Dualmak策略 - PP

PP / 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87,490
总收益 / 5万74.98%
最大回撤 / 5万37.92%
夏普率0.60
胜率46.67%
盈亏比1.64
平均盈亏比1.87
平仓笔数165
手续费合计660
最大保证金占用10,852
最高资金使用率21.70%
连续回撤周数121
连续盈利周数6
最大回撤时间2025-07-22 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/PP.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
2024-04-24 20:00:00REVERSE_CLOSEDCE.pp240517527.07530.028
2024-04-29 08:00:00REVERSE_CLOSEDCE.pp2409-17561.07620.0-592
2024-05-10 08:00:00REVERSE_CLOSEDCE.pp240917620.07550.0-702
2024-05-14 12:00:00REVERSE_CLOSEDCE.pp2409-17550.07582.0-322
2024-06-04 12:00:00REVERSE_CLOSEDCE.pp240917582.07688.01,058
2024-06-04 20:00:00REVERSE_CLOSEDCE.pp2409-17688.07678.098
2024-06-05 08:00:00REVERSE_CLOSEDCE.pp240917678.07666.0-122
2024-06-13 08:00:00REVERSE_CLOSEDCE.pp2409-17666.07701.0-352
2024-07-08 12:00:00REVERSE_CLOSEDCE.pp240917701.07719.0178
2024-08-28 12:00:00REVERSE_CLOSEDCE.pp2409-17719.07631.0878
2024-09-03 20:00:00REVERSE_CLOSEDCE.pp250117633.07490.0-1,432
2024-09-30 12:00:00REVERSE_CLOSEDCE.pp2501-17490.07583.0-932
2024-10-16 12:00:00REVERSE_CLOSEDCE.pp250117583.07553.0-302
2024-10-23 08:00:00REVERSE_CLOSEDCE.pp2501-17553.07485.0678
2024-10-23 12:00:00REVERSE_CLOSEDCE.pp250117485.07486.08
2024-10-23 20:00:00REVERSE_CLOSEDCE.pp2501-17486.07465.0208
2024-10-24 08:00:00REVERSE_CLOSEDCE.pp250117465.07488.0228
2024-10-24 12:00:00REVERSE_CLOSEDCE.pp2501-17488.07493.0-52
2024-10-30 20:00:00REVERSE_CLOSEDCE.pp250117493.07425.0-682
2024-11-25 20:00:00REVERSE_CLOSEDCE.pp2501-17425.07514.0-892
2024-12-05 20:00:00REVERSE_CLOSEDCE.pp250117514.07465.0-492
2024-12-31 12:00:00DELIVERY_ROLL_CLOSEDCE.pp2501-17465.07400.0648
2025-01-15 20:00:00REVERSE_CLOSEDCE.pp2505-17477.07442.0348
2025-01-22 20:00:00REVERSE_CLOSEDCE.pp250517442.07359.0-832
2025-02-11 12:00:00REVERSE_CLOSEDCE.pp2505-17359.07420.0-612
2025-02-24 20:00:00REVERSE_CLOSEDCE.pp250517420.07371.0-492
2025-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.pp2505-17371.07126.02,448
2025-06-16 08:00:00REVERSE_CLOSEDCE.pp2509-17041.07099.0-582
2025-06-25 20:00:00REVERSE_CLOSEDCE.pp250917099.07084.0-152
2025-06-27 08:00:00REVERSE_CLOSEDCE.pp2509-17084.07130.0-462
2025-06-27 12:00:00REVERSE_CLOSEDCE.pp250917130.07113.0-172
2025-06-27 20:00:00REVERSE_CLOSEDCE.pp2509-17113.07098.0148
2025-06-30 08:00:00REVERSE_CLOSEDCE.pp250917098.07102.038
2025-06-30 12:00:00REVERSE_CLOSEDCE.pp2509-17102.07077.0248
2025-06-30 20:00:00REVERSE_CLOSEDCE.pp250917077.07077.0-2
2025-07-01 08:00:00REVERSE_CLOSEDCE.pp2509-17077.07061.0158
2025-07-01 12:00:00REVERSE_CLOSEDCE.pp250917061.07032.0-292
2025-07-02 12:00:00REVERSE_CLOSEDCE.pp2509-17032.07072.0-402
2025-07-02 20:00:00REVERSE_CLOSEDCE.pp250917072.07086.0138
2025-07-03 08:00:00REVERSE_CLOSEDCE.pp2509-17086.07100.0-142
2025-07-08 20:00:00REVERSE_CLOSEDCE.pp250917100.07048.0-522
2025-07-10 12:00:00REVERSE_CLOSEDCE.pp2509-17048.07115.0-672
2025-07-16 20:00:00REVERSE_CLOSEDCE.pp250917115.07001.0-1,142
2025-07-23 12:00:00REVERSE_CLOSEDCE.pp2509-17001.07101.0-1,002
2025-08-01 20:00:00REVERSE_CLOSEDCE.pp250917101.07098.0-32
2025-08-06 12:00:00REVERSE_CLOSEDCE.pp2509-17098.07089.088
2025-08-06 20:00:00REVERSE_CLOSEDCE.pp250917089.07078.0-112
2025-08-07 08:00:00REVERSE_CLOSEDCE.pp2509-17078.07066.0118
2025-08-07 12:00:00REVERSE_CLOSEDCE.pp250917066.07084.0178
2025-08-12 12:00:00REVERSE_CLOSEDCE.pp2509-17084.07097.0-132
2025-08-15 20:00:00REVERSE_CLOSEDCE.pp260117126.07073.0-532
2025-12-31 12:00:00DELIVERY_ROLL_CLOSEDCE.pp2601-17073.06190.08,828
2026-01-06 12:00:00REVERSE_CLOSEDCE.pp2605-16348.06390.0-422
2026-01-20 08:00:00REVERSE_CLOSEDCE.pp260516390.06465.0748
2026-01-20 12:00:00REVERSE_CLOSEDCE.pp2605-16465.06456.088
2026-01-20 20:00:00REVERSE_CLOSEDCE.pp260516456.06470.0138
2026-01-21 08:00:00REVERSE_CLOSEDCE.pp2605-16470.06470.0-2
2026-01-21 12:00:00REVERSE_CLOSEDCE.pp260516470.06472.018
2026-01-21 20:00:00REVERSE_CLOSEDCE.pp2605-16472.06491.0-192
2026-02-06 12:00:00REVERSE_CLOSEDCE.pp260516491.06688.01,968
2026-02-06 20:00:00REVERSE_CLOSEDCE.pp2605-16688.06666.0218
2026-02-09 08:00:00REVERSE_CLOSEDCE.pp260516666.06654.0-122
2026-02-09 12:00:00REVERSE_CLOSEDCE.pp2605-16654.06678.0-242
2026-02-09 20:00:00REVERSE_CLOSEDCE.pp260516678.06670.0-82
2026-02-10 08:00:00REVERSE_CLOSEDCE.pp2605-16670.06658.0118
2026-02-10 12:00:00REVERSE_CLOSEDCE.pp260516658.06655.0-32
2026-02-10 20:00:00REVERSE_CLOSEDCE.pp2605-16655.06665.0-102
2026-02-11 08:00:00REVERSE_CLOSEDCE.pp260516665.06697.0318
2026-02-11 12:00:00REVERSE_CLOSEDCE.pp2605-16697.06703.0-62
2026-04-09 20:00:00REVERSE_CLOSEDCE.pp260516703.09200.024,968
2026-04-10 08:00:00REVERSE_CLOSEDCE.pp2605-19200.09050.01,498
2026-04-10 12:00:00REVERSE_CLOSEDCE.pp260519050.08925.0-1,252
2026-04-10 20:00:00REVERSE_CLOSEDCE.pp2605-18925.08900.0248
2026-04-13 08:00:00REVERSE_CLOSEDCE.pp260518900.09200.02,998
2026-04-14 08:00:00REVERSE_CLOSEDCE.pp2605-19200.08860.03,398
2026-04-14 12:00:00REVERSE_CLOSEDCE.pp260518860.08950.0898
2026-04-30 12:00:00REVERSE_CLOSEDCE.pp2609-18369.08816.0-4,472
2026-05-25 20:00:00REVERSE_CLOSEDCE.pp260918816.08568.0-2,482
2026-06-04 08:00:00REVERSE_CLOSEDCE.pp2609-18568.08740.0-1,722
2026-06-05 12:00:00FINAL_CLOSEDCE.pp260918740.08714.0-262

每周收益

周末周盈亏周收益/5万周末权益
2022-01-076281.26%50,628
2022-01-146601.32%51,288
2022-01-212,1604.32%53,448
2022-01-28-1,230-2.46%52,218
2022-02-111,1622.32%53,380
2022-02-188281.66%54,208
2022-02-25-3,254-6.51%50,954
2022-03-045,11010.22%56,064
2022-03-116501.30%56,714
2022-03-18-1,678-3.36%55,036
2022-03-253,2726.54%58,308
2022-04-01-2,950-5.90%55,358
2022-04-081,7463.49%57,104
2022-04-15-1,400-2.80%55,704
2022-04-221,5203.04%57,224
2022-04-29-704-1.41%56,520
2022-05-06-370-0.74%56,150
2022-05-131,6403.28%57,790
2022-05-201,0602.12%58,850
2022-05-27-2,230-4.46%56,620
2022-06-039561.91%57,576
2022-06-101600.32%57,736
2022-06-17-472-0.94%57,264
2022-06-246901.38%57,954
2022-07-011,5303.06%59,484
2022-07-08-90-0.18%59,394
2022-07-155,35010.70%64,744
2022-07-22-500-1.00%64,244
2022-07-29-3,590-7.18%60,654
2022-08-051,8703.74%62,524
2022-08-121,0902.18%63,614
2022-08-19100.02%63,624
2022-08-26-700-1.40%62,924
2022-09-022760.55%63,200
2022-09-092,3804.76%65,580
2022-09-16-1,140-2.28%64,440
2022-09-23-1,652-3.30%62,788
2022-09-30-2,588-5.18%60,200
2022-10-14-1,884-3.77%58,316
2022-10-216301.26%58,946
2022-10-284200.84%59,366
2022-11-04-1,380-2.76%57,986
2022-11-11-520-1.04%57,466
2022-11-181,0102.02%58,476
2022-11-258361.67%59,312
2022-12-029401.88%60,252
2022-12-09-2,732-5.46%57,520
2022-12-169161.83%58,436
2022-12-23-1,940-3.88%56,496
2022-12-30-1,784-3.57%54,712
2023-01-06-1,118-2.24%53,594
2023-01-13-1,774-3.55%51,820
2023-01-202,1004.20%53,920
2023-02-03-1,770-3.54%52,150
2023-02-10-536-1.07%51,614
2023-02-17800.16%51,694
2023-02-24-2,134-4.27%49,560
2023-03-03-224-0.45%49,336
2023-03-101,4602.92%50,796
2023-03-171,5803.16%52,376
2023-03-243300.66%52,706
2023-03-31-1,650-3.30%51,056
2023-04-078101.62%51,866
2023-04-14-80-0.16%51,786
2023-04-21-70-0.14%51,716
2023-04-281,0562.11%52,772
2023-05-059001.80%53,672
2023-05-121,6603.32%55,332
2023-05-191,4102.82%56,742
2023-05-264100.82%57,152
2023-06-02-260-0.52%56,892
2023-06-095001.00%57,392
2023-06-16-1,340-2.68%56,052
2023-06-231700.34%56,222
2023-06-301,0162.03%57,238
2023-07-076301.26%57,868
2023-07-141,6803.36%59,548
2023-07-212460.49%59,794
2023-07-281,1002.20%60,894
2023-08-04-500-1.00%60,394
2023-08-116861.37%61,080
2023-08-181,5803.16%62,660
2023-08-258401.68%63,500
2023-09-012,3364.67%65,836
2023-09-08200.04%65,856
2023-09-15-200-0.40%65,656
2023-09-222,2584.52%67,914
2023-09-29-138-0.28%67,776
2023-10-132,7605.52%70,536
2023-10-20600.12%70,596
2023-10-27-1,210-2.42%69,386
2023-11-03-1,210-2.42%68,176
2023-11-10-320-0.64%67,856
2023-11-17-454-0.91%67,402
2023-11-2460.01%67,408
2023-12-011700.34%67,578
2023-12-08-540-1.08%67,038
2023-12-15-40-0.08%66,998
2023-12-22-990-1.98%66,008
2023-12-29-414-0.83%65,594
2024-01-05860.17%65,680
2024-01-127201.44%66,400
2024-01-19-1,050-2.10%65,350
2024-01-26-444-0.89%64,906
2024-02-02-984-1.97%63,922
2024-02-09-1,370-2.74%62,552
2024-02-23-924-1.85%61,628
2024-03-017201.44%62,348
2024-03-08-824-1.65%61,524
2024-03-15-804-1.61%60,720
2024-03-22-360-0.72%60,360
2024-03-29-148-0.30%60,212
2024-04-053760.75%60,588
2024-04-12-240-0.48%60,348
2024-04-193700.74%60,718
2024-04-26-1,454-2.91%59,264
2024-05-03460.09%59,310
2024-05-10-524-1.05%58,786
2024-05-171,7663.53%60,552
2024-05-24-200-0.40%60,352
2024-05-31-110-0.22%60,242
2024-06-07-1,082-2.16%59,160
2024-06-14-354-0.71%58,806
2024-06-212300.46%59,036
2024-06-287101.42%59,746
2024-07-05-150-0.30%59,596
2024-07-12-154-0.31%59,442
2024-07-196601.32%60,102
2024-07-264700.94%60,572
2024-08-02-280-0.56%60,292
2024-08-099301.86%61,222
2024-08-16-600-1.20%60,622
2024-08-23300.06%60,652
2024-08-30-1,084-2.17%59,568
2024-09-068861.77%60,454
2024-09-133900.78%60,844
2024-09-202400.48%61,084
2024-09-27-2,350-4.70%58,734
2024-10-04-974-1.95%57,760
2024-10-119101.82%58,670
2024-10-18-494-0.99%58,176
2024-10-255201.04%58,696
2024-11-01-964-1.93%57,732
2024-11-08-30-0.06%57,702
2024-11-152600.52%57,962
2024-11-22-1,060-2.12%56,902
2024-11-29-54-0.11%56,848
2024-12-06760.15%56,924
2024-12-13-220-0.44%56,704
2024-12-206701.34%57,374
2024-12-27-70-0.14%57,304
2025-01-03-14-0.03%57,290
2025-01-104100.82%57,700
2025-01-17-314-0.63%57,386
2025-01-24-734-1.47%56,652
2025-01-31-380-0.76%56,272
2025-02-07-120-0.24%56,152
2025-02-14-554-1.11%55,598
2025-02-21-110-0.22%55,488
2025-02-28160.03%55,504
2025-03-07400.08%55,544
2025-03-148401.68%56,384
2025-03-21-20-0.04%56,364
2025-03-28-490-0.98%55,874
2025-04-04-260-0.52%55,614
2025-04-118501.70%56,464
2025-04-183300.66%56,794
2025-04-253100.62%57,104
2025-05-027261.45%57,830
2025-05-099801.96%58,810
2025-05-16-1,810-3.62%57,000
2025-05-231,5303.06%58,530
2025-05-309601.92%59,490
2025-06-06-640-1.28%58,850
2025-06-13-1,310-2.62%57,540
2025-06-209261.85%58,466
2025-06-27-1,696-3.39%56,770
2025-07-04-662-1.32%56,108
2025-07-11-1,298-2.60%54,810
2025-07-18-1,614-3.23%53,196
2025-07-251760.35%53,372
2025-08-01-134-0.27%53,238
2025-08-08740.15%53,312
2025-08-15-778-1.56%52,534
2025-08-22100.02%52,544
2025-08-291,0602.12%53,604
2025-09-052800.56%53,884
2025-09-122200.44%54,104
2025-09-19600.12%54,164
2025-09-26-50-0.10%54,114
2025-10-036401.28%54,754
2025-10-101,5503.10%56,304
2025-10-179501.90%57,254
2025-10-24-890-1.78%56,364
2025-10-311,0402.08%57,404
2025-11-071,2602.52%58,664
2025-11-14-90-0.18%58,574
2025-11-211,4402.88%60,014
2025-11-28-880-1.76%59,134
2025-12-051,4002.80%60,534
2025-12-124600.92%60,994
2025-12-191,0502.10%62,044
2025-12-26-520-1.04%61,524
2026-01-02-154-0.31%61,370
2026-01-097061.41%62,076
2026-01-161600.32%62,236
2026-01-231,7663.53%64,002
2026-01-301,7203.44%65,722
2026-02-06-1,848-3.70%63,874
2026-02-13-1,532-3.06%62,342
2026-02-277301.46%63,072
2026-03-0613,93027.86%77,002
2026-03-137,21014.42%84,212
2026-03-206,55013.10%90,762
2026-03-278301.66%91,592
2026-04-03-930-1.86%90,662
2026-04-10-1,236-2.47%89,426
2026-04-178,94817.90%98,374
2026-04-24-2,230-4.46%96,144
2026-05-01-4,124-8.25%92,020
2026-05-08-1,870-3.74%90,150
2026-05-151,2302.46%91,380
2026-05-229601.92%92,340
2026-05-29-2,154-4.31%90,186
2026-06-05-2,696-5.39%87,490

月度收益

月份月盈亏月收益/5万月末权益
2022-012,2184.44%52,218
2022-02-334-0.67%51,884
2022-033,8147.63%55,698
2022-048221.64%56,520
2022-058161.63%57,336
2022-061,8783.76%59,214
2022-071,4402.88%60,654
2022-081,6563.31%62,310
2022-09-2,110-4.22%60,200
2022-108061.61%61,006
2022-11-1,334-2.67%59,672
2022-12-4,960-9.92%54,712
2023-01-852-1.70%53,860
2023-02-4,514-9.03%49,346
2023-031,7103.42%51,056
2023-041,7163.43%52,772
2023-055,43010.86%58,202
2023-06-964-1.93%57,238
2023-073,8067.61%61,044
2023-084,1328.26%65,176
2023-092,6005.20%67,776
2023-101,3502.70%69,126
2023-11-1,868-3.74%67,258
2023-12-1,664-3.33%65,594
2024-01-1,258-2.52%64,336
2024-02-2,258-4.52%62,078
2024-03-1,866-3.73%60,212
2024-04-902-1.80%59,310
2024-059321.86%60,242
2024-06-496-0.99%59,746
2024-07-44-0.09%59,702
2024-08-134-0.27%59,568
2024-09-1,808-3.62%57,760
2024-10-288-0.58%57,472
2024-11-624-1.25%56,848
2024-121320.26%56,980
2025-01-708-1.42%56,272
2025-02-768-1.54%55,504
2025-031500.30%55,654
2025-042,1764.35%57,830
2025-051,6603.32%59,490
2025-06-2,462-4.92%57,028
2025-07-3,836-7.67%53,192
2025-084120.82%53,604
2025-091,1502.30%54,754
2025-102,6505.30%57,404
2025-111,7303.46%59,134
2025-122,2364.47%61,370
2026-014,3528.70%65,722
2026-02-2,650-5.30%63,072
2026-0325,45050.90%88,522
2026-043,4987.00%92,020
2026-05-1,834-3.67%90,186
2026-06-2,696-5.39%87,490

年度收益

年份年盈亏年收益/5万年末权益
20224,7129.42%54,712
202310,88221.76%65,594
2024-8,614-17.23%56,980
20254,3908.78%61,370
2026-YTD26,12052.24%87,490