Dualmak策略 - CF

CF / 1H;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123,248
总收益 / 5万146.50%
最大回撤 / 5万24.24%
夏普率1.25
胜率39.26%
盈亏比2.07
平均盈亏比3.10
平仓笔数242
手续费合计1,802
最大保证金占用7,754
最高资金使用率15.51%
连续回撤周数40
连续盈利周数6
最大回撤时间2022-05-20 09:00:00

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/CF.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
2024-11-04 14:00:00REVERSE_CLOSECZCE.CF501-114080.014085.0-25
2024-11-04 21:00:00REVERSE_CLOSECZCE.CF501114085.014080.0-25
2024-11-04 22:00:00REVERSE_CLOSECZCE.CF501-114080.014065.075
2024-11-05 09:00:00REVERSE_CLOSECZCE.CF501114065.014055.0-54
2024-11-07 13:00:00REVERSE_CLOSECZCE.CF501-114055.014095.0-204
2024-11-13 13:00:00REVERSE_CLOSECZCE.CF501114095.014055.0-204
2024-11-25 14:00:00REVERSE_CLOSECZCE.CF501-114055.013965.0446
2024-11-26 14:00:00REVERSE_CLOSECZCE.CF501113965.013925.0-204
2024-11-27 14:00:00REVERSE_CLOSECZCE.CF501-113925.013955.0-154
2024-12-03 10:00:00REVERSE_CLOSECZCE.CF501113955.013910.0-229
2024-12-24 14:00:00REVERSE_CLOSECZCE.CF501-113910.013410.02,496
2024-12-24 21:00:00REVERSE_CLOSECZCE.CF505113455.013425.0-150
2024-12-24 22:00:00REVERSE_CLOSECZCE.CF505-113425.013475.0-250
2024-12-25 14:00:00REVERSE_CLOSECZCE.CF505113475.013435.0-204
2024-12-25 21:00:00REVERSE_CLOSECZCE.CF505-113435.013465.0-150
2025-01-03 21:00:00REVERSE_CLOSECZCE.CF505113465.013400.0-329
2025-01-10 09:00:00REVERSE_CLOSECZCE.CF505-113400.013480.0-404
2025-01-23 21:00:00REVERSE_CLOSECZCE.CF505113480.013455.0-129
2025-01-27 14:00:00REVERSE_CLOSECZCE.CF505-113455.013670.0-1,079
2025-02-06 13:00:00REVERSE_CLOSECZCE.CF505113670.013485.0-929
2025-02-07 11:00:00REVERSE_CLOSECZCE.CF505-113485.013610.0-629
2025-02-27 10:00:00REVERSE_CLOSECZCE.CF505113610.013760.0746
2025-03-07 11:00:00REVERSE_CLOSECZCE.CF505-113760.013610.0746
2025-03-07 13:00:00REVERSE_CLOSECZCE.CF505113610.013600.0-50
2025-03-10 10:00:00REVERSE_CLOSECZCE.CF505-113600.013680.0-404
2025-03-24 10:00:00REVERSE_CLOSECZCE.CF505113680.013585.0-479
2025-03-26 21:00:00REVERSE_CLOSECZCE.CF505-113585.013650.0-329
2025-03-27 13:00:00REVERSE_CLOSECZCE.CF505113650.013555.0-479
2025-04-01 14:00:00REVERSE_CLOSECZCE.CF505-113555.013605.0-254
2025-04-03 13:00:00REVERSE_CLOSECZCE.CF505113605.013475.0-654
2025-04-23 13:00:00REVERSE_CLOSECZCE.CF505-113475.012670.04,021
2025-04-29 13:00:00REVERSE_CLOSECZCE.CF509112935.012875.0-304
2025-05-08 22:00:00REVERSE_CLOSECZCE.CF509-112875.012925.0-254
2025-05-26 11:00:00REVERSE_CLOSECZCE.CF509112925.013340.02,071
2025-06-06 10:00:00REVERSE_CLOSECZCE.CF509-113340.013365.0-129
2025-06-19 11:00:00REVERSE_CLOSECZCE.CF509113365.013490.0621
2025-06-19 22:00:00REVERSE_CLOSECZCE.CF509-113490.013535.0-225
2025-06-20 21:00:00REVERSE_CLOSECZCE.CF509113535.013500.0-179
2025-06-24 21:00:00REVERSE_CLOSECZCE.CF509-113500.013610.0-554
2025-07-29 10:00:00REVERSE_CLOSECZCE.CF509113610.014035.02,121
2025-08-06 22:00:00REVERSE_CLOSECZCE.CF509-114035.013675.01,796
2025-08-07 09:00:00REVERSE_CLOSECZCE.CF509113675.013660.0-79
2025-08-07 10:00:00REVERSE_CLOSECZCE.CF509-113660.013660.0-0
2025-08-07 11:00:00REVERSE_CLOSECZCE.CF509113660.013665.025
2025-08-07 13:00:00REVERSE_CLOSECZCE.CF509-113665.013665.0-0
2025-08-07 14:00:00REVERSE_CLOSECZCE.CF509113665.013685.0100
2025-08-07 21:00:00REVERSE_CLOSECZCE.CF509-113685.013675.050
2025-08-07 22:00:00REVERSE_CLOSECZCE.CF509113675.013675.00
2025-08-08 09:00:00REVERSE_CLOSECZCE.CF509-113675.013665.046
2025-08-08 10:00:00REVERSE_CLOSECZCE.CF509113665.013645.0-100
2025-08-11 10:00:00REVERSE_CLOSECZCE.CF509-113645.013685.0-204
2025-09-01 11:00:00REVERSE_CLOSECZCE.CF601113850.014010.0796
2025-09-15 13:00:00REVERSE_CLOSECZCE.CF601-114010.013895.0571
2025-09-18 14:00:00REVERSE_CLOSECZCE.CF601113895.013800.0-479
2025-10-17 09:00:00REVERSE_CLOSECZCE.CF601-113800.013340.02,296
2025-11-04 13:00:00REVERSE_CLOSECZCE.CF601113340.013565.01,121
2025-11-10 22:00:00REVERSE_CLOSECZCE.CF601-113565.013580.0-79
2025-11-11 13:00:00REVERSE_CLOSECZCE.CF601113580.013560.0-104
2025-11-19 21:00:00REVERSE_CLOSECZCE.CF601-113560.013475.0421
2025-11-20 13:00:00REVERSE_CLOSECZCE.CF601113475.013485.046
2025-11-21 09:00:00REVERSE_CLOSECZCE.CF601-113485.013500.0-79
2025-11-21 13:00:00REVERSE_CLOSECZCE.CF601113500.013455.0-225
2025-11-24 10:00:00REVERSE_CLOSECZCE.CF601-113455.013570.0-579
2025-12-31 14:00:00DELIVERY_ROLL_CLOSECZCE.CF601113570.014655.05,421
2026-01-12 09:00:00REVERSE_CLOSECZCE.CF605114585.014490.0-479
2026-01-22 21:00:00REVERSE_CLOSECZCE.CF605-114490.014730.0-1,204
2026-01-27 10:00:00REVERSE_CLOSECZCE.CF605114730.014565.0-829
2026-01-28 10:00:00REVERSE_CLOSECZCE.CF605-114565.014690.0-629
2026-02-03 22:00:00REVERSE_CLOSECZCE.CF605114690.014650.0-204
2026-02-10 22:00:00REVERSE_CLOSECZCE.CF605-114650.014675.0-129
2026-03-09 22:00:00REVERSE_CLOSECZCE.CF605114675.015245.02,846
2026-03-10 13:00:00REVERSE_CLOSECZCE.CF605-115245.015345.0-504
2026-03-18 10:00:00REVERSE_CLOSECZCE.CF605115345.015200.0-729
2026-03-25 13:00:00REVERSE_CLOSECZCE.CF605-115200.015385.0-929
2026-04-02 14:00:00REVERSE_CLOSECZCE.CF605115385.015325.0-304
2026-04-10 10:00:00REVERSE_CLOSECZCE.CF605-115325.015520.0-979
2026-05-14 22:00:00REVERSE_CLOSECZCE.CF609115680.016260.02,896
2026-05-26 22:00:00REVERSE_CLOSECZCE.CF609-116260.016145.0571
2026-06-05 11:00:00REVERSE_CLOSECZCE.CF609116145.015995.0-754
2026-06-05 21:00:00FINAL_CLOSECZCE.CF609-115995.015900.0475

每周收益

周末周盈亏周收益/5万周末权益
2022-01-071,8463.69%51,846
2022-01-141,8503.70%53,696
2022-01-219751.95%54,671
2022-01-28-650-1.30%54,021
2022-02-116411.28%54,662
2022-02-182,5005.00%57,162
2022-02-25-814-1.63%56,348
2022-03-04-3,776-7.55%52,573
2022-03-113410.68%52,914
2022-03-18-1,292-2.58%51,622
2022-03-251,0502.10%52,672
2022-04-01250.05%52,697
2022-04-08-1,209-2.42%51,488
2022-04-159541.91%52,442
2022-04-22-125-0.25%52,317
2022-04-29-717-1.43%51,600
2022-05-06-2,334-4.67%49,266
2022-05-13-46-0.09%49,219
2022-05-20-2,251-4.50%46,969
2022-05-273,6007.20%50,569
2022-06-03-409-0.82%50,159
2022-06-10-1,442-2.88%48,717
2022-06-174,6759.35%53,392
2022-06-2410,45020.90%63,842
2022-07-011,9243.85%65,766
2022-07-083,4006.80%69,166
2022-07-157,87515.75%77,041
2022-07-228,47316.95%85,515
2022-07-29-2,525-5.05%82,990
2022-08-05-1,909-3.82%81,081
2022-08-123,5167.03%84,597
2022-08-198001.60%85,397
2022-08-26-1,251-2.50%84,147
2022-09-029661.93%85,113
2022-09-093250.65%85,438
2022-09-164160.83%85,854
2022-09-234,3168.63%90,171
2022-09-306001.20%90,771
2022-10-14-2,334-4.67%88,437
2022-10-21-559-1.12%87,879
2022-10-283,4006.80%91,279
2022-11-04-909-1.82%90,370
2022-11-11-400-0.80%89,970
2022-11-18-50-0.10%89,920
2022-11-25-1,617-3.23%88,303
2022-12-02-1,392-2.78%86,911
2022-12-092,4254.85%89,336
2022-12-16-550-1.10%88,786
2022-12-23-959-1.92%87,827
2022-12-304660.93%88,293
2023-01-062750.55%88,568
2023-01-13-50-0.10%88,518
2023-01-20-292-0.58%88,226
2023-02-031,1502.30%89,376
2023-02-101410.28%89,518
2023-02-179501.90%90,468
2023-02-24-1,034-2.07%89,434
2023-03-037831.57%90,217
2023-03-10-1,759-3.52%88,458
2023-03-172,2004.40%90,658
2023-03-24-34-0.07%90,624
2023-03-31-534-1.07%90,090
2023-04-071,4752.95%91,565
2023-04-141000.20%91,665
2023-04-21-375-0.75%91,290
2023-04-283,6417.28%94,932
2023-05-052,1254.25%97,057
2023-05-12-2,475-4.95%94,582
2023-05-194,1508.30%98,732
2023-05-26-3,284-6.57%95,448
2023-06-025,61611.23%101,064
2023-06-09-750-1.50%100,314
2023-06-168501.70%101,164
2023-06-23-1,034-2.07%100,131
2023-06-30-2,084-4.17%98,047
2023-07-07-450-0.90%97,597
2023-07-149251.85%98,522
2023-07-211,0502.10%99,572
2023-07-28-892-1.78%98,680
2023-08-04-250-0.50%98,430
2023-08-11-609-1.22%97,821
2023-08-182,0004.00%99,821
2023-08-251,9913.98%101,813
2023-09-011,2752.55%103,088
2023-09-08-1,009-2.02%102,079
2023-09-15-313-0.63%101,766
2023-09-22-2,042-4.08%99,724
2023-09-291,2662.53%100,990
2023-10-13-1,834-3.67%99,157
2023-10-205,30010.60%104,457
2023-10-27-613-1.23%103,844
2023-11-031,6003.20%105,444
2023-11-103740.75%105,818
2023-11-17-2,117-4.23%103,701
2023-11-242,5255.05%106,226
2023-12-01-909-1.82%105,317
2023-12-082,0754.15%107,392
2023-12-15-150-0.30%107,242
2023-12-22-3,317-6.63%103,925
2023-12-293250.65%104,250
2024-01-051,1002.20%105,350
2024-01-12-3,447-6.89%101,904
2024-01-192,2914.58%104,195
2024-01-26-325-0.65%103,870
2024-02-02-359-0.72%103,511
2024-02-09-1,176-2.35%102,336
2024-02-231,2002.40%103,536
2024-03-01-484-0.97%103,052
2024-03-08160.03%103,068
2024-03-15-642-1.28%102,426
2024-03-22-2,001-4.00%100,425
2024-03-297531.51%101,179
2024-04-054000.80%101,579
2024-04-12-225-0.45%101,354
2024-04-192,0664.13%103,420
2024-04-261250.25%103,545
2024-05-035251.05%104,070
2024-05-102,2754.55%106,345
2024-05-171200.24%106,465
2024-05-246251.25%107,090
2024-05-31-1,284-2.57%105,807
2024-06-07-38-0.08%105,769
2024-06-141,6503.30%107,419
2024-06-211,3502.70%108,769
2024-06-28-1,084-2.17%107,684
2024-07-05-975-1.95%106,709
2024-07-123660.73%107,076
2024-07-19-709-1.42%106,367
2024-07-262,0664.13%108,434
2024-08-02-1,343-2.69%107,091
2024-08-092,8255.65%109,916
2024-08-162,1004.20%112,016
2024-08-23-1,009-2.02%111,007
2024-08-303500.70%111,357
2024-09-064910.98%111,848
2024-09-13-1,688-3.38%110,160
2024-09-201,1412.28%111,302
2024-09-272,4504.90%113,752
2024-10-044500.90%114,202
2024-10-11-3,434-6.87%110,768
2024-10-181,1752.35%111,943
2024-10-25-459-0.92%111,485
2024-11-01-1,492-2.98%109,992
2024-11-082610.52%110,254
2024-11-15-9-0.02%110,245
2024-11-22500.10%110,295
2024-11-29-126-0.25%110,169
2024-12-06-309-0.62%109,861
2024-12-131,1752.35%111,036
2024-12-201,4002.80%112,436
2024-12-27-1,205-2.41%111,231
2025-01-03-584-1.17%110,647
2025-01-10660.13%110,713
2025-01-175751.15%111,288
2025-01-24-1,859-3.72%109,430
2025-01-31-159-0.32%109,271
2025-02-07-1,517-3.03%107,754
2025-02-146751.35%108,429
2025-02-215251.05%108,954
2025-02-281910.38%109,145
2025-03-07-138-0.28%109,008
2025-03-14-484-0.97%108,524
2025-03-21-100-0.20%108,424
2025-03-28-1,151-2.30%107,273
2025-04-04-1,042-2.08%106,231
2025-04-113,5007.00%109,731
2025-04-184000.80%110,131
2025-04-256411.28%110,772
2025-05-02-34-0.07%110,739
2025-05-09-609-1.22%110,130
2025-05-162,0004.00%112,130
2025-05-231000.20%112,230
2025-05-30160.03%112,247
2025-06-06-109-0.22%112,138
2025-06-134750.95%112,613
2025-06-20-722-1.44%111,891
2025-06-277161.43%112,608
2025-07-04250.05%112,633
2025-07-112750.55%112,908
2025-07-181,6253.25%114,533
2025-07-25-400-0.80%114,133
2025-08-011,7663.53%115,899
2025-08-08-681-1.36%115,218
2025-08-151,1912.38%116,410
2025-08-222500.50%116,660
2025-08-29-700-1.40%115,960
2025-09-053910.78%116,351
2025-09-121250.25%116,476
2025-09-19-142-0.28%116,334
2025-09-261,6753.35%118,009
2025-10-039251.85%118,934
2025-10-10-700-1.40%118,234
2025-10-174910.98%118,725
2025-10-248001.60%119,525
2025-10-31-150-0.30%119,375
2025-11-07-9-0.02%119,367
2025-11-144330.87%119,800
2025-11-21-630-1.26%119,169
2025-11-286161.23%119,786
2025-12-05-250-0.50%119,536
2025-12-127751.55%120,311
2025-12-191,0252.05%121,336
2025-12-262,1504.30%123,486
2026-01-027161.43%124,202
2026-01-09-475-0.95%123,727
2026-01-16-234-0.47%123,494
2026-01-23-1,684-3.37%121,810
2026-01-30-367-0.73%121,443
2026-02-06-459-0.92%120,984
2026-02-13410.08%121,026
2026-02-272,7755.55%123,801
2026-03-06750.15%123,876
2026-03-13-317-0.63%123,558
2026-03-20-1,784-3.57%121,775
2026-03-27-159-0.32%121,616
2026-04-03-209-0.42%121,408
2026-04-10-1,309-2.62%120,099
2026-04-171,1002.20%121,199
2026-04-242,1004.20%123,299
2026-05-011,1502.30%124,449
2026-05-08-575-1.15%123,874
2026-05-151160.23%123,990
2026-05-228501.70%124,840
2026-05-29-1,759-3.52%123,082
2026-06-051660.33%123,248

月度收益

月份月盈亏月收益/5万月末权益
2022-014,0218.04%54,021
2022-023,1286.26%57,148
2022-03-4,477-8.95%52,672
2022-04-1,072-2.14%51,600
2022-05-2,319-4.64%49,281
2022-0613,77827.56%63,058
2022-0719,93139.86%82,990
2022-08-2-0.00%82,988
2022-097,78315.57%90,771
2022-101,6833.37%92,454
2022-11-5,009-10.02%87,444
2022-128491.70%88,293
2023-011,5083.02%89,801
2023-02-76-0.15%89,725
2023-033650.73%90,090
2023-044,8419.68%94,932
2023-05910.18%95,023
2023-063,0246.05%98,047
2023-071,2582.52%99,305
2023-083,3836.77%102,688
2023-09-1,697-3.39%100,990
2023-104,7289.46%105,719
2023-111,3732.75%107,092
2023-12-2,842-5.68%104,250
2024-011700.34%104,420
2024-02-1,393-2.79%103,027
2024-03-1,848-3.70%101,179
2024-042,8915.78%104,070
2024-051,7363.47%105,807
2024-061,8783.76%107,684
2024-071910.38%107,875
2024-083,4826.96%111,357
2024-092,8455.69%114,202
2024-10-2,751-5.50%111,451
2024-11-1,282-2.56%110,169
2024-121,1112.22%111,281
2025-01-2,009-4.02%109,271
2025-02-126-0.25%109,145
2025-03-1,722-3.44%107,423
2025-043,3166.63%110,739
2025-051,5083.02%112,247
2025-06-214-0.43%112,033
2025-073,4166.83%115,449
2025-085101.02%115,960
2025-092,9745.95%118,934
2025-104410.88%119,375
2025-114100.82%119,786
2025-124,4168.83%124,202
2026-01-2,759-5.52%121,443
2026-022,3584.72%123,801
2026-03-1,809-3.62%121,991
2026-042,4584.92%124,449
2026-05-1,367-2.73%123,082
2026-061660.33%123,248

年度收益

年份年盈亏年收益/5万年末权益
202238,29376.59%88,293
202315,95731.91%104,250
20247,03014.06%111,281
202512,92225.84%124,202
2026-YTD-954-1.91%123,248