\startsetups[doc:header]
  \getmarking[chapternumber] \space - \space \getmarking[chapter]
  \space :: \space
  \getmarking[sectionnumber] \space - \space \getmarking[section]
\stopsetups
\setupheadertexts[\setup{doc:header}]

\starttext
\dorecurse{10}{
  \startchapter[title={This is my chapter}]
  This is a chapter\par \dorecurse{6}{\input knuth } \input math-kontinuitet-sv

  \startsection[title={This is my section}]
   This is a section\par \dorecurse{6}{\input knuth }\input math-kontinuitet-sv
  \stopsection
  \stopchapter
}
\stoptext