Carry 策略最新结果
策略基本逻辑：本策略使用期货期限结构 Carry 信号。先根据主力与次主力合约收盘价计算近远月价差收益，并按月份差年化为 tscarry_standard；再对所有品种做横截面排名得到 cxcarry_standard。当横截面排名偏强且期限结构为正时做多，当横截面排名偏弱且期限结构为负时做空；仓位大小由风险资金、ATR 和合约乘数决定。报告生成时间：2026-08-24 16:04:19。
Carry 策略持仓
| 最新持仓日期 | 多头品种个数 | 空头品种个数 | 空仓个数 | 当日变化品种数 | 总手数绝对值 | 多头占用保证金金额 | 空头占用保证金金额 | 总占用保证金金额 |
|---|---|---|---|---|---|---|---|---|
| 2026-08-24 | 11 | 5 | 12 | 1 | 235 | 469,607.60 | 258,605.70 | 728,213.30 |
多头持仓
| 合约 | 手数 | 占用保证金 | 期限结构 |
|---|---|---|---|
| SC2610 | 1 | 94,048 | 563.70 - 623.80 26092610261126122701 |
| M2701 | 29 | 65,609.60 | 2,919 - 3,232 26092611270127032705 |
| SF2611 | 27 | 56,624.40 | 5,924 - 6,146 26092610261126122701 |
| Y2701 | 8 | 49,308 | 8,616 - 8,864 26092611270127032705 |
| LU2610 | 6 | 48,259.20 | 4,385 - 6,252 26092610261126122701 |
| PF2610 | 12 | 32,188.80 | 7,422 - 7,686 26092610261126122701 |
| L2701 | 10 | 27,335 | 7,810 - 8,153 26092610261126122701 |
| EG2610 | 7 | 26,479.60 | 4,847 - 5,658 26092610261126122701 |
| EB2610 | 8 | 24,528 | 8,350 - 8,884 26092610261126122701 |
| PP2701 | 8 | 22,789.20 | 8,139 - 8,792 26092610261126122701 |
| MA2610 | 11 | 22,437.80 | 2,733 - 2,939 26092610261126122701 |
空头持仓
| 合约 | 手数 | 占用保证金 | 期限结构 |
|---|---|---|---|
| RB2610 | 40 | 85,848 | 3,066 - 3,138 26102611270127032704 |
| P2701 | 6 | 48,696 | 9,711 - 10,391 26092610261127012705 |
| SP2611 | 14 | 47,686.80 | 4,820 - 5,066 26092611261227012705 |
| RM2611 | 27 | 42,241.50 | 2,235 - 2,327 26092611270127032705 |
| V2701 | 21 | 34,133.40 | 4,499 - 4,960 26092610261127012705 |
| seq | exchange | symbol | continuous_symbol | instrument | position | position_change | latest_price | contract_size | market_value | margin_ratio | margin_required | latest_holdings_update_time | signal_bar_time | entry_bar_time | exit_bar_time | trade_time | trade_price | entry_direction | bar_since_enter |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DCE | M2701 | m889.DCE | m | 29 | 0 | 3,232 | 10 | 937,280 | 7.00% | 65,609.60 | 2026-08-24 15:00:00 | long | ||||||
| 2 | DCE | Y2701 | y889.DCE | y | 8 | 0 | 8,805 | 10 | 704,400 | 7.00% | 49,308 | 2026-08-24 15:00:00 | long | ||||||
| 3 | DCE | P2701 | p889.DCE | p | -6 | 0 | 10,145 | 10 | 608,700 | 8.00% | 48,696 | 2026-08-24 15:00:00 | short | ||||||
| 4 | DCE | L2701 | l889.DCE | l | 10 | 0 | 7,810 | 5 | 390,500 | 7.00% | 27,335 | 2026-08-24 15:00:00 | long | ||||||
| 5 | DCE | V2701 | v889.DCE | v | -21 | 0 | 4,644 | 5 | 487,620 | 7.00% | 34,133.40 | 2026-08-24 15:00:00 | short | ||||||
| 6 | DCE | I2701 | i889.DCE | i | 0 | 0 | 716 | 100 | 0 | 11.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 7 | DCE | PP2701 | pp889.DCE | pp | 8 | 0 | 8,139 | 5 | 325,560 | 7.00% | 22,789.20 | 2026-08-24 15:00:00 | long | ||||||
| 8 | DCE | EG2610 | eg889.DCE | eg | 7 | 0 | 5,404 | 10 | 378,280 | 7.00% | 26,479.60 | 2026-08-24 15:00:00 | long | ||||||
| 9 | DCE | EB2610 | eb889.DCE | eb | 8 | 0 | 8,760 | 5 | 350,400 | 7.00% | 24,528 | 2026-08-24 15:00:00 | long | ||||||
| 10 | SHFE | RU2701 | ru889.SHFE | ru | 0 | 0 | 18,610 | 5 | 0 | 9.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 11 | SHFE | AL2610 | al889.SHFE | al | 0 | 0 | 23,765 | 5 | 0 | 11.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 12 | SHFE | ZN2610 | zn889.SHFE | zn | 0 | 0 | 25,905 | 5 | 0 | 11.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 13 | SHFE | CU2610 | cu889.SHFE | cu | 0 | 0 | 107,910 | 5 | 0 | 11.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 14 | SHFE | RB2610 | rb889.SHFE | rb | -40 | 0 | 3,066 | 10 | 1,226,400 | 7.00% | 85,848 | 2026-08-24 15:00:00 | short | ||||||
| 15 | SHFE | PB2610 | pb889.SHFE | pb | 0 | 0 | 16,165 | 5 | 0 | 11.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 16 | SHFE | HC2610 | hc889.SHFE | hc | 0 | 0 | 3,340 | 10 | 0 | 7.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 17 | SHFE | NI2610 | ni889.SHFE | ni | 0 | 3 | 129,860 | 1 | 0 | 12.00% | 0 | 2026-08-24 15:00:00 | 2026-08-24 15:00:00 | 2026-08-24 15:00:00 | 2026-08-24 15:00:00 | 129,860 | exit_short | ||
| 18 | SHFE | SN2610 | sn889.SHFE | sn | 0 | 0 | 427,590 | 1 | 0 | 14.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 19 | SHFE | SP2611 | sp889.SHFE | sp | -14 | 0 | 4,866 | 10 | 681,240 | 7.00% | 47,686.80 | 2026-08-24 15:00:00 | short | ||||||
| 20 | SHFE | SS2610 | ss889.SHFE | ss | 0 | 0 | 14,215 | 5 | 0 | 7.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 21 | CZCE | TA2701 | TA889.CZCE | TA | 0 | 0 | 5,674 | 5 | 0 | 7.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 22 | CZCE | MA2610 | MA889.CZCE | MA | 11 | 0 | 2,914 | 10 | 320,540 | 7.00% | 22,437.80 | 2026-08-24 15:00:00 | long | ||||||
| 23 | CZCE | RM2611 | RM889.CZCE | RM | -27 | 0 | 2,235 | 10 | 603,450 | 7.00% | 42,241.50 | 2026-08-24 15:00:00 | short | ||||||
| 24 | CZCE | SF2611 | SF889.CZCE | SF | 27 | 0 | 5,992 | 5 | 808,920 | 7.00% | 56,624.40 | 2026-08-24 15:00:00 | long | ||||||
| 25 | CZCE | SM2611 | SM889.CZCE | SM | 0 | 0 | 5,962 | 5 | 0 | 7.00% | 0 | 2026-08-24 15:00:00 | flat | ||||||
| 26 | CZCE | PF2610 | PF889.CZCE | PF | 12 | 0 | 7,664 | 5 | 459,840 | 7.00% | 32,188.80 | 2026-08-24 15:00:00 | long | ||||||
| 27 | INE | SC2610 | sc889.INE | sc | 1 | 0 | 587.8000 | 1,000 | 587,800 | 16.00% | 94,048 | 2026-08-24 15:00:00 | long | ||||||
| 28 | INE | LU2610 | lu889.INE | lu | 6 | 0 | 5,027 | 10 | 301,620 | 16.00% | 48,259.20 | 2026-08-24 15:00:00 | long |
| seq | exchange | symbol | continuous_symbol | instrument | position | position_change | latest_price | contract_size | market_value | margin_ratio | margin_required | latest_holdings_update_time | signal_bar_time | entry_bar_time | exit_bar_time | trade_time | trade_price | entry_direction | bar_since_enter |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DCE | M2701 | m889.DCE | m | 29 | 0 | 3,228 | 10 | 936,120 | 7.00% | 65,528.40 | 2026-08-21 15:00:00 | long | ||||||
| 2 | DCE | Y2701 | y889.DCE | y | 8 | 0 | 8,824 | 10 | 705,920 | 7.00% | 49,414.40 | 2026-08-21 15:00:00 | long | ||||||
| 3 | DCE | P2701 | p889.DCE | p | -6 | 0 | 10,160 | 10 | 609,600 | 8.00% | 48,768 | 2026-08-21 15:00:00 | short | ||||||
| 4 | DCE | L2701 | l889.DCE | l | 10 | 0 | 7,864 | 5 | 393,200 | 7.00% | 27,524 | 2026-08-21 15:00:00 | long | ||||||
| 5 | DCE | V2701 | v889.DCE | v | -21 | 0 | 4,679 | 5 | 491,295 | 7.00% | 34,390.65 | 2026-08-21 15:00:00 | short | ||||||
| 6 | DCE | I2701 | i889.DCE | i | 0 | 0 | 707.5000 | 100 | 0 | 11.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 7 | DCE | PP2701 | pp889.DCE | pp | 8 | 0 | 8,121 | 5 | 324,840 | 7.00% | 22,738.80 | 2026-08-21 15:00:00 | long | ||||||
| 8 | DCE | EG2610 | eg889.DCE | eg | 7 | 0 | 5,202 | 10 | 364,140 | 7.00% | 25,489.80 | 2026-08-21 15:00:00 | long | ||||||
| 9 | DCE | EB2610 | eb889.DCE | eb | 8 | 0 | 8,768 | 5 | 350,720 | 7.00% | 24,550.40 | 2026-08-21 15:00:00 | long | ||||||
| 10 | SHFE | RU2701 | ru889.SHFE | ru | 0 | 0 | 18,500 | 5 | 0 | 9.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 11 | SHFE | AL2610 | al889.SHFE | al | 0 | 0 | 23,710 | 5 | 0 | 11.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 12 | SHFE | ZN2610 | zn889.SHFE | zn | 0 | 0 | 25,710 | 5 | 0 | 11.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 13 | SHFE | CU2609 | cu889.SHFE | cu | 0 | 0 | 107,750 | 5 | 0 | 11.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 14 | SHFE | RB2610 | rb889.SHFE | rb | -40 | 0 | 3,039 | 10 | 1,215,600 | 7.00% | 85,092 | 2026-08-21 15:00:00 | short | ||||||
| 15 | SHFE | PB2610 | pb889.SHFE | pb | 0 | 0 | 16,130 | 5 | 0 | 11.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 16 | SHFE | HC2610 | hc889.SHFE | hc | 0 | 0 | 3,295 | 10 | 0 | 7.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 17 | SHFE | NI2610 | ni889.SHFE | ni | -3 | -3 | 129,200 | 1 | 387,600 | 12.00% | 46,512 | 2026-08-21 15:00:00 | 2026-08-21 15:00:00 | 2026-08-21 15:00:00 | 2026-08-21 15:00:00 | 129,200 | short | ||
| 18 | SHFE | SN2609 | sn889.SHFE | sn | 0 | 0 | 428,570 | 1 | 0 | 14.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 19 | SHFE | SP2611 | sp889.SHFE | sp | -14 | 0 | 4,892 | 10 | 684,880 | 7.00% | 47,941.60 | 2026-08-21 15:00:00 | short | ||||||
| 20 | SHFE | SS2610 | ss889.SHFE | ss | 0 | 0 | 14,200 | 5 | 0 | 7.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 21 | CZCE | TA2701 | TA889.CZCE | TA | 0 | 0 | 5,732 | 5 | 0 | 7.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 22 | CZCE | MA2610 | MA889.CZCE | MA | 11 | 0 | 2,909 | 10 | 319,990 | 7.00% | 22,399.30 | 2026-08-21 15:00:00 | long | ||||||
| 23 | CZCE | RM2611 | RM889.CZCE | RM | -27 | -27 | 2,238 | 10 | 604,260 | 7.00% | 42,298.20 | 2026-08-21 15:00:00 | 2026-08-21 15:00:00 | 2026-08-21 15:00:00 | 2026-08-21 15:00:00 | 2,238 | short | ||
| 24 | CZCE | SF2611 | SF889.CZCE | SF | 27 | 0 | 6,022 | 5 | 812,970 | 7.00% | 56,907.90 | 2026-08-21 15:00:00 | long | ||||||
| 25 | CZCE | SM2611 | SM889.CZCE | SM | 0 | 0 | 5,964 | 5 | 0 | 7.00% | 0 | 2026-08-21 15:00:00 | flat | ||||||
| 26 | CZCE | PF2610 | PF889.CZCE | PF | 12 | 0 | 7,650 | 5 | 459,000 | 7.00% | 32,130 | 2026-08-21 15:00:00 | long | ||||||
| 27 | INE | SC2610 | sc889.INE | sc | 1 | 0 | 592.9000 | 1,000 | 592,900 | 16.00% | 94,864 | 2026-08-21 15:00:00 | long | ||||||
| 28 | INE | LU2610 | lu889.INE | lu | 6 | 0 | 5,049 | 10 | 302,940 | 16.00% | 48,470.40 | 2026-08-21 15:00:00 | long |
| seq | exchange | symbol | continuous_symbol | instrument | position | position_change | latest_price | contract_size | market_value | margin_ratio | margin_required | latest_holdings_update_time | signal_bar_time | entry_bar_time | exit_bar_time | trade_time | trade_price | entry_direction | bar_since_enter |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DCE | M2701 | m889.DCE | m | 29 | 0 | 3,267 | 10 | 947,430 | 7.00% | 66,320.10 | 2026-08-20 15:00:00 | long | ||||||
| 2 | DCE | Y2701 | y889.DCE | y | 8 | 8 | 8,847 | 10 | 707,760 | 7.00% | 49,543.20 | 2026-08-20 15:00:00 | 2026-08-20 15:00:00 | 2026-08-20 15:00:00 | 2026-08-20 15:00:00 | 8,847 | long | ||
| 3 | DCE | P2701 | p889.DCE | p | -6 | 0 | 10,160 | 10 | 609,600 | 8.00% | 48,768 | 2026-08-20 15:00:00 | short | ||||||
| 4 | DCE | L2701 | l889.DCE | l | 10 | 0 | 7,794 | 5 | 389,700 | 7.00% | 27,279 | 2026-08-20 15:00:00 | long | ||||||
| 5 | DCE | V2701 | v889.DCE | v | -21 | 0 | 4,710 | 5 | 494,550 | 7.00% | 34,618.50 | 2026-08-20 15:00:00 | short | ||||||
| 6 | DCE | I2701 | i889.DCE | i | 0 | 0 | 707 | 100 | 0 | 11.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 7 | DCE | PP2701 | pp889.DCE | pp | 8 | 0 | 7,994 | 5 | 319,760 | 7.00% | 22,383.20 | 2026-08-20 15:00:00 | long | ||||||
| 8 | DCE | EG2609 | eg889.DCE | eg | 7 | 0 | 5,322 | 10 | 372,540 | 13.00% | 48,430.20 | 2026-08-20 15:00:00 | long | ||||||
| 9 | DCE | EB2610 | eb889.DCE | eb | 8 | 0 | 8,703 | 5 | 348,120 | 7.00% | 24,368.40 | 2026-08-20 15:00:00 | long | ||||||
| 10 | SHFE | RU2701 | ru889.SHFE | ru | 0 | 0 | 18,460 | 5 | 0 | 9.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 11 | SHFE | AL2610 | al889.SHFE | al | 0 | 0 | 23,595 | 5 | 0 | 11.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 12 | SHFE | ZN2610 | zn889.SHFE | zn | 0 | 0 | 25,350 | 5 | 0 | 11.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 13 | SHFE | CU2609 | cu889.SHFE | cu | 0 | 0 | 107,200 | 5 | 0 | 11.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 14 | SHFE | RB2610 | rb889.SHFE | rb | -40 | 0 | 3,032 | 10 | 1,212,800 | 7.00% | 84,896 | 2026-08-20 15:00:00 | short | ||||||
| 15 | SHFE | PB2610 | pb889.SHFE | pb | 0 | 0 | 15,935 | 5 | 0 | 11.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 16 | SHFE | HC2610 | hc889.SHFE | hc | 0 | 0 | 3,291 | 10 | 0 | 7.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 17 | SHFE | NI2609 | ni889.SHFE | ni | 0 | 0 | 129,190 | 1 | 0 | 12.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 18 | SHFE | SN2609 | sn889.SHFE | sn | 0 | 0 | 426,250 | 1 | 0 | 14.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 19 | SHFE | SP2611 | sp889.SHFE | sp | -14 | 0 | 4,800 | 10 | 672,000 | 7.00% | 47,040 | 2026-08-20 15:00:00 | short | ||||||
| 20 | SHFE | SS2610 | ss889.SHFE | ss | 0 | 0 | 14,300 | 5 | 0 | 7.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 21 | CZCE | TA2701 | TA889.CZCE | TA | 0 | -12 | 5,740 | 5 | 0 | 7.00% | 0 | 2026-08-20 15:00:00 | 2026-08-20 15:00:00 | 2026-08-20 15:00:00 | 2026-08-20 15:00:00 | 5,740 | exit_long | ||
| 22 | CZCE | MA2610 | MA889.CZCE | MA | 11 | 0 | 2,837 | 10 | 312,070 | 7.00% | 21,844.90 | 2026-08-20 15:00:00 | long | ||||||
| 23 | CZCE | RM2611 | RM889.CZCE | RM | 0 | 0 | 2,282 | 10 | 0 | 7.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 24 | CZCE | SF2611 | SF889.CZCE | SF | 27 | 0 | 5,966 | 5 | 805,410 | 7.00% | 56,378.70 | 2026-08-20 15:00:00 | long | ||||||
| 25 | CZCE | SM2611 | SM889.CZCE | SM | 0 | 0 | 5,930 | 5 | 0 | 7.00% | 0 | 2026-08-20 15:00:00 | flat | ||||||
| 26 | CZCE | PF2610 | PF889.CZCE | PF | 12 | 0 | 7,590 | 5 | 455,400 | 7.00% | 31,878 | 2026-08-20 15:00:00 | long | ||||||
| 27 | INE | SC2610 | sc889.INE | sc | 1 | 0 | 583.4000 | 1,000 | 583,400 | 16.00% | 93,344 | 2026-08-20 15:00:00 | long | ||||||
| 28 | INE | LU2610 | lu889.INE | lu | 6 | 0 | 4,995 | 10 | 299,700 | 16.00% | 47,952 | 2026-08-20 15:00:00 | long |
| seq | exchange | symbol | continuous_symbol | instrument | position | position_change | latest_price | contract_size | market_value | margin_ratio | margin_required | latest_holdings_update_time | signal_bar_time | entry_bar_time | exit_bar_time | trade_time | trade_price | entry_direction | bar_since_enter |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DCE | M2701 | m889.DCE | m | 29 | 0 | 3,246 | 10 | 941,340 | 7.00% | 65,893.80 | 2026-08-19 15:00:00 | long | ||||||
| 2 | DCE | Y2701 | y889.DCE | y | 0 | 0 | 8,747 | 10 | 0 | 7.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 3 | DCE | P2701 | p889.DCE | p | -6 | 0 | 9,994 | 10 | 599,640 | 8.00% | 47,971.20 | 2026-08-19 15:00:00 | short | ||||||
| 4 | DCE | L2701 | l889.DCE | l | 10 | 0 | 7,842 | 5 | 392,100 | 7.00% | 27,447 | 2026-08-19 15:00:00 | long | ||||||
| 5 | DCE | V2701 | v889.DCE | v | -21 | 0 | 4,746 | 5 | 498,330 | 7.00% | 34,883.10 | 2026-08-19 15:00:00 | short | ||||||
| 6 | DCE | I2701 | i889.DCE | i | 0 | 0 | 712 | 100 | 0 | 11.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 7 | DCE | PP2701 | pp889.DCE | pp | 8 | 0 | 8,010 | 5 | 320,400 | 7.00% | 22,428 | 2026-08-19 15:00:00 | long | ||||||
| 8 | DCE | EG2609 | eg889.DCE | eg | 7 | 0 | 5,311 | 10 | 371,770 | 13.00% | 48,330.10 | 2026-08-19 15:00:00 | long | ||||||
| 9 | DCE | EB2610 | eb889.DCE | eb | 8 | 0 | 8,681 | 5 | 347,240 | 7.00% | 24,306.80 | 2026-08-19 15:00:00 | long | ||||||
| 10 | SHFE | RU2701 | ru889.SHFE | ru | 0 | 0 | 18,215 | 5 | 0 | 9.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 11 | SHFE | AL2610 | al889.SHFE | al | 0 | 0 | 23,675 | 5 | 0 | 11.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 12 | SHFE | ZN2610 | zn889.SHFE | zn | 0 | 0 | 25,325 | 5 | 0 | 11.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 13 | SHFE | CU2609 | cu889.SHFE | cu | 0 | 0 | 106,850 | 5 | 0 | 11.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 14 | SHFE | RB2610 | rb889.SHFE | rb | -40 | 0 | 3,017 | 10 | 1,206,800 | 7.00% | 84,476 | 2026-08-19 15:00:00 | short | ||||||
| 15 | SHFE | PB2610 | pb889.SHFE | pb | 0 | 10 | 15,930 | 5 | 0 | 11.00% | 0 | 2026-08-19 15:00:00 | 2026-08-19 15:00:00 | 2026-08-19 15:00:00 | 2026-08-19 15:00:00 | 15,930 | exit_short | ||
| 16 | SHFE | HC2610 | hc889.SHFE | hc | 0 | 0 | 3,286 | 10 | 0 | 7.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 17 | SHFE | NI2609 | ni889.SHFE | ni | 0 | 0 | 127,850 | 1 | 0 | 12.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 18 | SHFE | SN2609 | sn889.SHFE | sn | 0 | 0 | 420,160 | 1 | 0 | 14.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 19 | SHFE | SP2611 | sp889.SHFE | sp | -14 | 0 | 4,718 | 10 | 660,520 | 7.00% | 46,236.40 | 2026-08-19 15:00:00 | short | ||||||
| 20 | SHFE | SS2610 | ss889.SHFE | ss | 0 | 0 | 14,260 | 5 | 0 | 7.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 21 | CZCE | TA2611 | TA889.CZCE | TA | 12 | 0 | 5,850 | 5 | 351,000 | 7.00% | 24,570 | 2026-08-19 15:00:00 | long | ||||||
| 22 | CZCE | MA2610 | MA889.CZCE | MA | 11 | 0 | 2,843 | 10 | 312,730 | 7.00% | 21,891.10 | 2026-08-19 15:00:00 | long | ||||||
| 23 | CZCE | RM2611 | RM889.CZCE | RM | 0 | 27 | 2,272 | 10 | 0 | 7.00% | 0 | 2026-08-19 15:00:00 | 2026-08-19 15:00:00 | 2026-08-19 15:00:00 | 2026-08-19 15:00:00 | 2,272 | exit_short | ||
| 24 | CZCE | SF2611 | SF889.CZCE | SF | 27 | 0 | 5,956 | 5 | 804,060 | 7.00% | 56,284.20 | 2026-08-19 15:00:00 | long | ||||||
| 25 | CZCE | SM2611 | SM889.CZCE | SM | 0 | 0 | 5,922 | 5 | 0 | 7.00% | 0 | 2026-08-19 15:00:00 | flat | ||||||
| 26 | CZCE | PF2610 | PF889.CZCE | PF | 12 | 0 | 7,638 | 5 | 458,280 | 7.00% | 32,079.60 | 2026-08-19 15:00:00 | long | ||||||
| 27 | INE | SC2610 | sc889.INE | sc | 1 | 0 | 585.8000 | 1,000 | 585,800 | 16.00% | 93,728 | 2026-08-19 15:00:00 | long | ||||||
| 28 | INE | LU2610 | lu889.INE | lu | 6 | 0 | 4,998 | 10 | 299,880 | 16.00% | 47,980.80 | 2026-08-19 15:00:00 | long |
| seq | exchange | symbol | continuous_symbol | instrument | position | position_change | latest_price | contract_size | market_value | margin_ratio | margin_required | latest_holdings_update_time | signal_bar_time | entry_bar_time | exit_bar_time | trade_time | trade_price | entry_direction | bar_since_enter |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DCE | M2701 | m889.DCE | m | 29 | 0 | 3,241 | 10 | 939,890 | 7.00% | 65,792.30 | 2026-08-18 15:00:00 | long | ||||||
| 2 | DCE | Y2701 | y889.DCE | y | 0 | 0 | 8,694 | 10 | 0 | 7.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 3 | DCE | P2701 | p889.DCE | p | -6 | 0 | 9,946 | 10 | 596,760 | 8.00% | 47,740.80 | 2026-08-18 15:00:00 | short | ||||||
| 4 | DCE | L2701 | l889.DCE | l | 10 | 0 | 7,789 | 5 | 389,450 | 7.00% | 27,261.50 | 2026-08-18 15:00:00 | long | ||||||
| 5 | DCE | V2701 | v889.DCE | v | -21 | 0 | 4,744 | 5 | 498,120 | 7.00% | 34,868.40 | 2026-08-18 15:00:00 | short | ||||||
| 6 | DCE | I2701 | i889.DCE | i | 0 | 0 | 714 | 100 | 0 | 11.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 7 | DCE | PP2701 | pp889.DCE | pp | 8 | 0 | 7,947 | 5 | 317,880 | 7.00% | 22,251.60 | 2026-08-18 15:00:00 | long | ||||||
| 8 | DCE | EG2609 | eg889.DCE | eg | 7 | 0 | 5,275 | 10 | 369,250 | 13.00% | 48,002.50 | 2026-08-18 15:00:00 | long | ||||||
| 9 | DCE | EB2610 | eb889.DCE | eb | 8 | 0 | 8,630 | 5 | 345,200 | 7.00% | 24,164 | 2026-08-18 15:00:00 | long | ||||||
| 10 | SHFE | RU2701 | ru889.SHFE | ru | 0 | 0 | 18,035 | 5 | 0 | 9.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 11 | SHFE | AL2610 | al889.SHFE | al | 0 | 0 | 23,955 | 5 | 0 | 11.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 12 | SHFE | ZN2610 | zn889.SHFE | zn | 0 | 0 | 25,705 | 5 | 0 | 11.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 13 | SHFE | CU2609 | cu889.SHFE | cu | 0 | 0 | 107,930 | 5 | 0 | 11.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 14 | SHFE | RB2610 | rb889.SHFE | rb | -40 | 0 | 3,023 | 10 | 1,209,200 | 7.00% | 84,644 | 2026-08-18 15:00:00 | short | ||||||
| 15 | SHFE | PB2610 | pb889.SHFE | pb | -10 | -10 | 15,905 | 5 | 795,250 | 11.00% | 87,477.50 | 2026-08-18 15:00:00 | 2026-08-18 15:00:00 | 2026-08-18 15:00:00 | 2026-08-18 15:00:00 | 15,905 | short | ||
| 16 | SHFE | HC2610 | hc889.SHFE | hc | 0 | 0 | 3,281 | 10 | 0 | 7.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 17 | SHFE | NI2609 | ni889.SHFE | ni | 0 | 0 | 128,740 | 1 | 0 | 12.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 18 | SHFE | SN2609 | sn889.SHFE | sn | 0 | 0 | 425,940 | 1 | 0 | 14.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 19 | SHFE | SP2611 | sp889.SHFE | sp | -14 | 0 | 4,730 | 10 | 662,200 | 7.00% | 46,354 | 2026-08-18 15:00:00 | short | ||||||
| 20 | SHFE | SS2610 | ss889.SHFE | ss | 0 | 0 | 14,330 | 5 | 0 | 7.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 21 | CZCE | TA2611 | TA889.CZCE | TA | 12 | 0 | 5,958 | 5 | 357,480 | 7.00% | 25,023.60 | 2026-08-18 15:00:00 | long | ||||||
| 22 | CZCE | MA2610 | MA889.CZCE | MA | 11 | 0 | 2,776 | 10 | 305,360 | 7.00% | 21,375.20 | 2026-08-18 15:00:00 | long | ||||||
| 23 | CZCE | RM2611 | RM889.CZCE | RM | -27 | 0 | 2,251 | 10 | 607,770 | 7.00% | 42,543.90 | 2026-08-18 15:00:00 | short | ||||||
| 24 | CZCE | SF2611 | SF889.CZCE | SF | 27 | 0 | 5,974 | 5 | 806,490 | 7.00% | 56,454.30 | 2026-08-18 15:00:00 | long | ||||||
| 25 | CZCE | SM2611 | SM889.CZCE | SM | 0 | 0 | 5,898 | 5 | 0 | 7.00% | 0 | 2026-08-18 15:00:00 | flat | ||||||
| 26 | CZCE | PF2610 | PF889.CZCE | PF | 12 | 0 | 7,682 | 5 | 460,920 | 7.00% | 32,264.40 | 2026-08-18 15:00:00 | long | ||||||
| 27 | INE | SC2610 | sc889.INE | sc | 1 | 0 | 584.8000 | 1,000 | 584,800 | 16.00% | 93,568 | 2026-08-18 15:00:00 | long | ||||||
| 28 | INE | LU2610 | lu889.INE | lu | 6 | 0 | 4,993 | 10 | 299,580 | 16.00% | 47,932.80 | 2026-08-18 15:00:00 | long |
| seq | exchange | symbol | continuous_symbol | instrument | position | position_change | latest_price | contract_size | market_value | margin_ratio | margin_required | latest_holdings_update_time | signal_bar_time | entry_bar_time | exit_bar_time | trade_time | trade_price | entry_direction | bar_since_enter |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DCE | M2701 | m889.DCE | m | 29 | 0 | 3,176 | 10 | 921,040 | 7.00% | 64,472.80 | 2026-08-17 15:00:00 | long | ||||||
| 2 | DCE | Y2701 | y889.DCE | y | 0 | 0 | 8,561 | 10 | 0 | 7.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 3 | DCE | P2701 | p889.DCE | p | -6 | 0 | 9,838 | 10 | 590,280 | 8.00% | 47,222.40 | 2026-08-17 15:00:00 | short | ||||||
| 4 | DCE | L2609 | l889.DCE | l | 10 | 0 | 8,091 | 5 | 404,550 | 11.00% | 44,500.50 | 2026-08-17 15:00:00 | long | ||||||
| 5 | DCE | V2609 | v889.DCE | v | -21 | 0 | 4,581 | 5 | 481,005 | 11.00% | 52,910.55 | 2026-08-17 15:00:00 | short | ||||||
| 6 | DCE | I2701 | i889.DCE | i | 0 | 0 | 706.5000 | 100 | 0 | 11.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 7 | DCE | PP2609 | pp889.DCE | pp | 8 | 0 | 8,573 | 5 | 342,920 | 11.00% | 37,721.20 | 2026-08-17 15:00:00 | long | ||||||
| 8 | DCE | EG2609 | eg889.DCE | eg | 7 | 0 | 5,171 | 10 | 361,970 | 13.00% | 47,056.10 | 2026-08-17 15:00:00 | long | ||||||
| 9 | DCE | EB2610 | eb889.DCE | eb | 8 | 0 | 8,545 | 5 | 341,800 | 7.00% | 23,926 | 2026-08-17 15:00:00 | long | ||||||
| 10 | SHFE | RU2701 | ru889.SHFE | ru | 0 | 0 | 18,030 | 5 | 0 | 9.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 11 | SHFE | AL2609 | al889.SHFE | al | 0 | 0 | 24,015 | 5 | 0 | 11.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 12 | SHFE | ZN2610 | zn889.SHFE | zn | 0 | 0 | 25,865 | 5 | 0 | 11.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 13 | SHFE | CU2609 | cu889.SHFE | cu | 0 | 0 | 109,540 | 5 | 0 | 11.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 14 | SHFE | RB2610 | rb889.SHFE | rb | -40 | 0 | 3,016 | 10 | 1,206,400 | 7.00% | 84,448 | 2026-08-17 15:00:00 | short | ||||||
| 15 | SHFE | PB2610 | pb889.SHFE | pb | 0 | 0 | 15,950 | 5 | 0 | 11.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 16 | SHFE | HC2610 | hc889.SHFE | hc | 0 | 0 | 3,271 | 10 | 0 | 7.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 17 | SHFE | NI2609 | ni889.SHFE | ni | 0 | 0 | 128,710 | 1 | 0 | 12.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 18 | SHFE | SN2609 | sn889.SHFE | sn | 0 | 0 | 432,090 | 1 | 0 | 14.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 19 | SHFE | SP2611 | sp889.SHFE | sp | -14 | 0 | 4,724 | 10 | 661,360 | 7.00% | 46,295.20 | 2026-08-17 15:00:00 | short | ||||||
| 20 | SHFE | SS2610 | ss889.SHFE | ss | 0 | 0 | 14,275 | 5 | 0 | 7.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 21 | CZCE | TA2611 | TA889.CZCE | TA | 12 | 0 | 5,884 | 5 | 353,040 | 7.00% | 24,712.80 | 2026-08-17 15:00:00 | long | ||||||
| 22 | CZCE | MA2610 | MA889.CZCE | MA | 11 | 0 | 2,735 | 10 | 300,850 | 7.00% | 21,059.50 | 2026-08-17 15:00:00 | long | ||||||
| 23 | CZCE | RM2611 | RM889.CZCE | RM | -27 | 0 | 2,196 | 10 | 592,920 | 7.00% | 41,504.40 | 2026-08-17 15:00:00 | short | ||||||
| 24 | CZCE | SF2611 | SF889.CZCE | SF | 27 | 0 | 5,922 | 5 | 799,470 | 7.00% | 55,962.90 | 2026-08-17 15:00:00 | long | ||||||
| 25 | CZCE | SM2611 | SM889.CZCE | SM | 0 | 0 | 5,842 | 5 | 0 | 7.00% | 0 | 2026-08-17 15:00:00 | flat | ||||||
| 26 | CZCE | PF2610 | PF889.CZCE | PF | 12 | 0 | 7,570 | 5 | 454,200 | 7.00% | 31,794 | 2026-08-17 15:00:00 | long | ||||||
| 27 | INE | SC2610 | sc889.INE | sc | 1 | 0 | 561.6000 | 1,000 | 561,600 | 16.00% | 89,856 | 2026-08-17 15:00:00 | long | ||||||
| 28 | INE | LU2610 | lu889.INE | lu | 6 | 0 | 4,797 | 10 | 287,820 | 16.00% | 46,051.20 | 2026-08-17 15:00:00 | long |
| seq | exchange | symbol | continuous_symbol | instrument | position | position_change | latest_price | contract_size | market_value | margin_ratio | margin_required | latest_holdings_update_time | signal_bar_time | entry_bar_time | exit_bar_time | trade_time | trade_price | entry_direction | bar_since_enter |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DCE | M2701 | m889.DCE | m | 29 | 0 | 3,165 | 10 | 917,850 | 7.00% | 64,249.50 | 2026-08-14 15:00:00 | long | ||||||
| 2 | DCE | Y2701 | y889.DCE | y | 0 | -8 | 8,541 | 10 | 0 | 7.00% | 0 | 2026-08-14 15:00:00 | 2026-08-14 15:00:00 | 2026-08-14 15:00:00 | 2026-08-14 15:00:00 | 8,541 | exit_long | ||
| 3 | DCE | P2701 | p889.DCE | p | -6 | 0 | 9,838 | 10 | 590,280 | 8.00% | 47,222.40 | 2026-08-14 15:00:00 | short | ||||||
| 4 | DCE | L2609 | l889.DCE | l | 10 | 0 | 7,932 | 5 | 396,600 | 11.00% | 43,626 | 2026-08-14 15:00:00 | long | ||||||
| 5 | DCE | V2609 | v889.DCE | v | -21 | 0 | 4,496 | 5 | 472,080 | 11.00% | 51,928.80 | 2026-08-14 15:00:00 | short | ||||||
| 6 | DCE | I2701 | i889.DCE | i | 0 | 0 | 710.5000 | 100 | 0 | 11.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 7 | DCE | PP2609 | pp889.DCE | pp | 8 | 0 | 8,464 | 5 | 338,560 | 11.00% | 37,241.60 | 2026-08-14 15:00:00 | long | ||||||
| 8 | DCE | EG2609 | eg889.DCE | eg | 7 | 0 | 4,950 | 10 | 346,500 | 13.00% | 45,045 | 2026-08-14 15:00:00 | long | ||||||
| 9 | DCE | EB2610 | eb889.DCE | eb | 8 | 0 | 8,393 | 5 | 335,720 | 7.00% | 23,500.40 | 2026-08-14 15:00:00 | long | ||||||
| 10 | SHFE | RU2701 | ru889.SHFE | ru | 0 | 0 | 17,790 | 5 | 0 | 9.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 11 | SHFE | AL2609 | al889.SHFE | al | 0 | 0 | 23,885 | 5 | 0 | 11.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 12 | SHFE | ZN2610 | zn889.SHFE | zn | 0 | 0 | 25,695 | 5 | 0 | 11.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 13 | SHFE | CU2609 | cu889.SHFE | cu | 0 | 0 | 107,690 | 5 | 0 | 11.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 14 | SHFE | RB2610 | rb889.SHFE | rb | -40 | 0 | 3,015 | 10 | 1,206,000 | 7.00% | 84,420 | 2026-08-14 15:00:00 | short | ||||||
| 15 | SHFE | PB2610 | pb889.SHFE | pb | 0 | 0 | 15,830 | 5 | 0 | 11.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 16 | SHFE | HC2610 | hc889.SHFE | hc | 0 | 0 | 3,260 | 10 | 0 | 7.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 17 | SHFE | NI2609 | ni889.SHFE | ni | 0 | 0 | 127,040 | 1 | 0 | 12.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 18 | SHFE | SN2609 | sn889.SHFE | sn | 0 | 0 | 427,380 | 1 | 0 | 14.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 19 | SHFE | SP2611 | sp889.SHFE | sp | -14 | 0 | 4,680 | 10 | 655,200 | 7.00% | 45,864 | 2026-08-14 15:00:00 | short | ||||||
| 20 | SHFE | SS2610 | ss889.SHFE | ss | 0 | 0 | 14,115 | 5 | 0 | 7.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 21 | CZCE | TA2609 | TA889.CZCE | TA | 12 | 12 | 5,852 | 5 | 351,120 | 10.00% | 35,112 | 2026-08-14 15:00:00 | 2026-08-14 15:00:00 | 2026-08-14 15:00:00 | 2026-08-14 15:00:00 | 5,852 | long | ||
| 22 | CZCE | MA2610 | MA889.CZCE | MA | 11 | 0 | 2,687 | 10 | 295,570 | 7.00% | 20,689.90 | 2026-08-14 15:00:00 | long | ||||||
| 23 | CZCE | RM2611 | RM889.CZCE | RM | -27 | 0 | 2,191 | 10 | 591,570 | 7.00% | 41,409.90 | 2026-08-14 15:00:00 | short | ||||||
| 24 | CZCE | SF2611 | SF889.CZCE | SF | 27 | 0 | 5,926 | 5 | 800,010 | 7.00% | 56,000.70 | 2026-08-14 15:00:00 | long | ||||||
| 25 | CZCE | SM2611 | SM889.CZCE | SM | 0 | 0 | 5,828 | 5 | 0 | 7.00% | 0 | 2026-08-14 15:00:00 | flat | ||||||
| 26 | CZCE | PF2610 | PF889.CZCE | PF | 12 | 0 | 7,476 | 5 | 448,560 | 7.00% | 31,399.20 | 2026-08-14 15:00:00 | long | ||||||
| 27 | INE | SC2610 | sc889.INE | sc | 1 | 0 | 556.2000 | 1,000 | 556,200 | 16.00% | 88,992 | 2026-08-14 15:00:00 | long | ||||||
| 28 | INE | LU2610 | lu889.INE | lu | 6 | 0 | 4,778 | 10 | 286,680 | 16.00% | 45,868.80 | 2026-08-14 15:00:00 | long |
| seq | exchange | symbol | continuous_symbol | instrument | position | position_change | latest_price | contract_size | market_value | margin_ratio | margin_required | latest_holdings_update_time | signal_bar_time | entry_bar_time | exit_bar_time | trade_time | trade_price | entry_direction | bar_since_enter |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DCE | M2701 | m889.DCE | m | 29 | 0 | 3,152 | 10 | 914,080 | 7.00% | 63,985.60 | 2026-08-13 15:00:00 | long | ||||||
| 2 | DCE | Y2701 | y889.DCE | y | 8 | 8 | 8,485 | 10 | 678,800 | 7.00% | 47,516 | 2026-08-13 15:00:00 | 2026-08-13 15:00:00 | 2026-08-13 15:00:00 | 2026-08-13 15:00:00 | 8,485 | long | ||
| 3 | DCE | P2701 | p889.DCE | p | -6 | 0 | 9,735 | 10 | 584,100 | 8.00% | 46,728 | 2026-08-13 15:00:00 | short | ||||||
| 4 | DCE | L2609 | l889.DCE | l | 10 | 0 | 7,879 | 5 | 393,950 | 11.00% | 43,334.50 | 2026-08-13 15:00:00 | long | ||||||
| 5 | DCE | V2609 | v889.DCE | v | -21 | 0 | 4,511 | 5 | 473,655 | 11.00% | 52,102.05 | 2026-08-13 15:00:00 | short | ||||||
| 6 | DCE | I2701 | i889.DCE | i | 0 | 0 | 705 | 100 | 0 | 11.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 7 | DCE | PP2609 | pp889.DCE | pp | 8 | 0 | 8,421 | 5 | 336,840 | 11.00% | 37,052.40 | 2026-08-13 15:00:00 | long | ||||||
| 8 | DCE | EG2609 | eg889.DCE | eg | 7 | 0 | 4,862 | 10 | 340,340 | 13.00% | 44,244.20 | 2026-08-13 15:00:00 | long | ||||||
| 9 | DCE | EB2610 | eb889.DCE | eb | 8 | 0 | 8,267 | 5 | 330,680 | 7.00% | 23,147.60 | 2026-08-13 15:00:00 | long | ||||||
| 10 | SHFE | RU2701 | ru889.SHFE | ru | 0 | 0 | 17,875 | 5 | 0 | 9.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 11 | SHFE | AL2609 | al889.SHFE | al | 0 | 0 | 24,090 | 5 | 0 | 11.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 12 | SHFE | ZN2609 | zn889.SHFE | zn | 0 | 0 | 25,550 | 5 | 0 | 11.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 13 | SHFE | CU2609 | cu889.SHFE | cu | 0 | 0 | 107,410 | 5 | 0 | 11.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 14 | SHFE | RB2610 | rb889.SHFE | rb | -40 | -40 | 3,002 | 10 | 1,200,800 | 7.00% | 84,056 | 2026-08-13 15:00:00 | 2026-08-13 15:00:00 | 2026-08-13 15:00:00 | 2026-08-13 15:00:00 | 3,002 | short | ||
| 15 | SHFE | PB2610 | pb889.SHFE | pb | 0 | 0 | 15,940 | 5 | 0 | 11.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 16 | SHFE | HC2610 | hc889.SHFE | hc | 0 | 0 | 3,233 | 10 | 0 | 7.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 17 | SHFE | NI2609 | ni889.SHFE | ni | 0 | 0 | 128,000 | 1 | 0 | 12.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 18 | SHFE | SN2609 | sn889.SHFE | sn | 0 | 0 | 425,650 | 1 | 0 | 14.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 19 | SHFE | SP2611 | sp889.SHFE | sp | -14 | 0 | 4,690 | 10 | 656,600 | 7.00% | 45,962 | 2026-08-13 15:00:00 | short | ||||||
| 20 | SHFE | SS2610 | ss889.SHFE | ss | 0 | 0 | 14,385 | 5 | 0 | 7.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 21 | CZCE | TA2609 | TA889.CZCE | TA | 0 | -12 | 5,746 | 5 | 0 | 10.00% | 0 | 2026-08-13 15:00:00 | 2026-08-13 15:00:00 | 2026-08-13 15:00:00 | 2026-08-13 15:00:00 | 5,746 | exit_long | ||
| 22 | CZCE | MA2610 | MA889.CZCE | MA | 11 | 0 | 2,645 | 10 | 290,950 | 7.00% | 20,366.50 | 2026-08-13 15:00:00 | long | ||||||
| 23 | CZCE | RM2611 | RM889.CZCE | RM | -27 | 0 | 2,178 | 10 | 588,060 | 7.00% | 41,164.20 | 2026-08-13 15:00:00 | short | ||||||
| 24 | CZCE | SF2611 | SF889.CZCE | SF | 27 | 0 | 5,896 | 5 | 795,960 | 7.00% | 55,717.20 | 2026-08-13 15:00:00 | long | ||||||
| 25 | CZCE | SM2611 | SM889.CZCE | SM | 0 | 0 | 5,806 | 5 | 0 | 7.00% | 0 | 2026-08-13 15:00:00 | flat | ||||||
| 26 | CZCE | PF2610 | PF889.CZCE | PF | 12 | 0 | 7,388 | 5 | 443,280 | 7.00% | 31,029.60 | 2026-08-13 15:00:00 | long | ||||||
| 27 | INE | SC2609 | sc889.INE | sc | 1 | 0 | 557.5000 | 1,000 | 557,500 | 16.00% | 89,200 | 2026-08-13 15:00:00 | long | ||||||
| 28 | INE | LU2610 | lu889.INE | lu | 6 | 0 | 4,655 | 10 | 279,300 | 16.00% | 44,688 | 2026-08-13 15:00:00 | long |
| seq | exchange | symbol | continuous_symbol | instrument | position | position_change | latest_price | contract_size | market_value | margin_ratio | margin_required | latest_holdings_update_time | signal_bar_time | entry_bar_time | exit_bar_time | trade_time | trade_price | entry_direction | bar_since_enter |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DCE | M2701 | m889.DCE | m | 29 | 0 | 3,142 | 10 | 911,180 | 7.00% | 63,782.60 | 2026-08-12 15:00:00 | long | ||||||
| 2 | DCE | Y2701 | y889.DCE | y | 0 | -8 | 8,442 | 10 | 0 | 7.00% | 0 | 2026-08-12 15:00:00 | 2026-08-12 15:00:00 | 2026-08-12 15:00:00 | 2026-08-12 15:00:00 | 8,442 | exit_long | ||
| 3 | DCE | P2701 | p889.DCE | p | -6 | 0 | 9,691 | 10 | 581,460 | 8.00% | 46,516.80 | 2026-08-12 15:00:00 | short | ||||||
| 4 | DCE | L2609 | l889.DCE | l | 10 | 0 | 7,809 | 5 | 390,450 | 11.00% | 42,949.50 | 2026-08-12 15:00:00 | long | ||||||
| 5 | DCE | V2609 | v889.DCE | v | -21 | 0 | 4,528 | 5 | 475,440 | 11.00% | 52,298.40 | 2026-08-12 15:00:00 | short | ||||||
| 6 | DCE | I2701 | i889.DCE | i | 0 | 0 | 705.5000 | 100 | 0 | 11.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 7 | DCE | PP2609 | pp889.DCE | pp | 8 | 0 | 8,356 | 5 | 334,240 | 11.00% | 36,766.40 | 2026-08-12 15:00:00 | long | ||||||
| 8 | DCE | EG2609 | eg889.DCE | eg | 7 | 0 | 4,908 | 10 | 343,560 | 13.00% | 44,662.80 | 2026-08-12 15:00:00 | long | ||||||
| 9 | DCE | EB2610 | eb889.DCE | eb | 8 | 0 | 8,208 | 5 | 328,320 | 7.00% | 22,982.40 | 2026-08-12 15:00:00 | long | ||||||
| 10 | SHFE | RU2701 | ru889.SHFE | ru | 0 | 0 | 17,950 | 5 | 0 | 9.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 11 | SHFE | AL2609 | al889.SHFE | al | 0 | 0 | 24,285 | 5 | 0 | 11.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 12 | SHFE | ZN2609 | zn889.SHFE | zn | 0 | 0 | 25,830 | 5 | 0 | 11.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 13 | SHFE | CU2609 | cu889.SHFE | cu | 0 | 0 | 108,390 | 5 | 0 | 11.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 14 | SHFE | RB2610 | rb889.SHFE | rb | 0 | 0 | 3,010 | 10 | 0 | 7.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 15 | SHFE | PB2610 | pb889.SHFE | pb | 0 | 0 | 15,925 | 5 | 0 | 11.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 16 | SHFE | HC2610 | hc889.SHFE | hc | 0 | 0 | 3,239 | 10 | 0 | 7.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 17 | SHFE | NI2609 | ni889.SHFE | ni | 0 | 0 | 128,710 | 1 | 0 | 12.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 18 | SHFE | SN2609 | sn889.SHFE | sn | 0 | 0 | 431,480 | 1 | 0 | 14.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 19 | SHFE | SP2611 | sp889.SHFE | sp | -14 | 0 | 4,646 | 10 | 650,440 | 7.00% | 45,530.80 | 2026-08-12 15:00:00 | short | ||||||
| 20 | SHFE | SS2610 | ss889.SHFE | ss | 0 | 0 | 14,535 | 5 | 0 | 7.00% | 0 | 2026-08-12 15:00:00 | flat | ||||||
| 21 | CZCE | TA2609 | TA889.CZCE | TA | 12 | 12 | 5,764 | 5 | 345,840 | 10.00% | 34,584 | 2026-08-12 15:00:00 | 2026-08-12 15:00:00 | 2026-08-12 15:00:00 | 2026-08-12 15:00:00 | 5,764 | long | ||
| 22 | CZCE | MA2610 | MA889.CZCE | MA | 11 | 0 | 2,607 | 10 | 286,770 | 7.00% | 20,073.90 | 2026-08-12 15:00:00 | long | ||||||
| 23 | CZCE | RM2611 | RM889.CZCE | RM | -27 | 0 | 2,180 | 10 | 588,600 | 7.00% | 41,202 | 2026-08-12 15:00:00 | short | ||||||
| 24 | CZCE | SF2611 | SF889.CZCE | SF | 27 | 0 | 5,924 | 5 | 799,740 | 7.00% | 55,981.80 | 2026-08-12 15:00:00 | long | ||||||
| 25 | CZCE | SM2611 | SM889.CZCE | SM | 0 | 32 | 5,814 | 5 | 0 | 7.00% | 0 | 2026-08-12 15:00:00 | 2026-08-12 15:00:00 | 2026-08-12 15:00:00 | 2026-08-12 15:00:00 | 5,814 | exit_short | ||
| 26 | CZCE | PF2610 | PF889.CZCE | PF | 12 | 0 | 7,368 | 5 | 442,080 | 7.00% | 30,945.60 | 2026-08-12 15:00:00 | long | ||||||
| 27 | INE | SC2609 | sc889.INE | sc | 1 | 0 | 556.1000 | 1,000 | 556,100 | 16.00% | 88,976 | 2026-08-12 15:00:00 | long | ||||||
| 28 | INE | LU2610 | lu889.INE | lu | 6 | 0 | 4,706 | 10 | 282,360 | 16.00% | 45,177.60 | 2026-08-12 15:00:00 | long |
| seq | exchange | symbol | continuous_symbol | instrument | position | position_change | latest_price | contract_size | market_value | margin_ratio | margin_required | latest_holdings_update_time | signal_bar_time | entry_bar_time | exit_bar_time | trade_time | trade_price | entry_direction | bar_since_enter |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DCE | M2701 | m889.DCE | m | 29 | 0 | 3,140 | 10 | 910,600 | 7.00% | 63,742 | 2026-08-11 15:00:00 | long | ||||||
| 2 | DCE | Y2701 | y889.DCE | y | 8 | 0 | 8,468 | 10 | 677,440 | 7.00% | 47,420.80 | 2026-08-11 15:00:00 | long | ||||||
| 3 | DCE | P2701 | p889.DCE | p | -6 | 0 | 9,744 | 10 | 584,640 | 8.00% | 46,771.20 | 2026-08-11 15:00:00 | short | ||||||
| 4 | DCE | L2609 | l889.DCE | l | 10 | 0 | 7,852 | 5 | 392,600 | 11.00% | 43,186 | 2026-08-11 15:00:00 | long | ||||||
| 5 | DCE | V2609 | v889.DCE | v | -21 | 0 | 4,556 | 5 | 478,380 | 11.00% | 52,621.80 | 2026-08-11 15:00:00 | short | ||||||
| 6 | DCE | I2701 | i889.DCE | i | 0 | 0 | 707.5000 | 100 | 0 | 11.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 7 | DCE | PP2609 | pp889.DCE | pp | 8 | 0 | 8,423 | 5 | 336,920 | 11.00% | 37,061.20 | 2026-08-11 15:00:00 | long | ||||||
| 8 | DCE | EG2609 | eg889.DCE | eg | 7 | 0 | 4,905 | 10 | 343,350 | 13.00% | 44,635.50 | 2026-08-11 15:00:00 | long | ||||||
| 9 | DCE | EB2610 | eb889.DCE | eb | 8 | 0 | 8,298 | 5 | 331,920 | 7.00% | 23,234.40 | 2026-08-11 15:00:00 | long | ||||||
| 10 | SHFE | RU2701 | ru889.SHFE | ru | 0 | 0 | 17,875 | 5 | 0 | 9.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 11 | SHFE | AL2609 | al889.SHFE | al | 0 | 0 | 24,250 | 5 | 0 | 11.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 12 | SHFE | ZN2609 | zn889.SHFE | zn | 0 | 0 | 25,665 | 5 | 0 | 11.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 13 | SHFE | CU2609 | cu889.SHFE | cu | 0 | 0 | 107,950 | 5 | 0 | 11.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 14 | SHFE | RB2610 | rb889.SHFE | rb | 0 | 0 | 3,016 | 10 | 0 | 7.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 15 | SHFE | PB2609 | pb889.SHFE | pb | 0 | 0 | 15,905 | 5 | 0 | 11.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 16 | SHFE | HC2610 | hc889.SHFE | hc | 0 | 0 | 3,244 | 10 | 0 | 7.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 17 | SHFE | NI2609 | ni889.SHFE | ni | 0 | 0 | 129,270 | 1 | 0 | 12.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 18 | SHFE | SN2609 | sn889.SHFE | sn | 0 | 0 | 423,900 | 1 | 0 | 14.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 19 | SHFE | SP2611 | sp889.SHFE | sp | -14 | 0 | 4,572 | 10 | 640,080 | 7.00% | 44,805.60 | 2026-08-11 15:00:00 | short | ||||||
| 20 | SHFE | SS2610 | ss889.SHFE | ss | 0 | 0 | 14,525 | 5 | 0 | 7.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 21 | CZCE | TA2609 | TA889.CZCE | TA | 0 | 0 | 5,760 | 5 | 0 | 10.00% | 0 | 2026-08-11 15:00:00 | flat | ||||||
| 22 | CZCE | MA2610 | MA889.CZCE | MA | 11 | 0 | 2,633 | 10 | 289,630 | 7.00% | 20,274.10 | 2026-08-11 15:00:00 | long | ||||||
| 23 | CZCE | RM2611 | RM889.CZCE | RM | -27 | 0 | 2,171 | 10 | 586,170 | 7.00% | 41,031.90 | 2026-08-11 15:00:00 | short | ||||||
| 24 | CZCE | SF2611 | SF889.CZCE | SF | 27 | 0 | 5,906 | 5 | 797,310 | 7.00% | 55,811.70 | 2026-08-11 15:00:00 | long | ||||||
| 25 | CZCE | SM2611 | SM889.CZCE | SM | -32 | -32 | 5,762 | 5 | 921,920 | 7.00% | 64,534.40 | 2026-08-11 15:00:00 | 2026-08-11 15:00:00 | 2026-08-11 15:00:00 | 2026-08-11 15:00:00 | 5,762 | short | ||
| 26 | CZCE | PF2610 | PF889.CZCE | PF | 12 | 0 | 7,406 | 5 | 444,360 | 7.00% | 31,105.20 | 2026-08-11 15:00:00 | long | ||||||
| 27 | INE | SC2609 | sc889.INE | sc | 1 | 0 | 563.8000 | 1,000 | 563,800 | 16.00% | 90,208 | 2026-08-11 15:00:00 | long | ||||||
| 28 | INE | LU2610 | lu889.INE | lu | 6 | 0 | 4,699 | 10 | 281,940 | 16.00% | 45,110.40 | 2026-08-11 15:00:00 | long |
carry_signal
| symbol | main contract | main close | sub-main contract | sub-main close | tscarry | delta_month | tscarry_standard | cxcarry_standard | cxcarry_rank |
|---|---|---|---|---|---|---|---|---|---|
| m | M2701 | 3232 | M2705 | 2919 | 9.68% | 4 | 29.05% | 0.36207 | 25 |
| y | Y2701 | 8805 | Y2705 | 8616 | 2.15% | 4 | 6.44% | 0.12069 | 18 |
| p | P2701 | 10145 | P2705 | 10391 | -2.43% | 4 | -7.27% | -0.39655 | 3 |
| l | L2701 | 7810 | L2702 | 7703 | 1.37% | 1 | 16.44% | 0.25862 | 22 |
| v | V2701 | 4644 | V2705 | 4960 | -6.80% | 4 | -20.41% | -0.46552 | 1 |
| i | I2701 | 716 | I2705 | 702 | 1.96% | 4 | 5.87% | 0.08621 | 17 |
| pp | PP2701 | 8139 | PP2705 | 7753 | 4.74% | 4 | 14.23% | 0.22414 | 21 |
| eg | EG2610 | 5404 | EG2611 | 5127 | 5.13% | 1 | 61.51% | 0.46552 | 28 |
| eb | EB2610 | 8760 | EB2611 | 8609 | 1.72% | 1 | 20.69% | 0.2931 | 23 |
| ru | RU2701 | 18610 | RU2705 | 18660 | -0.27% | 4 | -0.81% | -0.18966 | 9 |
| al | AL2610 | 23765 | AL2611 | 23780 | -0.06% | 1 | -0.76% | -0.15517 | 10 |
| zn | ZN2610 | 25905 | ZN2611 | 25960 | -0.21% | 1 | -2.54% | -0.2931 | 6 |
| cu | CU2610 | 107910 | CU2612 | 107550 | 0.33% | 2 | 2.00% | 0.01724 | 15 |
| rb | RB2610 | 3066 | RB2611 | 3081 | -0.49% | 1 | -5.87% | -0.36207 | 4 |
| pb | PB2610 | 16165 | PB2611 | 16175 | -0.06% | 1 | -0.74% | -0.12069 | 11 |
| hc | HC2610 | 3340 | HC2611 | 3344 | -0.12% | 1 | -1.44% | -0.22414 | 8 |
| ni | NI2610 | 129860 | NI2611 | 130130 | -0.21% | 1 | -2.50% | -0.25862 | 7 |
| sn | SN2610 | 427590 | SN2611 | 427470 | 0.03% | 1 | 0.34% | -0.01724 | 14 |
| sp | SP2611 | 4866 | SP2705 | 5066 | -4.11% | 6 | -8.22% | -0.43103 | 2 |
| ss | SS2610 | 14215 | SS2611 | 14215 | 0.00% | 1 | 0.00% | -0.06897 | 12.5 |
| TA | TA2701 | 5674 | TA2703 | 5624 | 0.88% | 2 | 5.29% | 0.05172 | 16 |
| MA | MA2610 | 2914 | MA2611 | 2839 | 2.57% | 1 | 30.89% | 0.39655 | 26 |
| RM | RM2611 | 2235 | RM2703 | 2259 | -1.07% | 4 | -3.22% | -0.32759 | 5 |
| SF | SF2611 | 5992 | SF2701 | 5924 | 1.14% | 2 | 6.81% | 0.15517 | 19 |
| SM | SM2611 | 5962 | SM2701 | 5962 | 0.00% | 2 | 0.00% | -0.06897 | 12.5 |
| PF | PF2610 | 7664 | PF2611 | 7574 | 1.17% | 1 | 14.09% | 0.18966 | 20 |
| sc | SC2610 | 587.8 | SC2611 | 576.6 | 1.91% | 1 | 22.86% | 0.32759 | 24 |
| lu | LU2610 | 5027 | LU2611 | 4785 | 4.81% | 1 | 57.77% | 0.43103 | 27 |
| symbol | main contract | main close | sub-main contract | sub-main close | tscarry | delta_month | tscarry_standard | cxcarry_standard | cxcarry_rank |
|---|---|---|---|---|---|---|---|---|---|
| m | M2701 | 3228 | M2705 | 2913 | 9.76% | 4 | 29.27% | 0.36207 | 25 |
| y | Y2701 | 8824 | Y2705 | 8614 | 2.38% | 4 | 7.14% | 0.12069 | 18 |
| p | P2701 | 10160 | P2705 | 10366 | -2.03% | 4 | -6.08% | -0.39655 | 3 |
| l | L2701 | 7864 | L2702 | 7760 | 1.32% | 1 | 15.86% | 0.25862 | 22 |
| v | V2701 | 4679 | V2705 | 4987 | -6.58% | 4 | -19.75% | -0.46552 | 1 |
| i | I2701 | 707.5 | I2705 | 694 | 1.91% | 4 | 5.72% | 0.08621 | 17 |
| pp | PP2701 | 8121 | PP2705 | 7759 | 4.46% | 4 | 13.37% | 0.18966 | 20 |
| eg | EG2610 | 5202 | EG2611 | 4961 | 4.63% | 1 | 55.60% | 0.43103 | 27 |
| eb | EB2610 | 8768 | EB2611 | 8612 | 1.78% | 1 | 21.35% | 0.2931 | 23 |
| ru | RU2701 | 18500 | RU2705 | 18520 | -0.11% | 4 | -0.32% | -0.12069 | 11 |
| al | AL2610 | 23710 | AL2611 | 23710 | 0.00% | 1 | 0.00% | -0.05172 | 13 |
| zn | ZN2610 | 25710 | ZN2611 | 25745 | -0.14% | 1 | -1.63% | -0.22414 | 8 |
| cu | CU2609 | 107750 | CU2610 | 107520 | 0.21% | 1 | 2.56% | 0.01724 | 15 |
| rb | RB2610 | 3039 | RB2611 | 3051 | -0.40% | 1 | -4.74% | -0.36207 | 4 |
| pb | PB2610 | 16130 | PB2611 | 16145 | -0.09% | 1 | -1.12% | -0.15517 | 10 |
| hc | HC2610 | 3295 | HC2611 | 3301 | -0.18% | 1 | -2.18% | -0.25862 | 7 |
| ni | NI2610 | 129200 | NI2611 | 129530 | -0.26% | 1 | -3.06% | -0.2931 | 6 |
| sn | SN2609 | 428570 | SN2610 | 429030 | -0.11% | 1 | -1.28% | -0.18966 | 9 |
| sp | SP2611 | 4892 | SP2705 | 5092 | -4.09% | 6 | -8.18% | -0.43103 | 2 |
| ss | SS2610 | 14200 | SS2611 | 14195 | 0.03% | 1 | 0.42% | -0.01724 | 14 |
| TA | TA2701 | 5732 | TA2703 | 5682 | 0.87% | 2 | 5.23% | 0.05172 | 16 |
| MA | MA2610 | 2909 | MA2611 | 2831 | 2.68% | 1 | 32.17% | 0.39655 | 26 |
| RM | RM2611 | 2238 | RM2703 | 2261 | -1.03% | 4 | -3.08% | -0.32759 | 5 |
| SF | SF2611 | 6022 | SF2701 | 5938 | 1.40% | 2 | 8.37% | 0.15517 | 19 |
| SM | SM2611 | 5964 | SM2701 | 5966 | -0.03% | 2 | -0.20% | -0.08621 | 12 |
| PF | PF2610 | 7650 | PF2611 | 7562 | 1.15% | 1 | 13.80% | 0.22414 | 21 |
| sc | SC2610 | 592.9 | SC2611 | 581.1 | 1.99% | 1 | 23.88% | 0.32759 | 24 |
| lu | LU2610 | 5049 | LU2611 | 4769 | 5.55% | 1 | 66.55% | 0.46552 | 28 |
| symbol | main contract | main close | sub-main contract | sub-main close | tscarry | delta_month | tscarry_standard | cxcarry_standard | cxcarry_rank |
|---|---|---|---|---|---|---|---|---|---|
| m | M2701 | 3267 | M2705 | 2936 | 10.13% | 4 | 30.40% | 0.39655 | 26 |
| y | Y2701 | 8847 | Y2705 | 8643 | 2.31% | 4 | 6.92% | 0.12069 | 18 |
| p | P2701 | 10160 | P2705 | 10379 | -2.16% | 4 | -6.47% | -0.39655 | 3 |
| l | L2701 | 7794 | L2702 | 7682 | 1.44% | 1 | 17.24% | 0.25862 | 22 |
| v | V2701 | 4710 | V2705 | 5021 | -6.60% | 4 | -19.81% | -0.46552 | 1 |
| i | I2701 | 707 | I2705 | 693.5 | 1.91% | 4 | 5.73% | 0.05172 | 16 |
| pp | PP2701 | 7994 | PP2705 | 7639 | 4.44% | 4 | 13.32% | 0.22414 | 21 |
| eg | EG2609 | 5322 | EG2610 | 5071 | 4.72% | 1 | 56.59% | 0.43103 | 27 |
| eb | EB2610 | 8703 | EB2611 | 8564 | 1.60% | 1 | 19.16% | 0.2931 | 23 |
| ru | RU2701 | 18460 | RU2705 | 18470 | -0.05% | 4 | -0.16% | -0.08621 | 12 |
| al | AL2610 | 23595 | AL2611 | 23595 | 0.00% | 1 | 0.00% | -0.05172 | 13 |
| zn | ZN2610 | 25350 | ZN2611 | 25370 | -0.08% | 1 | -0.95% | -0.18966 | 9 |
| cu | CU2609 | 107200 | CU2610 | 106860 | 0.32% | 1 | 3.80% | 0.01724 | 15 |
| rb | RB2610 | 3032 | RB2611 | 3040 | -0.26% | 1 | -3.17% | -0.36207 | 4 |
| pb | PB2610 | 15935 | PB2611 | 15960 | -0.16% | 1 | -1.88% | -0.2931 | 6 |
| hc | HC2610 | 3291 | HC2611 | 3295 | -0.12% | 1 | -1.46% | -0.25862 | 7 |
| ni | NI2609 | 129190 | NI2610 | 129460 | -0.21% | 1 | -2.51% | -0.32759 | 5 |
| sn | SN2609 | 426250 | SN2610 | 426560 | -0.07% | 1 | -0.88% | -0.15517 | 10 |
| sp | SP2611 | 4800 | SP2705 | 5008 | -4.33% | 6 | -8.67% | -0.43103 | 2 |
| ss | SS2610 | 14300 | SS2611 | 14295 | 0.03% | 1 | 0.42% | -0.01724 | 14 |
| TA | TA2701 | 5740 | TA2703 | 5678 | 1.08% | 2 | 6.48% | 0.08621 | 17 |
| MA | MA2610 | 2837 | MA2611 | 2774 | 2.22% | 1 | 26.65% | 0.36207 | 25 |
| RM | RM2611 | 2282 | RM2703 | 2290 | -0.35% | 4 | -1.05% | -0.22414 | 8 |
| SF | SF2611 | 5966 | SF2701 | 5882 | 1.41% | 2 | 8.45% | 0.15517 | 19 |
| SM | SM2611 | 5930 | SM2701 | 5934 | -0.07% | 2 | -0.40% | -0.12069 | 11 |
| PF | PF2610 | 7590 | PF2611 | 7514 | 1.00% | 1 | 12.01% | 0.18966 | 20 |
| sc | SC2610 | 583.4 | SC2611 | 572.4 | 1.88% | 1 | 22.62% | 0.32759 | 24 |
| lu | LU2610 | 4995 | LU2611 | 4727 | 5.37% | 1 | 64.38% | 0.46552 | 28 |
| symbol | main contract | main close | sub-main contract | sub-main close | tscarry | delta_month | tscarry_standard | cxcarry_standard | cxcarry_rank |
|---|---|---|---|---|---|---|---|---|---|
| m | M2701 | 3246 | M2705 | 2910 | 10.35% | 4 | 31.05% | 0.39655 | 26 |
| y | Y2701 | 8747 | Y2705 | 8557 | 2.17% | 4 | 6.52% | 0.08621 | 17 |
| p | P2701 | 9994 | P2705 | 10228 | -2.34% | 4 | -7.02% | -0.39655 | 3 |
| l | L2701 | 7842 | L2702 | 7726 | 1.48% | 1 | 17.75% | 0.25862 | 22 |
| v | V2701 | 4746 | V2705 | 5064 | -6.70% | 4 | -20.10% | -0.46552 | 1 |
| i | I2701 | 712 | I2705 | 700 | 1.69% | 4 | 5.05% | 0.05172 | 16 |
| pp | PP2701 | 8010 | PP2705 | 7657 | 4.41% | 4 | 13.22% | 0.18966 | 20 |
| eg | EG2609 | 5311 | EG2610 | 5088 | 4.20% | 1 | 50.39% | 0.43103 | 27 |
| eb | EB2610 | 8681 | EB2611 | 8551 | 1.50% | 1 | 17.98% | 0.2931 | 23 |
| ru | RU2701 | 18215 | RU2705 | 18210 | 0.03% | 4 | 0.08% | -0.05172 | 13 |
| al | AL2610 | 23675 | AL2611 | 23670 | 0.02% | 1 | 0.25% | -0.01724 | 14 |
| zn | ZN2610 | 25325 | ZN2611 | 25360 | -0.14% | 1 | -1.66% | -0.25862 | 7 |
| cu | CU2609 | 106850 | CU2610 | 106490 | 0.34% | 1 | 4.04% | 0.01724 | 15 |
| rb | RB2610 | 3017 | RB2611 | 3029 | -0.40% | 1 | -4.78% | -0.36207 | 4 |
| pb | PB2610 | 15930 | PB2611 | 15950 | -0.13% | 1 | -1.51% | -0.22414 | 8 |
| hc | HC2610 | 3286 | HC2611 | 3289 | -0.09% | 1 | -1.09% | -0.18966 | 9 |
| ni | NI2609 | 127850 | NI2610 | 128080 | -0.18% | 1 | -2.16% | -0.32759 | 5 |
| sn | SN2609 | 420160 | SN2610 | 420390 | -0.06% | 1 | -0.66% | -0.12069 | 11 |
| sp | SP2611 | 4718 | SP2705 | 4932 | -4.54% | 6 | -9.07% | -0.43103 | 2 |
| ss | SS2610 | 14260 | SS2611 | 14270 | -0.07% | 1 | -0.84% | -0.15517 | 10 |
| TA | TA2611 | 5850 | TA2703 | 5708 | 2.43% | 4 | 7.28% | 0.12069 | 18 |
| MA | MA2610 | 2843 | MA2611 | 2784 | 2.08% | 1 | 24.90% | 0.36207 | 25 |
| RM | RM2611 | 2272 | RM2703 | 2286 | -0.62% | 4 | -1.85% | -0.2931 | 6 |
| SF | SF2611 | 5956 | SF2701 | 5876 | 1.34% | 2 | 8.06% | 0.15517 | 19 |
| SM | SM2611 | 5922 | SM2701 | 5926 | -0.07% | 2 | -0.41% | -0.08621 | 12 |
| PF | PF2610 | 7638 | PF2611 | 7546 | 1.21% | 1 | 14.46% | 0.22414 | 21 |
| sc | SC2610 | 585.8 | SC2611 | 575 | 1.84% | 1 | 22.13% | 0.32759 | 24 |
| lu | LU2610 | 4998 | LU2611 | 4740 | 5.16% | 1 | 61.94% | 0.46552 | 28 |
| symbol | main contract | main close | sub-main contract | sub-main close | tscarry | delta_month | tscarry_standard | cxcarry_standard | cxcarry_rank |
|---|---|---|---|---|---|---|---|---|---|
| m | M2701 | 3241 | M2705 | 2910 | 10.21% | 4 | 30.64% | 0.39655 | 26 |
| y | Y2701 | 8694 | Y2705 | 8504 | 2.19% | 4 | 6.55% | 0.08621 | 17 |
| p | P2701 | 9946 | P2705 | 10158 | -2.13% | 4 | -6.40% | -0.39655 | 3 |
| l | L2701 | 7789 | L2702 | 7674 | 1.48% | 1 | 17.71% | 0.2931 | 23 |
| v | V2701 | 4744 | V2705 | 5062 | -6.70% | 4 | -20.11% | -0.46552 | 1 |
| i | I2701 | 714 | I2705 | 701.5 | 1.75% | 4 | 5.25% | 0.05172 | 16 |
| pp | PP2701 | 7947 | PP2705 | 7596 | 4.42% | 4 | 13.25% | 0.22414 | 21 |
| eg | EG2609 | 5275 | EG2610 | 5043 | 4.40% | 1 | 52.78% | 0.43103 | 27 |
| eb | EB2610 | 8630 | EB2611 | 8505 | 1.45% | 1 | 17.38% | 0.25862 | 22 |
| ru | RU2701 | 18035 | RU2705 | 18030 | 0.03% | 4 | 0.08% | -0.08621 | 12 |
| al | AL2610 | 23955 | AL2611 | 23950 | 0.02% | 1 | 0.25% | -0.05172 | 13 |
| zn | ZN2610 | 25705 | ZN2611 | 25715 | -0.04% | 1 | -0.47% | -0.12069 | 11 |
| cu | CU2609 | 107930 | CU2610 | 107690 | 0.22% | 1 | 2.66% | 0.01724 | 15 |
| rb | RB2610 | 3023 | RB2611 | 3033 | -0.33% | 1 | -3.97% | -0.36207 | 4 |
| pb | PB2610 | 15905 | PB2611 | 15945 | -0.25% | 1 | -3.01% | -0.2931 | 6 |
| hc | HC2610 | 3281 | HC2611 | 3283 | -0.06% | 1 | -0.73% | -0.15517 | 10 |
| ni | NI2609 | 128740 | NI2610 | 129000 | -0.20% | 1 | -2.42% | -0.25862 | 7 |
| sn | SN2609 | 425940 | SN2610 | 426250 | -0.07% | 1 | -0.88% | -0.18966 | 9 |
| sp | SP2611 | 4730 | SP2705 | 4960 | -4.86% | 6 | -9.73% | -0.43103 | 2 |
| ss | SS2610 | 14330 | SS2611 | 14325 | 0.03% | 1 | 0.42% | -0.01724 | 14 |
| TA | TA2611 | 5958 | TA2703 | 5758 | 3.36% | 4 | 10.07% | 0.15517 | 19 |
| MA | MA2610 | 2776 | MA2611 | 2734 | 1.51% | 1 | 18.16% | 0.32759 | 24 |
| RM | RM2611 | 2251 | RM2703 | 2274 | -1.02% | 4 | -3.07% | -0.32759 | 5 |
| SF | SF2611 | 5974 | SF2701 | 5894 | 1.34% | 2 | 8.03% | 0.12069 | 18 |
| SM | SM2611 | 5898 | SM2701 | 5918 | -0.34% | 2 | -2.03% | -0.22414 | 8 |
| PF | PF2610 | 7682 | PF2611 | 7612 | 0.91% | 1 | 10.93% | 0.18966 | 20 |
| sc | SC2610 | 584.8 | SC2611 | 574.3 | 1.80% | 1 | 21.54% | 0.36207 | 25 |
| lu | LU2610 | 4993 | LU2611 | 4720 | 5.47% | 1 | 65.62% | 0.46552 | 28 |
| symbol | main contract | main close | sub-main contract | sub-main close | tscarry | delta_month | tscarry_standard | cxcarry_standard | cxcarry_rank |
|---|---|---|---|---|---|---|---|---|---|
| m | M2701 | 3176 | M2705 | 2866 | 9.76% | 4 | 29.28% | 0.39655 | 26 |
| y | Y2701 | 8561 | Y2705 | 8397 | 1.92% | 4 | 5.75% | 0.08621 | 17 |
| p | P2701 | 9838 | P2705 | 10058 | -2.24% | 4 | -6.71% | -0.39655 | 3 |
| l | L2609 | 8091 | L2610 | 7918 | 2.14% | 1 | 25.66% | 0.32759 | 24 |
| v | V2609 | 4581 | V2701 | 4730 | -3.25% | 4 | -9.76% | -0.46552 | 1 |
| i | I2701 | 706.5 | I2705 | 695.5 | 1.56% | 4 | 4.67% | 0.05172 | 16 |
| pp | PP2609 | 8573 | PP2701 | 7813 | 8.87% | 4 | 26.60% | 0.36207 | 25 |
| eg | EG2609 | 5171 | EG2610 | 4891 | 5.42% | 1 | 64.98% | 0.46552 | 28 |
| eb | EB2610 | 8545 | EB2611 | 8409 | 1.59% | 1 | 19.10% | 0.25862 | 22 |
| ru | RU2701 | 18030 | RU2705 | 18000 | 0.17% | 4 | 0.50% | -0.01724 | 14 |
| al | AL2609 | 24015 | AL2610 | 24035 | -0.08% | 1 | -1.00% | -0.15517 | 10 |
| zn | ZN2610 | 25865 | ZN2611 | 25890 | -0.10% | 1 | -1.16% | -0.18966 | 9 |
| cu | CU2609 | 109540 | CU2610 | 109340 | 0.18% | 1 | 2.20% | 0.01724 | 15 |
| rb | RB2610 | 3016 | RB2611 | 3027 | -0.36% | 1 | -4.38% | -0.32759 | 5 |
| pb | PB2610 | 15950 | PB2611 | 15975 | -0.16% | 1 | -1.88% | -0.25862 | 7 |
| hc | HC2610 | 3271 | HC2611 | 3271 | 0.00% | 1 | 0.00% | -0.05172 | 13 |
| ni | NI2609 | 128710 | NI2610 | 129020 | -0.24% | 1 | -2.89% | -0.2931 | 6 |
| sn | SN2609 | 432090 | SN2610 | 432270 | -0.04% | 1 | -0.50% | -0.12069 | 11 |
| sp | SP2611 | 4724 | SP2705 | 4954 | -4.87% | 6 | -9.74% | -0.43103 | 2 |
| ss | SS2610 | 14275 | SS2611 | 14280 | -0.03% | 1 | -0.42% | -0.08621 | 12 |
| TA | TA2611 | 5884 | TA2703 | 5694 | 3.23% | 4 | 9.69% | 0.15517 | 19 |
| MA | MA2610 | 2735 | MA2611 | 2699 | 1.32% | 1 | 15.79% | 0.22414 | 21 |
| RM | RM2611 | 2196 | RM2703 | 2233 | -1.69% | 4 | -5.05% | -0.36207 | 4 |
| SF | SF2611 | 5922 | SF2612 | 5886 | 0.61% | 1 | 7.30% | 0.12069 | 18 |
| SM | SM2611 | 5842 | SM2701 | 5860 | -0.31% | 2 | -1.85% | -0.22414 | 8 |
| PF | PF2610 | 7570 | PF2611 | 7498 | 0.95% | 1 | 11.41% | 0.18966 | 20 |
| sc | SC2610 | 561.6 | SC2611 | 551.5 | 1.80% | 1 | 21.58% | 0.2931 | 23 |
| lu | LU2610 | 4797 | LU2611 | 4570 | 4.73% | 1 | 56.78% | 0.43103 | 27 |
| symbol | main contract | main close | sub-main contract | sub-main close | tscarry | delta_month | tscarry_standard | cxcarry_standard | cxcarry_rank |
|---|---|---|---|---|---|---|---|---|---|
| m | M2701 | 3165 | M2705 | 2861 | 9.61% | 4 | 28.82% | 0.39655 | 26 |
| y | Y2701 | 8541 | Y2705 | 8353 | 2.20% | 4 | 6.60% | 0.08621 | 17 |
| p | P2701 | 9838 | P2705 | 10015 | -1.80% | 4 | -5.40% | -0.36207 | 4 |
| l | L2609 | 7932 | L2610 | 7758 | 2.19% | 1 | 26.33% | 0.32759 | 24 |
| v | V2609 | 4496 | V2701 | 4646 | -3.34% | 4 | -10.01% | -0.43103 | 2 |
| i | I2701 | 710.5 | I2705 | 698.5 | 1.69% | 4 | 5.07% | 0.05172 | 16 |
| pp | PP2609 | 8464 | PP2701 | 7711 | 8.90% | 4 | 26.69% | 0.36207 | 25 |
| eg | EG2609 | 4950 | EG2610 | 4776 | 3.52% | 1 | 42.18% | 0.43103 | 27 |
| eb | EB2610 | 8393 | EB2611 | 8273 | 1.43% | 1 | 17.16% | 0.25862 | 22 |
| ru | RU2701 | 17790 | RU2705 | 17780 | 0.06% | 4 | 0.17% | -0.05172 | 13 |
| al | AL2609 | 23885 | AL2610 | 23885 | 0.00% | 1 | 0.00% | -0.08621 | 12 |
| zn | ZN2610 | 25695 | ZN2611 | 25675 | 0.08% | 1 | 0.94% | -0.01724 | 14 |
| cu | CU2609 | 107690 | CU2610 | 107460 | 0.21% | 1 | 2.57% | 0.01724 | 15 |
| rb | RB2610 | 3015 | RB2611 | 3025 | -0.33% | 1 | -3.98% | -0.32759 | 5 |
| pb | PB2610 | 15830 | PB2611 | 15865 | -0.22% | 1 | -2.65% | -0.25862 | 7 |
| hc | HC2610 | 3260 | HC2611 | 3266 | -0.18% | 1 | -2.21% | -0.22414 | 8 |
| ni | NI2609 | 127040 | NI2610 | 127260 | -0.17% | 1 | -2.08% | -0.18966 | 9 |
| sn | SN2609 | 427380 | SN2610 | 427520 | -0.03% | 1 | -0.40% | -0.12069 | 11 |
| sp | SP2611 | 4680 | SP2705 | 4920 | -5.13% | 6 | -10.26% | -0.46552 | 1 |
| ss | SS2610 | 14115 | SS2611 | 14125 | -0.07% | 1 | -0.85% | -0.15517 | 10 |
| TA | TA2609 | 5852 | TA2611 | 5776 | 1.30% | 2 | 7.79% | 0.12069 | 18 |
| MA | MA2610 | 2687 | MA2611 | 2656 | 1.15% | 1 | 13.85% | 0.22414 | 21 |
| RM | RM2611 | 2191 | RM2703 | 2231 | -1.83% | 4 | -5.48% | -0.39655 | 3 |
| SF | SF2611 | 5926 | SF2612 | 5880 | 0.78% | 1 | 9.31% | 0.15517 | 19 |
| SM | SM2611 | 5828 | SM2701 | 5854 | -0.45% | 2 | -2.68% | -0.2931 | 6 |
| PF | PF2610 | 7476 | PF2611 | 7402 | 0.99% | 1 | 11.88% | 0.18966 | 20 |
| sc | SC2610 | 556.2 | SC2611 | 547.1 | 1.64% | 1 | 19.63% | 0.2931 | 23 |
| lu | LU2610 | 4778 | LU2611 | 4545 | 4.88% | 1 | 58.52% | 0.46552 | 28 |
| symbol | main contract | main close | sub-main contract | sub-main close | tscarry | delta_month | tscarry_standard | cxcarry_standard | cxcarry_rank |
|---|---|---|---|---|---|---|---|---|---|
| m | M2701 | 3152 | M2705 | 2847 | 9.68% | 4 | 29.03% | 0.36207 | 25 |
| y | Y2701 | 8485 | Y2705 | 8286 | 2.34% | 4 | 7.03% | 0.12069 | 18 |
| p | P2701 | 9735 | P2705 | 9938 | -2.08% | 4 | -6.25% | -0.36207 | 4 |
| l | L2609 | 7879 | L2610 | 7684 | 2.48% | 1 | 29.70% | 0.39655 | 26 |
| v | V2609 | 4511 | V2701 | 4659 | -3.28% | 4 | -9.84% | -0.43103 | 2 |
| i | I2701 | 705 | I2705 | 693.5 | 1.63% | 4 | 4.89% | 0.05172 | 16 |
| pp | PP2609 | 8421 | PP2701 | 7640 | 9.27% | 4 | 27.82% | 0.32759 | 24 |
| eg | EG2609 | 4862 | EG2610 | 4663 | 4.09% | 1 | 49.12% | 0.46552 | 28 |
| eb | EB2610 | 8267 | EB2611 | 8143 | 1.50% | 1 | 18.00% | 0.2931 | 23 |
| ru | RU2701 | 17875 | RU2705 | 17860 | 0.08% | 4 | 0.25% | -0.06897 | 12.5 |
| al | AL2609 | 24090 | AL2610 | 24085 | 0.02% | 1 | 0.25% | -0.06897 | 12.5 |
| zn | ZN2609 | 25550 | ZN2610 | 25590 | -0.16% | 1 | -1.88% | -0.22414 | 8 |
| cu | CU2609 | 107410 | CU2610 | 107200 | 0.20% | 1 | 2.35% | 0.01724 | 15 |
| rb | RB2610 | 3002 | RB2611 | 3012 | -0.33% | 1 | -4.00% | -0.32759 | 5 |
| pb | PB2610 | 15940 | PB2611 | 15960 | -0.12% | 1 | -1.50% | -0.18966 | 9 |
| hc | HC2610 | 3233 | HC2611 | 3237 | -0.12% | 1 | -1.49% | -0.15517 | 10 |
| ni | NI2609 | 128000 | NI2610 | 128260 | -0.20% | 1 | -2.44% | -0.25862 | 7 |
| sn | SN2609 | 425650 | SN2610 | 426090 | -0.10% | 1 | -1.24% | -0.12069 | 11 |
| sp | SP2611 | 4690 | SP2705 | 4952 | -5.59% | 6 | -11.17% | -0.46552 | 1 |
| ss | SS2610 | 14385 | SS2611 | 14380 | 0.03% | 1 | 0.42% | -0.01724 | 14 |
| TA | TA2609 | 5746 | TA2611 | 5684 | 1.08% | 2 | 6.47% | 0.08621 | 17 |
| MA | MA2610 | 2645 | MA2611 | 2617 | 1.06% | 1 | 12.71% | 0.22414 | 21 |
| RM | RM2611 | 2178 | RM2703 | 2230 | -2.39% | 4 | -7.16% | -0.39655 | 3 |
| SF | SF2611 | 5896 | SF2612 | 5852 | 0.75% | 1 | 8.95% | 0.18966 | 20 |
| SM | SM2611 | 5806 | SM2701 | 5832 | -0.45% | 2 | -2.69% | -0.2931 | 6 |
| PF | PF2610 | 7388 | PF2611 | 7304 | 1.14% | 1 | 13.64% | 0.25862 | 22 |
| sc | SC2609 | 557.5 | SC2610 | 553.5 | 0.72% | 1 | 8.60% | 0.15517 | 19 |
| lu | LU2610 | 4655 | LU2611 | 4495 | 3.44% | 1 | 41.24% | 0.43103 | 27 |
| symbol | main contract | main close | sub-main contract | sub-main close | tscarry | delta_month | tscarry_standard | cxcarry_standard | cxcarry_rank |
|---|---|---|---|---|---|---|---|---|---|
| m | M2701 | 3142 | M2705 | 2834 | 9.80% | 4 | 29.41% | 0.36207 | 25 |
| y | Y2701 | 8442 | Y2705 | 8239 | 2.40% | 4 | 7.22% | 0.08621 | 17 |
| p | P2701 | 9691 | P2705 | 9878 | -1.93% | 4 | -5.79% | -0.36207 | 4 |
| l | L2609 | 7809 | L2610 | 7615 | 2.48% | 1 | 29.81% | 0.39655 | 26 |
| v | V2609 | 4528 | V2701 | 4672 | -3.18% | 4 | -9.54% | -0.43103 | 2 |
| i | I2701 | 705.5 | I2705 | 694 | 1.63% | 4 | 4.89% | 0.05172 | 16 |
| pp | PP2609 | 8356 | PP2701 | 7561 | 9.51% | 4 | 28.54% | 0.32759 | 24 |
| eg | EG2609 | 4908 | EG2610 | 4676 | 4.73% | 1 | 56.72% | 0.46552 | 28 |
| eb | EB2610 | 8208 | EB2611 | 8080 | 1.56% | 1 | 18.71% | 0.2931 | 23 |
| ru | RU2701 | 17950 | RU2705 | 17915 | 0.19% | 4 | 0.58% | -0.01724 | 14 |
| al | AL2609 | 24285 | AL2610 | 24290 | -0.02% | 1 | -0.25% | -0.08621 | 12 |
| zn | ZN2609 | 25830 | ZN2610 | 25870 | -0.15% | 1 | -1.86% | -0.22414 | 8 |
| cu | CU2609 | 108390 | CU2610 | 108210 | 0.17% | 1 | 1.99% | 0.01724 | 15 |
| rb | RB2610 | 3010 | RB2611 | 3015 | -0.17% | 1 | -1.99% | -0.25862 | 7 |
| pb | PB2610 | 15925 | PB2611 | 15940 | -0.09% | 1 | -1.13% | -0.18966 | 9 |
| hc | HC2610 | 3239 | HC2611 | 3241 | -0.06% | 1 | -0.74% | -0.12069 | 11 |
| ni | NI2609 | 128710 | NI2610 | 128970 | -0.20% | 1 | -2.42% | -0.2931 | 6 |
| sn | SN2609 | 431480 | SN2610 | 431760 | -0.07% | 1 | -0.78% | -0.15517 | 10 |
| sp | SP2611 | 4646 | SP2705 | 4936 | -6.24% | 6 | -12.48% | -0.46552 | 1 |
| ss | SS2610 | 14535 | SS2611 | 14530 | 0.03% | 1 | 0.41% | -0.05172 | 13 |
| TA | TA2609 | 5764 | TA2611 | 5692 | 1.25% | 2 | 7.49% | 0.12069 | 18 |
| MA | MA2610 | 2607 | MA2611 | 2585 | 0.84% | 1 | 10.13% | 0.2069 | 20.5 |
| RM | RM2611 | 2180 | RM2703 | 2228 | -2.20% | 4 | -6.61% | -0.39655 | 3 |
| SF | SF2611 | 5924 | SF2612 | 5874 | 0.84% | 1 | 10.13% | 0.2069 | 20.5 |
| SM | SM2611 | 5814 | SM2701 | 5838 | -0.41% | 2 | -2.48% | -0.32759 | 5 |
| PF | PF2610 | 7368 | PF2611 | 7300 | 0.92% | 1 | 11.08% | 0.25862 | 22 |
| sc | SC2609 | 556.1 | SC2610 | 552.1 | 0.72% | 1 | 8.63% | 0.15517 | 19 |
| lu | LU2610 | 4706 | LU2611 | 4510 | 4.17% | 1 | 49.98% | 0.43103 | 27 |
| symbol | main contract | main close | sub-main contract | sub-main close | tscarry | delta_month | tscarry_standard | cxcarry_standard | cxcarry_rank |
|---|---|---|---|---|---|---|---|---|---|
| m | M2701 | 3140 | M2705 | 2833 | 9.78% | 4 | 29.33% | 0.39655 | 26 |
| y | Y2701 | 8468 | Y2705 | 8230 | 2.81% | 4 | 8.43% | 0.12069 | 18 |
| p | P2701 | 9744 | P2705 | 9880 | -1.40% | 4 | -4.19% | -0.36207 | 4 |
| l | L2609 | 7852 | L2610 | 7662 | 2.42% | 1 | 29.04% | 0.36207 | 25 |
| v | V2609 | 4556 | V2701 | 4698 | -3.12% | 4 | -9.35% | -0.43103 | 2 |
| i | I2701 | 707.5 | I2705 | 696.5 | 1.55% | 4 | 4.67% | 0.08621 | 17 |
| pp | PP2609 | 8423 | PP2701 | 7609 | 9.66% | 4 | 28.99% | 0.32759 | 24 |
| eg | EG2609 | 4905 | EG2610 | 4682 | 4.55% | 1 | 54.55% | 0.46552 | 28 |
| eb | EB2610 | 8298 | EB2611 | 8162 | 1.64% | 1 | 19.67% | 0.2931 | 23 |
| ru | RU2701 | 17875 | RU2705 | 17855 | 0.11% | 4 | 0.34% | -0.08621 | 12 |
| al | AL2609 | 24250 | AL2610 | 24260 | -0.04% | 1 | -0.49% | -0.12069 | 11 |
| zn | ZN2609 | 25665 | ZN2610 | 25700 | -0.14% | 1 | -1.63% | -0.25862 | 7 |
| cu | CU2609 | 107950 | CU2610 | 107770 | 0.17% | 1 | 2.00% | 0.01724 | 15 |
| rb | RB2610 | 3016 | RB2611 | 3020 | -0.13% | 1 | -1.60% | -0.22414 | 8 |
| pb | PB2609 | 15905 | PB2610 | 15925 | -0.13% | 1 | -1.51% | -0.18966 | 9 |
| hc | HC2610 | 3244 | HC2611 | 3243 | 0.03% | 1 | 0.37% | -0.05172 | 13 |
| ni | NI2609 | 129270 | NI2610 | 129500 | -0.18% | 1 | -2.14% | -0.2931 | 6 |
| sn | SN2609 | 423900 | SN2610 | 424400 | -0.12% | 1 | -1.42% | -0.15517 | 10 |
| sp | SP2611 | 4572 | SP2705 | 4860 | -6.30% | 6 | -12.60% | -0.46552 | 1 |
| ss | SS2610 | 14525 | SS2611 | 14520 | 0.03% | 1 | 0.41% | -0.01724 | 14 |
| TA | TA2609 | 5760 | TA2611 | 5718 | 0.73% | 2 | 4.37% | 0.05172 | 16 |
| MA | MA2610 | 2633 | MA2611 | 2610 | 0.87% | 1 | 10.49% | 0.18966 | 20 |
| RM | RM2611 | 2171 | RM2703 | 2227 | -2.58% | 4 | -7.74% | -0.39655 | 3 |
| SF | SF2611 | 5906 | SF2612 | 5860 | 0.78% | 1 | 9.35% | 0.15517 | 19 |
| SM | SM2611 | 5762 | SM2701 | 5796 | -0.59% | 2 | -3.54% | -0.32759 | 5 |
| PF | PF2610 | 7406 | PF2611 | 7336 | 0.95% | 1 | 11.34% | 0.22414 | 21 |
| sc | SC2609 | 563.8 | SC2610 | 556.6 | 1.28% | 1 | 15.32% | 0.25862 | 22 |
| lu | LU2610 | 4699 | LU2611 | 4516 | 3.89% | 1 | 46.73% | 0.43103 | 27 |
Carry 策略历史回测
| 开始日期 | 2010-02-01 |
|---|---|
| 结束日期 | 2026-07-16 |
| 回测天数 | 3,994 |
| 盈利天数 | 2,170 |
| 亏损天数 | 1,823 |
| 初始资金 | 10,000,000 |
| 期末权益 | 20,544,396.63 |
| 最大回撤 | -840,708.76 |
| 最大回撤比例 | -5.19% |
| 最大回撤持续天数 | 226 |
| 总净盈亏 | 10,544,396.63 |
| 日均净盈亏 | 2,640.06 |
| 总手续费 | 722,229.27 |
| 总成交额 | 5,555,609,739.20 |
| 总成交笔数 | 24,448 |
| 总收益率 | 105.44% |
| 年化收益率 | 6.34% |
| 日均收益率 | 0.02% |
| 收益波动率 | 0.19 |
| 夏普比率 | 1.50 |
| 收益回撤比 | 12.54 |
历年每月收益率
| 年份 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 当年收益率 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | 0.04% | 0.24% | 0.86% | 2.18% | 1.31% | -0.46% | -0.05% | -1.61% | -1.00% | 0.35% | -0.36% | 1.44% | |
| 2011 | 0.18% | -0.72% | 0.95% | -0.07% | 0.93% | 0.40% | -0.89% | 2.28% | 3.81% | -0.34% | 0.63% | -1.30% | 5.91% |
| 2012 | 0.41% | -0.02% | 0.56% | 0.19% | 2.11% | 1.59% | 1.59% | 0.20% | 0.21% | 0.80% | 0.18% | 1.47% | 9.67% |
| 2013 | 0.38% | 2.35% | 1.45% | 1.55% | 1.05% | 0.64% | 1.02% | -1.17% | 1.01% | -0.77% | 0.61% | 0.51% | 8.92% |
| 2014 | 0.65% | 0.52% | 1.90% | 1.06% | 1.27% | 0.81% | -1.04% | 0.18% | 0.17% | -0.58% | -0.09% | 0.27% | 5.21% |
| 2015 | -0.66% | 1.51% | 1.39% | 0.47% | -0.77% | 1.71% | -0.34% | 1.64% | -0.33% | -0.62% | -0.37% | 0.87% | 4.54% |
| 2016 | 0.73% | 0.42% | 0.69% | 0.40% | -0.52% | 1.40% | 0.28% | -0.04% | -0.15% | 2.25% | -0.22% | -0.63% | 4.68% |
| 2017 | 0.04% | 0.22% | 0.71% | -0.10% | 0.28% | -0.66% | -0.02% | 0.01% | -0.62% | -0.02% | 1.51% | 0.74% | 2.10% |
| 2018 | 0.93% | 0.31% | 0.68% | 0.10% | 0.22% | 1.86% | 0.64% | 0.80% | 0.32% | 0.68% | -1.79% | 1.19% | 6.07% |
| 2019 | 1.23% | 0.21% | 0.97% | 1.48% | -0.67% | 1.86% | -0.74% | -1.79% | 0.59% | -1.55% | 1.25% | 0.08% | 2.87% |
| 2020 | -0.02% | -0.82% | 3.84% | 0.18% | 1.15% | 0.42% | 1.92% | -0.09% | 1.07% | 0.39% | 1.68% | -0.12% | 9.94% |
| 2021 | -1.31% | 2.21% | 0.16% | 1.02% | 0.06% | 0.07% | 0.72% | 0.95% | 1.91% | -1.29% | -0.45% | 0.52% | 4.59% |
| 2022 | 1.89% | 1.09% | 1.07% | 0.79% | -0.10% | -1.09% | -0.11% | 0.29% | 0.43% | -0.04% | 0.81% | 0.28% | 5.42% |
| 2023 | -0.40% | -0.80% | -0.06% | -0.61% | -0.80% | 0.93% | 1.17% | 1.54% | 0.03% | -0.52% | -0.11% | -0.04% | 0.27% |
| 2024 | 0.04% | -0.18% | -0.31% | -0.38% | -1.20% | 1.15% | -0.26% | 0.31% | -1.32% | 0.98% | 0.67% | 0.59% | 0.07% |
| 2025 | -0.80% | -0.27% | 0.23% | 1.04% | 0.82% | -0.08% | -0.60% | 0.44% | 0.16% | -0.01% | 0.40% | 0.30% | 1.62% |
| 2026 | 0.41% | 0.12% | 0.55% | 0.42% | -0.97% | -0.16% | 0.63% | 0.99% |