Dualmak策略 - Y

Y / 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92,195
总收益 / 5万84.39%
最大回撤 / 5万55.20%
夏普率0.54
胜率32.53%
盈亏比1.61
平均盈亏比3.34
平仓笔数83
手续费合计415
最大保证金占用8,497
最高资金使用率16.99%
连续回撤周数89
连续盈利周数8
最大回撤时间2025-07-15 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/Y.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
2022-07-27 20:00:00REVERSE_CLOSEDCE.y2209-111370.09450.019,198
2022-08-31 20:00:00DELIVERY_ROLL_CLOSEDCE.y220919450.010550.010,998
2022-09-02 08:00:00REVERSE_CLOSEDCE.y230119840.09312.0-5,282
2022-10-11 20:00:00REVERSE_CLOSEDCE.y2301-19312.09186.01,258
2022-11-09 08:00:00REVERSE_CLOSEDCE.y230119186.09418.02,318
2022-11-30 12:00:00REVERSE_CLOSEDCE.y2301-19418.09456.0-382
2022-12-12 08:00:00REVERSE_CLOSEDCE.y230119456.09210.0-2,462
2022-12-27 20:00:00REVERSE_CLOSEDCE.y2301-19210.09132.0778
2023-01-09 20:00:00REVERSE_CLOSEDCE.y230518836.08678.0-1,582
2023-01-19 12:00:00REVERSE_CLOSEDCE.y2305-18678.08762.0-842
2023-02-03 08:00:00REVERSE_CLOSEDCE.y230518762.08546.0-2,162
2023-02-17 20:00:00REVERSE_CLOSEDCE.y2305-18546.08850.0-3,042
2023-03-10 12:00:00REVERSE_CLOSEDCE.y230518850.08596.0-2,542
2023-04-03 12:00:00REVERSE_CLOSEDCE.y2305-18596.08302.02,938
2023-04-11 08:00:00REVERSE_CLOSEDCE.y230518302.08170.0-1,322
2023-04-28 12:00:00DELIVERY_ROLL_CLOSEDCE.y2305-18170.07768.04,018
2023-06-12 12:00:00REVERSE_CLOSEDCE.y2309-17468.07186.02,818
2023-08-01 08:00:00REVERSE_CLOSEDCE.y230917186.08010.08,238
2023-08-16 20:00:00REVERSE_CLOSEDCE.y2309-18010.08392.0-3,822
2023-09-13 20:00:00REVERSE_CLOSEDCE.y240118044.08176.01,318
2023-10-18 08:00:00REVERSE_CLOSEDCE.y2401-18176.08154.0218
2023-10-20 20:00:00REVERSE_CLOSEDCE.y240118154.07972.0-1,822
2023-11-02 08:00:00REVERSE_CLOSEDCE.y2401-17972.07944.0278
2023-12-01 12:00:00REVERSE_CLOSEDCE.y240117944.08098.01,538
2023-12-29 12:00:00DELIVERY_ROLL_CLOSEDCE.y2401-18098.07838.02,598
2024-01-22 20:00:00REVERSE_CLOSEDCE.y2405-17522.07560.0-382
2024-01-30 12:00:00REVERSE_CLOSEDCE.y240517560.07262.0-2,982
2024-02-29 08:00:00REVERSE_CLOSEDCE.y2405-17262.07318.0-562
2024-04-12 08:00:00REVERSE_CLOSEDCE.y240517318.07630.03,118
2024-04-24 20:00:00REVERSE_CLOSEDCE.y2409-17632.07634.0-22
2024-04-26 08:00:00REVERSE_CLOSEDCE.y240917634.07580.0-542
2024-04-29 20:00:00REVERSE_CLOSEDCE.y2409-17580.07662.0-822
2024-05-13 08:00:00REVERSE_CLOSEDCE.y240917662.07602.0-602
2024-05-14 20:00:00REVERSE_CLOSEDCE.y2409-17602.07658.0-562
2024-06-14 12:00:00REVERSE_CLOSEDCE.y240917658.07864.02,058
2024-07-02 08:00:00REVERSE_CLOSEDCE.y2409-17864.07910.0-462
2024-07-09 20:00:00REVERSE_CLOSEDCE.y240917910.07750.0-1,602
2024-07-22 12:00:00REVERSE_CLOSEDCE.y2409-17750.07778.0-282
2024-07-25 12:00:00REVERSE_CLOSEDCE.y240917778.07716.0-622
2024-08-26 08:00:00REVERSE_CLOSEDCE.y2409-17716.07504.02,118
2024-11-14 08:00:00REVERSE_CLOSEDCE.y250117530.08260.07,298
2024-12-12 12:00:00REVERSE_CLOSEDCE.y2501-18260.08082.01,778
2024-12-13 12:00:00REVERSE_CLOSEDCE.y250518000.07926.0-742
2025-01-02 12:00:00REVERSE_CLOSEDCE.y2505-17926.07814.01,118
2025-01-03 12:00:00REVERSE_CLOSEDCE.y250517814.07628.0-1,862
2025-01-14 12:00:00REVERSE_CLOSEDCE.y2505-17628.07812.0-1,842
2025-01-27 08:00:00REVERSE_CLOSEDCE.y250517812.07620.0-1,922
2025-02-06 12:00:00REVERSE_CLOSEDCE.y2505-17620.07986.0-3,662
2025-03-05 08:00:00REVERSE_CLOSEDCE.y250517986.07840.0-1,462
2025-03-10 20:00:00REVERSE_CLOSEDCE.y2505-17840.07986.0-1,462
2025-03-12 08:00:00REVERSE_CLOSEDCE.y250517986.07858.0-1,282
2025-03-17 08:00:00REVERSE_CLOSEDCE.y2505-17858.08088.0-2,302
2025-03-25 12:00:00REVERSE_CLOSEDCE.y250518088.07884.0-2,042
2025-04-23 20:00:00REVERSE_CLOSEDCE.y2505-17884.07888.0-42
2025-05-22 20:00:00REVERSE_CLOSEDCE.y250917822.07770.0-522
2025-06-09 20:00:00REVERSE_CLOSEDCE.y2509-17770.07772.0-22
2025-06-12 08:00:00REVERSE_CLOSEDCE.y250917772.07706.0-662
2025-06-16 20:00:00REVERSE_CLOSEDCE.y2509-17706.08000.0-2,942
2025-07-10 20:00:00REVERSE_CLOSEDCE.y250918000.07942.0-582
2025-07-15 08:00:00REVERSE_CLOSEDCE.y2509-17942.08012.0-702
2025-08-29 20:00:00DELIVERY_ROLL_CLOSEDCE.y250918012.08360.03,478
2025-09-01 08:00:00REVERSE_CLOSEDCE.y260118312.08326.0138
2025-10-10 20:00:00REVERSE_CLOSEDCE.y2601-18326.08282.0438
2025-10-16 12:00:00REVERSE_CLOSEDCE.y260118282.08238.0-442
2025-11-11 08:00:00REVERSE_CLOSEDCE.y2601-18238.08248.0-102
2025-11-24 08:00:00REVERSE_CLOSEDCE.y260118248.08166.0-822
2025-12-02 12:00:00REVERSE_CLOSEDCE.y2601-18166.08280.0-1,142
2025-12-05 08:00:00REVERSE_CLOSEDCE.y260118280.08266.0-142
2025-12-31 12:00:00DELIVERY_ROLL_CLOSEDCE.y2601-18266.08116.01,498
2026-01-06 12:00:00REVERSE_CLOSEDCE.y2605-17862.07904.0-422
2026-04-09 08:00:00REVERSE_CLOSEDCE.y260517904.08500.05,958
2026-04-22 20:00:00REVERSE_CLOSEDCE.y2609-18490.08626.0-1,362
2026-04-27 12:00:00REVERSE_CLOSEDCE.y260918626.08548.0-782
2026-05-21 08:00:00REVERSE_CLOSEDCE.y2609-18548.08570.0-222
2026-05-22 12:00:00REVERSE_CLOSEDCE.y260918570.08513.0-572
2026-06-01 12:00:00REVERSE_CLOSEDCE.y2609-18513.08593.0-802
2026-06-05 08:00:00REVERSE_CLOSEDCE.y260918593.08448.0-1,452
2026-06-29 12:00:00REVERSE_CLOSEDCE.y2609-18448.08461.0-132
2026-07-30 08:00:00REVERSE_CLOSEDCE.y260918461.08386.0-752
2026-07-31 12:00:00FINAL_CLOSEDCE.y2609-18386.08389.0-32

每周收益

周末周盈亏周收益/5万周末权益
2022-01-071380.27%50,138
2022-01-141,6003.20%51,738
2022-01-215,00010.00%56,738
2022-01-282,5605.12%59,298
2022-02-111000.20%59,398
2022-02-182,3204.64%61,718
2022-02-258801.76%62,598
2022-03-046,52013.04%69,118
2022-03-11-3,800-7.60%65,318
2022-03-18-1,880-3.76%63,438
2022-03-259951.99%64,432
2022-04-012,5005.00%66,932
2022-04-08-2,385-4.77%64,548
2022-04-154,2808.56%68,828
2022-04-223,4006.80%72,228
2022-04-292,1804.36%74,408
2022-05-06-3,580-7.16%70,828
2022-05-131,6803.36%72,508
2022-05-201,0602.12%73,568
2022-05-273,2606.52%76,828
2022-06-03400.08%76,868
2022-06-10-480-0.96%76,388
2022-06-17-2,365-4.73%74,022
2022-06-2410,86021.72%84,882
2022-07-014,1808.36%89,062
2022-07-085,50011.00%94,562
2022-07-15-520-1.04%94,042
2022-07-22-20-0.04%94,022
2022-07-296,27512.55%100,298
2022-08-05-5,540-11.08%94,758
2022-08-124,9809.96%99,738
2022-08-19-2,580-5.16%97,158
2022-08-264,6609.32%101,818
2022-09-02-5,570-11.14%96,248
2022-09-093,2806.56%99,528
2022-09-16-620-1.24%98,908
2022-09-232,5205.04%101,428
2022-09-305201.04%101,948
2022-10-14-25-0.05%101,922
2022-10-211,6203.24%103,542
2022-10-28-5,760-11.52%97,782
2022-11-045,98011.96%103,762
2022-11-11-1,445-2.89%102,318
2022-11-182,4804.96%104,798
2022-11-25-1,260-2.52%103,538
2022-12-02-4,365-8.73%99,172
2022-12-09-680-1.36%98,492
2022-12-162,8555.71%101,348
2022-12-232,6605.32%104,008
2022-12-30-4,105-8.21%99,902
2023-01-06-2,520-5.04%97,382
2023-01-132,0754.15%99,458
2023-01-20-2,365-4.73%97,092
2023-02-03-3,285-6.57%93,808
2023-02-10200.04%93,828
2023-02-17-1,925-3.85%91,902
2023-02-245601.12%92,462
2023-03-038201.64%93,282
2023-03-10-3,925-7.85%89,358
2023-03-174,0208.04%93,378
2023-03-243,2206.44%96,598
2023-03-31-3,480-6.96%93,118
2023-04-07-2,125-4.25%90,992
2023-04-148551.71%91,848
2023-04-211,9803.96%93,828
2023-04-288751.75%94,702
2023-05-05-2,180-4.36%92,522
2023-05-123,5807.16%96,102
2023-05-191,4602.92%97,562
2023-05-26-80-0.16%97,482
2023-06-021,5003.00%98,982
2023-06-09-2,540-5.08%96,442
2023-06-167,21514.43%103,658
2023-06-23-1,700-3.40%101,958
2023-06-302,4204.84%104,378
2023-07-071,5403.08%105,918
2023-07-14-660-1.32%105,258
2023-07-211,0602.12%106,318
2023-07-281,0602.12%107,378
2023-08-04-4,185-8.37%103,192
2023-08-118401.68%104,032
2023-08-18-1,945-3.89%102,088
2023-08-255,10010.20%107,188
2023-09-01-840-1.68%106,348
2023-09-08-1,400-2.80%104,948
2023-09-15-2,025-4.05%102,922
2023-09-222,1804.36%105,102
2023-09-29-1,600-3.20%103,502
2023-10-131,3202.64%104,822
2023-10-20-3,370-6.74%101,452
2023-10-27-20-0.04%101,432
2023-11-032,7755.55%104,208
2023-11-109201.84%105,128
2023-11-173000.60%105,428
2023-11-24-1,600-3.20%103,828
2023-12-01-1,105-2.21%102,722
2023-12-088801.76%103,602
2023-12-151,6003.20%105,202
2023-12-223200.64%105,522
2023-12-295151.03%106,038
2024-01-051,1402.28%107,178
2024-01-12-560-1.12%106,618
2024-01-19-1,720-3.44%104,898
2024-01-262150.43%105,112
2024-02-02-1,005-2.01%104,108
2024-02-09-640-1.28%103,468
2024-02-23-620-1.24%102,848
2024-03-01-25-0.05%102,822
2024-03-082,1404.28%104,962
2024-03-152,8405.68%107,802
2024-03-22-680-1.36%107,122
2024-03-29-920-1.84%106,202
2024-04-051,8003.60%108,002
2024-04-12-4,105-8.21%103,898
2024-04-193,0206.04%106,918
2024-04-26-2,690-5.38%104,228
2024-05-03-745-1.49%103,482
2024-05-10-400-0.80%103,082
2024-05-172,6105.22%105,692
2024-05-243400.68%106,032
2024-05-31600.12%106,092
2024-06-07600.12%106,152
2024-06-14-1,505-3.01%104,648
2024-06-21-140-0.28%104,508
2024-06-284600.92%104,968
2024-07-051950.39%105,162
2024-07-12-1,365-2.73%103,798
2024-07-19-460-0.92%103,338
2024-07-26-1,510-3.02%101,828
2024-08-021,1802.36%103,008
2024-08-097801.56%103,788
2024-08-161,5603.12%105,348
2024-08-23-1,400-2.80%103,948
2024-08-301,7553.51%105,702
2024-09-06-740-1.48%104,962
2024-09-13-40-0.08%104,922
2024-09-202,0804.16%107,002
2024-09-272,8205.64%109,822
2024-10-042000.40%110,022
2024-10-112,0204.04%112,042
2024-10-18-1,160-2.32%110,882
2024-10-253,2406.48%114,122
2024-11-018801.76%115,002
2024-11-082,2804.56%117,282
2024-11-15-6,045-12.09%111,238
2024-11-221,8603.72%113,098
2024-11-29-1,080-2.16%112,018
2024-12-061,6203.24%113,638
2024-12-13-1,130-2.26%112,508
2024-12-203,5207.04%116,028
2024-12-27-1,460-2.92%114,568
2025-01-03-2,790-5.58%111,778
2025-01-10-120-0.24%111,658
2025-01-17-4,305-8.61%107,352
2025-01-243800.76%107,732
2025-01-31-1,405-2.81%106,328
2025-02-07-585-1.17%105,742
2025-02-14-2,160-4.32%103,582
2025-02-21-600-1.20%102,982
2025-02-285401.08%103,522
2025-03-07-2,425-4.85%101,098
2025-03-14-3,490-6.98%97,608
2025-03-21-1,365-2.73%96,242
2025-03-28-1,565-3.13%94,678
2025-04-045601.12%95,238
2025-04-111,6803.36%96,918
2025-04-18-700-1.40%96,218
2025-04-25-385-0.77%95,832
2025-05-02-360-0.72%95,472
2025-05-09-520-1.04%94,952
2025-05-16600.12%95,012
2025-05-231550.31%95,168
2025-05-301,0002.00%96,168
2025-06-06-1,360-2.72%94,808
2025-06-13-3,050-6.10%91,758
2025-06-208151.63%92,572
2025-06-27-1,540-3.08%91,032
2025-07-04-660-1.32%90,372
2025-07-11-305-0.61%90,068
2025-07-181,3552.71%91,422
2025-07-25-500-1.00%90,922
2025-08-011,1402.28%92,062
2025-08-081,6803.36%93,742
2025-08-152,3404.68%96,082
2025-08-22-1,700-3.40%94,382
2025-08-29-985-1.97%93,398
2025-09-05-765-1.53%92,632
2025-09-126001.20%93,232
2025-09-193400.68%93,572
2025-09-261,4402.88%95,012
2025-10-033800.76%95,392
2025-10-10-1,345-2.69%94,048
2025-10-17-1,125-2.25%92,922
2025-10-249801.96%93,902
2025-10-311,0802.16%94,982
2025-11-07-1,040-2.08%93,942
2025-11-14-225-0.45%93,718
2025-11-21-1,220-2.44%92,498
2025-11-28-1,045-2.09%91,452
2025-12-05-290-0.58%91,162
2025-12-125601.12%91,722
2025-12-192,6405.28%94,362
2025-12-26-1,100-2.20%93,262
2026-01-02-465-0.93%92,798
2026-01-091750.35%92,972
2026-01-163200.64%93,292
2026-01-231,8203.64%95,112
2026-01-301,2802.56%96,392
2026-02-06-1,840-3.68%94,552
2026-02-13-680-1.36%93,872
2026-02-271,6603.32%95,532
2026-03-062,9405.88%98,472
2026-03-132,0804.16%100,552
2026-03-20-820-1.64%99,732
2026-03-27800.16%99,812
2026-04-034600.92%100,272
2026-04-10-1,675-3.35%98,598
2026-04-176201.24%99,218
2026-04-24-3,155-6.31%96,062
2026-05-01-455-0.91%95,608
2026-05-089601.92%96,568
2026-05-158401.68%97,408
2026-05-22-1,790-3.58%95,618
2026-05-29-790-1.58%94,828
2026-06-05-1,630-3.26%93,198
2026-06-129601.92%94,158
2026-06-19-90-0.18%94,068
2026-06-26-1,070-2.14%92,998
2026-07-03-345-0.69%92,652
2026-07-101,4002.80%94,052
2026-07-17900.18%94,142
2026-07-243200.64%94,462
2026-07-31-2,268-4.54%92,195

月度收益

月份月盈亏月收益/5万月末权益
2022-019,29818.59%59,298
2022-027,20014.40%66,498
2022-03-1,985-3.97%64,512
2022-049,89519.79%74,408
2022-051,7803.56%76,188
2022-069,77519.55%85,962
2022-0714,33528.67%100,298
2022-082,7555.51%103,052
2022-09-1,105-2.21%101,948
2022-10-3,305-6.61%98,642
2022-112,8305.66%101,472
2022-12-1,570-3.14%99,902
2023-01-2,070-4.14%97,832
2023-02-6,710-13.42%91,122
2023-031,9953.99%93,118
2023-041,5853.17%94,702
2023-056,74013.48%101,442
2023-062,9355.87%104,378
2023-071,4202.84%105,798
2023-083500.70%106,148
2023-09-2,645-5.29%103,502
2023-10-2,390-4.78%101,112
2023-113,6957.39%104,808
2023-121,2302.46%106,038
2024-01-2,690-5.38%103,348
2024-02-885-1.77%102,462
2024-033,7407.48%106,202
2024-04-2,720-5.44%103,482
2024-052,6105.22%106,092
2024-06-1,125-2.25%104,968
2024-07-2,420-4.84%102,548
2024-083,1556.31%105,702
2024-094,3208.64%110,022
2024-103,5207.04%113,542
2024-11-1,525-3.05%112,018
2024-122,2904.58%114,308
2025-01-7,980-15.96%106,328
2025-02-2,805-5.61%103,522
2025-03-9,085-18.17%94,438
2025-041,0352.07%95,472
2025-056951.39%96,168
2025-06-5,215-10.43%90,952
2025-078301.66%91,782
2025-081,6153.23%93,398
2025-091,9953.99%95,392
2025-10-410-0.82%94,982
2025-11-3,530-7.06%91,452
2025-121,3452.69%92,798
2026-013,5957.19%96,392
2026-02-860-1.72%95,532
2026-035,48010.96%101,012
2026-04-5,405-10.81%95,608
2026-05-780-1.56%94,828
2026-06-2,725-5.45%92,102
2026-07920.18%92,195

年度收益

年份年盈亏年收益/5万年末权益
202249,90299.80%99,902
20236,13512.27%106,038
20248,27016.54%114,308
2025-21,510-43.02%92,798
2026-YTD-602-1.21%92,195