Dualmak策略 - RM

RM / 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126,881
总收益 / 5万153.76%
最大回撤 / 5万67.70%
夏普率0.78
胜率36.59%
盈亏比2.09
平均盈亏比3.63
平仓笔数41
手续费合计369
最大保证金占用9,068
最高资金使用率18.14%
连续回撤周数54
连续盈利周数6
最大回撤时间2023-01-05 20:00:00

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/RM.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
2022-04-14 08:00:00REVERSE_CLOSECZCE.RM20512930.04068.034,136
2022-08-24 12:00:00REVERSE_CLOSECZCE.RM209-13700.03623.02,306
2022-08-30 20:00:00REVERSE_CLOSECZCE.RM30113009.02848.0-4,834
2022-09-01 08:00:00REVERSE_CLOSECZCE.RM301-12848.02890.0-1,264
2022-10-19 08:00:00REVERSE_CLOSECZCE.RM30112890.03033.04,286
2022-11-09 12:00:00REVERSE_CLOSECZCE.RM301-13033.03145.0-3,364
2022-11-14 20:00:00REVERSE_CLOSECZCE.RM30113145.03073.0-2,164
2022-12-07 20:00:00REVERSE_CLOSECZCE.RM301-13073.03093.0-604
2022-12-16 20:00:00REVERSE_CLOSECZCE.RM30113093.03029.0-1,924
2022-12-26 12:00:00REVERSE_CLOSECZCE.RM305-13010.03152.0-4,264
2023-02-24 12:00:00REVERSE_CLOSECZCE.RM30513152.03187.01,046
2023-04-28 12:00:00DELIVERY_ROLL_CLOSECZCE.RM305-13187.02977.06,296
2023-05-08 20:00:00REVERSE_CLOSECZCE.RM309-12998.03030.0-964
2023-08-31 20:00:00DELIVERY_ROLL_CLOSECZCE.RM30913030.04079.031,466
2023-09-04 12:00:00REVERSE_CLOSECZCE.RM40113420.03265.0-4,654
2023-12-13 20:00:00REVERSE_CLOSECZCE.RM401-13265.02885.011,396
2023-12-14 12:00:00REVERSE_CLOSECZCE.RM40312913.02872.0-1,234
2024-02-29 20:00:00DELIVERY_ROLL_CLOSECZCE.RM403-12872.02339.015,986
2024-03-08 20:00:00REVERSE_CLOSECZCE.RM405-12456.02583.0-3,814
2024-04-30 12:00:00DELIVERY_ROLL_CLOSECZCE.RM40512583.02666.02,486
2024-06-06 08:00:00REVERSE_CLOSECZCE.RM40912783.02775.0-244
2024-08-30 20:00:00DELIVERY_ROLL_CLOSECZCE.RM409-12775.02115.019,796
2024-09-05 08:00:00REVERSE_CLOSECZCE.RM501-12231.02520.0-8,674
2024-10-31 08:00:00REVERSE_CLOSECZCE.RM50112520.02369.0-4,534
2024-12-31 12:00:00DELIVERY_ROLL_CLOSECZCE.RM501-12369.02200.05,066
2025-01-07 08:00:00REVERSE_CLOSECZCE.RM505-12410.02338.02,156
2025-01-07 20:00:00REVERSE_CLOSECZCE.RM50512338.02282.0-1,684
2025-01-14 20:00:00REVERSE_CLOSECZCE.RM505-12282.02379.0-2,914
2025-04-10 20:00:00REVERSE_CLOSECZCE.RM50512379.02579.05,996
2025-06-16 12:00:00REVERSE_CLOSECZCE.RM509-12670.02663.0206
2025-06-25 20:00:00REVERSE_CLOSECZCE.RM50912663.02586.0-2,314
2025-07-18 12:00:00REVERSE_CLOSECZCE.RM509-12586.02724.0-4,144
2025-07-28 20:00:00REVERSE_CLOSECZCE.RM50912724.02662.0-1,864
2025-08-05 08:00:00REVERSE_CLOSECZCE.RM509-12662.02709.0-1,414
2025-08-27 08:00:00REVERSE_CLOSECZCE.RM50912709.02565.0-4,324
2025-11-05 12:00:00REVERSE_CLOSECZCE.RM601-12496.02537.0-1,234
2025-12-10 08:00:00REVERSE_CLOSECZCE.RM60112537.02354.0-5,494
2026-03-05 20:00:00REVERSE_CLOSECZCE.RM605-12310.02317.0-214
2026-04-09 20:00:00REVERSE_CLOSECZCE.RM60512317.02246.0-2,134
2026-04-30 12:00:00DELIVERY_ROLL_CLOSECZCE.RM605-12246.02253.0-214
2026-06-05 12:00:00FINAL_CLOSECZCE.RM609-12421.02256.04,946

每周收益

周末周盈亏周收益/5万周末权益
2022-01-072660.53%50,266
2022-01-14-1,170-2.34%49,096
2022-01-214,2308.46%53,326
2022-01-283,6007.20%56,926
2022-02-118,31016.62%65,236
2022-02-182,6105.22%67,846
2022-02-25-750-1.50%67,096
2022-03-048,82017.64%75,916
2022-03-115,37010.74%81,286
2022-03-182,8505.70%84,136
2022-03-254,6209.24%88,756
2022-04-01-10,560-21.12%78,196
2022-04-085,64011.28%83,836
2022-04-15-2,649-5.30%81,186
2022-04-222,3704.74%83,556
2022-04-29-3,480-6.96%80,076
2022-05-066,00012.00%86,076
2022-05-13-1,950-3.90%84,126
2022-05-20-3,120-6.24%81,006
2022-05-272,9405.88%83,946
2022-06-03-120-0.24%83,826
2022-06-10-3,330-6.66%80,496
2022-06-172,6405.28%83,136
2022-06-2410,74021.48%93,876
2022-07-012,2504.50%96,126
2022-07-08-3,930-7.86%92,196
2022-07-151,4702.94%93,666
2022-07-222,1604.32%95,826
2022-07-29-3,330-6.66%92,496
2022-08-05-960-1.92%91,536
2022-08-12-660-1.32%90,876
2022-08-194500.90%91,326
2022-08-26-8,049-16.10%83,278
2022-09-02-1,248-2.50%82,030
2022-09-093000.60%82,330
2022-09-163,2706.54%85,600
2022-09-233600.72%85,960
2022-09-303,6907.38%89,650
2022-10-146301.26%90,280
2022-10-21-5,169-10.34%85,110
2022-10-283,2406.48%88,350
2022-11-04-5,820-11.64%82,530
2022-11-11-609-1.22%81,922
2022-11-18-489-0.98%81,432
2022-11-25-180-0.36%81,252
2022-12-02-1,650-3.30%79,602
2022-12-092610.52%79,864
2022-12-16-4,539-9.08%75,324
2022-12-23-870-1.74%74,454
2022-12-30-69-0.14%74,386
2023-01-06-1,890-3.78%72,496
2023-01-131,9503.90%74,446
2023-01-20-2,310-4.62%72,136
2023-02-033,4806.96%75,616
2023-02-10-2,010-4.02%73,606
2023-02-17-1,650-3.30%71,956
2023-02-242,1214.24%74,076
2023-03-033,4806.96%77,556
2023-03-101200.24%77,676
2023-03-172,6705.34%80,346
2023-03-244,9809.96%85,326
2023-03-31-600-1.20%84,726
2023-04-07-1,050-2.10%83,676
2023-04-14-1,170-2.34%82,506
2023-04-211,4402.88%83,946
2023-04-28-4,359-8.72%79,588
2023-05-05-810-1.62%78,778
2023-05-12-549-1.10%78,228
2023-05-195101.02%78,738
2023-05-26-1,650-3.30%77,088
2023-06-02-720-1.44%76,368
2023-06-091,7103.42%78,078
2023-06-166,81013.62%84,888
2023-06-233,3306.66%88,218
2023-06-306301.26%88,848
2023-07-076,39012.78%95,238
2023-07-145,94011.88%101,178
2023-07-21-1,290-2.58%99,888
2023-07-28-4,080-8.16%95,808
2023-08-044,3208.64%100,128
2023-08-112,7005.40%102,828
2023-08-1810,50021.00%113,328
2023-08-25-1,530-3.06%111,798
2023-09-01-3,099-6.20%108,700
2023-09-08-3,069-6.14%105,630
2023-09-152,7305.46%108,360
2023-09-222700.54%108,630
2023-09-291,7403.48%110,370
2023-10-136,54013.08%116,910
2023-10-20-3,090-6.18%113,820
2023-10-275401.08%114,360
2023-11-03-210-0.42%114,150
2023-11-101,5303.06%115,680
2023-11-171,1102.22%116,790
2023-11-24-720-1.44%116,070
2023-12-013,7507.50%119,820
2023-12-08-3,480-6.96%116,340
2023-12-152220.44%116,562
2023-12-22-270-0.54%116,292
2023-12-29-660-1.32%115,632
2024-01-055,16010.32%120,792
2024-01-122,0704.14%122,862
2024-01-192,7605.52%125,622
2024-01-264,0208.04%129,642
2024-02-02-2,160-4.32%127,482
2024-02-091,3202.64%128,802
2024-02-231,5303.06%130,332
2024-03-01510.10%130,384
2024-03-08-2,529-5.06%127,854
2024-03-152,5505.10%130,404
2024-03-22-750-1.50%129,654
2024-03-29-960-1.92%128,694
2024-04-054500.90%129,144
2024-04-121,4102.82%130,554
2024-04-193600.72%130,914
2024-04-262700.54%131,184
2024-05-03-969-1.94%130,216
2024-05-102,6105.22%132,826
2024-05-172100.42%133,036
2024-05-241,1702.34%134,206
2024-05-31-4,260-8.52%129,946
2024-06-075911.18%130,536
2024-06-142,1904.38%132,726
2024-06-212,4604.92%135,186
2024-06-28-1,320-2.64%133,866
2024-07-05-330-0.66%133,536
2024-07-126,75013.50%140,286
2024-07-19-2,370-4.74%137,916
2024-07-261,3802.76%139,296
2024-08-022,4004.80%141,696
2024-08-094,5309.06%146,226
2024-08-163,4806.96%149,706
2024-08-23-900-1.80%148,806
2024-08-309511.90%149,758
2024-09-06-8,289-16.58%141,468
2024-09-131,2002.40%142,668
2024-09-20-2,910-5.82%139,758
2024-09-273,9907.98%143,748
2024-10-042700.54%144,018
2024-10-11-4,020-8.04%139,998
2024-10-18-2,220-4.44%137,778
2024-10-25-900-1.80%136,878
2024-11-015011.00%137,380
2024-11-08-2,070-4.14%135,310
2024-11-151,5903.18%136,900
2024-11-222,8205.64%139,720
2024-11-293000.60%140,020
2024-12-063,8107.62%143,830
2024-12-13-600-1.20%143,230
2024-12-20-1,770-3.54%141,460
2024-12-27-240-0.48%141,220
2025-01-031,8513.70%143,070
2025-01-10-918-1.84%142,152
2025-01-17-1,839-3.68%140,314
2025-01-241,9503.90%142,264
2025-01-31-540-1.08%141,724
2025-02-071,1702.34%142,894
2025-02-146301.26%143,524
2025-02-213,5707.14%147,094
2025-02-28-1,950-3.90%145,144
2025-03-07-3,570-7.14%141,574
2025-03-146,24012.48%147,814
2025-03-21-2,910-5.82%144,904
2025-03-282700.54%145,174
2025-04-049001.80%146,074
2025-04-11-1,389-2.78%144,684
2025-04-181,8903.78%146,574
2025-04-25-210-0.42%146,364
2025-05-022,7905.58%149,154
2025-05-09-990-1.98%148,164
2025-05-161,6803.36%149,844
2025-05-23-960-1.92%148,884
2025-05-30-2,760-5.52%146,124
2025-06-061,2602.52%147,384
2025-06-13-2,250-4.50%145,134
2025-06-206211.24%145,756
2025-06-27-2,139-4.28%143,616
2025-07-04-1,500-3.00%142,116
2025-07-11-180-0.36%141,936
2025-07-18-2,799-5.60%139,138
2025-07-25-1,890-3.78%137,248
2025-08-01-1,059-2.12%136,188
2025-08-086811.36%136,870
2025-08-15-1,740-3.48%135,130
2025-08-22-2,640-5.28%132,490
2025-08-29-1,359-2.72%131,130
2025-09-05-990-1.98%130,140
2025-09-122400.48%130,380
2025-09-19300.06%130,410
2025-09-263,5707.14%133,980
2025-10-03-480-0.96%133,500
2025-10-107501.50%134,250
2025-10-171,3802.76%135,630
2025-10-24-120-0.24%135,510
2025-10-31-1,950-3.90%133,560
2025-11-07-4,359-8.72%129,202
2025-11-14-1,080-2.16%128,122
2025-11-21-930-1.86%127,192
2025-11-281200.24%127,312
2025-12-05-1,260-2.52%126,052
2025-12-12-2,469-4.94%123,582
2025-12-195701.14%124,152
2025-12-26-2,160-4.32%121,992
2026-01-028701.74%122,862
2026-01-091,1402.28%124,002
2026-01-163,0006.00%127,002
2026-01-23-330-0.66%126,672
2026-01-30-1,350-2.70%125,322
2026-02-061,2602.52%126,582
2026-02-13-2,040-4.08%124,542
2026-02-279601.92%125,502
2026-03-061,5813.16%127,084
2026-03-133,5407.08%130,624
2026-03-20-3,210-6.42%127,414
2026-03-27-3,540-7.08%123,874
2026-04-03-2,640-5.28%121,234
2026-04-105011.00%121,734
2026-04-171,7703.54%123,504
2026-04-24-1,380-2.76%122,124
2026-05-01-189-0.38%121,936
2026-05-081,1102.22%123,046
2026-05-151,8303.66%124,876
2026-05-22-630-1.26%124,246
2026-05-291,2602.52%125,506
2026-06-051,3762.75%126,881

月度收益

月份月盈亏月收益/5万月末权益
2022-016,92613.85%56,926
2022-0213,08026.16%70,006
2022-0312,75025.50%82,756
2022-04-2,679-5.36%80,076
2022-053,8407.68%83,916
2022-069,06018.12%92,976
2022-07-480-0.96%92,496
2022-08-12,408-24.82%80,088
2022-099,56119.12%89,650
2022-10-5,229-10.46%84,420
2022-11-5,148-10.30%79,272
2022-12-4,887-9.77%74,386
2023-01-480-0.96%73,906
2023-022,4814.96%76,386
2023-038,34016.68%84,726
2023-04-5,139-10.28%79,588
2023-05-3,429-6.86%76,158
2023-0612,69025.38%88,848
2023-078,34016.68%97,188
2023-0812,89125.78%110,080
2023-092910.58%110,370
2023-106,48012.96%116,850
2023-111,8603.72%118,710
2023-12-3,078-6.16%115,632
2024-0111,94023.88%127,572
2024-023,9817.96%131,554
2024-03-2,859-5.72%128,694
2024-041,5213.04%130,216
2024-05-270-0.54%129,946
2024-063,9217.84%133,866
2024-077,08014.16%140,946
2024-088,81117.62%149,758
2024-09-5,739-11.48%144,018
2024-10-6,789-13.58%137,230
2024-112,7905.58%140,020
2024-121,5813.16%141,600
2025-011230.25%141,724
2025-023,4206.84%145,144
2025-03-30-0.06%145,114
2025-044,0418.08%149,154
2025-05-3,030-6.06%146,124
2025-06-2,898-5.80%143,226
2025-07-6,678-13.36%136,548
2025-08-5,418-10.84%131,130
2025-092,3704.74%133,500
2025-10600.12%133,560
2025-11-6,249-12.50%127,312
2025-12-4,449-8.90%122,862
2026-012,4604.92%125,322
2026-021800.36%125,502
2026-03-2,019-4.04%123,484
2026-04-1,548-3.10%121,936
2026-053,5707.14%125,506
2026-061,3762.75%126,881

年度收益

年份年盈亏年收益/5万年末权益
202224,38648.77%74,386
202341,24782.49%115,632
202425,96851.94%141,600
2025-18,738-37.48%122,862
2026-YTD4,0188.04%126,881