Dualmak策略 - SH

SH / 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220,587
总收益 / 5万341.17%
最大回撤 / 5万53.46%
夏普率1.69
胜率47.00%
盈亏比2.70
平均盈亏比3.05
平仓笔数100
手续费合计2,453
最大保证金占用24,091
最高资金使用率48.18%
连续回撤周数23
连续盈利周数6
最大回撤时间2024-12-24 08:00:00

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/SH.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
2024-05-29 12:00:00REVERSE_CLOSECZCE.SH409-12746.02760.0-840
2024-05-29 20:00:00REVERSE_CLOSECZCE.SH40912760.02800.02,400
2024-05-30 08:00:00REVERSE_CLOSECZCE.SH409-12800.02806.0-377
2024-05-30 12:00:00REVERSE_CLOSECZCE.SH40912806.02771.0-2,100
2024-05-30 20:00:00REVERSE_CLOSECZCE.SH409-12771.02793.0-1,320
2024-06-03 20:00:00REVERSE_CLOSECZCE.SH40912793.02782.0-677
2024-06-04 08:00:00REVERSE_CLOSECZCE.SH409-12782.02762.01,183
2024-06-04 12:00:00REVERSE_CLOSECZCE.SH40912762.02773.0660
2024-06-04 20:00:00REVERSE_CLOSECZCE.SH409-12773.02785.0-720
2024-06-05 08:00:00REVERSE_CLOSECZCE.SH40912785.02771.0-857
2024-06-05 12:00:00REVERSE_CLOSECZCE.SH409-12771.02769.0120
2024-06-05 20:00:00REVERSE_CLOSECZCE.SH40912769.02767.0-120
2024-08-29 12:00:00REVERSE_CLOSECZCE.SH409-12767.02525.014,505
2024-09-03 08:00:00REVERSE_CLOSECZCE.SH50112556.02486.0-4,215
2024-09-03 12:00:00REVERSE_CLOSECZCE.SH501-12486.02506.0-1,200
2024-09-09 20:00:00REVERSE_CLOSECZCE.SH50112506.02498.0-495
2024-09-10 08:00:00REVERSE_CLOSECZCE.SH501-12498.02491.0405
2024-09-10 12:00:00REVERSE_CLOSECZCE.SH50112491.02493.0120
2024-10-08 20:00:00REVERSE_CLOSECZCE.SH501-12493.02505.0-735
2024-10-24 20:00:00REVERSE_CLOSECZCE.SH50112505.02635.07,784
2024-10-25 08:00:00REVERSE_CLOSECZCE.SH501-12635.02595.02,384
2024-10-25 12:00:00REVERSE_CLOSECZCE.SH50112595.02600.0300
2024-10-25 20:00:00REVERSE_CLOSECZCE.SH501-12600.02596.0240
2024-10-29 20:00:00REVERSE_CLOSECZCE.SH50112596.02652.03,344
2024-10-30 08:00:00REVERSE_CLOSECZCE.SH501-12652.02648.0224
2024-10-30 12:00:00REVERSE_CLOSECZCE.SH50112648.02645.0-180
2024-10-30 20:00:00REVERSE_CLOSECZCE.SH501-12645.02683.0-2,280
2024-11-04 12:00:00REVERSE_CLOSECZCE.SH50112683.02589.0-5,656
2024-11-04 20:00:00REVERSE_CLOSECZCE.SH501-12589.02599.0-600
2024-11-05 08:00:00REVERSE_CLOSECZCE.SH50112599.02574.0-1,515
2024-11-05 12:00:00REVERSE_CLOSECZCE.SH501-12574.02588.0-840
2024-11-05 20:00:00REVERSE_CLOSECZCE.SH50112588.02605.01,020
2024-11-06 08:00:00REVERSE_CLOSECZCE.SH501-12605.02596.0524
2024-11-06 12:00:00REVERSE_CLOSECZCE.SH50112596.02585.0-660
2024-11-06 20:00:00REVERSE_CLOSECZCE.SH501-12585.02592.0-420
2024-11-11 12:00:00REVERSE_CLOSECZCE.SH50112592.02599.0404
2024-12-24 08:00:00REVERSE_CLOSECZCE.SH501-12599.02416.010,966
2025-02-11 12:00:00REVERSE_CLOSECZCE.SH50512769.03070.018,042
2025-02-11 20:00:00REVERSE_CLOSECZCE.SH505-13070.03099.0-1,740
2025-02-12 08:00:00REVERSE_CLOSECZCE.SH50513099.03074.0-1,518
2025-04-30 12:00:00DELIVERY_ROLL_CLOSECZCE.SH505-13074.02440.038,025
2025-05-15 20:00:00REVERSE_CLOSECZCE.SH509-12479.02567.0-5,295
2025-05-23 20:00:00REVERSE_CLOSECZCE.SH50912567.02455.0-6,735
2025-07-10 08:00:00REVERSE_CLOSECZCE.SH509-12455.02492.0-2,235
2025-08-01 08:00:00REVERSE_CLOSECZCE.SH50912492.02558.03,945
2025-08-01 12:00:00REVERSE_CLOSECZCE.SH509-12558.02520.02,280
2025-08-01 20:00:00REVERSE_CLOSECZCE.SH50912520.02537.01,020
2025-08-04 08:00:00REVERSE_CLOSECZCE.SH509-12537.02506.01,845
2025-08-04 12:00:00REVERSE_CLOSECZCE.SH50912506.02508.0120
2025-08-04 20:00:00REVERSE_CLOSECZCE.SH509-12508.02519.0-660
2025-08-05 08:00:00REVERSE_CLOSECZCE.SH50912519.02481.0-2,295
2025-08-05 12:00:00REVERSE_CLOSECZCE.SH509-12481.02479.0120
2025-08-05 20:00:00REVERSE_CLOSECZCE.SH50912479.02506.01,620
2025-08-06 08:00:00REVERSE_CLOSECZCE.SH509-12506.02482.01,425
2025-08-06 12:00:00REVERSE_CLOSECZCE.SH50912482.02489.0420
2025-08-06 20:00:00REVERSE_CLOSECZCE.SH509-12489.02455.02,040
2025-08-07 08:00:00REVERSE_CLOSECZCE.SH50912455.02459.0225
2025-08-13 08:00:00REVERSE_CLOSECZCE.SH509-12459.02486.0-1,635
2025-08-29 08:00:00REVERSE_CLOSECZCE.SH50912486.02467.0-1,155
2025-08-29 12:00:00REVERSE_CLOSECZCE.SH601-12652.02661.0-540
2025-09-02 20:00:00REVERSE_CLOSECZCE.SH60112661.02660.0-76
2025-12-30 12:00:00REVERSE_CLOSECZCE.SH601-12660.02145.030,887
2026-01-09 12:00:00REVERSE_CLOSECZCE.SH60312275.02189.0-5,173
2026-02-27 20:00:00DELIVERY_ROLL_CLOSECZCE.SH603-12189.01893.017,749
2026-03-03 20:00:00REVERSE_CLOSECZCE.SH605-12102.02155.0-3,193
2026-03-25 20:00:00REVERSE_CLOSECZCE.SH60512155.02510.021,285
2026-03-26 08:00:00REVERSE_CLOSECZCE.SH605-12510.02508.0105
2026-03-26 12:00:00REVERSE_CLOSECZCE.SH60512508.02518.0600
2026-03-26 20:00:00REVERSE_CLOSECZCE.SH605-12518.02540.0-1,320
2026-03-27 08:00:00REVERSE_CLOSECZCE.SH60512540.02469.0-4,275
2026-03-27 12:00:00REVERSE_CLOSECZCE.SH605-12469.02438.01,860
2026-03-30 08:00:00REVERSE_CLOSECZCE.SH60512438.02433.0-315
2026-03-30 12:00:00REVERSE_CLOSECZCE.SH605-12433.02328.06,300
2026-03-30 20:00:00REVERSE_CLOSECZCE.SH60512328.02330.0120
2026-03-31 08:00:00REVERSE_CLOSECZCE.SH605-12330.02373.0-2,594
2026-03-31 12:00:00REVERSE_CLOSECZCE.SH60512373.02339.0-2,040
2026-03-31 20:00:00REVERSE_CLOSECZCE.SH605-12339.02345.0-360
2026-04-01 08:00:00REVERSE_CLOSECZCE.SH60512345.02326.0-1,154
2026-04-30 12:00:00DELIVERY_ROLL_CLOSECZCE.SH605-12326.01710.036,950
2026-06-05 12:00:00FINAL_CLOSECZCE.SH607-12026.01935.05,448

每周收益

周末周盈亏周收益/5万周末权益
2023-11-1000.00%50,000
2023-11-17-556-1.11%49,444
2023-11-24-3,751-7.50%45,692
2023-12-01-2,432-4.86%43,261
2023-12-08-7,111-14.22%36,150
2023-12-15-752-1.50%35,398
2023-12-227,62015.24%43,018
2023-12-292,4604.92%45,478
2024-01-05-6,518-13.04%38,959
2024-01-121,4352.87%40,394
2024-01-196271.25%41,021
2024-01-26-4,833-9.67%36,188
2024-02-023,0006.00%39,188
2024-02-093,7807.56%42,968
2024-02-23-3,120-6.24%39,848
2024-03-01-60-0.12%39,788
2024-03-08-3,300-6.60%36,488
2024-03-153,3606.72%39,848
2024-03-22-6,353-12.71%33,496
2024-03-2916,08032.16%49,576
2024-04-05-2,520-5.04%47,056
2024-04-122,2204.44%49,276
2024-04-19-1,200-2.40%48,076
2024-04-267,98015.96%56,056
2024-05-03-570-1.14%55,486
2024-05-101,5273.05%57,013
2024-05-178401.68%57,853
2024-05-241800.36%58,033
2024-05-31-4,873-9.75%53,160
2024-06-071340.27%53,293
2024-06-14-1,140-2.28%52,153
2024-06-21600.12%52,213
2024-06-283,8407.68%56,053
2024-07-05-2,100-4.20%53,953
2024-07-127,56015.12%61,513
2024-07-197,68015.36%69,193
2024-07-262,8205.64%72,013
2024-08-02-2,640-5.28%69,373
2024-08-091200.24%69,493
2024-08-16-3,900-7.80%65,593
2024-08-237,14014.28%72,733
2024-08-30-10,530-21.06%62,203
2024-09-062550.51%62,458
2024-09-138251.65%63,283
2024-09-2010,26020.52%73,543
2024-09-27-14,220-28.44%59,323
2024-10-04-2,640-5.28%56,683
2024-10-1111,85023.70%68,533
2024-10-185,10010.20%73,633
2024-10-25-3,214-6.43%70,419
2024-11-01-6,216-12.43%64,204
2024-11-08-831-1.66%63,373
2024-11-15-1,891-3.78%61,482
2024-11-22-1,860-3.72%59,622
2024-11-294,0808.16%63,702
2024-12-062,5805.16%66,282
2024-12-137,38014.76%73,662
2024-12-20-960-1.92%72,702
2024-12-273890.78%73,090
2025-01-0313,44026.88%86,530
2025-01-108,34016.68%94,870
2025-01-173,7207.44%98,590
2025-01-243,4206.84%102,010
2025-01-315,28010.56%107,290
2025-02-07-6,240-12.48%101,050
2025-02-14-3,032-6.06%98,018
2025-02-211,8603.72%99,878
2025-02-28-1,020-2.04%98,858
2025-03-073,9607.92%102,818
2025-03-148,64017.28%111,458
2025-03-218,28016.56%119,738
2025-03-28-120-0.24%119,618
2025-04-042,5805.16%122,198
2025-04-117,14014.28%129,338
2025-04-18-900-1.80%128,438
2025-04-251800.36%128,618
2025-05-02-2,790-5.58%125,829
2025-05-092,0404.08%127,869
2025-05-16-7,531-15.06%120,338
2025-05-23-6,929-13.86%113,408
2025-05-303000.60%113,708
2025-06-066,60013.20%120,308
2025-06-135,88011.76%126,188
2025-06-20-360-0.72%125,828
2025-06-27-6,060-12.12%119,768
2025-07-04-1,980-3.96%117,788
2025-07-11-3,210-6.42%114,578
2025-07-18-240-0.48%114,338
2025-07-25-420-0.84%113,918
2025-08-016,65913.32%120,577
2025-08-081,0512.10%121,629
2025-08-153,9907.98%125,619
2025-08-223,2406.48%128,859
2025-08-29-6,887-13.77%121,972
2025-09-052,2484.50%124,220
2025-09-122,1604.32%126,380
2025-09-19-5,100-10.20%121,280
2025-09-268,88017.76%130,160
2025-10-03-2,460-4.92%127,700
2025-10-105,88011.76%133,580
2025-10-174,0208.04%137,600
2025-10-24600.12%137,660
2025-10-314,5609.12%142,220
2025-11-07-2,760-5.52%139,460
2025-11-149601.92%140,420
2025-11-214,5609.12%144,980
2025-11-282,3404.68%147,320
2025-12-055,70011.40%153,020
2025-12-12-840-1.68%152,180
2025-12-192400.48%152,420
2025-12-26-1,380-2.76%151,040
2026-01-02-2,187-4.37%148,854
2026-01-09-4,526-9.05%144,327
2026-01-1612,60025.20%156,927
2026-01-233,9007.80%160,827
2026-01-30-4,980-9.96%155,847
2026-02-069,72019.44%165,567
2026-02-13-9,480-18.96%156,087
2026-02-277,29614.59%163,383
2026-03-0615,03430.07%178,417
2026-03-1312,12024.24%190,537
2026-03-20-5,580-11.16%184,957
2026-03-27-8,235-16.47%176,723
2026-04-036,51813.04%183,241
2026-04-1012,00024.00%195,241
2026-04-172,1004.20%197,341
2026-04-246,48012.96%203,821
2026-05-0111,31822.64%215,139
2026-05-08-3,000-6.00%212,139
2026-05-155,04010.08%217,179
2026-05-2200.00%217,179
2026-05-292,4604.92%219,639
2026-06-059481.90%220,587

月度收益

月份月盈亏月收益/5万月末权益
2023-11-6,828-13.66%43,172
2023-122,3054.61%45,478
2024-01-7,789-15.58%37,688
2024-022,4604.92%40,148
2024-039,42718.85%49,576
2024-045,91011.82%55,486
2024-05-2,326-4.65%53,160
2024-062,8945.79%56,053
2024-0712,72025.44%68,773
2024-08-6,570-13.14%62,203
2024-09-5,520-11.04%56,683
2024-1014,00028.00%70,684
2024-11-6,982-13.96%63,702
2024-1217,66935.34%81,370
2025-0125,92051.84%107,290
2025-02-8,432-16.86%98,858
2025-0322,86045.72%121,718
2025-044,1108.22%125,829
2025-05-12,120-24.24%113,708
2025-069,48018.96%123,188
2025-07-7,710-15.42%115,478
2025-086,49412.99%121,972
2025-095,72811.46%127,700
2025-1014,52029.04%142,220
2025-115,10010.20%147,320
2025-121,5333.07%148,854
2026-016,99413.99%155,847
2026-027,53615.07%163,383
2026-0315,68631.37%179,069
2026-0436,07072.14%215,139
2026-054,5009.00%219,639
2026-069481.90%220,587

年度收益

年份年盈亏年收益/5万年末权益
2023-4,522-9.04%45,478
202435,89371.79%81,370
202567,483134.97%148,854
2026-YTD71,733143.47%220,587