📊 Solana SOL 均线5-20 只做多策略(复利计算)

回测周期: 约12个月 (8640根K线) | 发布时间: 2026-03-25 16:20

📈 回测结果摘要

测试币种
Solana SOL
策略
MA5-20
模式
只做多
周期
1小时
初始资金
10000U
开仓比例
10%
杠杆
20x
天数
360天
交易次数
254次
盈利
118次
亏损
136次
胜率
46.5%
总收益
+1045.8%
最终资金
114585U
最大回撤
-63.3%
月化收益
+87.2%

📊 收益与风险

盈利因子
1.28
止盈次数
118
止损次数
136
盈亏比
0.87

📋 交易记录明细(共254笔)

方向入场时间入场价出场时间出场价结果盈亏% 开仓资金杠杆仓位价值开仓前资金盈亏U平仓后资金
1 做多 2020-11-19 10:00 2.09 2020-11-19 17:00 2.03 止损 -3.09% 1000 20 20000 10000 -618.37 9382
2 做多 2020-11-20 01:00 2.16 2020-11-20 05:00 2.07 止损 -3.94% 938 20 18763 9382 -738.79 8643
3 做多 2020-11-20 15:00 2.17 2020-11-21 07:00 2.11 止损 -3.08% 864 20 17286 8643 -531.86 8111
4 做多 2020-11-21 17:00 2.21 2020-11-21 22:00 2.36 止盈 +6.59% 811 20 16222 8111 +1068.12 9179
5 做多 2020-11-23 02:00 2.24 2020-11-23 07:00 2.15 止损 -4.00% 918 20 18358 9179 -732.87 8446
6 做多 2020-11-23 13:00 2.28 2020-11-23 23:00 2.20 止损 -3.45% 845 20 16892 8446 -582.22 7864
7 做多 2020-11-24 08:00 2.32 2020-11-24 12:00 2.44 止盈 +5.45% 786 20 15728 7864 +856.63 8721
8 做多 2020-11-25 08:00 2.32 2020-11-25 10:00 2.24 止损 -3.54% 872 20 17441 8721 -616.25 8104
9 做多 2020-11-25 17:00 2.28 2020-11-25 22:00 2.45 止盈 +7.35% 810 20 16209 8104 +1189.41 9294
10 做多 2020-11-27 07:00 1.90 2020-11-27 16:00 1.84 止损 -3.15% 929 20 18588 9294 -585.40 8708
11 做多 2020-11-28 09:00 1.86 2020-11-30 08:00 1.96 止盈 +5.50% 871 20 17417 8708 +956.29 9665
12 做多 2020-11-28 18:00 1.85 2020-11-30 08:00 1.96 止盈 +5.99% 966 20 19329 9665 +1155.95 10821
13 做多 2020-11-29 17:00 1.94 2020-11-30 03:00 1.87 止损 -3.70% 1082 20 21641 10821 -800.23 10020
14 做多 2020-11-30 08:00 1.96 2020-12-01 14:00 2.07 止盈 +5.51% 1002 20 20041 10020 +1103.25 11124
15 做多 2020-12-01 13:00 2.05 2020-12-01 20:00 1.96 止损 -4.54% 1112 20 22247 11124 -1009.05 10115
16 做多 2020-12-02 11:00 2.02 2020-12-03 01:00 2.15 止盈 +6.53% 1011 20 20229 10115 +1320.59 11435
17 做多 2020-12-05 18:00 1.92 2020-12-06 20:00 1.85 止损 -3.56% 1144 20 22870 11435 -814.37 10621
18 做多 2020-12-07 14:00 1.86 2020-12-08 11:00 1.79 止损 -3.42% 1062 20 21242 10621 -725.11 9896
19 做多 2020-12-07 22:00 1.87 2020-12-08 10:00 1.81 止损 -3.04% 990 20 19791 9896 -600.16 9296
20 做多 2020-12-09 23:00 1.65 2020-12-10 14:00 1.58 止损 -3.84% 930 20 18591 9296 -713.98 8582
21 做多 2020-12-10 06:00 1.66 2020-12-10 13:00 1.60 止损 -3.62% 858 20 17163 8582 -620.12 7961
22 做多 2020-12-11 03:00 1.61 2020-12-11 08:00 1.51 止损 -6.34% 796 20 15923 7961 -1008.60 6953
23 做多 2020-12-12 08:00 1.51 2020-12-13 11:00 1.47 止损 -3.01% 695 20 13906 6953 -417.82 6535
24 做多 2020-12-13 05:00 1.50 2020-12-13 20:00 1.62 止盈 +7.43% 654 20 13070 6535 +970.07 7505
25 做多 2020-12-13 16:00 1.52 2020-12-13 20:00 1.62 止盈 +6.09% 751 20 15010 7505 +913.21 8418
26 做多 2020-12-14 14:00 1.59 2020-12-14 19:00 1.54 止损 -3.07% 842 20 16837 8418 -517.17 7901
27 做多 2020-12-15 08:00 1.60 2020-12-15 11:00 1.73 止盈 +8.49% 790 20 15802 7901 +1339.93 9241
28 做多 2020-12-16 07:00 1.75 2020-12-16 08:00 1.67 止损 -4.78% 924 20 18482 9241 -882.43 8359
29 做多 2020-12-17 00:00 1.74 2020-12-17 12:00 1.69 止损 -3.09% 836 20 16717 8359 -515.87 7843
30 做多 2020-12-17 18:00 1.79 2020-12-17 20:00 1.73 止损 -3.15% 784 20 15686 7843 -493.43 7349
31 做多 2020-12-18 18:00 1.70 2020-12-20 08:00 1.64 止损 -3.18% 735 20 14699 7349 -466.50 6883
32 做多 2020-12-19 05:00 1.68 2020-12-21 01:00 1.62 止损 -3.39% 688 20 13766 6883 -465.96 6417
33 做多 2020-12-20 19:00 1.67 2020-12-21 02:00 1.61 止损 -3.60% 642 20 12834 6417 -460.91 5956
34 做多 2020-12-22 12:00 1.56 2020-12-22 16:00 1.50 止损 -3.85% 596 20 11912 5956 -458.37 5498
35 做多 2020-12-22 23:00 1.55 2020-12-23 05:00 1.48 止损 -4.51% 550 20 10995 5498 -495.93 5002
36 做多 2020-12-24 16:00 1.29 2020-12-25 06:00 1.38 止盈 +7.51% 500 20 10003 5002 +750.39 5752
37 做多 2020-12-26 05:00 1.43 2020-12-26 15:00 1.38 止损 -3.74% 575 20 11504 5752 -430.39 5322
38 做多 2020-12-27 23:00 1.40 2020-12-28 02:00 1.34 止损 -4.15% 532 20 10643 5322 -441.38 4880
39 做多 2020-12-28 11:00 1.33 2020-12-29 00:00 1.42 止盈 +7.16% 488 20 9761 4880 +698.38 5579
40 做多 2020-12-28 17:00 1.38 2020-12-29 05:00 1.48 止盈 +7.79% 558 20 11157 5579 +868.55 6447
41 做多 2021-01-01 03:00 1.54 2021-01-01 18:00 1.62 止盈 +5.31% 645 20 12894 6447 +684.62 7132
42 做多 2021-01-03 00:00 1.80 2021-01-03 01:00 1.91 止盈 +6.20% 713 20 14264 7132 +882.78 8015
43 做多 2021-01-04 08:00 2.21 2021-01-04 12:00 2.33 止盈 +5.18% 801 20 16029 8015 +829.74 8844
44 做多 2021-01-05 00:00 2.18 2021-01-05 03:00 2.42 止盈 +11.36% 884 20 17689 8844 +2007.66 10852
45 做多 2021-01-05 20:00 2.34 2021-01-05 21:00 2.20 止损 -6.13% 1085 20 21704 10852 -1328.83 9523
46 做多 2021-01-06 22:00 2.05 2021-01-07 00:00 1.95 止损 -4.60% 952 20 19046 9523 -875.14 8648
47 做多 2021-01-07 10:00 2.12 2021-01-07 15:00 2.04 止损 -3.57% 865 20 17296 8648 -616.31 8032
48 做多 2021-01-08 17:00 2.73 2021-01-08 18:00 2.94 止盈 +7.94% 803 20 16063 8032 +1274.04 9306
49 做多 2021-01-09 20:00 3.16 2021-01-10 00:00 2.99 止损 -5.54% 931 20 18612 9306 -1029.77 8276
50 做多 2021-01-10 02:00 3.39 2021-01-10 03:00 3.66 止盈 +7.73% 828 20 16552 8276 +1278.86 9555
51 做多 2021-01-12 07:00 3.10 2021-01-12 11:00 3.28 止盈 +5.71% 955 20 19110 9555 +1090.43 10645
52 做多 2021-01-14 00:00 3.50 2021-01-14 11:00 3.38 止损 -3.48% 1065 20 21291 10645 -739.67 9906
53 做多 2021-01-14 22:00 3.49 2021-01-15 00:00 3.29 止损 -5.69% 991 20 19811 9906 -1125.47 8780
54 做多 2021-01-15 11:00 3.33 2021-01-15 23:00 3.10 止损 -6.76% 878 20 17560 8780 -1185.40 7595
55 做多 2021-01-15 18:00 3.38 2021-01-15 23:00 3.10 止损 -8.32% 759 20 15189 7595 -1262.47 6332
56 做多 2021-01-16 09:00 3.37 2021-01-16 17:00 3.55 止盈 +5.42% 633 20 12665 6332 +685.74 7018
57 做多 2021-01-17 03:00 3.59 2021-01-17 05:00 3.41 止损 -4.95% 702 20 14036 7018 -693.41 6325
58 做多 2021-01-17 10:00 3.54 2021-01-17 11:00 3.72 止盈 +5.24% 632 20 12649 6325 +662.17 6987
59 做多 2021-01-17 21:00 3.55 2021-01-18 01:00 3.94 止盈 +10.76% 699 20 13974 6987 +1501.39 8488
60 做多 2021-01-19 13:00 3.88 2021-01-20 02:00 3.71 止损 -4.24% 849 20 16976 8488 -718.45 7770
61 做多 2021-01-19 17:00 3.94 2021-01-19 22:00 3.80 止损 -3.45% 777 20 15539 7770 -535.90 7234
62 做多 2021-01-21 02:00 3.60 2021-01-21 16:00 3.46 止损 -3.79% 723 20 14468 7234 -548.10 6686
63 做多 2021-01-22 18:00 3.20 2021-01-22 23:00 3.38 止盈 +5.84% 669 20 13371 6686 +779.80 7465
64 做多 2021-01-26 00:00 3.77 2021-01-26 19:00 4.01 止盈 +6.17% 747 20 14931 7465 +919.97 8385
65 做多 2021-01-27 02:00 3.95 2021-01-27 13:00 3.73 止损 -5.57% 839 20 16771 8385 -932.62 7453
66 做多 2021-01-28 07:00 3.67 2021-01-28 21:00 3.93 止盈 +6.96% 745 20 14906 7453 +1035.91 8489
67 做多 2021-01-28 12:00 3.77 2021-01-30 22:00 3.98 止盈 +5.56% 849 20 16978 8489 +942.40 9431
68 做多 2021-01-29 22:00 3.83 2021-01-30 23:00 4.04 止盈 +5.59% 943 20 18862 9431 +1053.28 10484
69 做多 2021-02-01 19:00 4.38 2021-02-01 22:00 4.24 止损 -3.10% 1048 20 20969 10484 -649.06 9835
70 做多 2021-02-03 21:00 5.33 2021-02-03 23:00 5.62 止盈 +5.54% 984 20 19671 9835 +1089.53 10925
71 做多 2021-02-05 04:00 6.10 2021-02-05 07:00 6.44 止盈 +5.50% 1092 20 21850 10925 +1201.23 12126
72 做多 2021-02-07 05:00 6.34 2021-02-07 07:00 6.13 止损 -3.35% 1213 20 24252 12126 -811.05 11315
73 做多 2021-02-07 17:00 6.38 2021-02-07 20:00 6.73 止盈 +5.48% 1132 20 22630 11315 +1237.88 12553
74 做多 2021-02-10 07:00 7.83 2021-02-10 09:00 8.41 止盈 +7.35% 1255 20 25106 12553 +1844.52 14398
75 做多 2021-02-11 04:00 8.80 2021-02-11 13:00 9.31 止盈 +5.84% 1440 20 28795 14398 +1679.57 16077
76 做多 2021-02-12 11:00 9.42 2021-02-12 20:00 9.92 止盈 +5.29% 1608 20 32154 16077 +1700.41 17777
77 做多 2021-02-14 12:00 8.96 2021-02-14 18:00 8.62 止损 -3.78% 1778 20 35555 17777 -1340.97 16437
78 做多 2021-02-15 02:00 8.92 2021-02-15 09:00 8.41 止损 -5.66% 1644 20 32873 16437 -1858.35 14578
79 做多 2021-02-15 21:00 8.68 2021-02-16 02:00 9.24 止盈 +6.40% 1458 20 29156 14578 +1864.17 16442
80 做多 2021-02-17 20:00 8.16 2021-02-18 12:00 8.57 止盈 +5.01% 1644 20 32885 16442 +1646.47 18089
81 做多 2021-02-19 15:00 9.52 2021-02-19 20:00 10.83 止盈 +13.73% 1809 20 36178 18089 +4963.57 23052
82 做多 2021-02-21 19:00 10.74 2021-02-22 01:00 11.38 止盈 +6.02% 2305 20 46105 23052 +2771.82 25824
83 做多 2021-02-23 01:00 11.71 2021-02-23 02:00 12.32 止盈 +5.18% 2582 20 51648 25824 +2671.58 28496
84 做多 2021-02-23 21:00 15.70 2021-02-23 22:00 14.81 止损 -5.66% 2850 20 56992 28496 -3224.26 25272
85 做多 2021-02-26 23:00 14.46 2021-02-27 01:00 15.35 止盈 +6.13% 2527 20 50543 25272 +3094.02 28366
86 做多 2021-03-01 04:00 13.66 2021-03-01 07:00 13.11 止损 -4.05% 2837 20 56731 28366 -2293.53 26072
87 做多 2021-03-02 21:00 14.95 2021-03-03 00:00 14.26 止损 -4.56% 2607 20 52144 26072 -2376.46 23696
88 做多 2021-03-03 16:00 14.49 2021-03-03 22:00 14.02 止损 -3.24% 2370 20 47391 23696 -1533.36 22162
89 做多 2021-03-05 22:00 12.84 2021-03-06 00:00 12.45 止损 -3.00% 2216 20 44324 22162 -1328.63 20834
90 做多 2021-03-07 01:00 12.46 2021-03-07 04:00 13.17 止盈 +5.68% 2083 20 41667 20834 +2363.21 23197
91 做多 2021-03-09 01:00 13.73 2021-03-09 21:00 14.57 止盈 +6.09% 2320 20 46394 23197 +2820.26 26017
92 做多 2021-03-10 20:00 14.80 2021-03-11 07:00 14.23 止损 -3.84% 2602 20 52034 26017 -1998.19 24019
93 做多 2021-03-11 22:00 14.53 2021-03-12 01:00 15.85 止盈 +9.12% 2402 20 48038 24019 +4374.29 28393
94 做多 2021-03-13 19:00 14.68 2021-03-15 13:00 14.10 止损 -3.90% 2839 20 56786 28393 -2212.19 26181
95 做多 2021-03-15 04:00 14.85 2021-03-15 13:00 14.10 止损 -5.02% 2618 20 52362 26181 -2626.50 23554
96 做多 2021-03-16 05:00 14.30 2021-03-16 09:00 13.66 止损 -4.50% 2355 20 47109 23554 -2115.45 21439
97 做多 2021-03-17 02:00 13.75 2021-03-17 17:00 13.19 止损 -4.06% 2144 20 42878 21439 -1740.46 19699
98 做多 2021-03-18 01:00 13.97 2021-03-19 01:00 14.69 止盈 +5.22% 1970 20 39397 19699 +2054.18 21753
99 做多 2021-03-19 01:00 14.69 2021-03-19 07:00 14.22 止损 -3.24% 2175 20 43505 21753 -1408.46 20344
100 做多 2021-03-19 22:00 14.29 2021-03-21 17:00 13.79 止损 -3.55% 2034 20 40688 20344 -1443.99 18900
101 做多 2021-03-20 12:00 14.34 2021-03-21 12:00 13.90 止损 -3.05% 1890 20 37801 18900 -1150.01 17750
102 做多 2021-03-22 02:00 14.24 2021-03-22 11:00 15.14 止盈 +6.28% 1775 20 35501 17750 +2227.82 19978
103 做多 2021-03-24 15:00 14.67 2021-03-25 06:00 13.79 止损 -6.04% 1998 20 39956 19978 -2409.06 17569
104 做多 2021-03-26 09:00 13.30 2021-03-26 10:00 12.39 止损 -6.83% 1757 20 35138 17569 -2396.65 15172
105 做多 2021-03-26 13:00 13.46 2021-03-26 16:00 14.21 止盈 +5.53% 1517 20 30345 15172 +1675.40 16848
106 做多 2021-03-29 20:00 18.50 2021-03-30 08:00 19.57 止盈 +5.77% 1685 20 33695 16848 +1942.53 18790
107 做多 2021-03-31 21:00 19.59 2021-04-02 01:00 18.89 止损 -3.57% 1879 20 37581 18790 -1338.49 17452
108 做多 2021-04-02 17:00 19.20 2021-04-03 08:00 20.31 止盈 +5.77% 1745 20 34904 17452 +2011.52 19463
109 做多 2021-04-04 04:00 21.81 2021-04-04 05:00 23.33 止盈 +6.97% 1946 20 38927 19463 +2711.57 22175
110 做多 2021-04-05 21:00 23.70 2021-04-06 08:00 22.66 止损 -4.39% 2217 20 44350 22175 -1944.95 20230
111 做多 2021-04-07 01:00 24.14 2021-04-07 13:00 25.82 止盈 +6.97% 2023 20 40460 20230 +2815.46 23045
112 做多 2021-04-07 21:00 26.33 2021-04-08 16:00 27.82 止盈 +5.63% 2305 20 46091 23045 +2591.32 25637
113 做多 2021-04-09 09:00 27.15 2021-04-09 17:00 28.54 止盈 +5.12% 2564 20 51273 25637 +2624.09 28261
114 做多 2021-04-11 22:00 27.14 2021-04-12 03:00 28.60 止盈 +5.35% 2826 20 56522 28261 +3020.86 31282
115 做多 2021-04-13 07:00 28.59 2021-04-13 13:00 27.06 止损 -5.33% 3128 20 62563 31282 -3333.52 27948
116 做多 2021-04-14 01:00 28.07 2021-04-14 08:00 26.88 止损 -4.24% 2795 20 55896 27948 -2368.89 25579
117 做多 2021-04-15 08:00 26.46 2021-04-15 10:00 25.61 止损 -3.21% 2558 20 51159 25579 -1640.61 23939
118 做多 2021-04-15 15:00 26.79 2021-04-16 18:00 25.80 止损 -3.69% 2394 20 47877 23939 -1766.75 22172
119 做多 2021-04-17 13:00 25.76 2021-04-18 07:00 24.84 止损 -3.57% 2217 20 44344 22172 -1581.48 20590
120 做多 2021-04-18 16:00 27.59 2021-04-18 19:00 25.47 止损 -7.67% 2059 20 41181 20590 -3153.36 17437
121 做多 2021-04-21 03:00 31.78 2021-04-21 08:00 30.63 止损 -3.62% 1744 20 34874 17437 -1261.43 16176
122 做多 2021-04-21 22:00 34.78 2021-04-22 00:00 33.69 止损 -3.12% 1618 20 32351 16176 -1009.36 15166
123 做多 2021-04-24 04:00 36.74 2021-04-24 08:00 35.56 止损 -3.22% 1517 20 30333 15166 -976.58 14190
124 做多 2021-04-25 00:00 38.82 2021-04-25 02:00 41.53 止盈 +6.99% 1419 20 28379 14190 +1982.08 16172
125 做多 2021-04-27 01:00 46.57 2021-04-27 04:00 44.13 止损 -5.25% 1617 20 32344 16172 -1696.06 14476
126 做多 2021-04-27 17:00 45.65 2021-04-27 20:00 44.23 止损 -3.11% 1448 20 28951 14476 -899.34 13576
127 做多 2021-04-28 21:00 46.50 2021-04-29 04:00 44.68 止损 -3.92% 1358 20 27153 13576 -1064.20 12512
128 做多 2021-04-30 15:00 43.10 2021-05-01 22:00 46.95 止盈 +8.93% 1251 20 25024 12512 +2232.04 14744
129 做多 2021-05-01 18:00 44.06 2021-05-01 22:00 46.95 止盈 +6.56% 1474 20 29488 14744 +1933.13 16677
130 做多 2021-05-03 03:00 47.93 2021-05-04 04:00 45.73 止损 -4.60% 1668 20 33355 16677 -1531.54 15146
131 做多 2021-05-03 11:00 47.68 2021-05-04 04:00 45.73 止损 -4.09% 1515 20 30292 15146 -1238.31 13907
132 做多 2021-05-04 17:00 46.47 2021-05-04 22:00 44.71 止损 -3.80% 1391 20 27815 13907 -1054.63 12853
133 做多 2021-05-05 16:00 45.21 2021-05-06 14:00 43.36 止损 -4.09% 1285 20 25706 12853 -1050.93 11802
134 做多 2021-05-07 21:00 43.08 2021-05-08 00:00 45.32 止盈 +5.19% 1180 20 23604 11802 +1224.64 13027
135 做多 2021-05-08 18:00 44.38 2021-05-09 08:00 46.61 止盈 +5.03% 1303 20 26053 13027 +1308.08 14335
136 做多 2021-05-10 09:00 45.11 2021-05-10 22:00 43.23 止损 -4.18% 1433 20 28669 14335 -1196.48 13138
137 做多 2021-05-12 01:00 41.97 2021-05-12 05:00 44.47 止盈 +5.95% 1314 20 26276 13138 +1561.74 14700
138 做多 2021-05-13 05:00 48.85 2021-05-13 07:00 43.48 止损 -10.98% 1470 20 29400 14700 -3225.17 11475
139 做多 2021-05-14 11:00 40.81 2021-05-14 21:00 42.95 止盈 +5.25% 1147 20 22949 11475 +1204.50 12679
140 做多 2021-05-14 15:00 41.12 2021-05-14 22:00 43.76 止盈 +6.43% 1268 20 25358 12679 +1629.61 14309
141 做多 2021-05-16 05:00 42.47 2021-05-16 06:00 44.91 止盈 +5.73% 1431 20 28618 14309 +1637.01 15946
142 做多 2021-05-17 14:00 49.70 2021-05-18 01:00 46.85 止损 -5.75% 1595 20 31892 15946 -1830.71 14115
143 做多 2021-05-18 14:00 50.27 2021-05-18 17:00 53.08 止盈 +5.61% 1412 20 28230 14115 +1581.06 15696
144 做多 2021-05-20 16:00 41.54 2021-05-20 23:00 45.82 止盈 +10.30% 1570 20 31392 15696 +3229.48 18926
145 做多 2021-05-24 08:00 25.64 2021-05-24 14:00 27.57 止盈 +7.56% 1893 20 37851 18926 +2858.58 21784
146 做多 2021-05-26 02:00 28.92 2021-05-26 06:00 30.93 止盈 +6.96% 2178 20 43569 21784 +3029.38 24814
147 做多 2021-05-27 19:00 35.02 2021-05-27 20:00 33.79 止损 -3.52% 2481 20 49627 24814 -1745.35 23068
148 做多 2021-05-30 14:00 28.94 2021-05-30 22:00 27.72 止损 -4.24% 2307 20 46137 23068 -1953.94 21114
149 做多 2021-05-31 15:00 30.61 2021-05-31 23:00 32.63 止盈 +6.59% 2111 20 42229 21114 +2778.35 23893
150 做多 2021-06-02 14:00 31.26 2021-06-02 20:00 33.38 止盈 +6.80% 2389 20 47785 23893 +3245.43 27138
151 做多 2021-06-05 02:00 37.99 2021-06-05 09:00 40.45 止盈 +6.46% 2714 20 54276 27138 +3502.15 30640
152 做多 2021-06-06 13:00 40.28 2021-06-06 23:00 42.78 止盈 +6.21% 3064 20 61281 30640 +3801.13 34441
153 做多 2021-06-09 02:00 39.87 2021-06-09 04:00 41.91 止盈 +5.13% 3444 20 68883 34441 +3531.75 37973
154 做多 2021-06-10 17:00 42.62 2021-06-10 23:00 41.12 止损 -3.51% 3797 20 75946 37973 -2666.68 35306
155 做多 2021-06-12 19:00 36.62 2021-06-13 21:00 35.47 止损 -3.12% 3531 20 70613 35306 -2204.03 33102
156 做多 2021-06-14 02:00 38.37 2021-06-14 16:00 37.16 止损 -3.17% 3310 20 66205 33102 -2095.98 31006
157 做多 2021-06-14 23:00 39.87 2021-06-16 19:00 38.09 止损 -4.45% 3101 20 62013 31006 -2759.66 28247
158 做多 2021-06-17 03:00 39.50 2021-06-18 17:00 38.23 止损 -3.21% 2825 20 56494 28247 -1813.32 26434
159 做多 2021-06-21 04:00 35.76 2021-06-21 09:00 33.97 止损 -5.01% 2643 20 52867 26434 -2648.24 23785
160 做多 2021-06-23 02:00 27.25 2021-06-23 03:00 26.42 止损 -3.04% 2379 20 47571 23785 -1444.21 22341
161 做多 2021-06-24 17:00 29.89 2021-06-25 00:00 32.34 止盈 +8.19% 2234 20 44682 22341 +3654.57 25996
162 做多 2021-06-26 12:00 29.74 2021-06-26 15:00 27.27 止损 -8.30% 2600 20 51991 25996 -4311.83 21684
163 做多 2021-06-27 07:00 29.64 2021-06-28 06:00 31.32 止盈 +5.68% 2168 20 43368 21684 +2461.55 24145
164 做多 2021-06-28 07:00 31.85 2021-06-28 23:00 34.00 止盈 +6.74% 2415 20 48291 24145 +3250.19 27396
165 做多 2021-07-01 03:00 34.30 2021-07-01 15:00 32.40 止损 -5.55% 2740 20 54791 27396 -3038.51 24357
166 做多 2021-07-02 04:00 33.84 2021-07-02 11:00 32.16 止损 -4.96% 2436 20 48714 24357 -2413.06 21944
167 做多 2021-07-03 01:00 32.83 2021-07-03 15:00 34.77 止盈 +5.91% 2194 20 43888 21944 +2591.08 24535
168 做多 2021-07-04 15:00 35.33 2021-07-05 06:00 34.25 止损 -3.05% 2454 20 49070 24535 -1493.10 23042
169 做多 2021-07-06 12:00 34.04 2021-07-07 18:00 36.38 止盈 +6.88% 2304 20 46084 23042 +3169.10 26211
170 做多 2021-07-07 09:00 34.69 2021-07-07 19:00 36.94 止盈 +6.49% 2621 20 52422 26211 +3398.22 29609
171 做多 2021-07-09 22:00 34.12 2021-07-10 03:00 32.93 止损 -3.48% 2961 20 59219 29609 -2058.39 27551
172 做多 2021-07-11 19:00 32.19 2021-07-12 23:00 31.07 止损 -3.48% 2755 20 55102 27551 -1913.61 25637
173 做多 2021-07-14 21:00 30.42 2021-07-15 18:00 29.34 止损 -3.54% 2564 20 51275 25637 -1813.59 23824
174 做多 2021-07-16 12:00 29.13 2021-07-16 16:00 27.73 止损 -4.81% 2382 20 47647 23824 -2290.93 21533
175 做多 2021-07-18 01:00 26.59 2021-07-19 15:00 25.70 止损 -3.35% 2153 20 43066 21533 -1443.03 20090
176 做多 2021-07-21 01:00 23.42 2021-07-21 12:00 25.03 止盈 +6.87% 2009 20 40179 20090 +2759.36 22849
177 做多 2021-07-24 08:00 28.65 2021-07-25 20:00 27.78 止损 -3.02% 2285 20 45698 22849 -1379.98 21469
178 做多 2021-07-26 08:00 29.30 2021-07-26 09:00 30.81 止盈 +5.15% 2147 20 42938 21469 +2210.64 23680
179 做多 2021-07-27 20:00 28.83 2021-07-27 23:00 27.70 止损 -3.92% 2368 20 47359 23680 -1856.12 21824
180 做多 2021-07-28 09:00 28.36 2021-07-28 14:00 27.45 止损 -3.20% 2182 20 43647 21824 -1394.71 20429
181 做多 2021-07-28 16:00 27.92 2021-07-29 23:00 29.57 止盈 +5.93% 2043 20 40858 20429 +2419.49 22848
182 做多 2021-07-29 15:00 28.15 2021-07-29 23:00 29.57 止盈 +5.05% 2285 20 45697 22848 +2304.12 25153
183 做多 2021-07-31 05:00 32.27 2021-07-31 18:00 34.13 止盈 +5.76% 2515 20 50305 25153 +2893.59 28046
184 做多 2021-08-02 15:00 35.42 2021-08-02 20:00 33.97 止损 -4.10% 2805 20 56092 28046 -2298.78 25747
185 做多 2021-08-03 18:00 33.81 2021-08-03 20:00 35.52 止盈 +5.06% 2575 20 51495 25747 +2601.98 28349
186 做多 2021-08-04 21:00 35.08 2021-08-05 11:00 37.27 止盈 +6.22% 2835 20 56699 28349 +3524.58 31874
187 做多 2021-08-06 18:00 37.13 2021-08-06 23:00 39.69 止盈 +6.88% 3187 20 63748 31874 +4383.72 36258
188 做多 2021-08-07 18:00 40.21 2021-08-07 20:00 38.79 止损 -3.52% 3626 20 72515 36258 -2547.60 33710
189 做多 2021-08-08 15:00 38.80 2021-08-08 22:00 37.38 止损 -3.67% 3371 20 67420 33710 -2470.05 31240
190 做多 2021-08-09 16:00 38.55 2021-08-10 19:00 40.84 止盈 +5.96% 3124 20 62480 31240 +3719.62 34960
191 做多 2021-08-10 10:00 40.42 2021-08-11 14:00 42.54 止盈 +5.23% 3496 20 69919 34960 +3654.45 38614
192 做多 2021-08-11 04:00 40.85 2021-08-11 21:00 43.11 止盈 +5.54% 3861 20 77228 38614 +4276.09 42890
193 做多 2021-08-12 12:00 42.48 2021-08-12 13:00 40.74 止损 -4.09% 4289 20 85780 42890 -3503.87 39386
194 做多 2021-08-13 09:00 42.26 2021-08-14 07:00 44.90 止盈 +6.24% 3939 20 78773 39386 +4914.05 44300
195 做多 2021-08-15 08:00 44.71 2021-08-15 20:00 47.01 止盈 +5.13% 4430 20 88601 44300 +4537.15 48837
196 做多 2021-08-17 09:00 70.19 2021-08-17 10:00 73.81 止盈 +5.17% 4884 20 97675 48837 +5042.50 53880
197 做多 2021-08-18 14:00 69.13 2021-08-18 19:00 74.95 止盈 +8.42% 5388 20 107760 53880 +9066.79 62947
198 做多 2021-08-20 02:00 73.56 2021-08-20 15:00 71.33 止损 -3.03% 6295 20 125893 62947 -3816.22 59131
199 做多 2021-08-21 00:00 76.43 2021-08-22 03:00 73.29 止损 -4.11% 5913 20 118261 59131 -4854.99 54276
200 做多 2021-08-22 15:00 75.59 2021-08-23 02:00 72.87 止损 -3.60% 5428 20 108551 54276 -3903.69 50372
201 做多 2021-08-23 13:00 73.74 2021-08-24 11:00 78.33 止盈 +6.23% 5037 20 100744 50372 +6265.70 56638
202 做多 2021-08-24 06:00 75.16 2021-08-24 17:00 79.02 止盈 +5.14% 5664 20 113275 56638 +5818.00 62456
203 做多 2021-08-26 01:00 70.92 2021-08-26 13:00 68.34 止损 -3.64% 6246 20 124911 62456 -4542.80 57913
204 做多 2021-08-26 23:00 74.78 2021-08-27 08:00 80.26 止盈 +7.33% 5791 20 115825 57913 +8480.71 66393
205 做多 2021-08-30 05:00 93.70 2021-08-30 09:00 98.71 止盈 +5.34% 6639 20 132787 66393 +7085.44 73479
206 做多 2021-09-01 18:00 113.42 2021-09-02 23:00 121.95 止盈 +7.52% 7348 20 146958 73479 +11046.60 84526
207 做多 2021-09-02 15:00 114.65 2021-09-02 23:00 121.95 止盈 +6.37% 8453 20 169051 84526 +10760.71 95286
208 做多 2021-09-05 11:00 140.86 2021-09-05 23:00 136.50 止损 -3.10% 9529 20 190572 95286 -5898.12 89388
209 做多 2021-09-06 06:00 143.21 2021-09-06 23:00 151.46 止盈 +5.77% 8939 20 178776 89388 +10297.60 99686
210 做多 2021-09-08 11:00 173.24 2021-09-08 13:00 161.69 止损 -6.66% 9969 20 199371 99686 -13273.38 86412
211 做多 2021-09-09 02:00 182.98 2021-09-09 03:00 194.75 止盈 +6.43% 8641 20 172825 86412 +11106.35 97519
212 做多 2021-09-11 10:00 185.77 2021-09-11 14:00 179.92 止损 -3.15% 9752 20 195037 97519 -6133.73 91385
213 做多 2021-09-12 21:00 179.07 2021-09-13 04:00 171.94 止损 -3.98% 9138 20 182770 91385 -7271.10 84114
214 做多 2021-09-14 03:00 164.16 2021-09-14 21:00 156.88 止损 -4.44% 8411 20 168228 84114 -7456.84 76657
215 做多 2021-09-15 13:00 161.47 2021-09-15 20:00 155.45 止损 -3.73% 7666 20 153314 76657 -5713.83 70943
216 做多 2021-09-16 16:00 159.75 2021-09-16 22:00 154.55 止损 -3.26% 7094 20 141886 70943 -4618.28 66325
217 做多 2021-09-18 06:00 144.79 2021-09-18 14:00 155.48 止盈 +7.38% 6632 20 132650 66325 +9776.29 76101
218 做多 2021-09-21 16:00 143.55 2021-09-21 22:00 136.83 止损 -4.68% 7610 20 152202 76101 -7120.09 68981
219 做多 2021-09-22 16:00 132.34 2021-09-22 23:00 141.61 止盈 +7.01% 6898 20 137962 68981 +9660.77 78642
220 做多 2021-09-24 01:00 150.90 2021-09-24 10:00 145.96 止损 -3.28% 7864 20 157284 78642 -5146.82 73495
221 做多 2021-09-25 05:00 141.51 2021-09-26 02:00 136.64 止损 -3.44% 7350 20 146990 73495 -5055.50 68440
222 做多 2021-09-26 20:00 137.39 2021-09-27 18:00 146.89 止盈 +6.91% 6844 20 136879 68440 +9451.22 77891
223 做多 2021-09-29 08:00 136.32 2021-09-30 03:00 132.04 止损 -3.14% 7789 20 155782 77891 -4882.78 73008
224 做多 2021-09-30 10:00 138.41 2021-10-01 18:00 147.79 止盈 +6.78% 7301 20 146016 73008 +9887.81 82896
225 做多 2021-10-02 21:00 167.42 2021-10-03 21:00 176.95 止盈 +5.69% 8290 20 165792 82896 +9422.70 92318
226 做多 2021-10-03 20:00 173.70 2021-10-04 11:00 167.27 止损 -3.70% 9232 20 184637 92318 -6833.30 85485
227 做多 2021-10-05 01:00 171.83 2021-10-05 06:00 166.24 止损 -3.26% 8549 20 170970 85485 -5561.31 79924
228 做多 2021-10-05 19:00 168.45 2021-10-05 23:00 162.50 止损 -3.53% 7992 20 159848 79924 -5640.50 74283
229 做多 2021-10-07 00:00 161.09 2021-10-07 04:00 154.98 止损 -3.79% 7428 20 148567 74283 -5625.82 68658
230 做多 2021-10-07 16:00 158.78 2021-10-08 22:00 166.96 止盈 +5.16% 6866 20 137315 68658 +7074.19 75732
231 做多 2021-10-08 16:00 161.12 2021-10-10 08:00 154.14 止损 -4.33% 7573 20 151463 75732 -6551.51 69180
232 做多 2021-10-11 17:00 151.88 2021-10-12 00:00 146.35 止损 -3.64% 6918 20 138360 69180 -5031.70 64149
233 做多 2021-10-13 01:00 146.67 2021-10-14 22:00 154.32 止盈 +5.22% 6415 20 128297 64149 +6690.30 70839
234 做多 2021-10-14 07:00 148.08 2021-10-15 14:00 161.97 止盈 +9.38% 7084 20 141678 70839 +13271.39 84110
235 做多 2021-10-15 13:00 154.94 2021-10-16 07:00 163.24 止盈 +5.36% 8411 20 168220 84110 +8999.21 93109
236 做多 2021-10-16 18:00 162.76 2021-10-17 05:00 157.16 止损 -3.44% 9311 20 186219 93109 -6393.95 86715
237 做多 2021-10-17 11:00 163.11 2021-10-18 04:00 155.25 止损 -4.82% 8672 20 173431 86715 -8350.00 78365
238 做多 2021-10-19 11:00 158.62 2021-10-20 23:00 168.99 止盈 +6.53% 7837 20 156731 78365 +10231.00 88596
239 做多 2021-10-20 10:00 156.41 2021-10-20 23:00 168.99 止盈 +8.04% 8860 20 177193 88596 +14237.31 102834
240 做多 2021-10-22 07:00 190.65 2021-10-22 08:00 200.27 止盈 +5.05% 10283 20 205668 102834 +10366.48 113200
241 做多 2021-10-23 14:00 201.31 2021-10-24 03:00 193.96 止损 -3.65% 11320 20 226401 113200 -8253.48 104947
242 做多 2021-10-25 06:00 202.10 2021-10-25 16:00 212.24 止盈 +5.02% 10495 20 209894 104947 +10524.65 115471
243 做多 2021-10-28 14:00 187.71 2021-10-28 16:00 197.66 止盈 +5.30% 11547 20 230943 115471 +12224.43 127696
244 做多 2021-10-28 16:00 197.66 2021-10-31 06:00 191.35 止损 -3.19% 12770 20 255392 127696 -8139.81 119556
245 做多 2021-10-30 00:00 202.28 2021-10-30 20:00 195.71 止损 -3.25% 11956 20 239112 119556 -7754.99 111801
246 做多 2021-11-01 00:00 197.17 2021-11-01 08:00 208.23 止盈 +5.61% 11180 20 223602 111801 +12529.13 124330
247 做多 2021-11-02 13:00 205.45 2021-11-03 03:00 217.49 止盈 +5.86% 12433 20 248660 124330 +14557.55 138888
248 做多 2021-11-04 03:00 234.75 2021-11-05 04:00 248.75 止盈 +5.96% 13889 20 277775 138888 +16547.23 155435
249 做多 2021-11-05 00:00 241.61 2021-11-05 22:00 232.56 止损 -3.74% 15543 20 310870 155435 -11630.15 143805
250 做多 2021-11-05 04:00 248.75 2021-11-05 18:00 238.32 止损 -4.19% 14380 20 287610 143805 -12046.40 131758
251 做多 2021-11-06 09:00 239.88 2021-11-06 23:00 253.30 止盈 +5.59% 13176 20 263517 131758 +14725.36 146484
252 做多 2021-11-09 01:00 250.00 2021-11-09 23:00 240.87 止损 -3.65% 14648 20 292968 146484 -10683.79 135800
253 做多 2021-11-10 17:00 242.08 2021-11-11 04:00 230.12 止损 -4.94% 13580 20 271600 135800 -13400.48 122399
254 做多 2021-11-11 13:00 243.09 2021-11-12 04:00 235.32 止损 -3.20% 12240 20 244799 122399 -7814.89 114585

⚙️ 策略参数

  • 计算方式:复利计算(每次用当前资金的10%开仓)
  • 均线设置:MA5 / MA20
  • 开仓条件:MA5上穿MA20做多,下穿做空
  • 止盈:5%
  • 止损:3%
  • 杠杆:20x
  • 手续费:0.05%买入 + 0.05%卖出

⚠️ 风险提示

1. 回测结果不代表未来表现

2. 加密货币波动大,高杠杆风险高

3. 请根据自身风险承受能力设置仓位