Dualmak策略 - TA

TA / 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78,029
总收益 / 5万56.06%
最大回撤 / 5万14.08%
夏普率0.82
胜率49.15%
盈亏比2.59
平均盈亏比2.68
平仓笔数59
手续费合计351
最大保证金占用4,901
最高资金使用率9.80%
连续回撤周数58
连续盈利周数13
最大回撤时间2025-12-19 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/TA.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_CLOSECZCE.TA20515018.06434.07,077
2022-06-23REVERSE_CLOSECZCE.TA20916368.06734.01,827
2022-07-28REVERSE_CLOSECZCE.TA209-16734.05840.04,467
2022-09-01DELIVERY_ROLL_CLOSECZCE.TA20915840.06346.02,527
2022-09-26REVERSE_CLOSECZCE.TA30115594.05460.0-673
2022-11-08REVERSE_CLOSECZCE.TA301-15460.05318.0707
2022-11-28REVERSE_CLOSECZCE.TA30115318.05162.0-783
2022-12-05REVERSE_CLOSECZCE.TA301-15162.05210.0-243
2022-12-30DELIVERY_ROLL_CLOSECZCE.TA30115210.05518.01,537
2023-01-12REVERSE_CLOSECZCE.TA30515540.05340.0-1,003
2023-01-16REVERSE_CLOSECZCE.TA305-15340.05580.0-1,203
2023-02-13REVERSE_CLOSECZCE.TA30515580.05500.0-403
2023-02-24REVERSE_CLOSECZCE.TA305-15500.05592.0-463
2023-04-26REVERSE_CLOSECZCE.TA30515592.06114.02,607
2023-05-26REVERSE_CLOSECZCE.TA309-15682.05402.01,397
2023-08-11REVERSE_CLOSECZCE.TA30915402.05852.02,247
2023-08-22REVERSE_CLOSECZCE.TA401-15806.06000.0-973
2023-10-10REVERSE_CLOSECZCE.TA40116000.05958.0-213
2023-10-26REVERSE_CLOSECZCE.TA401-15958.05810.0737
2023-10-27REVERSE_CLOSECZCE.TA40115810.05798.0-63
2023-10-30REVERSE_CLOSECZCE.TA401-15798.05834.0-183
2023-11-28REVERSE_CLOSECZCE.TA40115834.05670.0-823
2023-12-12REVERSE_CLOSECZCE.TA401-15670.05692.0-113
2024-01-15REVERSE_CLOSECZCE.TA40515730.05810.0397
2024-01-22REVERSE_CLOSECZCE.TA405-15810.05888.0-393
2024-03-12REVERSE_CLOSECZCE.TA40515888.05788.0-503
2024-03-18REVERSE_CLOSECZCE.TA405-15788.05938.0-753
2024-04-25REVERSE_CLOSECZCE.TA40515938.05950.057
2024-05-20REVERSE_CLOSECZCE.TA409-15964.05864.0497
2024-07-15REVERSE_CLOSECZCE.TA40915864.05908.0217
2024-08-30DELIVERY_ROLL_CLOSECZCE.TA409-15908.05248.03,297
2024-09-26REVERSE_CLOSECZCE.TA501-15398.04912.02,427
2024-10-29REVERSE_CLOSECZCE.TA50114912.04942.0147
2024-11-12REVERSE_CLOSECZCE.TA501-14942.04888.0267
2024-11-21REVERSE_CLOSECZCE.TA50114888.04890.07
2024-12-16REVERSE_CLOSECZCE.TA501-14890.04806.0417
2025-03-03REVERSE_CLOSECZCE.TA50514896.04990.0467
2025-03-24REVERSE_CLOSECZCE.TA505-14990.04872.0587
2025-04-14REVERSE_CLOSECZCE.TA50514872.04344.0-2,643
2025-04-22REVERSE_CLOSECZCE.TA509-14390.04330.0297
2025-04-23REVERSE_CLOSECZCE.TA50914330.04306.0-123
2025-04-28REVERSE_CLOSECZCE.TA509-14306.04372.0-333
2025-06-09REVERSE_CLOSECZCE.TA50914372.04668.01,477
2025-06-17REVERSE_CLOSECZCE.TA509-14668.04730.0-313
2025-07-07REVERSE_CLOSECZCE.TA50914730.04696.0-173
2025-07-22REVERSE_CLOSECZCE.TA509-14696.04780.0-423
2025-08-11REVERSE_CLOSECZCE.TA50914780.04704.0-383
2025-08-21REVERSE_CLOSECZCE.TA509-14704.04730.0-133
2025-09-08REVERSE_CLOSECZCE.TA60114780.04654.0-633
2025-09-18REVERSE_CLOSECZCE.TA601-14654.04704.0-253
2025-10-15REVERSE_CLOSECZCE.TA60114704.04422.0-1,413
2025-10-27REVERSE_CLOSECZCE.TA601-14422.04528.0-533
2025-12-16REVERSE_CLOSECZCE.TA60114528.04620.0457
2025-12-22REVERSE_CLOSECZCE.TA605-14688.04896.0-1,043
2026-04-15REVERSE_CLOSECZCE.TA60514896.06384.07,437
2026-04-22REVERSE_CLOSECZCE.TA609-16230.06342.0-563
2026-05-14REVERSE_CLOSECZCE.TA60916342.06394.0257
2026-06-05REVERSE_CLOSECZCE.TA609-16394.06130.01,317
2026-06-05FINAL_CLOSECZCE.TA60916130.06290.0800

每周收益

周末周盈亏周收益/5万周末权益
2022-01-071,4772.95%51,477
2022-01-143600.72%51,837
2022-01-21-660-1.32%51,177
2022-01-281,1202.24%52,297
2022-02-114900.98%52,787
2022-02-18-940-1.88%51,847
2022-02-251,6003.20%53,447
2022-03-041,6703.34%55,117
2022-03-111100.22%55,227
2022-03-18-190-0.38%55,037
2022-03-251,4002.80%56,437
2022-04-01-1,730-3.46%54,707
2022-04-084000.80%55,107
2022-04-154000.80%55,507
2022-04-223700.74%55,877
2022-04-291,1942.39%57,071
2022-05-063700.74%57,441
2022-05-131,2902.58%58,731
2022-05-20-10-0.02%58,721
2022-05-2700.00%58,721
2022-06-03500.10%58,771
2022-06-104,0608.12%62,831
2022-06-17-2,700-5.40%60,131
2022-06-243940.79%60,525
2022-07-016101.22%61,135
2022-07-085901.18%61,725
2022-07-154,7209.44%66,445
2022-07-22-2,120-4.24%64,325
2022-07-29-836-1.67%63,489
2022-08-05-1,570-3.14%61,919
2022-08-122,2504.50%64,169
2022-08-19-780-1.56%63,389
2022-08-261,6103.22%64,999
2022-09-02-186-0.37%64,813
2022-09-091,5103.02%66,323
2022-09-16-70-0.14%66,253
2022-09-23-750-1.50%65,503
2022-09-30740.15%65,577
2022-10-14-610-1.22%64,967
2022-10-218701.74%65,837
2022-10-281,3702.74%67,207
2022-11-04-1,680-3.36%65,527
2022-11-118741.75%66,401
2022-11-18-140-0.28%66,261
2022-11-25-1,250-2.50%65,011
2022-12-02-76-0.15%64,935
2022-12-09-696-1.39%64,239
2022-12-161,3802.76%65,619
2022-12-232200.44%65,839
2022-12-305741.15%66,413
2023-01-06-1,070-2.14%65,343
2023-01-13-1,136-2.27%64,207
2023-01-201,3442.69%65,551
2023-02-03-1,060-2.12%64,491
2023-02-10-890-1.78%63,601
2023-02-175041.01%64,105
2023-02-24-546-1.09%63,559
2023-03-036201.24%64,179
2023-03-10-140-0.28%64,039
2023-03-17-120-0.24%63,919
2023-03-241,8003.60%65,719
2023-03-317501.50%66,469
2023-04-072000.40%66,669
2023-04-145701.14%67,239
2023-04-21-780-1.56%66,459
2023-04-28-216-0.43%66,243
2023-05-051,2502.50%67,493
2023-05-126301.26%68,123
2023-05-19-740-1.48%67,383
2023-05-26-116-0.23%67,267
2023-06-028601.72%68,127
2023-06-09-450-0.90%67,677
2023-06-166601.32%68,337
2023-06-23-140-0.28%68,197
2023-06-30-70-0.14%68,127
2023-07-079101.82%69,037
2023-07-141,0602.12%70,097
2023-07-21-250-0.50%69,847
2023-07-289601.92%70,807
2023-08-04-1,330-2.66%69,477
2023-08-11-376-0.75%69,101
2023-08-182700.54%69,371
2023-08-25-456-0.91%68,915
2023-09-015001.00%69,415
2023-09-08-700-1.40%68,715
2023-09-151,8203.64%70,535
2023-09-22-670-1.34%69,865
2023-09-29-300-0.60%69,565
2023-10-13-286-0.57%69,279
2023-10-20300.06%69,309
2023-10-27-422-0.84%68,887
2023-11-034340.87%69,321
2023-11-10-470-0.94%68,851
2023-11-179701.94%69,821
2023-11-24-1,310-2.62%68,511
2023-12-01-436-0.87%68,075
2023-12-08-280-0.56%67,795
2023-12-15-136-0.27%67,659
2023-12-221,2402.48%68,899
2023-12-29500.10%68,949
2024-01-05-180-0.36%68,769
2024-01-12-610-1.22%68,159
2024-01-19-286-0.57%67,873
2024-01-268041.61%68,677
2024-02-02-970-1.94%67,707
2024-02-093300.66%68,037
2024-02-23500.10%68,087
2024-03-01-70-0.14%68,017
2024-03-08-420-0.84%67,597
2024-03-15-946-1.89%66,651
2024-03-22-456-0.91%66,195
2024-03-294100.82%66,605
2024-04-055301.06%67,135
2024-04-12-570-1.14%66,565
2024-04-191300.26%66,695
2024-04-261540.31%66,849
2024-05-031400.28%66,989
2024-05-104600.92%67,449
2024-05-17-210-0.42%67,239
2024-05-242540.51%67,493
2024-05-313400.68%67,833
2024-06-07-510-1.02%67,323
2024-06-142500.50%67,573
2024-06-21-80-0.16%67,493
2024-06-283800.76%67,873
2024-07-05-130-0.26%67,743
2024-07-12-270-0.54%67,473
2024-07-192740.55%67,747
2024-07-262400.48%67,987
2024-08-021200.24%68,107
2024-08-091,1902.38%69,297
2024-08-161200.24%69,417
2024-08-231,2302.46%70,647
2024-08-30640.13%70,711
2024-09-061,8103.62%72,521
2024-09-137701.54%73,291
2024-09-20800.16%73,371
2024-09-272540.51%73,625
2024-10-049201.84%74,545
2024-10-112100.42%74,755
2024-10-18-1,220-2.44%73,535
2024-10-251100.22%73,645
2024-11-01-316-0.63%73,329
2024-11-08-180-0.36%73,149
2024-11-15-186-0.37%72,963
2024-11-226941.39%73,657
2024-11-292900.58%73,947
2024-12-064500.90%74,397
2024-12-13-390-0.78%74,007
2024-12-201740.35%74,181
2024-12-27-600-1.20%73,581
2025-01-038001.60%74,381
2025-01-103100.62%74,691
2025-01-171,0402.08%75,731
2025-01-24-1,130-2.26%74,601
2025-01-31-160-0.32%74,441
2025-02-075701.14%75,011
2025-02-1400.00%75,011
2025-02-21100.02%75,021
2025-02-28-570-1.14%74,451
2025-03-076041.21%75,055
2025-03-141600.32%75,215
2025-03-21-230-0.46%74,985
2025-03-281340.27%75,119
2025-04-04-460-0.92%74,659
2025-04-11-2,220-4.44%72,439
2025-04-182240.45%72,663
2025-04-25-602-1.20%72,061
2025-05-024440.89%72,505
2025-05-097401.48%73,245
2025-05-169601.92%74,205
2025-05-23-290-0.58%73,915
2025-05-30-80-0.16%73,835
2025-06-06-240-0.48%73,595
2025-06-13-496-0.99%73,099
2025-06-201,4942.99%74,593
2025-06-27-1,000-2.00%73,593
2025-07-04-340-0.68%73,253
2025-07-11-96-0.19%73,157
2025-07-18-220-0.44%72,937
2025-07-255941.19%73,531
2025-08-01-960-1.92%72,571
2025-08-08-300-0.60%72,271
2025-08-152340.47%72,505
2025-08-221640.33%72,669
2025-08-29-420-0.84%72,249
2025-09-05-560-1.12%71,689
2025-09-12-66-0.13%71,623
2025-09-19-786-1.57%70,837
2025-09-262100.42%71,047
2025-10-03-260-0.52%70,787
2025-10-10-300-0.60%70,487
2025-10-17-466-0.93%70,021
2025-10-24-580-1.16%69,441
2025-10-312340.47%69,675
2025-11-073900.78%70,065
2025-11-141800.36%70,245
2025-11-21-170-0.34%70,075
2025-11-281700.34%70,245
2025-12-05-110-0.22%70,135
2025-12-12-320-0.64%69,815
2025-12-19-946-1.89%68,869
2025-12-261,8443.69%70,713
2026-01-02-850-1.70%69,863
2026-01-09-10-0.02%69,853
2026-01-16-450-0.90%69,403
2026-01-232,1504.30%71,553
2026-01-30-890-1.78%70,663
2026-02-06-520-1.04%70,143
2026-02-131900.38%70,333
2026-02-272300.46%70,563
2026-03-064,1008.20%74,663
2026-03-134,3208.64%78,983
2026-03-20-1,420-2.84%77,563
2026-03-271,1302.26%78,693
2026-04-035601.12%79,253
2026-04-10-3,420-6.84%75,833
2026-04-17-386-0.77%75,447
2026-04-246841.37%76,131
2026-05-011,3802.76%77,511
2026-05-08-1,870-3.74%75,641
2026-05-152740.55%75,915
2026-05-221,2902.58%77,205
2026-05-291800.36%77,385
2026-06-056441.29%78,029

月度收益

月份月盈亏月收益/5万月末权益
2022-012,2974.59%52,297
2022-027701.54%53,067
2022-032,2004.40%55,267
2022-041,8043.61%57,071
2022-052,3904.78%59,461
2022-067341.47%60,195
2022-073,2946.59%63,489
2022-081,9403.88%65,429
2022-091480.30%65,577
2022-101,8703.74%67,447
2022-11-2,422-4.84%65,025
2022-121,3882.78%66,413
2023-01-1,402-2.80%65,011
2023-02-1,552-3.10%63,459
2023-033,0106.02%66,469
2023-04-226-0.45%66,243
2023-059041.81%67,147
2023-069801.96%68,127
2023-072,2704.54%70,397
2023-08-1,232-2.46%69,165
2023-094000.80%69,565
2023-10-334-0.67%69,231
2023-11-1,606-3.21%67,625
2023-121,3242.65%68,949
2024-01-632-1.26%68,317
2024-02-140-0.28%68,177
2024-03-1,572-3.14%66,605
2024-043840.77%66,989
2024-058441.69%67,833
2024-06400.08%67,873
2024-072040.41%68,077
2024-082,6345.27%70,711
2024-093,8347.67%74,545
2024-10-1,146-2.29%73,399
2024-115481.10%73,947
2024-12-6-0.01%73,941
2025-015001.00%74,441
2025-02100.02%74,451
2025-034080.82%74,859
2025-04-2,354-4.71%72,505
2025-051,3302.66%73,835
2025-06-142-0.28%73,693
2025-07-802-1.60%72,891
2025-08-642-1.28%72,249
2025-09-1,462-2.92%70,787
2025-10-1,112-2.22%69,675
2025-115701.14%70,245
2025-12-382-0.76%69,863
2026-018001.60%70,663
2026-02-100-0.20%70,563
2026-037,17014.34%77,733
2026-04-222-0.44%77,511
2026-05-126-0.25%77,385
2026-066441.29%78,029

年度收益

年份年盈亏年收益/5万年末权益
202216,41332.83%66,413
20232,5365.07%68,949
20244,9929.98%73,941
2025-4,078-8.16%69,863
2026-YTD8,16616.33%78,029