Dualmak策略 - SA

SA / 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437,835
总收益 / 5万775.67%
最大回撤 / 5万153.07%
夏普率1.65
胜率45.24%
盈亏比2.51
平均盈亏比3.03
平仓笔数210
手续费合计12,565
最大保证金占用23,436
最高资金使用率46.87%
连续回撤周数86
连续盈利周数9
最大回撤时间2025-02-18 21:00:00

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/SA.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
2024-10-18 09:00:00REVERSE_CLOSECZCE.SA50111543.01422.0-9,703
2024-10-22 14:00:00REVERSE_CLOSECZCE.SA501-11422.01509.0-6,984
2024-11-01 22:00:00REVERSE_CLOSECZCE.SA50111509.01526.01,336
2024-11-05 14:00:00REVERSE_CLOSECZCE.SA501-11526.01539.0-1,065
2024-11-07 09:00:00REVERSE_CLOSECZCE.SA50111539.01519.0-1,624
2024-11-07 21:00:00REVERSE_CLOSECZCE.SA501-11519.01547.0-2,265
2024-11-11 13:00:00REVERSE_CLOSECZCE.SA50111547.01471.0-6,104
2024-11-25 09:00:00REVERSE_CLOSECZCE.SA501-11471.01516.0-3,624
2024-11-28 14:00:00REVERSE_CLOSECZCE.SA50111516.01481.0-2,824
2024-11-29 13:00:00REVERSE_CLOSECZCE.SA501-11481.01490.0-744
2024-12-03 22:00:00REVERSE_CLOSECZCE.SA50111490.01461.0-2,343
2024-12-27 11:00:00REVERSE_CLOSECZCE.SA501-11461.01383.06,218
2024-12-30 22:00:00REVERSE_CLOSECZCE.SA50511463.01439.0-1,943
2025-01-02 11:00:00REVERSE_CLOSECZCE.SA505-11439.01454.0-1,223
2025-01-03 14:00:00REVERSE_CLOSECZCE.SA50511454.01414.0-3,223
2025-01-14 10:00:00REVERSE_CLOSECZCE.SA505-11414.01443.0-2,343
2025-02-05 21:00:00REVERSE_CLOSECZCE.SA50511443.01444.057
2025-02-17 21:00:00REVERSE_CLOSECZCE.SA505-11444.01512.0-5,464
2025-02-26 14:00:00REVERSE_CLOSECZCE.SA50511512.01513.056
2025-02-26 21:00:00REVERSE_CLOSECZCE.SA505-11513.01512.056
2025-02-26 22:00:00REVERSE_CLOSECZCE.SA50511512.01507.0-424
2025-02-27 09:00:00REVERSE_CLOSECZCE.SA505-11507.01511.0-344
2025-02-27 10:00:00REVERSE_CLOSECZCE.SA50511511.01512.056
2025-02-27 11:00:00REVERSE_CLOSECZCE.SA505-11512.01512.0-24
2025-03-05 09:00:00REVERSE_CLOSECZCE.SA50511512.01501.0-904
2025-03-24 11:00:00REVERSE_CLOSECZCE.SA505-11501.01443.04,617
2025-03-27 13:00:00REVERSE_CLOSECZCE.SA50511443.01424.0-1,543
2025-04-23 10:00:00REVERSE_CLOSECZCE.SA505-11424.01308.09,259
2025-05-06 09:00:00REVERSE_CLOSECZCE.SA50911357.01346.0-902
2025-06-26 11:00:00REVERSE_CLOSECZCE.SA509-11346.01173.013,821
2025-07-07 13:00:00REVERSE_CLOSECZCE.SA50911173.01172.0-99
2025-07-08 11:00:00REVERSE_CLOSECZCE.SA509-11172.01179.0-579
2025-07-17 13:00:00REVERSE_CLOSECZCE.SA50911179.01213.02,701
2025-07-17 14:00:00REVERSE_CLOSECZCE.SA509-11213.01217.0-339
2025-07-29 11:00:00REVERSE_CLOSECZCE.SA50911217.01305.07,019
2025-07-29 13:00:00REVERSE_CLOSECZCE.SA509-11305.01312.0-581
2025-07-29 14:00:00REVERSE_CLOSECZCE.SA50911312.01312.0-21
2025-07-29 21:00:00REVERSE_CLOSECZCE.SA509-11312.01318.0-501
2025-07-31 10:00:00REVERSE_CLOSECZCE.SA50911318.01274.0-3,540
2025-08-13 09:00:00REVERSE_CLOSECZCE.SA509-11274.01293.0-1,541
2025-08-19 11:00:00REVERSE_CLOSECZCE.SA60111405.01369.0-2,902
2025-08-19 13:00:00REVERSE_CLOSECZCE.SA601-11369.01376.0-582
2025-08-19 14:00:00REVERSE_CLOSECZCE.SA60111376.01371.0-422
2025-09-11 22:00:00REVERSE_CLOSECZCE.SA601-11371.01287.06,699
2025-09-22 13:00:00REVERSE_CLOSECZCE.SA60111287.01293.0459
2025-09-24 21:00:00REVERSE_CLOSECZCE.SA601-11293.01311.0-1,461
2025-09-30 09:00:00REVERSE_CLOSECZCE.SA60111311.01278.0-2,660
2025-10-24 13:00:00REVERSE_CLOSECZCE.SA601-11278.01233.03,580
2025-10-31 14:00:00REVERSE_CLOSECZCE.SA60111233.01231.0-180
2025-11-13 14:00:00REVERSE_CLOSECZCE.SA601-11231.01243.0-980
2025-11-18 22:00:00REVERSE_CLOSECZCE.SA60111243.01206.0-2,979
2025-12-03 11:00:00REVERSE_CLOSECZCE.SA601-11206.01173.02,621
2025-12-04 13:00:00REVERSE_CLOSECZCE.SA60111173.01157.0-1,299
2025-12-18 21:00:00REVERSE_CLOSECZCE.SA601-11157.01140.01,342
2025-12-23 09:00:00REVERSE_CLOSECZCE.SA60511193.01162.0-2,499
2025-12-23 10:00:00REVERSE_CLOSECZCE.SA605-11162.01168.0-499
2025-12-23 13:00:00REVERSE_CLOSECZCE.SA60511168.01166.0-179
2025-12-23 14:00:00REVERSE_CLOSECZCE.SA605-11166.01163.0221
2026-01-13 14:00:00REVERSE_CLOSECZCE.SA60511163.01220.04,540
2026-01-13 21:00:00REVERSE_CLOSECZCE.SA605-11220.01211.0701
2026-01-14 10:00:00REVERSE_CLOSECZCE.SA60511211.01217.0461
2026-01-14 11:00:00REVERSE_CLOSECZCE.SA605-11217.01220.0-260
2026-01-14 13:00:00REVERSE_CLOSECZCE.SA60511220.01215.0-419
2026-01-28 14:00:00REVERSE_CLOSECZCE.SA605-11215.01202.01,021
2026-02-05 22:00:00REVERSE_CLOSECZCE.SA60511202.01196.0-499
2026-02-27 22:00:00REVERSE_CLOSECZCE.SA605-11196.01187.0701
2026-03-18 10:00:00REVERSE_CLOSECZCE.SA60511187.01232.03,580
2026-03-23 11:00:00REVERSE_CLOSECZCE.SA605-11232.01247.0-1,220
2026-03-27 22:00:00REVERSE_CLOSECZCE.SA60511247.01217.0-2,419
2026-04-15 13:00:00REVERSE_CLOSECZCE.SA605-11217.01171.03,661
2026-04-28 14:00:00REVERSE_CLOSECZCE.SA60911228.01235.0540
2026-04-29 11:00:00REVERSE_CLOSECZCE.SA609-11235.01245.0-820
2026-04-29 13:00:00REVERSE_CLOSECZCE.SA60911245.01242.0-260
2026-04-29 14:00:00REVERSE_CLOSECZCE.SA609-11242.01242.0-20
2026-04-29 21:00:00REVERSE_CLOSECZCE.SA60911242.01241.0-100
2026-05-06 11:00:00REVERSE_CLOSECZCE.SA609-11241.01253.0-980
2026-05-11 09:00:00REVERSE_CLOSECZCE.SA60911253.01213.0-3,219
2026-05-28 14:00:00REVERSE_CLOSECZCE.SA609-11213.01204.0701
2026-06-04 10:00:00REVERSE_CLOSECZCE.SA60911204.01197.0-579
2026-06-05 21:00:00FINAL_CLOSECZCE.SA609-11197.01162.02,781

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07-10,030-20.06%39,970
2022-01-1415,52031.04%55,490
2022-01-2112,08024.16%67,570
2022-01-2813,68027.36%81,250
2022-02-112,9605.92%84,210
2022-02-1813,87927.76%98,089
2022-02-2520,00040.00%118,089
2022-03-04-12,400-24.80%105,689
2022-03-1121,04042.08%126,729
2022-03-18-2,640-5.28%124,089
2022-03-2519,91939.84%144,008
2022-04-019,76019.52%153,768
2022-04-08-19,269-38.54%134,499
2022-04-159,23918.48%143,738
2022-04-221,8203.64%145,559
2022-04-295,84011.68%151,399
2022-05-065,28010.56%156,679
2022-05-1310,96021.92%167,639
2022-05-20-17,296-34.59%150,343
2022-05-278,64017.28%158,983
2022-06-034,5609.12%163,543
2022-06-10-7,857-15.71%155,687
2022-06-1710,96021.92%166,647
2022-06-2410,64021.28%177,287
2022-07-01-25,612-51.22%151,675
2022-07-0811,27422.55%162,949
2022-07-156401.28%163,589
2022-07-22-3,200-6.40%160,389
2022-07-295,43810.88%165,826
2022-08-05-4,639-9.28%161,187
2022-08-12-3,120-6.24%158,067
2022-08-199,68019.36%167,747
2022-08-26-7,676-15.35%160,071
2022-09-028191.64%160,891
2022-09-0900.00%160,891
2022-09-16-1,520-3.04%159,371
2022-09-237,28614.57%166,656
2022-09-309,60019.20%176,256
2022-10-14-2,000-4.00%174,257
2022-10-218001.60%175,057
2022-10-2810,00020.00%185,057
2022-11-04-7,120-14.24%177,937
2022-11-111,4412.88%179,377
2022-11-185,36010.72%184,737
2022-11-258,24016.48%192,977
2022-12-022400.48%193,217
2022-12-09-6,967-13.93%186,251
2022-12-162,0804.16%188,331
2022-12-231,3542.71%189,685
2022-12-30-5,128-10.26%184,557
2023-01-065,92011.84%190,477
2023-01-139,92019.84%200,397
2023-01-206,72013.44%207,117
2023-02-03-3,695-7.39%203,422
2023-02-109,60019.20%213,022
2023-02-17-800-1.60%212,222
2023-02-24-2,320-4.64%209,902
2023-03-03-6,895-13.79%203,007
2023-03-10-253-0.51%202,753
2023-03-174,5609.12%207,313
2023-03-24-480-0.96%206,833
2023-03-312,4004.80%209,233
2023-04-072,8005.60%212,033
2023-04-142,3204.64%214,353
2023-04-217,12014.24%221,473
2023-04-281,6043.21%223,077
2023-05-054,6409.28%227,717
2023-05-1211,12022.24%238,837
2023-05-1916,40032.80%255,237
2023-05-263,2806.56%258,517
2023-06-02-6,855-13.71%251,662
2023-06-09-7,492-14.98%244,170
2023-06-163,5477.09%247,717
2023-06-23-2,160-4.32%245,557
2023-06-30-4,053-8.11%241,504
2023-07-07-2,375-4.75%239,129
2023-07-149,60019.20%248,729
2023-07-2110,88721.77%259,616
2023-07-287,68015.36%267,296
2023-08-046,50113.00%273,797
2023-08-11-5,920-11.84%267,877
2023-08-183,9487.90%271,825
2023-08-2521,28042.56%293,105
2023-09-01-24,801-49.60%268,304
2023-09-08-6,300-12.60%262,004
2023-09-15-1,680-3.36%260,324
2023-09-22-2,080-4.16%258,244
2023-09-298,96017.92%267,204
2023-10-131,2002.40%268,404
2023-10-203,1206.24%271,524
2023-10-2700.00%271,524
2023-11-031,8643.73%273,389
2023-11-1029,04058.08%302,429
2023-11-17-7,331-14.66%295,098
2023-11-2421,12042.24%316,218
2023-12-0118,40036.80%334,618
2023-12-081,0402.08%335,658
2023-12-1518,93337.87%354,591
2023-12-223,3606.72%357,951
2023-12-296,24012.48%364,191
2024-01-058,32016.64%372,511
2024-01-129,04018.08%381,551
2024-01-19-7,582-15.16%373,969
2024-01-262,6565.31%376,625
2024-02-025,88511.77%382,510
2024-02-094000.80%382,910
2024-02-238,96017.92%391,870
2024-03-015,60011.20%397,470
2024-03-08-1,579-3.16%395,891
2024-03-152,8985.80%398,789
2024-03-22-1,280-2.56%397,509
2024-03-294000.80%397,909
2024-04-05-3,259-6.52%394,650
2024-04-128,08016.16%402,730
2024-04-1912,11524.23%414,846
2024-04-268,24016.48%423,086
2024-05-03-6,880-13.76%416,206
2024-05-10-6,672-13.34%409,533
2024-05-172,8085.62%412,342
2024-05-245,68011.36%418,022
2024-05-31-6,301-12.60%411,721
2024-06-072,6405.28%414,361
2024-06-145,68011.36%420,041
2024-06-213,1206.24%423,161
2024-06-28-1,680-3.36%421,481
2024-07-05-856-1.71%420,625
2024-07-1211,04022.08%431,665
2024-07-194,4008.80%436,065
2024-07-269,44018.88%445,505
2024-08-021,3602.72%446,865
2024-08-098,88017.76%455,745
2024-08-1610,72021.44%466,465
2024-08-235,76011.52%472,225
2024-08-30-9,490-18.98%462,734
2024-09-064,9129.82%467,646
2024-09-132,4004.80%470,046
2024-09-201,5203.04%471,566
2024-09-273,3136.63%474,879
2024-10-046,32012.64%481,199
2024-10-11-26,481-52.96%454,718
2024-10-18-15,726-31.45%438,993
2024-10-25-2,528-5.06%436,465
2024-11-011,3912.78%437,856
2024-11-08-11,987-23.97%425,868
2024-11-15-1,407-2.81%424,461
2024-11-22-3,680-7.36%420,781
2024-11-29-5,664-11.33%415,118
2024-12-062,9135.83%418,031
2024-12-138801.76%418,911
2024-12-202,5605.12%421,471
2024-12-27-1,646-3.29%419,825
2025-01-03-5,498-11.00%414,328
2025-01-10-1,120-2.24%413,208
2025-01-174,6749.35%417,881
2025-01-24-1,520-3.04%416,361
2025-01-31-1,200-2.40%415,161
2025-02-07-3,566-7.13%411,595
2025-02-14-2,320-4.64%409,275
2025-02-21-2,608-5.22%406,667
2025-02-281,7103.42%408,377
2025-03-071,2322.46%409,609
2025-03-146401.28%410,249
2025-03-218001.60%411,049
2025-03-28-172-0.34%410,877
2025-04-045601.12%411,437
2025-04-114,2408.48%415,677
2025-04-182,4004.80%418,077
2025-04-255171.03%418,594
2025-05-02-1,760-3.52%416,834
2025-05-094,1978.39%421,031
2025-05-16-560-1.12%420,471
2025-05-232,3204.64%422,791
2025-05-305,28010.56%428,071
2025-06-06-1,200-2.40%426,871
2025-06-134,5609.12%431,431
2025-06-20-640-1.28%430,791
2025-06-272,3624.72%433,154
2025-07-04-2,960-5.92%430,194
2025-07-112,0054.01%432,198
2025-07-184,2428.48%436,441
2025-07-255,20010.40%441,641
2025-08-01-6,129-12.26%435,512
2025-08-081,0402.08%436,552
2025-08-15-4,443-8.89%432,109
2025-08-22-1,012-2.02%431,097
2025-08-295,36010.72%436,457
2025-09-05-480-0.96%435,977
2025-09-12-761-1.52%435,216
2025-09-192,4004.80%437,616
2025-09-26-5,923-11.85%431,693
2025-10-031,5593.12%433,252
2025-10-101,5203.04%434,772
2025-10-173200.64%435,092
2025-10-24410.08%435,132
2025-10-311,6413.28%436,773
2025-11-07-480-0.96%436,293
2025-11-14-4,200-8.40%432,093
2025-11-211,8813.76%433,974
2025-11-284800.96%434,454
2025-12-05-1,275-2.55%433,180
2025-12-122,4804.96%435,660
2025-12-19-3,797-7.59%431,863
2025-12-264910.98%432,353
2026-01-021,6803.36%434,033
2026-01-091,2802.56%435,313
2026-01-165251.05%435,839
2026-01-231,4402.88%437,279
2026-01-307621.52%438,040
2026-02-06-278-0.56%437,762
2026-02-131,6803.36%439,442
2026-02-27-2,918-5.84%436,524
2026-03-065,92011.84%442,444
2026-03-135601.12%443,004
2026-03-20-2,999-6.00%440,005
2026-03-27-3,519-7.04%436,486
2026-04-034,8009.60%441,286
2026-04-10800.16%441,366
2026-04-17-598-1.20%440,767
2026-04-241,4402.88%442,207
2026-05-01-2,839-5.68%439,369
2026-05-08-4,360-8.72%435,009
2026-05-151,4812.96%436,490
2026-05-228801.76%437,370
2026-05-29-919-1.84%436,451
2026-06-051,3832.77%437,835

月度收益

月份月盈亏月收益/5万月末权益
2022-0131,25062.50%81,250
2022-0242,35984.72%123,609
2022-0326,31952.64%149,928
2022-041,4712.94%151,399
2022-058,94417.89%160,343
2022-062,5315.06%162,875
2022-072,9525.90%165,826
2022-08-9,976-19.95%155,851
2022-0920,40640.81%176,256
2022-1010,32020.64%186,577
2022-117,76115.52%194,337
2022-12-9,780-19.56%184,557
2023-0124,16048.32%208,717
2023-02-15-0.03%208,702
2023-035321.06%209,233
2023-0413,84427.69%223,077
2023-0535,04070.08%258,117
2023-06-16,613-33.23%241,504
2023-0725,15250.30%266,656
2023-082,5125.02%269,168
2023-09-1,964-3.93%267,204
2023-10-1,816-3.63%265,389
2023-1154,749109.50%320,138
2023-1244,05388.11%364,191
2024-0119,35938.72%383,550
2024-0212,40024.80%395,950
2024-031,9593.92%397,909
2024-0418,29636.59%416,206
2024-05-4,485-8.97%411,721
2024-069,76019.52%421,481
2024-0724,82449.65%446,305
2024-0816,43032.86%462,734
2024-0918,46536.93%481,199
2024-10-45,135-90.27%436,065
2024-11-20,947-41.89%415,118
2024-124,3428.68%419,459
2025-01-4,298-8.60%415,161
2025-02-6,785-13.57%408,377
2025-032,9805.96%411,357
2025-045,47710.95%416,834
2025-0511,23722.47%428,071
2025-061,8023.60%429,874
2025-075,31810.64%435,192
2025-081,2652.53%436,457
2025-09-3,205-6.41%433,252
2025-103,5217.04%436,773
2025-11-2,318-4.64%434,454
2025-12-421-0.84%434,033
2026-014,0078.01%438,040
2026-02-1,516-3.03%436,524
2026-033,2426.48%439,766
2026-04-397-0.79%439,369
2026-05-2,917-5.83%436,451
2026-061,3832.77%437,835

年度收益

年份年盈亏年收益/5万年末权益
2022134,557269.11%184,557
2023179,634359.27%364,191
202455,268110.54%419,459
202514,57429.15%434,033
2026-YTD3,8017.60%437,835