📊 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 (8640根K线) | 发布时间: 2026-03-25 15:35

📈 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
360天
交易次数
282次
盈利
161次
亏损
121次
胜率
57.1%
总收益
+238011.3%
最终资金
23811127U
最大回撤
-86.4%
月化收益
+19834.3%

📊 收益与风险

盈利因子
1.49
止盈次数
161
止损次数
121
盈亏比
1.33

📋 交易记录明细(共282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 2020-04-26 13:00 7528.47 2020-04-29 14:00 7942.99 止盈 +5.51% 1000 20 20000 10000 +1100.11 11100
2 做多 2020-04-26 22:00 7636.86 2020-04-29 18:00 8107.61 止盈 +6.16% 1110 20 22200 11100 +1367.09 12467
3 做多 2020-04-27 04:00 7643.91 2020-04-29 18:00 8107.61 止盈 +6.07% 1247 20 24934 12467 +1511.07 13978
4 做多 2020-04-28 06:00 7761.63 2020-04-29 20:00 8238.50 止盈 +6.14% 1398 20 27957 13978 +1715.92 15694
5 做多 2020-04-28 17:00 7741.55 2020-04-29 20:00 8238.50 止盈 +6.42% 1569 20 31388 15694 +2012.89 17707
6 做多 2020-04-29 03:00 7713.60 2020-04-29 18:00 8107.61 止盈 +5.11% 1771 20 35414 17707 +1807.14 19514
7 做多 2020-05-01 14:00 8765.99 2020-05-06 18:00 9230.41 止盈 +5.30% 1951 20 39028 19514 +2065.65 21580
8 做多 2020-05-02 08:00 8834.43 2020-05-06 19:00 9321.44 止盈 +5.51% 2158 20 43160 21580 +2376.86 23957
9 做多 2020-05-04 23:00 8848.00 2020-05-06 19:00 9321.44 止盈 +5.35% 2396 20 47913 23957 +2561.20 26518
10 做多 2020-05-06 06:00 8971.75 2020-05-07 21:00 9493.38 止盈 +5.81% 2652 20 53036 26518 +3080.49 29598
11 做多 2020-05-07 12:00 9280.21 2020-05-08 01:00 9839.62 止盈 +6.03% 2960 20 59197 29598 +3564.81 33163
12 做多 2020-05-08 19:00 9912.70 2020-05-09 15:00 9609.65 止损 -3.06% 3316 20 66326 33163 -2025.70 31138
13 做多 2020-05-08 22:00 9965.54 2020-05-09 15:00 9609.65 止损 -3.57% 3114 20 62275 31138 -2221.75 28916
14 做多 2020-05-10 04:00 9666.01 2020-05-10 08:00 8695.84 止损 -10.04% 2892 20 57832 28916 -5798.71 23117
15 做多 2020-05-11 07:00 8719.53 2020-05-14 04:00 9281.00 止盈 +6.44% 2312 20 46234 23117 +2974.14 26091
16 做多 2020-05-11 18:00 8798.95 2020-05-12 01:00 8500.60 止损 -3.39% 2609 20 52182 26091 -1767.60 24324
17 做多 2020-05-12 15:00 8651.42 2020-05-13 20:00 9085.21 止盈 +5.01% 2432 20 48647 24324 +2436.78 26760
18 做多 2020-05-16 14:00 9465.90 2020-05-21 22:00 9078.84 止损 -4.09% 2676 20 53521 26760 -2186.27 24574
19 做多 2020-05-17 08:00 9478.00 2020-05-21 22:00 9078.84 止损 -4.21% 2457 20 49148 24574 -2067.78 22506
20 做多 2020-05-19 07:00 9731.10 2020-05-20 23:00 9410.03 止损 -3.30% 2251 20 45013 22506 -1483.67 21023
21 做多 2020-05-19 17:00 9789.36 2020-05-20 23:00 9410.03 止损 -3.87% 2102 20 42045 21023 -1627.59 19395
22 做多 2020-05-22 17:00 9104.81 2020-05-25 07:00 8711.37 止损 -4.32% 1940 20 38790 19395 -1674.54 17721
23 做多 2020-05-24 06:00 9222.23 2020-05-25 00:00 8934.00 止损 -3.13% 1772 20 35441 17721 -1106.56 16614
24 做多 2020-05-26 01:00 8889.01 2020-05-28 20:00 9415.70 止盈 +5.93% 1661 20 33228 16614 +1966.85 18581
25 做多 2020-05-27 08:00 8880.83 2020-05-28 20:00 9415.70 止盈 +6.02% 1858 20 37162 18581 +2235.91 20817
26 做多 2020-05-30 13:00 9554.69 2020-06-02 07:00 10232.48 止盈 +7.09% 2082 20 41633 20817 +2950.44 23767
27 做多 2020-05-31 06:00 9725.14 2020-06-02 07:00 10232.48 止盈 +5.22% 2377 20 47534 23767 +2477.29 26244
28 做多 2020-06-01 12:00 9544.98 2020-06-02 07:00 10232.48 止盈 +7.20% 2624 20 52489 26244 +3776.86 30021
29 做多 2020-06-03 17:00 9519.00 2020-06-12 00:00 9083.01 止损 -4.58% 3002 20 60043 30021 -2747.33 27274
30 做多 2020-06-04 22:00 9743.00 2020-06-07 21:00 9446.36 止损 -3.04% 2727 20 54548 27274 -1659.13 25615
31 做多 2020-06-06 20:00 9646.81 2020-06-12 00:00 9083.01 止损 -5.84% 2561 20 51230 25615 -2991.09 22624
32 做多 2020-06-08 05:00 9705.19 2020-06-12 00:00 9083.01 止损 -6.41% 2262 20 45248 22624 -2897.83 19726
33 做多 2020-06-09 08:00 9702.99 2020-06-12 00:00 9083.01 止损 -6.39% 1973 20 39452 19726 -2518.29 17208
34 做多 2020-06-09 22:00 9712.62 2020-06-12 00:00 9083.01 止损 -6.48% 1721 20 34415 17208 -2228.70 14979
35 做多 2020-06-11 02:00 9831.10 2020-06-11 23:00 9525.02 止损 -3.11% 1498 20 29958 14979 -931.77 14047
36 做多 2020-06-12 16:00 9468.96 2020-06-15 11:00 9160.68 止损 -3.26% 1405 20 28094 14047 -913.75 13133
37 做多 2020-06-13 06:00 9473.18 2020-06-15 11:00 9160.68 止损 -3.30% 1313 20 26267 13133 -865.62 12268
38 做多 2020-06-13 17:00 9437.15 2020-06-15 13:00 9034.86 止损 -4.26% 1227 20 24536 12268 -1044.87 11223
39 做多 2020-06-14 00:00 9426.98 2020-06-15 13:00 9034.86 止损 -4.16% 1122 20 22446 11223 -932.71 10290
40 做多 2020-06-14 08:00 9449.03 2020-06-15 11:00 9160.68 止损 -3.05% 1029 20 20580 10290 -627.41 9663
41 做多 2020-06-16 00:00 9356.08 2020-06-28 03:00 8932.93 止损 -4.52% 966 20 19326 9663 -873.17 8790
42 做多 2020-06-17 07:00 9519.12 2020-06-25 11:00 9099.65 止损 -4.41% 879 20 17579 8790 -773.88 8016
43 做多 2020-06-17 17:00 9479.95 2020-06-25 11:00 9099.65 止损 -4.01% 802 20 16032 8016 -642.48 7373
44 做多 2020-06-18 10:00 9406.01 2020-06-25 11:00 9099.65 止损 -3.26% 737 20 14747 7373 -479.83 6893
45 做多 2020-06-18 14:00 9424.44 2020-06-25 11:00 9099.65 止损 -3.45% 689 20 13787 6893 -474.66 6419
46 做多 2020-06-19 19:00 9382.26 2020-06-25 11:00 9099.65 止损 -3.01% 642 20 12838 6419 -386.30 6033
47 做多 2020-06-21 05:00 9329.39 2020-06-28 03:00 8932.93 止损 -4.25% 603 20 12065 6033 -512.20 5520
48 做多 2020-06-22 11:00 9380.13 2020-06-26 22:00 9086.35 止损 -3.13% 552 20 11041 5520 -345.44 5175
49 做多 2020-06-23 23:00 9695.89 2020-06-24 18:00 9384.16 止损 -3.22% 517 20 10350 5175 -332.42 4842
50 做多 2020-06-24 11:00 9657.09 2020-06-24 19:00 9337.26 止损 -3.31% 484 20 9685 4842 -320.43 4522
51 做多 2020-06-25 20:00 9184.00 2020-07-26 01:00 9688.10 止盈 +5.49% 452 20 9044 4522 +495.92 5018
52 做多 2020-06-26 01:00 9278.40 2020-06-28 03:00 8932.93 止损 -3.72% 502 20 10036 5018 -373.30 4645
53 做多 2020-06-27 08:00 9142.85 2020-07-24 00:00 9628.10 止盈 +5.31% 464 20 9289 4645 +492.53 5137
54 做多 2020-06-27 14:00 9182.99 2020-07-26 01:00 9688.10 止盈 +5.50% 514 20 10274 5137 +564.57 5702
55 做多 2020-06-28 17:00 9071.25 2020-07-23 23:00 9527.40 止盈 +5.03% 570 20 11403 5702 +572.85 6275
56 做多 2020-06-30 02:00 9141.14 2020-07-24 00:00 9628.10 止盈 +5.33% 627 20 12549 6275 +667.84 6942
57 做多 2020-07-01 01:00 9148.60 2020-07-24 00:00 9628.10 止盈 +5.24% 694 20 13885 6942 +727.01 7669
58 做多 2020-07-01 16:00 9174.61 2020-07-26 01:00 9688.10 止盈 +5.60% 767 20 15339 7669 +857.64 8527
59 做多 2020-07-03 17:00 9076.50 2020-07-24 00:00 9628.10 止盈 +6.08% 853 20 17054 8527 +1035.38 9562
60 做多 2020-07-05 01:00 9169.98 2020-07-26 01:00 9688.10 止盈 +5.65% 956 20 19125 9562 +1079.51 10642
61 做多 2020-07-06 08:00 9064.73 2020-07-23 07:00 9518.25 止盈 +5.00% 1064 20 21284 10642 +1063.80 11706
62 做多 2020-07-08 10:00 9301.64 2020-07-26 16:00 9775.00 止盈 +5.09% 1171 20 23412 11706 +1190.22 12896
63 做多 2020-07-11 00:00 9223.78 2020-07-26 01:00 9688.10 止盈 +5.03% 1290 20 25792 12896 +1297.06 14193
64 做多 2020-07-12 09:00 9268.51 2020-07-26 16:00 9775.00 止盈 +5.46% 1419 20 28386 14193 +1549.65 15743
65 做多 2020-07-13 07:00 9300.69 2020-07-26 16:00 9775.00 止盈 +5.10% 1574 20 31485 15743 +1604.06 17347
66 做多 2020-07-14 23:00 9220.79 2020-07-26 01:00 9688.10 止盈 +5.07% 1735 20 34694 17347 +1756.51 19103
67 做多 2020-07-17 07:00 9132.00 2020-07-24 00:00 9628.10 止盈 +5.43% 1910 20 38207 19103 +2073.51 21177
68 做多 2020-07-17 20:00 9162.06 2020-07-24 00:00 9628.10 止盈 +5.09% 2118 20 42354 21177 +2152.21 23329
69 做多 2020-07-18 18:00 9167.69 2020-07-24 00:00 9628.10 止盈 +5.02% 2333 20 46658 23329 +2340.87 25670
70 做多 2020-07-20 03:00 9167.09 2020-07-24 00:00 9628.10 止盈 +5.03% 2567 20 51340 25670 +2579.28 28249
71 做多 2020-07-21 11:00 9181.65 2020-07-26 01:00 9688.10 止盈 +5.52% 2825 20 56498 28249 +3113.27 31362
72 做多 2020-07-23 02:00 9364.03 2020-07-26 17:00 9837.17 止盈 +5.05% 3136 20 62725 31362 +3166.15 34529
73 做多 2020-07-25 02:00 9580.43 2020-07-27 09:00 10093.44 止盈 +5.35% 3453 20 69057 34529 +3694.15 38223
74 做多 2020-07-28 22:00 11184.67 2020-08-02 01:00 11745.01 止盈 +5.01% 3822 20 76445 38223 +3826.00 42049
75 做多 2020-07-29 05:00 11007.94 2020-08-01 13:00 11614.52 止盈 +5.51% 4205 20 84097 42049 +4629.46 46678
76 做多 2020-07-29 15:00 11027.64 2020-08-01 13:00 11614.52 止盈 +5.32% 4668 20 93356 46678 +4963.36 51642
77 做多 2020-07-31 02:00 11102.00 2020-08-01 15:00 11666.32 止盈 +5.08% 5164 20 103283 51642 +5244.68 56886
78 做多 2020-07-31 15:00 11140.65 2020-08-01 17:00 11712.84 止盈 +5.14% 5689 20 113772 56886 +5837.57 62724
79 做多 2020-08-03 13:00 11212.21 2020-08-06 05:00 11776.81 止盈 +5.04% 6272 20 125448 62724 +6310.70 69034
80 做多 2020-08-04 11:00 11270.58 2020-08-06 21:00 11878.99 止盈 +5.40% 6903 20 138069 69034 +7445.81 76480
81 做多 2020-08-05 12:00 11258.94 2020-08-06 21:00 11878.99 止盈 +5.51% 7648 20 152961 76480 +8415.39 84896
82 做多 2020-08-06 17:00 11749.01 2020-08-12 03:00 11395.40 止损 -3.01% 8490 20 169791 84896 -5105.10 79791
83 做多 2020-08-08 17:00 11744.64 2020-08-12 04:00 11219.00 止损 -4.48% 7979 20 159581 79791 -7135.03 72656
84 做多 2020-08-10 06:00 11689.27 2020-08-12 04:00 11219.00 止损 -4.02% 7266 20 145311 72656 -5840.15 66815
85 做多 2020-08-10 23:00 11930.80 2020-08-11 23:00 11493.15 止损 -3.67% 6682 20 133631 66815 -4896.99 61918
86 做多 2020-08-11 11:00 11846.10 2020-08-12 00:00 11433.68 止损 -3.48% 6192 20 123837 61918 -4307.05 57611
87 做多 2020-08-12 17:00 11479.98 2020-08-17 21:00 12132.85 止盈 +5.69% 5761 20 115223 57611 +6546.20 64158
88 做多 2020-08-14 04:00 11609.26 2020-08-17 23:00 12443.99 止盈 +7.19% 6416 20 128315 64158 +9216.90 73374
89 做多 2020-08-16 05:00 11901.76 2020-08-22 05:00 11540.97 止损 -3.03% 7337 20 146749 73374 -4444.10 68930
90 做多 2020-08-17 06:00 11917.40 2020-08-22 05:00 11540.97 止损 -3.16% 6893 20 137861 68930 -4350.20 64580
91 做多 2020-08-17 19:00 11919.01 2020-08-22 05:00 11540.97 止损 -3.17% 6458 20 129160 64580 -4092.53 60488
92 做多 2020-08-20 17:00 11788.00 2020-08-22 08:00 11429.20 止损 -3.04% 6049 20 120975 60488 -3678.53 56809
93 做多 2020-08-22 18:00 11576.36 2020-08-28 01:00 11197.94 止损 -3.27% 5681 20 113618 56809 -3710.36 53099
94 做多 2020-08-24 00:00 11639.71 2020-08-26 01:00 11243.99 止损 -3.40% 5310 20 106198 53099 -3606.83 49492
95 做多 2020-08-26 15:00 11353.29 2020-09-01 15:00 11933.08 止盈 +5.11% 4949 20 98984 49492 +5049.85 54542
96 做多 2020-08-28 10:00 11376.83 2020-09-01 17:00 11950.81 止盈 +5.05% 5454 20 109084 54542 +5497.94 60040
97 做多 2020-08-30 02:00 11527.69 2020-09-03 20:00 10826.30 止损 -6.08% 6004 20 120079 60040 -7298.80 52741
98 做多 2020-08-30 09:00 11623.40 2020-09-02 22:00 11255.58 止损 -3.16% 5274 20 105482 52741 -3334.61 49406
99 做多 2020-08-31 21:00 11720.96 2020-09-02 21:00 11347.66 止损 -3.18% 4941 20 98813 49406 -3143.93 46262
100 做多 2020-09-01 13:00 11805.78 2020-09-02 19:00 11417.49 止损 -3.29% 4626 20 92525 46262 -3040.08 43222
101 做多 2020-09-04 20:00 10467.00 2020-09-05 20:00 10007.37 止损 -4.39% 4322 20 86445 43222 -3792.18 39430
102 做多 2020-09-06 16:00 10240.94 2020-09-15 18:00 10840.11 止盈 +5.85% 3943 20 78860 39430 +4609.29 44039
103 做多 2020-09-08 03:00 10150.63 2020-09-14 23:00 10688.00 止盈 +5.29% 4404 20 88079 44039 +4658.19 48698
104 做多 2020-09-09 09:00 10122.07 2020-09-14 21:00 10636.80 止盈 +5.09% 4870 20 97395 48698 +4947.81 53645
105 做多 2020-09-09 15:00 10191.96 2020-09-15 00:00 10717.87 止盈 +5.16% 5365 20 107291 53645 +5530.72 59176
106 做多 2020-09-10 21:00 10435.57 2020-09-16 23:00 10998.00 止盈 +5.39% 5918 20 118352 59176 +6372.27 65548
107 做多 2020-09-11 08:00 10337.96 2020-09-15 20:00 10900.23 止盈 +5.44% 6555 20 131097 65548 +7123.08 72671
108 做多 2020-09-12 00:00 10308.89 2020-09-15 18:00 10840.11 止盈 +5.15% 7267 20 145343 72671 +7482.07 80154
109 做多 2020-09-12 19:00 10340.62 2020-09-15 20:00 10900.23 止盈 +5.41% 8015 20 160307 80154 +8666.77 88820
110 做多 2020-09-13 01:00 10375.00 2020-09-15 20:00 10900.23 止盈 +5.06% 8882 20 177641 88820 +8983.99 97804
111 做多 2020-09-14 12:00 10340.42 2020-09-15 20:00 10900.23 止盈 +5.41% 9780 20 195609 97804 +10579.28 108384
112 做多 2020-09-16 15:00 10910.70 2020-09-21 20:00 10569.37 止损 -3.13% 10838 20 216767 108384 -6774.56 101609
113 做多 2020-09-18 04:00 10925.99 2020-09-21 20:00 10569.37 止损 -3.26% 10161 20 203218 101609 -6626.32 94983
114 做多 2020-09-19 08:00 10963.11 2020-09-21 20:00 10569.37 止损 -3.59% 9498 20 189965 94983 -6815.78 88167
115 做多 2020-09-21 09:00 10937.57 2020-09-21 20:00 10569.37 止损 -3.37% 8817 20 176334 88167 -5930.13 82237
116 做多 2020-09-22 20:00 10486.29 2020-10-09 19:00 11049.28 止盈 +5.37% 8224 20 164474 82237 +8821.46 91058
117 做多 2020-09-24 18:00 10364.49 2020-09-28 08:00 10884.23 止盈 +5.01% 9106 20 182116 91058 +9123.32 100182
118 做多 2020-09-26 02:00 10701.63 2020-10-10 10:00 11390.93 止盈 +6.44% 10018 20 200363 100182 +12892.63 113074
119 做多 2020-09-27 00:00 10746.85 2020-10-10 10:00 11390.93 止盈 +5.99% 11307 20 226148 113074 +13539.97 126614
120 做多 2020-09-28 02:00 10712.84 2020-10-10 10:00 11390.93 止盈 +6.33% 12661 20 253228 126614 +16012.55 142627
121 做多 2020-09-29 22:00 10755.06 2020-10-02 19:00 10430.13 止损 -3.02% 14263 20 285253 142627 -8609.41 134017
122 做多 2020-09-30 05:00 10765.79 2020-10-02 13:00 10436.39 止损 -3.06% 13402 20 268035 134017 -8192.83 125824
123 做多 2020-10-01 00:00 10777.89 2020-10-02 13:00 10436.39 止损 -3.17% 12582 20 251649 125824 -7965.58 117859
124 做多 2020-10-01 08:00 10785.98 2020-10-02 13:00 10436.39 止损 -3.24% 11786 20 235718 117859 -7632.33 110227
125 做多 2020-10-03 02:00 10546.49 2020-10-09 23:00 11083.37 止盈 +5.09% 11023 20 220453 110227 +11211.17 121438
126 做多 2020-10-03 22:00 10530.00 2020-10-09 20:00 11063.43 止盈 +5.07% 12144 20 242875 121438 +12291.31 133729
127 做多 2020-10-04 00:00 10575.07 2020-10-10 10:00 11390.93 止盈 +7.71% 13373 20 267458 133729 +20613.59 154343
128 做多 2020-10-04 14:00 10611.02 2020-10-10 10:00 11390.93 止盈 +7.35% 15434 20 308685 154343 +22665.68 177008
129 做多 2020-10-07 20:00 10618.09 2020-10-10 10:00 11390.93 止盈 +7.28% 17701 20 354017 177008 +25741.41 202750
130 做多 2020-10-08 22:00 10909.99 2020-10-12 21:00 11492.00 止盈 +5.33% 20275 20 405499 202750 +21610.35 224360
131 做多 2020-10-09 18:00 10980.92 2020-10-12 23:00 11551.71 止盈 +5.20% 22436 20 448720 224360 +23301.22 247661
132 做多 2020-10-11 13:00 11339.01 2020-10-20 21:00 11929.74 止盈 +5.21% 24766 20 495323 247661 +25779.09 273440
133 做多 2020-10-11 17:00 11356.49 2020-10-20 21:00 11929.74 止盈 +5.05% 27344 20 546881 273440 +27577.70 301018
134 做多 2020-10-12 10:00 11398.81 2020-10-21 09:00 11981.88 止盈 +5.12% 30102 20 602036 301018 +30764.46 331783
135 做多 2020-10-12 23:00 11551.71 2020-10-21 11:00 12172.67 止盈 +5.38% 33178 20 663565 331783 +35634.15 367417
136 做多 2020-10-14 08:00 11475.30 2020-10-21 10:00 12115.48 止盈 +5.58% 36742 20 734833 367417 +40953.63 408370
137 做多 2020-10-14 16:00 11435.17 2020-10-21 10:00 12115.48 止盈 +5.95% 40837 20 816741 408370 +48541.58 456912
138 做多 2020-10-15 08:00 11390.87 2020-10-21 00:00 11961.05 止盈 +5.01% 45691 20 913824 456912 +45696.51 502608
139 做多 2020-10-16 00:00 11378.89 2020-10-21 00:00 11961.05 止盈 +5.12% 50261 20 1005217 502608 +51376.88 553985
140 做多 2020-10-17 12:00 11345.98 2020-10-20 21:00 11929.74 止盈 +5.15% 55399 20 1107971 553985 +56948.99 610934
141 做多 2020-10-18 02:00 11345.00 2020-10-20 21:00 11929.74 止盈 +5.15% 61093 20 1221869 610934 +62914.14 673848
142 做多 2020-10-18 05:00 11341.28 2020-10-20 21:00 11929.74 止盈 +5.19% 67385 20 1347697 673848 +69857.43 743706
143 做多 2020-10-19 16:00 11462.54 2020-10-21 10:00 12115.48 止盈 +5.70% 74371 20 1487412 743706 +84642.62 828348
144 做多 2020-10-22 18:00 12959.11 2020-10-28 00:00 13638.99 止盈 +5.25% 82835 20 1656697 828348 +86829.17 915178
145 做多 2020-10-24 07:00 12925.82 2020-10-27 23:00 13605.24 止盈 +5.26% 91518 20 1830355 915178 +96112.77 1011290
146 做多 2020-10-26 07:00 13023.81 2020-10-28 05:00 13686.38 止盈 +5.09% 101129 20 2022581 1011290 +102793.37 1114084
147 做多 2020-10-27 09:00 13089.16 2020-10-28 10:00 13835.97 止盈 +5.71% 111408 20 2228168 1114084 +127002.33 1241086
148 做多 2020-10-29 12:00 13226.03 2020-10-31 17:00 13890.98 止盈 +5.03% 124109 20 2482172 1241086 +124668.55 1365755
149 做多 2020-10-29 23:00 13429.04 2020-11-05 06:00 14132.49 止盈 +5.24% 136575 20 2731509 1365755 +142940.88 1508696
150 做多 2020-10-31 00:00 13512.75 2020-11-05 10:00 14228.71 止盈 +5.30% 150870 20 3017391 1508696 +159713.68 1668409
151 做多 2020-11-01 23:00 13790.77 2020-11-02 20:00 13295.39 止损 -3.59% 166841 20 3336818 1668409 -119742.42 1548667
152 做多 2020-11-03 06:00 13571.41 2020-11-05 11:00 14302.06 止盈 +5.38% 154867 20 3097334 1548667 +166585.77 1715253
153 做多 2020-11-03 19:00 13523.49 2020-11-05 10:00 14228.71 止盈 +5.21% 171525 20 3430505 1715253 +178714.34 1893967
154 做多 2020-11-04 22:00 13827.00 2020-11-05 18:00 14648.80 止盈 +5.94% 189397 20 3787934 1893967 +224908.59 2118876
155 做多 2020-11-07 08:00 15620.73 2020-11-08 02:00 14940.00 止损 -4.36% 211888 20 4237751 2118876 -184490.71 1934385
156 做多 2020-11-08 18:00 15162.72 2020-11-12 17:00 16061.21 止盈 +5.93% 193438 20 3868770 1934385 +229020.57 2163405
157 做多 2020-11-09 19:00 15807.88 2020-11-09 21:00 15282.60 止损 -3.32% 216341 20 4326811 2163405 -143631.81 2019774
158 做多 2020-11-10 11:00 15333.01 2020-11-12 23:00 16123.99 止盈 +5.16% 201977 20 4039547 2019774 +208178.68 2227952
159 做多 2020-11-11 06:00 15367.43 2020-11-13 04:00 16139.09 止盈 +5.02% 222795 20 4455905 2227952 +223525.00 2451477
160 做多 2020-11-12 15:00 15863.10 2020-11-17 01:00 16688.82 止盈 +5.21% 245148 20 4902955 2451477 +254957.68 2706435
161 做多 2020-11-14 06:00 16312.00 2020-11-14 17:00 15791.99 止损 -3.19% 270643 20 5412870 2706435 -172384.24 2534051
162 做多 2020-11-15 07:00 16064.51 2020-11-17 19:00 17001.99 止盈 +5.84% 253405 20 5068101 2534051 +295464.50 2829515
163 做多 2020-11-16 00:00 15997.78 2020-11-17 04:00 16820.35 止盈 +5.14% 282952 20 5659030 2829515 +290683.69 3120199
164 做多 2020-11-16 12:00 16027.64 2020-11-17 19:00 17001.99 止盈 +6.08% 312020 20 6240398 3120199 +378986.00 3499185
165 做多 2020-11-19 13:00 17910.00 2020-11-21 08:00 18875.09 止盈 +5.39% 349918 20 6998370 3499185 +376733.81 3875919
166 做多 2020-11-19 22:00 18135.29 2020-11-24 19:00 19089.69 止盈 +5.26% 387592 20 7751837 3875919 +407545.47 4283464
167 做多 2020-11-21 23:00 18812.73 2020-11-22 18:00 18200.91 止损 -3.25% 428346 20 8566928 4283464 -278331.57 4005133
168 做多 2020-11-23 02:00 18529.56 2020-11-26 11:00 17930.00 止损 -3.24% 400513 20 8010265 4005133 -258928.54 3746204
169 做多 2020-11-23 14:00 18558.00 2020-11-26 11:00 17930.00 止损 -3.38% 374620 20 7492408 3746204 -253288.45 3492916
170 做多 2020-11-24 16:00 18643.82 2020-11-26 11:00 17930.00 止损 -3.83% 349292 20 6985831 3492916 -267200.57 3225715
171 做多 2020-11-25 18:00 19309.82 2020-11-26 10:00 18420.06 止损 -4.61% 322572 20 6451430 3225715 -296972.43 2928743
172 做多 2020-11-27 08:00 17400.00 2020-11-27 16:00 16857.75 止损 -3.12% 292874 20 5857485 2928743 -182358.92 2746384
173 做多 2020-11-28 07:00 17144.10 2020-11-29 16:00 18143.52 止盈 +5.83% 274638 20 5492767 2746384 +319882.17 3066266
174 做多 2020-12-02 17:00 19047.14 2020-12-09 06:00 18316.00 止损 -3.84% 306627 20 6132532 3066266 -235166.83 2831099
175 做多 2020-12-03 15:00 19213.55 2020-12-09 06:00 18316.00 止损 -4.67% 283110 20 5662198 2831099 -264241.84 2566857
176 做多 2020-12-05 15:00 18919.13 2020-12-09 06:00 18316.00 止损 -3.19% 256686 20 5133714 2566857 -163495.94 2403361
177 做多 2020-12-07 04:00 19172.12 2020-12-09 06:00 18316.00 止损 -4.47% 240336 20 4806723 2403361 -214426.79 2188934
178 做多 2020-12-08 10:00 19183.78 2020-12-09 06:00 18316.00 止损 -4.52% 218893 20 4377869 2188934 -197835.26 1991099
179 做多 2020-12-09 22:00 18441.08 2020-12-11 10:00 17808.25 止损 -3.43% 199110 20 3982198 1991099 -136517.74 1854581
180 做多 2020-12-11 05:00 18350.21 2020-12-11 17:00 17797.70 止损 -3.01% 185458 20 3709163 1854581 -111568.22 1743013
181 做多 2020-12-12 00:00 17972.24 2020-12-13 14:00 18969.99 止盈 +5.55% 174301 20 3486026 1743013 +193337.32 1936351
182 做多 2020-12-15 00:00 19149.72 2020-12-16 21:00 20354.12 止盈 +6.29% 193635 20 3872701 1936351 +243325.59 2179676
183 做多 2020-12-15 21:00 19351.25 2020-12-16 21:00 20354.12 止盈 +5.18% 217968 20 4359352 2179676 +225695.59 2405372
184 做多 2020-12-16 17:00 19518.83 2020-12-16 22:00 20673.27 止盈 +5.91% 240537 20 4810744 2405372 +284246.60 2689618
185 做多 2020-12-18 16:00 23147.49 2020-12-21 20:00 22326.36 止损 -3.55% 268962 20 5379237 2689618 -190631.28 2498987
186 做多 2020-12-19 07:00 23124.35 2020-12-21 20:00 22326.36 止损 -3.45% 249899 20 4997974 2498987 -172300.85 2326686
187 做多 2020-12-21 00:00 23663.90 2020-12-21 18:00 22471.63 止损 -5.04% 232669 20 4653372 2326686 -234218.72 2092468
188 做多 2020-12-21 11:00 23962.82 2020-12-21 18:00 22471.63 止损 -6.22% 209247 20 4184935 2092468 -260165.24 1832302
189 做多 2020-12-22 13:00 22689.66 2020-12-23 07:00 23826.99 止盈 +5.01% 183230 20 3664605 1832302 +183506.36 2015809
190 做多 2020-12-22 20:00 23187.82 2020-12-25 19:00 24605.23 止盈 +6.11% 201581 20 4031617 2015809 +246195.64 2262004
191 做多 2020-12-23 17:00 23651.45 2020-12-24 10:00 22806.35 止损 -3.57% 226200 20 4524009 2262004 -161487.62 2100517
192 做多 2020-12-24 00:00 23407.51 2020-12-25 19:00 24605.23 止盈 +5.12% 210052 20 4201033 2100517 +214744.33 2315261
193 做多 2020-12-24 19:00 23235.65 2020-12-25 19:00 24605.23 止盈 +5.89% 231526 20 4630522 2315261 +272664.13 2587925
194 做多 2020-12-28 13:00 26960.24 2020-12-30 14:00 28412.14 止盈 +5.39% 258793 20 5175850 2587925 +278458.28 2866383
195 做多 2020-12-29 21:00 26904.01 2020-12-30 14:00 28412.14 止盈 +5.61% 286638 20 5732767 2866383 +321034.37 3187418
196 做多 2020-12-30 04:00 27019.99 2020-12-30 14:00 28412.14 止盈 +5.15% 318742 20 6374836 3187418 +328121.98 3515540
197 做多 2021-01-01 05:00 28990.83 2021-01-02 20:00 30660.12 止盈 +5.76% 351554 20 7031079 3515540 +404444.22 3919984
198 做多 2021-01-02 08:00 29215.89 2021-01-02 21:00 31616.51 止盈 +8.22% 391998 20 7839968 3919984 +643552.64 4563537
199 做多 2021-01-05 08:00 32496.46 2021-01-05 11:00 31217.58 止损 -3.94% 456354 20 9127073 4563537 -358831.67 4204705
200 做多 2021-01-05 20:00 31618.00 2021-01-06 02:00 33411.50 止盈 +5.67% 420470 20 8409410 4204705 +476538.50 4681243
201 做多 2021-01-08 18:00 40839.01 2021-01-09 04:00 39111.84 止损 -4.23% 468124 20 9362487 4681243 -395563.84 4285680
202 做多 2021-01-09 09:00 40249.00 2021-01-09 14:00 39017.98 止损 -3.06% 428568 20 8571359 4285680 -261893.79 4023786
203 做多 2021-01-09 19:00 40639.04 2021-01-10 19:00 39233.99 止损 -3.46% 402379 20 8047572 4023786 -277957.68 3745828
204 做多 2021-01-10 16:00 40888.59 2021-01-10 19:00 39233.99 止损 -4.05% 374583 20 7491656 3745828 -302854.63 3442973
205 做多 2021-01-12 07:00 35408.46 2021-01-12 09:00 34317.15 止损 -3.08% 344297 20 6885947 3442973 -212016.79 3230957
206 做多 2021-01-13 17:00 34389.97 2021-01-14 04:00 36265.01 止盈 +5.45% 323096 20 6461913 3230957 +351969.77 3582926
207 做多 2021-01-16 16:00 37515.85 2021-01-17 05:00 35942.74 止损 -4.19% 358293 20 7165853 3582926 -300177.18 3282749
208 做多 2021-01-18 02:00 35710.22 2021-01-20 19:00 34463.47 止损 -3.49% 328275 20 6565499 3282749 -228991.86 3053757
209 做多 2021-01-18 17:00 36630.20 2021-01-20 11:00 35097.16 止损 -4.19% 305376 20 6107515 3053757 -255354.91 2798403
210 做多 2021-01-19 06:00 36519.61 2021-01-20 11:00 35097.16 止损 -3.90% 279840 20 5596805 2798403 -217779.27 2580623
211 做多 2021-01-21 06:00 34982.24 2021-01-21 16:00 33277.88 止损 -4.87% 258062 20 5161246 2580623 -251208.20 2329415
212 做多 2021-01-22 16:00 31536.96 2021-01-23 02:00 33292.51 止盈 +5.57% 232942 20 4658830 2329415 +259081.10 2588496
213 做多 2021-01-24 12:00 32814.74 2021-01-25 00:00 31750.16 止损 -3.24% 258850 20 5176992 2588496 -167784.69 2420711
214 做多 2021-01-25 09:00 32891.37 2021-01-25 21:00 34564.99 止盈 +5.09% 242071 20 4841423 2420711 +246101.01 2666812
215 做多 2021-01-27 03:00 32219.68 2021-01-27 16:00 31170.01 止损 -3.26% 266681 20 5333625 2666812 -173587.93 2493225
216 做多 2021-01-28 08:00 30685.20 2021-01-29 00:00 32442.90 止盈 +5.73% 249322 20 4986449 2493225 +285346.58 2778571
217 做多 2021-01-28 11:00 31424.01 2021-01-29 05:00 33197.11 止盈 +5.64% 277857 20 5557142 2778571 +313248.23 3091819
218 做多 2021-01-31 00:00 33986.08 2021-01-31 23:00 32875.93 止损 -3.27% 309182 20 6183639 3091819 -201785.60 2890034
219 做多 2021-02-01 11:00 33600.37 2021-02-02 17:00 35399.51 止盈 +5.35% 289003 20 5780067 2890034 +309185.63 3199219
220 做多 2021-02-02 05:00 33696.01 2021-02-02 17:00 35399.51 止盈 +5.06% 319922 20 6398439 3199219 +323149.26 3522369
221 做多 2021-02-02 13:00 34020.31 2021-02-03 03:00 35805.48 止盈 +5.25% 352237 20 7044737 3522369 +369293.45 3891662
222 做多 2021-02-05 06:00 37292.27 2021-02-06 10:00 39424.27 止盈 +5.72% 389166 20 7783324 3891662 +444527.86 4336190
223 做多 2021-02-05 14:00 37422.39 2021-02-06 10:00 39424.27 止盈 +5.35% 433619 20 8672380 4336190 +463457.91 4799648
224 做多 2021-02-08 08:00 38774.60 2021-02-08 20:00 43506.10 止盈 +12.20% 479965 20 9599296 4799648 +1170189.98 5969838
225 做多 2021-02-08 14:00 39067.83 2021-02-08 20:00 43506.10 止盈 +11.36% 596984 20 11939676 5969838 +1355041.03 7324879
226 做多 2021-02-09 23:00 46835.77 2021-02-10 22:00 44993.48 止损 -3.93% 732488 20 14649758 7324879 -575673.53 6749205
227 做多 2021-02-10 01:00 46567.55 2021-02-10 22:00 44993.48 止损 -3.38% 674921 20 13498411 6749205 -455815.17 6293390
228 做多 2021-02-10 18:00 46778.49 2021-02-10 22:00 44993.48 止损 -3.82% 629339 20 12586780 6293390 -479815.85 5813574
229 做多 2021-02-11 17:00 45550.41 2021-02-11 22:00 47984.81 止盈 +5.34% 581357 20 11627149 5813574 +620780.92 6434355
230 做多 2021-02-12 21:00 47947.00 2021-02-17 14:00 50627.99 止盈 +5.59% 643436 20 12868710 6434355 +718843.37 7153199
231 做多 2021-02-13 04:00 47650.01 2021-02-17 14:00 50627.99 止盈 +6.25% 715320 20 14306397 7153199 +893211.99 8046411
232 做多 2021-02-14 08:00 47654.91 2021-02-17 14:00 50627.99 止盈 +6.24% 804641 20 16092821 8046411 +1002990.03 9049401
233 做多 2021-02-15 23:00 47978.09 2021-02-17 14:00 50627.99 止盈 +5.52% 904940 20 18098801 9049401 +998623.61 10048024
234 做多 2021-02-17 09:00 49365.51 2021-02-18 03:00 52250.27 止盈 +5.84% 1004802 20 20096048 10048024 +1173173.42 11221198
235 做多 2021-02-19 04:00 52161.36 2021-02-20 01:00 54884.00 止盈 +5.22% 1122120 20 22442395 11221198 +1170242.88 12391441
236 做多 2021-02-19 17:00 52782.10 2021-02-20 02:00 55548.25 止盈 +5.24% 1239144 20 24782881 12391441 +1297496.94 13688937
237 做多 2021-02-21 17:00 56884.89 2021-02-22 17:00 54853.08 止损 -3.57% 1368894 20 27377875 13688937 -976902.89 12712035
238 做多 2021-02-24 08:00 48490.08 2021-02-25 20:00 51557.64 止盈 +6.33% 1271203 20 25424069 12712035 +1606758.90 14318793
239 做多 2021-02-25 10:00 50686.10 2021-02-25 17:00 49008.90 止损 -3.31% 1431879 20 28637587 14318793 -946668.41 13372125
240 做多 2021-02-27 00:00 48145.24 2021-02-27 04:00 46314.33 止损 -3.80% 1337213 20 26744250 13372125 -1016037.07 12356088
241 做多 2021-02-27 10:00 47449.99 2021-02-28 06:00 45857.58 止损 -3.36% 1235609 20 24712176 12356088 -828505.22 11527583
242 做多 2021-02-27 21:00 47468.83 2021-02-28 06:00 45857.58 止损 -3.39% 1152758 20 23055166 11527583 -781786.44 10745796
243 做多 2021-03-01 06:00 45220.69 2021-03-01 18:00 47610.29 止盈 +5.28% 1074580 20 21491593 10745796 +1134546.01 11880342
244 做多 2021-03-02 20:00 48838.47 2021-03-03 17:00 51480.18 止盈 +5.41% 1188034 20 23760685 11880342 +1283948.28 13164291
245 做多 2021-03-03 10:00 48605.41 2021-03-03 17:00 51480.18 止盈 +5.91% 1316429 20 26328581 13164291 +1555648.37 14719939
246 做多 2021-03-05 21:00 48069.92 2021-03-07 17:00 50961.29 止盈 +6.01% 1471994 20 29439878 14719939 +1769016.01 16488955
247 做多 2021-03-07 04:00 48538.66 2021-03-08 00:00 51072.46 止盈 +5.22% 1648895 20 32977910 16488955 +1719781.07 18208736
248 做多 2021-03-08 08:00 51510.00 2021-03-08 15:00 49783.97 止损 -3.35% 1820874 20 36417472 18208736 -1219079.63 16989656
249 做多 2021-03-08 22:00 50784.38 2021-03-09 09:00 53638.46 止盈 +5.62% 1698966 20 33979313 16989656 +1907726.30 18897383
250 做多 2021-03-10 17:00 55282.48 2021-03-13 18:00 59553.57 止盈 +7.73% 1889738 20 37794765 18897383 +2917080.06 21814463
251 做多 2021-03-11 22:00 56913.75 2021-03-13 19:00 59905.92 止盈 +5.26% 2181446 20 43628926 21814463 +2291443.05 24105906
252 做多 2021-03-13 02:00 57411.41 2021-03-14 01:00 60364.27 止盈 +5.14% 2410591 20 48211812 24105906 +2477214.33 26583120
253 做多 2021-03-13 15:00 57389.96 2021-03-14 01:00 60364.27 止盈 +5.18% 2658312 20 53166240 26583120 +2752654.77 29335775
254 做多 2021-03-16 18:00 55833.98 2021-03-18 07:00 58959.00 止盈 +5.60% 2933577 20 58671550 29335775 +3280554.55 32616329
255 做多 2021-03-18 03:00 57897.10 2021-03-21 17:00 56009.76 止损 -3.26% 3261633 20 65232659 32616329 -2124339.39 30491990
256 做多 2021-03-19 01:00 59319.72 2021-03-19 03:00 57359.68 止损 -3.30% 3049199 20 60983980 30491990 -2013015.39 28478975
257 做多 2021-03-19 15:00 57885.36 2021-03-21 17:00 56009.76 止损 -3.24% 2847897 20 56957949 28478975 -1843704.51 26635270
258 做多 2021-03-20 18:00 58776.99 2021-03-21 12:00 56964.43 止损 -3.08% 2663527 20 53270540 26635270 -1641109.81 24994160
259 做多 2021-03-22 02:00 57418.98 2021-03-23 03:00 55563.91 止损 -3.23% 2499416 20 49988321 24994160 -1613388.16 23380772
260 做多 2021-03-22 12:00 57675.85 2021-03-23 03:00 55563.91 止损 -3.66% 2338077 20 46761544 23380772 -1710574.16 21670198
261 做多 2021-03-23 21:00 55303.17 2021-03-25 06:00 52540.81 止损 -4.99% 2167020 20 43340396 21670198 -2162661.83 19507536
262 做多 2021-03-24 16:00 56293.48 2021-03-25 04:00 54086.08 止损 -3.92% 1950754 20 39015072 19507536 -1528343.05 17979193
263 做多 2021-03-26 05:00 52468.06 2021-03-27 13:00 55189.53 止盈 +5.19% 1797919 20 35958386 17979193 +1863263.29 19842456
264 做多 2021-03-26 12:00 52706.75 2021-03-28 00:00 56180.01 止盈 +6.59% 1984246 20 39684913 19842456 +2612534.16 22454991
265 做多 2021-03-28 00:00 56180.01 2021-03-30 19:00 59326.40 止盈 +5.60% 2245499 20 44909981 22454991 +2512691.11 24967682
266 做多 2021-03-29 16:00 57169.90 2021-04-10 12:00 61252.13 止盈 +7.14% 2496768 20 49935363 24967682 +3562080.59 28529762
267 做多 2021-03-30 15:00 58173.44 2021-04-07 19:00 56376.70 止损 -3.09% 2852976 20 57059525 28529762 -1760573.37 26769189
268 做多 2021-03-31 14:00 59774.87 2021-03-31 18:00 57792.17 止损 -3.32% 2676919 20 53538378 26769189 -1774063.10 24995126
269 做多 2021-04-01 00:00 59079.60 2021-04-04 07:00 57134.65 止损 -3.29% 2499513 20 49990252 24995126 -1644075.31 23351051
270 做多 2021-04-02 06:00 59089.45 2021-04-04 07:00 57134.65 止损 -3.31% 2335105 20 46702101 23351051 -1543456.13 21807594
271 做多 2021-04-03 11:00 59322.99 2021-04-04 07:00 57134.65 止损 -3.69% 2180759 20 43615189 21807594 -1607292.85 20200302
272 做多 2021-04-04 21:00 58160.01 2021-04-07 19:00 56376.70 止损 -3.07% 2020030 20 40400603 20200302 -1237529.92 18962772
273 做多 2021-04-05 21:00 58178.48 2021-04-07 19:00 56376.70 止损 -3.10% 1896277 20 37925543 18962772 -1173374.62 17789397
274 做多 2021-04-08 12:00 56961.02 2021-04-10 12:00 61252.13 止盈 +7.53% 1778940 20 35578794 17789397 +2677617.89 20467015
275 做多 2021-04-10 11:00 59286.01 2021-04-13 16:00 62826.12 止盈 +5.97% 2046701 20 40934030 20467015 +2441824.93 22908840
276 做多 2021-04-11 11:00 60343.27 2021-04-13 23:00 63420.34 止盈 +5.10% 2290884 20 45817680 22908840 +2334033.66 25242874
277 做多 2021-04-12 06:00 60196.51 2021-04-13 23:00 63420.34 止盈 +5.36% 2524287 20 50485747 25242874 +2701065.37 27943939
278 做多 2021-04-13 10:00 60899.97 2021-04-14 12:00 64401.09 止盈 +5.75% 2794394 20 55887878 27943939 +3209763.43 31153702
279 做多 2021-04-15 14:00 63029.98 2021-04-16 17:00 60766.74 止损 -3.59% 3115370 20 62307405 31153702 -2235056.93 28918645
280 做多 2021-04-16 03:00 63469.69 2021-04-16 15:00 61513.57 止损 -3.08% 2891865 20 57837291 28918645 -1780748.33 27137897
281 做多 2021-04-17 03:00 61782.30 2021-04-18 01:00 59759.70 止损 -3.27% 2713790 20 54275794 27137897 -1775078.67 25362818
282 做多 2021-04-19 05:00 56301.16 2021-04-19 23:00 54577.19 止损 -3.06% 2536282 20 50725637 25362818 -1551691.41 23811127

⚙️ 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