📊 Solana SOL 均线5-20 只做空策略(复利计算)

回测周期: 约12个月 (4320根K线) | 发布时间: 2026-03-25 17:40

📈 回测结果摘要

测试币种
Solana SOL
策略
MA5-20
模式
只做空
周期
1小时
初始资金
10000U
开仓比例
10%
杠杆
20x
天数
180天
交易次数
126次
盈利
65次
亏损
61次
胜率
51.6%
总收益
+1112.7%
最终资金
121267U
最大回撤
-56.1%
月化收益
+185.4%

📊 收益与风险

盈利因子
1.55
止盈次数
65
止损次数
61
盈亏比
1.07

📋 交易记录明细(共126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 做空 2022-09-18 07:00 33.66 2022-09-19 05:00 31.33 止盈 +6.92% 1000 20 20000 10000 +1383.05 11383
2 做空 2022-09-18 13:00 33.71 2022-09-19 05:00 31.33 止盈 +7.06% 1138 20 22766 11383 +1605.73 12989
3 做空 2022-09-18 20:00 33.42 2022-09-19 05:00 31.33 止盈 +6.25% 1299 20 25978 12989 +1622.94 14612
4 做空 2022-09-20 16:00 32.26 2022-09-22 06:00 30.60 止盈 +5.15% 1461 20 29223 14612 +1502.24 16114
5 做空 2022-09-22 06:00 30.60 2022-09-22 15:00 31.73 止损 -3.69% 1611 20 32228 16114 -1188.93 14925
6 做空 2022-09-23 18:00 31.71 2022-09-24 05:00 33.48 止损 -5.58% 1493 20 29850 14925 -1664.52 13261
7 做空 2022-09-25 00:00 33.60 2022-09-27 09:00 34.68 止损 -3.21% 1326 20 26521 13261 -851.61 12409
8 做空 2022-09-25 20:00 33.58 2022-09-27 09:00 34.68 止损 -3.28% 1241 20 24818 12409 -812.16 11597
9 做空 2022-09-28 01:00 32.61 2022-09-29 09:00 33.71 止损 -3.37% 1160 20 23194 11597 -781.58 10815
10 做空 2022-10-01 04:00 33.29 2022-10-06 09:00 34.44 止损 -3.45% 1082 20 21630 10815 -746.47 10069
11 做空 2022-10-02 18:00 32.33 2022-10-04 14:00 33.58 止损 -3.87% 1007 20 20137 10069 -777.81 9291
12 做空 2022-10-05 16:00 33.72 2022-10-11 07:00 31.93 止盈 +5.31% 929 20 18582 9291 +985.41 10276
13 做空 2022-10-06 18:00 33.90 2022-10-11 06:00 32.07 止盈 +5.40% 1028 20 20553 10276 +1108.37 11385
14 做空 2022-10-10 15:00 32.89 2022-10-11 21:00 31.23 止盈 +5.05% 1138 20 22769 11385 +1148.05 12533
15 做空 2022-10-12 04:00 31.22 2022-10-13 17:00 29.41 止盈 +5.80% 1253 20 25065 12533 +1451.73 13984
16 做空 2022-10-13 02:00 31.02 2022-10-13 17:00 29.41 止盈 +5.19% 1398 20 27969 13984 +1450.19 15435
17 做空 2022-10-15 00:00 30.66 2022-10-20 07:00 28.84 止盈 +5.94% 1543 20 30869 15435 +1830.59 17265
18 做空 2022-10-18 17:00 30.69 2022-10-20 07:00 28.84 止盈 +6.03% 1727 20 34530 17265 +2079.42 19345
19 做空 2022-10-21 00:00 28.91 2022-10-21 20:00 27.29 止盈 +5.60% 1934 20 38689 19345 +2165.83 21510
20 做空 2022-10-22 13:00 27.60 2022-10-24 01:00 28.47 止损 -3.15% 2151 20 43021 21510 -1354.74 20156
21 做空 2022-10-23 03:00 27.81 2022-10-24 03:00 28.79 止损 -3.52% 2016 20 40311 20156 -1419.12 18737
22 做空 2022-10-23 21:00 27.99 2022-10-24 04:00 28.83 止损 -3.00% 1874 20 37473 18737 -1123.47 17613
23 做空 2022-10-24 16:00 28.62 2022-10-25 23:00 29.70 止损 -3.77% 1761 20 35226 17613 -1327.97 16285
24 做空 2022-10-24 23:00 28.43 2022-10-25 23:00 29.70 止损 -4.47% 1629 20 32570 16285 -1453.50 14832
25 做空 2022-10-25 17:00 28.16 2022-10-25 22:00 29.02 止损 -3.05% 1483 20 29663 14832 -905.01 13927
26 做空 2022-10-27 00:00 31.13 2022-10-29 04:00 32.32 止损 -3.82% 1393 20 27853 13927 -1063.68 12863
27 做空 2022-10-27 03:00 31.26 2022-10-29 04:00 32.32 止损 -3.39% 1286 20 25726 12863 -871.47 11992
28 做空 2022-10-28 01:00 31.25 2022-10-29 04:00 32.32 止损 -3.42% 1199 20 23983 11992 -820.36 11171
29 做空 2022-10-30 05:00 33.01 2022-10-31 18:00 34.31 止损 -3.94% 1117 20 22342 11171 -879.01 10292
30 做空 2022-10-30 17:00 32.57 2022-10-31 17:00 33.93 止损 -4.18% 1029 20 20584 10292 -858.66 9433
31 做空 2022-11-01 00:00 32.88 2022-11-02 20:00 31.21 止盈 +5.08% 943 20 18867 9433 +957.31 10391
32 做空 2022-11-01 23:00 32.45 2022-11-03 04:00 30.25 止盈 +6.78% 1039 20 20782 10391 +1407.51 11798
33 做空 2022-11-03 23:00 31.18 2022-11-04 14:00 32.47 止损 -4.14% 1180 20 23597 11798 -975.28 10823
34 做空 2022-11-06 12:00 36.09 2022-11-07 03:00 34.17 止盈 +5.32% 1082 20 21646 10823 +1150.43 11973
35 做空 2022-11-08 06:00 29.37 2022-11-08 10:00 27.73 止盈 +5.58% 1197 20 23947 11973 +1335.84 13309
36 做空 2022-11-11 14:00 17.02 2022-11-11 18:00 17.85 止损 -4.86% 1331 20 26619 13309 -1291.80 12018
37 做空 2022-11-11 23:00 16.44 2022-11-12 04:00 15.44 止盈 +6.12% 1202 20 24035 12018 +1470.57 13488
38 做空 2022-11-15 04:00 13.93 2022-11-15 15:00 14.47 止损 -3.86% 1349 20 26976 13488 -1040.60 12447
39 做空 2022-11-15 06:00 13.73 2022-11-15 10:00 14.19 止损 -3.37% 1245 20 24895 12447 -838.91 11609
40 做空 2022-11-16 03:00 14.32 2022-11-17 21:00 13.08 止盈 +8.62% 1161 20 23217 11609 +1998.97 13608
41 做空 2022-11-16 15:00 14.32 2022-11-17 21:00 13.08 止盈 +8.61% 1361 20 27215 13608 +2341.46 15949
42 做空 2022-11-17 19:00 14.21 2022-11-17 21:00 13.08 止盈 +7.92% 1595 20 31898 15949 +2525.07 18474
43 做空 2022-11-18 19:00 13.54 2022-11-19 10:00 12.85 止盈 +5.05% 1847 20 36948 18474 +1862.33 20336
44 做空 2022-11-20 19:00 12.54 2022-11-20 23:00 12.97 止损 -3.49% 2034 20 40673 20336 -1416.42 18920
45 做空 2022-11-22 01:00 11.68 2022-11-22 19:00 10.99 止盈 +5.86% 1892 20 37840 18920 +2213.94 21134
46 做空 2022-11-22 11:00 11.60 2022-11-22 19:00 10.99 止盈 +5.17% 2113 20 42268 21134 +2185.02 23319
47 做空 2022-11-24 20:00 14.11 2022-11-25 00:00 14.64 止损 -3.79% 2332 20 46638 23319 -1767.20 21552
48 做空 2022-11-25 11:00 14.18 2022-11-26 18:00 14.83 止损 -4.58% 2155 20 43104 21552 -1970.54 19581
49 做空 2022-11-27 01:00 14.19 2022-11-28 09:00 13.03 止盈 +8.20% 1958 20 39162 19581 +3209.49 22791
50 做空 2022-11-28 08:00 13.99 2022-11-28 09:00 13.03 止盈 +6.92% 2279 20 45581 22791 +3150.05 25941
51 做空 2022-11-29 08:00 13.22 2022-11-29 12:00 13.71 止损 -3.70% 2594 20 51882 25941 -1916.86 24024
52 做空 2022-11-29 23:00 13.43 2022-12-01 05:00 13.85 止损 -3.14% 2402 20 48048 24024 -1508.71 22515
53 做空 2022-11-30 23:00 13.52 2022-12-01 07:00 14.16 止损 -4.76% 2252 20 45030 22515 -2143.11 20372
54 做空 2022-12-01 21:00 13.72 2022-12-06 11:00 14.15 止损 -3.16% 2037 20 40744 20372 -1284.40 19088
55 做空 2022-12-03 14:00 13.56 2022-12-05 09:00 14.04 止损 -3.54% 1909 20 38175 19088 -1349.89 17738
56 做空 2022-12-05 23:00 13.75 2022-12-07 07:00 14.28 止损 -3.88% 1774 20 35476 17738 -1373.99 16364
57 做空 2022-12-06 23:00 13.98 2022-12-12 10:00 12.93 止盈 +7.48% 1636 20 32728 16364 +2444.11 18808
58 做空 2022-12-07 02:00 14.01 2022-12-12 10:00 12.93 止盈 +7.66% 1881 20 37616 18808 +2878.66 21687
59 做空 2022-12-07 14:00 13.86 2022-12-12 10:00 12.93 止盈 +6.69% 2169 20 43373 21687 +2900.74 24587
60 做空 2022-12-10 02:00 13.62 2022-12-12 10:00 12.93 止盈 +5.04% 2459 20 49175 24587 +2477.73 27065
61 做空 2022-12-11 07:00 13.56 2022-12-13 21:00 14.07 止损 -3.78% 2707 20 54130 27065 -2045.79 25019
62 做空 2022-12-12 07:00 13.41 2022-12-13 21:00 14.07 止损 -4.98% 2502 20 50038 25019 -2487.12 22532
63 做空 2022-12-13 12:00 13.12 2022-12-13 21:00 14.07 止损 -7.30% 2253 20 45064 22532 -3288.48 19244
64 做空 2022-12-15 09:00 13.97 2022-12-16 21:00 13.25 止盈 +5.14% 1924 20 38487 19244 +1976.11 21220
65 做空 2022-12-16 13:00 14.00 2022-12-16 21:00 13.25 止盈 +5.32% 2122 20 42440 21220 +2256.61 23476
66 做空 2022-12-18 20:00 12.41 2022-12-20 06:00 11.78 止盈 +5.03% 2348 20 46953 23476 +2358.90 25835
67 做空 2022-12-19 13:00 12.25 2022-12-24 13:00 11.35 止盈 +7.31% 2584 20 51671 25835 +3771.65 29607
68 做空 2022-12-21 02:00 12.20 2022-12-24 13:00 11.35 止盈 +6.90% 2961 20 59214 29607 +4079.46 33686
69 做空 2022-12-22 22:00 11.82 2022-12-24 17:00 11.22 止盈 +5.09% 3369 20 67373 33686 +3422.50 37109
70 做空 2022-12-23 20:00 11.88 2022-12-24 14:00 11.24 止盈 +5.36% 3711 20 74218 37109 +3975.54 41084
71 做空 2022-12-25 19:00 11.39 2022-12-27 23:00 10.75 止盈 +5.62% 4108 20 82169 41084 +4612.02 45696
72 做空 2022-12-26 15:00 11.30 2022-12-28 12:00 10.70 止盈 +5.38% 4570 20 91393 45696 +4911.20 50608
73 做空 2022-12-27 16:00 11.12 2022-12-28 13:00 9.92 止盈 +10.82% 5061 20 101215 50608 +10944.03 61552
74 做空 2022-12-30 17:00 9.10 2022-12-30 20:00 9.49 止损 -4.26% 6155 20 123103 61552 -5244.13 56308
75 做空 2023-01-01 12:00 9.84 2023-01-02 15:00 11.08 止损 -12.67% 5631 20 112615 56308 -14250.08 42057
76 做空 2023-01-04 23:00 13.35 2023-01-08 22:00 13.81 止损 -3.45% 4206 20 84115 42057 -2895.01 39162
77 做空 2023-01-06 13:00 13.18 2023-01-08 16:00 13.59 止损 -3.13% 3916 20 78325 39162 -2451.88 36711
78 做空 2023-01-07 16:00 13.15 2023-01-08 16:00 13.59 止损 -3.35% 3671 20 73421 36711 -2453.66 34257
79 做空 2023-01-10 06:00 16.32 2023-01-11 23:00 15.41 止盈 +5.56% 3426 20 68514 34257 +3807.87 38065
80 做空 2023-01-11 10:00 15.99 2023-01-12 08:00 16.89 止损 -5.60% 3806 20 76130 38065 -4260.86 33804
81 做空 2023-01-12 19:00 16.07 2023-01-13 01:00 16.59 止损 -3.29% 3380 20 67608 33804 -2219.81 31584
82 做空 2023-01-13 22:00 16.64 2023-01-14 03:00 17.18 止损 -3.20% 3158 20 63168 31584 -2016.94 29567
83 做空 2023-01-15 14:00 22.57 2023-01-15 22:00 23.32 止损 -3.31% 2957 20 59134 29567 -1955.39 27612
84 做空 2023-01-16 20:00 23.25 2023-01-18 23:00 21.78 止盈 +6.32% 2761 20 55224 27612 +3487.91 31100
85 做空 2023-01-17 09:00 23.19 2023-01-18 23:00 21.78 止盈 +6.08% 3110 20 62199 31100 +3775.39 34875
86 做空 2023-01-18 00:00 23.26 2023-01-18 23:00 21.78 止盈 +6.37% 3488 20 69750 34875 +4441.89 39317
87 做空 2023-01-20 14:00 21.01 2023-01-21 00:00 22.03 止损 -4.88% 3932 20 78634 39317 -3832.79 35484
88 做空 2023-01-22 07:00 24.56 2023-01-25 06:00 22.99 止盈 +6.42% 3548 20 70968 35484 +4554.47 40039
89 做空 2023-01-22 17:00 25.07 2023-01-25 06:00 22.99 止盈 +8.30% 4004 20 80077 40039 +6641.17 46680
90 做空 2023-01-23 02:00 24.94 2023-01-25 06:00 22.99 止盈 +7.83% 4668 20 93360 46680 +7307.23 53987
91 做空 2023-01-23 22:00 23.99 2023-01-24 10:00 24.86 止损 -3.63% 5399 20 107974 53987 -3920.44 50067
92 做空 2023-01-24 20:00 24.46 2023-01-25 06:00 22.99 止盈 +6.04% 5007 20 100133 50067 +6043.53 56110
93 做空 2023-01-26 19:00 24.33 2023-01-30 00:00 25.06 止损 -3.01% 5611 20 112220 56110 -3377.67 52732
94 做空 2023-01-28 18:00 24.26 2023-01-30 00:00 25.06 止损 -3.32% 5273 20 105465 52732 -3496.49 49236
95 做空 2023-01-30 14:00 25.43 2023-01-30 17:00 24.02 止盈 +5.52% 4924 20 98472 49236 +5431.67 54668
96 做空 2023-02-01 08:00 23.79 2023-02-02 04:00 24.57 止损 -3.31% 5467 20 109335 54668 -3613.77 51054
97 做空 2023-02-02 22:00 24.73 2023-02-03 02:00 25.84 止损 -4.49% 5105 20 102108 51054 -4583.55 46470
98 做空 2023-02-03 06:00 24.57 2023-02-06 04:00 23.26 止盈 +5.30% 4647 20 92941 46470 +4920.94 51391
99 做空 2023-02-04 12:00 24.46 2023-02-06 13:00 23.10 止盈 +5.54% 5139 20 102783 51391 +5684.37 57076
100 做空 2023-02-05 07:00 24.32 2023-02-06 22:00 23.07 止盈 +5.12% 5708 20 114151 57076 +5843.01 62919
101 做空 2023-02-07 05:00 23.02 2023-02-08 07:00 23.82 止损 -3.45% 6292 20 125837 62919 -4335.44 58583
102 做空 2023-02-08 20:00 23.73 2023-02-09 11:00 22.33 止盈 +5.92% 5858 20 117166 58583 +6924.12 65507
103 做空 2023-02-08 22:00 23.73 2023-02-09 11:00 22.33 止盈 +5.89% 6551 20 131015 65507 +7711.37 73219
104 做空 2023-02-13 10:00 20.76 2023-02-14 17:00 21.46 止损 -3.36% 7322 20 146437 73219 -4919.12 68300
105 做空 2023-02-15 11:00 21.60 2023-02-15 20:00 22.45 止损 -3.95% 6830 20 136599 68300 -5395.58 62904
106 做空 2023-02-16 22:00 23.28 2023-02-19 13:00 23.98 止损 -3.00% 6290 20 125808 62904 -3774.35 59130
107 做空 2023-02-17 04:00 23.27 2023-02-19 13:00 23.98 止损 -3.03% 5913 20 118259 59130 -3584.49 55545
108 做空 2023-02-18 18:00 22.94 2023-02-19 00:00 23.63 止损 -3.03% 5555 20 111090 55545 -3362.42 52183
109 做空 2023-02-21 03:00 26.35 2023-02-21 21:00 24.95 止盈 +5.33% 5218 20 104365 52183 +5555.32 57738
110 做空 2023-02-23 21:00 24.15 2023-02-25 00:00 22.79 止盈 +5.64% 5774 20 115476 57738 +6511.37 64249
111 做空 2023-02-24 20:00 23.79 2023-02-25 20:00 22.46 止盈 +5.60% 6425 20 128499 64249 +7191.93 71441
112 做空 2023-02-27 13:00 22.81 2023-03-03 09:00 20.52 止盈 +10.05% 7144 20 142883 71441 +14346.56 85788
113 做空 2023-02-28 02:00 22.55 2023-03-03 09:00 20.52 止盈 +8.98% 8579 20 171576 85788 +15387.99 101176
114 做空 2023-03-01 05:00 21.88 2023-03-01 12:00 22.62 止损 -3.38% 10118 20 202352 101176 -6827.63 94348
115 做空 2023-03-02 03:00 22.15 2023-03-03 09:00 20.52 止盈 +7.35% 9435 20 188697 94348 +13855.74 108204
116 做空 2023-03-03 09:00 20.52 2023-03-03 16:00 21.17 止损 -3.18% 10820 20 216408 108204 -6879.45 101325
117 做空 2023-03-04 13:00 21.13 2023-03-08 03:00 20.00 止盈 +5.36% 10132 20 202649 101325 +10853.22 112178
118 做空 2023-03-06 01:00 21.09 2023-03-08 03:00 20.00 止盈 +5.18% 11218 20 224356 112178 +11613.51 123791
119 做空 2023-03-07 05:00 20.59 2023-03-08 14:00 19.54 止盈 +5.10% 12379 20 247583 123791 +12624.41 136416
120 做空 2023-03-07 15:00 20.70 2023-03-08 13:00 19.64 止盈 +5.11% 13642 20 272831 136416 +13934.14 150350
121 做空 2023-03-11 16:00 17.42 2023-03-12 05:00 18.00 止损 -3.36% 15035 20 300700 150350 -10089.19 140261
122 做空 2023-03-12 23:00 17.83 2023-03-13 01:00 18.56 止损 -4.10% 14026 20 280521 140261 -11491.34 128769
123 做空 2023-03-13 20:00 19.09 2023-03-13 22:00 20.44 止损 -7.12% 12877 20 257539 128769 -18305.97 110463
124 做空 2023-03-14 15:00 20.01 2023-03-14 20:00 21.41 止损 -7.01% 11046 20 220927 110463 -15466.84 94997
125 做空 2023-03-15 08:00 20.89 2023-03-15 23:00 19.24 止盈 +7.92% 9500 20 189993 94997 +15027.25 110024
126 做空 2023-03-15 14:00 21.16 2023-03-15 22:00 20.07 止盈 +5.11% 11002 20 220048 110024 +11242.83 121267

⚙️ 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