📊 比特币BTC 均线5-20 只做多策略(复利计算)

回测周期: 约12个月 (4320根K线) | 发布时间: 2026-03-25 21:15

📈 回测结果摘要

测试币种
比特币BTC
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
180天
交易次数
143次
盈利
86次
亏损
57次
胜率
60.1%
总收益
+13162.3%
最终资金
1326234U
最大回撤
-71.8%
月化收益
+2193.7%

📊 收益与风险

盈利因子
1.24
止盈次数
86
止损次数
57
盈亏比
1.51

📋 交易记录明细(共143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 2022-09-06 18:00 19904.90 2022-09-07 01:00 19088.20 止损 -4.10% 1000 20 20000 10000 -819.78 9180
2 做多 2022-09-07 23:00 18863.30 2022-09-09 11:00 19936.00 止盈 +5.69% 918 20 18360 9180 +1043.06 10223
3 做多 2022-09-08 22:00 19307.80 2022-09-09 12:00 20350.40 止盈 +5.40% 1022 20 20447 10223 +1102.99 11326
4 做多 2022-09-09 04:00 19366.80 2022-09-09 12:00 20350.40 止盈 +5.08% 1133 20 22653 11326 +1149.33 12476
5 做多 2022-09-11 03:00 21569.40 2022-09-13 23:00 20823.90 止损 -3.46% 1248 20 24951 12476 -861.52 11614
6 做多 2022-09-11 23:00 21633.90 2022-09-13 23:00 20823.90 止损 -3.74% 1161 20 23228 11614 -868.82 10745
7 做多 2022-09-13 17:00 22377.70 2022-09-13 20:00 21397.20 止损 -4.38% 1075 20 21490 10745 -940.68 9805
8 做多 2022-09-14 20:00 20300.30 2022-09-16 07:00 19690.80 止损 -3.00% 980 20 19609 9805 -588.16 9216
9 做多 2022-09-15 09:00 20184.80 2022-09-16 21:00 19519.30 止损 -3.30% 922 20 18433 9216 -607.13 8609
10 做多 2022-09-15 16:00 20141.00 2022-09-16 21:00 19519.30 止损 -3.09% 861 20 17219 8609 -530.96 8078
11 做多 2022-09-17 07:00 19792.50 2022-09-19 10:00 18754.90 止损 -5.24% 808 20 16157 8078 -846.15 7232
12 做多 2022-09-19 23:00 19071.10 2022-09-22 05:00 18455.40 止损 -3.23% 723 20 14464 7232 -466.51 6766
13 做多 2022-09-21 19:00 19155.60 2022-09-22 05:00 18455.40 止损 -3.66% 677 20 13531 6766 -494.12 6272
14 做多 2022-09-22 17:00 19171.50 2022-09-27 13:00 20199.60 止盈 +5.36% 627 20 12543 6272 +671.97 6944
15 做多 2022-09-24 07:00 19280.70 2022-09-26 14:00 18690.10 止损 -3.06% 694 20 13887 6944 -424.96 6519
16 做多 2022-09-25 03:00 19093.00 2022-09-27 10:00 20083.90 止盈 +5.19% 652 20 13037 6519 +675.93 7194
17 做多 2022-09-25 16:00 19075.00 2022-09-27 10:00 20083.90 止盈 +5.29% 719 20 14389 7194 +760.29 7955
18 做多 2022-09-26 16:00 19264.60 2022-09-27 20:00 20260.10 止盈 +5.17% 795 20 15910 7955 +821.31 8776
19 做多 2022-09-28 21:00 19113.60 2022-10-04 21:00 20089.90 止盈 +5.11% 878 20 17552 8776 +895.65 9672
20 做多 2022-09-30 04:00 19499.40 2022-10-13 18:00 18682.40 止损 -4.19% 967 20 19343 9672 -809.66 8862
21 做多 2022-09-30 22:00 19981.40 2022-10-01 05:00 19352.00 止损 -3.15% 886 20 17724 8862 -557.74 8304
22 做多 2022-10-02 10:00 19307.30 2022-10-05 04:00 20322.70 止盈 +5.26% 830 20 16609 8304 +872.60 9177
23 做多 2022-10-02 12:00 19326.90 2022-10-05 04:00 20322.70 止盈 +5.15% 918 20 18354 9177 +944.72 10122
24 做多 2022-10-03 13:00 19235.30 2022-10-05 03:00 20213.50 止盈 +5.09% 1012 20 20243 10122 +1028.43 11150
25 做多 2022-10-03 15:00 19190.00 2022-10-05 03:00 20213.50 止盈 +5.33% 1115 20 22300 11150 +1188.19 12338
26 做多 2022-10-06 03:00 20112.50 2022-10-08 00:00 19399.70 止损 -3.54% 1234 20 24677 12338 -873.68 11465
27 做多 2022-10-06 08:00 20262.50 2022-10-07 20:00 19608.80 止损 -3.23% 1146 20 22929 11465 -738.99 10726
28 做多 2022-10-09 18:00 19480.00 2022-10-13 18:00 18682.40 止损 -4.09% 1073 20 21451 10726 -877.43 9848
29 做多 2022-10-11 23:00 19137.60 2022-10-13 20:00 18377.90 止损 -3.97% 985 20 19696 9848 -781.10 9067
30 做多 2022-10-12 12:00 19089.80 2022-10-13 20:00 18377.90 止损 -3.73% 907 20 18134 9067 -675.59 8391
31 做多 2022-10-14 02:00 19409.00 2022-10-26 16:00 20658.70 止盈 +6.44% 839 20 16783 8391 +1079.54 9471
32 做多 2022-10-16 12:00 19127.00 2022-10-26 01:00 20108.60 止盈 +5.13% 947 20 18942 9471 +971.14 10442
33 做多 2022-10-20 16:00 19104.20 2022-10-26 01:00 20108.60 止盈 +5.26% 1044 20 20884 10442 +1096.89 11539
34 做多 2022-10-20 18:00 19190.90 2022-10-26 02:00 20261.90 止盈 +5.58% 1154 20 23078 11539 +1286.65 12826
35 做多 2022-10-22 00:00 19116.90 2022-10-26 01:00 20108.60 止盈 +5.19% 1283 20 25651 12826 +1329.35 14155
36 做多 2022-10-22 19:00 19168.90 2022-10-26 02:00 20261.90 止盈 +5.70% 1416 20 28310 14155 +1612.61 15768
37 做多 2022-10-24 01:00 19468.70 2022-10-26 16:00 20658.70 止盈 +6.11% 1577 20 31535 15768 +1925.63 17693
38 做多 2022-10-25 06:00 19348.70 2022-10-26 15:00 20333.70 止盈 +5.09% 1769 20 35387 17693 +1799.65 19493
39 做多 2022-10-25 15:00 19296.90 2022-10-26 02:00 20261.90 止盈 +5.00% 1949 20 38986 19493 +1947.66 21441
40 做多 2022-10-25 21:00 19469.40 2022-10-26 16:00 20658.70 止盈 +6.11% 2144 20 42881 21441 +2616.81 24057
41 做多 2022-10-28 22:00 20487.10 2022-11-08 12:00 19626.00 止损 -4.20% 2406 20 48115 24057 -2020.31 22037
42 做多 2022-10-30 15:00 20842.50 2022-11-03 04:00 20164.50 止损 -3.25% 2204 20 44074 22037 -1432.29 20605
43 做多 2022-10-31 18:00 20741.60 2022-11-03 06:00 20100.80 止损 -3.09% 2060 20 41210 20605 -1271.88 19333
44 做多 2022-11-01 10:00 20568.10 2022-11-08 12:00 19626.00 止损 -4.58% 1933 20 38666 19333 -1769.28 17564
45 做多 2022-11-02 10:00 20505.30 2022-11-08 12:00 19626.00 止损 -4.29% 1756 20 35127 17564 -1504.81 16059
46 做多 2022-11-03 14:00 20297.00 2022-11-05 08:00 21426.50 止盈 +5.56% 1606 20 32118 16059 +1785.52 17844
47 做多 2022-11-04 02:00 20233.00 2022-11-05 08:00 21426.50 止盈 +5.90% 1784 20 35689 17844 +2103.10 19947
48 做多 2022-11-04 09:00 20276.70 2022-11-05 08:00 21426.50 止盈 +5.67% 1995 20 39895 19947 +2260.00 22207
49 做多 2022-11-07 02:00 21212.40 2022-11-08 06:00 20450.00 止损 -3.59% 2221 20 44415 22207 -1594.73 20613
50 做多 2022-11-10 16:00 16827.90 2022-11-11 00:00 17774.10 止盈 +5.62% 2061 20 41225 20613 +2315.71 22928
51 做多 2022-11-12 19:00 16859.60 2022-11-14 07:00 16321.20 止损 -3.19% 2293 20 45857 22928 -1462.94 21466
52 做多 2022-11-13 11:00 16906.10 2022-11-14 05:00 16382.90 止损 -3.09% 2147 20 42931 21466 -1327.27 20138
53 做多 2022-11-14 17:00 16744.10 2022-11-21 09:00 16204.30 止损 -3.22% 2014 20 40276 20138 -1297.14 18841
54 做多 2022-11-15 11:00 16808.80 2022-11-21 05:00 16277.40 止损 -3.16% 1884 20 37682 18841 -1190.11 17651
55 做多 2022-11-16 07:00 16888.30 2022-11-21 05:00 16277.40 止损 -3.62% 1765 20 35302 17651 -1275.70 16375
56 做多 2022-11-16 12:00 16899.60 2022-11-21 05:00 16277.40 止损 -3.68% 1638 20 32751 16375 -1204.59 15171
57 做多 2022-11-17 09:00 16683.00 2022-11-21 10:00 16005.20 止损 -4.06% 1517 20 30341 15171 -1231.48 13939
58 做多 2022-11-18 02:00 16691.20 2022-11-21 10:00 16005.20 止损 -4.11% 1394 20 27878 13939 -1144.64 12795
59 做多 2022-11-19 20:00 16644.10 2022-11-21 10:00 16005.20 止损 -3.84% 1279 20 25589 12795 -981.28 11813
60 做多 2022-11-20 06:00 16728.60 2022-11-21 09:00 16204.30 止损 -3.13% 1181 20 23627 11813 -739.75 11074
61 做多 2022-11-22 21:00 16162.40 2022-12-01 03:00 17051.50 止盈 +5.50% 1107 20 22147 11074 +1217.10 12291
62 做多 2022-11-24 06:00 16504.80 2022-12-05 12:00 17346.00 止盈 +5.10% 1229 20 24581 12291 +1251.58 13542
63 做多 2022-11-25 22:00 16531.40 2022-12-13 17:00 17430.60 止盈 +5.44% 1354 20 27084 13542 +1471.74 15014
64 做多 2022-11-27 13:00 16530.30 2022-12-13 17:00 17430.60 止盈 +5.45% 1501 20 30028 15014 +1633.79 16648
65 做多 2022-11-29 03:00 16215.10 2022-12-01 03:00 17051.50 止盈 +5.16% 1665 20 33295 16648 +1715.72 18363
66 做多 2022-11-29 10:00 16255.90 2022-12-01 04:00 17090.90 止盈 +5.14% 1836 20 36727 18363 +1884.63 20248
67 做多 2022-11-30 04:00 16486.60 2022-12-05 12:00 17346.00 止盈 +5.21% 2025 20 40496 20248 +2108.84 22357
68 做多 2022-12-02 18:00 16960.70 2022-12-13 21:00 17896.00 止盈 +5.51% 2236 20 44714 22357 +2463.29 24820
69 做多 2022-12-03 03:00 16979.30 2022-12-13 21:00 17896.00 止盈 +5.40% 2482 20 49640 24820 +2677.37 27498
70 做多 2022-12-04 12:00 16999.30 2022-12-13 21:00 17896.00 止盈 +5.27% 2750 20 54995 27498 +2898.05 30396
71 做多 2022-12-07 07:00 17078.60 2022-12-14 22:00 18055.80 止盈 +5.72% 3040 20 60791 30396 +3474.87 33871
72 做多 2022-12-08 09:00 16818.90 2022-12-13 21:00 17896.00 止盈 +6.40% 3387 20 67741 33871 +4333.87 38204
73 做多 2022-12-08 19:00 16842.00 2022-12-13 21:00 17896.00 止盈 +6.26% 3820 20 76409 38204 +4777.00 42981
74 做多 2022-12-10 16:00 17133.20 2022-12-14 22:00 18055.80 止盈 +5.38% 4298 20 85963 42981 +4624.35 47606
75 做多 2022-12-10 18:00 17155.50 2022-12-14 22:00 18055.80 止盈 +5.25% 4761 20 95211 47606 +4991.59 52597
76 做多 2022-12-11 14:00 17163.10 2022-12-14 22:00 18055.80 止盈 +5.20% 5260 20 105195 52597 +5465.99 58063
77 做多 2022-12-12 23:00 16999.90 2022-12-13 21:00 17896.00 止盈 +5.27% 5806 20 116127 58063 +6115.15 64178
78 做多 2022-12-16 15:00 17496.60 2022-12-16 21:00 16938.90 止损 -3.19% 6418 20 128357 64178 -4087.25 60091
79 做多 2022-12-18 06:00 16732.30 2023-01-12 07:00 17935.70 止盈 +7.19% 6009 20 120182 60091 +8634.97 68726
80 做多 2022-12-19 04:00 16750.60 2023-01-12 07:00 17935.70 止盈 +7.07% 6873 20 137452 68726 +9714.99 78441
81 做多 2022-12-19 17:00 16743.60 2023-01-12 07:00 17935.70 止盈 +7.12% 7844 20 156882 78441 +11158.44 89600
82 做多 2022-12-20 12:00 16783.60 2023-01-12 07:00 17935.70 止盈 +6.86% 8960 20 179199 89600 +12288.72 101888
83 做多 2022-12-21 19:00 16872.40 2023-01-12 07:00 17935.70 止盈 +6.30% 10189 20 203777 101888 +12829.18 114717
84 做多 2022-12-22 10:00 16844.10 2023-01-12 07:00 17935.70 止盈 +6.48% 11472 20 229435 114717 +14853.91 129571
85 做多 2022-12-23 07:00 16815.50 2023-01-12 07:00 17935.70 止盈 +6.66% 12957 20 259143 129571 +17246.08 146817
86 做多 2022-12-24 03:00 16838.50 2023-01-12 07:00 17935.70 止盈 +6.52% 14682 20 293635 146817 +19114.18 165932
87 做多 2022-12-24 13:00 16815.80 2023-01-12 07:00 17935.70 止盈 +6.66% 16593 20 331863 165932 +22079.36 188011
88 做多 2022-12-26 08:00 16822.10 2023-01-12 07:00 17935.70 止盈 +6.62% 18801 20 376022 188011 +24867.25 212878
89 做多 2022-12-27 07:00 16912.90 2023-01-12 07:00 17935.70 止盈 +6.05% 21288 20 425757 212878 +25721.69 238600
90 做多 2022-12-28 22:00 16729.50 2023-01-12 07:00 17935.70 止盈 +7.21% 23860 20 477200 238600 +34371.79 272972
91 做多 2022-12-29 19:00 16593.80 2023-01-11 02:00 17427.70 止盈 +5.03% 27297 20 545943 272972 +27408.25 300380
92 做多 2022-12-31 03:00 16520.80 2023-01-10 01:00 17348.90 止盈 +5.01% 30038 20 600760 300380 +30082.80 330463
93 做多 2022-12-31 19:00 16565.60 2023-01-11 02:00 17427.70 止盈 +5.20% 33046 20 660926 330463 +34361.22 364824
94 做多 2023-01-01 21:00 16539.90 2023-01-11 02:00 17427.70 止盈 +5.37% 36482 20 729648 364824 +39125.61 403950
95 做多 2023-01-03 15:00 16723.10 2023-01-12 07:00 17935.70 止盈 +7.25% 40395 20 807899 403950 +58522.58 462472
96 做多 2023-01-04 10:00 16729.00 2023-01-12 07:00 17935.70 止盈 +7.21% 46247 20 924944 462472 +66651.58 529124
97 做多 2023-01-06 02:00 16837.00 2023-01-12 07:00 17935.70 止盈 +6.53% 52912 20 1058248 529124 +68986.99 598111
98 做多 2023-01-07 02:00 16841.50 2023-01-12 07:00 17935.70 止盈 +6.50% 59811 20 1196222 598111 +77641.34 675752
99 做多 2023-01-08 04:00 16939.30 2023-01-12 07:00 17935.70 止盈 +5.88% 67575 20 1351504 675752 +79418.40 755171
100 做多 2023-01-08 23:00 16991.00 2023-01-12 07:00 17935.70 止盈 +5.56% 75517 20 1510341 755171 +83891.02 839062
101 做多 2023-01-09 06:00 16956.80 2023-01-12 07:00 17935.70 止盈 +5.77% 83906 20 1678123 839062 +96779.58 935841
102 做多 2023-01-10 19:00 17244.40 2023-01-12 08:00 18264.00 止盈 +5.91% 93584 20 1871682 935841 +110555.24 1046396
103 做多 2023-01-12 04:00 17542.50 2023-01-13 01:00 18840.00 止盈 +7.40% 104640 20 2092793 1046396 +154634.92 1201031
104 做多 2023-01-15 06:00 21004.40 2023-01-21 04:00 22287.20 止盈 +6.11% 120103 20 2402063 1201031 +146554.27 1347586
105 做多 2023-01-16 00:00 20884.70 2023-01-21 04:00 22287.20 止盈 +6.72% 134759 20 2695171 1347586 +180811.67 1528397
106 做多 2023-01-17 02:00 21286.80 2023-01-21 06:00 22590.60 止盈 +6.12% 152840 20 3056794 1528397 +187039.06 1715436
107 做多 2023-01-17 19:00 21218.60 2023-01-21 04:00 22287.20 止盈 +5.04% 171544 20 3430873 1715436 +172611.02 1888047
108 做多 2023-01-18 12:00 21279.70 2023-01-21 06:00 22590.60 止盈 +6.16% 188805 20 3776095 1888047 +232387.31 2120435
109 做多 2023-01-18 22:00 21420.00 2023-01-19 04:00 20732.70 止损 -3.21% 212043 20 4240869 2120435 -135939.99 1984495
110 做多 2023-01-19 23:00 20870.70 2023-01-21 04:00 22287.20 止盈 +6.79% 198449 20 3968989 1984495 +269106.99 2253602
111 做多 2023-01-20 22:00 21148.00 2023-01-21 04:00 22287.20 止盈 +5.39% 225360 20 4507203 2253602 +242551.13 2496153
112 做多 2023-01-23 00:00 22814.40 2023-02-02 08:00 24194.40 止盈 +6.05% 249615 20 4992305 2496153 +301673.16 2797826
113 做多 2023-01-23 18:00 22909.00 2023-02-02 08:00 24194.40 止盈 +5.61% 279783 20 5595652 2797826 +313652.20 3111478
114 做多 2023-01-26 03:00 22743.40 2023-01-30 03:00 23896.60 止盈 +5.07% 311148 20 6222956 3111478 +315218.34 3426696
115 做多 2023-01-27 06:00 22998.00 2023-02-02 08:00 24194.40 止盈 +5.20% 342670 20 6853393 3426696 +356170.09 3782867
116 做多 2023-01-27 16:00 22959.80 2023-02-02 08:00 24194.40 止盈 +5.38% 378287 20 7565733 3782867 +406419.63 4189286
117 做多 2023-01-27 23:00 22928.80 2023-02-02 08:00 24194.40 止盈 +5.52% 418929 20 8378572 4189286 +462009.23 4651295
118 做多 2023-01-29 08:00 23105.10 2023-02-10 03:00 22027.30 止损 -4.66% 465130 20 9302591 4651295 -433510.61 4217785
119 做多 2023-01-31 19:00 22856.90 2023-02-02 08:00 24194.40 止盈 +5.85% 421778 20 8435570 4217785 +493124.25 4710909
120 做多 2023-02-02 03:00 23379.90 2023-02-09 11:00 22511.60 止损 -3.71% 471091 20 9421818 4710909 -349564.53 4361345
121 做多 2023-02-03 03:00 23804.90 2023-02-06 00:00 23073.00 止损 -3.07% 436134 20 8722689 4361345 -267917.61 4093427
122 做多 2023-02-04 00:00 23514.30 2023-02-06 13:00 22771.60 止损 -3.16% 409343 20 8186854 4093427 -258323.49 3835103
123 做多 2023-02-04 02:00 23418.80 2023-02-09 11:00 22511.60 止损 -3.87% 383510 20 7670207 3835103 -296832.17 3538271
124 做多 2023-02-04 21:00 23503.00 2023-02-06 13:00 22771.60 止损 -3.11% 353827 20 7076542 3538271 -219997.76 3318273
125 做多 2023-02-05 18:00 23395.00 2023-02-09 11:00 22511.60 止损 -3.78% 331827 20 6636547 3318273 -250346.78 3067927
126 做多 2023-02-06 23:00 23040.50 2023-02-10 03:00 22027.30 止损 -4.40% 306793 20 6135853 3067927 -269552.74 2798374
127 做多 2023-02-07 17:00 23001.60 2023-02-10 03:00 22027.30 止损 -4.24% 279837 20 5596748 2798374 -236829.55 2561544
128 做多 2023-02-11 15:00 21681.90 2023-02-15 23:00 22798.10 止盈 +5.15% 256154 20 5123089 2561544 +263476.60 2825021
129 做多 2023-02-12 05:00 21815.60 2023-02-16 02:00 22963.00 止盈 +5.26% 282502 20 5650042 2825021 +296869.00 3121890
130 做多 2023-02-14 08:00 21727.60 2023-02-16 02:00 22963.00 止盈 +5.69% 312189 20 6243780 3121890 +354657.32 3476547
131 做多 2023-02-15 18:00 22222.60 2023-02-16 04:00 24144.80 止盈 +8.65% 347655 20 6953095 3476547 +600824.09 4077371
132 做多 2023-02-17 23:00 24131.40 2023-02-24 23:00 23337.20 止损 -3.29% 407737 20 8154743 4077371 -268116.24 3809255
133 做多 2023-02-18 23:00 24670.00 2023-02-22 22:00 23927.70 止损 -3.01% 380926 20 7618510 3809255 -229005.47 3580250
134 做多 2023-02-19 22:00 24755.50 2023-02-22 14:00 23948.10 止损 -3.26% 358025 20 7160499 3580250 -233305.97 3346944
135 做多 2023-02-20 17:00 24884.70 2023-02-22 13:00 24104.40 止损 -3.14% 334694 20 6693887 3346944 -209687.77 3137256
136 做多 2023-02-23 08:00 24118.00 2023-02-24 23:00 23337.20 止损 -3.24% 313726 20 6274512 3137256 -202928.92 2934327
137 做多 2023-02-24 12:00 23928.50 2023-02-25 00:00 23179.80 止损 -3.13% 293433 20 5868654 2934327 -183440.98 2750886
138 做多 2023-02-26 08:00 23088.10 2023-03-03 09:00 22137.50 止损 -4.12% 275089 20 5501772 2750886 -226296.43 2524590
139 做多 2023-02-27 22:00 23790.10 2023-03-03 09:00 22137.50 止损 -6.95% 252459 20 5049179 2524590 -350394.89 2174195
140 做多 2023-02-28 09:00 23420.90 2023-03-03 09:00 22137.50 止损 -5.48% 217419 20 4348390 2174195 -238041.34 1936153
141 做多 2023-02-28 22:00 23410.90 2023-03-03 09:00 22137.50 止损 -5.44% 193615 20 3872307 1936153 -210417.56 1725736
142 做多 2023-03-01 12:00 23788.20 2023-03-03 09:00 22137.50 止损 -6.94% 172574 20 3451472 1725736 -239263.46 1486472
143 做多 2023-03-03 05:00 23400.00 2023-03-03 09:00 22137.50 止损 -5.40% 148647 20 2972945 1486472 -160238.87 1326234

⚙️ 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