Dualmak策略 - OI

OI / 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112,366
总收益 / 5万124.73%
最大回撤 / 5万89.49%
夏普率0.67
胜率37.23%
盈亏比1.35
平均盈亏比2.28
平仓笔数231
手续费合计924
最大保证金占用10,155
最高资金使用率20.31%
连续回撤周数85
连续盈利周数7
最大回撤时间2025-09-30 13:00:00

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/OI.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
2024-11-08 22:00:00REVERSE_CLOSECZCE.OI501-19527.09941.0-4,142
2024-11-12 21:00:00REVERSE_CLOSECZCE.OI50119941.09535.0-4,062
2024-12-09 22:00:00REVERSE_CLOSECZCE.OI501-19535.08834.07,008
2024-12-13 14:00:00REVERSE_CLOSECZCE.OI50518875.08884.088
2024-12-13 21:00:00REVERSE_CLOSECZCE.OI505-18884.08890.0-62
2024-12-18 10:00:00REVERSE_CLOSECZCE.OI50518890.08783.0-1,072
2024-12-24 10:00:00REVERSE_CLOSECZCE.OI505-18783.08916.0-1,332
2024-12-26 10:00:00REVERSE_CLOSECZCE.OI50518916.08870.0-462
2024-12-27 09:00:00REVERSE_CLOSECZCE.OI505-18870.08968.0-982
2025-01-03 09:00:00REVERSE_CLOSECZCE.OI50518968.08896.0-722
2025-01-13 22:00:00REVERSE_CLOSECZCE.OI505-18896.08928.0-322
2025-01-16 13:00:00REVERSE_CLOSECZCE.OI50518928.08584.0-3,442
2025-02-05 14:00:00REVERSE_CLOSECZCE.OI505-18584.08675.0-912
2025-02-12 09:00:00REVERSE_CLOSECZCE.OI50518675.08728.0528
2025-02-12 10:00:00REVERSE_CLOSECZCE.OI505-18728.08796.0-682
2025-02-13 21:00:00REVERSE_CLOSECZCE.OI50518796.08647.0-1,492
2025-02-14 22:00:00REVERSE_CLOSECZCE.OI505-18647.08760.0-1,132
2025-02-17 13:00:00REVERSE_CLOSECZCE.OI50518760.08654.0-1,062
2025-02-20 13:00:00REVERSE_CLOSECZCE.OI505-18654.08785.0-1,312
2025-02-25 22:00:00REVERSE_CLOSECZCE.OI50518785.08678.0-1,072
2025-02-27 21:00:00REVERSE_CLOSECZCE.OI505-18678.08863.0-1,852
2025-03-04 14:00:00REVERSE_CLOSECZCE.OI50518863.08753.0-1,102
2025-03-10 09:00:00REVERSE_CLOSECZCE.OI505-18753.08794.0-412
2025-03-20 11:00:00REVERSE_CLOSECZCE.OI50518794.09157.03,628
2025-03-27 22:00:00REVERSE_CLOSECZCE.OI505-19157.09271.0-1,142
2025-04-07 13:00:00REVERSE_CLOSECZCE.OI50519271.09284.0128
2025-04-17 14:00:00REVERSE_CLOSECZCE.OI505-19284.09339.0-552
2025-04-18 11:00:00REVERSE_CLOSECZCE.OI50919380.09257.0-1,232
2025-04-24 11:00:00REVERSE_CLOSECZCE.OI509-19257.09403.0-1,462
2025-04-28 14:00:00REVERSE_CLOSECZCE.OI50919403.09303.0-1,002
2025-05-09 10:00:00REVERSE_CLOSECZCE.OI509-19303.09412.0-1,092
2025-05-15 13:00:00REVERSE_CLOSECZCE.OI50919412.09310.0-1,022
2025-05-20 21:00:00REVERSE_CLOSECZCE.OI509-19310.09390.0-802
2025-05-23 21:00:00REVERSE_CLOSECZCE.OI50919390.09368.0-222
2025-05-28 10:00:00REVERSE_CLOSECZCE.OI509-19368.09445.0-772
2025-05-30 14:00:00REVERSE_CLOSECZCE.OI50919445.09352.0-932
2025-06-13 09:00:00REVERSE_CLOSECZCE.OI509-19352.09256.0958
2025-06-24 10:00:00REVERSE_CLOSECZCE.OI50919256.09578.03,218
2025-07-03 11:00:00REVERSE_CLOSECZCE.OI509-19578.09635.0-572
2025-07-07 22:00:00REVERSE_CLOSECZCE.OI50919635.09525.0-1,102
2025-07-18 14:00:00REVERSE_CLOSECZCE.OI509-19525.09583.0-582
2025-07-22 22:00:00REVERSE_CLOSECZCE.OI50919583.09424.0-1,592
2025-07-30 13:00:00REVERSE_CLOSECZCE.OI509-19424.09596.0-1,722
2025-08-04 09:00:00REVERSE_CLOSECZCE.OI50919596.09467.0-1,292
2025-08-05 11:00:00REVERSE_CLOSECZCE.OI509-19467.09558.0-912
2025-08-18 13:00:00REVERSE_CLOSECZCE.OI50919558.09888.03,298
2025-08-18 14:00:00REVERSE_CLOSECZCE.OI601-19856.09859.0-32
2025-08-18 21:00:00REVERSE_CLOSECZCE.OI60119859.09837.0-222
2025-08-18 22:00:00REVERSE_CLOSECZCE.OI601-19837.09919.0-822
2025-08-20 10:00:00REVERSE_CLOSECZCE.OI60119919.09787.0-1,322
2025-08-25 13:00:00REVERSE_CLOSECZCE.OI601-19787.09882.0-952
2025-08-27 14:00:00REVERSE_CLOSECZCE.OI60119882.09856.0-262
2025-09-08 22:00:00REVERSE_CLOSECZCE.OI601-19856.09824.0318
2025-09-23 13:00:00REVERSE_CLOSECZCE.OI60119824.09963.01,388
2025-09-26 10:00:00REVERSE_CLOSECZCE.OI601-19963.010142.0-1,792
2025-10-10 14:00:00REVERSE_CLOSECZCE.OI601110142.010074.0-682
2025-11-07 21:00:00REVERSE_CLOSECZCE.OI601-110074.09534.05,398
2025-11-19 14:00:00REVERSE_CLOSECZCE.OI60119534.09826.02,918
2025-12-26 09:00:00REVERSE_CLOSECZCE.OI601-19826.09357.04,688
2026-01-05 13:00:00REVERSE_CLOSECZCE.OI60518986.09038.0518
2026-01-06 14:00:00REVERSE_CLOSECZCE.OI605-19038.09081.0-432
2026-01-07 10:00:00REVERSE_CLOSECZCE.OI60519081.09077.0-42
2026-01-16 21:00:00REVERSE_CLOSECZCE.OI605-19077.08861.02,158
2026-01-19 11:00:00REVERSE_CLOSECZCE.OI60518861.08933.0718
2026-01-26 14:00:00REVERSE_CLOSECZCE.OI605-18933.09188.0-2,552
2026-02-02 13:00:00REVERSE_CLOSECZCE.OI60519188.09179.0-92
2026-02-24 22:00:00REVERSE_CLOSECZCE.OI605-19179.09172.068
2026-02-27 21:00:00REVERSE_CLOSECZCE.OI60519172.09210.0378
2026-02-27 22:00:00REVERSE_CLOSECZCE.OI605-19210.09202.078
2026-03-17 21:00:00REVERSE_CLOSECZCE.OI60519202.09866.06,638
2026-03-19 14:00:00REVERSE_CLOSECZCE.OI605-19866.09859.068
2026-03-24 14:00:00REVERSE_CLOSECZCE.OI60519859.09834.0-252
2026-03-27 21:00:00REVERSE_CLOSECZCE.OI605-19834.09890.0-562
2026-04-01 22:00:00REVERSE_CLOSECZCE.OI60519890.09753.0-1,372
2026-04-17 21:00:00REVERSE_CLOSECZCE.OI605-19753.09453.02,998
2026-05-08 09:00:00REVERSE_CLOSECZCE.OI60919360.09782.04,218
2026-05-20 13:00:00REVERSE_CLOSECZCE.OI609-19782.09848.0-662
2026-05-25 11:00:00REVERSE_CLOSECZCE.OI60919848.09648.0-2,002
2026-05-28 21:00:00REVERSE_CLOSECZCE.OI609-19648.09886.0-2,382
2026-06-05 21:00:00FINAL_CLOSECZCE.OI60919886.010034.01,478

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-276-0.55%49,724
2022-01-141,8703.74%51,594
2022-01-213160.63%51,910
2022-01-28-3,576-7.15%48,334
2022-02-11-894-1.79%47,440
2022-02-185001.00%47,940
2022-02-25-1,774-3.55%46,166
2022-03-047,98015.96%54,146
2022-03-111,5563.11%55,702
2022-03-182,9605.92%58,662
2022-03-25-4,834-9.67%53,828
2022-04-01-954-1.91%52,874
2022-04-08-5,354-10.71%47,520
2022-04-155,61211.22%53,132
2022-04-227101.42%53,842
2022-04-295,13010.26%58,972
2022-05-06-3,634-7.27%55,338
2022-05-136001.20%55,938
2022-05-20-170-0.34%55,768
2022-05-275,44610.89%61,214
2022-06-031,0302.06%62,244
2022-06-101,3322.66%63,576
2022-06-179,93819.88%73,514
2022-06-2415,03030.06%88,544
2022-07-012,8505.70%91,394
2022-07-088,73017.46%100,124
2022-07-15-2,994-5.99%97,130
2022-07-22-58-0.12%97,072
2022-07-299,19018.38%106,262
2022-08-05-7,052-14.10%99,210
2022-08-123,7767.55%102,986
2022-08-19-4,684-9.37%98,302
2022-08-26-6,974-13.95%91,328
2022-09-023,9167.83%95,244
2022-09-093,2806.56%98,524
2022-09-16-90-0.18%98,434
2022-09-23160.03%98,450
2022-09-30-768-1.54%97,682
2022-10-141,1122.22%98,794
2022-10-21-2,888-5.78%95,906
2022-10-285,01610.03%100,922
2022-11-041660.33%101,088
2022-11-116801.36%101,768
2022-11-183,5267.05%105,294
2022-11-252,9605.92%108,254
2022-12-02-100-0.20%108,154
2022-12-09-1,330-2.66%106,824
2022-12-16-1,908-3.82%104,916
2022-12-236701.34%105,586
2022-12-30-2,024-4.05%103,562
2023-01-061420.28%103,704
2023-01-134,4508.90%108,154
2023-01-20-970-1.94%107,184
2023-02-031,0802.16%108,264
2023-02-101,0002.00%109,264
2023-02-17-1,264-2.53%108,000
2023-02-24-2,482-4.96%105,518
2023-03-03-844-1.69%104,674
2023-03-103,8867.77%108,560
2023-03-173,8807.76%112,440
2023-03-244,7209.44%117,160
2023-03-31-3,324-6.65%113,836
2023-04-074300.86%114,266
2023-04-14-3,222-6.44%111,044
2023-04-21-3,598-7.20%107,446
2023-04-282,6605.32%110,106
2023-05-05-3,170-6.34%106,936
2023-05-12-458-0.92%106,478
2023-05-197201.44%107,198
2023-05-261,4702.94%108,668
2023-06-024500.90%109,118
2023-06-09-3,012-6.02%106,106
2023-06-165,45010.90%111,556
2023-06-23-460-0.92%111,096
2023-06-303,8627.72%114,958
2023-07-073,4406.88%118,398
2023-07-142,4624.92%120,860
2023-07-216941.39%121,554
2023-07-28-2,872-5.74%118,682
2023-08-041,2402.48%119,922
2023-08-113,0006.00%122,922
2023-08-18-6,044-12.09%116,878
2023-08-25-838-1.68%116,040
2023-09-015101.02%116,550
2023-09-081,1262.25%117,676
2023-09-151,8203.64%119,496
2023-09-222,0304.06%121,526
2023-09-294360.87%121,962
2023-10-13-5,668-11.34%116,294
2023-10-201,0662.13%117,360
2023-10-271,6903.38%119,050
2023-11-031,2062.41%120,256
2023-11-10-2,354-4.71%117,902
2023-11-17-2,018-4.04%115,884
2023-11-241,1002.20%116,984
2023-12-01-4,578-9.16%112,406
2023-12-082,4704.94%114,876
2023-12-152,2304.46%117,106
2023-12-22-280-0.56%116,826
2023-12-29-308-0.62%116,518
2024-01-051,5503.10%118,068
2024-01-12-1,214-2.43%116,854
2024-01-192,0524.10%118,906
2024-01-26-4,372-8.74%114,534
2024-02-022,6005.20%117,134
2024-02-09-520-1.04%116,614
2024-02-23-272-0.54%116,342
2024-03-01-46-0.09%116,296
2024-03-082,3204.64%118,616
2024-03-152,8605.72%121,476
2024-03-22-770-1.54%120,706
2024-03-292,3164.63%123,022
2024-04-05-1,954-3.91%121,068
2024-04-12-1,042-2.08%120,026
2024-04-192,9705.94%122,996
2024-04-26-6,242-12.48%116,754
2024-05-03-150-0.30%116,604
2024-05-107961.59%117,400
2024-05-17-5,402-10.80%111,998
2024-05-247321.46%112,730
2024-05-318281.66%113,558
2024-06-077801.56%114,338
2024-06-141,9803.96%116,318
2024-06-215601.12%116,878
2024-06-28-594-1.19%116,284
2024-07-053,9107.82%120,194
2024-07-122,4384.88%122,632
2024-07-19-2,004-4.01%120,628
2024-07-26-1,746-3.49%118,882
2024-08-021,8563.71%120,738
2024-08-097901.58%121,528
2024-08-162,8105.62%124,338
2024-08-23-2,024-4.05%122,314
2024-08-302,6705.34%124,984
2024-09-063,0646.13%128,048
2024-09-13-1,448-2.90%126,600
2024-09-201,2902.58%127,890
2024-09-274,2708.54%132,160
2024-10-04-240-0.48%131,920
2024-10-112,7205.44%134,640
2024-10-18-6,902-13.80%127,738
2024-10-251,2162.43%128,954
2024-11-01-4,976-9.95%123,978
2024-11-08-6,638-13.28%117,340
2024-11-15-1,824-3.65%115,516
2024-11-223,8907.78%119,406
2024-11-291,7303.46%121,136
2024-12-065401.08%121,676
2024-12-13-952-1.90%120,724
2024-12-20-2,884-5.77%117,840
2024-12-27-842-1.68%116,998
2025-01-03-604-1.21%116,394
2025-01-109401.88%117,334
2025-01-17-3,818-7.64%113,516
2025-01-24-440-0.88%113,076
2025-01-31-1,030-2.06%112,046
2025-02-076361.27%112,682
2025-02-14-4,106-8.21%108,576
2025-02-21-1,798-3.60%106,778
2025-02-28-4,308-8.62%102,470
2025-03-07-804-1.61%101,666
2025-03-143,9567.91%105,622
2025-03-21-64-0.13%105,558
2025-03-28-1,444-2.89%104,114
2025-04-042,6605.32%106,774
2025-04-11-3,364-6.73%103,410
2025-04-18-1,588-3.18%101,822
2025-04-25-124-0.25%101,698
2025-05-02-1,624-3.25%100,074
2025-05-09-1,204-2.41%98,870
2025-05-16-1,014-2.03%97,856
2025-05-23-948-1.90%96,908
2025-05-30-1,708-3.42%95,200
2025-06-062,0804.16%97,280
2025-06-131,0262.05%98,306
2025-06-202,5505.10%100,856
2025-06-27-264-0.53%100,592
2025-07-04-2,164-4.33%98,428
2025-07-112160.43%98,644
2025-07-18-1,034-2.07%97,610
2025-07-25-1,734-3.47%95,876
2025-08-01-3,414-6.83%92,462
2025-08-08-888-1.78%91,574
2025-08-153,2906.58%94,864
2025-08-22-3,070-6.14%91,794
2025-08-294220.84%92,216
2025-09-051900.38%92,406
2025-09-12-174-0.35%92,232
2025-09-191,7903.58%94,022
2025-09-26-2,818-5.64%91,204
2025-10-03-1,060-2.12%90,144
2025-10-108561.71%91,000
2025-10-171,4402.88%92,440
2025-10-241,2002.40%93,640
2025-10-314,4408.88%98,080
2025-11-07-2,194-4.39%95,886
2025-11-143,6007.20%99,486
2025-11-21-904-1.81%98,582
2025-11-285801.16%99,162
2025-12-051,6803.36%100,842
2025-12-126101.22%101,452
2025-12-196,59013.18%108,042
2025-12-26-3,874-7.75%104,168
2026-01-022800.56%104,448
2026-01-09180.04%104,466
2026-01-162,1064.21%106,572
2026-01-23-1,904-3.81%104,668
2026-01-301,2862.57%105,954
2026-02-06-2,024-4.05%103,930
2026-02-131,1802.36%105,110
2026-02-27-752-1.50%104,358
2026-03-065,98011.96%110,338
2026-03-134700.94%110,808
2026-03-201220.24%110,930
2026-03-27-2,108-4.22%108,822
2026-04-03-214-0.43%108,608
2026-04-103,0606.12%111,668
2026-04-173360.67%112,004
2026-04-243,2006.40%115,204
2026-05-012,0504.10%117,254
2026-05-08-854-1.71%116,400
2026-05-152,2104.42%118,610
2026-05-22-5,204-10.41%113,406
2026-05-29-2,208-4.42%111,198
2026-06-051,1682.34%112,366

月度收益

月份月盈亏月收益/5万月末权益
2022-01-1,666-3.33%48,334
2022-02420.08%48,376
2022-032,6585.32%51,034
2022-047,93815.88%58,972
2022-052,6925.38%61,664
2022-0626,88053.76%88,544
2022-0717,71835.44%106,262
2022-08-14,298-28.60%91,964
2022-095,71811.44%97,682
2022-102,6305.26%100,312
2022-116,68213.36%106,994
2022-12-3,432-6.86%103,562
2023-013,7927.58%107,354
2023-02-1,126-2.25%106,228
2023-037,60815.22%113,836
2023-04-3,730-7.46%110,106
2023-052,3224.64%112,428
2023-062,5305.06%114,958
2023-075,16410.33%120,122
2023-08-4,052-8.10%116,070
2023-095,89211.78%121,962
2023-10-2,852-5.70%119,110
2023-11-3,980-7.96%115,130
2023-121,3882.78%116,518
2024-012260.45%116,744
2024-02-998-2.00%115,746
2024-037,27614.55%123,022
2024-04-6,418-12.84%116,604
2024-05-3,046-6.09%113,558
2024-062,7265.45%116,284
2024-073,2346.47%119,518
2024-085,46610.93%124,984
2024-096,93613.87%131,920
2024-10-4,688-9.38%127,232
2024-11-6,096-12.19%121,136
2024-12-3,568-7.14%117,568
2025-01-5,522-11.04%112,046
2025-02-9,576-19.15%102,470
2025-032,1644.33%104,634
2025-04-4,560-9.12%100,074
2025-05-4,874-9.75%95,200
2025-065,45210.90%100,652
2025-07-8,060-16.12%92,592
2025-08-376-0.75%92,216
2025-09-2,072-4.14%90,144
2025-107,93615.87%98,080
2025-111,0822.16%99,162
2025-125,28610.57%104,448
2026-011,5063.01%105,954
2026-02-1,596-3.19%104,358
2026-036,35412.71%110,712
2026-046,54213.08%117,254
2026-05-6,056-12.11%111,198
2026-061,1682.34%112,366

年度收益

年份年盈亏年收益/5万年末权益
202253,562107.12%103,562
202312,95625.91%116,518
20241,0502.10%117,568
2025-13,120-26.24%104,448
2026-YTD7,91815.84%112,366