Dualmak策略 - RB

RB / 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101,595
总收益 / 5万103.19%
最大回撤 / 5万24.75%
夏普率0.87
胜率37.74%
盈亏比2.87
平均盈亏比4.73
平仓笔数53
手续费合计745
最大保证金占用7,274
最高资金使用率14.55%
连续回撤周数44
连续盈利周数6
最大回撤时间2022-08-17 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/RB.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
2022-04-26 08:00:00REVERSE_CLOSESHFE.rb220514525.05020.09,890
2022-06-02 12:00:00REVERSE_CLOSESHFE.rb2210-14808.04731.01,531
2022-06-15 12:00:00REVERSE_CLOSESHFE.rb221014731.04618.0-2,269
2022-08-08 08:00:00REVERSE_CLOSESHFE.rb2210-14618.04100.010,352
2022-08-18 20:00:00REVERSE_CLOSESHFE.rb221014100.04050.0-1,008
2022-09-27 08:00:00REVERSE_CLOSESHFE.rb2210-14050.03965.01,692
2022-10-12 20:00:00REVERSE_CLOSESHFE.rb230113823.03754.0-1,388
2022-11-15 08:00:00REVERSE_CLOSESHFE.rb2301-13754.03654.01,993
2022-12-30 12:00:00DELIVERY_ROLL_CLOSESHFE.rb230113654.04140.09,712
2023-02-03 20:00:00REVERSE_CLOSESHFE.rb230514105.04054.0-1,028
2023-02-20 12:00:00REVERSE_CLOSESHFE.rb2305-14054.04185.0-2,628
2023-03-23 20:00:00REVERSE_CLOSESHFE.rb230514185.04070.0-2,308
2023-04-28 12:00:00DELIVERY_ROLL_CLOSESHFE.rb2305-14070.03583.09,733
2023-06-06 12:00:00REVERSE_CLOSESHFE.rb2310-13660.03680.0-407
2023-08-08 20:00:00REVERSE_CLOSESHFE.rb231013680.03682.033
2023-09-01 20:00:00REVERSE_CLOSESHFE.rb2310-13682.03772.0-1,808
2023-09-26 12:00:00REVERSE_CLOSESHFE.rb231013772.03635.0-2,747
2023-10-30 08:00:00REVERSE_CLOSESHFE.rb2401-13697.03715.0-367
2023-12-29 12:00:00DELIVERY_ROLL_CLOSESHFE.rb240113715.04009.05,872
2024-01-09 08:00:00REVERSE_CLOSESHFE.rb240514002.03959.0-868
2024-04-11 20:00:00REVERSE_CLOSESHFE.rb2405-13959.03550.08,173
2024-04-12 08:00:00REVERSE_CLOSESHFE.rb241013615.03605.0-207
2024-04-12 12:00:00REVERSE_CLOSESHFE.rb2410-13605.03621.0-327
2024-06-04 12:00:00REVERSE_CLOSESHFE.rb241013621.03655.0673
2024-09-27 08:00:00REVERSE_CLOSESHFE.rb2410-13655.03190.09,294
2024-11-14 20:00:00REVERSE_CLOSESHFE.rb250113317.03304.0-267
2024-12-12 08:00:00REVERSE_CLOSESHFE.rb2501-13304.03339.0-707
2024-12-16 12:00:00REVERSE_CLOSESHFE.rb250513414.03350.0-1,287
2025-01-16 12:00:00REVERSE_CLOSESHFE.rb2505-13350.03298.01,033
2025-02-13 12:00:00REVERSE_CLOSESHFE.rb250513298.03278.0-407
2025-04-30 12:00:00DELIVERY_ROLL_CLOSESHFE.rb2505-13278.03060.04,354
2025-05-16 08:00:00REVERSE_CLOSESHFE.rb2510-13096.03109.0-266
2025-05-19 12:00:00REVERSE_CLOSESHFE.rb251013109.03065.0-886
2025-06-24 08:00:00REVERSE_CLOSESHFE.rb2510-13065.02996.01,374
2025-06-24 12:00:00REVERSE_CLOSESHFE.rb251012996.02981.0-306
2025-06-24 20:00:00REVERSE_CLOSESHFE.rb2510-12981.02976.094
2025-06-25 08:00:00REVERSE_CLOSESHFE.rb251012976.02968.0-166
2025-07-01 08:00:00REVERSE_CLOSESHFE.rb2510-12968.02987.0-386
2025-08-28 08:00:00REVERSE_CLOSESHFE.rb251012987.03102.02,294
2025-09-18 08:00:00REVERSE_CLOSESHFE.rb2510-13102.03073.0574
2025-09-19 12:00:00REVERSE_CLOSESHFE.rb260113165.03159.0-126
2025-09-22 08:00:00REVERSE_CLOSESHFE.rb2601-13159.03188.0-586
2025-09-29 12:00:00REVERSE_CLOSESHFE.rb260113188.03107.0-1,626
2025-10-31 12:00:00REVERSE_CLOSESHFE.rb2601-13107.03105.034
2025-11-04 08:00:00REVERSE_CLOSESHFE.rb260113105.03075.0-606
2025-11-19 12:00:00REVERSE_CLOSESHFE.rb2601-13075.03088.0-266
2025-12-12 12:00:00REVERSE_CLOSESHFE.rb260113088.03084.0-86
2025-12-22 08:00:00REVERSE_CLOSESHFE.rb2605-13069.03115.0-926
2026-02-03 12:00:00REVERSE_CLOSESHFE.rb260513115.03100.0-306
2026-03-10 12:00:00REVERSE_CLOSESHFE.rb2605-13100.03106.0-126
2026-04-30 12:00:00DELIVERY_ROLL_CLOSESHFE.rb260513106.03162.01,114
2026-06-04 12:00:00REVERSE_CLOSESHFE.rb261013214.03161.0-1,066
2026-06-05 12:00:00FINAL_CLOSESHFE.rb2610-13161.03165.0-86

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-389-0.78%49,611
2022-01-142,1404.28%51,751
2022-01-212,3204.64%54,071
2022-01-282,0004.00%56,071
2022-02-114200.84%56,491
2022-02-18-780-1.56%55,711
2022-02-25-3,500-7.00%52,211
2022-03-046,48012.96%58,691
2022-03-11-1,840-3.68%56,851
2022-03-181,5803.16%58,431
2022-03-251,5403.08%59,971
2022-04-013,3006.60%63,271
2022-04-08-2,520-5.04%60,751
2022-04-151,0602.12%61,811
2022-04-22-1,200-2.40%60,611
2022-04-29-2,780-5.56%57,831
2022-05-064,0608.12%61,891
2022-05-136801.36%62,571
2022-05-201,1402.28%63,711
2022-05-27-360-0.72%63,351
2022-06-03-819-1.64%62,532
2022-06-10-1,060-2.12%61,472
2022-06-174,0828.16%65,554
2022-06-247001.40%66,254
2022-07-018201.64%67,074
2022-07-082,7405.48%69,814
2022-07-157,10014.20%76,914
2022-07-22-3,060-6.12%73,854
2022-07-29-4,440-8.88%69,414
2022-08-05-440-0.88%68,974
2022-08-122,2844.57%71,257
2022-08-19-1,616-3.23%69,641
2022-08-26-1,300-2.60%68,341
2022-09-023,0006.00%71,341
2022-09-09-1,340-2.68%70,001
2022-09-161,3402.68%71,341
2022-09-23-400-0.80%70,941
2022-09-30-1,296-2.59%69,646
2022-10-144650.93%70,111
2022-10-217201.44%70,831
2022-10-284,6609.32%75,491
2022-11-04-3,560-7.12%71,931
2022-11-11-1,020-2.04%70,911
2022-11-183650.73%71,276
2022-11-251,3002.60%72,576
2022-12-028401.68%73,416
2022-12-093,4406.88%76,856
2022-12-16-280-0.56%76,576
2022-12-235001.00%77,076
2022-12-303,3446.69%80,420
2023-01-06-340-0.68%80,080
2023-01-131,1002.20%81,180
2023-01-207201.44%81,900
2023-02-03-2,896-5.79%79,003
2023-02-102000.40%79,203
2023-02-17-2,140-4.28%77,063
2023-02-24-337-0.67%76,727
2023-03-031,3202.64%78,047
2023-03-101,9203.84%79,967
2023-03-17-1,760-3.52%78,207
2023-03-24-4,176-8.35%74,030
2023-03-31-980-1.96%73,050
2023-04-072,1404.28%75,190
2023-04-141,8003.60%76,990
2023-04-213,4006.80%80,390
2023-04-283,7667.53%84,156
2023-05-051200.24%84,276
2023-05-12-320-0.64%83,956
2023-05-197401.48%84,696
2023-05-263,0406.08%87,736
2023-06-02-3,220-6.44%84,516
2023-06-09-495-0.99%84,021
2023-06-162,4004.80%86,421
2023-06-23-2,560-5.12%83,861
2023-06-308801.76%84,741
2023-07-07-1,020-2.04%83,721
2023-07-141,1202.24%84,841
2023-07-211,8203.64%86,661
2023-07-288201.64%87,481
2023-08-04-2,860-5.72%84,621
2023-08-11-795-1.59%83,826
2023-08-186201.24%84,446
2023-08-25-820-1.64%83,626
2023-09-01-1,215-2.43%82,411
2023-09-08-2,000-4.00%80,411
2023-09-158801.76%81,291
2023-09-22-740-1.48%80,551
2023-09-29-1,215-2.43%79,337
2023-10-131,6803.36%81,017
2023-10-20-160-0.32%80,857
2023-10-27-2,120-4.24%78,737
2023-11-032,3454.69%81,082
2023-11-101,5203.04%82,602
2023-11-175201.04%83,122
2023-11-241600.32%83,282
2023-12-01-520-1.04%82,762
2023-12-081,5803.16%84,342
2023-12-15-1,080-2.16%83,262
2023-12-221,3002.60%84,562
2023-12-291240.25%84,686
2024-01-05-620-1.24%84,066
2024-01-121,1442.29%85,210
2024-01-19-380-0.76%84,830
2024-01-26-1,440-2.88%83,390
2024-02-022,5405.08%85,930
2024-02-09-20-0.04%85,910
2024-02-231,7403.48%87,650
2024-03-011800.36%87,830
2024-03-082,1404.28%89,970
2024-03-153,1406.28%93,110
2024-03-22-2,380-4.76%90,730
2024-03-294,0408.08%94,770
2024-04-05-220-0.44%94,550
2024-04-12-3,323-6.65%91,227
2024-04-191,2202.44%92,447
2024-04-26-100-0.20%92,347
2024-05-03-220-0.44%92,127
2024-05-10-160-0.32%91,967
2024-05-171,5803.16%93,547
2024-05-241,1602.32%94,707
2024-05-31-2,020-4.04%92,687
2024-06-07-595-1.19%92,092
2024-06-145801.16%92,672
2024-06-211,3802.76%94,052
2024-06-284400.88%94,492
2024-07-05-540-1.08%93,952
2024-07-123400.68%94,292
2024-07-191,4602.92%95,752
2024-07-262,2804.56%98,032
2024-08-021600.32%98,192
2024-08-092,4604.92%100,652
2024-08-162,2404.48%102,892
2024-08-23-1,760-3.52%101,132
2024-08-30-440-0.88%100,692
2024-09-065,70011.40%106,392
2024-09-13-3,660-7.32%102,732
2024-09-201,5603.12%104,292
2024-09-27-1,233-2.47%103,059
2024-10-043,0006.00%106,059
2024-10-11-620-1.24%105,439
2024-10-18-3,440-6.88%101,999
2024-10-251,8803.76%103,879
2024-11-01-1,560-3.12%102,319
2024-11-08-420-0.84%101,899
2024-11-155271.05%102,426
2024-11-22-1,640-3.28%100,786
2024-11-292800.56%101,066
2024-12-061,1802.36%102,246
2024-12-13-2,934-5.87%99,312
2024-12-201,1072.21%100,419
2024-12-27400.08%100,459
2025-01-03600.12%100,519
2025-01-108001.60%101,319
2025-01-176471.29%101,966
2025-01-24-400-0.80%101,566
2025-01-312400.48%101,806
2025-02-07-320-0.64%101,486
2025-02-14-1,373-2.75%100,113
2025-02-21-1,620-3.24%98,493
2025-02-284200.84%98,913
2025-03-071,4202.84%100,333
2025-03-14200.04%100,353
2025-03-211,4802.96%101,833
2025-03-28-100-0.20%101,733
2025-04-042600.52%101,993
2025-04-112,3404.68%104,333
2025-04-186001.20%104,933
2025-04-25-1,220-2.44%103,713
2025-05-023480.70%104,060
2025-05-091,4002.80%105,460
2025-05-16-2,132-4.26%103,328
2025-05-231680.34%103,496
2025-05-301,4802.96%104,976
2025-06-06-80-0.16%104,896
2025-06-13-300-0.60%104,596
2025-06-20-340-0.68%104,256
2025-06-27-1,448-2.90%102,808
2025-07-042,5485.10%105,356
2025-07-119801.96%106,336
2025-07-181,3402.68%107,676
2025-07-251,4202.84%109,096
2025-08-01-1,860-3.72%107,236
2025-08-086401.28%107,876
2025-08-15-200-0.40%107,676
2025-08-22-860-1.72%106,816
2025-08-29-352-0.70%106,464
2025-09-056801.36%107,144
2025-09-12400.08%107,184
2025-09-19-1,565-3.13%105,619
2025-09-26-1,793-3.59%103,826
2025-10-038481.70%104,673
2025-10-10-680-1.36%103,993
2025-10-179801.96%104,973
2025-10-24-280-0.56%104,693
2025-10-31-1,032-2.06%103,661
2025-11-076481.30%104,309
2025-11-14-420-0.84%103,889
2025-11-21-1,332-2.66%102,556
2025-11-281,2802.56%103,836
2025-12-05-80-0.16%103,756
2025-12-12-712-1.42%103,044
2025-12-19-920-1.84%102,124
2025-12-263080.62%102,431
2026-01-02-200-0.40%102,231
2026-01-096001.20%102,831
2026-01-16600.12%102,891
2026-01-23-100-0.20%102,791
2026-01-30-320-0.64%102,471
2026-02-0680.02%102,479
2026-02-132000.40%102,679
2026-02-27-380-0.76%102,299
2026-03-06-500-1.00%101,799
2026-03-134080.82%102,207
2026-03-202800.56%102,487
2026-03-27-440-0.88%102,047
2026-04-03-580-1.16%101,467
2026-04-10-540-1.08%100,927
2026-04-174600.92%101,387
2026-04-244400.88%101,827
2026-05-019271.85%102,754
2026-05-081,2402.48%103,994
2026-05-15-940-1.88%103,054
2026-05-22-1,220-2.44%101,834
2026-05-29-80-0.16%101,754
2026-06-05-159-0.32%101,595

月度收益

月份月盈亏月收益/5万月末权益
2022-016,07112.14%56,071
2022-02-1,600-3.20%54,471
2022-037,28014.56%61,751
2022-04-3,920-7.84%57,831
2022-054,7609.52%62,591
2022-062,5835.17%65,174
2022-074,2408.48%69,414
2022-081,5473.09%70,961
2022-09-1,316-2.63%69,646
2022-105,54511.09%75,191
2022-11-2,275-4.55%72,916
2022-127,50415.01%80,420
2023-019801.96%81,400
2023-02-4,773-9.55%76,627
2023-03-3,576-7.15%73,050
2023-0411,10622.21%84,156
2023-052,9805.96%87,136
2023-06-2,395-4.79%84,741
2023-072,5605.12%87,301
2023-08-4,775-9.55%82,526
2023-09-3,190-6.38%79,337
2023-10250.05%79,362
2023-113,6607.32%83,022
2023-121,6643.33%84,686
2024-016441.29%85,330
2024-021,6403.28%86,970
2024-037,80015.60%94,770
2024-04-2,643-5.29%92,127
2024-055601.12%92,687
2024-061,8053.61%94,492
2024-073,3606.72%97,852
2024-082,8405.68%100,692
2024-095,36710.73%106,059
2024-10-3,460-6.92%102,599
2024-11-1,533-3.07%101,066
2024-12-1,147-2.29%99,919
2025-011,8873.77%101,806
2025-02-2,893-5.79%98,913
2025-033,4406.88%102,353
2025-041,7083.42%104,060
2025-059151.83%104,976
2025-06-1,488-2.98%103,488
2025-074,7289.46%108,216
2025-08-1,752-3.50%106,464
2025-09-1,790-3.58%104,673
2025-10-1,012-2.02%103,661
2025-111750.35%103,836
2025-12-1,605-3.21%102,231
2026-012400.48%102,471
2026-02-172-0.34%102,299
2026-03-292-0.58%102,007
2026-047471.49%102,754
2026-05-1,000-2.00%101,754
2026-06-159-0.32%101,595

年度收益

年份年盈亏年收益/5万年末权益
202230,42060.84%80,420
20234,2668.53%84,686
202415,23330.47%99,919
20252,3134.63%102,231
2026-YTD-637-1.27%101,595