正在加载页面
请稍候，内容即将显示。
请稍候，内容即将显示。
| 账户 | OOS 年化 | OOS 夏普 | OOS 回撤 | 全期夏普 |
|---|---|---|---|---|
| 70/30 组合 | 27.91% | 2.25 | -6.3% | 1.79 |
| 100% 贴水轮动 BASE | 33.98% | 2.05 | -8.5% | 1.74 |
| 100% dig 袖 | 14.01% | 2.01 | -5% | 1.06 |
| 品种 | 袖内仓 | 组合仓 |
|---|---|---|
| 多 苹果AP.ZCE | +45.6% | +31.92% |
| 多 中证1000IM.CFX | +23.8% | +16.66% |
| 多 焦炭J.DCE | +30.6% | +21.42% |
| 空 生猪LH.DCE | -26.2% | -18.34% |
| 空 纯碱SA.ZCE | -23.8% | -16.66% |
| 品种 | 袖内仓 | 组合仓 |
|---|---|---|
| 多 棉纱CY | +3.85% | +1.16% |
| 多 豆油Y | +3.85% | +1.16% |
| 多 菜油OI | +3.85% | +1.16% |
| 多 锡SN | +3.85% | +1.16% |
| 多 铜CU | +3.85% | +1.16% |
| 多 苯乙烯EB | +3.85% | +1.16% |
| 多 纯苯BZ | +3.85% | +1.16% |
| 多 沥青BU | +3.85% | +1.16% |
| 多 燃油FU | +3.85% | +1.16% |
| 多 低硫燃油LU | +3.85% | +1.16% |
| 多 ECEC | +3.85% | +1.16% |
| 多 铁矿石I | +3.85% | +1.16% |
| 多 硅铁SF | +3.85% | +1.16% |
| 空 生猪LH | -3.85% | -1.16% |
| 空 红枣CJ | -3.85% | -1.16% |
| 空 鸡蛋JD | -3.85% | -1.16% |
| 空 铅PB | -3.85% | -1.16% |
| 空 镍NI | -3.85% | -1.16% |
| 空 烧碱SH | -3.85% | -1.16% |
| 空 纯碱SA | -3.85% | -1.16% |
| 空 氧化铝AO | -3.85% | -1.16% |
| 空 纸浆SP | -3.85% | -1.16% |
| 空 PSPS | -3.85% | -1.16% |
| 空 SISI | -3.85% | -1.16% |
| 空 玻璃FG | -3.85% | -1.16% |
| 空 焦煤JM | -3.85% | -1.16% |
| 月 | 收益 | 持仓 |
|---|---|---|
| 2026-10 | -8.7% | +苹果+中证1000+焦炭-生猪-纯碱 |
| 2026-09 | +7% | +短纤+中证1000+菜油-生猪-纯碱 |
| 2026-08 | +6.5% | +中证1000+尿素+焦煤-玻璃-纯碱 |
| 2026-07 | +5% | +中证500+苯乙烯+鸡蛋-生猪-纯碱 |
| 2026-06 | +5.6% | +塑料+苹果+中证1000-红枣-纯碱 |
| 2026-05 | -6% | +塑料+铁矿石+中证1000-红枣-焦煤 |
| 2026-04 | +5.8% | +菜粕+中证1000+燃油-焦煤-纯碱 |
| 2026-03 | +10.2% | +白银+燃油+铁矿石-焦煤-纯碱 |
| 2026-02 | +5.6% | +尿素+焦炭+燃油-玻璃-纯碱 |
| 2026-01 | +0.9% | +中证500+尿素+豆粕-玻璃-纯碱 |
| 2025-12 | +1.7% | +螺纹钢+中证500+菜粕-焦煤-甲醇 |
| 2025-11 | -0.2% | +豆粕+中证1000+低硫燃油-纯碱-焦炭 |
| 2025-10 | +0.1% | +苹果+燃油+中证500-纯碱-焦煤 |
| 2025-09 | +0.7% | +中证1000+铁矿石+沥青-纯碱-焦煤 |
| 2025-08 | +2.5% | +中证1000+白糖+生猪-焦煤-纯碱 |
| 2025-07 | +5% | +中证1000+铁矿石+尿素-鸡蛋-玻璃 |
| 2025-06 | -5.9% | +沪深300+纸浆+尿素-玻璃-红枣 |
| 2025-05 | +4.8% | +中证1000+铁矿石+短纤-红枣-玻璃 |
| 2025-04 | -3.6% | +中证1000+苯乙烯+铁矿石-纯碱-焦炭 |
| 2025-03 | +1% | +豆油+中证1000+原油-玻璃-焦炭 |
| 2025-02 | +0.4% | +不锈钢+铁矿石+中证1000-玻璃-纯碱 |
| 2025-01 | +2.5% | +焦炭+中证1000+原油-纯碱-玻璃 |
| 2024-12 | +0.9% | +锌+红枣+铁矿石-焦炭-纯碱 |
| 2024-11 | +3.8% | +苯乙烯+燃油+豆粕-焦炭-纯碱 |
| 2024-10 | +1.1% | +燃油+塑料+豆油-纯碱-热卷 |
| 2024-09 | +11.4% | +燃油+甲醇+中证1000-玻璃-纯碱 |
| 2024-08 | +1.5% | +中证1000+玉米+原油-玻璃-焦炭 |
| 2024-07 | +4.8% | +铁矿石+中证1000+棕榈油-焦炭-玻璃 |
| 2024-06 | +1.5% | +沪深300+苯乙烯+铁矿石-焦煤-玻璃 |
| 2024-05 | -2.1% | +铁矿石+苯乙烯+中证1000-红枣-PVC |
| 2024-04 | -1.4% | +苯乙烯+中证1000+原油-短纤-焦煤 |
| 2024-03 | +1.2% | +中证1000+塑料+豆油-生猪-短纤 |
| 2024-02 | -2.5% | +乙二醇+热卷+白糖-生猪 |
| 2024-01 | +6.9% | +焦炭+低硫燃油+棕榈油-红枣 |
| 2023-12 | +0% | +螺纹钢+白糖+中证1000-红枣 |
| 2023-11 | +2.1% | +焦炭+短纤+苹果 |
| 月 | 收益 | 持仓摘要 |
|---|---|---|
| 2026-09 | — | +棉纱+豆油+菜油+锡+铜+苯乙烯+纯苯+沥青… |
| 2026-08 | +5.66% | +豆油+苹果+棉纱+锡+白银+纯苯+LPG+沥青… |
| 2026-07 | +3.61% | +菜油+棉纱+苹果+锡+白银+瓶片+沥青+纯苯… |
| 2026-06 | +6.03% | +豆油+菜油+苹果+铜+白银+PTA+沥青+瓶片… |
| 2026-05 | -2% | +菜油+豆二+苹果+锡+白银+沥青+瓶片+LPG… |
| 2026-04 | +0.16% | +豆二+菜油+苹果+锡+白银+丁二烯橡胶+苯乙烯+LPG… |
| 2026-03 | +1.95% | +棕榈油+豆二+苹果+锡+白银+对二甲苯+丁二烯橡胶+LPG… |
| 2026-02 | +5.77% | +豆二+豆油+苹果+铜+白银+燃油+对二甲苯+沥青… |
| 2026-01 | +0.36% | +豆油+菜油+苹果+铜+白银+短纤+丁二烯橡胶+沥青… |
| 2025-12 | +3.73% | +菜粕+菜油+苹果+白银+铜+PTA+短纤+沥青… |
| 2025-11 | +2.63% | +菜油+豆粕+菜粕+铜+铝+燃油+短纤+沥青… |
| 2025-10 | +1.73% | +苹果+菜油+菜粕+铝+铜+短纤+对二甲苯+沥青… |
| 2025-09 | +0.13% | +棕榈油+菜粕+苹果+白银+铜+短纤+对二甲苯+沥青… |
| 2025-08 | +0.66% | +苹果+菜粕+棕榈油+铜+铝+短纤+尿素+沥青… |
| 2025-07 | -0.69% | +白糖+菜粕+棕榈油+锌+铝+氧化铝+甲醇+沥青… |
| 2025-06 | +0.04% | +白糖+豆油+棕榈油+铝+锌+甲醇+氧化铝+沥青… |
| 2025-05 | -0.39% | +豆油+白糖+棕榈油+铜+锌+甲醇+氧化铝+沥青… |
| 2025-04 | +3.58% | +白糖+豆油+棕榈油+黄金+锌+氧化铝+沥青+LPG… |
| 2025-03 | -0.38% | +白糖+豆油+棕榈油+黄金+锌+沥青+丁二烯橡胶+LPG… |
| 2025-02 | -0.12% | +豆油+鸡蛋+棕榈油+黄金+锌+丁二烯橡胶+沥青+燃油… |
| 2025-01 | +0.72% | +鸡蛋+豆油+棕榈油+铅+锌+丁二烯橡胶+沥青+燃油… |
| 2024-12 | -1.66% | +豆油+鸡蛋+棕榈油+铅+锌+苯乙烯+沥青+燃油… |
| 2024-11 | +2.62% | +生猪+豆油+棕榈油+锌+铅+沥青+苯乙烯+燃油… |
| 2024-10 | +1.9% | +豆油+生猪+棕榈油+锌+铅+丁二烯橡胶+燃油+苯乙烯… |
| 2024-09 | +3.45% | +花生+白糖+棕榈油+锌+铅+丁二烯橡胶+纯碱+氧化铝… |
| 2024-08 | -0.78% | +玉米淀粉+花生+棕榈油+白银+铅+尿素+氧化铝+纯碱… |
| 2024-07 | -1.42% | +花生+白糖+棕榈油+白银+铅+燃油+苯乙烯+纯碱… |
| 2024-06 | -0.49% | +白糖+豆油+棕榈油+白银+铅+苯乙烯+尿素+纯碱… |
| 2024-05 | +1.16% | +豆粕+豆油+棕榈油+锌+白银+苯乙烯+尿素+纯碱… |
| 2024-04 | -1.33% | +豆二+棕榈油+豆粕+铜+锌+燃油+尿素+纯碱… |
| 2024-03 | +1.68% | +豆油+棕榈油+豆粕+铅+铝+燃油+尿素+纯碱… |
| 2024-02 | +1.75% | +豆二+菜粕+豆粕+铝+铅+燃油+尿素+纯碱… |
| 2024-01 | -1.81% | +白糖+菜粕+豆粕+铅+铝+燃油+尿素+纯碱… |
| 2023-12 | -1.89% | +豆二+菜粕+豆粕+铅+铝+燃油+尿素+纯碱… |
| 2023-11 | -0.05% | +鸡蛋+菜粕+豆粕+铜+铝+燃油+尿素+纯碱… |
| 2023-10 | +0.27% | +白糖+菜粕+豆粕+铅+铝+苯乙烯+尿素+燃油… |
完整 dig 持仓见 /futures-carry-mom