Dualmak策略 - SP

SP / 1D;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97,285
总收益 / 5万94.57%
最大回撤 / 5万19.07%
夏普率0.90
胜率45.00%
盈亏比2.49
平均盈亏比3.04
平仓笔数40
手续费合计235
最大保证金占用6,694
最高资金使用率13.39%
连续回撤周数47
连续盈利周数6
最大回撤时间2023-02-21 00:00:00

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/SP.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
2022-04-29DELIVERY_ROLL_CLOSESHFE.sp220516032.07182.011,496
2022-06-16REVERSE_CLOSESHFE.sp220917276.06900.0-3,763
2022-07-28REVERSE_CLOSESHFE.sp2209-16900.06924.0-243
2022-09-01DELIVERY_ROLL_CLOSESHFE.sp220916924.07268.03,436
2022-10-24REVERSE_CLOSESHFE.sp230116592.06752.01,597
2022-11-18REVERSE_CLOSESHFE.sp2301-16752.06870.0-1,183
2022-12-30DELIVERY_ROLL_CLOSESHFE.sp230116870.07480.06,096
2023-01-04REVERSE_CLOSESHFE.sp230516726.06650.0-763
2023-02-01REVERSE_CLOSESHFE.sp2305-16650.06874.0-2,243
2023-02-20REVERSE_CLOSESHFE.sp230516874.06568.0-3,063
2023-04-28DELIVERY_ROLL_CLOSESHFE.sp2305-16568.04932.016,358
2023-05-19REVERSE_CLOSESHFE.sp2309-15058.05274.0-2,163
2023-05-22REVERSE_CLOSESHFE.sp230915274.05256.0-183
2023-06-16REVERSE_CLOSESHFE.sp2309-15256.05196.0597
2023-09-01DELIVERY_ROLL_CLOSESHFE.sp230915196.05482.02,857
2023-11-17REVERSE_CLOSESHFE.sp240115814.06100.02,857
2023-12-18REVERSE_CLOSESHFE.sp2401-16100.05628.04,717
2023-12-19REVERSE_CLOSESHFE.sp240515676.05786.01,097
2024-01-09REVERSE_CLOSESHFE.sp2405-15786.05800.0-143
2024-01-24REVERSE_CLOSESHFE.sp240515800.05690.0-1,103
2024-02-26REVERSE_CLOSESHFE.sp2405-15690.05800.0-1,103
2024-04-30DELIVERY_ROLL_CLOSESHFE.sp240515800.06224.04,237
2024-05-31REVERSE_CLOSESHFE.sp240916372.06264.0-1,083
2024-08-28REVERSE_CLOSESHFE.sp2409-16264.05808.04,557
2024-09-19REVERSE_CLOSESHFE.sp250115976.05642.0-3,343
2024-09-26REVERSE_CLOSESHFE.sp2501-15642.05802.0-1,603
2024-12-17REVERSE_CLOSESHFE.sp250115802.05790.0-123
2024-12-31REVERSE_CLOSESHFE.sp2503-15810.05920.0-1,103
2025-02-27REVERSE_CLOSESHFE.sp250315920.05910.0-103
2025-04-30DELIVERY_ROLL_CLOSESHFE.sp2505-15976.05116.08,597
2025-05-19REVERSE_CLOSESHFE.sp2507-15120.05380.0-2,603
2025-06-23REVERSE_CLOSESHFE.sp250715380.05204.0-1,763
2025-07-17REVERSE_CLOSESHFE.sp2509-15250.05246.037
2025-08-27REVERSE_CLOSESHFE.sp250915246.05030.0-2,163
2025-10-22REVERSE_CLOSESHFE.sp2511-15070.04854.02,158
2025-12-31DELIVERY_ROLL_CLOSESHFE.sp260115170.05460.02,897
2026-01-20REVERSE_CLOSESHFE.sp260515532.05362.0-1,703
2026-04-24REVERSE_CLOSESHFE.sp2605-15362.05006.03,557
2026-04-27REVERSE_CLOSESHFE.sp260915090.05058.0-323
2026-06-05FINAL_CLOSESHFE.sp2609-15058.04846.02,118

每周收益

周末周盈亏周收益/5万周末权益
2022-01-071,8173.63%51,817
2022-01-147601.52%52,577
2022-01-214800.96%53,057
2022-01-28-420-0.84%52,637
2022-02-114800.96%53,117
2022-02-181,7803.56%54,897
2022-02-251,8203.64%56,717
2022-03-041,8603.72%58,577
2022-03-113,3206.64%61,897
2022-03-18-3,960-7.92%57,937
2022-03-25-440-0.88%57,497
2022-04-01-60-0.12%57,437
2022-04-081,1602.32%58,597
2022-04-156401.28%59,237
2022-04-222,3804.76%61,617
2022-04-29-127-0.25%61,490
2022-05-061400.28%61,630
2022-05-1300.00%61,630
2022-05-209001.80%62,530
2022-05-27-2,360-4.72%60,170
2022-06-031,0402.08%61,210
2022-06-10-960-1.92%60,250
2022-06-17-2,907-5.81%57,343
2022-06-245,04010.08%62,383
2022-07-01-3,100-6.20%59,283
2022-07-081,3002.60%60,583
2022-07-151,6203.24%62,203
2022-07-22-4,280-8.56%57,923
2022-07-292,6735.35%60,596
2022-08-05-880-1.76%59,716
2022-08-12-2,580-5.16%57,136
2022-08-1900.00%57,136
2022-08-262,7805.56%59,916
2022-09-021,1732.35%61,089
2022-09-091,6403.28%62,729
2022-09-161,7003.40%64,429
2022-09-23-2,760-5.52%61,669
2022-09-302,2204.44%63,889
2022-10-14-2,060-4.12%61,829
2022-10-218801.76%62,709
2022-10-286131.23%63,322
2022-11-04-420-0.84%62,902
2022-11-11-1,000-2.00%61,902
2022-11-18-87-0.17%61,815
2022-11-251,8003.60%63,615
2022-12-021,0002.00%64,615
2022-12-095601.12%65,175
2022-12-16-3,160-6.32%62,015
2022-12-232,3204.64%64,335
2022-12-303,0736.15%67,408
2023-01-06-967-1.93%66,442
2023-01-131,9803.96%68,422
2023-01-20-3,220-6.44%65,202
2023-02-03-927-1.85%64,275
2023-02-10-1,800-3.60%62,475
2023-02-17-1,060-2.12%61,415
2023-02-247931.59%62,208
2023-03-031,1002.20%63,308
2023-03-102,5005.00%65,808
2023-03-172,4204.84%68,228
2023-03-244800.96%68,708
2023-03-312,5005.00%71,208
2023-04-07-560-1.12%70,648
2023-04-142,1404.28%72,788
2023-04-211,6203.24%74,408
2023-04-283,2756.55%77,683
2023-05-05-1,060-2.12%76,623
2023-05-12-660-1.32%75,963
2023-05-19-865-1.73%75,098
2023-05-261,1152.23%76,213
2023-06-02-20-0.04%76,193
2023-06-093600.72%76,553
2023-06-16-485-0.97%76,067
2023-06-23-520-1.04%75,547
2023-06-302600.52%75,807
2023-07-071,0602.12%76,867
2023-07-147001.40%77,567
2023-07-21-1,260-2.52%76,307
2023-07-283,1006.20%79,407
2023-08-04-2,140-4.28%77,267
2023-08-11-220-0.44%77,047
2023-08-18-1,020-2.04%76,027
2023-08-251,5403.08%77,567
2023-09-011,2142.43%78,782
2023-09-08-1,680-3.36%77,102
2023-09-152,0004.00%79,102
2023-09-222,3404.68%81,442
2023-09-292,0204.04%83,462
2023-10-1300.00%83,462
2023-10-20-1,680-3.36%81,782
2023-10-27-1,860-3.72%79,922
2023-11-031,8803.76%81,802
2023-11-10-1,980-3.96%79,822
2023-11-172,3744.75%82,196
2023-11-242,0804.16%84,276
2023-12-013,5807.16%87,856
2023-12-08-2,580-5.16%85,276
2023-12-151,0802.16%86,356
2023-12-229091.82%87,264
2023-12-291,6403.28%88,904
2024-01-05-2,320-4.64%86,584
2024-01-12-66-0.13%86,518
2024-01-19-20-0.04%86,498
2024-01-26-746-1.49%85,753
2024-02-021,2202.44%86,973
2024-02-094200.84%87,393
2024-02-23-2,260-4.52%85,133
2024-03-014940.99%85,627
2024-03-081,1602.32%86,787
2024-03-157401.48%87,527
2024-03-221,4002.80%88,927
2024-03-29-460-0.92%88,467
2024-04-05-960-1.92%87,507
2024-04-122,4004.80%89,907
2024-04-19-1,320-2.64%88,587
2024-04-262400.48%88,827
2024-05-034940.99%89,321
2024-05-10-1,380-2.76%87,941
2024-05-171,4802.96%89,421
2024-05-24-980-1.96%88,441
2024-05-313940.79%88,834
2024-06-071,3002.60%90,134
2024-06-149601.92%91,094
2024-06-219201.84%92,014
2024-06-28-840-1.68%91,174
2024-07-051,8003.60%92,974
2024-07-124200.84%93,394
2024-07-19-40-0.08%93,354
2024-07-268601.72%94,214
2024-08-02-1,160-2.32%93,054
2024-08-096601.32%93,714
2024-08-165801.16%94,294
2024-08-23-520-1.04%93,774
2024-08-30-366-0.73%93,409
2024-09-06-2,220-4.44%91,189
2024-09-13-1,500-3.00%89,689
2024-09-20-1,826-3.65%87,863
2024-09-277541.51%88,617
2024-10-043200.64%88,937
2024-10-11-60-0.12%88,877
2024-10-18-480-0.96%88,397
2024-10-25-700-1.40%87,697
2024-11-0100.00%87,697
2024-11-086801.36%88,377
2024-11-152400.48%88,617
2024-11-224200.84%89,037
2024-11-29-780-1.56%88,257
2024-12-062200.44%88,477
2024-12-13-1,040-2.08%87,437
2024-12-205541.11%87,991
2024-12-27-1,820-3.64%86,171
2025-01-031,4942.99%87,665
2025-01-10-1,740-3.48%85,925
2025-01-171,4602.92%87,385
2025-01-241,1602.32%88,545
2025-01-31800.16%88,625
2025-02-073400.68%88,965
2025-02-14-1,220-2.44%87,745
2025-02-21-640-1.28%87,105
2025-02-28-466-0.93%86,639
2025-03-079801.96%87,619
2025-03-14-540-1.08%87,079
2025-03-211,6603.32%88,739
2025-03-282800.56%89,019
2025-04-041,7203.44%90,739
2025-04-111,4402.88%92,179
2025-04-18-120-0.24%92,059
2025-04-25-540-1.08%91,519
2025-05-023,5757.15%95,094
2025-05-09-440-0.88%94,654
2025-05-16-1,920-3.84%92,734
2025-05-235951.19%93,329
2025-05-30-500-1.00%92,829
2025-06-06-1,340-2.68%91,489
2025-06-13-380-0.76%91,109
2025-06-20-1,180-2.36%89,929
2025-06-272,3354.67%92,264
2025-07-042800.56%92,544
2025-07-11-1,660-3.32%90,884
2025-07-183350.67%91,218
2025-07-252,2804.56%93,498
2025-08-01-3,340-6.68%90,158
2025-08-08-240-0.48%89,918
2025-08-158201.64%90,738
2025-08-22-1,860-3.72%88,878
2025-08-292350.47%89,113
2025-09-05-440-0.88%88,673
2025-09-127201.44%89,393
2025-09-19-280-0.56%89,113
2025-09-26200.04%89,133
2025-10-031,8203.64%90,953
2025-10-104600.92%91,413
2025-10-17-500-1.00%90,913
2025-10-245351.07%91,448
2025-10-31-280-0.56%91,168
2025-11-071,8203.64%92,988
2025-11-148601.72%93,848
2025-11-21-2,520-5.04%91,328
2025-11-28-300-0.60%91,028
2025-12-052,5205.04%93,548
2025-12-12400.08%93,588
2025-12-19-240-0.48%93,348
2025-12-261,3402.68%94,688
2026-01-02-1,045-2.09%93,643
2026-01-091800.36%93,823
2026-01-16-1,880-3.76%91,943
2026-01-23-365-0.73%91,578
2026-01-309801.96%92,558
2026-02-066601.32%93,218
2026-02-13-260-0.52%92,958
2026-02-271400.28%93,098
2026-03-06-760-1.52%92,338
2026-03-135001.00%92,838
2026-03-201,0802.16%93,918
2026-03-27-380-0.76%93,538
2026-04-031,0602.12%94,598
2026-04-108601.72%95,458
2026-04-17-120-0.24%95,338
2026-04-24-945-1.89%94,392
2026-05-016351.27%95,027
2026-05-08600.12%95,087
2026-05-1500.00%95,087
2026-05-221,5403.08%96,627
2026-05-29-100-0.20%96,527
2026-06-057581.52%97,285

月度收益

月份月盈亏月收益/5万月末权益
2022-012,6375.27%52,637
2022-023,9007.80%56,537
2022-038401.68%57,377
2022-044,1138.23%61,490
2022-05-3,000-6.00%58,490
2022-06-647-1.29%57,843
2022-072,7535.51%60,596
2022-088201.64%61,416
2022-092,4734.95%63,889
2022-10-527-1.05%63,362
2022-11-927-1.85%62,435
2022-124,9739.95%67,408
2023-01-3,007-6.01%64,402
2023-02-2,613-5.23%61,788
2023-039,42018.84%71,208
2023-046,47512.95%77,683
2023-05-1,051-2.10%76,633
2023-06-825-1.65%75,807
2023-073,1206.24%78,927
2023-08-1,840-3.68%77,087
2023-096,37412.75%83,462
2023-10-2,580-5.16%80,882
2023-115,25410.51%86,136
2023-122,7695.54%88,904
2024-01-2,511-5.02%86,393
2024-02-466-0.93%85,927
2024-032,5405.08%88,467
2024-048541.71%89,321
2024-05-486-0.97%88,834
2024-062,3404.68%91,174
2024-072,4404.88%93,614
2024-08-206-0.41%93,409
2024-09-4,471-8.94%88,937
2024-10-680-1.36%88,257
2024-1100.00%88,257
2024-12-1,412-2.82%86,845
2025-011,7803.56%88,625
2025-02-1,986-3.97%86,639
2025-033,1806.36%89,819
2025-045,27510.55%95,094
2025-05-2,265-4.53%92,829
2025-06-245-0.49%92,584
2025-07-1,965-3.93%90,618
2025-08-1,505-3.01%89,113
2025-091,8403.68%90,953
2025-102150.43%91,168
2025-11-140-0.28%91,028
2025-122,6155.23%93,643
2026-01-1,085-2.17%92,558
2026-025401.08%93,098
2026-031,2202.44%94,318
2026-047101.42%95,027
2026-051,5003.00%96,527
2026-067581.52%97,285

年度收益

年份年盈亏年收益/5万年末权益
202217,40834.82%67,408
202321,49642.99%88,904
2024-2,059-4.12%86,845
20256,79813.60%93,643
2026-YTD3,6427.28%97,285