Dualmak策略 - L

L / 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100,900
总收益 / 5万101.80%
最大回撤 / 5万32.92%
夏普率0.81
胜率49.33%
盈亏比2.04
平均盈亏比2.09
平仓笔数225
手续费合计900
最大保证金占用10,822
最高资金使用率21.64%
连续回撤周数54
连续盈利周数6
最大回撤时间2026-05-12 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/L.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
2025-02-17 08:00:00REVERSE_CLOSEDCE.l250517826.07830.038
2025-02-17 12:00:00REVERSE_CLOSEDCE.l2505-17830.07863.0-332
2025-02-17 20:00:00REVERSE_CLOSEDCE.l250517863.07859.0-42
2025-02-18 08:00:00REVERSE_CLOSEDCE.l2505-17859.07854.048
2025-02-18 12:00:00REVERSE_CLOSEDCE.l250517854.07849.0-52
2025-02-18 20:00:00REVERSE_CLOSEDCE.l2505-17849.07839.098
2025-02-19 08:00:00REVERSE_CLOSEDCE.l250517839.07840.08
2025-02-19 12:00:00REVERSE_CLOSEDCE.l2505-17840.07857.0-172
2025-02-19 20:00:00REVERSE_CLOSEDCE.l250517857.07877.0198
2025-02-20 08:00:00REVERSE_CLOSEDCE.l2505-17877.07878.0-12
2025-02-20 12:00:00REVERSE_CLOSEDCE.l250517878.07888.098
2025-02-20 20:00:00REVERSE_CLOSEDCE.l2505-17888.07900.0-122
2025-02-24 20:00:00REVERSE_CLOSEDCE.l250517900.07866.0-342
2025-02-27 20:00:00REVERSE_CLOSEDCE.l2505-17866.07920.0-542
2025-03-12 12:00:00REVERSE_CLOSEDCE.l250517920.07784.0-1,362
2025-04-03 08:00:00REVERSE_CLOSEDCE.l2505-17784.07688.0958
2025-04-03 12:00:00REVERSE_CLOSEDCE.l250517688.07667.0-212
2025-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.l2505-17667.07273.03,938
2025-05-13 20:00:00REVERSE_CLOSEDCE.l2509-17083.07230.0-1,472
2025-05-14 08:00:00REVERSE_CLOSEDCE.l250917230.07288.0578
2025-05-14 12:00:00REVERSE_CLOSEDCE.l2509-17288.07301.0-132
2025-05-16 12:00:00REVERSE_CLOSEDCE.l250917301.07247.0-542
2025-05-16 20:00:00REVERSE_CLOSEDCE.l2509-17247.07227.0198
2025-05-19 08:00:00REVERSE_CLOSEDCE.l250917227.07270.0428
2025-05-19 12:00:00REVERSE_CLOSEDCE.l2509-17270.07234.0358
2025-05-19 20:00:00REVERSE_CLOSEDCE.l250917234.07239.048
2025-05-20 08:00:00REVERSE_CLOSEDCE.l2509-17239.07250.0-112
2025-05-20 12:00:00REVERSE_CLOSEDCE.l250917250.07240.0-102
2025-05-20 20:00:00REVERSE_CLOSEDCE.l2509-17240.07229.0108
2025-05-21 08:00:00REVERSE_CLOSEDCE.l250917229.07238.088
2025-05-21 12:00:00REVERSE_CLOSEDCE.l2509-17238.07249.0-112
2025-05-22 08:00:00REVERSE_CLOSEDCE.l250917249.07204.0-452
2025-06-10 08:00:00REVERSE_CLOSEDCE.l2509-17204.07072.01,318
2025-06-11 20:00:00REVERSE_CLOSEDCE.l250917072.07121.0488
2025-06-12 08:00:00REVERSE_CLOSEDCE.l2509-17121.07130.0-92
2025-08-04 12:00:00REVERSE_CLOSEDCE.l250917130.07256.01,258
2025-08-21 12:00:00REVERSE_CLOSEDCE.l2509-17256.07335.0-792
2025-09-03 12:00:00REVERSE_CLOSEDCE.l260117397.07246.0-1,512
2025-09-16 08:00:00REVERSE_CLOSEDCE.l2601-17246.07285.0-392
2025-09-16 12:00:00REVERSE_CLOSEDCE.l260117285.07244.0-412
2025-09-17 08:00:00REVERSE_CLOSEDCE.l2601-17244.07263.0-192
2025-09-17 12:00:00REVERSE_CLOSEDCE.l260117263.07253.0-102
2025-09-17 20:00:00REVERSE_CLOSEDCE.l2601-17253.07235.0178
2025-09-18 08:00:00REVERSE_CLOSEDCE.l260117235.07245.098
2025-10-27 08:00:00REVERSE_CLOSEDCE.l2601-17245.07013.02,318
2025-10-27 12:00:00REVERSE_CLOSEDCE.l260117013.06986.0-272
2025-10-27 20:00:00REVERSE_CLOSEDCE.l2601-16986.07030.0-442
2025-10-28 08:00:00REVERSE_CLOSEDCE.l260117030.07030.0-2
2025-10-28 12:00:00REVERSE_CLOSEDCE.l2601-17030.07008.0218
2025-10-28 20:00:00REVERSE_CLOSEDCE.l260117008.06975.0-332
2025-10-29 08:00:00REVERSE_CLOSEDCE.l2601-16975.06985.0-102
2025-10-29 12:00:00REVERSE_CLOSEDCE.l260116985.06981.0-42
2025-10-29 20:00:00REVERSE_CLOSEDCE.l2601-16981.07000.0-192
2025-10-30 08:00:00REVERSE_CLOSEDCE.l260117000.07017.0168
2025-10-30 12:00:00REVERSE_CLOSEDCE.l2601-17017.06993.0238
2025-10-30 20:00:00REVERSE_CLOSEDCE.l260116993.06968.0-252
2025-10-31 08:00:00REVERSE_CLOSEDCE.l2601-16968.06971.0-32
2025-10-31 12:00:00REVERSE_CLOSEDCE.l260116971.06923.0-482
2025-11-21 08:00:00REVERSE_CLOSEDCE.l2601-16923.06810.01,128
2025-11-21 12:00:00REVERSE_CLOSEDCE.l260116810.06795.0-152
2025-12-01 20:00:00REVERSE_CLOSEDCE.l2601-16795.06810.0-152
2025-12-02 08:00:00REVERSE_CLOSEDCE.l260116810.06829.0188
2025-12-02 12:00:00REVERSE_CLOSEDCE.l2601-16829.06814.0148
2025-12-02 20:00:00REVERSE_CLOSEDCE.l260116814.06825.0108
2025-12-03 12:00:00REVERSE_CLOSEDCE.l2601-16825.06806.0188
2025-12-03 20:00:00REVERSE_CLOSEDCE.l260116806.06800.0-62
2025-12-31 12:00:00DELIVERY_ROLL_CLOSEDCE.l2601-16800.06270.05,298
2026-01-05 20:00:00REVERSE_CLOSEDCE.l2605-16472.06481.0-92
2026-01-06 08:00:00REVERSE_CLOSEDCE.l260516481.06525.0438
2026-01-06 12:00:00REVERSE_CLOSEDCE.l2605-16525.06528.0-32
2026-01-06 20:00:00REVERSE_CLOSEDCE.l260516528.06595.0668
2026-01-07 08:00:00REVERSE_CLOSEDCE.l2605-16595.06621.0-262
2026-04-24 20:00:00REVERSE_CLOSEDCE.l260516621.08140.015,188
2026-04-28 08:00:00REVERSE_CLOSEDCE.l2609-18114.08222.0-1,082
2026-04-29 08:00:00REVERSE_CLOSEDCE.l260918222.08406.01,838
2026-04-29 12:00:00REVERSE_CLOSEDCE.l2609-18406.08382.0238
2026-05-07 12:00:00REVERSE_CLOSEDCE.l260918382.08138.0-2,442
2026-06-02 08:00:00REVERSE_CLOSEDCE.l2609-18138.08044.0938
2026-06-02 12:00:00REVERSE_CLOSEDCE.l260918044.07968.0-762
2026-06-05 12:00:00FINAL_CLOSEDCE.l2609-17968.07916.0518

每周收益

周末周盈亏周收益/5万周末权益
2022-01-071,5783.16%51,578
2022-01-147401.48%52,318
2022-01-212,9105.82%55,228
2022-01-28-1,610-3.22%53,618
2022-02-114100.82%54,028
2022-02-18-2,560-5.12%51,468
2022-02-255901.18%52,058
2022-03-044,3608.72%56,418
2022-03-11-40-0.08%56,378
2022-03-18-4,604-9.21%51,774
2022-03-251160.23%51,890
2022-04-01-1,490-2.98%50,400
2022-04-08-1,280-2.56%49,120
2022-04-151100.22%49,230
2022-04-221,9883.98%51,218
2022-04-29500.10%51,268
2022-05-06-90-0.18%51,178
2022-05-131,1402.28%52,318
2022-05-201,4302.86%53,748
2022-05-27-2,184-4.37%51,564
2022-06-032,8505.70%54,414
2022-06-108301.66%55,244
2022-06-17-4,620-9.24%50,624
2022-06-242,2264.45%52,850
2022-07-011,4202.84%54,270
2022-07-08-140-0.28%54,130
2022-07-156,69013.38%60,820
2022-07-22-1,810-3.62%59,010
2022-07-29-164-0.33%58,846
2022-08-056101.22%59,456
2022-08-123000.60%59,756
2022-08-191,1002.20%60,856
2022-08-26-1,050-2.10%59,806
2022-09-02-196-0.39%59,610
2022-09-092,9805.96%62,590
2022-09-16-490-0.98%62,100
2022-09-23-1,770-3.54%60,330
2022-09-308901.78%61,220
2022-10-14-2,140-4.28%59,080
2022-10-21-484-0.97%58,596
2022-10-281500.30%58,746
2022-11-048281.66%59,574
2022-11-11140.03%59,588
2022-11-18-74-0.15%59,514
2022-11-253220.64%59,836
2022-12-021,2602.52%61,096
2022-12-09-60-0.12%61,036
2022-12-162600.52%61,296
2022-12-23-1,770-3.54%59,526
2022-12-301,3262.65%60,852
2023-01-06-1,480-2.96%59,372
2023-01-133,0906.18%62,462
2023-01-201,9503.90%64,412
2023-02-03-2,230-4.46%62,182
2023-02-10-1,844-3.69%60,338
2023-02-17-384-0.77%59,954
2023-02-247401.48%60,694
2023-03-037001.40%61,394
2023-03-103660.73%61,760
2023-03-171,6603.32%63,420
2023-03-24100.02%63,430
2023-03-31-554-1.11%62,876
2023-04-07-566-1.13%62,310
2023-04-14-430-0.86%61,880
2023-04-216161.23%62,496
2023-04-28-1,664-3.33%60,832
2023-05-051,0002.00%61,832
2023-05-121,8103.62%63,642
2023-05-194300.86%64,072
2023-05-26500.10%64,122
2023-06-02-332-0.66%63,790
2023-06-092,4364.87%66,226
2023-06-161,4262.85%67,652
2023-06-23-140-0.28%67,512
2023-06-303500.70%67,862
2023-07-078401.68%68,702
2023-07-141,0702.14%69,772
2023-07-21-710-1.42%69,062
2023-07-281,7103.42%70,772
2023-08-04-350-0.70%70,422
2023-08-11-150-0.30%70,272
2023-08-181,8803.76%72,152
2023-08-252700.54%72,422
2023-09-014660.93%72,888
2023-09-08-780-1.56%72,108
2023-09-15-500-1.00%71,608
2023-09-22-590-1.18%71,018
2023-09-29-160-0.32%70,858
2023-10-13-1,494-2.99%69,364
2023-10-205901.18%69,954
2023-10-27-384-0.77%69,570
2023-11-03-722-1.44%68,848
2023-11-10-370-0.74%68,478
2023-11-17-2,684-5.37%65,794
2023-11-242,4004.80%68,194
2023-12-01-60-0.12%68,134
2023-12-08-170-0.34%67,964
2023-12-15-64-0.13%67,900
2023-12-221,1602.32%69,060
2023-12-294900.98%69,550
2024-01-05-1,430-2.86%68,120
2024-01-12-800-1.60%67,320
2024-01-191,8203.64%69,140
2024-01-263800.76%69,520
2024-02-02-1,734-3.47%67,786
2024-02-09-1,020-2.04%66,766
2024-02-232460.49%67,012
2024-03-015601.12%67,572
2024-03-08-1,030-2.06%66,542
2024-03-15-1,628-3.26%64,914
2024-03-22-190-0.38%64,724
2024-03-29800.16%64,804
2024-04-057201.44%65,524
2024-04-126401.28%66,164
2024-04-196901.38%66,854
2024-04-26-220-0.44%66,634
2024-05-033160.63%66,950
2024-05-10-650-1.30%66,300
2024-05-172,0004.00%68,300
2024-05-24-450-0.90%67,850
2024-05-31-40-0.08%67,810
2024-06-07-360-0.72%67,450
2024-06-14-60-0.12%67,390
2024-06-21-150-0.30%67,240
2024-06-28-1,244-2.49%65,996
2024-07-05-488-0.98%65,508
2024-07-121,5403.08%67,048
2024-07-192500.50%67,298
2024-07-261,0302.06%68,328
2024-08-02200.04%68,348
2024-08-091,2502.50%69,598
2024-08-16-500-1.00%69,098
2024-08-235301.06%69,628
2024-08-30-320-0.64%69,308
2024-09-061,7803.56%71,088
2024-09-131100.22%71,198
2024-09-204800.96%71,678
2024-09-271920.38%71,870
2024-10-041,1002.20%72,970
2024-10-111,3802.76%74,350
2024-10-18-2,220-4.44%72,130
2024-10-255001.00%72,630
2024-11-01-410-0.82%72,220
2024-11-087601.52%72,980
2024-11-158501.70%73,830
2024-11-221,4902.98%75,320
2024-11-29-600-1.20%74,720
2024-12-06-780-1.56%73,940
2024-12-137401.48%74,680
2024-12-208761.75%75,556
2024-12-27-200-0.40%75,356
2025-01-03900.18%75,446
2025-01-101,5203.04%76,966
2025-01-179801.96%77,946
2025-01-249701.94%78,916
2025-01-31-420-0.84%78,496
2025-02-072600.52%78,756
2025-02-14-1,138-2.28%77,618
2025-02-21-538-1.08%77,080
2025-02-28-1,058-2.12%76,022
2025-03-073000.60%76,322
2025-03-14-984-1.97%75,338
2025-03-215401.08%75,878
2025-03-282000.40%76,078
2025-04-04-588-1.18%75,490
2025-04-113,6507.30%79,140
2025-04-18-410-0.82%78,730
2025-04-25900.18%78,820
2025-05-028361.67%79,656
2025-05-091,2302.46%80,886
2025-05-16-2,210-4.42%78,676
2025-05-237941.59%79,470
2025-05-301,4802.96%80,950
2025-06-06-1,180-2.36%79,770
2025-06-131,5783.16%81,348
2025-06-201,7303.46%83,078
2025-06-27-1,140-2.28%81,938
2025-07-04-310-0.62%81,628
2025-07-113900.78%82,018
2025-07-18-310-0.62%81,708
2025-07-257301.46%82,438
2025-08-01-760-1.52%81,678
2025-08-08-594-1.19%81,084
2025-08-15-110-0.22%80,974
2025-08-22-74-0.15%80,900
2025-08-29-1,450-2.90%79,450
2025-09-05260.05%79,476
2025-09-124200.84%79,896
2025-09-19-694-1.39%79,202
2025-09-26-390-0.78%78,812
2025-10-034400.88%79,252
2025-10-101,4902.98%80,742
2025-10-178801.76%81,622
2025-10-24-890-1.78%80,732
2025-10-31-1,316-2.63%79,416
2025-11-071,0102.02%80,426
2025-11-14-590-1.18%79,836
2025-11-217721.54%80,608
2025-11-28-790-1.58%79,818
2025-12-052,1164.23%81,934
2025-12-129901.98%82,924
2025-12-192,8405.68%85,764
2025-12-26-1,060-2.12%84,704
2026-01-021,0662.13%85,770
2026-01-091,2302.46%87,000
2026-01-164500.90%87,450
2026-01-232,1204.24%89,570
2026-01-301,4902.98%91,060
2026-02-06-3,040-6.08%88,020
2026-02-13-1,310-2.62%86,710
2026-02-27-110-0.22%86,600
2026-03-0613,11026.22%99,710
2026-03-136,26012.52%105,970
2026-03-206,15012.30%112,120
2026-03-27-1,950-3.90%110,170
2026-04-03-1,910-3.82%108,260
2026-04-10-4,610-9.22%103,650
2026-04-17-2,170-4.34%101,480
2026-04-24-24-0.05%101,456
2026-05-011,8983.80%103,354
2026-05-08-2,904-5.81%100,450
2026-05-157201.44%101,170
2026-05-223400.68%101,510
2026-05-291,2302.46%102,740
2026-06-05-1,840-3.68%100,900

月度收益

月份月盈亏月收益/5万月末权益
2022-013,6187.24%53,618
2022-02-1,600-3.20%52,018
2022-03-1,098-2.20%50,920
2022-043480.70%51,268
2022-052,4464.89%53,714
2022-063160.63%54,030
2022-074,8169.63%58,846
2022-08-1,714-3.43%57,132
2022-094,0888.18%61,220
2022-10-764-1.53%60,456
2022-11-210-0.42%60,246
2022-126061.21%60,852
2023-012,8605.72%63,712
2023-02-2,558-5.12%61,154
2023-031,7223.44%62,876
2023-04-2,044-4.09%60,832
2023-053,9507.90%64,782
2023-063,0806.16%67,862
2023-072,8205.64%70,682
2023-081,5363.07%72,218
2023-09-1,360-2.72%70,858
2023-10-1,052-2.10%69,806
2023-11-1,692-3.38%68,114
2023-121,4362.87%69,550
2024-01-670-1.34%68,880
2024-02-1,478-2.96%67,402
2024-03-2,598-5.20%64,804
2024-042,1464.29%66,950
2024-058601.72%67,810
2024-06-1,814-3.63%65,996
2024-071,7323.46%67,728
2024-081,5803.16%69,308
2024-093,6627.32%72,970
2024-10-440-0.88%72,530
2024-112,1904.38%74,720
2024-12-154-0.31%74,566
2025-013,9307.86%78,496
2025-02-2,474-4.95%76,022
2025-03-74-0.15%75,948
2025-043,7087.42%79,656
2025-051,2942.59%80,950
2025-065981.20%81,548
2025-078901.78%82,438
2025-08-2,988-5.98%79,450
2025-09-198-0.40%79,252
2025-101640.33%79,416
2025-114020.80%79,818
2025-125,95211.90%85,770
2026-015,29010.58%91,060
2026-02-4,460-8.92%86,600
2026-0320,57041.14%107,170
2026-04-3,816-7.63%103,354
2026-05-614-1.23%102,740
2026-06-1,840-3.68%100,900

年度收益

年份年盈亏年收益/5万年末权益
202210,85221.70%60,852
20238,69817.40%69,550
20245,01610.03%74,566
202511,20422.41%85,770
2026-YTD15,13030.26%100,900