📊 Solana SOL 均线10-50 多空双向策略(复利计算)

回测周期: 约12个月 (4320根K线) | 发布时间: 2026-03-25

📈 回测结果摘要

测试币种
Solana SOL
策略
MA10-50
模式
多空双向
周期
1小时
初始资金
10000U
开仓
10%
杠杆
20x
天数
180天
交易
114次
盈利
48次
亏损
66次
胜率
42.1%
总收益
+11.4%
最终资金
11142U
最大回撤
-61.2%
月化
+1.9%

📊 收益与风险

盈利因子
1.02
止盈次数
48
止损次数
66
盈亏比
0.73

📋 交易记录明细(共114笔)

序号方向入场时间入场价出场时间出场价结果盈亏%盈亏U
1 做多 2022-05-14 46.83 2022-05-15 49.33 止盈 +5.34% +1066.62U
2 做空 2022-05-15 48.74 2022-05-15 50.99 止损 -4.62% -1020.72U
3 做多 2022-05-15 50.28 2022-05-15 53.41 止盈 +6.23% +1249.49U
4 做空 2022-05-15 51.01 2022-05-15 52.68 止损 -3.27% -738.85U
5 做多 2022-05-16 56.40 2022-05-16 53.67 止损 -4.84% -1020.94U
6 做空 2022-05-18 54.17 2022-05-18 51.02 止盈 +5.82% +1107.89U
7 做多 2022-05-20 52.20 2022-05-20 50.34 止损 -3.56% -757.74U
8 做空 2022-05-21 49.03 2022-05-21 50.66 止损 -3.32% -656.64U
9 做多 2022-05-22 51.57 2022-05-24 49.26 止损 -4.48% -825.98U
10 做空 2022-05-24 49.14 2022-05-26 46.39 止盈 +5.60% +939.58U
11 做多 2022-05-29 43.64 2022-05-29 42.29 止损 -3.09% -577.45U
12 做空 2022-06-01 45.44 2022-06-01 42.91 止盈 +5.57% +975.08U
13 做多 2022-06-05 38.02 2022-06-06 40.90 止盈 +7.57% +1474.18U
14 做空 2022-06-07 39.16 2022-06-08 40.43 止损 -3.24% -726.67U
15 做多 2022-06-09 41.20 2022-06-10 39.64 止损 -3.79% -793.43U
16 做空 2022-06-10 37.92 2022-06-11 35.44 止盈 +6.54% +1266.78U
17 做多 2022-06-14 29.15 2022-06-14 31.01 止盈 +6.38% +1397.42U
18 做空 2022-06-15 27.27 2022-06-15 28.88 止损 -5.90% -1457.83U
19 做多 2022-06-16 30.51 2022-06-16 33.08 止盈 +8.42% +1834.61U
20 做空 2022-06-17 30.49 2022-06-17 31.56 止损 -3.51% -892.96U
21 做多 2022-06-19 31.66 2022-06-19 33.45 止盈 +5.65% +1337.76U
22 做空 2022-06-22 34.56 2022-06-22 35.96 止损 -4.05% -1066.77U
23 做多 2022-06-23 37.27 2022-06-24 39.16 止盈 +5.07% +1227.34U
24 做空 2022-06-27 40.54 2022-06-28 38.45 止盈 +5.16% +1374.16U
25 做多 2022-07-01 32.67 2022-07-04 34.40 止盈 +5.30% +1556.86U
26 做空 2022-07-01 32.33 2022-07-03 33.93 止损 -4.95% -1608.96U
27 做多 2022-07-02 32.96 2022-07-05 34.87 止盈 +5.79% +1697.69U
28 做空 2022-07-02 32.39 2022-07-03 33.93 止损 -4.75% -1554.18U
29 做多 2022-07-03 33.10 2022-07-05 34.87 止盈 +5.35% +1581.93U
30 做空 2022-07-03 32.20 2022-07-04 33.42 止损 -3.79% -1240.60U
31 做多 2022-07-04 33.37 2022-07-05 35.09 止盈 +5.15% +1559.96U
32 做空 2022-07-04 33.42 2022-07-05 34.87 止损 -4.34% -1448.34U
33 做多 2022-07-04 34.40 2022-07-05 36.48 止盈 +6.05% +1843.46U
34 做空 2022-07-06 34.02 2022-07-06 35.69 止损 -4.91% -1677.43U
35 做多 2022-07-06 36.03 2022-07-06 34.94 止损 -3.03% -932.38U
36 做空 2022-07-08 36.57 2022-07-08 37.74 止损 -3.20% -926.43U
37 做多 2022-07-09 38.86 2022-07-10 37.59 止损 -3.27% -885.86U
38 做空 2022-07-10 37.38 2022-07-11 35.37 止盈 +5.38% +1362.37U
39 做多 2022-07-14 34.12 2022-07-15 36.51 止盈 +7.00% +1965.37U
40 做空 2022-07-16 36.74 2022-07-16 37.92 止损 -3.21% -1027.27U
41 做多 2022-07-17 40.05 2022-07-18 38.45 止损 -4.00% -1195.80U
42 做空 2022-07-21 42.17 2022-07-21 40.01 止盈 +5.12% +1410.79U
43 做多 2022-07-22 42.76 2022-07-23 41.30 止损 -3.41% -1036.68U
44 做空 2022-07-23 40.48 2022-07-25 38.06 止盈 +5.98% +1691.28U
45 做多 2022-07-24 41.06 2022-07-25 39.43 止损 -3.97% -1257.22U
46 做空 2022-07-25 38.06 2022-07-26 36.12 止盈 +5.10% +1486.23U
47 做多 2022-07-27 37.32 2022-07-28 39.37 止盈 +5.49% +1764.76U
48 做空 2022-07-30 42.02 2022-07-30 44.79 止损 -6.59% -2350.30U
49 做多 2022-07-30 44.79 2022-07-31 43.30 止损 -3.33% -1029.84U
50 做空 2022-08-01 42.32 2022-08-02 40.06 止盈 +5.34% +1543.32U
51 做多 2022-08-05 40.16 2022-08-08 42.38 止盈 +5.53% +1768.00U
52 做空 2022-08-07 39.75 2022-08-08 41.24 止损 -3.75% -1331.28U
53 做多 2022-08-08 40.64 2022-08-08 42.76 止盈 +5.22% +1713.94U
54 做空 2022-08-09 40.80 2022-08-10 42.12 止损 -3.24% -1173.78U
55 做多 2022-08-11 41.99 2022-08-11 44.22 止盈 +5.31% +1802.22U
56 做空 2022-08-12 42.72 2022-08-13 44.64 止损 -4.49% -1687.01U
57 做多 2022-08-13 44.39 2022-08-13 47.05 止盈 +5.99% +2047.30U
58 做空 2022-08-15 44.67 2022-08-15 46.82 止损 -4.81% -1841.28U
59 做多 2022-08-17 44.39 2022-08-17 43.02 止损 -3.09% -1067.14U
60 做空 2022-08-17 42.74 2022-08-18 40.53 止盈 +5.17% +1677.66U
61 做多 2022-08-22 36.31 2022-08-22 34.89 止损 -3.91% -1399.93U
62 做空 2022-08-22 34.35 2022-08-23 35.39 止损 -3.03% -999.12U
63 做多 2022-08-24 35.45 2022-08-26 34.21 止损 -3.50% -1084.47U
64 做空 2022-08-24 34.87 2022-08-24 36.02 止损 -3.30% -951.02U
65 做多 2022-08-24 35.28 2022-08-26 34.21 止损 -3.03% -816.95U
66 做空 2022-08-26 35.01 2022-08-26 33.25 止盈 +5.03% +1272.08U
67 做多 2022-08-30 31.64 2022-09-01 30.55 止损 -3.45% -959.29U
68 做空 2022-08-31 31.53 2022-08-31 32.54 止损 -3.20% -830.59U
69 做多 2022-08-31 32.44 2022-09-01 31.46 止损 -3.02% -733.18U
70 做空 2022-09-01 32.26 2022-09-01 30.55 止盈 +5.30% +1208.81U
71 做多 2022-09-02 31.56 2022-09-06 33.16 止盈 +5.07% +1278.58U
72 做空 2022-09-03 31.17 2022-09-05 32.15 止损 -3.14% -873.25U
73 做多 2022-09-04 31.28 2022-09-06 33.16 止盈 +6.01% +1564.46U
74 做空 2022-09-07 31.11 2022-09-08 32.09 止损 -3.15% -918.44U
75 做多 2022-09-08 32.69 2022-09-09 34.72 止盈 +6.21% +1696.57U
76 做空 2022-09-11 34.84 2022-09-12 36.07 止损 -3.53% -1084.21U
77 做多 2022-09-11 34.99 2022-09-12 37.41 止盈 +6.92% +1974.19U
78 做空 2022-09-11 34.59 2022-09-12 35.75 止损 -3.35% -1089.53U
79 做多 2022-09-12 35.75 2022-09-12 34.51 止损 -3.47% -1051.37U
80 做空 2022-09-14 34.93 2022-09-14 32.96 止盈 +5.64% +1591.06U
81 做多 2022-09-15 33.02 2022-09-16 32.02 止损 -3.03% -950.64U
82 做空 2022-09-16 33.40 2022-09-19 31.33 止盈 +6.20% +1827.71U
83 做多 2022-09-17 32.80 2022-09-19 31.33 止损 -4.48% -1485.34U
84 做空 2022-09-19 32.28 2022-09-22 30.65 止盈 +5.05% +1523.69U
85 做多 2022-09-20 32.62 2022-09-21 31.53 止损 -3.34% -1110.02U
86 做空 2022-09-21 31.40 2022-09-22 33.03 止损 -5.19% -1609.30U
87 做多 2022-09-22 32.23 2022-09-24 34.06 止盈 +5.68% +1577.66U
88 做空 2022-09-24 31.59 2022-09-24 32.55 止损 -3.04% -940.19U
89 做多 2022-09-24 33.48 2022-09-26 32.16 止损 -3.94% -1145.71U
90 做空 2022-09-26 32.88 2022-09-27 34.20 止损 -4.01% -1074.72U
91 做多 2022-09-27 33.37 2022-09-28 32.28 止损 -3.27% -804.29U
92 做空 2022-09-28 32.82 2022-09-29 33.92 止损 -3.35% -771.41U
93 做多 2022-09-29 33.57 2022-10-02 32.56 止损 -3.01% -646.10U
94 做空 2022-10-01 32.81 2022-10-04 34.07 止损 -3.84% -775.12U
95 做多 2022-10-04 32.93 2022-10-11 31.93 止损 -3.04% -565.90U
96 做空 2022-10-07 33.86 2022-10-11 32.07 止盈 +5.29% +925.37U
97 做多 2022-10-09 33.07 2022-10-11 32.07 止损 -3.02% -585.23U
98 做空 2022-10-10 32.79 2022-10-12 31.15 止盈 +5.00% +909.48U
99 做多 2022-10-14 31.62 2022-10-15 30.66 止损 -3.04% -607.25U
100 做空 2022-10-15 29.92 2022-10-17 30.97 止损 -3.51% -659.34U
101 做多 2022-10-17 30.38 2022-10-20 29.16 止损 -4.02% -701.59U
102 做空 2022-10-19 30.30 2022-10-20 28.64 止盈 +5.48% +880.34U
103 做多 2022-10-23 27.81 2022-10-24 29.25 止盈 +5.18% +923.12U
104 做空 2022-10-25 28.42 2022-10-25 29.70 止损 -4.50% -886.01U
105 做多 2022-10-26 31.36 2022-10-28 30.21 止损 -3.67% -656.48U
106 做空 2022-10-28 30.66 2022-10-29 31.82 止损 -3.78% -627.68U
107 做多 2022-10-29 31.99 2022-10-29 33.62 止盈 +5.10% +781.43U
108 做空 2022-10-31 32.08 2022-10-31 33.12 止损 -3.24% -547.80U
109 做多 2022-10-31 33.22 2022-11-02 32.21 止损 -3.04% -480.46U
110 做空 2022-11-01 32.33 2022-11-03 30.25 止盈 +6.43% +954.95U
111 做多 2022-11-01 32.90 2022-11-02 31.68 止损 -3.71% -621.16U
112 做空 2022-11-02 32.33 2022-11-03 30.25 止盈 +6.43% +997.86U
113 做多 2022-11-04 32.47 2022-11-05 34.92 止盈 +7.55% +1320.72U
114 做空 2022-11-07 34.17 2022-11-07 32.37 止盈 +5.27% +1061.06U

⚙️ 策略参数

  • 计算方式:复利(每次用当前资金10%开仓)
  • 均线设置:MA10 / MA50
  • 开仓条件:MA10上穿MA50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