📊 以太坊ETH 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 17:45

📈 回测结果摘要

测试币种
以太坊ETH
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
273次
盈利
127次
亏损
146次
胜率
46.5%
总收益
+850.1%
最终资金
95015U
最大回撤
-81.7%
月化收益
+70.8%

📊 收益与风险

盈利因子
1.27
止盈次数
127
止损次数
146
盈亏比
0.87

📋 交易记录明细(共273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 2020-03-09 17:00 203.50 2020-03-09 23:00 194.82 止损 -4.27% 1000 20 20000 10000 -852.22 9148
2 做多 2020-03-09 21:00 202.90 2020-03-09 23:00 194.82 止损 -3.98% 915 20 18296 9148 -727.85 8420
3 做多 2020-03-10 09:00 201.54 2020-03-11 22:00 194.10 止损 -3.69% 842 20 16840 8420 -621.03 7799
4 做多 2020-03-11 05:00 202.76 2020-03-11 22:00 194.10 止损 -4.27% 780 20 15598 7799 -665.53 7133
5 做多 2020-03-13 18:00 131.16 2020-03-13 22:00 126.96 止损 -3.20% 713 20 14267 7133 -456.39 6677
6 做多 2020-03-15 20:00 124.74 2020-03-16 04:00 120.52 止损 -3.38% 668 20 13354 6677 -451.32 6226
7 做多 2020-03-16 05:00 133.11 2020-03-16 06:00 123.93 止损 -6.90% 623 20 12451 6226 -857.85 5368
8 做多 2020-03-17 09:00 115.59 2020-03-18 18:00 111.59 止损 -3.46% 537 20 10736 5368 -371.14 4997
9 做多 2020-03-19 01:00 114.40 2020-03-19 17:00 124.00 止盈 +8.39% 500 20 9993 4997 +837.76 5834
10 做多 2020-03-21 23:00 132.93 2020-03-22 20:00 127.92 止损 -3.77% 583 20 11669 5834 -439.35 5395
11 做多 2020-03-22 03:00 132.72 2020-03-22 20:00 127.92 止损 -3.62% 540 20 10790 5395 -389.85 5005
12 做多 2020-03-23 20:00 132.75 2020-03-24 16:00 139.82 止盈 +5.33% 501 20 10010 5005 +532.60 5538
13 做多 2020-03-25 03:00 139.49 2020-03-25 19:00 134.43 止损 -3.63% 554 20 11076 5538 -401.37 5136
14 做多 2020-03-25 16:00 139.69 2020-03-25 19:00 134.43 止损 -3.77% 514 20 10273 5136 -386.44 4750
15 做多 2020-03-26 10:00 136.06 2020-03-28 07:00 131.27 止损 -3.52% 475 20 9500 4750 -334.12 4416
16 做多 2020-03-27 05:00 135.94 2020-03-28 07:00 131.27 止损 -3.44% 442 20 8832 4416 -303.10 4113
17 做多 2020-03-28 05:00 137.23 2020-03-28 07:00 131.27 止损 -4.34% 411 20 8226 4113 -356.89 3756
18 做多 2020-03-29 05:00 130.78 2020-03-30 02:00 126.68 止损 -3.14% 376 20 7512 3756 -235.26 3521
19 做多 2020-03-30 14:00 129.65 2020-04-02 11:00 136.23 止盈 +5.08% 352 20 7041 3521 +357.00 3878
20 做多 2020-04-01 01:00 132.67 2020-04-03 00:00 143.48 止盈 +8.15% 388 20 7755 3878 +631.28 4509
21 做多 2020-04-02 07:00 135.60 2020-04-03 00:00 143.48 止盈 +5.81% 451 20 9018 4509 +523.52 5032
22 做多 2020-04-04 17:00 142.92 2020-04-06 14:00 150.10 止盈 +5.02% 503 20 10065 5032 +505.14 5538
23 做多 2020-04-06 08:00 144.50 2020-04-06 17:00 154.05 止盈 +6.61% 554 20 11075 5538 +731.23 6269
24 做多 2020-04-08 13:00 174.22 2020-04-08 16:00 168.81 止损 -3.11% 627 20 12538 6269 -388.94 5880
25 做多 2020-04-08 23:00 169.13 2020-04-10 11:00 163.36 止损 -3.41% 588 20 11760 5880 -400.79 5479
26 做多 2020-04-11 08:00 159.31 2020-04-13 08:00 153.42 止损 -3.70% 548 20 10958 5479 -404.74 5074
27 做多 2020-04-12 09:00 157.23 2020-04-13 11:00 152.33 止损 -3.12% 507 20 10149 5074 -315.96 4758
28 做多 2020-04-12 16:00 157.16 2020-04-13 11:00 152.33 止损 -3.07% 476 20 9517 4758 -292.19 4466
29 做多 2020-04-14 02:00 153.65 2020-04-16 15:00 164.52 止盈 +7.07% 447 20 8932 4466 +631.29 5098
30 做多 2020-04-16 15:00 164.52 2020-04-17 05:00 172.82 止盈 +5.04% 510 20 10195 5098 +513.82 5611
31 做多 2020-04-18 06:00 170.15 2020-04-18 21:00 183.41 止盈 +7.79% 561 20 11223 5611 +873.72 6485
32 做多 2020-04-20 08:00 182.14 2020-04-20 19:00 175.93 止损 -3.41% 649 20 12970 6485 -441.77 6043
33 做多 2020-04-22 03:00 171.75 2020-04-22 22:00 181.69 止盈 +5.79% 604 20 12087 6043 +698.81 6742
34 做多 2020-04-22 12:00 171.12 2020-04-22 21:00 180.06 止盈 +5.22% 674 20 13484 6742 +703.76 7446
35 做多 2020-04-23 20:00 184.31 2020-04-25 13:00 194.40 止盈 +5.47% 745 20 14892 7446 +814.43 8260
36 做多 2020-04-24 18:00 188.21 2020-04-26 21:00 199.10 止盈 +5.79% 826 20 16521 8260 +954.94 9215
37 做多 2020-04-25 02:00 188.16 2020-04-26 21:00 199.10 止盈 +5.81% 922 20 18430 9215 +1070.51 10286
38 做多 2020-04-25 13:00 194.40 2020-04-29 14:00 205.67 止盈 +5.80% 1029 20 20571 10286 +1191.40 11477
39 做多 2020-04-26 10:00 195.03 2020-04-29 14:00 205.67 止盈 +5.46% 1148 20 22954 11477 +1251.03 12728
40 做多 2020-04-26 18:00 196.96 2020-04-29 18:00 207.81 止盈 +5.51% 1273 20 25456 12728 +1400.92 14129
41 做多 2020-04-27 04:00 196.74 2020-04-29 18:00 207.81 止盈 +5.63% 1413 20 28258 14129 +1588.42 15718
42 做多 2020-04-28 07:00 196.37 2020-04-29 18:00 207.81 止盈 +5.83% 1572 20 31435 15718 +1829.49 17547
43 做多 2020-04-28 14:00 195.44 2020-04-29 14:00 205.67 止盈 +5.23% 1755 20 35094 17547 +1835.10 19382
44 做多 2020-05-01 12:00 212.33 2020-05-04 09:00 203.77 止损 -4.03% 1938 20 38764 19382 -1561.20 17821
45 做多 2020-05-02 09:00 212.43 2020-05-04 09:00 203.77 止损 -4.08% 1782 20 35642 17821 -1451.53 16369
46 做多 2020-05-05 00:00 204.73 2020-05-08 08:00 216.10 止盈 +5.55% 1637 20 32739 16369 +1816.38 18186
47 做多 2020-05-06 11:00 207.00 2020-05-07 07:00 199.06 止损 -3.84% 1819 20 36371 18186 -1393.72 16792
48 做多 2020-05-07 20:00 206.98 2020-05-10 08:00 192.37 止损 -7.06% 1679 20 33584 16792 -2368.21 14424
49 做多 2020-05-09 01:00 214.00 2020-05-10 08:00 192.37 止损 -10.11% 1442 20 28848 14424 -2912.85 11511
50 做多 2020-05-10 01:00 212.90 2020-05-10 08:00 192.37 止损 -9.64% 1151 20 23022 11511 -2217.79 9293
51 做多 2020-05-11 08:00 189.91 2020-05-11 17:00 183.95 止损 -3.14% 929 20 18586 9293 -582.72 8710
52 做多 2020-05-11 22:00 187.87 2020-05-13 23:00 198.09 止盈 +5.44% 871 20 17421 8710 +946.74 9657
53 做多 2020-05-12 10:00 187.93 2020-05-13 23:00 198.09 止盈 +5.41% 966 20 19314 9657 +1043.14 10700
54 做多 2020-05-13 10:00 191.11 2020-05-14 16:00 201.60 止盈 +5.49% 1070 20 21401 10700 +1173.50 11874
55 做多 2020-05-13 19:00 190.97 2020-05-14 16:00 201.60 止盈 +5.57% 1187 20 23748 11874 +1320.55 13194
56 做多 2020-05-16 12:00 201.42 2020-05-18 09:00 214.43 止盈 +6.46% 1319 20 26389 13194 +1702.78 14897
57 做多 2020-05-17 07:00 200.39 2020-05-18 09:00 214.43 止盈 +7.01% 1490 20 29794 14897 +2085.40 16983
58 做多 2020-05-19 06:00 214.70 2020-05-20 23:00 208.00 止损 -3.12% 1698 20 33965 16983 -1058.87 15924
59 做多 2020-05-19 17:00 214.27 2020-05-21 16:00 206.47 止损 -3.64% 1592 20 31847 15924 -1158.17 14766
60 做多 2020-05-20 01:00 212.90 2020-05-21 16:00 206.47 止损 -3.02% 1477 20 29531 14766 -891.00 13875
61 做多 2020-05-22 16:00 201.63 2020-05-28 22:00 212.13 止盈 +5.21% 1387 20 27749 13875 +1443.60 15318
62 做多 2020-05-24 06:00 207.83 2020-05-25 07:00 199.70 止损 -3.91% 1532 20 30636 15318 -1197.25 14121
63 做多 2020-05-26 00:00 203.36 2020-05-28 23:00 214.25 止盈 +5.36% 1412 20 28242 14121 +1510.84 15632
64 做多 2020-05-27 10:00 201.43 2020-05-28 22:00 212.13 止盈 +5.31% 1563 20 31263 15632 +1659.06 17291
65 做多 2020-05-28 20:00 209.82 2020-05-29 07:00 220.32 止盈 +5.00% 1729 20 34582 17291 +1728.83 19020
66 做多 2020-05-30 00:00 221.99 2020-05-30 18:00 234.78 止盈 +5.76% 1902 20 38039 19020 +2189.45 21209
67 做多 2020-05-30 11:00 222.78 2020-05-30 18:00 234.78 止盈 +5.39% 2121 20 42418 21209 +2282.56 23492
68 做多 2020-06-01 12:00 239.83 2020-06-02 18:00 253.42 止盈 +5.67% 2349 20 46983 23492 +2659.65 26151
69 做多 2020-06-03 17:00 237.99 2020-06-12 00:00 225.61 止损 -5.20% 2615 20 52303 26151 -2718.01 23433
70 做多 2020-06-04 23:00 245.16 2020-06-07 21:00 235.81 止损 -3.81% 2343 20 46867 23433 -1785.63 21648
71 做多 2020-06-05 09:00 244.59 2020-06-07 21:00 235.81 止损 -3.59% 2165 20 43295 21648 -1552.61 20095
72 做多 2020-06-06 18:00 242.80 2020-06-12 00:00 225.61 止损 -7.08% 2010 20 40190 20095 -2842.57 17252
73 做多 2020-06-08 05:00 242.14 2020-06-12 00:00 225.61 止损 -6.83% 1725 20 34505 17252 -2353.17 14899
74 做多 2020-06-09 07:00 246.65 2020-06-11 23:00 239.02 止损 -3.09% 1490 20 29799 14899 -920.88 13978
75 做多 2020-06-10 05:00 244.54 2020-06-12 00:00 225.61 止损 -7.74% 1398 20 27957 13978 -2161.99 11816
76 做多 2020-06-11 02:00 245.48 2020-06-12 00:00 225.61 止损 -8.09% 1182 20 23633 11816 -1911.01 9905
77 做多 2020-06-12 16:00 237.03 2020-06-15 09:00 228.55 止损 -3.58% 991 20 19811 9905 -708.04 9197
78 做多 2020-06-13 23:00 237.20 2020-06-15 09:00 228.55 止损 -3.65% 920 20 18395 9197 -670.13 8527
79 做多 2020-06-16 02:00 231.86 2020-06-23 00:00 243.85 止盈 +5.17% 853 20 17054 8527 +881.04 9408
80 做多 2020-06-17 16:00 234.11 2020-06-20 23:00 226.60 止损 -3.21% 941 20 18817 9408 -603.01 8805
81 做多 2020-06-18 09:00 233.58 2020-06-24 10:00 245.85 止盈 +5.25% 881 20 17611 8805 +924.16 9729
82 做多 2020-06-19 20:00 230.71 2020-06-23 00:00 243.85 止盈 +5.70% 973 20 19459 9729 +1107.16 10837
83 做多 2020-06-20 13:00 230.03 2020-06-23 00:00 243.85 止盈 +6.01% 1084 20 21673 10837 +1300.80 12137
84 做多 2020-06-21 08:00 228.97 2020-06-22 23:00 241.50 止盈 +5.47% 1214 20 24275 12137 +1327.07 13464
85 做多 2020-06-22 10:00 233.63 2020-06-24 10:00 245.85 止盈 +5.23% 1346 20 26929 13464 +1407.11 14872
86 做多 2020-06-23 22:00 243.01 2020-06-24 22:00 235.64 止损 -3.03% 1487 20 29743 14872 -901.15 13970
87 做多 2020-06-25 19:00 234.34 2020-06-28 00:00 225.97 止损 -3.57% 1397 20 27941 13970 -996.97 12973
88 做多 2020-06-27 15:00 230.50 2020-06-28 03:00 217.72 止损 -5.54% 1297 20 25947 12973 -1437.18 11536
89 做多 2020-06-28 18:00 222.71 2020-07-06 17:00 233.96 止盈 +5.05% 1154 20 23073 11536 +1164.32 12701
90 做多 2020-06-30 02:00 225.70 2020-07-06 20:00 237.09 止盈 +5.05% 1270 20 25401 12701 +1280.59 13981
91 做多 2020-07-01 15:00 225.53 2020-07-06 20:00 237.09 止盈 +5.13% 1398 20 27962 13981 +1431.83 15413
92 做多 2020-07-03 16:00 227.16 2020-07-06 23:00 238.76 止盈 +5.11% 1541 20 30826 15413 +1572.57 16986
93 做多 2020-07-04 17:00 226.08 2020-07-06 23:00 238.76 止盈 +5.61% 1699 20 33971 16986 +1903.41 18889
94 做多 2020-07-05 00:00 225.97 2020-07-06 23:00 238.76 止盈 +5.66% 1889 20 37778 18889 +2136.11 21025
95 做多 2020-07-06 07:00 227.61 2020-07-07 00:00 239.44 止盈 +5.20% 2103 20 42050 21025 +2183.37 23208
96 做多 2020-07-08 02:00 238.88 2020-07-16 17:00 231.17 止损 -3.23% 2321 20 46417 23208 -1496.64 21712
97 做多 2020-07-09 17:00 246.19 2020-07-10 12:00 237.17 止损 -3.66% 2171 20 43424 21712 -1589.38 20122
98 做多 2020-07-11 00:00 239.70 2020-07-16 17:00 231.17 止损 -3.56% 2012 20 40245 20122 -1430.73 18692
99 做多 2020-07-12 09:00 240.11 2020-07-16 15:00 232.55 止损 -3.15% 1869 20 37383 18692 -1175.86 17516
100 做多 2020-07-13 07:00 242.82 2020-07-16 14:00 235.28 止损 -3.11% 1752 20 35032 17516 -1086.71 16429
101 做多 2020-07-14 21:00 239.17 2020-07-16 17:00 231.17 止损 -3.34% 1643 20 32858 16429 -1097.98 15331
102 做多 2020-07-17 08:00 233.08 2020-07-22 02:00 246.25 止盈 +5.65% 1533 20 30662 15331 +1730.82 17062
103 做多 2020-07-17 17:00 233.41 2020-07-22 02:00 246.25 止盈 +5.50% 1706 20 34124 17062 +1875.30 18937
104 做多 2020-07-18 14:00 233.11 2020-07-22 02:00 246.25 止盈 +5.64% 1894 20 37875 18937 +2132.79 21070
105 做多 2020-07-20 03:00 235.30 2020-07-23 05:00 247.51 止盈 +5.19% 2107 20 42140 21070 +2184.52 23255
106 做多 2020-07-21 14:00 238.07 2020-07-23 06:00 263.10 止盈 +10.51% 2325 20 46509 23255 +4884.96 28140
107 做多 2020-07-22 23:00 244.63 2020-07-23 06:00 263.10 止盈 +7.55% 2814 20 56279 28140 +4244.92 32384
108 做多 2020-07-24 20:00 274.73 2020-07-26 00:00 289.17 止盈 +5.26% 3238 20 64769 32384 +3400.90 35785
109 做多 2020-07-28 05:00 322.49 2020-07-28 17:00 310.68 止损 -3.66% 3579 20 71571 35785 -2618.39 33167
110 做多 2020-07-29 02:00 316.73 2020-07-31 03:00 333.71 止盈 +5.36% 3317 20 66334 33167 +3552.63 36720
111 做多 2020-07-29 14:00 322.21 2020-07-31 04:00 338.90 止盈 +5.18% 3672 20 73439 36720 +3800.24 40520
112 做多 2020-07-31 00:00 322.65 2020-07-31 04:00 338.90 止盈 +5.04% 4052 20 81040 40520 +4077.42 44597
113 做多 2020-08-03 03:00 379.54 2020-08-04 08:00 400.88 止盈 +5.62% 4460 20 89195 44597 +5010.03 49607
114 做多 2020-08-04 09:00 398.32 2020-08-04 19:00 386.22 止损 -3.04% 4961 20 99215 49607 -3010.89 46596
115 做多 2020-08-05 08:00 388.93 2020-08-08 01:00 373.83 止损 -3.88% 4660 20 93193 46596 -3614.54 42982
116 做多 2020-08-05 13:00 391.95 2020-08-08 00:00 379.33 止损 -3.22% 4298 20 85964 42982 -2765.09 40217
117 做多 2020-08-07 00:00 398.93 2020-08-07 22:00 384.94 止损 -3.51% 4022 20 80434 40217 -2817.89 37399
118 做多 2020-08-08 17:00 386.24 2020-08-12 04:00 373.67 止损 -3.25% 3740 20 74798 37399 -2431.83 34967
119 做多 2020-08-10 08:00 391.65 2020-08-12 04:00 373.67 止损 -4.59% 3497 20 69934 34967 -3207.35 31760
120 做多 2020-08-10 23:00 397.32 2020-08-11 23:00 382.61 止损 -3.70% 3176 20 63519 31760 -2349.33 29410
121 做多 2020-08-11 09:00 397.61 2020-08-11 23:00 382.61 止损 -3.77% 2941 20 58821 29410 -2216.82 27194
122 做多 2020-08-12 18:00 383.95 2020-08-14 04:00 411.01 止盈 +7.05% 2719 20 54387 27194 +3829.26 31023
123 做多 2020-08-13 21:00 391.30 2020-08-14 04:00 411.01 止盈 +5.04% 3102 20 62046 31023 +3122.15 34145
124 做多 2020-08-17 01:00 431.13 2020-08-19 11:00 416.15 止损 -3.47% 3414 20 68290 34145 -2370.42 31775
125 做多 2020-08-17 22:00 431.79 2020-08-19 11:00 416.15 止损 -3.62% 3177 20 63549 31775 -2299.53 29475
126 做多 2020-08-20 11:00 407.35 2020-08-22 05:00 388.65 止损 -4.59% 2948 20 58950 29475 -2703.48 26772
127 做多 2020-08-20 18:00 409.86 2020-08-22 04:00 395.32 止损 -3.55% 2677 20 53543 26772 -1897.57 24874
128 做多 2020-08-21 15:00 413.12 2020-08-22 02:00 398.24 止损 -3.60% 2487 20 49748 24874 -1790.06 23084
129 做多 2020-08-22 18:00 391.26 2020-08-26 00:00 375.21 止损 -4.10% 2308 20 46168 23084 -1891.97 21192
130 做多 2020-08-24 01:00 390.28 2020-08-26 00:00 375.21 止损 -3.86% 2119 20 42384 21192 -1634.95 19557
131 做多 2020-08-26 13:00 385.20 2020-08-30 04:00 405.32 止盈 +5.22% 1956 20 39114 19557 +2040.98 21598
132 做多 2020-08-28 09:00 386.82 2020-08-30 09:00 406.31 止盈 +5.04% 2160 20 43196 21598 +2174.26 23772
133 做多 2020-08-31 20:00 436.59 2020-09-01 14:00 463.82 止盈 +6.24% 2377 20 47544 23772 +2962.37 26735
134 做多 2020-09-03 10:00 447.72 2020-09-03 13:00 432.02 止损 -3.51% 2673 20 53469 26735 -1873.11 24862
135 做多 2020-09-04 19:00 395.17 2020-09-05 13:00 381.65 止损 -3.42% 2486 20 49723 24862 -1699.48 23162
136 做多 2020-09-06 17:00 346.07 2020-09-07 19:00 335.62 止损 -3.02% 2316 20 46324 23162 -1397.41 21765
137 做多 2020-09-08 02:00 346.79 2020-09-08 17:00 336.35 止损 -3.01% 2176 20 43529 21765 -1309.12 20455
138 做多 2020-09-09 16:00 340.68 2020-09-10 02:00 358.01 止盈 +5.09% 2046 20 40911 20455 +2079.01 22535
139 做多 2020-09-11 08:00 368.90 2020-09-11 11:00 356.89 止损 -3.26% 2253 20 45069 22535 -1465.81 21069
140 做多 2020-09-11 20:00 365.10 2020-09-13 03:00 384.68 止盈 +5.36% 2107 20 42137 21069 +2257.53 23326
141 做多 2020-09-12 23:00 373.00 2020-09-13 23:00 360.66 止损 -3.31% 2333 20 46652 23326 -1541.87 21784
142 做多 2020-09-14 13:00 364.97 2020-09-18 02:00 386.91 止盈 +6.01% 2178 20 43569 21784 +2616.49 24401
143 做多 2020-09-16 17:00 363.84 2020-09-17 19:00 382.79 止盈 +5.21% 2440 20 48802 24401 +2539.21 26940
144 做多 2020-09-19 10:00 383.97 2020-09-20 20:00 372.00 止损 -3.12% 2694 20 53880 26940 -1678.00 25262
145 做多 2020-09-19 20:00 384.84 2020-09-20 20:00 372.00 止损 -3.34% 2526 20 50524 25262 -1684.03 23578
146 做多 2020-09-21 11:00 374.70 2020-09-21 17:00 358.42 止损 -4.34% 2358 20 47156 23578 -2046.79 21531
147 做多 2020-09-22 14:00 341.86 2020-09-24 03:00 327.49 止损 -4.20% 2153 20 43063 21531 -1808.31 19723
148 做多 2020-09-23 03:00 343.46 2020-09-24 03:00 327.49 止损 -4.65% 1972 20 39446 19723 -1832.30 17891
149 做多 2020-09-24 18:00 332.76 2020-09-25 06:00 350.66 止盈 +5.38% 1789 20 35781 17891 +1922.84 19813
150 做多 2020-09-25 23:00 347.12 2020-09-28 23:00 364.99 止盈 +5.15% 1981 20 39627 19813 +2037.99 21851
151 做多 2020-09-27 01:00 354.12 2020-10-02 13:00 342.63 止损 -3.24% 2185 20 43703 21851 -1416.60 20435
152 做多 2020-09-28 07:00 357.40 2020-10-02 01:00 346.01 止损 -3.19% 2043 20 40870 20435 -1301.18 19134
153 做多 2020-09-29 22:00 356.93 2020-10-02 01:00 346.01 止损 -3.06% 1913 20 38267 19134 -1169.59 17964
154 做多 2020-09-30 04:00 357.56 2020-10-02 01:00 346.01 止损 -3.23% 1796 20 35928 17964 -1159.40 16805
155 做多 2020-10-01 00:00 357.51 2020-10-02 01:00 346.01 止损 -3.22% 1680 20 33609 16805 -1080.03 15725
156 做多 2020-10-03 04:00 346.43 2020-10-08 16:00 335.19 止损 -3.24% 1572 20 31449 15725 -1019.36 14705
157 做多 2020-10-04 16:00 347.60 2020-10-07 09:00 336.76 止损 -3.12% 1471 20 29411 14705 -916.26 13789
158 做多 2020-10-04 22:00 347.41 2020-10-07 09:00 336.76 止损 -3.07% 1379 20 27578 13789 -844.57 12944
159 做多 2020-10-05 23:00 352.63 2020-10-07 03:00 340.23 止损 -3.52% 1294 20 25889 12944 -909.46 12035
160 做多 2020-10-06 06:00 352.32 2020-10-07 03:00 340.23 止损 -3.43% 1204 20 24070 12035 -825.15 11210
161 做多 2020-10-07 21:00 340.86 2020-10-09 19:00 359.30 止盈 +5.41% 1121 20 22420 11210 +1211.66 12422
162 做多 2020-10-08 22:00 349.39 2020-10-10 08:00 367.09 止盈 +5.07% 1242 20 24843 12422 +1257.28 13679
163 做多 2020-10-09 18:00 356.29 2020-10-10 10:00 376.15 止盈 +5.57% 1368 20 27358 13679 +1523.42 15202
164 做多 2020-10-11 05:00 375.38 2020-10-16 17:00 363.28 止损 -3.22% 1520 20 30404 15202 -979.08 14223
165 做多 2020-10-11 18:00 377.10 2020-10-16 17:00 363.28 止损 -3.66% 1422 20 28446 14223 -1041.46 13182
166 做多 2020-10-12 09:00 374.69 2020-10-16 17:00 363.28 止损 -3.05% 1318 20 26363 13182 -802.01 12380
167 做多 2020-10-12 22:00 383.18 2020-10-16 12:00 368.93 止损 -3.72% 1238 20 24759 12380 -919.85 11460
168 做多 2020-10-14 08:00 384.54 2020-10-15 17:00 372.36 止损 -3.17% 1146 20 22920 11460 -725.24 10735
169 做多 2020-10-15 15:00 378.90 2020-10-16 17:00 363.28 止损 -4.12% 1073 20 21469 10735 -884.17 9850
170 做多 2020-10-16 01:00 378.08 2020-10-16 17:00 363.28 止损 -3.91% 985 20 19701 9850 -770.42 9080
171 做多 2020-10-17 12:00 367.73 2020-10-21 22:00 388.96 止盈 +5.77% 908 20 18160 9080 +1047.38 10127
172 做多 2020-10-18 02:00 367.14 2020-10-21 22:00 388.96 止盈 +5.94% 1013 20 20255 10127 +1202.59 11330
173 做多 2020-10-18 07:00 368.26 2020-10-21 22:00 388.96 止盈 +5.62% 1133 20 22660 11330 +1272.45 12602
174 做多 2020-10-19 18:00 375.93 2020-10-22 00:00 396.74 止盈 +5.54% 1260 20 25205 12602 +1393.84 13996
175 做多 2020-10-21 11:00 378.33 2020-10-22 06:00 400.68 止盈 +5.91% 1400 20 27993 13996 +1652.02 15648
176 做多 2020-10-23 20:00 417.97 2020-10-26 15:00 405.29 止损 -3.03% 1565 20 31297 15648 -948.50 14700
177 做多 2020-10-24 13:00 412.87 2020-10-26 23:00 393.89 止损 -4.60% 1470 20 29400 14700 -1350.17 13350
178 做多 2020-10-25 11:00 415.34 2020-10-26 23:00 393.89 止损 -5.16% 1335 20 26699 13350 -1377.49 11972
179 做多 2020-10-26 11:00 408.97 2020-10-26 23:00 393.89 止损 -3.69% 1197 20 23944 11972 -882.02 11090
180 做多 2020-10-27 16:00 393.67 2020-10-30 13:00 381.30 止损 -3.14% 1109 20 22180 11090 -696.26 10394
181 做多 2020-10-29 10:00 390.53 2020-10-30 15:00 378.60 止损 -3.05% 1039 20 20788 10394 -634.39 9759
182 做多 2020-10-30 00:00 391.55 2020-10-30 15:00 378.60 止损 -3.31% 976 20 19519 9759 -644.92 9115
183 做多 2020-10-31 03:00 383.20 2020-11-02 08:00 402.69 止盈 +5.09% 911 20 18229 9115 +926.23 10041
184 做多 2020-11-01 18:00 387.52 2020-11-03 11:00 374.16 止损 -3.45% 1004 20 20082 10041 -691.63 9349
185 做多 2020-11-03 22:00 384.47 2020-11-05 09:00 404.35 止盈 +5.17% 935 20 18698 9349 +965.87 10315
186 做多 2020-11-05 00:00 401.50 2020-11-06 08:00 426.66 止盈 +6.27% 1032 20 20630 10315 +1291.49 11606
187 做多 2020-11-05 21:00 405.80 2020-11-06 08:00 426.66 止盈 +5.14% 1161 20 23213 11606 +1192.06 12799
188 做多 2020-11-08 19:00 445.75 2020-11-12 00:00 470.71 止盈 +5.60% 1280 20 25597 12799 +1431.89 14230
189 做多 2020-11-09 21:00 447.06 2020-11-12 00:00 470.71 止盈 +5.29% 1423 20 28461 14230 +1504.11 15735
190 做多 2020-11-10 12:00 451.67 2020-11-14 06:00 476.85 止盈 +5.57% 1573 20 31469 15735 +1752.61 17487
191 做多 2020-11-11 05:00 452.00 2020-11-14 06:00 476.85 止盈 +5.50% 1749 20 34974 17487 +1920.89 19408
192 做多 2020-11-12 17:00 468.30 2020-11-13 01:00 453.26 止损 -3.21% 1941 20 38816 19408 -1245.38 18163
193 做多 2020-11-13 07:00 462.68 2020-11-16 01:00 445.66 止损 -3.68% 1816 20 36325 18163 -1334.92 16828
194 做多 2020-11-15 09:00 460.09 2020-11-16 01:00 445.66 止损 -3.14% 1683 20 33656 16828 -1054.50 15773
195 做多 2020-11-15 16:00 461.10 2020-11-16 01:00 445.66 止损 -3.35% 1577 20 31547 15773 -1055.28 14718
196 做多 2020-11-16 14:00 454.69 2020-11-18 00:00 482.22 止盈 +6.05% 1472 20 29436 14718 +1780.47 16498
197 做多 2020-11-19 08:00 479.09 2020-11-20 18:00 506.50 止盈 +5.72% 1650 20 32997 16498 +1885.95 18384
198 做多 2020-11-19 23:00 475.82 2020-11-20 16:00 502.63 止盈 +5.63% 1838 20 36769 18384 +2069.66 20454
199 做多 2020-11-20 04:00 475.12 2020-11-20 16:00 502.63 止盈 +5.79% 2045 20 40908 20454 +2366.26 22820
200 做多 2020-11-20 10:00 482.47 2020-11-20 21:00 508.22 止盈 +5.34% 2282 20 45641 22820 +2433.46 25254
201 做多 2020-11-21 16:00 518.41 2020-11-22 01:00 545.82 止盈 +5.29% 2525 20 50508 25254 +2667.83 27922
202 做多 2020-11-23 02:00 563.87 2020-11-23 17:00 592.39 止盈 +5.06% 2792 20 55843 27922 +2821.67 30743
203 做多 2020-11-25 20:00 600.21 2020-11-26 04:00 582.04 止损 -3.03% 3074 20 61487 30743 -1859.51 28884
204 做多 2020-11-27 07:00 520.25 2020-11-27 17:00 504.38 止损 -3.05% 2888 20 57768 28884 -1760.41 27123
205 做多 2020-11-28 07:00 518.92 2020-11-29 03:00 545.94 止盈 +5.21% 2712 20 54247 27123 +2821.79 29945
206 做多 2020-12-02 17:00 595.53 2020-12-05 06:00 569.80 止损 -4.32% 2995 20 59890 29945 -2584.99 27360
207 做多 2020-12-03 05:00 598.34 2020-12-05 06:00 569.80 止损 -4.77% 2736 20 54720 27360 -2607.47 24753
208 做多 2020-12-03 15:00 599.15 2020-12-05 06:00 569.80 止损 -4.90% 2475 20 49505 24753 -2422.65 22330
209 做多 2020-12-05 16:00 595.65 2020-12-08 17:00 574.09 止损 -3.62% 2233 20 44660 22330 -1614.89 20715
210 做多 2020-12-07 05:00 599.24 2020-12-08 17:00 574.09 止损 -4.20% 2072 20 41430 20715 -1737.08 18978
211 做多 2020-12-09 21:00 572.32 2020-12-10 18:00 554.32 止损 -3.15% 1898 20 37956 18978 -1192.56 17786
212 做多 2020-12-11 04:00 565.19 2020-12-11 09:00 546.43 止损 -3.32% 1779 20 35571 17786 -1179.51 16606
213 做多 2020-12-12 00:00 549.01 2020-12-13 15:00 579.23 止盈 +5.50% 1661 20 33212 16606 +1826.31 18432
214 做多 2020-12-13 02:00 564.06 2020-12-14 00:00 593.46 止盈 +5.21% 1843 20 36865 18432 +1919.54 20352
215 做多 2020-12-15 05:00 586.21 2020-12-16 22:00 620.58 止盈 +5.86% 2035 20 40704 20352 +2384.11 22736
216 做多 2020-12-16 03:00 592.32 2020-12-17 00:00 629.04 止盈 +6.20% 2274 20 45472 22736 +2816.14 25552
217 做多 2020-12-16 18:00 595.16 2020-12-17 00:00 629.04 止盈 +5.69% 2555 20 51104 25552 +2906.24 28458
218 做多 2020-12-18 17:00 663.03 2020-12-18 21:00 638.91 止损 -3.64% 2846 20 56917 28458 -2068.47 26390
219 做多 2020-12-19 05:00 651.44 2020-12-21 17:00 627.02 止损 -3.75% 2639 20 52780 26390 -1976.53 24413
220 做多 2020-12-22 21:00 618.31 2020-12-24 00:00 597.08 止损 -3.43% 2441 20 48827 24413 -1674.81 22739
221 做多 2020-12-24 22:00 589.89 2020-12-25 17:00 623.70 止盈 +5.73% 2274 20 45477 22739 +2603.95 25342
222 做多 2020-12-26 04:00 620.90 2020-12-27 14:00 652.55 止盈 +5.10% 2534 20 50685 25342 +2581.05 27924
223 做多 2020-12-26 23:00 628.77 2020-12-27 22:00 686.43 止盈 +9.17% 2792 20 55847 27924 +5116.21 33040
224 做多 2020-12-27 22:00 686.43 2020-12-28 15:00 733.79 止盈 +6.90% 3304 20 66079 33040 +4554.57 37594
225 做多 2020-12-29 20:00 730.17 2021-01-02 21:00 772.35 止盈 +5.78% 3759 20 75189 37594 +4339.11 41933
226 做多 2020-12-31 01:00 736.97 2021-01-03 00:00 783.71 止盈 +6.34% 4193 20 83867 41933 +5313.67 47247
227 做多 2021-01-01 10:00 745.15 2021-01-02 08:00 720.80 止损 -3.27% 4725 20 94494 47247 -3084.79 44162
228 做多 2021-01-02 14:00 737.88 2021-01-03 00:00 783.71 止盈 +6.21% 4416 20 88325 44162 +5480.39 49643
229 做多 2021-01-04 22:00 1044.66 2021-01-05 00:00 1011.28 止损 -3.20% 4964 20 99285 49643 -3169.29 46473
230 做多 2021-01-05 07:00 1043.11 2021-01-05 08:00 1098.85 止盈 +5.34% 4647 20 92947 46473 +4961.77 51435
231 做多 2021-01-05 20:00 1030.87 2021-01-06 01:00 1084.18 止盈 +5.17% 5144 20 102870 51435 +5314.47 56750
232 做多 2021-01-07 20:00 1231.46 2021-01-08 08:00 1184.62 止损 -3.80% 5675 20 113499 56750 -4312.76 52437
233 做多 2021-01-08 18:00 1254.83 2021-01-09 01:00 1217.15 止损 -3.00% 5244 20 104874 52437 -3146.00 49291
234 做多 2021-01-09 18:00 1220.51 2021-01-10 05:00 1296.14 止盈 +6.20% 4929 20 98582 49291 +6102.60 55393
235 做多 2021-01-12 08:00 1062.08 2021-01-12 13:00 1130.76 止盈 +6.47% 5539 20 110787 55393 +7156.94 62550
236 做多 2021-01-13 03:00 1084.08 2021-01-13 07:00 1050.82 止损 -3.07% 6255 20 125101 62550 -3834.30 58716
237 做多 2021-01-13 18:00 1081.20 2021-01-14 08:00 1135.47 止盈 +5.02% 5872 20 117432 58716 +5888.53 64605
238 做多 2021-01-15 18:00 1235.78 2021-01-15 22:00 1198.10 止损 -3.05% 6460 20 129209 64605 -3935.76 60669
239 做多 2021-01-16 15:00 1184.79 2021-01-16 23:00 1282.24 止盈 +8.23% 6067 20 121338 60669 +9970.15 70639
240 做多 2021-01-18 01:00 1234.89 2021-01-18 11:00 1194.73 止损 -3.25% 7064 20 141278 70639 -4589.93 66049
241 做多 2021-01-18 20:00 1245.71 2021-01-19 09:00 1323.70 止盈 +6.26% 6605 20 132098 66049 +8261.98 74311
242 做多 2021-01-21 06:00 1334.35 2021-01-21 12:00 1288.65 止损 -3.42% 7431 20 148622 74311 -5085.05 69226
243 做多 2021-01-22 18:00 1178.82 2021-01-23 00:00 1239.72 止盈 +5.17% 6923 20 138452 69226 +7145.53 76372
244 做多 2021-01-24 03:00 1259.75 2021-01-24 13:00 1328.00 止盈 +5.42% 7637 20 152743 76372 +8266.95 84639
245 做多 2021-01-24 11:00 1294.62 2021-01-25 01:00 1359.62 止盈 +5.02% 8464 20 169277 84639 +8490.53 93129
246 做多 2021-01-27 04:00 1338.74 2021-01-27 13:00 1284.05 止损 -4.09% 9313 20 186258 93129 -7601.38 85528
247 做多 2021-01-28 11:00 1288.18 2021-01-28 23:00 1353.01 止盈 +5.03% 8553 20 171055 85528 +8600.06 94128
248 做多 2021-01-29 18:00 1380.66 2021-01-30 13:00 1337.28 止损 -3.14% 9413 20 188255 94128 -5909.03 88219
249 做多 2021-01-30 07:00 1381.99 2021-01-30 13:00 1337.28 止损 -3.24% 8822 20 176437 88219 -5702.38 82516
250 做多 2021-01-30 23:00 1372.69 2021-01-31 23:00 1311.64 止损 -4.45% 8252 20 165033 82516 -7332.44 75184
251 做多 2021-02-01 13:00 1322.00 2021-02-02 13:00 1389.10 止盈 +5.08% 7518 20 150368 75184 +7624.50 82808
252 做多 2021-02-02 04:00 1337.43 2021-02-02 14:00 1407.72 止盈 +5.26% 8281 20 165617 82808 +8695.45 91504
253 做多 2021-02-05 04:00 1659.66 2021-02-05 07:00 1596.00 止损 -3.84% 9150 20 183008 91504 -7012.65 84491
254 做多 2021-02-05 14:00 1649.55 2021-02-05 22:00 1738.94 止盈 +5.42% 8449 20 168982 84491 +9148.09 93639
255 做多 2021-02-07 02:00 1709.51 2021-02-07 09:00 1643.18 止损 -3.88% 9364 20 187279 93639 -7259.25 86380
256 做多 2021-02-08 09:00 1593.61 2021-02-08 20:00 1733.28 止盈 +8.76% 8638 20 172760 86380 +15126.20 101506
257 做多 2021-02-08 12:00 1620.00 2021-02-08 20:00 1733.28 止盈 +6.99% 10151 20 203012 101506 +14181.64 115688
258 做多 2021-02-10 04:00 1768.85 2021-02-10 23:00 1715.47 止损 -3.02% 11569 20 231376 115688 -6975.43 108712
259 做多 2021-02-11 16:00 1754.61 2021-02-13 01:00 1852.70 止盈 +5.59% 10871 20 217425 108712 +12142.80 120855
260 做多 2021-02-12 21:00 1795.35 2021-02-15 10:00 1720.00 止损 -4.20% 12086 20 241710 120855 -10134.33 110721
261 做多 2021-02-14 08:00 1835.15 2021-02-15 09:00 1754.53 止损 -4.39% 11072 20 221442 110721 -9718.43 101002
262 做多 2021-02-15 20:00 1807.95 2021-02-17 00:00 1752.64 止损 -3.06% 10100 20 202005 101002 -6173.69 94829
263 做多 2021-02-16 12:00 1815.87 2021-02-17 00:00 1752.64 止损 -3.48% 9483 20 189658 94829 -6597.42 88231
264 做多 2021-02-17 16:00 1804.26 2021-02-18 09:00 1913.36 止盈 +6.05% 8823 20 176463 88231 +10659.68 98891
265 做多 2021-02-19 17:00 1937.55 2021-02-22 11:00 1871.65 止损 -3.40% 9889 20 197782 98891 -6720.24 92171
266 做多 2021-02-21 20:00 1946.00 2021-02-22 11:00 1871.65 止损 -3.82% 9217 20 184342 92171 -7036.02 85135
267 做多 2021-02-24 08:00 1570.30 2021-02-24 16:00 1677.51 止盈 +6.83% 8513 20 170270 85135 +11613.29 96748
268 做多 2021-02-25 21:00 1645.73 2021-02-26 01:00 1593.55 止损 -3.17% 9675 20 193496 96748 -6128.91 90619
269 做多 2021-02-26 23:00 1533.49 2021-02-27 03:00 1480.93 止损 -3.43% 9062 20 181238 90619 -6205.69 84413
270 做多 2021-02-27 12:00 1502.97 2021-02-27 23:00 1454.11 止损 -3.25% 8441 20 168827 84413 -5482.90 78931
271 做多 2021-02-28 04:00 1508.57 2021-02-28 07:00 1458.65 止损 -3.31% 7893 20 157861 78931 -5218.55 73712
272 做多 2021-03-01 05:00 1413.18 2021-03-01 17:00 1505.34 止盈 +6.52% 7371 20 147424 73712 +9604.59 83317
273 做多 2021-03-03 13:00 1545.14 2021-03-03 20:00 1653.72 止盈 +7.03% 8332 20 166633 83317 +11697.93 95015

⚙️ 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