Dualmak策略 - SR
SR / 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70,316
总收益 / 5万40.63%
最大回撤 / 5万13.96%
夏普率0.67
胜率48.28%
盈亏比2.23
平均盈亏比2.39
平仓笔数29
手续费合计174
最大保证金占用4,300
最高资金使用率8.60%
连续回撤周数64
连续盈利周数6
最大回撤时间2025-05-08 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
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/SR.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 |
|---|---|---|---|---|---|---|
| 2022-02-25 | REVERSE_CLOSE | CZCE.SR205 | -1 | 5770.0 | 5772.0 | -23 |
| 2022-04-29 | DELIVERY_ROLL_CLOSE | CZCE.SR205 | 1 | 5772.0 | 5790.0 | 177 |
| 2022-06-29 | REVERSE_CLOSE | CZCE.SR209 | 1 | 5876.0 | 5887.0 | 107 |
| 2022-08-31 | DELIVERY_ROLL_CLOSE | CZCE.SR209 | -1 | 5887.0 | 5483.0 | 4,037 |
| 2022-10-19 | REVERSE_CLOSE | CZCE.SR301 | -1 | 5532.0 | 5637.0 | -1,053 |
| 2022-12-30 | DELIVERY_ROLL_CLOSE | CZCE.SR301 | 1 | 5637.0 | 5850.0 | 2,127 |
| 2023-02-28 | DELIVERY_ROLL_CLOSE | CZCE.SR303 | 1 | 5783.0 | 5937.0 | 1,537 |
| 2023-04-28 | DELIVERY_ROLL_CLOSE | CZCE.SR305 | 1 | 5949.0 | 7034.0 | 10,847 |
| 2023-06-30 | DELIVERY_ROLL_CLOSE | CZCE.SR307 | 1 | 7035.0 | 6811.0 | -2,243 |
| 2023-07-07 | REVERSE_CLOSE | CZCE.SR309 | 1 | 6730.0 | 6758.0 | 277 |
| 2023-08-10 | REVERSE_CLOSE | CZCE.SR309 | -1 | 6758.0 | 6944.0 | -1,863 |
| 2023-11-27 | REVERSE_CLOSE | CZCE.SR401 | 1 | 6878.0 | 6870.0 | -83 |
| 2023-12-29 | DELIVERY_ROLL_CLOSE | CZCE.SR401 | -1 | 6870.0 | 6369.0 | 5,007 |
| 2024-03-14 | REVERSE_CLOSE | CZCE.SR405 | -1 | 6307.0 | 6458.0 | -1,513 |
| 2024-04-24 | REVERSE_CLOSE | CZCE.SR405 | 1 | 6458.0 | 6439.0 | -193 |
| 2024-08-30 | DELIVERY_ROLL_CLOSE | CZCE.SR409 | -1 | 6188.0 | 5710.0 | 4,777 |
| 2024-10-24 | REVERSE_CLOSE | CZCE.SR501 | -1 | 5652.0 | 5887.0 | -2,353 |
| 2024-12-31 | DELIVERY_ROLL_CLOSE | CZCE.SR501 | 1 | 5887.0 | 6026.0 | 1,387 |
| 2025-01-23 | REVERSE_CLOSE | CZCE.SR505 | 1 | 5961.0 | 5766.0 | -1,953 |
| 2025-03-17 | REVERSE_CLOSE | CZCE.SR505 | -1 | 5766.0 | 6031.0 | -2,653 |
| 2025-04-30 | DELIVERY_ROLL_CLOSE | CZCE.SR505 | 1 | 6031.0 | 6050.0 | 187 |
| 2025-05-13 | REVERSE_CLOSE | CZCE.SR509 | 1 | 5887.0 | 5884.0 | -33 |
| 2025-08-29 | DELIVERY_ROLL_CLOSE | CZCE.SR509 | -1 | 5884.0 | 5591.0 | 2,927 |
| 2025-12-31 | DELIVERY_ROLL_CLOSE | CZCE.SR601 | -1 | 5604.0 | 5264.0 | 3,397 |
| 2026-02-27 | REVERSE_CLOSE | CZCE.SR605 | -1 | 5251.0 | 5289.0 | -383 |
| 2026-04-30 | DELIVERY_ROLL_CLOSE | CZCE.SR605 | 1 | 5289.0 | 5313.0 | 237 |
| 2026-05-29 | REVERSE_CLOSE | CZCE.SR609 | 1 | 5406.0 | 5369.0 | -373 |
| 2026-06-02 | REVERSE_CLOSE | CZCE.SR609 | -1 | 5369.0 | 5450.0 | -813 |
| 2026-06-05 | FINAL_CLOSE | CZCE.SR609 | 1 | 5450.0 | 5341.0 | -1,093 |
每周收益
| 周末 | 周盈亏 | 周收益/5万 | 周末权益 |
|---|---|---|---|
| 2022-01-07 | 467 | 0.93% | 50,467 |
| 2022-01-14 | -1,000 | -2.00% | 49,467 |
| 2022-01-21 | 160 | 0.32% | 49,627 |
| 2022-01-28 | 1,010 | 2.02% | 50,637 |
| 2022-02-11 | 70 | 0.14% | 50,707 |
| 2022-02-18 | -40 | -0.08% | 50,667 |
| 2022-02-25 | -876 | -1.75% | 49,791 |
| 2022-03-04 | 410 | 0.82% | 50,201 |
| 2022-03-11 | 640 | 1.28% | 50,841 |
| 2022-03-18 | -720 | -1.44% | 50,121 |
| 2022-03-25 | 230 | 0.46% | 50,351 |
| 2022-04-01 | -180 | -0.36% | 50,171 |
| 2022-04-08 | 1,350 | 2.70% | 51,521 |
| 2022-04-15 | 370 | 0.74% | 51,891 |
| 2022-04-22 | -580 | -1.16% | 51,311 |
| 2022-04-29 | -1,166 | -2.33% | 50,145 |
| 2022-05-06 | -290 | -0.58% | 49,855 |
| 2022-05-13 | -350 | -0.70% | 49,505 |
| 2022-05-20 | 1,650 | 3.30% | 51,155 |
| 2022-05-27 | 700 | 1.40% | 51,855 |
| 2022-06-03 | 430 | 0.86% | 52,285 |
| 2022-06-10 | 110 | 0.22% | 52,395 |
| 2022-06-17 | -1,670 | -3.34% | 50,725 |
| 2022-06-24 | -870 | -1.74% | 49,855 |
| 2022-07-01 | 1,214 | 2.43% | 51,069 |
| 2022-07-08 | 300 | 0.60% | 51,369 |
| 2022-07-15 | 130 | 0.26% | 51,499 |
| 2022-07-22 | -60 | -0.12% | 51,439 |
| 2022-07-29 | -370 | -0.74% | 51,069 |
| 2022-08-05 | 2,130 | 4.26% | 53,199 |
| 2022-08-12 | -1,090 | -2.18% | 52,109 |
| 2022-08-19 | 1,290 | 2.58% | 53,399 |
| 2022-08-26 | -50 | -0.10% | 53,349 |
| 2022-09-02 | 1,314 | 2.63% | 54,663 |
| 2022-09-09 | -350 | -0.70% | 54,313 |
| 2022-09-16 | -820 | -1.64% | 53,493 |
| 2022-09-23 | -120 | -0.24% | 53,373 |
| 2022-09-30 | 1,810 | 3.62% | 55,183 |
| 2022-10-14 | -2,240 | -4.48% | 52,943 |
| 2022-10-21 | 314 | 0.63% | 53,257 |
| 2022-10-28 | -1,340 | -2.68% | 51,917 |
| 2022-11-04 | 960 | 1.92% | 52,877 |
| 2022-11-11 | 1,120 | 2.24% | 53,997 |
| 2022-11-18 | -420 | -0.84% | 53,577 |
| 2022-11-25 | -440 | -0.88% | 53,137 |
| 2022-12-02 | -510 | -1.02% | 52,627 |
| 2022-12-09 | 900 | 1.80% | 53,527 |
| 2022-12-16 | 680 | 1.36% | 54,207 |
| 2022-12-23 | 620 | 1.24% | 54,827 |
| 2022-12-30 | 524 | 1.05% | 55,351 |
| 2023-01-06 | -1,160 | -2.32% | 54,191 |
| 2023-01-13 | -630 | -1.26% | 53,561 |
| 2023-01-20 | 1,040 | 2.08% | 54,601 |
| 2023-02-03 | 1,940 | 3.88% | 56,541 |
| 2023-02-10 | 110 | 0.22% | 56,651 |
| 2023-02-17 | -430 | -0.86% | 56,221 |
| 2023-02-24 | 830 | 1.66% | 57,051 |
| 2023-03-03 | 744 | 1.49% | 57,795 |
| 2023-03-10 | 2,750 | 5.50% | 60,545 |
| 2023-03-17 | -1,730 | -3.46% | 58,815 |
| 2023-03-24 | 460 | 0.92% | 59,275 |
| 2023-03-31 | 2,290 | 4.58% | 61,565 |
| 2023-04-07 | 2,740 | 5.48% | 64,305 |
| 2023-04-14 | -90 | -0.18% | 64,215 |
| 2023-04-21 | 2,010 | 4.02% | 66,225 |
| 2023-04-28 | 1,504 | 3.01% | 67,729 |
| 2023-05-05 | -1,100 | -2.20% | 66,629 |
| 2023-05-12 | -1,330 | -2.66% | 65,299 |
| 2023-05-19 | 1,550 | 3.10% | 66,849 |
| 2023-05-26 | 40 | 0.08% | 66,889 |
| 2023-06-02 | -600 | -1.20% | 66,289 |
| 2023-06-09 | 1,860 | 3.72% | 68,149 |
| 2023-06-16 | -880 | -1.76% | 67,269 |
| 2023-06-23 | 190 | 0.38% | 67,459 |
| 2023-06-30 | -1,976 | -3.95% | 65,483 |
| 2023-07-07 | 524 | 1.05% | 66,007 |
| 2023-07-14 | -1,820 | -3.64% | 64,187 |
| 2023-07-21 | 1,310 | 2.62% | 65,497 |
| 2023-07-28 | -230 | -0.46% | 65,267 |
| 2023-08-04 | 190 | 0.38% | 65,457 |
| 2023-08-11 | -1,246 | -2.49% | 64,211 |
| 2023-08-18 | -260 | -0.52% | 63,951 |
| 2023-08-25 | 60 | 0.12% | 64,011 |
| 2023-09-01 | 1,350 | 2.70% | 65,361 |
| 2023-09-08 | 600 | 1.20% | 65,961 |
| 2023-09-15 | -1,570 | -3.14% | 64,391 |
| 2023-09-22 | -400 | -0.80% | 63,991 |
| 2023-09-29 | 590 | 1.18% | 64,581 |
| 2023-10-13 | -1,630 | -3.26% | 62,951 |
| 2023-10-20 | 410 | 0.82% | 63,361 |
| 2023-10-27 | -400 | -0.80% | 62,961 |
| 2023-11-03 | 1,150 | 2.30% | 64,111 |
| 2023-11-10 | 1,030 | 2.06% | 65,141 |
| 2023-11-17 | -1,520 | -3.04% | 63,621 |
| 2023-11-24 | 290 | 0.58% | 63,911 |
| 2023-12-01 | 2,394 | 4.79% | 66,305 |
| 2023-12-08 | 780 | 1.56% | 67,085 |
| 2023-12-15 | 1,280 | 2.56% | 68,365 |
| 2023-12-22 | 670 | 1.34% | 69,035 |
| 2023-12-29 | -226 | -0.45% | 68,809 |
| 2024-01-05 | -10 | -0.02% | 68,799 |
| 2024-01-12 | 270 | 0.54% | 69,069 |
| 2024-01-19 | -1,090 | -2.18% | 67,979 |
| 2024-01-26 | -490 | -0.98% | 67,489 |
| 2024-02-02 | -430 | -0.86% | 67,059 |
| 2024-02-09 | -840 | -1.68% | 66,219 |
| 2024-02-23 | 2,840 | 5.68% | 69,059 |
| 2024-03-01 | 280 | 0.56% | 69,339 |
| 2024-03-08 | -510 | -1.02% | 68,829 |
| 2024-03-15 | -756 | -1.51% | 68,073 |
| 2024-03-22 | 60 | 0.12% | 68,133 |
| 2024-03-29 | -320 | -0.64% | 67,813 |
| 2024-04-05 | 880 | 1.76% | 68,693 |
| 2024-04-12 | -720 | -1.44% | 67,973 |
| 2024-04-19 | -1,000 | -2.00% | 66,973 |
| 2024-04-26 | 264 | 0.53% | 67,237 |
| 2024-05-03 | 60 | 0.12% | 67,297 |
| 2024-05-10 | -1,790 | -3.58% | 65,507 |
| 2024-05-17 | 1,870 | 3.74% | 67,377 |
| 2024-05-24 | 110 | 0.22% | 67,487 |
| 2024-05-31 | 290 | 0.58% | 67,777 |
| 2024-06-07 | -1,810 | -3.62% | 65,967 |
| 2024-06-14 | 640 | 1.28% | 66,607 |
| 2024-06-21 | 1,580 | 3.16% | 68,187 |
| 2024-06-28 | -1,330 | -2.66% | 66,857 |
| 2024-07-05 | -490 | -0.98% | 66,367 |
| 2024-07-12 | 990 | 1.98% | 67,357 |
| 2024-07-19 | 400 | 0.80% | 67,757 |
| 2024-07-26 | -520 | -1.04% | 67,237 |
| 2024-08-02 | 140 | 0.28% | 67,377 |
| 2024-08-09 | 990 | 1.98% | 68,367 |
| 2024-08-16 | 900 | 1.80% | 69,267 |
| 2024-08-23 | 1,530 | 3.06% | 70,797 |
| 2024-08-30 | 1,074 | 2.15% | 71,871 |
| 2024-09-06 | 330 | 0.66% | 72,201 |
| 2024-09-13 | -690 | -1.38% | 71,511 |
| 2024-09-20 | -1,550 | -3.10% | 69,961 |
| 2024-09-27 | -990 | -1.98% | 68,971 |
| 2024-10-04 | 270 | 0.54% | 69,241 |
| 2024-10-11 | -20 | -0.04% | 69,221 |
| 2024-10-18 | 510 | 1.02% | 69,731 |
| 2024-10-25 | 104 | 0.21% | 69,835 |
| 2024-11-01 | 20 | 0.04% | 69,855 |
| 2024-11-08 | -1,040 | -2.08% | 68,815 |
| 2024-11-15 | 470 | 0.94% | 69,285 |
| 2024-11-22 | 330 | 0.66% | 69,615 |
| 2024-11-29 | 2,380 | 4.76% | 71,995 |
| 2024-12-06 | -1,270 | -2.54% | 70,725 |
| 2024-12-13 | 1,220 | 2.44% | 71,945 |
| 2024-12-20 | -1,950 | -3.90% | 69,995 |
| 2024-12-27 | 660 | 1.32% | 70,655 |
| 2025-01-03 | 584 | 1.17% | 71,239 |
| 2025-01-10 | -1,040 | -2.08% | 70,199 |
| 2025-01-17 | -820 | -1.64% | 69,379 |
| 2025-01-24 | -1,036 | -2.07% | 68,343 |
| 2025-01-31 | 90 | 0.18% | 68,433 |
| 2025-02-07 | -190 | -0.38% | 68,243 |
| 2025-02-14 | -1,450 | -2.90% | 66,793 |
| 2025-02-21 | -230 | -0.46% | 66,563 |
| 2025-02-28 | 730 | 1.46% | 67,293 |
| 2025-03-07 | 110 | 0.22% | 67,403 |
| 2025-03-14 | -1,100 | -2.20% | 66,303 |
| 2025-03-21 | 454 | 0.91% | 66,757 |
| 2025-03-28 | 10 | 0.02% | 66,767 |
| 2025-04-04 | 1,100 | 2.20% | 67,867 |
| 2025-04-11 | -1,030 | -2.06% | 66,837 |
| 2025-04-18 | 410 | 0.82% | 67,247 |
| 2025-04-25 | 480 | 0.96% | 67,727 |
| 2025-05-02 | -1,256 | -2.51% | 66,471 |
| 2025-05-09 | -480 | -0.96% | 65,991 |
| 2025-05-16 | 734 | 1.47% | 66,725 |
| 2025-05-23 | 220 | 0.44% | 66,945 |
| 2025-05-30 | 700 | 1.40% | 67,645 |
| 2025-06-06 | 280 | 0.56% | 67,925 |
| 2025-06-13 | 710 | 1.42% | 68,635 |
| 2025-06-20 | -560 | -1.12% | 68,075 |
| 2025-06-27 | -720 | -1.44% | 67,355 |
| 2025-07-04 | 230 | 0.46% | 67,585 |
| 2025-07-11 | -410 | -0.82% | 67,175 |
| 2025-07-18 | -160 | -0.32% | 67,015 |
| 2025-07-25 | -500 | -1.00% | 66,515 |
| 2025-08-01 | 1,430 | 2.86% | 67,945 |
| 2025-08-08 | 530 | 1.06% | 68,475 |
| 2025-08-15 | -600 | -1.20% | 67,875 |
| 2025-08-22 | 140 | 0.28% | 68,015 |
| 2025-08-29 | 1,344 | 2.69% | 69,359 |
| 2025-09-05 | 810 | 1.62% | 70,169 |
| 2025-09-12 | -170 | -0.34% | 69,999 |
| 2025-09-19 | 790 | 1.58% | 70,789 |
| 2025-09-26 | -170 | -0.34% | 70,619 |
| 2025-10-03 | -150 | -0.30% | 70,469 |
| 2025-10-10 | -30 | -0.06% | 70,439 |
| 2025-10-17 | 840 | 1.68% | 71,279 |
| 2025-10-24 | -340 | -0.68% | 70,939 |
| 2025-10-31 | -370 | -0.74% | 70,569 |
| 2025-11-07 | 260 | 0.52% | 70,829 |
| 2025-11-14 | -130 | -0.26% | 70,699 |
| 2025-11-21 | 1,170 | 2.34% | 71,869 |
| 2025-11-28 | -470 | -0.94% | 71,399 |
| 2025-12-05 | 970 | 1.94% | 72,369 |
| 2025-12-12 | -170 | -0.34% | 72,199 |
| 2025-12-19 | 1,430 | 2.86% | 73,629 |
| 2025-12-26 | -1,170 | -2.34% | 72,459 |
| 2026-01-02 | 294 | 0.59% | 72,753 |
| 2026-01-09 | -370 | -0.74% | 72,383 |
| 2026-01-16 | 300 | 0.60% | 72,683 |
| 2026-01-23 | 780 | 1.56% | 73,463 |
| 2026-01-30 | -680 | -1.36% | 72,783 |
| 2026-02-06 | 200 | 0.40% | 72,983 |
| 2026-02-13 | 170 | 0.34% | 73,153 |
| 2026-02-27 | -436 | -0.87% | 72,717 |
| 2026-03-06 | 470 | 0.94% | 73,187 |
| 2026-03-13 | 760 | 1.52% | 73,947 |
| 2026-03-20 | -80 | -0.16% | 73,867 |
| 2026-03-27 | 250 | 0.50% | 74,117 |
| 2026-04-03 | -1,470 | -2.94% | 72,647 |
| 2026-04-10 | -130 | -0.26% | 72,517 |
| 2026-04-17 | 200 | 0.40% | 72,717 |
| 2026-04-24 | 330 | 0.66% | 73,047 |
| 2026-05-01 | -446 | -0.89% | 72,601 |
| 2026-05-08 | 360 | 0.72% | 72,961 |
| 2026-05-15 | -50 | -0.10% | 72,911 |
| 2026-05-22 | -690 | -1.38% | 72,221 |
| 2026-05-29 | -416 | -0.83% | 71,805 |
| 2026-06-05 | -1,489 | -2.98% | 70,316 |
月度收益
| 月份 | 月盈亏 | 月收益/5万 | 月末权益 |
|---|---|---|---|
| 2022-01 | 637 | 1.27% | 50,637 |
| 2022-02 | -1,426 | -2.85% | 49,211 |
| 2022-03 | 1,030 | 2.06% | 50,241 |
| 2022-04 | -96 | -0.19% | 50,145 |
| 2022-05 | 2,120 | 4.24% | 52,265 |
| 2022-06 | -1,566 | -3.13% | 50,699 |
| 2022-07 | 370 | 0.74% | 51,069 |
| 2022-08 | 3,214 | 6.43% | 54,283 |
| 2022-09 | 900 | 1.80% | 55,183 |
| 2022-10 | -3,216 | -6.43% | 51,967 |
| 2022-11 | 520 | 1.04% | 52,487 |
| 2022-12 | 2,864 | 5.73% | 55,351 |
| 2023-01 | 810 | 1.62% | 56,161 |
| 2023-02 | 724 | 1.45% | 56,885 |
| 2023-03 | 4,680 | 9.36% | 61,565 |
| 2023-04 | 6,164 | 12.33% | 67,729 |
| 2023-05 | -320 | -0.64% | 67,409 |
| 2023-06 | -1,926 | -3.85% | 65,483 |
| 2023-07 | 714 | 1.43% | 66,197 |
| 2023-08 | -1,576 | -3.15% | 64,621 |
| 2023-09 | -40 | -0.08% | 64,581 |
| 2023-10 | -1,590 | -3.18% | 62,991 |
| 2023-11 | 2,134 | 4.27% | 65,125 |
| 2023-12 | 3,684 | 7.37% | 68,809 |
| 2024-01 | -1,540 | -3.08% | 67,269 |
| 2024-02 | 1,720 | 3.44% | 68,989 |
| 2024-03 | -1,176 | -2.35% | 67,813 |
| 2024-04 | -516 | -1.03% | 67,297 |
| 2024-05 | 480 | 0.96% | 67,777 |
| 2024-06 | -920 | -1.84% | 66,857 |
| 2024-07 | 160 | 0.32% | 67,017 |
| 2024-08 | 4,854 | 9.71% | 71,871 |
| 2024-09 | -2,630 | -5.26% | 69,241 |
| 2024-10 | 104 | 0.21% | 69,345 |
| 2024-11 | 2,650 | 5.30% | 71,995 |
| 2024-12 | -1,096 | -2.19% | 70,899 |
| 2025-01 | -2,466 | -4.93% | 68,433 |
| 2025-02 | -1,140 | -2.28% | 67,293 |
| 2025-03 | -566 | -1.13% | 66,727 |
| 2025-04 | -256 | -0.51% | 66,471 |
| 2025-05 | 1,174 | 2.35% | 67,645 |
| 2025-06 | -440 | -0.88% | 67,205 |
| 2025-07 | 140 | 0.28% | 67,345 |
| 2025-08 | 2,014 | 4.03% | 69,359 |
| 2025-09 | 1,110 | 2.22% | 70,469 |
| 2025-10 | 100 | 0.20% | 70,569 |
| 2025-11 | 830 | 1.66% | 71,399 |
| 2025-12 | 1,354 | 2.71% | 72,753 |
| 2026-01 | 30 | 0.06% | 72,783 |
| 2026-02 | -66 | -0.13% | 72,717 |
| 2026-03 | 740 | 1.48% | 73,457 |
| 2026-04 | -856 | -1.71% | 72,601 |
| 2026-05 | -796 | -1.59% | 71,805 |
| 2026-06 | -1,489 | -2.98% | 70,316 |
年度收益
| 年份 | 年盈亏 | 年收益/5万 | 年末权益 |
|---|---|---|---|
| 2022 | 5,351 | 10.70% | 55,351 |
| 2023 | 13,458 | 26.92% | 68,809 |
| 2024 | 2,090 | 4.18% | 70,899 |
| 2025 | 1,854 | 3.71% | 72,753 |
| 2026-YTD | -2,437 | -4.87% | 70,316 |