Dualmak策略 - AO
AO / 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162,066
总收益 / 5万224.13%
最大回撤 / 5万25.26%
夏普率1.95
胜率45.31%
盈亏比4.67
平均盈亏比5.64
平仓笔数64
手续费合计874
最大保证金占用13,270
最高资金使用率26.54%
连续回撤周数14
连续盈利周数7
最大回撤时间2024-03-28 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
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。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/AO.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 |
|---|---|---|---|---|---|---|
| 2023-07-19 08:00:00 | REVERSE_CLOSE | SHFE.ao2311 | -1 | 2807.0 | 2821.0 | -286 |
| 2023-08-07 08:00:00 | REVERSE_CLOSE | SHFE.ao2311 | 1 | 2821.0 | 2881.0 | 1,194 |
| 2023-08-11 08:00:00 | REVERSE_CLOSE | SHFE.ao2311 | -1 | 2881.0 | 2897.0 | -326 |
| 2023-08-14 20:00:00 | REVERSE_CLOSE | SHFE.ao2311 | 1 | 2897.0 | 2876.0 | -426 |
| 2023-08-17 20:00:00 | REVERSE_CLOSE | SHFE.ao2311 | -1 | 2876.0 | 2910.0 | -686 |
| 2023-09-20 00:00:00 | REVERSE_CLOSE | SHFE.ao2311 | 1 | 2910.0 | 3075.0 | 3,294 |
| 2023-09-28 10:00:00 | REVERSE_CLOSE | SHFE.ao2311 | -1 | 3075.0 | 3070.0 | 94 |
| 2023-10-09 14:00:00 | REVERSE_CLOSE | SHFE.ao2311 | 1 | 3070.0 | 3014.0 | -1,126 |
| 2023-10-16 14:00:00 | REVERSE_CLOSE | SHFE.ao2312 | -1 | 3014.0 | 3096.0 | -1,646 |
| 2023-10-31 22:00:00 | REVERSE_CLOSE | SHFE.ao2312 | 1 | 3096.0 | 3023.0 | -1,466 |
| 2023-12-01 00:00:00 | REVERSE_CLOSE | SHFE.ao2312 | -1 | 3023.0 | 2871.0 | 3,034 |
| 2023-12-02 00:00:00 | REVERSE_CLOSE | SHFE.ao2401 | 1 | 2940.0 | 2915.0 | -506 |
| 2023-12-19 14:00:00 | REVERSE_CLOSE | SHFE.ao2402 | -1 | 2930.0 | 2916.0 | 274 |
| 2024-01-16 12:00:00 | REVERSE_CLOSE | SHFE.ao2402 | 1 | 2916.0 | 3215.0 | 5,974 |
| 2024-02-01 00:00:00 | DELIVERY_ROLL_CLOSE | SHFE.ao2402 | -1 | 3215.0 | 3154.0 | 1,214 |
| 2024-02-23 08:00:00 | REVERSE_CLOSE | SHFE.ao2403 | -1 | 3196.0 | 3246.0 | -1,006 |
| 2024-03-12 20:00:00 | REVERSE_CLOSE | SHFE.ao2404 | 1 | 3264.0 | 3242.0 | -446 |
| 2024-03-15 12:00:00 | REVERSE_CLOSE | SHFE.ao2404 | -1 | 3242.0 | 3285.0 | -867 |
| 2024-03-26 22:00:00 | REVERSE_CLOSE | SHFE.ao2404 | 1 | 3285.0 | 3280.0 | -107 |
| 2024-03-27 20:00:00 | REVERSE_CLOSE | SHFE.ao2405 | -1 | 3288.0 | 3304.0 | -327 |
| 2024-04-30 14:00:00 | DELIVERY_ROLL_CLOSE | SHFE.ao2405 | 1 | 3304.0 | 3796.0 | 9,832 |
| 2024-06-01 00:00:00 | DELIVERY_ROLL_CLOSE | SHFE.ao2406 | 1 | 3752.0 | 3747.0 | -107 |
| 2024-06-05 00:00:00 | REVERSE_CLOSE | SHFE.ao2407 | 1 | 3783.0 | 3831.0 | 952 |
| 2024-06-21 14:00:00 | REVERSE_CLOSE | SHFE.ao2407 | -1 | 3831.0 | 3851.0 | -408 |
| 2024-06-24 14:00:00 | REVERSE_CLOSE | SHFE.ao2407 | 1 | 3851.0 | 3800.0 | -1,028 |
| 2024-06-29 00:00:00 | DELIVERY_ROLL_CLOSE | SHFE.ao2407 | -1 | 3800.0 | 3810.0 | -208 |
| 2024-07-01 08:00:00 | REVERSE_CLOSE | SHFE.ao2408 | -1 | 3819.0 | 3815.0 | 72 |
| 2024-07-10 10:00:00 | REVERSE_CLOSE | SHFE.ao2408 | 1 | 3815.0 | 3804.0 | -228 |
| 2024-08-01 00:00:00 | DELIVERY_ROLL_CLOSE | SHFE.ao2408 | -1 | 3804.0 | 3682.0 | 2,433 |
| 2024-08-08 10:00:00 | REVERSE_CLOSE | SHFE.ao2409 | -1 | 3667.0 | 3686.0 | -387 |
| 2024-08-31 00:00:00 | DELIVERY_ROLL_CLOSE | SHFE.ao2409 | 1 | 3686.0 | 3947.0 | 5,212 |
| 2024-09-02 22:00:00 | REVERSE_CLOSE | SHFE.ao2410 | 1 | 3921.0 | 3854.0 | -1,348 |
| 2024-09-12 22:00:00 | REVERSE_CLOSE | SHFE.ao2410 | -1 | 3854.0 | 3924.0 | -1,408 |
| 2024-09-30 14:00:00 | DELIVERY_ROLL_CLOSE | SHFE.ao2410 | 1 | 3924.0 | 4275.0 | 7,011 |
| 2024-11-01 00:00:00 | DELIVERY_ROLL_CLOSE | SHFE.ao2411 | 1 | 4234.0 | 5290.0 | 21,109 |
| 2024-11-13 08:00:00 | REVERSE_CLOSE | SHFE.ao2501 | 1 | 4882.0 | 5245.0 | 7,250 |
| 2024-11-18 20:00:00 | REVERSE_CLOSE | SHFE.ao2501 | -1 | 5245.0 | 5230.0 | 290 |
| 2024-11-26 08:00:00 | REVERSE_CLOSE | SHFE.ao2501 | 1 | 5230.0 | 5307.0 | 1,529 |
| 2024-12-03 08:00:00 | REVERSE_CLOSE | SHFE.ao2501 | -1 | 5307.0 | 5359.0 | -1,051 |
| 2024-12-06 08:00:00 | REVERSE_CLOSE | SHFE.ao2501 | 1 | 5359.0 | 5445.0 | 1,709 |
| 2024-12-31 14:00:00 | DELIVERY_ROLL_CLOSE | SHFE.ao2501 | -1 | 5445.0 | 5341.0 | 2,069 |
| 2025-01-27 14:00:00 | DELIVERY_ROLL_CLOSE | SHFE.ao2502 | -1 | 4797.0 | 3651.0 | 22,913 |
| 2025-04-24 22:00:00 | REVERSE_CLOSE | SHFE.ao2505 | -1 | 3606.0 | 2837.0 | 15,374 |
| 2025-04-29 12:00:00 | REVERSE_CLOSE | SHFE.ao2509 | 1 | 2870.0 | 2788.0 | -1,646 |
| 2025-05-12 14:00:00 | REVERSE_CLOSE | SHFE.ao2509 | -1 | 2788.0 | 2842.0 | -1,086 |
| 2025-06-05 12:00:00 | REVERSE_CLOSE | SHFE.ao2509 | 1 | 2842.0 | 2941.0 | 1,974 |
| 2025-06-25 20:00:00 | REVERSE_CLOSE | SHFE.ao2509 | -1 | 2941.0 | 2915.0 | 514 |
| 2025-08-06 00:00:00 | REVERSE_CLOSE | SHFE.ao2509 | 1 | 2915.0 | 3204.0 | 5,774 |
| 2025-08-14 08:00:00 | REVERSE_CLOSE | SHFE.ao2509 | -1 | 3204.0 | 3226.0 | -446 |
| 2025-08-14 14:00:00 | REVERSE_CLOSE | SHFE.ao2601 | 1 | 3272.0 | 3238.0 | -686 |
| 2025-10-29 20:00:00 | REVERSE_CLOSE | SHFE.ao2601 | -1 | 3238.0 | 2875.0 | 7,254 |
| 2025-10-31 22:00:00 | REVERSE_CLOSE | SHFE.ao2601 | 1 | 2875.0 | 2775.0 | -2,006 |
| 2025-11-10 20:00:00 | REVERSE_CLOSE | SHFE.ao2601 | -1 | 2775.0 | 2831.0 | -1,126 |
| 2025-11-17 08:00:00 | REVERSE_CLOSE | SHFE.ao2601 | 1 | 2831.0 | 2791.0 | -806 |
| 2025-12-24 14:00:00 | REVERSE_CLOSE | SHFE.ao2601 | -1 | 2791.0 | 2567.0 | 4,475 |
| 2026-01-16 14:00:00 | REVERSE_CLOSE | SHFE.ao2605 | 1 | 2677.0 | 2765.0 | 1,754 |
| 2026-01-28 12:00:00 | REVERSE_CLOSE | SHFE.ao2605 | -1 | 2765.0 | 2806.0 | -826 |
| 2026-02-27 08:00:00 | REVERSE_CLOSE | SHFE.ao2605 | 1 | 2806.0 | 2750.0 | -1,126 |
| 2026-03-06 14:00:00 | REVERSE_CLOSE | SHFE.ao2605 | -1 | 2750.0 | 2824.0 | -1,486 |
| 2026-03-25 12:00:00 | REVERSE_CLOSE | SHFE.ao2605 | 1 | 2824.0 | 2961.0 | 2,734 |
| 2026-04-24 14:00:00 | REVERSE_CLOSE | SHFE.ao2605 | -1 | 2961.0 | 2670.0 | 5,815 |
| 2026-05-12 12:00:00 | REVERSE_CLOSE | SHFE.ao2609 | 1 | 2817.0 | 2783.0 | -686 |
| 2026-05-26 12:00:00 | REVERSE_CLOSE | SHFE.ao2609 | -1 | 2783.0 | 2857.0 | -1,486 |
| 2026-06-05 22:00:00 | FINAL_CLOSE | SHFE.ao2609 | 1 | 2857.0 | 2766.0 | -1,826 |
每周收益
| 周末 | 周盈亏 | 周收益/5万 | 周末权益 |
|---|---|---|---|
| 2023-07-14 | 914 | 1.83% | 50,914 |
| 2023-07-21 | -191 | -0.38% | 50,723 |
| 2023-07-28 | 100 | 0.20% | 50,823 |
| 2023-08-04 | 20 | 0.04% | 50,843 |
| 2023-08-11 | -323 | -0.65% | 50,520 |
| 2023-08-18 | -1,323 | -2.65% | 49,197 |
| 2023-08-25 | 1,380 | 2.76% | 50,577 |
| 2023-09-01 | 4,260 | 8.52% | 54,837 |
| 2023-09-08 | -2,380 | -4.76% | 52,457 |
| 2023-09-15 | -500 | -1.00% | 51,957 |
| 2023-09-22 | 908 | 1.82% | 52,865 |
| 2023-09-29 | -172 | -0.34% | 52,692 |
| 2023-10-13 | -1,372 | -2.74% | 51,320 |
| 2023-10-20 | -1,572 | -3.14% | 49,748 |
| 2023-10-27 | 0 | 0.00% | 49,748 |
| 2023-11-03 | -1,792 | -3.58% | 47,956 |
| 2023-11-10 | 2,920 | 5.84% | 50,876 |
| 2023-11-17 | -400 | -0.80% | 50,476 |
| 2023-11-24 | 120 | 0.24% | 50,596 |
| 2023-12-01 | 488 | 0.98% | 51,084 |
| 2023-12-08 | 728 | 1.46% | 51,812 |
| 2023-12-15 | -580 | -1.16% | 51,232 |
| 2023-12-22 | 6,328 | 12.66% | 57,561 |
| 2023-12-29 | 2,420 | 4.84% | 59,981 |
| 2024-01-05 | 2,020 | 4.04% | 62,001 |
| 2024-01-12 | -2,620 | -5.24% | 59,381 |
| 2024-01-19 | -2,433 | -4.87% | 56,948 |
| 2024-01-26 | -260 | -0.52% | 56,688 |
| 2024-02-02 | 2,807 | 5.61% | 59,495 |
| 2024-02-09 | 140 | 0.28% | 59,635 |
| 2024-02-23 | -1,473 | -2.95% | 58,162 |
| 2024-03-01 | -1,320 | -2.64% | 56,842 |
| 2024-03-08 | 680 | 1.36% | 57,522 |
| 2024-03-15 | -1,486 | -2.97% | 56,036 |
| 2024-03-22 | 420 | 0.84% | 56,456 |
| 2024-03-29 | -466 | -0.93% | 55,990 |
| 2024-04-05 | 20 | 0.04% | 56,010 |
| 2024-04-12 | 3,220 | 6.44% | 59,230 |
| 2024-04-19 | -20 | -0.04% | 59,210 |
| 2024-04-26 | 6,060 | 12.12% | 65,270 |
| 2024-05-03 | 285 | 0.57% | 65,555 |
| 2024-05-10 | -340 | -0.68% | 65,215 |
| 2024-05-17 | 2,060 | 4.12% | 67,275 |
| 2024-05-24 | 4,580 | 9.16% | 71,855 |
| 2024-05-31 | -6,180 | -12.36% | 65,675 |
| 2024-06-07 | 770 | 1.54% | 66,444 |
| 2024-06-14 | 1,380 | 2.76% | 67,824 |
| 2024-06-21 | -2,435 | -4.87% | 65,389 |
| 2024-06-28 | -815 | -1.63% | 64,574 |
| 2024-07-05 | 1,249 | 2.50% | 65,823 |
| 2024-07-12 | -1,315 | -2.63% | 64,508 |
| 2024-07-19 | 1,840 | 3.68% | 66,348 |
| 2024-07-26 | 520 | 1.04% | 66,868 |
| 2024-08-02 | -655 | -1.31% | 66,213 |
| 2024-08-09 | 3,785 | 7.57% | 69,998 |
| 2024-08-16 | 3,440 | 6.88% | 73,438 |
| 2024-08-23 | -2,300 | -4.60% | 71,138 |
| 2024-08-30 | 280 | 0.56% | 71,418 |
| 2024-09-06 | -631 | -1.26% | 70,787 |
| 2024-09-13 | -456 | -0.91% | 70,332 |
| 2024-09-20 | -80 | -0.16% | 70,252 |
| 2024-09-27 | 4,420 | 8.84% | 74,672 |
| 2024-10-04 | 1,343 | 2.69% | 76,015 |
| 2024-10-11 | 10,280 | 20.56% | 86,295 |
| 2024-10-18 | 560 | 1.12% | 86,855 |
| 2024-10-25 | 6,040 | 12.08% | 92,895 |
| 2024-11-01 | 4,540 | 9.08% | 97,434 |
| 2024-11-08 | 10,400 | 20.80% | 107,834 |
| 2024-11-15 | -2,821 | -5.64% | 105,013 |
| 2024-11-22 | 1,319 | 2.64% | 106,332 |
| 2024-11-29 | 219 | 0.44% | 106,551 |
| 2024-12-06 | 3,377 | 6.75% | 109,928 |
| 2024-12-13 | 520 | 1.04% | 110,448 |
| 2024-12-20 | -540 | -1.08% | 109,908 |
| 2024-12-27 | -1,140 | -2.28% | 108,768 |
| 2025-01-03 | 8,880 | 17.76% | 117,648 |
| 2025-01-10 | 5,220 | 10.44% | 122,868 |
| 2025-01-17 | 4,800 | 9.60% | 127,668 |
| 2025-01-24 | 4,160 | 8.32% | 131,828 |
| 2025-01-31 | -75 | -0.15% | 131,753 |
| 2025-02-07 | 2,140 | 4.28% | 133,893 |
| 2025-02-14 | 2,440 | 4.88% | 136,333 |
| 2025-02-21 | 200 | 0.40% | 136,533 |
| 2025-02-28 | 0 | 0.00% | 136,533 |
| 2025-03-07 | 2,340 | 4.68% | 138,873 |
| 2025-03-14 | 2,500 | 5.00% | 141,373 |
| 2025-03-21 | 940 | 1.88% | 142,313 |
| 2025-03-28 | 1,600 | 3.20% | 143,913 |
| 2025-04-04 | 2,880 | 5.76% | 146,793 |
| 2025-04-11 | 320 | 0.64% | 147,113 |
| 2025-04-18 | 1,280 | 2.56% | 148,393 |
| 2025-04-25 | -1,691 | -3.38% | 146,702 |
| 2025-05-02 | -51 | -0.10% | 146,651 |
| 2025-05-09 | -1,620 | -3.24% | 145,031 |
| 2025-05-16 | 5,009 | 10.02% | 150,039 |
| 2025-05-23 | -100 | -0.20% | 149,939 |
| 2025-05-30 | -3,160 | -6.32% | 146,779 |
| 2025-06-06 | 448 | 0.90% | 147,227 |
| 2025-06-13 | 800 | 1.60% | 148,027 |
| 2025-06-20 | -940 | -1.88% | 147,087 |
| 2025-06-27 | 1,288 | 2.58% | 148,376 |
| 2025-07-04 | 380 | 0.76% | 148,756 |
| 2025-07-11 | 2,360 | 4.72% | 151,116 |
| 2025-07-18 | 4,020 | 8.04% | 155,136 |
| 2025-07-25 | -2,080 | -4.16% | 153,056 |
| 2025-08-01 | -1,240 | -2.48% | 151,816 |
| 2025-08-08 | 1,467 | 2.93% | 153,283 |
| 2025-08-15 | -1,626 | -3.25% | 151,657 |
| 2025-08-22 | 560 | 1.12% | 152,217 |
| 2025-08-29 | 3,820 | 7.64% | 156,037 |
| 2025-09-05 | 860 | 1.72% | 156,897 |
| 2025-09-12 | 1,040 | 2.08% | 157,937 |
| 2025-09-19 | -440 | -0.88% | 157,497 |
| 2025-09-26 | 1,360 | 2.72% | 158,857 |
| 2025-10-03 | 20 | 0.04% | 158,877 |
| 2025-10-10 | 1,220 | 2.44% | 160,097 |
| 2025-10-17 | -380 | -0.76% | 159,717 |
| 2025-10-24 | -200 | -0.40% | 159,517 |
| 2025-10-31 | -2,843 | -5.69% | 156,674 |
| 2025-11-07 | -500 | -1.00% | 156,174 |
| 2025-11-14 | -1,311 | -2.62% | 154,863 |
| 2025-11-21 | 1,229 | 2.46% | 156,092 |
| 2025-11-28 | 860 | 1.72% | 156,952 |
| 2025-12-05 | 1,980 | 3.96% | 158,932 |
| 2025-12-12 | 680 | 1.36% | 159,612 |
| 2025-12-19 | 780 | 1.56% | 160,392 |
| 2025-12-26 | 1,430 | 2.86% | 161,821 |
| 2026-01-02 | -560 | -1.12% | 161,261 |
| 2026-01-09 | 1,120 | 2.24% | 162,381 |
| 2026-01-16 | -1,371 | -2.74% | 161,010 |
| 2026-01-23 | 880 | 1.76% | 161,890 |
| 2026-01-30 | -1,411 | -2.82% | 160,479 |
| 2026-02-06 | -840 | -1.68% | 159,639 |
| 2026-02-13 | 1,220 | 2.44% | 160,859 |
| 2026-02-27 | -1,751 | -3.50% | 159,108 |
| 2026-03-06 | -951 | -1.90% | 158,157 |
| 2026-03-13 | 2,500 | 5.00% | 160,657 |
| 2026-03-20 | 2,100 | 4.20% | 162,757 |
| 2026-03-27 | -1,792 | -3.58% | 160,965 |
| 2026-04-03 | 3,700 | 7.40% | 164,665 |
| 2026-04-10 | 1,940 | 3.88% | 166,605 |
| 2026-04-17 | 0 | 0.00% | 166,605 |
| 2026-04-24 | 909 | 1.82% | 167,514 |
| 2026-05-01 | -880 | -1.76% | 166,634 |
| 2026-05-08 | -560 | -1.12% | 166,074 |
| 2026-05-15 | 269 | 0.54% | 166,343 |
| 2026-05-22 | 760 | 1.52% | 167,103 |
| 2026-05-29 | -2,611 | -5.22% | 164,491 |
| 2026-06-05 | -2,426 | -4.85% | 162,066 |
月度收益
| 月份 | 月盈亏 | 月收益/5万 | 月末权益 |
|---|---|---|---|
| 2023-07 | 1,483 | 2.97% | 51,483 |
| 2023-08 | -706 | -1.41% | 50,777 |
| 2023-09 | 1,915 | 3.83% | 52,692 |
| 2023-10 | -4,277 | -8.55% | 48,416 |
| 2023-11 | 3,180 | 6.36% | 51,596 |
| 2023-12 | 8,385 | 16.77% | 59,981 |
| 2024-01 | -1,633 | -3.27% | 58,348 |
| 2024-02 | -1,606 | -3.21% | 56,742 |
| 2024-03 | -832 | -1.66% | 55,910 |
| 2024-04 | 9,645 | 19.29% | 65,555 |
| 2024-05 | 120 | 0.24% | 65,675 |
| 2024-06 | -956 | -1.91% | 64,718 |
| 2024-07 | 1,990 | 3.98% | 66,708 |
| 2024-08 | 5,075 | 10.15% | 71,783 |
| 2024-09 | 4,232 | 8.46% | 76,015 |
| 2024-10 | 20,700 | 41.40% | 96,715 |
| 2024-11 | 9,757 | 19.51% | 106,471 |
| 2024-12 | 2,377 | 4.75% | 108,848 |
| 2025-01 | 22,905 | 45.81% | 131,753 |
| 2025-02 | 4,780 | 9.56% | 136,533 |
| 2025-03 | 8,240 | 16.48% | 144,773 |
| 2025-04 | 1,877 | 3.75% | 146,651 |
| 2025-05 | 129 | 0.26% | 146,779 |
| 2025-06 | 697 | 1.39% | 147,476 |
| 2025-07 | 5,640 | 11.28% | 153,116 |
| 2025-08 | 2,781 | 5.56% | 155,897 |
| 2025-09 | 2,980 | 5.96% | 158,877 |
| 2025-10 | -2,203 | -4.41% | 156,674 |
| 2025-11 | 498 | 1.00% | 157,172 |
| 2025-12 | 4,090 | 8.18% | 161,261 |
| 2026-01 | -862 | -1.72% | 160,399 |
| 2026-02 | -1,291 | -2.58% | 159,108 |
| 2026-03 | 3,977 | 7.95% | 163,085 |
| 2026-04 | 3,549 | 7.10% | 166,634 |
| 2026-05 | -2,123 | -4.25% | 164,511 |
| 2026-06 | -2,446 | -4.89% | 162,066 |
年度收益
| 年份 | 年盈亏 | 年收益/5万 | 年末权益 |
|---|---|---|---|
| 2023 | 9,981 | 19.96% | 59,981 |
| 2024 | 48,867 | 97.73% | 108,848 |
| 2025 | 52,414 | 104.83% | 161,261 |
| 2026-YTD | 805 | 1.61% | 162,066 |