📊 比特币BTC 均线10-50 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 14:00

📈 回测结果摘要

测试币种
比特币BTC
策略
MA10-50
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
59次
盈利
39次
亏损
20次
胜率
66.1%
总收益
+1269.7%
最终资金
136969U
最大回撤
-25.3%
月化收益
+211.6%

📊 收益与风险

盈利因子
3.19
止盈次数
39
止损次数
20
盈亏比
1.95

📋 交易记录明细(共59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 2023-08-16 23:00 29098.00 2023-08-17 23:00 27920.90 止损 -4.05% 1000 20 20000 10000 -808.25 9192
2 做多 2023-08-17 03:00 29105.50 2023-08-17 23:00 27920.90 止损 -4.07% 919 20 18384 9192 -747.46 8444
3 做多 2023-08-20 16:00 26099.90 2023-08-29 22:00 27484.80 止盈 +5.31% 844 20 16889 8444 +895.24 9340
4 做多 2023-08-23 15:00 26045.30 2023-08-29 22:00 27484.80 止盈 +5.53% 934 20 18679 9340 +1031.34 10371
5 做多 2023-08-24 00:00 26379.30 2023-08-30 00:00 27988.40 止盈 +6.10% 1037 20 20742 10371 +1263.95 11635
6 做多 2023-08-27 18:00 26067.00 2023-08-29 22:00 27484.80 止盈 +5.44% 1163 20 23270 11635 +1264.38 12899
7 做多 2023-08-29 01:00 26129.00 2023-08-29 22:00 27484.80 止盈 +5.19% 1290 20 25798 12899 +1337.31 14237
8 做多 2023-08-29 22:00 27484.80 2023-09-01 00:00 26223.30 止损 -4.59% 1424 20 28473 14237 -1305.55 12931
9 做多 2023-09-03 12:00 25862.50 2023-09-12 03:00 25008.30 止损 -3.30% 1293 20 25862 12931 -853.33 12078
10 做多 2023-09-07 12:00 25803.50 2023-09-12 03:00 25008.30 止损 -3.08% 1208 20 24155 12078 -743.66 11334
11 做多 2023-09-08 01:00 25918.90 2023-09-11 22:00 25138.90 止损 -3.01% 1133 20 22668 11334 -681.48 10652
12 做多 2023-09-12 18:00 26149.30 2023-10-02 06:00 27989.70 止盈 +7.04% 1065 20 21305 10652 +1497.95 12150
13 做多 2023-09-16 09:00 26640.30 2023-10-02 06:00 27989.70 止盈 +5.07% 1215 20 24301 12150 +1229.67 13380
14 做多 2023-09-17 02:00 26569.30 2023-10-02 06:00 27989.70 止盈 +5.35% 1338 20 26760 13380 +1429.18 14809
15 做多 2023-09-18 13:00 26635.10 2023-10-02 06:00 27989.70 止盈 +5.09% 1481 20 29619 14809 +1504.83 16314
16 做多 2023-09-24 22:00 26576.40 2023-10-02 06:00 27989.70 止盈 +5.32% 1631 20 32628 16314 +1733.39 18048
17 做多 2023-09-27 14:00 26245.40 2023-10-02 06:00 27989.70 止盈 +6.65% 1805 20 36095 18048 +2396.52 20444
18 做多 2023-09-28 08:00 26429.30 2023-10-02 06:00 27989.70 止盈 +5.90% 2044 20 40888 20444 +2411.64 22856
19 做多 2023-10-01 01:00 27005.80 2023-10-02 21:00 28540.00 止盈 +5.68% 2286 20 45711 22856 +2594.26 25450
20 做多 2023-10-05 02:00 27613.80 2023-10-11 23:00 26769.10 止损 -3.06% 2545 20 50900 25450 -1555.46 23894
21 做多 2023-10-06 23:00 27926.50 2023-10-11 11:00 27000.70 止损 -3.32% 2389 20 47789 23894 -1582.68 22312
22 做多 2023-10-13 20:00 26920.00 2023-10-17 02:00 28536.90 止盈 +6.01% 2231 20 44624 22312 +2677.55 24989
23 做多 2023-10-19 22:00 28665.60 2023-10-22 01:00 30132.40 止盈 +5.12% 2499 20 49979 24989 +2554.82 27544
24 做多 2023-10-28 17:00 34098.20 2023-11-09 08:00 35866.20 止盈 +5.19% 2754 20 55088 27544 +2853.49 30398
25 做多 2023-11-01 06:00 34571.70 2023-11-09 10:00 36382.50 止盈 +5.24% 3040 20 60795 30398 +3181.16 33579
26 做多 2023-11-01 20:00 34825.40 2023-11-09 12:00 36715.30 止盈 +5.43% 3358 20 67158 33579 +3640.85 37220
27 做多 2023-11-04 17:00 34750.10 2023-11-09 12:00 36715.30 止盈 +5.66% 3722 20 74439 37220 +4205.51 41425
28 做多 2023-11-06 15:00 34918.50 2023-11-09 12:00 36715.30 止盈 +5.15% 4143 20 82850 41425 +4258.96 45684
29 做多 2023-11-08 05:00 35495.20 2023-11-09 22:00 37922.40 止盈 +6.84% 4568 20 91368 45684 +6241.61 51926
30 做多 2023-11-12 22:00 37169.90 2023-11-15 02:00 35239.50 止损 -5.19% 5193 20 103851 51926 -5388.08 46538
31 做多 2023-11-13 02:00 37186.40 2023-11-15 02:00 35239.50 止损 -5.24% 4654 20 93075 46538 -4868.10 41670
32 做多 2023-11-16 02:00 37413.90 2023-11-17 02:00 36259.00 止损 -3.09% 4167 20 83339 41670 -2569.96 39100
33 做多 2023-11-18 21:00 36443.80 2023-11-29 16:00 38335.50 止盈 +5.19% 3910 20 78199 39100 +4055.05 43155
34 做多 2023-11-23 06:00 37457.00 2023-12-03 03:00 39416.40 止盈 +5.23% 4315 20 86309 43155 +4510.38 47665
35 做多 2023-11-28 23:00 37502.20 2023-12-03 03:00 39416.40 止盈 +5.10% 4767 20 95330 47665 +4861.00 52526
36 做多 2023-12-01 13:00 38106.60 2023-12-04 06:00 40079.90 止盈 +5.18% 5253 20 105052 52526 +5434.54 57961
37 做多 2023-12-09 01:00 43760.10 2023-12-11 10:00 41962.20 止损 -4.11% 5796 20 115921 57961 -4757.90 53203
38 做多 2023-12-14 01:00 42138.10 2023-12-18 18:00 40845.90 止损 -3.07% 5320 20 106405 53203 -3259.75 49943
39 做多 2023-12-17 05:00 42314.50 2023-12-18 09:00 41001.50 止损 -3.10% 4994 20 99886 49943 -3096.31 46847
40 做多 2023-12-19 06:00 42530.00 2024-01-02 08:00 45179.80 止盈 +6.23% 4685 20 93693 46847 +5831.65 52678
41 做多 2023-12-24 05:00 43802.00 2023-12-26 17:00 42449.00 止损 -3.09% 5268 20 105357 52678 -3251.10 49427
42 做多 2023-12-26 03:00 43515.80 2023-12-27 01:00 42049.00 止损 -3.37% 4943 20 98854 49427 -3328.78 46098
43 做多 2023-12-28 00:00 43120.00 2023-12-30 06:00 41794.80 止损 -3.07% 4610 20 92197 46098 -2830.64 43268
44 做多 2023-12-31 05:00 42335.90 2024-01-02 08:00 45179.80 止盈 +6.72% 4327 20 86536 43268 +5807.18 49075
45 做多 2023-12-31 15:00 42567.00 2024-01-02 08:00 45179.80 止盈 +6.14% 4907 20 98150 49075 +6018.50 55093
46 做多 2024-01-05 05:00 44434.10 2024-01-09 02:00 46970.20 止盈 +5.71% 5509 20 110187 55093 +6282.69 61376
47 做多 2024-01-07 04:00 43816.40 2024-01-09 02:00 46970.20 止盈 +7.20% 6138 20 122752 61376 +8826.58 70203
48 做多 2024-01-08 20:00 45102.90 2024-01-11 20:00 47451.10 止盈 +5.21% 7020 20 140405 70203 +7302.64 77505
49 做多 2024-01-11 08:00 46676.00 2024-01-12 23:00 44495.10 止损 -4.67% 7751 20 155011 77505 -7235.51 70270
50 做多 2024-01-16 08:00 42604.70 2024-01-19 03:00 41014.20 止损 -3.73% 7027 20 140540 70270 -5241.32 65029
51 做多 2024-01-20 16:00 41590.10 2024-01-23 02:00 40320.70 止损 -3.05% 6503 20 130057 65029 -3965.59 61063
52 做多 2024-01-24 17:00 40015.60 2024-01-27 02:00 42083.80 止盈 +5.17% 6106 20 122126 61063 +6305.74 67369
53 做多 2024-01-26 11:00 40057.00 2024-01-27 02:00 42083.80 止盈 +5.06% 6737 20 134737 67369 +6810.61 74179
54 做多 2024-01-29 13:00 42127.10 2024-02-08 07:00 44326.20 止盈 +5.22% 7418 20 148359 74179 +7736.80 81916
55 做多 2024-01-29 23:00 42623.20 2024-02-08 18:00 44805.90 止盈 +5.12% 8192 20 163832 81916 +8381.32 90297
56 做多 2024-02-02 06:00 42915.20 2024-02-08 23:00 45406.30 止盈 +5.80% 9030 20 180595 90297 +10472.51 100770
57 做多 2024-02-04 05:00 43030.00 2024-02-08 23:00 45406.30 止盈 +5.52% 10077 20 201540 100770 +11118.76 111889
58 做多 2024-02-05 20:00 43240.20 2024-02-08 23:00 45406.30 止盈 +5.01% 11189 20 223777 111889 +11198.82 123087
59 做多 2024-02-06 17:00 42980.20 2024-02-08 23:00 45406.30 止盈 +5.64% 12309 20 246175 123087 +13881.92 136969

⚙️ 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: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