Dualmak策略 - C

C / 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92,041
总收益 / 5万84.08%
最大回撤 / 5万13.96%
夏普率1.19
胜率41.44%
盈亏比2.33
平均盈亏比3.29
平仓笔数111
手续费合计799
最大保证金占用6,392
最高资金使用率12.78%
连续回撤周数21
连续盈利周数6
最大回撤时间2023-02-17 20:00:00

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。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/C.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
2023-11-01 20:00:00REVERSE_CLOSEDCE.c240112545.02546.026
2023-11-02 12:00:00REVERSE_CLOSEDCE.c2401-12546.02546.0-4
2023-11-02 20:00:00REVERSE_CLOSEDCE.c240112546.02548.056
2023-11-03 08:00:00REVERSE_CLOSEDCE.c2401-12548.02544.0116
2023-11-03 12:00:00REVERSE_CLOSEDCE.c240112544.02550.0176
2023-11-03 20:00:00REVERSE_CLOSEDCE.c2401-12550.02553.0-94
2023-11-08 08:00:00REVERSE_CLOSEDCE.c240112553.02541.0-364
2023-11-08 12:00:00REVERSE_CLOSEDCE.c2401-12541.02547.0-184
2023-11-08 20:00:00REVERSE_CLOSEDCE.c240112547.02553.0176
2023-11-09 08:00:00REVERSE_CLOSEDCE.c2401-12553.02556.0-94
2023-11-10 08:00:00REVERSE_CLOSEDCE.c240112556.02522.0-1,024
2023-11-15 08:00:00REVERSE_CLOSEDCE.c2401-12522.02544.0-664
2023-11-27 08:00:00REVERSE_CLOSEDCE.c240112544.02535.0-274
2023-12-29 12:00:00DELIVERY_ROLL_CLOSEDCE.c2401-12535.02392.04,286
2024-01-29 12:00:00REVERSE_CLOSEDCE.c2405-12413.02385.0836
2024-01-29 20:00:00REVERSE_CLOSEDCE.c240512385.02376.0-274
2024-01-31 08:00:00REVERSE_CLOSEDCE.c2405-12376.02385.0-274
2024-04-11 12:00:00REVERSE_CLOSEDCE.c240512385.02402.0506
2024-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.c2405-12402.02372.0896
2024-05-07 12:00:00REVERSE_CLOSEDCE.c2407-12388.02439.0-1,534
2024-06-28 20:00:00DELIVERY_ROLL_CLOSEDCE.c240712439.02465.0776
2024-07-04 08:00:00REVERSE_CLOSEDCE.c240912506.02479.0-814
2024-08-26 08:00:00REVERSE_CLOSEDCE.c2409-12479.02327.04,556
2024-08-26 12:00:00REVERSE_CLOSEDCE.c241112323.02328.0146
2024-08-26 20:00:00REVERSE_CLOSEDCE.c2411-12328.02335.0-214
2024-09-03 08:00:00REVERSE_CLOSEDCE.c241112335.02272.0-1,894
2024-10-11 12:00:00REVERSE_CLOSEDCE.c2411-12272.02191.02,426
2024-10-11 20:00:00REVERSE_CLOSEDCE.c250112217.02214.0-94
2024-10-14 08:00:00REVERSE_CLOSEDCE.c2501-12214.02228.0-424
2024-10-14 12:00:00REVERSE_CLOSEDCE.c250112228.02228.0-4
2024-10-14 20:00:00REVERSE_CLOSEDCE.c2501-12228.02223.0146
2024-10-15 08:00:00REVERSE_CLOSEDCE.c250112223.02225.056
2024-10-15 12:00:00REVERSE_CLOSEDCE.c2501-12225.02225.0-4
2024-10-15 20:00:00REVERSE_CLOSEDCE.c250112225.02220.0-154
2024-10-16 08:00:00REVERSE_CLOSEDCE.c2501-12220.02209.0326
2024-10-16 12:00:00REVERSE_CLOSEDCE.c250112209.02208.0-34
2024-10-16 20:00:00REVERSE_CLOSEDCE.c2501-12208.02209.0-34
2024-10-17 08:00:00REVERSE_CLOSEDCE.c250112209.02209.0-4
2024-10-17 12:00:00REVERSE_CLOSEDCE.c2501-12209.02201.0236
2024-10-17 20:00:00REVERSE_CLOSEDCE.c250112201.02190.0-334
2024-10-18 20:00:00REVERSE_CLOSEDCE.c2501-12190.02195.0-154
2024-10-21 08:00:00REVERSE_CLOSEDCE.c250112195.02180.0-454
2024-10-23 12:00:00REVERSE_CLOSEDCE.c2501-12180.02204.0-724
2024-11-27 20:00:00REVERSE_CLOSEDCE.c250112204.02183.0-634
2024-12-25 08:00:00REVERSE_CLOSEDCE.c2501-12183.02081.03,056
2024-12-25 12:00:00REVERSE_CLOSEDCE.c250512201.02206.0146
2024-12-25 20:00:00REVERSE_CLOSEDCE.c2505-12206.02206.0-4
2024-12-26 08:00:00REVERSE_CLOSEDCE.c250512206.02206.0-4
2024-12-26 12:00:00REVERSE_CLOSEDCE.c2505-12206.02205.026
2024-12-26 20:00:00REVERSE_CLOSEDCE.c250512205.02208.086
2024-12-27 08:00:00REVERSE_CLOSEDCE.c2505-12208.02225.0-514
2025-03-25 12:00:00REVERSE_CLOSEDCE.c250512225.02273.01,436
2025-04-09 08:00:00REVERSE_CLOSEDCE.c2505-12273.02285.0-364
2025-04-17 12:00:00REVERSE_CLOSEDCE.c250512285.02259.0-784
2025-04-17 20:00:00REVERSE_CLOSEDCE.c2507-12302.02305.0-94
2025-04-18 08:00:00REVERSE_CLOSEDCE.c250712305.02295.0-304
2025-04-21 20:00:00REVERSE_CLOSEDCE.c2507-12295.02302.0-214
2025-06-30 20:00:00DELIVERY_ROLL_CLOSEDCE.c250712302.02359.01,706
2025-07-03 08:00:00REVERSE_CLOSEDCE.c250912383.02365.0-544
2025-08-29 20:00:00DELIVERY_ROLL_CLOSEDCE.c2509-12365.02248.03,506
2025-09-05 12:00:00REVERSE_CLOSEDCE.c2511-12192.02218.0-784
2025-09-05 20:00:00REVERSE_CLOSEDCE.c251112218.02227.0266
2025-09-08 08:00:00REVERSE_CLOSEDCE.c2511-12227.02225.056
2025-09-09 20:00:00REVERSE_CLOSEDCE.c251112225.02216.0-274
2025-10-22 08:00:00REVERSE_CLOSEDCE.c2511-12216.02118.02,936
2025-10-22 12:00:00REVERSE_CLOSEDCE.c260112136.02129.0-214
2025-10-22 20:00:00REVERSE_CLOSEDCE.c2601-12129.02130.0-34
2025-10-23 08:00:00REVERSE_CLOSEDCE.c260112130.02126.0-124
2025-10-23 12:00:00REVERSE_CLOSEDCE.c2601-12126.02132.0-184
2025-10-23 20:00:00REVERSE_CLOSEDCE.c260112132.02140.0236
2025-10-24 08:00:00REVERSE_CLOSEDCE.c2601-12140.02136.0116
2025-10-24 12:00:00REVERSE_CLOSEDCE.c260112136.02134.0-64
2025-10-24 20:00:00REVERSE_CLOSEDCE.c2601-12134.02134.0-4
2025-10-27 08:00:00REVERSE_CLOSEDCE.c260112134.02120.0-424
2025-11-03 08:00:00REVERSE_CLOSEDCE.c2601-12120.02130.0-304
2025-12-31 12:00:00DELIVERY_ROLL_CLOSEDCE.c260112130.02285.04,646
2026-02-27 20:00:00DELIVERY_ROLL_CLOSEDCE.c260312226.02361.04,046
2026-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.c260512382.02405.0686
2026-05-07 20:00:00REVERSE_CLOSEDCE.c260712427.02377.0-1,504
2026-06-05 12:00:00FINAL_CLOSEDCE.c2607-12377.02323.01,616

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-694-1.39%49,306
2022-01-14-127-0.25%49,179
2022-01-211500.30%49,329
2022-01-288401.68%50,169
2022-02-114800.96%50,649
2022-02-18-90-0.18%50,559
2022-02-251,5903.18%52,149
2022-03-042,2204.44%54,369
2022-03-11-1,890-3.78%52,479
2022-03-189901.98%53,469
2022-03-256301.26%54,099
2022-04-01-1,800-3.60%52,299
2022-04-082700.54%52,569
2022-04-159301.86%53,499
2022-04-222700.54%53,769
2022-04-291,7933.59%55,562
2022-05-06-1,740-3.48%53,822
2022-05-13-180-0.36%53,642
2022-05-206901.38%54,332
2022-05-27-1,860-3.72%52,472
2022-06-03-2,167-4.33%50,305
2022-06-102400.48%50,545
2022-06-17-1,110-2.22%49,435
2022-06-242,9105.82%52,345
2022-07-013,5707.14%55,915
2022-07-08-1,230-2.46%54,685
2022-07-151,6503.30%56,335
2022-07-222,4904.98%58,825
2022-07-29-2,490-4.98%56,335
2022-08-058571.71%57,192
2022-08-122,0634.13%59,254
2022-08-19-2,437-4.87%56,817
2022-08-26-787-1.57%56,030
2022-09-021,2602.52%57,290
2022-09-096301.26%57,920
2022-09-167801.56%58,700
2022-09-23-750-1.50%57,950
2022-09-30-1,350-2.70%56,600
2022-10-142,9405.88%59,540
2022-10-215401.08%60,080
2022-10-28-1,410-2.82%58,670
2022-11-048101.62%59,480
2022-11-11-270-0.54%59,210
2022-11-18-1,050-2.10%58,160
2022-11-253,0906.18%61,250
2022-12-02-1,417-2.83%59,833
2022-12-091,2002.40%61,033
2022-12-163600.72%61,393
2022-12-231,6803.36%63,073
2022-12-30-2,040-4.08%61,033
2023-01-069231.85%61,956
2023-01-13300.06%61,986
2023-01-20-870-1.74%61,116
2023-02-03-810-1.62%60,306
2023-02-10-1,087-2.17%59,218
2023-02-17-2,377-4.75%56,841
2023-02-247201.44%57,561
2023-03-03-547-1.09%57,014
2023-03-102700.54%57,284
2023-03-17-210-0.42%57,074
2023-03-242,8505.70%59,924
2023-03-313300.66%60,254
2023-04-07-30-0.06%60,224
2023-04-144500.90%60,674
2023-04-212,3104.62%62,984
2023-04-281,1032.21%64,087
2023-05-059601.92%65,047
2023-05-122,8205.64%67,867
2023-05-19-1,680-3.36%66,187
2023-05-26-1,500-3.00%64,687
2023-06-02-1,760-3.52%62,926
2023-06-09-314-0.63%62,612
2023-06-161,8903.78%64,502
2023-06-238701.74%65,372
2023-06-301,5233.05%66,895
2023-07-071,2302.46%68,125
2023-07-14-1,260-2.52%66,865
2023-07-21-1,680-3.36%65,185
2023-07-281,0502.10%66,235
2023-08-041,1402.28%67,375
2023-08-111200.24%67,495
2023-08-18-1,477-2.95%66,018
2023-08-25-1,140-2.28%64,878
2023-09-01-30-0.06%64,848
2023-09-084800.96%65,328
2023-09-15-360-0.72%64,968
2023-09-221,1702.34%66,138
2023-09-295401.08%66,678
2023-10-131,2002.40%67,878
2023-10-202,1604.32%70,038
2023-10-27-210-0.42%69,828
2023-11-03620.12%69,890
2023-11-10-1,566-3.13%68,324
2023-11-17-427-0.85%67,897
2023-11-24-480-0.96%67,417
2023-12-019831.97%68,400
2023-12-081500.30%68,550
2023-12-152,0104.02%70,560
2023-12-22-660-1.32%69,900
2023-12-291,6733.35%71,572
2024-01-052100.42%71,782
2024-01-124500.90%72,232
2024-01-191,5903.18%73,822
2024-01-26-690-1.38%73,132
2024-02-02-1,072-2.14%72,061
2024-02-096301.26%72,691
2024-02-231,6803.36%74,371
2024-03-01-330-0.66%74,041
2024-03-08-780-1.56%73,261
2024-03-157801.56%74,041
2024-03-22-1,650-3.30%72,391
2024-03-293900.78%72,781
2024-04-053600.72%73,141
2024-04-12-907-1.81%72,234
2024-04-192700.54%72,504
2024-04-261200.24%72,624
2024-05-036231.25%73,246
2024-05-10-1,207-2.41%72,039
2024-05-171800.36%72,219
2024-05-24300.06%72,249
2024-05-31-630-1.26%71,619
2024-06-077801.56%72,399
2024-06-14-240-0.48%72,159
2024-06-21-300-0.60%71,859
2024-06-286231.25%72,482
2024-07-05-637-1.27%71,845
2024-07-121,9803.96%73,825
2024-07-19900.18%73,915
2024-07-261,6503.30%75,565
2024-08-021,1102.22%76,675
2024-08-09300.06%76,705
2024-08-163900.78%77,095
2024-08-23-870-1.74%76,225
2024-08-30-202-0.40%76,023
2024-09-06-1,807-3.61%74,216
2024-09-132,1904.38%76,406
2024-09-202,2204.44%78,626
2024-09-27-1,800-3.60%76,826
2024-10-04-1,170-2.34%75,656
2024-10-115861.17%76,242
2024-10-18-214-0.43%76,028
2024-10-25-524-1.05%75,504
2024-11-016001.20%76,104
2024-11-08-1,290-2.58%74,814
2024-11-15-120-0.24%74,694
2024-11-2200.00%74,694
2024-11-292030.41%74,896
2024-12-062,1904.38%77,086
2024-12-13-360-0.72%76,726
2024-12-206301.26%77,356
2024-12-271900.38%77,546
2025-01-03-420-0.84%77,126
2025-01-106901.38%77,816
2025-01-171,1702.34%78,986
2025-01-24-570-1.14%78,416
2025-01-314200.84%78,836
2025-02-071500.30%78,986
2025-02-14300.06%79,016
2025-02-21-300-0.60%78,716
2025-02-285401.08%79,256
2025-03-072400.48%79,496
2025-03-14-30-0.06%79,466
2025-03-21-360-0.72%79,106
2025-03-28230.05%79,129
2025-04-04-930-1.86%78,199
2025-04-11-337-0.67%77,862
2025-04-18-472-0.94%77,390
2025-04-253230.65%77,713
2025-05-021,2902.58%79,003
2025-05-09-60-0.12%78,943
2025-05-16-1,260-2.52%77,683
2025-05-23-90-0.18%77,593
2025-05-301800.36%77,773
2025-06-063300.66%78,103
2025-06-137201.44%78,823
2025-06-202400.48%79,063
2025-06-27-360-0.72%78,703
2025-07-04-224-0.45%78,478
2025-07-111,8903.78%80,368
2025-07-18-1,080-2.16%79,288
2025-07-253300.66%79,618
2025-08-013900.78%80,008
2025-08-089901.98%80,998
2025-08-15-120-0.24%80,878
2025-08-221,4102.82%82,288
2025-08-29-877-1.75%81,411
2025-09-05-464-0.93%80,947
2025-09-123160.63%81,262
2025-09-197801.56%82,042
2025-09-26-420-0.84%81,622
2025-10-031,2302.46%82,852
2025-10-107801.56%83,632
2025-10-17900.18%83,722
2025-10-24-725-1.45%82,998
2025-10-31-337-0.67%82,660
2025-11-075331.07%83,193
2025-11-148701.74%84,063
2025-11-216301.26%84,693
2025-11-281,2302.46%85,923
2025-12-057201.44%86,643
2025-12-12-720-1.44%85,923
2025-12-19-450-0.90%85,473
2025-12-261,0202.04%86,493
2026-01-027131.43%87,206
2026-01-091,1402.28%88,346
2026-01-166001.20%88,946
2026-01-236601.32%89,606
2026-01-30-1,050-2.10%88,556
2026-02-06-90-0.18%88,466
2026-02-131,2302.46%89,696
2026-02-271,5533.11%91,249
2026-03-062100.42%91,459
2026-03-13-120-0.24%91,339
2026-03-206301.26%91,969
2026-03-27-1,350-2.70%90,619
2026-04-03-510-1.02%90,109
2026-04-109901.98%91,099
2026-04-17-210-0.42%90,889
2026-04-248101.62%91,699
2026-05-012330.47%91,932
2026-05-08-1,237-2.47%90,694
2026-05-153900.78%91,084
2026-05-224500.90%91,534
2026-05-293900.78%91,924
2026-06-051160.23%92,041

月度收益

月份月盈亏月收益/5万月末权益
2022-011690.34%50,169
2022-022,8505.70%53,019
2022-03-240-0.48%52,779
2022-042,7835.57%55,562
2022-05-3,990-7.98%51,572
2022-062,3334.67%53,905
2022-072,4304.86%56,335
2022-088351.67%57,170
2022-09-570-1.14%56,600
2022-103,4206.84%60,020
2022-116901.38%60,710
2022-123230.65%61,033
2023-01-697-1.39%60,336
2023-02-3,382-6.76%56,954
2023-033,3006.60%60,254
2023-043,8337.67%64,087
2023-05-899-1.80%63,188
2023-063,7077.41%66,895
2023-07-540-1.08%66,355
2023-08-2,557-5.11%63,798
2023-092,8805.76%66,678
2023-103,0836.17%69,760
2023-11-1,541-3.08%68,220
2023-123,3536.71%71,572
2024-014280.86%72,001
2024-022,4304.86%74,431
2024-03-1,650-3.30%72,781
2024-044660.93%73,246
2024-05-1,627-3.25%71,619
2024-068631.73%72,482
2024-073,0836.17%75,565
2024-084580.92%76,023
2024-09-367-0.73%75,656
2024-102980.60%75,954
2024-11-1,057-2.11%74,896
2024-122,3204.64%77,216
2025-011,6203.24%78,836
2025-024200.84%79,256
2025-03-67-0.13%79,189
2025-04-186-0.37%79,003
2025-05-1,230-2.46%77,773
2025-066831.37%78,456
2025-071,5233.05%79,978
2025-081,4332.87%81,411
2025-091,4412.88%82,852
2025-10-192-0.38%82,660
2025-113,2636.53%85,923
2025-121,2832.57%87,206
2026-011,3502.70%88,556
2026-022,6935.39%91,249
2026-03-540-1.08%90,709
2026-041,2232.45%91,932
2026-05-7-0.01%91,924
2026-061160.23%92,041

年度收益

年份年盈亏年收益/5万年末权益
202211,03322.07%61,033
202310,54021.08%71,572
20245,64411.29%77,216
20259,99019.98%87,206
2026-YTD4,8359.67%92,041