📊 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 16:45

📈 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
285次
盈利
155次
亏损
130次
胜率
54.4%
总收益
+61435.0%
最终资金
6153503U
最大回撤
-84.9%
月化收益
+5119.6%

📊 收益与风险

盈利因子
1.11
止盈次数
155
止损次数
130
盈亏比
1.19

📋 交易记录明细(共285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 2020-05-25 07:00 8711.37 2020-05-28 00:00 9163.48 止盈 +5.19% 1000 20 20000 10000 +1036.94 11037
2 做多 2020-05-25 13:00 8777.23 2020-05-28 08:00 9261.34 止盈 +5.52% 1104 20 22074 11037 +1216.27 12253
3 做多 2020-05-25 17:00 8747.26 2020-05-28 07:00 9197.32 止盈 +5.15% 1225 20 24506 12253 +1259.63 13513
4 做多 2020-05-26 01:00 8889.01 2020-05-28 20:00 9415.70 止盈 +5.93% 1351 20 27026 13513 +1599.72 15113
5 做多 2020-05-27 08:00 8880.83 2020-05-28 20:00 9415.70 止盈 +6.02% 1511 20 30225 15113 +1818.56 16931
6 做多 2020-05-30 13:00 9554.69 2020-06-02 07:00 10232.48 止盈 +7.09% 1693 20 33862 16931 +2399.72 19331
7 做多 2020-05-31 06:00 9725.14 2020-06-02 07:00 10232.48 止盈 +5.22% 1933 20 38662 19331 +2014.88 21346
8 做多 2020-06-01 12:00 9544.98 2020-06-02 07:00 10232.48 止盈 +7.20% 2135 20 42691 21346 +3071.88 24418
9 做多 2020-06-03 17:00 9519.00 2020-06-12 00:00 9083.01 止损 -4.58% 2442 20 48835 24418 -2234.52 22183
10 做多 2020-06-04 22:00 9743.00 2020-06-07 21:00 9446.36 止损 -3.04% 2218 20 44366 22183 -1349.44 20834
11 做多 2020-06-06 20:00 9646.81 2020-06-12 00:00 9083.01 止损 -5.84% 2083 20 41667 20834 -2432.78 18401
12 做多 2020-06-08 05:00 9705.19 2020-06-12 00:00 9083.01 止损 -6.41% 1840 20 36802 18401 -2356.92 16044
13 做多 2020-06-09 08:00 9702.99 2020-06-12 00:00 9083.01 止损 -6.39% 1604 20 32088 16044 -2048.23 13996
14 做多 2020-06-09 22:00 9712.62 2020-06-12 00:00 9083.01 止损 -6.48% 1400 20 27991 13996 -1812.70 12183
15 做多 2020-06-11 02:00 9831.10 2020-06-11 23:00 9525.02 止损 -3.11% 1218 20 24366 12183 -757.85 11425
16 做多 2020-06-12 16:00 9468.96 2020-06-15 11:00 9160.68 止损 -3.26% 1143 20 22850 11425 -743.19 10682
17 做多 2020-06-13 06:00 9473.18 2020-06-15 11:00 9160.68 止损 -3.30% 1068 20 21364 10682 -704.05 9978
18 做多 2020-06-13 17:00 9437.15 2020-06-15 13:00 9034.86 止损 -4.26% 998 20 19956 9978 -849.83 9128
19 做多 2020-06-14 00:00 9426.98 2020-06-15 13:00 9034.86 止损 -4.16% 913 20 18256 9128 -758.62 8369
20 做多 2020-06-14 08:00 9449.03 2020-06-15 11:00 9160.68 止损 -3.05% 837 20 16739 8369 -510.30 7859
21 做多 2020-06-16 00:00 9356.08 2020-06-28 03:00 8932.93 止损 -4.52% 786 20 15718 7859 -710.19 7149
22 做多 2020-06-17 07:00 9519.12 2020-06-25 11:00 9099.65 止损 -4.41% 715 20 14298 7149 -629.43 6520
23 做多 2020-06-17 17:00 9479.95 2020-06-25 11:00 9099.65 止损 -4.01% 652 20 13039 6520 -522.56 5997
24 做多 2020-06-18 10:00 9406.01 2020-06-25 11:00 9099.65 止损 -3.26% 600 20 11994 5997 -390.26 5607
25 做多 2020-06-18 14:00 9424.44 2020-06-25 11:00 9099.65 止损 -3.45% 561 20 11213 5607 -386.06 5221
26 做多 2020-06-19 19:00 9382.26 2020-06-25 11:00 9099.65 止损 -3.01% 522 20 10441 5221 -314.20 4906
27 做多 2020-06-21 05:00 9329.39 2020-06-28 03:00 8932.93 止损 -4.25% 491 20 9813 4906 -416.59 4490
28 做多 2020-06-22 11:00 9380.13 2020-06-26 22:00 9086.35 止损 -3.13% 449 20 8980 4490 -280.96 4209
29 做多 2020-06-23 23:00 9695.89 2020-06-24 18:00 9384.16 止损 -3.22% 421 20 8418 4209 -270.37 3939
30 做多 2020-06-24 11:00 9657.09 2020-06-24 19:00 9337.26 止损 -3.31% 394 20 7877 3939 -260.62 3678
31 做多 2020-06-25 20:00 9184.00 2020-07-26 01:00 9688.10 止盈 +5.49% 368 20 7356 3678 +403.35 4081
32 做多 2020-06-26 01:00 9278.40 2020-06-28 03:00 8932.93 止损 -3.72% 408 20 8163 4081 -303.62 3778
33 做多 2020-06-27 08:00 9142.85 2020-07-24 00:00 9628.10 止盈 +5.31% 378 20 7555 3778 +400.59 4178
34 做多 2020-06-27 14:00 9182.99 2020-07-26 01:00 9688.10 止盈 +5.50% 418 20 8357 4178 +459.19 4637
35 做多 2020-06-28 17:00 9071.25 2020-07-23 23:00 9527.40 止盈 +5.03% 464 20 9275 4637 +465.93 5103
36 做多 2020-06-30 02:00 9141.14 2020-07-24 00:00 9628.10 止盈 +5.33% 510 20 10207 5103 +543.18 5647
37 做多 2020-07-01 01:00 9148.60 2020-07-24 00:00 9628.10 止盈 +5.24% 565 20 11293 5647 +591.31 6238
38 做多 2020-07-01 16:00 9174.61 2020-07-26 01:00 9688.10 止盈 +5.60% 624 20 12476 6238 +697.55 6935
39 做多 2020-07-03 17:00 9076.50 2020-07-24 00:00 9628.10 止盈 +6.08% 694 20 13871 6935 +842.12 7778
40 做多 2020-07-05 01:00 9169.98 2020-07-26 01:00 9688.10 止盈 +5.65% 778 20 15555 7778 +878.01 8656
41 做多 2020-07-06 08:00 9064.73 2020-07-23 07:00 9518.25 止盈 +5.00% 866 20 17311 8656 +865.23 9521
42 做多 2020-07-08 10:00 9301.64 2020-07-26 16:00 9775.00 止盈 +5.09% 952 20 19042 9521 +968.06 10489
43 做多 2020-07-11 00:00 9223.78 2020-07-26 01:00 9688.10 止盈 +5.03% 1049 20 20978 10489 +1054.95 11544
44 做多 2020-07-12 09:00 9268.51 2020-07-26 16:00 9775.00 止盈 +5.46% 1154 20 23088 11544 +1260.39 12804
45 做多 2020-07-13 07:00 9300.69 2020-07-26 16:00 9775.00 止盈 +5.10% 1280 20 25608 12804 +1304.65 14109
46 做多 2020-07-14 23:00 9220.79 2020-07-26 01:00 9688.10 止盈 +5.07% 1411 20 28218 14109 +1428.64 15537
47 做多 2020-07-17 07:00 9132.00 2020-07-24 00:00 9628.10 止盈 +5.43% 1554 20 31075 15537 +1686.47 17224
48 做多 2020-07-17 20:00 9162.06 2020-07-24 00:00 9628.10 止盈 +5.09% 1722 20 34448 17224 +1750.49 18974
49 做多 2020-07-18 18:00 9167.69 2020-07-24 00:00 9628.10 止盈 +5.02% 1897 20 37949 18974 +1903.92 20878
50 做多 2020-07-20 03:00 9167.09 2020-07-24 00:00 9628.10 止盈 +5.03% 2088 20 41757 20878 +2097.83 22976
51 做多 2020-07-21 11:00 9181.65 2020-07-26 01:00 9688.10 止盈 +5.52% 2298 20 45952 22976 +2532.15 25508
52 做多 2020-07-23 02:00 9364.03 2020-07-26 17:00 9837.17 止盈 +5.05% 2551 20 51017 25508 +2575.16 28084
53 做多 2020-07-25 02:00 9580.43 2020-07-27 09:00 10093.44 止盈 +5.35% 2808 20 56167 28084 +3004.61 31088
54 做多 2020-07-28 22:00 11184.67 2020-08-02 01:00 11745.01 止盈 +5.01% 3109 20 62176 31088 +3111.85 34200
55 做多 2020-07-29 05:00 11007.94 2020-08-01 13:00 11614.52 止盈 +5.51% 3420 20 68400 34200 +3765.33 37965
56 做多 2020-07-29 15:00 11027.64 2020-08-01 13:00 11614.52 止盈 +5.32% 3797 20 75931 37965 +4036.91 42002
57 做多 2020-07-31 02:00 11102.00 2020-08-01 15:00 11666.32 止盈 +5.08% 4200 20 84004 42002 +4265.72 46268
58 做多 2020-07-31 15:00 11140.65 2020-08-01 17:00 11712.84 止盈 +5.14% 4627 20 92536 46268 +4747.94 51016
59 做多 2020-08-03 13:00 11212.21 2020-08-06 05:00 11776.81 止盈 +5.04% 5102 20 102032 51016 +5132.76 56149
60 做多 2020-08-04 11:00 11270.58 2020-08-06 21:00 11878.99 止盈 +5.40% 5615 20 112297 56149 +6055.99 62205
61 做多 2020-08-05 12:00 11258.94 2020-08-06 21:00 11878.99 止盈 +5.51% 6220 20 124409 62205 +6844.59 69049
62 做多 2020-08-06 17:00 11749.01 2020-08-12 03:00 11395.40 止损 -3.01% 6905 20 138098 69049 -4152.19 64897
63 做多 2020-08-08 17:00 11744.64 2020-08-12 04:00 11219.00 止损 -4.48% 6490 20 129794 64897 -5803.22 59094
64 做多 2020-08-10 06:00 11689.27 2020-08-12 04:00 11219.00 止损 -4.02% 5909 20 118188 59094 -4750.04 54344
65 做多 2020-08-10 23:00 11930.80 2020-08-11 23:00 11493.15 止损 -3.67% 5434 20 108688 54344 -3982.93 50361
66 做多 2020-08-11 11:00 11846.10 2020-08-12 00:00 11433.68 止损 -3.48% 5036 20 100722 50361 -3503.10 46858
67 做多 2020-08-12 17:00 11479.98 2020-08-17 21:00 12132.85 止盈 +5.69% 4686 20 93715 46858 +5324.30 52182
68 做多 2020-08-14 04:00 11609.26 2020-08-17 23:00 12443.99 止盈 +7.19% 5218 20 104364 52182 +7496.49 59679
69 做多 2020-08-16 05:00 11901.76 2020-08-22 05:00 11540.97 止损 -3.03% 5968 20 119357 59679 -3614.57 56064
70 做多 2020-08-17 06:00 11917.40 2020-08-22 05:00 11540.97 止损 -3.16% 5606 20 112128 56064 -3538.20 52526
71 做多 2020-08-17 19:00 11919.01 2020-08-22 05:00 11540.97 止损 -3.17% 5253 20 105052 52526 -3328.63 49197
72 做多 2020-08-20 17:00 11788.00 2020-08-22 08:00 11429.20 止损 -3.04% 4920 20 98394 49197 -2991.90 46205
73 做多 2020-08-22 18:00 11576.36 2020-08-28 01:00 11197.94 止损 -3.27% 4621 20 92410 46205 -3017.79 43187
74 做多 2020-08-24 00:00 11639.71 2020-08-26 01:00 11243.99 止损 -3.40% 4319 20 86375 43187 -2933.59 40254
75 做多 2020-08-26 15:00 11353.29 2020-09-01 15:00 11933.08 止盈 +5.11% 4025 20 80508 40254 +4107.26 44361
76 做多 2020-08-28 10:00 11376.83 2020-09-01 17:00 11950.81 止盈 +5.05% 4436 20 88722 44361 +4471.71 48833
77 做多 2020-08-30 02:00 11527.69 2020-09-03 20:00 10826.30 止损 -6.08% 4883 20 97666 48833 -5936.42 42896
78 做多 2020-08-30 09:00 11623.40 2020-09-02 22:00 11255.58 止损 -3.16% 4290 20 85793 42896 -2712.18 40184
79 做多 2020-08-31 21:00 11720.96 2020-09-02 21:00 11347.66 止损 -3.18% 4018 20 80368 40184 -2557.09 37627
80 做多 2020-09-01 13:00 11805.78 2020-09-02 19:00 11417.49 止损 -3.29% 3763 20 75254 37627 -2472.62 35155
81 做多 2020-09-04 20:00 10467.00 2020-09-05 20:00 10007.37 止损 -4.39% 3515 20 70309 35155 -3084.34 32070
82 做多 2020-09-06 16:00 10240.94 2020-09-15 18:00 10840.11 止盈 +5.85% 3207 20 64140 32070 +3748.93 35819
83 做多 2020-09-08 03:00 10150.63 2020-09-14 23:00 10688.00 止盈 +5.29% 3582 20 71638 35819 +3788.70 39608
84 做多 2020-09-09 09:00 10122.07 2020-09-14 21:00 10636.80 止盈 +5.09% 3961 20 79216 39608 +4024.26 43632
85 做多 2020-09-09 15:00 10191.96 2020-09-15 00:00 10717.87 止盈 +5.16% 4363 20 87264 43632 +4498.37 48130
86 做多 2020-09-10 21:00 10435.57 2020-09-16 23:00 10998.00 止盈 +5.39% 4813 20 96261 48130 +5182.84 53313
87 做多 2020-09-11 08:00 10337.96 2020-09-15 20:00 10900.23 止盈 +5.44% 5331 20 106627 53313 +5793.50 59107
88 做多 2020-09-12 00:00 10308.89 2020-09-15 18:00 10840.11 止盈 +5.15% 5911 20 118214 59107 +6085.48 65192
89 做多 2020-09-12 19:00 10340.62 2020-09-15 20:00 10900.23 止盈 +5.41% 6519 20 130384 65192 +7049.04 72241
90 做多 2020-09-13 01:00 10375.00 2020-09-15 20:00 10900.23 止盈 +5.06% 7224 20 144483 72241 +7307.05 79548
91 做多 2020-09-14 12:00 10340.42 2020-09-15 20:00 10900.23 止盈 +5.41% 7955 20 159097 79548 +8604.57 88153
92 做多 2020-09-16 15:00 10910.70 2020-09-21 20:00 10569.37 止损 -3.13% 8815 20 176306 88153 -5510.03 82643
93 做多 2020-09-18 04:00 10925.99 2020-09-21 20:00 10569.37 止损 -3.26% 8264 20 165286 82643 -5389.47 77253
94 做多 2020-09-19 08:00 10963.11 2020-09-21 20:00 10569.37 止损 -3.59% 7725 20 154507 77253 -5543.56 71710
95 做多 2020-09-21 09:00 10937.57 2020-09-21 20:00 10569.37 止损 -3.37% 7171 20 143420 71710 -4823.22 66887
96 做多 2020-09-22 20:00 10486.29 2020-10-09 19:00 11049.28 止盈 +5.37% 6689 20 133773 66887 +7174.86 74061
97 做多 2020-09-24 18:00 10364.49 2020-09-28 08:00 10884.23 止盈 +5.01% 7406 20 148123 74061 +7420.38 81482
98 做多 2020-09-26 02:00 10701.63 2020-10-10 10:00 11390.93 止盈 +6.44% 8148 20 162964 81482 +10486.12 91968
99 做多 2020-09-27 00:00 10746.85 2020-10-10 10:00 11390.93 止盈 +5.99% 9197 20 183936 91968 +11012.62 102981
100 做多 2020-09-28 02:00 10712.84 2020-10-10 10:00 11390.93 止盈 +6.33% 10298 20 205961 102981 +13023.68 116004
101 做多 2020-09-29 22:00 10755.06 2020-10-02 19:00 10430.13 止损 -3.02% 11600 20 232009 116004 -7002.39 109002
102 做多 2020-09-30 05:00 10765.79 2020-10-02 13:00 10436.39 止损 -3.06% 10900 20 218004 109002 -6663.57 102338
103 做多 2020-10-01 00:00 10777.89 2020-10-02 13:00 10436.39 止损 -3.17% 10234 20 204677 102338 -6478.74 95860
104 做多 2020-10-01 08:00 10785.98 2020-10-02 13:00 10436.39 止损 -3.24% 9586 20 191719 95860 -6207.70 89652
105 做多 2020-10-03 02:00 10546.49 2020-10-09 23:00 11083.37 止盈 +5.09% 8965 20 179304 89652 +9118.52 98770
106 做多 2020-10-03 22:00 10530.00 2020-10-09 20:00 11063.43 止盈 +5.07% 9877 20 197541 98770 +9997.04 108767
107 做多 2020-10-04 00:00 10575.07 2020-10-10 10:00 11390.93 止盈 +7.71% 10877 20 217535 108767 +16765.90 125533
108 做多 2020-10-04 14:00 10611.02 2020-10-10 10:00 11390.93 止盈 +7.35% 12553 20 251067 125533 +18434.95 143968
109 做多 2020-10-07 20:00 10618.09 2020-10-10 10:00 11390.93 止盈 +7.28% 14397 20 287937 143968 +20936.57 164905
110 做多 2020-10-08 22:00 10909.99 2020-10-12 21:00 11492.00 止盈 +5.33% 16490 20 329810 164905 +17576.60 182481
111 做多 2020-10-09 18:00 10980.92 2020-10-12 23:00 11551.71 止盈 +5.20% 18248 20 364963 182481 +18951.86 201433
112 做多 2020-10-11 13:00 11339.01 2020-10-20 21:00 11929.74 止盈 +5.21% 20143 20 402867 201433 +20967.21 222401
113 做多 2020-10-11 17:00 11356.49 2020-10-20 21:00 11929.74 止盈 +5.05% 22240 20 444801 222401 +22430.10 244831
114 做多 2020-10-12 10:00 11398.81 2020-10-21 09:00 11981.88 止盈 +5.12% 24483 20 489661 244831 +25022.02 269853
115 做多 2020-10-12 23:00 11551.71 2020-10-21 11:00 12172.67 止盈 +5.38% 26985 20 539705 269853 +28982.74 298835
116 做多 2020-10-14 08:00 11475.30 2020-10-21 10:00 12115.48 止盈 +5.58% 29884 20 597671 298835 +33309.30 332145
117 做多 2020-10-14 16:00 11435.17 2020-10-21 10:00 12115.48 止盈 +5.95% 33214 20 664289 332145 +39480.90 371626
118 做多 2020-10-15 08:00 11390.87 2020-10-21 00:00 11961.05 止盈 +5.01% 37163 20 743251 371626 +37166.89 408792
119 做多 2020-10-16 00:00 11378.89 2020-10-21 00:00 11961.05 止盈 +5.12% 40879 20 817585 408792 +41786.97 450579
120 做多 2020-10-17 12:00 11345.98 2020-10-20 21:00 11929.74 止盈 +5.15% 45058 20 901159 450579 +46319.00 496898
121 做多 2020-10-18 02:00 11345.00 2020-10-20 21:00 11929.74 止盈 +5.15% 49690 20 993797 496898 +51170.71 548069
122 做多 2020-10-18 05:00 11341.28 2020-10-20 21:00 11929.74 止盈 +5.19% 54807 20 1096138 548069 +56817.97 604887
123 做多 2020-10-19 16:00 11462.54 2020-10-21 10:00 12115.48 止盈 +5.70% 60489 20 1209774 604887 +68843.39 673731
124 做多 2020-10-22 18:00 12959.11 2020-10-28 00:00 13638.99 止盈 +5.25% 67373 20 1347461 673731 +70621.80 744352
125 做多 2020-10-24 07:00 12925.82 2020-10-27 23:00 13605.24 止盈 +5.26% 74435 20 1488705 744352 +78172.54 822525
126 做多 2020-10-26 07:00 13023.81 2020-10-28 05:00 13686.38 止盈 +5.09% 82252 20 1645050 822525 +83606.15 906131
127 做多 2020-10-27 09:00 13089.16 2020-10-28 10:00 13835.97 止盈 +5.71% 90613 20 1812262 906131 +103296.31 1009427
128 做多 2020-10-29 12:00 13226.03 2020-10-31 17:00 13890.98 止盈 +5.03% 100943 20 2018855 1009427 +101398.15 1110825
129 做多 2020-10-29 23:00 13429.04 2020-11-05 06:00 14132.49 止盈 +5.24% 111083 20 2221651 1110825 +116259.80 1227085
130 做多 2020-10-31 00:00 13512.75 2020-11-05 10:00 14228.71 止盈 +5.30% 122709 20 2454171 1227085 +129901.82 1356987
131 做多 2020-11-01 23:00 13790.77 2020-11-02 20:00 13295.39 止损 -3.59% 135699 20 2713974 1356987 -97391.52 1259596
132 做多 2020-11-03 06:00 13571.41 2020-11-05 11:00 14302.06 止盈 +5.38% 125960 20 2519191 1259596 +135491.18 1395087
133 做多 2020-11-03 19:00 13523.49 2020-11-05 10:00 14228.71 止盈 +5.21% 139509 20 2790173 1395087 +145355.85 1540443
134 做多 2020-11-04 22:00 13827.00 2020-11-05 18:00 14648.80 止盈 +5.94% 154044 20 3080885 1540443 +182927.57 1723370
135 做多 2020-11-07 08:00 15620.73 2020-11-08 02:00 14940.00 止损 -4.36% 172337 20 3446740 1723370 -150054.01 1573316
136 做多 2020-11-08 18:00 15162.72 2020-11-12 17:00 16061.21 止盈 +5.93% 157332 20 3146632 1573316 +186272.02 1759588
137 做多 2020-11-09 19:00 15807.88 2020-11-09 21:00 15282.60 止损 -3.32% 175959 20 3519176 1759588 -116821.76 1642766
138 做多 2020-11-10 11:00 15333.01 2020-11-12 23:00 16123.99 止盈 +5.16% 164277 20 3285533 1642766 +169320.44 1812087
139 做多 2020-11-11 06:00 15367.43 2020-11-13 04:00 16139.09 止盈 +5.02% 181209 20 3624174 1812087 +181802.24 1993889
140 做多 2020-11-12 15:00 15863.10 2020-11-17 01:00 16688.82 止盈 +5.21% 199389 20 3987778 1993889 +207367.75 2201257
141 做多 2020-11-14 06:00 16312.00 2020-11-14 17:00 15791.99 止损 -3.19% 220126 20 4402514 2201257 -140207.32 2061050
142 做多 2020-11-15 07:00 16064.51 2020-11-17 19:00 17001.99 止盈 +5.84% 206105 20 4122099 2061050 +240313.65 2301363
143 做多 2020-11-16 00:00 15997.78 2020-11-17 04:00 16820.35 止盈 +5.14% 230136 20 4602726 2301363 +236425.21 2537788
144 做多 2020-11-16 12:00 16027.64 2020-11-17 19:00 17001.99 止盈 +6.08% 253779 20 5075577 2537788 +308245.18 2846034
145 做多 2020-11-19 13:00 17910.00 2020-11-21 08:00 18875.09 止盈 +5.39% 284603 20 5692067 2846034 +306413.38 3152447
146 做多 2020-11-19 22:00 18135.29 2020-11-24 19:00 19089.69 止盈 +5.26% 315245 20 6304894 3152447 +331473.79 3483921
147 做多 2020-11-21 23:00 18812.73 2020-11-22 18:00 18200.91 止损 -3.25% 348392 20 6967841 3483921 -226378.72 3257542
148 做多 2020-11-23 02:00 18529.56 2020-11-26 11:00 17930.00 止损 -3.24% 325754 20 6515084 3257542 -210597.42 3046945
149 做多 2020-11-23 14:00 18558.00 2020-11-26 11:00 17930.00 止损 -3.38% 304694 20 6093889 3046945 -206010.10 2840934
150 做多 2020-11-24 16:00 18643.82 2020-11-26 11:00 17930.00 止损 -3.83% 284093 20 5681869 2840934 -217325.41 2623609
151 做多 2020-11-25 18:00 19309.82 2020-11-26 10:00 18420.06 止损 -4.61% 262361 20 5247218 2623609 -241540.11 2382069
152 做多 2020-11-27 08:00 17400.00 2020-11-27 16:00 16857.75 止损 -3.12% 238207 20 4764138 2382069 -148320.14 2233749
153 做多 2020-11-28 07:00 17144.10 2020-11-29 16:00 18143.52 止盈 +5.83% 223375 20 4467498 2233749 +260173.56 2493922
154 做多 2020-12-02 17:00 19047.14 2020-12-09 06:00 18316.00 止损 -3.84% 249392 20 4987845 2493922 -191271.03 2302651
155 做多 2020-12-03 15:00 19213.55 2020-12-09 06:00 18316.00 止损 -4.67% 230265 20 4605303 2302651 -214918.95 2087732
156 做多 2020-12-05 15:00 18919.13 2020-12-09 06:00 18316.00 止损 -3.19% 208773 20 4175465 2087732 -132978.09 1954754
157 做多 2020-12-07 04:00 19172.12 2020-12-09 06:00 18316.00 止损 -4.47% 195475 20 3909509 1954754 -174402.29 1780352
158 做多 2020-12-08 10:00 19183.78 2020-12-09 06:00 18316.00 止损 -4.52% 178035 20 3560704 1780352 -160907.70 1619444
159 做多 2020-12-09 22:00 18441.08 2020-12-11 10:00 17808.25 止损 -3.43% 161944 20 3238889 1619444 -111035.59 1508409
160 做多 2020-12-11 05:00 18350.21 2020-12-11 17:00 17797.70 止损 -3.01% 150841 20 3016818 1508409 -90743.10 1417666
161 做多 2020-12-12 00:00 17972.24 2020-12-13 14:00 18969.99 止盈 +5.55% 141767 20 2835331 1417666 +157249.34 1574915
162 做多 2020-12-15 00:00 19149.72 2020-12-16 21:00 20354.12 止盈 +6.29% 157491 20 3149830 1574915 +197906.89 1772822
163 做多 2020-12-15 21:00 19351.25 2020-12-16 21:00 20354.12 止盈 +5.18% 177282 20 3545644 1772822 +183567.67 1956390
164 做多 2020-12-16 17:00 19518.83 2020-12-16 22:00 20673.27 止盈 +5.91% 195639 20 3912779 1956390 +231189.66 2187579
165 做多 2020-12-18 16:00 23147.49 2020-12-21 20:00 22326.36 止损 -3.55% 218758 20 4375158 2187579 -155048.40 2032531
166 做多 2020-12-19 07:00 23124.35 2020-12-21 20:00 22326.36 止损 -3.45% 203253 20 4065062 2032531 -140139.49 1892391
167 做多 2020-12-21 00:00 23663.90 2020-12-21 18:00 22471.63 止损 -5.04% 189239 20 3784783 1892391 -190499.89 1701891
168 做多 2020-12-21 11:00 23962.82 2020-12-21 18:00 22471.63 止损 -6.22% 170189 20 3403783 1701891 -211603.28 1490288
169 做多 2020-12-22 13:00 22689.66 2020-12-23 07:00 23826.99 止盈 +5.01% 149029 20 2980576 1490288 +149253.40 1639542
170 做多 2020-12-22 20:00 23187.82 2020-12-25 19:00 24605.23 止盈 +6.11% 163954 20 3279083 1639542 +200241.22 1839783
171 做多 2020-12-23 17:00 23651.45 2020-12-24 10:00 22806.35 止损 -3.57% 183978 20 3679566 1839783 -131344.64 1708438
172 做多 2020-12-24 00:00 23407.51 2020-12-25 19:00 24605.23 止盈 +5.12% 170844 20 3416876 1708438 +174660.55 1883099
173 做多 2020-12-24 19:00 23235.65 2020-12-25 19:00 24605.23 止盈 +5.89% 188310 20 3766197 1883099 +221769.16 2104868
174 做多 2020-12-28 13:00 26960.24 2020-12-30 14:00 28412.14 止盈 +5.39% 210487 20 4209736 2104868 +226481.78 2331350
175 做多 2020-12-29 21:00 26904.01 2020-12-30 14:00 28412.14 止盈 +5.61% 233135 20 4662699 2331350 +261110.69 2592460
176 做多 2020-12-30 04:00 27019.99 2020-12-30 14:00 28412.14 止盈 +5.15% 259246 20 5184921 2592460 +266875.34 2859336
177 做多 2021-01-01 05:00 28990.83 2021-01-02 20:00 30660.12 止盈 +5.76% 285934 20 5718671 2859336 +328951.42 3188287
178 做多 2021-01-02 08:00 29215.89 2021-01-02 21:00 31616.51 止盈 +8.22% 318829 20 6376574 3188287 +523428.30 3711715
179 做多 2021-01-05 08:00 32496.46 2021-01-05 11:00 31217.58 止损 -3.94% 371172 20 7423431 3711715 -291852.82 3419863
180 做多 2021-01-05 20:00 31618.00 2021-01-06 02:00 33411.50 止盈 +5.67% 341986 20 6839725 3419863 +387588.71 3807451
181 做多 2021-01-08 18:00 40839.01 2021-01-09 04:00 39111.84 止损 -4.23% 380745 20 7614903 3807451 -321728.64 3485723
182 做多 2021-01-09 09:00 40249.00 2021-01-09 14:00 39017.98 止损 -3.06% 348572 20 6971445 3485723 -213009.18 3272713
183 做多 2021-01-09 19:00 40639.04 2021-01-10 19:00 39233.99 止损 -3.46% 327271 20 6545427 3272713 -226074.62 3046639
184 做多 2021-01-10 16:00 40888.59 2021-01-10 19:00 39233.99 止损 -4.05% 304664 20 6093278 3046639 -246324.35 2800314
185 做多 2021-01-12 07:00 35408.46 2021-01-12 09:00 34317.15 止损 -3.08% 280031 20 5600629 2800314 -172442.13 2627872
186 做多 2021-01-13 17:00 34389.97 2021-01-14 04:00 36265.01 止盈 +5.45% 262787 20 5255745 2627872 +286271.75 2914144
187 做多 2021-01-16 16:00 37515.85 2021-01-17 05:00 35942.74 止损 -4.19% 291414 20 5828288 2914144 -244146.67 2669997
188 做多 2021-01-18 02:00 35710.22 2021-01-20 19:00 34463.47 止损 -3.49% 267000 20 5339995 2669997 -186248.67 2483749
189 做多 2021-01-18 17:00 36630.20 2021-01-20 11:00 35097.16 止损 -4.19% 248375 20 4967498 2483749 -207690.84 2276058
190 做多 2021-01-19 06:00 36519.61 2021-01-20 11:00 35097.16 止损 -3.90% 227606 20 4552116 2276058 -177129.00 2098929
191 做多 2021-01-21 06:00 34982.24 2021-01-21 16:00 33277.88 止损 -4.87% 209893 20 4197858 2098929 -204318.14 1894611
192 做多 2021-01-22 16:00 31536.96 2021-01-23 02:00 33292.51 止盈 +5.57% 189461 20 3789222 1894611 +210721.51 2105332
193 做多 2021-01-24 12:00 32814.74 2021-01-25 00:00 31750.16 止损 -3.24% 210533 20 4210665 2105332 -136466.32 1968866
194 做多 2021-01-25 09:00 32891.37 2021-01-25 21:00 34564.99 止盈 +5.09% 196887 20 3937732 1968866 +200164.26 2169030
195 做多 2021-01-27 03:00 32219.68 2021-01-27 16:00 31170.01 止损 -3.26% 216903 20 4338060 2169030 -141186.33 2027844
196 做多 2021-01-28 08:00 30685.20 2021-01-29 00:00 32442.90 止盈 +5.73% 202784 20 4055688 2027844 +232084.32 2259928
197 做多 2021-01-28 11:00 31424.01 2021-01-29 05:00 33197.11 止盈 +5.64% 225993 20 4519856 2259928 +254777.90 2514706
198 做多 2021-01-31 00:00 33986.08 2021-01-31 23:00 32875.93 止损 -3.27% 251471 20 5029412 2514706 -164120.68 2350585
199 做多 2021-02-01 11:00 33600.37 2021-02-02 17:00 35399.51 止盈 +5.35% 235059 20 4701171 2350585 +251473.61 2602059
200 做多 2021-02-02 05:00 33696.01 2021-02-02 17:00 35399.51 止盈 +5.06% 260206 20 5204118 2602059 +262830.82 2864890
201 做多 2021-02-02 13:00 34020.31 2021-02-03 03:00 35805.48 止盈 +5.25% 286489 20 5729780 2864890 +300361.82 3165252
202 做多 2021-02-05 06:00 37292.27 2021-02-06 10:00 39424.27 止盈 +5.72% 316525 20 6330503 3165252 +361553.12 3526805
203 做多 2021-02-05 14:00 37422.39 2021-02-06 10:00 39424.27 止盈 +5.35% 352680 20 7053610 3526805 +376949.72 3903755
204 做多 2021-02-08 08:00 38774.60 2021-02-08 20:00 43506.10 止盈 +12.20% 390375 20 7807509 3903755 +951764.50 4855519
205 做多 2021-02-08 14:00 39067.83 2021-02-08 20:00 43506.10 止盈 +11.36% 485552 20 9711038 4855519 +1102111.60 5957631
206 做多 2021-02-09 23:00 46835.77 2021-02-10 22:00 44993.48 止损 -3.93% 595763 20 11915261 5957631 -468219.38 5489411
207 做多 2021-02-10 01:00 46567.55 2021-02-10 22:00 44993.48 止损 -3.38% 548941 20 10978822 5489411 -370733.56 5118678
208 做多 2021-02-10 18:00 46778.49 2021-02-10 22:00 44993.48 止损 -3.82% 511868 20 10237355 5118678 -390254.32 4728423
209 做多 2021-02-11 17:00 45550.41 2021-02-11 22:00 47984.81 止盈 +5.34% 472842 20 9456847 4728423 +504907.11 5233330
210 做多 2021-02-12 21:00 47947.00 2021-02-17 14:00 50627.99 止盈 +5.59% 523333 20 10466661 5233330 +584665.41 5817996
211 做多 2021-02-13 04:00 47650.01 2021-02-17 14:00 50627.99 止盈 +6.25% 581800 20 11635992 5817996 +726486.71 6544483
212 做多 2021-02-14 08:00 47654.91 2021-02-17 14:00 50627.99 止盈 +6.24% 654448 20 13088965 6544483 +815773.78 7360256
213 做多 2021-02-15 23:00 47978.09 2021-02-17 14:00 50627.99 止盈 +5.52% 736026 20 14720513 7360256 +812222.39 8172479
214 做多 2021-02-17 09:00 49365.51 2021-02-18 03:00 52250.27 止盈 +5.84% 817248 20 16344958 8172479 +954191.06 9126670
215 做多 2021-02-19 04:00 52161.36 2021-02-20 01:00 54884.00 止盈 +5.22% 912667 20 18253340 9126670 +951807.53 10078477
216 做多 2021-02-19 17:00 52782.10 2021-02-20 02:00 55548.25 止盈 +5.24% 1007848 20 20156955 10078477 +1055308.58 11133786
217 做多 2021-02-21 17:00 56884.89 2021-02-22 17:00 54853.08 止损 -3.57% 1113379 20 22267572 11133786 -794556.02 10339230
218 做多 2021-02-24 08:00 48490.08 2021-02-25 20:00 51557.64 止盈 +6.33% 1033923 20 20678460 10339230 +1306844.28 11646074
219 做多 2021-02-25 10:00 50686.10 2021-02-25 17:00 49008.90 止损 -3.31% 1164607 20 23292148 11646074 -769965.05 10876109
220 做多 2021-02-27 00:00 48145.24 2021-02-27 04:00 46314.33 止损 -3.80% 1087611 20 21752218 10876109 -826385.49 10049724
221 做多 2021-02-27 10:00 47449.99 2021-02-28 06:00 45857.58 止损 -3.36% 1004972 20 20099447 10049724 -673857.98 9375866
222 做多 2021-02-27 21:00 47468.83 2021-02-28 06:00 45857.58 止损 -3.39% 937587 20 18751731 9375866 -635859.65 8740006
223 做多 2021-03-01 06:00 45220.69 2021-03-01 18:00 47610.29 止盈 +5.28% 874001 20 17480012 8740006 +922773.77 9662780
224 做多 2021-03-02 20:00 48838.47 2021-03-03 17:00 51480.18 止盈 +5.41% 966278 20 19325560 9662780 +1044288.89 10707069
225 做多 2021-03-03 10:00 48605.41 2021-03-03 17:00 51480.18 止盈 +5.91% 1070707 20 21414137 10707069 +1265273.95 11972343
226 做多 2021-03-05 21:00 48069.92 2021-03-07 17:00 50961.29 止盈 +6.01% 1197234 20 23944685 11972343 +1438814.79 13411157
227 做多 2021-03-07 04:00 48538.66 2021-03-08 00:00 51072.46 止盈 +5.22% 1341116 20 26822315 13411157 +1398769.95 14809927
228 做多 2021-03-08 08:00 51510.00 2021-03-08 15:00 49783.97 止损 -3.35% 1480993 20 29619855 14809927 -991528.50 13818399
229 做多 2021-03-08 22:00 50784.38 2021-03-09 09:00 53638.46 止盈 +5.62% 1381840 20 27636798 13818399 +1551633.67 15370033
230 做多 2021-03-10 17:00 55282.48 2021-03-13 18:00 59553.57 止盈 +7.73% 1537003 20 30740065 15370033 +2372583.34 17742616
231 做多 2021-03-11 22:00 56913.75 2021-03-13 19:00 59905.92 止盈 +5.26% 1774262 20 35485232 17742616 +1863726.57 19606342
232 做多 2021-03-13 02:00 57411.41 2021-03-14 01:00 60364.27 止盈 +5.14% 1960634 20 39212685 19606342 +2014822.13 21621165
233 做多 2021-03-13 15:00 57389.96 2021-03-14 01:00 60364.27 止盈 +5.18% 2162116 20 43242329 21621165 +2238849.37 23860014
234 做多 2021-03-16 18:00 55833.98 2021-03-18 07:00 58959.00 止盈 +5.60% 2386001 20 47720028 23860014 +2668212.36 26528226
235 做多 2021-03-18 03:00 57897.10 2021-03-21 17:00 56009.76 止损 -3.26% 2652823 20 53056453 26528226 -1727814.17 24800412
236 做多 2021-03-19 01:00 59319.72 2021-03-19 03:00 57359.68 止损 -3.30% 2480041 20 49600824 24800412 -1637269.70 23163142
237 做多 2021-03-19 15:00 57885.36 2021-03-21 17:00 56009.76 止损 -3.24% 2316314 20 46326285 23163142 -1499562.07 21663580
238 做多 2021-03-20 18:00 58776.99 2021-03-21 12:00 56964.43 止损 -3.08% 2166358 20 43327161 21663580 -1334783.31 20328797
239 做多 2021-03-22 02:00 57418.98 2021-03-23 03:00 55563.91 止损 -3.23% 2032880 20 40657594 20328797 -1312236.14 19016561
240 做多 2021-03-22 12:00 57675.85 2021-03-23 03:00 55563.91 止损 -3.66% 1901656 20 38033122 19016561 -1391281.58 17625279
241 做多 2021-03-23 21:00 55303.17 2021-03-25 06:00 52540.81 止损 -4.99% 1762528 20 35250559 17625279 -1758983.41 15866296
242 做多 2021-03-24 16:00 56293.48 2021-03-25 04:00 54086.08 止损 -3.92% 1586630 20 31732592 15866296 -1243065.39 14623231
243 做多 2021-03-26 05:00 52468.06 2021-03-27 13:00 55189.53 止盈 +5.19% 1462323 20 29246461 14623231 +1515470.04 16138701
244 做多 2021-03-26 12:00 52706.75 2021-03-28 00:00 56180.01 止盈 +6.59% 1613870 20 32277401 16138701 +2124883.41 18263584
245 做多 2021-03-28 00:00 56180.01 2021-03-30 19:00 59326.40 止盈 +5.60% 1826358 20 36527168 18263584 +2043676.88 20307261
246 做多 2021-03-29 16:00 57169.90 2021-04-10 12:00 61252.13 止盈 +7.14% 2030726 20 40614522 20307261 +2897189.28 23204450
247 做多 2021-03-30 15:00 58173.44 2021-04-07 19:00 56376.70 止损 -3.09% 2320445 20 46408900 23204450 -1431948.03 21772502
248 做多 2021-03-31 14:00 59774.87 2021-03-31 18:00 57792.17 止损 -3.32% 2177250 20 43545004 21772502 -1442919.80 20329582
249 做多 2021-04-01 00:00 59079.60 2021-04-04 07:00 57134.65 止损 -3.29% 2032958 20 40659165 20329582 -1337195.28 18992387
250 做多 2021-04-02 06:00 59089.45 2021-04-04 07:00 57134.65 止损 -3.31% 1899239 20 37984774 18992387 -1255357.49 17737030
251 做多 2021-04-03 11:00 59322.99 2021-04-04 07:00 57134.65 止损 -3.69% 1773703 20 35474059 17737030 -1307278.56 16429751
252 做多 2021-04-04 21:00 58160.01 2021-04-07 19:00 56376.70 止损 -3.07% 1642975 20 32859502 16429751 -1006534.90 15423216
253 做多 2021-04-05 21:00 58178.48 2021-04-07 19:00 56376.70 止损 -3.10% 1542322 20 30846432 15423216 -954354.70 14468861
254 做多 2021-04-08 12:00 56961.02 2021-04-10 12:00 61252.13 止盈 +7.53% 1446886 20 28937723 14468861 +2177818.73 16646680
255 做多 2021-04-10 11:00 59286.01 2021-04-13 16:00 62826.12 止盈 +5.97% 1664668 20 33293360 16646680 +1986038.45 18632719
256 做多 2021-04-11 11:00 60343.27 2021-04-13 23:00 63420.34 止盈 +5.10% 1863272 20 37265437 18632719 +1898367.29 20531086
257 做多 2021-04-12 06:00 60196.51 2021-04-13 23:00 63420.34 止盈 +5.36% 2053109 20 41062172 20531086 +2196889.55 22727975
258 做多 2021-04-13 10:00 60899.97 2021-04-14 12:00 64401.09 止盈 +5.75% 2272798 20 45455951 22727975 +2610634.98 25338610
259 做多 2021-04-15 14:00 63029.98 2021-04-16 17:00 60766.74 止损 -3.59% 2533861 20 50677221 25338610 -1817865.38 23520745
260 做多 2021-04-16 03:00 63469.69 2021-04-16 15:00 61513.57 止损 -3.08% 2352074 20 47041490 23520745 -1448357.17 22072388
261 做多 2021-04-17 03:00 61782.30 2021-04-18 01:00 59759.70 止损 -3.27% 2207239 20 44144776 22072388 -1443745.80 20628642
262 做多 2021-04-19 05:00 56301.16 2021-04-19 23:00 54577.19 止损 -3.06% 2062864 20 41257284 20628642 -1262055.59 19366586
263 做多 2021-04-20 19:00 56293.57 2021-04-21 19:00 54556.02 止损 -3.09% 1936659 20 38733173 19366586 -1194337.54 18172249
264 做多 2021-04-22 00:00 55739.57 2021-04-22 06:00 53996.61 止损 -3.13% 1817225 20 36344498 18172249 -1135345.30 17036904
265 做多 2021-04-22 21:00 54445.57 2021-04-23 04:00 51678.33 止损 -5.08% 1703690 20 34073807 17036904 -1730096.90 15306807
266 做多 2021-04-24 02:00 50586.96 2021-04-24 18:00 49049.80 止损 -3.04% 1530681 20 30613613 15306807 -929309.92 14377497
267 做多 2021-04-25 02:00 50600.14 2021-04-26 04:00 48094.94 止损 -4.95% 1437750 20 28754994 14377497 -1422228.73 12955268
268 做多 2021-04-26 00:00 50400.00 2021-04-26 04:00 48094.94 止损 -4.57% 1295527 20 25910536 12955268 -1183841.57 11771426
269 做多 2021-04-26 10:00 51981.40 2021-04-27 14:00 54676.80 止盈 +5.19% 1177143 20 23542853 11771426 +1219550.62 12990977
270 做多 2021-04-29 03:00 55447.48 2021-04-29 12:00 53568.28 止损 -3.39% 1299098 20 25981954 12990977 -879687.64 12111289
271 做多 2021-04-30 12:00 54136.77 2021-04-30 23:00 57138.23 止盈 +5.54% 1211129 20 24222579 12111289 +1341609.38 13452899
272 做多 2021-05-02 07:00 57836.34 2021-05-04 08:00 55318.69 止损 -4.35% 1345290 20 26905798 13452899 -1170054.02 12282845
273 做多 2021-05-02 10:00 57697.08 2021-05-04 08:00 55318.69 止损 -4.12% 1228284 20 24565690 12282845 -1011634.62 11271210
274 做多 2021-05-03 05:00 56704.46 2021-05-04 22:00 54899.33 止损 -3.18% 1127121 20 22542420 11271210 -716897.88 10554312
275 做多 2021-05-03 08:00 57456.12 2021-05-04 08:00 55318.69 止损 -3.72% 1055431 20 21108625 10554312 -784478.47 9769834
276 做多 2021-05-05 13:00 54774.35 2021-05-05 23:00 57596.10 止盈 +5.15% 976983 20 19539668 9769834 +1005596.98 10775431
277 做多 2021-05-06 18:00 58062.54 2021-05-07 02:00 55859.80 止损 -3.79% 1077543 20 21550862 10775431 -816765.41 9958665
278 做多 2021-05-07 19:00 56510.58 2021-05-10 11:00 59428.55 止盈 +5.16% 995867 20 19917331 9958665 +1027419.21 10986085
279 做多 2021-05-10 07:00 58292.53 2021-05-11 03:00 55828.14 止损 -4.23% 1098608 20 21972169 10986085 -927972.18 10058112
280 做多 2021-05-11 21:00 55786.45 2021-05-13 06:00 52944.27 止损 -5.09% 1005811 20 20116225 10058112 -1023846.44 9034266
281 做多 2021-05-14 09:00 50069.78 2021-05-15 15:00 48510.00 止损 -3.12% 903427 20 18068532 9034266 -562310.28 8471956
282 做多 2021-05-14 15:00 50043.74 2021-05-15 15:00 48510.00 止损 -3.06% 847196 20 16943911 8471956 -518777.52 7953178
283 做多 2021-05-16 14:00 49089.11 2021-05-17 00:00 47327.43 止损 -3.59% 795318 20 15906356 7953178 -570266.77 7382911
284 做多 2021-05-17 19:00 45799.97 2021-05-17 23:00 43401.14 止损 -5.24% 738291 20 14765823 7382911 -772604.83 6610307
285 做多 2021-05-18 11:00 44819.75 2021-05-18 22:00 43269.57 止损 -3.46% 661031 20 13220613 6610307 -456803.88 6153503

⚙️ 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