Dualmak策略 - CJ

CJ / 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241,295
总收益 / 5万382.59%
最大回撤 / 5万64.49%
夏普率1.01
胜率48.57%
盈亏比2.90
平均盈亏比3.07
平仓笔数35
手续费合计630
最大保证金占用18,546
最高资金使用率37.09%
连续回撤周数51
连续盈利周数9
最大回撤时间2022-08-01 12:00:00

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/CJ.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
2022-04-29 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ205-114195.011380.042,216
2022-05-09 08:00:00REVERSE_CLOSECZCE.CJ209-112085.012425.0-5,109
2022-05-31 12:00:00REVERSE_CLOSECZCE.CJ209112425.011805.0-9,309
2022-08-01 12:00:00REVERSE_CLOSECZCE.CJ209-111805.010560.018,666
2022-10-10 08:00:00REVERSE_CLOSECZCE.CJ301112195.011900.0-4,434
2022-12-30 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ301-111900.09580.034,791
2023-01-31 12:00:00REVERSE_CLOSECZCE.CJ305-110190.010850.0-9,909
2023-03-03 12:00:00REVERSE_CLOSECZCE.CJ305110850.010315.0-8,034
2023-04-28 12:00:00REVERSE_CLOSECZCE.CJ305-110315.09910.06,066
2023-05-31 12:00:00REVERSE_CLOSECZCE.CJ309110440.010015.0-6,384
2023-06-14 08:00:00REVERSE_CLOSECZCE.CJ309-110015.010200.0-2,784
2023-08-31 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ309110200.011080.013,191
2023-11-01 08:00:00REVERSE_CLOSECZCE.CJ401113145.013290.02,166
2023-11-07 08:00:00REVERSE_CLOSECZCE.CJ401-113290.014010.0-10,809
2023-12-29 08:00:00REVERSE_CLOSECZCE.CJ401114010.014690.010,191
2024-04-24 08:00:00REVERSE_CLOSECZCE.CJ405-115100.012225.043,116
2024-05-24 08:00:00REVERSE_CLOSECZCE.CJ409112635.012110.0-7,884
2024-08-30 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ409-112110.09185.043,866
2024-10-25 08:00:00REVERSE_CLOSECZCE.CJ501-110250.09785.06,966
2024-11-19 08:00:00REVERSE_CLOSECZCE.CJ50119785.09620.0-2,484
2024-12-31 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ501-19620.08780.012,591
2025-02-06 12:00:00REVERSE_CLOSECZCE.CJ505-19210.09425.0-3,234
2025-03-07 08:00:00REVERSE_CLOSECZCE.CJ50519425.09190.0-3,534
2025-04-21 12:00:00REVERSE_CLOSECZCE.CJ505-19190.09040.02,241
2025-04-25 12:00:00REVERSE_CLOSECZCE.CJ50919455.09100.0-5,334
2025-05-16 12:00:00REVERSE_CLOSECZCE.CJ509-19100.09115.0-234
2025-05-30 08:00:00REVERSE_CLOSECZCE.CJ50919115.08670.0-6,684
2025-06-19 08:00:00REVERSE_CLOSECZCE.CJ509-18670.09030.0-5,409
2025-08-29 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ50919030.010465.021,516
2025-09-15 08:00:00REVERSE_CLOSECZCE.CJ601111510.011130.0-5,709
2025-12-31 12:00:00DELIVERY_ROLL_CLOSECZCE.CJ601-111130.09085.030,666
2026-02-27 08:00:00REVERSE_CLOSECZCE.CJ605-18965.08940.0366
2026-04-01 12:00:00REVERSE_CLOSECZCE.CJ60518940.08710.0-3,459
2026-04-22 08:00:00REVERSE_CLOSECZCE.CJ605-18710.08575.02,016
2026-06-05 08:00:00FINAL_CLOSECZCE.CJ60919010.09125.01,716

每周收益

周末周盈亏周收益/5万周末权益
2022-01-0716,41632.83%66,416
2022-01-14-5,700-11.40%60,716
2022-01-21-1,275-2.55%59,441
2022-01-289,52519.05%68,966
2022-02-11-17,475-34.95%51,491
2022-02-185,55011.10%57,041
2022-02-255,02510.05%62,066
2022-03-043,3006.60%65,366
2022-03-1114,25028.50%79,616
2022-03-182,9255.85%82,541
2022-03-255,47510.95%88,016
2022-04-011,0502.10%89,066
2022-04-088,47516.95%97,541
2022-04-153,3756.75%100,916
2022-04-22-9,000-18.00%91,916
2022-04-292820.56%92,198
2022-05-06-5,175-10.35%87,023
2022-05-13-1,743-3.49%85,280
2022-05-205,92511.85%91,205
2022-05-27-15,000-30.00%76,205
2022-06-034,3328.66%80,537
2022-06-103,0006.00%83,537
2022-06-1712,00024.00%95,537
2022-06-24-3,675-7.35%91,862
2022-07-012,2504.50%94,112
2022-07-081,6503.30%95,762
2022-07-155,17510.35%100,937
2022-07-22-10,050-20.10%90,887
2022-07-296,30012.60%97,187
2022-08-05-468-0.94%96,719
2022-08-12-5,325-10.65%91,394
2022-08-191,5003.00%92,894
2022-08-263,4506.90%96,344
2022-09-02-225-0.45%96,119
2022-09-091,5753.15%97,694
2022-09-16-1,725-3.45%95,969
2022-09-23-4,050-8.10%91,919
2022-09-30-1,875-3.75%90,044
2022-10-147,85715.71%97,901
2022-10-21-375-0.75%97,526
2022-10-285,47510.95%103,001
2022-11-04-2,175-4.35%100,826
2022-11-111,2752.55%102,101
2022-11-181,5003.00%103,601
2022-11-255,02510.05%108,626
2022-12-02-975-1.95%107,651
2022-12-093,3756.75%111,026
2022-12-163750.75%111,401
2022-12-2312,30024.60%123,701
2022-12-303,0576.11%126,758
2023-01-06-900-1.80%125,858
2023-01-13-1,725-3.45%124,133
2023-01-20-1,650-3.30%122,483
2023-02-03-7,893-15.79%114,590
2023-02-10-6,525-13.05%108,065
2023-02-176751.35%108,740
2023-02-245,70011.40%114,440
2023-03-03-4,518-9.04%109,922
2023-03-106,30012.60%116,222
2023-03-179751.95%117,197
2023-03-243,6757.35%120,872
2023-03-31-75-0.15%120,797
2023-04-07-2,700-5.40%118,097
2023-04-141,8003.60%119,897
2023-04-21-675-1.35%119,222
2023-04-28-7,668-15.34%111,554
2023-05-056,82513.65%118,379
2023-05-12-1,050-2.10%117,329
2023-05-19-4,050-8.10%113,279
2023-05-26-4,200-8.40%109,079
2023-06-02-1,743-3.49%107,336
2023-06-09-975-1.95%106,361
2023-06-162820.56%106,643
2023-06-23750.15%106,718
2023-06-30-2,175-4.35%104,543
2023-07-076,07512.15%110,618
2023-07-141500.30%110,768
2023-07-215,85011.70%116,618
2023-07-283,6757.35%120,293
2023-08-041,6503.30%121,943
2023-08-11-2,400-4.80%119,543
2023-08-18-5,175-10.35%114,368
2023-08-251,0502.10%115,418
2023-09-015,90711.81%121,325
2023-09-0800.00%121,325
2023-09-151,2002.40%122,525
2023-09-222,5505.10%125,075
2023-09-296001.20%125,675
2023-10-139751.95%126,650
2023-10-209751.95%127,625
2023-10-27-5,400-10.80%122,225
2023-11-03-11,718-23.44%110,507
2023-11-10-1,368-2.74%109,139
2023-11-173,6757.35%112,814
2023-11-2416,65033.30%129,464
2023-12-01-4,125-8.25%125,339
2023-12-08-3,675-7.35%121,664
2023-12-15-3,000-6.00%118,664
2023-12-225,62511.25%124,289
2023-12-29-4,593-9.19%119,696
2024-01-0511,17522.35%130,871
2024-01-1211,17522.35%142,046
2024-01-191,0502.10%143,096
2024-01-2611,55023.10%154,646
2024-02-025251.05%155,171
2024-02-09-1,500-3.00%153,671
2024-02-234,4258.85%158,096
2024-03-01-6,375-12.75%151,721
2024-03-082,7755.55%154,496
2024-03-155,92511.85%160,421
2024-03-223,3006.60%163,721
2024-03-2900.00%163,721
2024-04-054,7259.45%168,446
2024-04-12-7,725-15.45%160,721
2024-04-194,2008.40%164,921
2024-04-26-2,568-5.14%162,353
2024-05-03-825-1.65%161,528
2024-05-103,9007.80%165,428
2024-05-177501.50%166,178
2024-05-24-7,518-15.04%158,660
2024-05-313,0006.00%161,660
2024-06-073,1506.30%164,810
2024-06-141,2002.40%166,010
2024-06-214500.90%166,460
2024-06-283,9007.80%170,360
2024-07-058,02516.05%178,385
2024-07-121,2752.55%179,660
2024-07-199751.95%180,635
2024-07-26-300-0.60%180,335
2024-08-024,7259.45%185,060
2024-08-093750.75%185,435
2024-08-1612,30024.60%197,735
2024-08-236,37512.75%204,110
2024-08-30-4,668-9.34%199,442
2024-09-0611,55023.10%210,992
2024-09-131,8003.60%212,792
2024-09-20-1,125-2.25%211,667
2024-09-27-8,550-17.10%203,117
2024-10-04-2,400-4.80%200,717
2024-10-118,47516.95%209,192
2024-10-18-3,750-7.50%205,442
2024-10-25-1,893-3.79%203,549
2024-11-0114,62529.25%218,174
2024-11-08-6,750-13.50%211,424
2024-11-15-7,875-15.75%203,549
2024-11-225,00710.01%208,556
2024-11-29-2,775-5.55%205,781
2024-12-061,8003.60%207,581
2024-12-13-2,625-5.25%204,956
2024-12-206,37512.75%211,331
2024-12-273,5257.05%214,856
2025-01-033,2826.56%218,138
2025-01-10-150-0.30%217,988
2025-01-17-3,000-6.00%214,988
2025-01-241,0502.10%216,038
2025-01-31-525-1.05%215,513
2025-02-07-993-1.99%214,520
2025-02-14-3,450-6.90%211,070
2025-02-211,2752.55%212,345
2025-02-28-600-1.20%211,745
2025-03-07-1,818-3.64%209,927
2025-03-143000.60%210,227
2025-03-212,7005.40%212,927
2025-03-28-2,175-4.35%210,752
2025-04-041,3502.70%212,102
2025-04-111500.30%212,252
2025-04-18-225-0.45%212,027
2025-04-25-5,136-10.27%206,891
2025-05-022250.45%207,116
2025-05-098251.65%207,941
2025-05-16-1,968-3.94%205,973
2025-05-23-1,650-3.30%204,323
2025-05-30-4,668-9.34%199,655
2025-06-06-2,250-4.50%197,405
2025-06-13-1,350-2.70%196,055
2025-06-202,7575.51%198,812
2025-06-274,2758.55%203,087
2025-07-04-2,925-5.85%200,162
2025-07-112,5505.10%202,712
2025-07-18-3,975-7.95%198,737
2025-07-251,5753.15%200,312
2025-08-014,8009.60%205,112
2025-08-089,45018.90%214,562
2025-08-153750.75%214,937
2025-08-22-5,625-11.25%209,312
2025-08-296,43212.86%215,744
2025-09-05-7,650-15.30%208,094
2025-09-122,3254.65%210,419
2025-09-196,50713.01%216,926
2025-09-26-9,225-18.45%207,701
2025-10-036,97513.95%214,676
2025-10-10-4,875-9.75%209,801
2025-10-17-4,125-8.25%205,676
2025-10-2410,05020.10%215,726
2025-10-319,07518.15%224,801
2025-11-078,32516.65%233,126
2025-11-146,00012.00%239,126
2025-11-212,9255.85%242,051
2025-11-28-450-0.90%241,601
2025-12-05-2,250-4.50%239,351
2025-12-123,0006.00%242,351
2025-12-193,2256.45%245,576
2025-12-26-3,000-6.00%242,576
2026-01-02-1,893-3.79%240,683
2026-01-09-2,775-5.55%237,908
2026-01-164,1258.25%242,033
2026-01-231,1252.25%243,158
2026-01-30-2,250-4.50%240,908
2026-02-063,8257.65%244,733
2026-02-13-2,250-4.50%242,483
2026-02-27-3,768-7.54%238,715
2026-03-063,6007.20%242,315
2026-03-131,0502.10%243,365
2026-03-20-3,825-7.65%239,540
2026-03-274500.90%239,990
2026-04-03-993-1.99%238,997
2026-04-10750.15%239,072
2026-04-176751.35%239,747
2026-04-241320.26%239,879
2026-05-013,1506.30%243,029
2026-05-083750.75%243,404
2026-05-156001.20%244,004
2026-05-22-6,075-12.15%237,929
2026-05-297,27514.55%245,204
2026-06-05-3,909-7.82%241,295

月度收益

月份月盈亏月收益/5万月末权益
2022-0118,96637.93%68,966
2022-02-5,850-11.70%63,116
2022-0325,20050.40%88,316
2022-043,8827.76%92,198
2022-05-15,861-31.72%76,337
2022-068,47516.95%84,812
2022-0712,37524.75%97,187
2022-088071.61%97,994
2022-09-7,950-15.90%90,044
2022-1014,38228.76%104,426
2022-113,5257.05%107,951
2022-1218,80737.61%126,758
2023-01-9,768-19.54%116,990
2023-02-8,625-17.25%108,365
2023-0312,43224.86%120,797
2023-04-9,243-18.49%111,554
2023-05-2,568-5.14%108,986
2023-06-4,443-8.89%104,543
2023-0719,50039.00%124,043
2023-08-5,193-10.39%118,850
2023-096,82513.65%125,675
2023-10-4,650-9.30%121,025
2023-114,1648.33%125,189
2023-12-5,493-10.99%119,696
2024-0133,97567.95%153,671
2024-023,0756.15%156,746
2024-036,97513.95%163,721
2024-04-2,193-4.39%161,528
2024-051320.26%161,660
2024-068,70017.40%170,360
2024-0710,87521.75%181,235
2024-0818,20736.41%199,442
2024-091,2752.55%200,717
2024-108,90717.81%209,624
2024-11-3,843-7.69%205,781
2024-1210,70721.41%216,488
2025-01-975-1.95%215,513
2025-02-3,768-7.54%211,745
2025-03-93-0.19%211,652
2025-04-4,536-9.07%207,116
2025-05-7,461-14.92%199,655
2025-063,0576.11%202,712
2025-07-225-0.45%202,487
2025-0813,25726.51%215,744
2025-09-1,068-2.14%214,676
2025-1010,12520.25%224,801
2025-1116,80033.60%241,601
2025-12-918-1.84%240,683
2026-012250.45%240,908
2026-02-2,193-4.39%238,715
2026-03-525-1.05%238,190
2026-044,8399.68%243,029
2026-052,1754.35%245,204
2026-06-3,909-7.82%241,295

年度收益

年份年盈亏年收益/5万年末权益
202276,758153.52%126,758
2023-7,062-14.12%119,696
202496,792193.58%216,488
202524,19548.39%240,683
2026-YTD6121.22%241,295