Dualmak策略

区间:2022-01-01 至 2026-06-05 22:00:00;信号用 KQ.i,交易映射 KQ.m 实际主力合约;闭合K确认;固定本金 500,000,收益率/周收益/月收益/年收益/回撤分母均为 500,000;手续费和保证金来自 2026-05-27 Excel 解析表。
期末权益3,022,615
总收益 / 50万504.52%
最大回撤 / 50万31.07%
夏普率2.65
胜率42.58%
盈亏比2.04
平均盈亏比2.75
平仓笔数3563
手续费合计57,315
最大保证金占用228,348
最高资金使用率45.67%
连续回撤周数23
连续盈利周数12
最大回撤时间2024-11-13 13:00:00

净值收益率曲线

蓝线:收益率 / 50万

回撤 / 资金使用率

红线:回撤 / 50万紫线:资金使用率

品种贡献

品种周期净盈亏收益/5万手续费最大保证金平仓笔数夏普率胜率盈亏比
JM1H456,353912.71%13,08747,2683421.2346.49%2.05
SA1H387,835775.67%12,56523,4362101.4145.24%2.51
FG1H258,032516.06%9,40819,1441961.4045.41%2.11
CJ4H191,295382.59%63018,546350.9348.57%2.90
SH4H170,587341.17%2,45324,0911001.3447.00%2.70
AO2H112,066224.13%87413,270642.1145.31%4.67
P1H83,520167.04%2,04010,1824080.7540.44%1.44
M4H79,758159.52%1,42210,4121580.7144.94%1.81
RM4H76,881153.76%3699,068410.6736.59%2.09
CF1H73,248146.50%1,8027,7542421.2739.26%2.07
Y2H72,860145.72%6608,5391320.9642.42%1.91
A4H68,404136.81%8168,9611021.1542.16%1.94
I2H66,762133.52%4,18811,2312670.6135.58%1.46
OI1H62,366124.73%92410,1552310.6437.23%1.35
RB4H51,595103.19%7457,274530.8537.74%2.87
L4H50,900101.80%90010,8222250.7549.33%2.04
SP1D47,28594.57%2356,694400.8845.00%2.49
C4H42,04184.08%7996,3921111.1341.44%2.33
PP4H37,49074.98%66010,8521650.5646.67%1.64
EG1H30,69461.39%1,0267,6081710.5939.77%1.64
TA1D28,02956.06%3514,901590.8149.15%2.59
SI2H27,44654.89%3045,462351.7351.43%3.73
EB1H26,85353.71%8827,4371470.5236.73%1.42
SR1D20,31640.63%1744,300290.6848.28%2.23

每周收益

周末周盈亏周收益/50万周末权益
2022-01-0720,3994.08%520,399
2022-01-1431,2886.26%551,687
2022-01-2163,77712.76%615,464
2022-01-2834,2606.85%649,724
2022-02-1127,5205.50%677,244
2022-02-1866,47913.30%743,723
2022-02-2541,9998.40%785,723
2022-03-04104,70420.94%890,427
2022-03-1156,90811.38%947,335
2022-03-1810,2582.05%957,593
2022-03-2531,4856.30%989,077
2022-04-0117,0083.40%1,006,085
2022-04-08-39,556-7.91%966,529
2022-04-1539,6367.93%1,006,165
2022-04-2217,4013.48%1,023,566
2022-04-2946,8229.36%1,070,387
2022-05-0624,6984.94%1,095,086
2022-05-1315,2623.05%1,110,348
2022-05-20-19,138-3.83%1,091,210
2022-05-27-12,981-2.60%1,078,229
2022-06-0339,9127.98%1,118,141
2022-06-103,0450.61%1,121,186
2022-06-1734,6426.93%1,155,828
2022-06-24114,82522.96%1,270,653
2022-07-0130,4626.09%1,301,115
2022-07-0844,4828.90%1,345,598
2022-07-1565,98913.20%1,411,587
2022-07-22-7,750-1.55%1,403,837
2022-07-2943,1518.63%1,446,988
2022-08-05-38,062-7.61%1,408,927
2022-08-122,7980.56%1,411,724
2022-08-19-936-0.19%1,410,789
2022-08-26-31,291-6.26%1,379,498
2022-09-0234,6856.94%1,414,182
2022-09-0924,0294.81%1,438,211
2022-09-168,3691.67%1,446,580
2022-09-23-19,587-3.92%1,426,993
2022-09-3022,1474.43%1,449,140
2022-10-14-8,794-1.76%1,440,347
2022-10-21-95-0.02%1,440,252
2022-10-2868,14913.63%1,508,401
2022-11-04-24,967-4.99%1,483,434
2022-11-1115,4703.09%1,498,904
2022-11-1812,9692.59%1,511,872
2022-11-25-5,734-1.15%1,506,138
2022-12-02-7,117-1.42%1,499,021
2022-12-0940,7868.16%1,539,807
2022-12-16-54,845-10.97%1,484,962
2022-12-235,9201.18%1,490,882
2022-12-30-260-0.05%1,490,622
2023-01-06-11,442-2.29%1,479,180
2023-01-1325,3625.07%1,504,542
2023-01-206,1881.24%1,510,730
2023-02-03-35,828-7.17%1,474,902
2023-02-10-1,960-0.39%1,472,941
2023-02-17-5,565-1.11%1,467,376
2023-02-2421,6144.32%1,488,990
2023-03-03-5,628-1.13%1,483,362
2023-03-1010,4242.08%1,493,787
2023-03-1728,4485.69%1,522,235
2023-03-2433,3516.67%1,555,586
2023-03-31-3,821-0.76%1,551,766
2023-04-07-3,075-0.61%1,548,691
2023-04-1424,2574.85%1,572,948
2023-04-2147,8249.56%1,620,772
2023-04-2845,7839.16%1,666,555
2023-05-0511,4412.29%1,677,996
2023-05-1215,6213.12%1,693,617
2023-05-1929,5865.92%1,723,203
2023-05-269,1581.83%1,732,361
2023-06-025,8301.17%1,738,191
2023-06-09-12,928-2.59%1,725,263
2023-06-1653,71310.74%1,778,976
2023-06-23-4,815-0.96%1,774,161
2023-06-305,4031.08%1,779,564
2023-07-0721,6664.33%1,801,231
2023-07-1433,2906.66%1,834,520
2023-07-2135,3987.08%1,869,918
2023-07-286,3171.26%1,876,235
2023-08-0418,8733.77%1,895,109
2023-08-118,2621.65%1,903,370
2023-08-188,9331.79%1,912,303
2023-08-2560,67312.13%1,972,976
2023-09-0125,3965.08%1,998,373
2023-09-08-19,595-3.92%1,978,778
2023-09-1527,7195.54%2,006,497
2023-09-22-2,528-0.51%2,003,970
2023-09-2913,9182.78%2,017,888
2023-10-13-13,182-2.64%2,004,707
2023-10-20-8,272-1.65%1,996,434
2023-10-27-19,611-3.92%1,976,823
2023-11-034,3970.88%1,981,220
2023-11-1056,85711.37%2,038,077
2023-11-17-15,433-3.09%2,022,645
2023-11-2440,2208.04%2,062,864
2023-12-0133,4256.68%2,096,289
2023-12-08-33,661-6.73%2,062,628
2023-12-1537,5987.52%2,100,226
2023-12-2224,9584.99%2,125,184
2023-12-298,6021.72%2,133,786
2024-01-0510,8772.18%2,144,663
2024-01-1232,8806.58%2,177,543
2024-01-19-3,686-0.74%2,173,857
2024-01-2617,9013.58%2,191,758
2024-02-028,3481.67%2,200,105
2024-02-09-12,927-2.59%2,187,178
2024-02-232,2420.45%2,189,420
2024-03-011,0410.21%2,190,461
2024-03-084750.10%2,190,936
2024-03-1551,01010.20%2,241,946
2024-03-22-26,517-5.30%2,215,429
2024-03-2940,1338.03%2,255,562
2024-04-05-3,042-0.61%2,252,520
2024-04-122,6030.52%2,255,124
2024-04-1944,5058.90%2,299,628
2024-04-2611,2882.26%2,310,916
2024-05-03-7,147-1.43%2,303,770
2024-05-10-10,376-2.08%2,293,394
2024-05-175,1821.04%2,298,575
2024-05-2417,5093.50%2,316,084
2024-05-31-30,572-6.11%2,285,513
2024-06-07-1,650-0.33%2,283,862
2024-06-149,4321.89%2,293,294
2024-06-2110,0662.01%2,303,360
2024-06-28-7,557-1.51%2,295,803
2024-07-0515,1733.03%2,310,975
2024-07-1230,2196.04%2,341,195
2024-07-197,2861.46%2,348,480
2024-07-2634,0326.81%2,382,513
2024-08-026,5551.31%2,389,068
2024-08-0934,4806.90%2,423,548
2024-08-1649,0259.80%2,472,573
2024-08-235,6191.12%2,478,193
2024-08-30-33,542-6.71%2,444,650
2024-09-0634,0216.80%2,478,671
2024-09-13-12,216-2.44%2,466,456
2024-09-2018,2303.65%2,484,686
2024-09-2735,4487.09%2,520,133
2024-10-0427,5285.51%2,547,661
2024-10-11-15,747-3.15%2,531,914
2024-10-18-63,628-12.73%2,468,286
2024-10-259,7351.95%2,478,020
2024-11-012,9150.58%2,480,935
2024-11-08-44,218-8.84%2,436,717
2024-11-15-10,353-2.07%2,426,364
2024-11-223,2640.65%2,429,627
2024-11-298,4121.68%2,438,039
2024-12-0635,3887.08%2,473,428
2024-12-13-3,902-0.78%2,469,526
2024-12-2013,9912.80%2,483,517
2024-12-27-1,760-0.35%2,481,757
2025-01-0320,7384.15%2,502,496
2025-01-105270.11%2,503,022
2025-01-1715,3073.06%2,518,329
2025-01-241120.02%2,518,442
2025-01-316,8211.36%2,525,263
2025-02-078,0701.61%2,533,332
2025-02-14-15,516-3.10%2,517,816
2025-02-211,3750.27%2,519,191
2025-02-28-2,504-0.50%2,516,687
2025-03-075,0181.00%2,521,706
2025-03-1414,3062.86%2,536,011
2025-03-2122,0504.41%2,558,061
2025-03-28-4,018-0.80%2,554,043
2025-04-043,0710.61%2,557,113
2025-04-1140,7238.14%2,597,837
2025-04-1815,0383.01%2,612,875
2025-04-25-11,174-2.23%2,601,701
2025-05-025,9881.20%2,607,689
2025-05-0920,6154.12%2,628,305
2025-05-16-8,083-1.62%2,620,222
2025-05-23-3,608-0.72%2,616,613
2025-05-3013,9042.78%2,630,517
2025-06-06-11,851-2.37%2,618,667
2025-06-1310,3142.06%2,628,981
2025-06-2011,4642.29%2,640,444
2025-06-27-2,052-0.41%2,638,392
2025-07-04-14,224-2.84%2,624,168
2025-07-1120,3534.07%2,644,521
2025-07-1818,0223.60%2,662,543
2025-07-2537,1407.43%2,699,683
2025-08-01-10,831-2.17%2,688,852
2025-08-0823,9764.80%2,712,828
2025-08-157,0971.42%2,719,925
2025-08-22-31,528-6.31%2,688,397
2025-08-29-6,090-1.22%2,682,308
2025-09-05-19,659-3.93%2,662,649
2025-09-121,8980.38%2,664,547
2025-09-1912,8272.57%2,677,374
2025-09-26-19,547-3.91%2,657,827
2025-10-036,6051.32%2,664,432
2025-10-101,7290.35%2,666,161
2025-10-1720,4764.10%2,686,637
2025-10-247,0661.41%2,693,702
2025-10-3127,8235.56%2,721,525
2025-11-07-5,307-1.06%2,716,219
2025-11-149,3351.87%2,725,553
2025-11-2119,3973.88%2,744,950
2025-11-288,9021.78%2,753,853
2025-12-055,2021.04%2,759,054
2025-12-1211,7162.34%2,770,770
2025-12-1920,9184.18%2,791,688
2025-12-26-7,649-1.53%2,784,040
2026-01-023,6990.74%2,787,739
2026-01-0920,0604.01%2,807,799
2026-01-1618,5053.70%2,826,303
2026-01-2312,9802.60%2,839,283
2026-01-30-999-0.20%2,838,284
2026-02-06-4,928-0.99%2,833,357
2026-02-13-493-0.10%2,832,864
2026-02-275,1181.02%2,837,982
2026-03-0696,94919.39%2,934,931
2026-03-1367,72513.55%3,002,656
2026-03-206,6701.33%3,009,326
2026-03-27-21,856-4.37%2,987,470
2026-04-035,5201.10%2,992,990
2026-04-109,7061.94%3,002,696
2026-04-17-1,255-0.25%3,001,441
2026-04-2415,2353.05%3,016,676
2026-05-0118,4683.69%3,035,144
2026-05-08-19,168-3.83%3,015,976
2026-05-157,9591.59%3,023,935
2026-05-22-6,381-1.28%3,017,554
2026-05-29-6,702-1.34%3,010,853
2026-06-0511,7632.35%3,022,615

月度收益

月份月盈亏月收益/50万月末权益
2022-01149,72429.94%649,724
2022-02172,63934.53%822,364
2022-03171,17534.23%993,538
2022-0476,84915.37%1,070,387
2022-0521,6824.34%1,092,069
2022-06171,42134.28%1,263,490
2022-07183,49836.70%1,446,988
2022-08-62,742-12.55%1,384,246
2022-0964,89412.98%1,449,140
2022-1070,37714.08%1,519,517
2022-11-14,197-2.84%1,505,320
2022-12-14,699-2.94%1,490,622
2023-015,0221.00%1,495,644
2023-02-14,553-2.91%1,481,091
2023-0370,67514.14%1,551,766
2023-04114,78922.96%1,666,555
2023-0581,71916.34%1,748,274
2023-0631,2906.26%1,779,564
2023-07115,74523.15%1,895,309
2023-0872,25814.45%1,967,567
2023-0950,32110.06%2,017,888
2023-10-43,111-8.62%1,974,777
2023-1195,22919.05%2,070,006
2023-1263,78012.76%2,133,786
2024-0166,94813.39%2,200,734
2024-02-9,893-1.98%2,190,841
2024-0364,64112.93%2,255,482
2024-0448,2889.66%2,303,770
2024-05-18,257-3.65%2,285,513
2024-0610,4352.09%2,295,948
2024-0782,85216.57%2,378,799
2024-0866,21513.24%2,445,015
2024-09102,64620.53%2,547,661
2024-10-76,769-15.35%2,470,892
2024-11-32,933-6.59%2,437,959
2024-1254,15510.83%2,492,114
2025-0133,1486.63%2,525,263
2025-02-8,575-1.72%2,516,687
2025-0341,1998.24%2,557,886
2025-0449,8039.96%2,607,689
2025-0522,8284.57%2,630,517
2025-062,4770.50%2,632,994
2025-0754,57410.91%2,687,568
2025-08-5,401-1.08%2,682,168
2025-09-17,736-3.55%2,664,432
2025-1057,09411.42%2,721,525
2025-1132,5476.51%2,754,073
2025-1233,6666.73%2,787,739
2026-0150,46510.09%2,838,204
2026-02-222-0.04%2,837,982
2026-03144,33128.87%2,982,313
2026-0452,83110.57%3,035,144
2026-05-24,271-4.85%3,010,873
2026-0611,7432.35%3,022,615

年度收益

年份年盈亏年收益/50万年末权益
2022990,622198.12%1,490,622
2023643,164128.63%2,133,786
2024358,32871.67%2,492,114
2025295,62559.12%2,787,739
2026-YTD234,87646.98%3,022,615