862
2024-04-055201.04%59,382
2024-04-12-340-0.68%59,042
2024-04-19-110-0.22%58,932
2024-04-26-456-0.91%58,476
2024-05-031800.36%58,656
2024-05-105501.10%59,206
2024-05-17-360-0.72%58,846
2024-05-24-106-0.21%58,740
2024-05-31600.12%58,800
2024-06-07-350-0.70%58,450
2024-06-141800.36%58,630
2024-06-21-30-0.06%58,600
2024-06-283100.62%58,910
2024-07-05300.06%58,940
2024-07-12-486-0.97%58,454
2024-07-192700.54%58,724
2024-07-264400.88%59,164
2024-08-022300.46%59,394
2024-08-098101.62%60,204
2024-08-165101.02%60,714
2024-08-236501.30%61,364
2024-08-308941.79%62,258
2024-09-061,6803.36%63,938
2024-09-132300.46%64,168
2024-09-204200.84%64,588
2024-09-27-646-1.29%63,942
2024-10-049401.88%64,882
2024-10-114300.86%65,312
2024-10-18-1,730-3.46%63,582
2024-10-254500.90%64,032
2024-11-0140.01%64,036
2024-11-08200.04%64,056
2024-11-155501.10%64,606
2024-11-22-340-0.68%64,266
2024-11-293800.76%64,646
2024-12-065901.18%65,236
2024-12-13-536-1.07%64,700
2024-12-20700.14%64,770
2024-12-27-360-0.72%64,410
2025-01-038141.63%65,224
2025-01-105601.12%65,784
2025-01-176101.22%66,394
2025-01-24-1,100-2.20%65,294
2025-01-31-140-0.28%65,154
2025-02-076001.20%65,754
2025-02-14-50-0.10%65,704
2025-02-21-272-0.54%65,432
2025-02-28-426-0.85%65,006
2025-03-074300.86%65,436
2025-03-144400.88%65,876
2025-03-21-546-1.09%65,330
2025-03-28-50-0.10%65,280
2025-04-04-300-0.60%64,980
2025-04-11-4,456-8.91%60,524
2025-04-18-150-0.30%60,374
2025-04-25-980-1.96%59,394
2025-05-02-226-0.45%59,168
2025-05-096301.26%59,798
2025-05-161,2502.50%61,048
2025-05-23-110-0.22%60,938
2025-05-30-440-0.88%60,498
2025-06-06-130-0.26%60,368
2025-06-13-1,782-3.56%58,586
2025-06-201,0302.06%59,616
2025-06-27-610-1.22%59,006
2025-07-04-730-1.46%58,276
2025-07-111240.25%58,400
2025-07-18-170-0.34%58,230
2025-07-252240.45%58,454
2025-08-01-470-0.94%57,984
2025-08-08-356-0.71%57,628
2025-08-15400.08%57,668
2025-08-222040.41%57,872
2025-08-29-500-1.00%57,372
2025-09-05-496-0.99%56,876
2025-09-12-190-0.38%56,686
2025-09-193500.70%57,036
2025-09-26-406-0.81%56,630
2025-10-03-380-0.76%56,250
2025-10-10-186-0.37%56,064
2025-10-174200.84%56,484
2025-10-24-570-1.14%55,914
2025-10-31-376-0.75%55,538
2025-11-071800.36%55,718
2025-11-143100.62%56,028
2025-11-21-310-0.62%55,718
2025-11-283300.66%56,048
2025-12-05-130-0.26%55,918
2025-12-12-196-0.39%55,722
2025-12-19-36-0.07%55,686
2025-12-267001.40%56,386
2026-01-02-50-0.10%56,336
2026-01-094800.96%56,816
2026-01-16-860-1.72%55,956
2026-01-231,8803.76%57,836
2026-01-30-500-1.00%57,336
2026-02-06-720-1.44%56,616
2026-02-131900.38%56,806
2026-02-272700.54%57,076
2026-03-065,29010.58%62,366
2026-03-134,1008.20%66,466
2026-03-20-1,550-3.10%64,916
2026-03-27300.06%64,946
2026-04-037801.56%65,726
2026-04-10-3,386-6.77%62,340
2026-04-17-980-1.96%61,360
2026-04-24-306-0.61%61,054
2026-05-011,1602.32%62,214
2026-05-08-1,800-3.60%60,414
2026-05-15-666-1.33%59,748
2026-05-221,2002.40%60,948
2026-05-292500.50%61,198
2026-06-05-1,010-2.02%60,188
2026-06-12-1,156-2.31%59,032
2026-06-19-3,416-6.83%55,616
2026-06-262,0004.00%57,616
2026-07-0300.00%57,616
2026-07-10-500-1.00%57,116
2026-07-171,1742.35%58,290
2026-07-242700.54%58,560
2026-07-31-383-0.77%58,177

月度收益

月份月盈亏月收益/5万月末权益
2022-012,2974.59%52,297
2022-02-1,772-3.54%50,525
2022-032,4604.92%52,985
2022-041,8143.63%54,799
2022-052,2604.52%57,059
2022-061,8043.61%58,863
2022-072,2544.51%61,117
2022-08-302-0.60%60,815
2022-097041.41%61,519
2022-101,7903.58%63,309
2022-11-3,872-7.74%59,437
2022-122,0644.13%61,501
2023-011,4002.80%62,901
2023-02-2,892-5.78%60,009
2023-03-162-0.32%59,847
2023-04140.03%59,861
2023-054240.85%60,285
2023-061,2202.44%61,505
2023-072,0604.12%63,565
2023-08-1,094-2.19%62,471
2023-092800.56%62,751
2023-10-1,802-3.60%60,949
2023-11-636-1.27%60,313
2023-121,3242.65%61,637
2024-01-802-1.60%60,835
2024-02-832-1.66%60,003
2024-03-1,141-2.28%58,862
2024-04-206-0.41%58,656
2024-051440.29%58,800
2024-061100.22%58,910
2024-07640.13%58,974
2024-083,2846.57%62,258
2024-092,6245.25%64,882
2024-10-956-1.91%63,926
2024-117201.44%64,646
2024-1280.02%64,654
2025-015001.00%65,154
2025-02-148-0.30%65,006
2025-034840.97%65,490
2025-04-6,322-12.64%59,168
2025-051,3302.66%60,498
2025-06-1,582-3.16%58,916
2025-07-732-1.46%58,184
2025-08-812-1.62%57,372
2025-09-1,122-2.24%56,250
2025-10-712-1.42%55,538
2025-115101.02%56,048
2025-122880.58%56,336
2026-011,0002.00%57,336
2026-02-260-0.52%57,076
2026-037,76015.52%64,836
2026-04-2,622-5.24%62,214
2026-05-1,016-2.03%61,198
2026-06-3,932-7.86%57,266
2026-079111.82%58,177

年度收益

年份年盈亏年收益/5万年末权益
202211,50123.00%61,501
20231360.27%61,637
20243,0176.03%64,654
2025-8,318-16.64%56,336
2026-YTD1,8413.68%58,177