Dualmak策略 - M

M / 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129,758
总收益 / 5万159.52%
最大回撤 / 5万65.68%
夏普率0.80
胜率44.94%
盈亏比1.81
平均盈亏比2.22
平仓笔数158
手续费合计1,422
最大保证金占用10,412
最高资金使用率20.82%
连续回撤周数86
连续盈利周数9
最大回撤时间2023-01-20 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/M.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
2024-09-02 08:00:00REVERSE_CLOSEDCE.m250113037.03012.0-754
2024-09-02 12:00:00REVERSE_CLOSEDCE.m2501-13012.03026.0-424
2024-09-02 20:00:00REVERSE_CLOSEDCE.m250113026.03035.0266
2024-09-03 08:00:00REVERSE_CLOSEDCE.m2501-13035.03035.0-4
2024-10-14 12:00:00REVERSE_CLOSEDCE.m250113035.02983.0-1,564
2024-10-24 12:00:00REVERSE_CLOSEDCE.m2501-12983.02995.0-364
2024-10-24 20:00:00REVERSE_CLOSEDCE.m250112995.03007.0356
2024-10-25 08:00:00REVERSE_CLOSEDCE.m2501-13007.02970.01,106
2024-10-25 12:00:00REVERSE_CLOSEDCE.m250112970.02961.0-274
2024-10-29 20:00:00REVERSE_CLOSEDCE.m2501-12961.03015.0-1,624
2024-10-30 08:00:00REVERSE_CLOSEDCE.m250113015.02986.0-874
2024-11-08 12:00:00REVERSE_CLOSEDCE.m2501-12986.03059.0-2,194
2024-11-19 08:00:00REVERSE_CLOSEDCE.m250113059.02975.0-2,524
2024-12-25 20:00:00REVERSE_CLOSEDCE.m2505-12840.02638.06,056
2024-12-26 08:00:00REVERSE_CLOSEDCE.m250512638.02634.0-124
2024-12-26 20:00:00REVERSE_CLOSEDCE.m2505-12634.02672.0-1,144
2024-12-27 08:00:00REVERSE_CLOSEDCE.m250512672.02687.0446
2024-12-27 12:00:00REVERSE_CLOSEDCE.m2505-12687.02684.086
2024-12-27 20:00:00REVERSE_CLOSEDCE.m250512684.02671.0-394
2024-12-30 08:00:00REVERSE_CLOSEDCE.m2505-12671.02670.026
2024-12-30 12:00:00REVERSE_CLOSEDCE.m250512670.02675.0146
2024-12-30 20:00:00REVERSE_CLOSEDCE.m2505-12675.02689.0-424
2024-12-31 08:00:00REVERSE_CLOSEDCE.m250512689.02693.0116
2024-12-31 12:00:00REVERSE_CLOSEDCE.m2505-12693.02696.0-94
2025-01-02 08:00:00REVERSE_CLOSEDCE.m250512696.02722.0776
2025-01-02 12:00:00REVERSE_CLOSEDCE.m2505-12722.02720.056
2025-01-09 08:00:00REVERSE_CLOSEDCE.m250512720.02639.0-2,434
2025-01-14 20:00:00REVERSE_CLOSEDCE.m2505-12639.02746.0-3,214
2025-03-24 12:00:00REVERSE_CLOSEDCE.m250512746.02851.03,146
2025-04-03 12:00:00REVERSE_CLOSEDCE.m2505-12851.02841.0296
2025-04-30 08:00:00REVERSE_CLOSEDCE.m250913005.02961.0-1,324
2025-05-22 20:00:00REVERSE_CLOSEDCE.m2509-12961.02944.0506
2025-05-23 20:00:00REVERSE_CLOSEDCE.m250912944.02945.026
2025-05-26 08:00:00REVERSE_CLOSEDCE.m2509-12945.02947.0-64
2025-05-26 12:00:00REVERSE_CLOSEDCE.m250912947.02951.0116
2025-05-26 20:00:00REVERSE_CLOSEDCE.m2509-12951.02952.0-34
2025-05-27 08:00:00REVERSE_CLOSEDCE.m250912952.02957.0146
2025-05-27 12:00:00REVERSE_CLOSEDCE.m2509-12957.02967.0-304
2025-05-27 20:00:00REVERSE_CLOSEDCE.m250912967.02966.0-34
2025-05-28 08:00:00REVERSE_CLOSEDCE.m2509-12966.02963.086
2025-05-28 12:00:00REVERSE_CLOSEDCE.m250912963.02964.026
2025-05-28 20:00:00REVERSE_CLOSEDCE.m2509-12964.02956.0236
2025-05-29 08:00:00REVERSE_CLOSEDCE.m250912956.02958.056
2025-05-29 12:00:00REVERSE_CLOSEDCE.m2509-12958.02946.0356
2025-05-29 20:00:00REVERSE_CLOSEDCE.m250912946.02952.0176
2025-05-30 08:00:00REVERSE_CLOSEDCE.m2509-12952.02956.0-124
2025-06-05 08:00:00REVERSE_CLOSEDCE.m250912956.02951.0-154
2025-06-09 12:00:00REVERSE_CLOSEDCE.m2509-12951.03013.0-1,864
2025-07-08 08:00:00REVERSE_CLOSEDCE.m250913013.02933.0-2,404
2025-07-14 12:00:00REVERSE_CLOSEDCE.m2509-12933.02975.0-1,264
2025-07-16 12:00:00REVERSE_CLOSEDCE.m250912975.02973.0-64
2025-07-17 08:00:00REVERSE_CLOSEDCE.m2509-12973.03013.0-1,204
2025-07-29 20:00:00REVERSE_CLOSEDCE.m250913013.02983.0-904
2025-08-07 20:00:00REVERSE_CLOSEDCE.m2509-12983.03034.0-1,534
2025-08-29 20:00:00DELIVERY_ROLL_CLOSEDCE.m250913034.03023.0-334
2025-09-01 12:00:00REVERSE_CLOSEDCE.m260113060.03067.0206
2025-09-15 08:00:00REVERSE_CLOSEDCE.m2601-13067.03063.0116
2025-09-16 20:00:00REVERSE_CLOSEDCE.m260113063.03042.0-634
2025-10-24 12:00:00REVERSE_CLOSEDCE.m2601-13042.02952.02,696
2025-10-24 20:00:00REVERSE_CLOSEDCE.m260112952.02937.0-454
2025-10-27 08:00:00REVERSE_CLOSEDCE.m2601-12937.02937.0-4
2025-10-27 12:00:00REVERSE_CLOSEDCE.m260112937.02933.0-124
2025-10-27 20:00:00REVERSE_CLOSEDCE.m2601-12933.02934.0-34
2025-12-08 12:00:00REVERSE_CLOSEDCE.m260112934.03028.02,816
2025-12-30 20:00:00REVERSE_CLOSEDCE.m2605-12776.02776.0-4
2025-12-31 08:00:00REVERSE_CLOSEDCE.m260512776.02768.0-244
2026-01-08 08:00:00REVERSE_CLOSEDCE.m2605-12768.02808.0-1,204
2026-01-08 12:00:00REVERSE_CLOSEDCE.m260512808.02799.0-274
2026-01-26 12:00:00REVERSE_CLOSEDCE.m2605-12799.02772.0806
2026-01-26 20:00:00REVERSE_CLOSEDCE.m260512772.02766.0-184
2026-01-27 08:00:00REVERSE_CLOSEDCE.m2605-12766.02760.0176
2026-01-27 12:00:00REVERSE_CLOSEDCE.m260512760.02767.0206
2026-01-27 20:00:00REVERSE_CLOSEDCE.m2605-12767.02769.0-64
2026-01-28 08:00:00REVERSE_CLOSEDCE.m260512769.02775.0176
2026-01-28 12:00:00REVERSE_CLOSEDCE.m2605-12775.02777.0-64
2026-02-03 08:00:00REVERSE_CLOSEDCE.m260512777.02748.0-874
2026-02-12 12:00:00REVERSE_CLOSEDCE.m2605-12748.02789.0-1,234
2026-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.m260512789.02829.01,196
2026-06-04 20:00:00REVERSE_CLOSEDCE.m260913021.02943.0-2,344
2026-06-05 12:00:00FINAL_CLOSEDCE.m2609-12943.02918.0746

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-1,414-2.83%48,586
2022-01-14-1,410-2.82%47,176
2022-01-212,4604.92%49,636
2022-01-283,2106.42%52,846
2022-02-1111,58023.16%64,426
2022-02-181,1402.28%65,566
2022-02-256001.20%66,166
2022-03-044,6809.36%70,846
2022-03-114,1708.34%75,016
2022-03-183,3906.78%78,406
2022-03-253,8707.74%82,276
2022-04-01-14,280-28.56%67,996
2022-04-083,4206.84%71,416
2022-04-15-219-0.44%71,196
2022-04-229211.84%72,118
2022-04-2914,39128.78%86,508
2022-05-063,1206.24%89,628
2022-05-13-2,760-5.52%86,868
2022-05-20-399-0.80%86,470
2022-05-27-1,080-2.16%85,390
2022-06-03-810-1.62%84,580
2022-06-102,4604.92%87,040
2022-06-17-1,650-3.30%85,390
2022-06-241,6713.34%87,060
2022-07-011,5303.06%88,590
2022-07-08-5,100-10.20%83,490
2022-07-15-2,712-5.42%80,778
2022-07-222,0704.14%82,848
2022-07-29-987-1.97%81,862
2022-08-05-2,229-4.46%79,632
2022-08-123,9517.90%83,584
2022-08-19-780-1.56%82,804
2022-08-265,10010.20%87,904
2022-09-025,72111.44%93,624
2022-09-094500.90%94,074
2022-09-164,3508.70%98,424
2022-09-237801.56%99,204
2022-09-302,2804.56%101,484
2022-10-142,1604.32%103,644
2022-10-21-3,780-7.56%99,864
2022-10-28-750-1.50%99,114
2022-11-044,8909.78%104,004
2022-11-111,2602.52%105,264
2022-11-18-549-1.10%104,716
2022-11-25-4,719-9.44%99,996
2022-12-02-978-1.96%99,018
2022-12-09-4,908-9.82%94,110
2022-12-16-4,599-9.20%89,512
2022-12-23-3,690-7.38%85,822
2022-12-30-4,428-8.86%81,394
2023-01-06-2,568-5.14%78,826
2023-01-13-2,910-5.82%75,916
2023-01-20-699-1.40%75,216
2023-02-034410.88%75,658
2023-02-101,6503.30%77,308
2023-02-171,7703.54%79,078
2023-02-24-198-0.40%78,880
2023-03-031,7403.48%80,620
2023-03-10-540-1.08%80,080
2023-03-172,1244.25%82,204
2023-03-244,7709.54%86,974
2023-03-31-1,260-2.52%85,714
2023-04-07-4,104-8.21%81,610
2023-04-142,9405.88%84,550
2023-04-213,8107.62%88,360
2023-04-28-3,330-6.66%85,030
2023-05-05810.16%85,110
2023-05-12-2,847-5.69%82,264
2023-05-191,2002.40%83,464
2023-05-26600.12%83,524
2023-06-021,0202.04%84,544
2023-06-09-2,109-4.22%82,434
2023-06-167,02014.04%89,454
2023-06-232,5505.10%92,004
2023-06-30-1,530-3.06%90,474
2023-07-074,1708.34%94,644
2023-07-143,7807.56%98,424
2023-07-214,5909.18%103,014
2023-07-282,1604.32%105,174
2023-08-043,0006.00%108,174
2023-08-113,0606.12%111,234
2023-08-1811,49022.98%122,724
2023-08-251,2002.40%123,924
2023-09-01810.16%124,006
2023-09-08-690-1.38%123,316
2023-09-15-4,839-9.68%118,476
2023-09-222,4604.92%120,936
2023-09-29-840-1.68%120,096
2023-10-134,5009.00%124,596
2023-10-20-4,098-8.20%120,498
2023-10-27-2,298-4.60%118,200
2023-11-034410.88%118,642
2023-11-10-510-1.02%118,132
2023-11-17-1,560-3.12%116,572
2023-11-24-480-0.96%116,092
2023-12-01-2,619-5.24%113,472
2023-12-08-3,690-7.38%109,782
2023-12-153,5107.02%113,292
2023-12-221,1102.22%114,402
2023-12-291,4612.92%115,864
2024-01-053,9007.80%119,764
2024-01-123,8107.62%123,574
2024-01-192700.54%123,844
2024-01-263,2106.42%127,054
2024-02-02-1,890-3.78%125,164
2024-02-09-120-0.24%125,044
2024-02-23-486-0.97%124,558
2024-03-015911.18%125,148
2024-03-083,5407.08%128,688
2024-03-152,9405.88%131,628
2024-03-22-1,470-2.94%130,158
2024-03-293300.66%130,488
2024-04-05-1,650-3.30%128,838
2024-04-121,3202.64%130,158
2024-04-192700.54%130,428
2024-04-26-90-0.18%130,338
2024-05-039511.90%131,290
2024-05-104,2008.40%135,490
2024-05-171,0802.16%136,570
2024-05-241,2902.58%137,860
2024-05-31-4,230-8.46%133,630
2024-06-075101.02%134,140
2024-06-14-1,350-2.70%132,790
2024-06-211110.22%132,900
2024-06-28-1,350-2.70%131,550
2024-07-052220.44%131,772
2024-07-126,66013.32%138,432
2024-07-19-210-0.42%138,222
2024-07-261,0322.06%139,254
2024-08-021,9203.84%141,174
2024-08-092,5805.16%143,754
2024-08-162,6405.28%146,394
2024-08-23-510-1.02%145,884
2024-08-30-2,691-5.38%143,194
2024-09-062,3644.73%145,558
2024-09-13-1,110-2.22%144,448
2024-09-20-1,470-2.94%142,978
2024-09-272,4904.98%145,468
2024-10-041,2302.46%146,698
2024-10-11-4,140-8.28%142,558
2024-10-18-1,389-2.78%141,168
2024-10-251,6443.29%142,812
2024-11-01-2,148-4.30%140,664
2024-11-08-3,819-7.64%136,846
2024-11-15-3,000-6.00%133,846
2024-11-223,0216.04%136,866
2024-11-29-30-0.06%136,836
2024-12-064,0208.04%140,856
2024-12-138101.62%141,666
2024-12-20-480-0.96%141,186
2024-12-27-1,164-2.33%140,022
2025-01-03-663-1.33%139,360
2025-01-10-1,839-3.68%137,520
2025-01-17-1,539-3.08%135,982
2025-01-241,1102.22%137,092
2025-01-312400.48%137,332
2025-02-072,2804.56%139,612
2025-02-14-510-1.02%139,102
2025-02-212,0404.08%141,142
2025-02-28-30-0.06%141,112
2025-03-07-2,430-4.86%138,682
2025-03-149301.86%139,612
2025-03-21-1,350-2.70%138,262
2025-03-287711.54%139,032
2025-04-04-4,749-9.50%134,284
2025-04-116,66013.32%140,944
2025-04-18-1,440-2.88%139,504
2025-04-25-1,500-3.00%138,004
2025-05-023810.76%138,384
2025-05-096001.20%138,984
2025-05-161200.24%139,104
2025-05-23-1,428-2.86%137,676
2025-05-309331.87%138,610
2025-06-06-2,259-4.52%136,350
2025-06-139211.84%137,272
2025-06-204500.90%137,722
2025-06-27-3,180-6.36%134,542
2025-07-041200.24%134,662
2025-07-11-2,109-4.22%132,552
2025-07-183330.67%132,886
2025-07-25-1,800-3.60%131,086
2025-08-01-1,929-3.86%129,156
2025-08-08-129-0.26%129,028
2025-08-151,4102.82%130,438
2025-08-22-810-1.62%129,628
2025-08-29-1,149-2.30%128,478
2025-09-05510.10%128,530
2025-09-121800.36%128,710
2025-09-191320.26%128,842
2025-09-262,4904.98%131,332
2025-10-032400.48%131,572
2025-10-101200.24%131,692
2025-10-178701.74%132,562
2025-10-24-2,538-5.08%130,024
2025-10-312,8835.77%132,906
2025-11-076601.32%133,566
2025-11-141,1402.28%134,706
2025-11-21-2,640-5.28%132,066
2025-11-281,6803.36%133,746
2025-12-05-30-0.06%133,716
2025-12-12-369-0.74%133,348
2025-12-198101.62%134,158
2025-12-26-1,350-2.70%132,808
2026-01-025221.04%133,330
2026-01-09-1,488-2.98%131,842
2026-01-161,7403.48%133,582
2026-01-23-1,140-2.28%132,442
2026-01-30-603-1.21%131,838
2026-02-06-339-0.68%131,500
2026-02-13-999-2.00%130,500
2026-02-277801.56%131,280
2026-03-064,1408.28%135,420
2026-03-134,1408.28%139,560
2026-03-20-2,700-5.40%136,860
2026-03-27-2,070-4.14%134,790
2026-04-03-3,000-6.00%131,790
2026-04-103300.66%132,120
2026-04-17-1,290-2.58%130,830
2026-04-243900.78%131,220
2026-05-011410.28%131,362
2026-05-08-480-0.96%130,882
2026-05-15-960-1.92%129,922
2026-05-227801.56%130,702
2026-05-29-540-1.08%130,162
2026-06-05-404-0.81%129,758

月度收益

月份月盈亏月收益/5万月末权益
2022-012,8465.69%52,846
2022-0214,40028.80%67,246
2022-037,05014.10%74,296
2022-0412,21324.43%86,508
2022-05-2,409-4.82%84,100
2022-069811.96%85,080
2022-07-3,219-6.44%81,862
2022-0810,20320.41%92,064
2022-099,42018.84%101,484
2022-101,6503.30%103,134
2022-11-3,576-7.15%99,558
2022-12-18,165-36.33%81,394
2023-01-4,926-9.85%76,468
2023-024,6629.32%81,130
2023-034,5849.17%85,714
2023-04-684-1.37%85,030
2023-055041.01%85,534
2023-064,9419.88%90,474
2023-0715,42030.84%105,894
2023-0818,50137.00%124,396
2023-09-4,299-8.60%120,096
2023-10-1,296-2.59%118,800
2023-11-4,908-9.82%113,892
2023-121,9713.94%115,864
2024-019,12018.24%124,984
2024-02-1,335-2.67%123,648
2024-036,84013.68%130,488
2024-048011.60%131,290
2024-052,3404.68%133,630
2024-06-2,079-4.16%131,550
2024-079,86419.73%141,414
2024-081,7793.56%143,194
2024-093,5047.01%146,698
2024-10-6,843-13.69%139,854
2024-11-3,018-6.04%136,836
2024-123,0516.10%139,888
2025-01-2,556-5.11%137,332
2025-023,7807.56%141,112
2025-03-2,769-5.54%138,342
2025-04420.08%138,384
2025-052250.45%138,610
2025-06-3,828-7.66%134,782
2025-07-4,995-9.99%129,786
2025-08-1,308-2.62%128,478
2025-093,0936.19%131,572
2025-101,3352.67%132,906
2025-118401.68%133,746
2025-12-417-0.83%133,330
2026-01-1,491-2.98%131,838
2026-02-558-1.12%131,280
2026-032,6105.22%133,890
2026-04-2,529-5.06%131,362
2026-05-1,200-2.40%130,162
2026-06-404-0.81%129,758

年度收益

年份年盈亏年收益/5万年末权益
202231,39462.79%81,394
202334,47068.94%115,864
202424,02448.05%139,888
2025-6,558-13.12%133,330
2026-YTD-3,572-7.14%129,758