Dualmak策略 - I

I / 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116,762
总收益 / 5万133.52%
最大回撤 / 5万56.12%
夏普率0.64
胜率35.58%
盈亏比1.46
平均盈亏比2.65
平仓笔数267
手续费合计4,188
最大保证金占用11,231
最高资金使用率22.46%
连续回撤周数130
连续盈利周数7
最大回撤时间2025-09-05 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。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/I.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
2025-04-21 20:00:00REVERSE_CLOSEDCE.i25091716.0717.5143
2025-04-21 22:00:00REVERSE_CLOSEDCE.i2509-1717.5713.5393
2025-04-22 08:00:00REVERSE_CLOSEDCE.i25091713.5713.5-7
2025-04-22 10:00:00REVERSE_CLOSEDCE.i2509-1713.5712.0143
2025-04-22 12:00:00REVERSE_CLOSEDCE.i25091712.0713.5143
2025-04-23 10:00:00REVERSE_CLOSEDCE.i2509-1713.5723.0-957
2025-04-29 08:00:00REVERSE_CLOSEDCE.i25091723.0711.5-1,157
2025-05-12 20:00:00REVERSE_CLOSEDCE.i2509-1711.5722.0-1,057
2025-05-23 22:00:00REVERSE_CLOSEDCE.i25091722.0715.5-657
2025-06-06 10:00:00REVERSE_CLOSEDCE.i2509-1715.5709.0643
2025-06-06 12:00:00REVERSE_CLOSEDCE.i25091709.0709.543
2025-06-06 14:00:00REVERSE_CLOSEDCE.i2509-1709.5709.5-7
2025-06-06 20:00:00REVERSE_CLOSEDCE.i25091709.5707.0-257
2025-06-06 22:00:00REVERSE_CLOSEDCE.i2509-1707.0706.543
2025-06-09 08:00:00REVERSE_CLOSEDCE.i25091706.5704.0-257
2025-06-11 10:00:00REVERSE_CLOSEDCE.i2509-1704.0707.5-357
2025-06-11 12:00:00REVERSE_CLOSEDCE.i25091707.5707.5-7
2025-06-11 14:00:00REVERSE_CLOSEDCE.i2509-1707.5706.593
2025-06-12 08:00:00REVERSE_CLOSEDCE.i25091706.5703.5-307
2025-06-20 22:00:00REVERSE_CLOSEDCE.i2509-1703.5705.0-157
2025-06-25 08:00:00REVERSE_CLOSEDCE.i25091705.0701.5-357
2025-06-26 22:00:00REVERSE_CLOSEDCE.i2509-1701.5712.0-1,057
2025-08-06 22:00:00REVERSE_CLOSEDCE.i25091712.0790.07,792
2025-08-07 20:00:00REVERSE_CLOSEDCE.i2509-1790.0793.0-308
2025-08-07 22:00:00REVERSE_CLOSEDCE.i25091793.0789.5-358
2025-08-08 08:00:00REVERSE_CLOSEDCE.i2509-1789.5792.0-258
2025-08-08 10:00:00REVERSE_CLOSEDCE.i25091792.0789.5-258
2025-08-11 10:00:00REVERSE_CLOSEDCE.i2509-1789.5796.5-708
2025-08-15 10:00:00REVERSE_CLOSEDCE.i26011787.0777.0-1,008
2025-08-25 10:00:00REVERSE_CLOSEDCE.i2601-1777.0781.0-408
2025-08-26 20:00:00REVERSE_CLOSEDCE.i26011781.0776.0-508
2025-08-26 22:00:00REVERSE_CLOSEDCE.i2601-1776.0776.0-8
2025-08-27 10:00:00REVERSE_CLOSEDCE.i26011776.0776.0-8
2025-08-27 12:00:00REVERSE_CLOSEDCE.i2601-1776.0778.5-258
2025-08-27 14:00:00REVERSE_CLOSEDCE.i26011778.5776.5-208
2025-08-27 20:00:00REVERSE_CLOSEDCE.i2601-1776.5776.042
2025-08-27 22:00:00REVERSE_CLOSEDCE.i26011776.0779.0292
2025-08-28 20:00:00REVERSE_CLOSEDCE.i2601-1779.0790.0-1,108
2025-09-01 08:00:00REVERSE_CLOSEDCE.i26011790.0775.0-1,508
2025-09-04 14:00:00REVERSE_CLOSEDCE.i2601-1775.0789.5-1,458
2025-09-26 08:00:00REVERSE_CLOSEDCE.i26011789.5802.01,242
2025-10-23 12:00:00REVERSE_CLOSEDCE.i2601-1802.0778.52,342
2025-10-23 14:00:00REVERSE_CLOSEDCE.i26011778.5777.0-158
2025-10-23 20:00:00REVERSE_CLOSEDCE.i2601-1777.0777.0-8
2025-10-23 22:00:00REVERSE_CLOSEDCE.i26011777.0776.5-58
2025-10-24 08:00:00REVERSE_CLOSEDCE.i2601-1776.5776.5-8
2025-10-24 10:00:00REVERSE_CLOSEDCE.i26011776.5770.0-658
2025-10-27 10:00:00REVERSE_CLOSEDCE.i2601-1770.0774.0-408
2025-10-27 12:00:00REVERSE_CLOSEDCE.i26011774.0775.5142
2025-10-27 14:00:00REVERSE_CLOSEDCE.i2601-1775.5778.0-258
2025-11-04 14:00:00REVERSE_CLOSEDCE.i26011778.0774.5-358
2025-11-13 22:00:00REVERSE_CLOSEDCE.i2601-1774.5780.0-558
2025-11-14 08:00:00REVERSE_CLOSEDCE.i26011780.0776.0-408
2025-11-17 08:00:00REVERSE_CLOSEDCE.i2601-1776.0777.0-108
2025-11-17 10:00:00REVERSE_CLOSEDCE.i26011777.0781.5442
2025-11-17 12:00:00REVERSE_CLOSEDCE.i2601-1781.5785.0-358
2025-12-05 14:00:00REVERSE_CLOSEDCE.i26011785.0784.5-58
2025-12-17 08:00:00REVERSE_CLOSEDCE.i2601-1784.5785.0-58
2025-12-17 10:00:00REVERSE_CLOSEDCE.i26051763.5765.5192
2025-12-17 12:00:00REVERSE_CLOSEDCE.i2605-1765.5766.0-58
2025-12-17 14:00:00REVERSE_CLOSEDCE.i26051766.0768.5242
2025-12-17 20:00:00REVERSE_CLOSEDCE.i2605-1768.5768.042
2026-01-19 14:00:00REVERSE_CLOSEDCE.i26051768.0792.52,442
2026-01-29 14:00:00REVERSE_CLOSEDCE.i2605-1792.5796.5-408
2026-01-29 20:00:00REVERSE_CLOSEDCE.i26051796.5799.5292
2026-01-29 22:00:00REVERSE_CLOSEDCE.i2605-1799.5795.0442
2026-01-30 08:00:00REVERSE_CLOSEDCE.i26051795.0792.5-258
2026-01-30 10:00:00REVERSE_CLOSEDCE.i2605-1792.5789.5292
2026-01-30 12:00:00REVERSE_CLOSEDCE.i26051789.5791.5192
2026-01-30 14:00:00REVERSE_CLOSEDCE.i2605-1791.5790.0142
2026-01-30 20:00:00REVERSE_CLOSEDCE.i26051790.0788.5-158
2026-01-30 22:00:00REVERSE_CLOSEDCE.i2605-1788.5790.5-208
2026-02-02 08:00:00REVERSE_CLOSEDCE.i26051790.5788.0-258
2026-03-04 20:00:00REVERSE_CLOSEDCE.i2605-1788.0752.53,542
2026-03-31 20:00:00REVERSE_CLOSEDCE.i26051752.5809.55,692
2026-04-16 10:00:00REVERSE_CLOSEDCE.i2605-1809.5801.0842
2026-04-16 14:00:00REVERSE_CLOSEDCE.i26091776.0775.0-108
2026-04-16 20:00:00REVERSE_CLOSEDCE.i2609-1775.0780.5-558
2026-05-22 20:00:00REVERSE_CLOSEDCE.i26091780.5790.5992
2026-06-05 20:00:00FINAL_CLOSEDCE.i2609-1790.5767.02,342

每周收益

周末周盈亏周收益/5万周末权益
2022-01-071,1432.29%51,143
2022-01-142000.40%51,343
2022-01-215,15010.30%56,493
2022-01-286,70013.40%63,193
2022-02-11-5,900-11.80%57,293
2022-02-181,8853.77%59,178
2022-02-25-378-0.76%58,800
2022-03-0410,13620.27%68,936
2022-03-11-1,700-3.40%67,236
2022-03-183,5007.00%70,736
2022-03-25180.04%70,754
2022-04-016,95013.90%77,704
2022-04-08-1,650-3.30%76,054
2022-04-151,9003.80%77,954
2022-04-223,9827.96%81,935
2022-04-29-3,350-6.70%78,585
2022-05-061,7663.53%80,351
2022-05-1300.00%80,351
2022-05-20-3,400-6.80%76,952
2022-05-273,7007.40%80,652
2022-06-035,55011.10%86,202
2022-06-10-2,950-5.90%83,252
2022-06-173,6337.27%86,884
2022-06-242,8005.60%89,684
2022-07-01-608-1.22%89,076
2022-07-082000.40%89,276
2022-07-156,80013.60%96,076
2022-07-22-2,964-5.93%93,112
2022-07-299,00018.00%102,112
2022-08-05-1,100-2.20%101,012
2022-08-12-150-0.30%100,862
2022-08-19-315-0.63%100,547
2022-08-26-5,643-11.29%94,904
2022-09-021,9863.97%96,890
2022-09-09-1,564-3.13%95,326
2022-09-161500.30%95,476
2022-09-23-8,578-17.16%86,898
2022-09-309001.80%87,798
2022-10-141,8863.77%89,683
2022-10-214500.90%90,133
2022-10-287,45014.90%97,583
2022-11-04-3,963-7.93%93,620
2022-11-114,1508.30%97,770
2022-11-183,4006.80%101,170
2022-11-251,3502.70%102,520
2022-12-023,4506.90%105,970
2022-12-094,3008.60%110,270
2022-12-16-1,250-2.50%109,020
2022-12-232500.50%109,270
2022-12-303,4336.87%112,703
2023-01-06-3,650-7.30%109,053
2023-01-133,4506.90%112,503
2023-01-20-3,134-6.27%109,369
2023-02-03-1,050-2.10%108,319
2023-02-10-4,984-9.97%103,335
2023-02-17-1,184-2.37%102,151
2023-02-247501.50%102,901
2023-03-031,1502.30%104,051
2023-03-101,8503.70%105,901
2023-03-17-4,568-9.14%101,333
2023-03-245,40010.80%106,733
2023-03-31-2,189-4.38%104,544
2023-04-07-1,268-2.54%103,276
2023-04-149001.80%104,176
2023-04-213,8177.63%107,993
2023-04-289501.90%108,943
2023-05-053000.60%109,243
2023-05-12-3,016-6.03%106,227
2023-05-197571.51%106,984
2023-05-26-1,514-3.03%105,470
2023-06-025,20710.41%110,677
2023-06-093,9007.80%114,577
2023-06-162,6005.20%117,177
2023-06-23-2,600-5.20%114,577
2023-06-303,0006.00%117,577
2023-07-07-1,866-3.73%115,711
2023-07-14-1,167-2.33%114,544
2023-07-213500.70%114,894
2023-07-28-1,967-3.93%112,928
2023-08-041,4502.90%114,378
2023-08-11-850-1.70%113,528
2023-08-181,7663.53%115,294
2023-08-256,20012.40%121,494
2023-09-013,9507.90%125,444
2023-09-08-2,600-5.20%122,844
2023-09-151160.23%122,960
2023-09-22-2,317-4.63%120,643
2023-09-291,8503.70%122,493
2023-10-131,0502.10%123,543
2023-10-20-3,984-7.97%119,559
2023-10-27-1,217-2.43%118,342
2023-11-033,9507.90%122,292
2023-11-103,2506.50%125,542
2023-11-17-850-1.70%124,692
2023-11-241,6503.30%126,342
2023-12-01-3,819-7.64%122,523
2023-12-083,0816.16%125,604
2023-12-15-3,750-7.50%121,854
2023-12-22-388-0.78%121,466
2023-12-292000.40%121,666
2024-01-053,0506.10%124,716
2024-01-12-3,569-7.14%121,147
2024-01-19-750-1.50%120,397
2024-01-261,2652.53%121,662
2024-02-02-7,169-14.34%114,493
2024-02-09-1,550-3.10%112,943
2024-02-234,2618.52%117,204
2024-03-011,9003.80%119,104
2024-03-08-635-1.27%118,469
2024-03-156,60013.20%125,069
2024-03-22-7,467-14.93%117,602
2024-03-291,1342.27%118,736
2024-04-05-450-0.90%118,286
2024-04-12-116-0.23%118,170
2024-04-193,3006.60%121,470
2024-04-264000.80%121,870
2024-05-0300.00%121,870
2024-05-10-617-1.23%121,252
2024-05-17-4,102-8.20%117,150
2024-05-241,8503.70%119,000
2024-05-31-2,817-5.63%116,183
2024-06-071,3502.70%117,533
2024-06-141,4002.80%118,933
2024-06-218181.64%119,750
2024-06-28-1,867-3.73%117,883
2024-07-052,1004.20%119,983
2024-07-12-2,717-5.43%117,267
2024-07-192,9005.80%120,167
2024-07-262,4504.90%122,617
2024-08-02-5,507-11.01%117,110
2024-08-092,1354.27%119,245
2024-08-163,1006.20%122,345
2024-08-23-6,316-12.63%116,029
2024-08-30-565-1.13%115,464
2024-09-06-214-0.43%115,250
2024-09-13-5,499-11.00%109,751
2024-09-204580.92%110,209
2024-09-272,7865.57%112,995
2024-10-045,15010.30%118,145
2024-10-11-1,900-3.80%116,245
2024-10-18-4,100-8.20%112,145
2024-10-25-1,411-2.82%110,734
2024-11-01-2,150-4.30%108,584
2024-11-08-4,431-8.86%104,153
2024-11-151,1852.37%105,338
2024-11-22-596-1.19%104,742
2024-11-291,1002.20%105,842
2024-12-062000.40%106,042
2024-12-131,2502.50%107,292
2024-12-201,4842.97%108,776
2024-12-279001.80%109,676
2025-01-03-1,631-3.26%108,045
2025-01-1000.00%108,045
2025-01-173,3356.67%111,380
2025-01-242500.50%111,630
2025-01-313000.60%111,930
2025-02-071,0502.10%112,980
2025-02-14-316-0.63%112,663
2025-02-21-566-1.13%112,097
2025-02-289341.87%113,031
2025-03-071,4502.90%114,481
2025-03-14-1,797-3.59%112,683
2025-03-211,6343.27%114,318
2025-03-28-2,247-4.49%112,071
2025-04-04-3,331-6.66%108,740
2025-04-11-865-1.73%107,874
2025-04-18-986-1.97%106,888
2025-04-25-2,750-5.50%104,138
2025-05-021,4862.97%105,624
2025-05-096501.30%106,274
2025-05-16-2,164-4.33%104,110
2025-05-23-1,164-2.33%102,945
2025-05-301,5003.00%104,445
2025-06-06-1,171-2.34%103,274
2025-06-13-771-1.54%102,504
2025-06-201360.27%102,640
2025-06-27-928-1.86%101,712
2025-07-041,7503.50%103,462
2025-07-112,8005.60%106,262
2025-07-183,6007.20%109,862
2025-07-25-850-1.70%109,012
2025-08-01-450-0.90%108,562
2025-08-08-1,279-2.56%107,282
2025-08-15-1,931-3.86%105,351
2025-08-22-350-0.70%105,001
2025-08-29-2,790-5.58%102,211
2025-09-05-1,981-3.96%100,230
2025-09-121,1002.20%101,330
2025-09-191,9503.90%103,280
2025-09-26840.17%103,364
2025-10-037001.40%104,064
2025-10-10-2,150-4.30%101,914
2025-10-173,6507.30%105,564
2025-10-24-2,443-4.89%103,120
2025-10-311,6533.31%104,774
2025-11-07-1,265-2.53%103,508
2025-11-14-2,281-4.56%101,227
2025-11-214030.81%101,630
2025-11-289001.80%102,530
2025-12-05-1,016-2.03%101,515
2025-12-126501.30%102,165
2025-12-195731.15%102,738
2025-12-265001.00%103,238
2026-01-025501.10%103,788
2026-01-093,1006.20%106,888
2026-01-16-1,650-3.30%105,238
2026-01-23-1,116-2.23%104,122
2026-01-302070.41%104,329
2026-02-062,4344.87%106,764
2026-02-131,5003.00%108,264
2026-02-27500.10%108,314
2026-03-061,8353.67%110,149
2026-03-132,0004.00%112,149
2026-03-201,8503.70%113,999
2026-03-27-350-0.70%113,649
2026-04-036341.27%114,282
2026-04-102,1504.30%116,432
2026-04-17-3,747-7.49%112,686
2026-04-241,1502.30%113,836
2026-05-011,1502.30%114,986
2026-05-082,0504.10%117,036
2026-05-15-1,100-2.20%115,936
2026-05-22-1,716-3.43%114,220
2026-05-291,2002.40%115,420
2026-06-051,3422.68%116,762

月度收益

月份月盈亏月收益/5万月末权益
2022-0113,19326.39%63,193
2022-02-5,843-11.69%57,350
2022-0317,95335.91%75,304
2022-043,2826.56%78,585
2022-053,8167.63%82,402
2022-064,6759.35%87,076
2022-0715,03630.07%102,112
2022-08-7,122-14.24%94,990
2022-09-7,192-14.38%87,798
2022-109,78619.57%97,583
2022-115,33710.67%102,920
2022-129,78319.57%112,703
2023-01-1,984-3.97%110,719
2023-02-8,218-16.44%102,501
2023-032,0434.09%104,544
2023-044,3998.80%108,943
2023-05-2,051-4.10%106,891
2023-0610,68621.37%117,577
2023-07-5,799-11.60%111,778
2023-0811,71623.43%123,494
2023-09-1,001-2.00%122,493
2023-10-2,451-4.90%120,042
2023-113,1316.26%123,173
2023-12-1,507-3.01%121,666
2024-01-3,004-6.01%118,662
2024-02-1,707-3.41%116,954
2024-031,7813.56%118,736
2024-043,1346.27%121,870
2024-05-5,687-11.37%116,183
2024-061,7013.40%117,883
2024-074,0838.17%121,967
2024-08-6,503-13.01%115,464
2024-092,6815.36%118,145
2024-10-9,511-19.02%108,634
2024-11-2,792-5.58%105,842
2024-122,0844.17%107,926
2025-014,0038.01%111,930
2025-021,1012.20%113,031
2025-03-2,275-4.55%110,756
2025-04-5,132-10.26%105,624
2025-05-1,179-2.36%104,445
2025-06-3,234-6.47%101,212
2025-077,30014.60%108,512
2025-08-6,301-12.60%102,211
2025-091,8533.71%104,064
2025-107101.42%104,774
2025-11-2,243-4.49%102,530
2025-121,2572.51%103,788
2026-015411.08%104,329
2026-023,9847.97%108,314
2026-034,4198.84%112,732
2026-042,2534.51%114,986
2026-054340.87%115,420
2026-061,3422.68%116,762

年度收益

年份年盈亏年收益/5万年末权益
202262,703125.41%112,703
20238,96317.93%121,666
2024-13,740-27.48%107,926
2025-4,138-8.28%103,788
2026-YTD12,97425.95%116,762