📊 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 19:10

📈 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
283次
盈利
162次
亏损
121次
胜率
57.2%
总收益
+242890.5%
最终资金
24299051U
最大回撤
-86.4%
月化收益
+20240.9%

📊 收益与风险

盈利因子
1.50
止盈次数
162
止损次数
121
盈亏比
1.34

📋 交易记录明细(共283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 2020-04-16 03:00 6725.30 2020-04-17 03:00 7067.15 止盈 +5.08% 1000 20 20000 10000 +1015.59 11016
2 做多 2020-04-16 05:00 6723.84 2020-04-17 03:00 7067.15 止盈 +5.11% 1102 20 22031 11016 +1123.76 12139
3 做多 2020-04-16 12:00 6616.56 2020-04-16 16:00 7039.61 止盈 +6.39% 1214 20 24279 12139 +1550.78 13690
4 做多 2020-04-16 16:00 7039.61 2020-04-21 03:00 6766.71 止损 -3.88% 1369 20 27380 13690 -1060.37 12630
5 做多 2020-04-17 17:00 7099.05 2020-04-21 01:00 6869.96 止损 -3.23% 1263 20 25260 12630 -814.32 11815
6 做多 2020-04-18 10:00 7075.03 2020-04-21 02:00 6862.12 止损 -3.01% 1182 20 23631 11815 -710.42 11105
7 做多 2020-04-20 06:00 7170.51 2020-04-21 01:00 6869.96 止损 -4.19% 1111 20 22210 11105 -930.00 10175
8 做多 2020-04-22 02:00 6873.62 2020-04-23 21:00 7230.44 止盈 +5.19% 1018 20 20350 10175 +1055.35 11230
9 做多 2020-04-23 20:00 7162.55 2020-04-23 22:00 7538.61 止盈 +5.25% 1123 20 22461 11230 +1178.09 12408
10 做多 2020-04-25 13:00 7563.01 2020-04-29 14:00 7942.99 止盈 +5.02% 1241 20 24817 12408 +1245.60 13654
11 做多 2020-04-26 10:00 7562.21 2020-04-29 14:00 7942.99 止盈 +5.04% 1365 20 27308 13654 +1373.67 15028
12 做多 2020-04-26 17:00 7577.36 2020-04-29 17:00 7972.99 止盈 +5.22% 1503 20 30055 15028 +1567.69 16595
13 做多 2020-04-28 06:00 7761.63 2020-04-29 20:00 8238.50 止盈 +6.14% 1660 20 33191 16595 +2037.19 18633
14 做多 2020-04-28 17:00 7741.55 2020-04-29 20:00 8238.50 止盈 +6.42% 1863 20 37265 18633 +2389.76 21022
15 做多 2020-04-29 03:00 7713.60 2020-04-29 18:00 8107.61 止盈 +5.11% 2102 20 42045 21022 +2145.49 23168
16 做多 2020-05-01 14:00 8765.99 2020-05-06 18:00 9230.41 止盈 +5.30% 2317 20 46336 23168 +2452.40 25620
17 做多 2020-05-02 08:00 8834.43 2020-05-06 19:00 9321.44 止盈 +5.51% 2562 20 51241 25620 +2821.88 28442
18 做多 2020-05-04 23:00 8848.00 2020-05-06 19:00 9321.44 止盈 +5.35% 2844 20 56884 28442 +3040.73 31483
19 做多 2020-05-06 06:00 8971.75 2020-05-07 21:00 9493.38 止盈 +5.81% 3148 20 62966 31483 +3657.25 35140
20 做多 2020-05-07 12:00 9280.21 2020-05-08 01:00 9839.62 止盈 +6.03% 3514 20 70280 35140 +4232.25 39372
21 做多 2020-05-08 19:00 9912.70 2020-05-09 15:00 9609.65 止损 -3.06% 3937 20 78745 39372 -2404.97 36967
22 做多 2020-05-08 22:00 9965.54 2020-05-09 15:00 9609.65 止损 -3.57% 3697 20 73935 36967 -2637.72 34330
23 做多 2020-05-10 04:00 9666.01 2020-05-10 08:00 8695.84 止损 -10.04% 3433 20 68659 34330 -6884.40 27445
24 做多 2020-05-11 07:00 8719.53 2020-05-14 04:00 9281.00 止盈 +6.44% 2745 20 54891 27445 +3530.99 30976
25 做多 2020-05-11 18:00 8798.95 2020-05-12 01:00 8500.60 止损 -3.39% 3098 20 61953 30976 -2098.55 28878
26 做多 2020-05-12 15:00 8651.42 2020-05-13 20:00 9085.21 止盈 +5.01% 2888 20 57755 28878 +2893.01 31771
27 做多 2020-05-16 14:00 9465.90 2020-05-21 22:00 9078.84 止损 -4.09% 3177 20 63541 31771 -2595.61 29175
28 做多 2020-05-17 08:00 9478.00 2020-05-21 22:00 9078.84 止损 -4.21% 2918 20 58350 29175 -2454.93 26720
29 做多 2020-05-19 07:00 9731.10 2020-05-20 23:00 9410.03 止损 -3.30% 2672 20 53440 26720 -1761.46 24959
30 做多 2020-05-19 17:00 9789.36 2020-05-20 23:00 9410.03 止损 -3.87% 2496 20 49917 24959 -1932.33 23026
31 做多 2020-05-22 17:00 9104.81 2020-05-25 07:00 8711.37 止损 -4.32% 2303 20 46053 23026 -1988.06 21038
32 做多 2020-05-24 06:00 9222.23 2020-05-25 00:00 8934.00 止损 -3.13% 2104 20 42077 21038 -1313.74 19725
33 做多 2020-05-26 01:00 8889.01 2020-05-28 20:00 9415.70 止盈 +5.93% 1972 20 39449 19725 +2335.10 22060
34 做多 2020-05-27 08:00 8880.83 2020-05-28 20:00 9415.70 止盈 +6.02% 2206 20 44119 22060 +2654.54 24714
35 做多 2020-05-30 13:00 9554.69 2020-06-02 07:00 10232.48 止盈 +7.09% 2471 20 49429 24714 +3502.85 28217
36 做多 2020-05-31 06:00 9725.14 2020-06-02 07:00 10232.48 止盈 +5.22% 2822 20 56434 28217 +2941.11 31158
37 做多 2020-06-01 12:00 9544.98 2020-06-02 07:00 10232.48 止盈 +7.20% 3116 20 62316 31158 +4484.00 35642
38 做多 2020-06-03 17:00 9519.00 2020-06-12 00:00 9083.01 止损 -4.58% 3564 20 71284 35642 -3261.71 32381
39 做多 2020-06-04 22:00 9743.00 2020-06-07 21:00 9446.36 止损 -3.04% 3238 20 64761 32381 -1969.77 30411
40 做多 2020-06-06 20:00 9646.81 2020-06-12 00:00 9083.01 止损 -5.84% 3041 20 60821 30411 -3551.11 26860
41 做多 2020-06-08 05:00 9705.19 2020-06-12 00:00 9083.01 止损 -6.41% 2686 20 53719 26860 -3440.39 23419
42 做多 2020-06-09 08:00 9702.99 2020-06-12 00:00 9083.01 止损 -6.39% 2342 20 46838 23419 -2989.79 20429
43 做多 2020-06-09 22:00 9712.62 2020-06-12 00:00 9083.01 止损 -6.48% 2043 20 40859 20429 -2645.98 17783
44 做多 2020-06-11 02:00 9831.10 2020-06-11 23:00 9525.02 止损 -3.11% 1778 20 35567 17783 -1106.23 16677
45 做多 2020-06-12 16:00 9468.96 2020-06-15 11:00 9160.68 止损 -3.26% 1668 20 33354 16677 -1084.83 15592
46 做多 2020-06-13 06:00 9473.18 2020-06-15 11:00 9160.68 止损 -3.30% 1559 20 31185 15592 -1027.69 14565
47 做多 2020-06-13 17:00 9437.15 2020-06-15 13:00 9034.86 止损 -4.26% 1456 20 29129 14565 -1240.50 13324
48 做多 2020-06-14 00:00 9426.98 2020-06-15 13:00 9034.86 止损 -4.16% 1332 20 26648 13324 -1107.35 12217
49 做多 2020-06-14 08:00 9449.03 2020-06-15 11:00 9160.68 止损 -3.05% 1222 20 24434 12217 -744.88 11472
50 做多 2020-06-16 00:00 9356.08 2020-06-28 03:00 8932.93 止损 -4.52% 1147 20 22944 11472 -1036.66 10435
51 做多 2020-06-17 07:00 9519.12 2020-06-25 11:00 9099.65 止损 -4.41% 1044 20 20871 10435 -918.77 9517
52 做多 2020-06-17 17:00 9479.95 2020-06-25 11:00 9099.65 止损 -4.01% 952 20 19033 9517 -762.77 8754
53 做多 2020-06-18 10:00 9406.01 2020-06-25 11:00 9099.65 止损 -3.26% 875 20 17508 8754 -569.66 8184
54 做多 2020-06-18 14:00 9424.44 2020-06-25 11:00 9099.65 止损 -3.45% 818 20 16368 8184 -563.53 7621
55 做多 2020-06-19 19:00 9382.26 2020-06-25 11:00 9099.65 止损 -3.01% 762 20 15241 7621 -458.63 7162
56 做多 2020-06-21 05:00 9329.39 2020-06-28 03:00 8932.93 止损 -4.25% 716 20 14324 7162 -608.10 6554
57 做多 2020-06-22 11:00 9380.13 2020-06-26 22:00 9086.35 止损 -3.13% 655 20 13108 6554 -410.12 6144
58 做多 2020-06-23 23:00 9695.89 2020-06-24 18:00 9384.16 止损 -3.22% 614 20 12288 6144 -394.66 5749
59 做多 2020-06-24 11:00 9657.09 2020-06-24 19:00 9337.26 止损 -3.31% 575 20 11498 5749 -380.42 5369
60 做多 2020-06-25 20:00 9184.00 2020-07-26 01:00 9688.10 止盈 +5.49% 537 20 10737 5369 +588.77 5957
61 做多 2020-06-26 01:00 9278.40 2020-06-28 03:00 8932.93 止损 -3.72% 596 20 11915 5957 -443.19 5514
62 做多 2020-06-27 08:00 9142.85 2020-07-24 00:00 9628.10 止盈 +5.31% 551 20 11028 5514 +584.74 6099
63 做多 2020-06-27 14:00 9182.99 2020-07-26 01:00 9688.10 止盈 +5.50% 610 20 12198 6099 +670.28 6769
64 做多 2020-06-28 17:00 9071.25 2020-07-23 23:00 9527.40 止盈 +5.03% 677 20 13539 6769 +680.11 7449
65 做多 2020-06-30 02:00 9141.14 2020-07-24 00:00 9628.10 止盈 +5.33% 745 20 14899 7449 +792.88 8242
66 做多 2020-07-01 01:00 9148.60 2020-07-24 00:00 9628.10 止盈 +5.24% 824 20 16485 8242 +863.13 9105
67 做多 2020-07-01 16:00 9174.61 2020-07-26 01:00 9688.10 止盈 +5.60% 911 20 18211 9105 +1018.21 10124
68 做多 2020-07-03 17:00 9076.50 2020-07-24 00:00 9628.10 止盈 +6.08% 1012 20 20247 10124 +1229.24 11353
69 做多 2020-07-05 01:00 9169.98 2020-07-26 01:00 9688.10 止盈 +5.65% 1135 20 22706 11353 +1281.63 12634
70 做多 2020-07-06 08:00 9064.73 2020-07-23 07:00 9518.25 止盈 +5.00% 1263 20 25269 12634 +1262.97 13897
71 做多 2020-07-08 10:00 9301.64 2020-07-26 16:00 9775.00 止盈 +5.09% 1390 20 27795 13897 +1413.07 15311
72 做多 2020-07-11 00:00 9223.78 2020-07-26 01:00 9688.10 止盈 +5.03% 1531 20 30621 15311 +1539.90 16850
73 做多 2020-07-12 09:00 9268.51 2020-07-26 16:00 9775.00 止盈 +5.46% 1685 20 33701 16850 +1839.79 18690
74 做多 2020-07-13 07:00 9300.69 2020-07-26 16:00 9775.00 止盈 +5.10% 1869 20 37380 18690 +1904.39 20595
75 做多 2020-07-14 23:00 9220.79 2020-07-26 01:00 9688.10 止盈 +5.07% 2059 20 41189 20595 +2085.38 22680
76 做多 2020-07-17 07:00 9132.00 2020-07-24 00:00 9628.10 止盈 +5.43% 2268 20 45360 22680 +2461.74 25142
77 做多 2020-07-17 20:00 9162.06 2020-07-24 00:00 9628.10 止盈 +5.09% 2514 20 50283 25142 +2555.17 27697
78 做多 2020-07-18 18:00 9167.69 2020-07-24 00:00 9628.10 止盈 +5.02% 2770 20 55394 27697 +2779.15 30476
79 做多 2020-07-20 03:00 9167.09 2020-07-24 00:00 9628.10 止盈 +5.03% 3048 20 60952 30476 +3062.19 33538
80 做多 2020-07-21 11:00 9181.65 2020-07-26 01:00 9688.10 止盈 +5.52% 3354 20 67076 33538 +3696.17 37234
81 做多 2020-07-23 02:00 9364.03 2020-07-26 17:00 9837.17 止盈 +5.05% 3723 20 74469 37234 +3758.95 40993
82 做多 2020-07-25 02:00 9580.43 2020-07-27 09:00 10093.44 止盈 +5.35% 4099 20 81987 40993 +4385.81 45379
83 做多 2020-07-28 22:00 11184.67 2020-08-02 01:00 11745.01 止盈 +5.01% 4538 20 90758 45379 +4542.35 49921
84 做多 2020-07-29 05:00 11007.94 2020-08-01 13:00 11614.52 止盈 +5.51% 4992 20 99843 49921 +5496.23 55418
85 做多 2020-07-29 15:00 11027.64 2020-08-01 13:00 11614.52 止盈 +5.32% 5542 20 110835 55418 +5892.65 61310
86 做多 2020-07-31 02:00 11102.00 2020-08-01 15:00 11666.32 止盈 +5.08% 6131 20 122621 61310 +6226.64 67537
87 做多 2020-07-31 15:00 11140.65 2020-08-01 17:00 11712.84 止盈 +5.14% 6754 20 135074 67537 +6930.54 74468
88 做多 2020-08-03 13:00 11212.21 2020-08-06 05:00 11776.81 止盈 +5.04% 7447 20 148935 74468 +7492.25 81960
89 做多 2020-08-04 11:00 11270.58 2020-08-06 21:00 11878.99 止盈 +5.40% 8196 20 163920 81960 +8839.88 90800
90 做多 2020-08-05 12:00 11258.94 2020-08-06 21:00 11878.99 止盈 +5.51% 9080 20 181599 90800 +9991.00 100791
91 做多 2020-08-06 17:00 11749.01 2020-08-12 03:00 11395.40 止损 -3.01% 10079 20 201581 100791 -6060.93 94730
92 做多 2020-08-08 17:00 11744.64 2020-08-12 04:00 11219.00 止损 -4.48% 9473 20 189460 94730 -8470.92 86259
93 做多 2020-08-10 06:00 11689.27 2020-08-12 04:00 11219.00 止损 -4.02% 8626 20 172518 86259 -6933.60 79325
94 做多 2020-08-10 23:00 11930.80 2020-08-11 23:00 11493.15 止损 -3.67% 7933 20 158650 79325 -5813.86 73511
95 做多 2020-08-11 11:00 11846.10 2020-08-12 00:00 11433.68 止损 -3.48% 7351 20 147023 73511 -5113.46 68398
96 做多 2020-08-12 17:00 11479.98 2020-08-17 21:00 12132.85 止盈 +5.69% 6840 20 136796 68398 +7771.84 76170
97 做多 2020-08-14 04:00 11609.26 2020-08-17 23:00 12443.99 止盈 +7.19% 7617 20 152340 76170 +10942.58 87112
98 做多 2020-08-16 05:00 11901.76 2020-08-22 05:00 11540.97 止损 -3.03% 8711 20 174225 87112 -5276.17 81836
99 做多 2020-08-17 06:00 11917.40 2020-08-22 05:00 11540.97 止损 -3.16% 8184 20 163672 81836 -5164.68 76672
100 做多 2020-08-17 19:00 11919.01 2020-08-22 05:00 11540.97 止损 -3.17% 7667 20 153343 76672 -4858.78 71813
101 做多 2020-08-20 17:00 11788.00 2020-08-22 08:00 11429.20 止损 -3.04% 7181 20 143625 71813 -4367.26 67445
102 做多 2020-08-22 18:00 11576.36 2020-08-28 01:00 11197.94 止损 -3.27% 6745 20 134891 67445 -4405.04 63040
103 做多 2020-08-24 00:00 11639.71 2020-08-26 01:00 11243.99 止损 -3.40% 6304 20 126081 63040 -4282.14 58758
104 做多 2020-08-26 15:00 11353.29 2020-09-01 15:00 11933.08 止盈 +5.11% 5876 20 117517 58758 +5995.34 64754
105 做多 2020-08-28 10:00 11376.83 2020-09-01 17:00 11950.81 止盈 +5.05% 6475 20 129507 64754 +6527.32 71281
106 做多 2020-08-30 02:00 11527.69 2020-09-03 20:00 10826.30 止损 -6.08% 7128 20 142562 71281 -8665.35 62616
107 做多 2020-08-30 09:00 11623.40 2020-09-02 22:00 11255.58 止损 -3.16% 6262 20 125231 62616 -3958.95 58657
108 做多 2020-08-31 21:00 11720.96 2020-09-02 21:00 11347.66 止损 -3.18% 5866 20 117313 58657 -3732.57 54924
109 做多 2020-09-01 13:00 11805.78 2020-09-02 19:00 11417.49 止损 -3.29% 5492 20 109848 54924 -3609.27 51315
110 做多 2020-09-04 20:00 10467.00 2020-09-05 20:00 10007.37 止损 -4.39% 5131 20 102630 51315 -4502.19 46813
111 做多 2020-09-06 16:00 10240.94 2020-09-15 18:00 10840.11 止盈 +5.85% 4681 20 93625 46813 +5472.28 52285
112 做多 2020-09-08 03:00 10150.63 2020-09-14 23:00 10688.00 止盈 +5.29% 5228 20 104570 52285 +5530.34 57815
113 做多 2020-09-09 09:00 10122.07 2020-09-14 21:00 10636.80 止盈 +5.09% 5782 20 115630 57815 +5874.19 63689
114 做多 2020-09-09 15:00 10191.96 2020-09-15 00:00 10717.87 止盈 +5.16% 6369 20 127379 63689 +6566.24 70256
115 做多 2020-09-10 21:00 10435.57 2020-09-16 23:00 10998.00 止盈 +5.39% 7026 20 140511 70256 +7565.35 77821
116 做多 2020-09-11 08:00 10337.96 2020-09-15 20:00 10900.23 止盈 +5.44% 7782 20 155642 77821 +8456.73 86278
117 做多 2020-09-12 00:00 10308.89 2020-09-15 18:00 10840.11 止盈 +5.15% 8628 20 172555 86278 +8882.94 95161
118 做多 2020-09-12 19:00 10340.62 2020-09-15 20:00 10900.23 止盈 +5.41% 9516 20 190321 95161 +10289.44 105450
119 做多 2020-09-13 01:00 10375.00 2020-09-15 20:00 10900.23 止盈 +5.06% 10545 20 210900 105450 +10666.06 116116
120 做多 2020-09-14 12:00 10340.42 2020-09-15 20:00 10900.23 止盈 +5.41% 11612 20 232232 116116 +12560.03 128676
121 做多 2020-09-16 15:00 10910.70 2020-09-21 20:00 10569.37 止损 -3.13% 12868 20 257352 128676 -8042.95 120633
122 做多 2020-09-18 04:00 10925.99 2020-09-21 20:00 10569.37 止损 -3.26% 12063 20 241267 120633 -7866.97 112766
123 做多 2020-09-19 08:00 10963.11 2020-09-21 20:00 10569.37 止损 -3.59% 11277 20 225533 112766 -8091.90 104674
124 做多 2020-09-21 09:00 10937.57 2020-09-21 20:00 10569.37 止损 -3.37% 10467 20 209349 104674 -7040.42 97634
125 做多 2020-09-22 20:00 10486.29 2020-10-09 19:00 11049.28 止盈 +5.37% 9763 20 195268 97634 +10473.10 108107
126 做多 2020-09-24 18:00 10364.49 2020-09-28 08:00 10884.23 止盈 +5.01% 10811 20 216214 108107 +10831.48 118939
127 做多 2020-09-26 02:00 10701.63 2020-10-10 10:00 11390.93 止盈 +6.44% 11894 20 237877 118939 +15306.52 134245
128 做多 2020-09-27 00:00 10746.85 2020-10-10 10:00 11390.93 止盈 +5.99% 13425 20 268490 134245 +16075.05 150320
129 做多 2020-09-28 02:00 10712.84 2020-10-10 10:00 11390.93 止盈 +6.33% 15032 20 300640 150320 +19010.58 169331
130 做多 2020-09-29 22:00 10755.06 2020-10-02 19:00 10430.13 止损 -3.02% 16933 20 338661 169331 -10221.35 159109
131 做多 2020-09-30 05:00 10765.79 2020-10-02 13:00 10436.39 止损 -3.06% 15911 20 318219 159109 -9726.78 149383
132 做多 2020-10-01 00:00 10777.89 2020-10-02 13:00 10436.39 止损 -3.17% 14938 20 298765 149383 -9456.98 139926
133 做多 2020-10-01 08:00 10785.98 2020-10-02 13:00 10436.39 止损 -3.24% 13993 20 279851 139926 -9061.33 130864
134 做多 2020-10-03 02:00 10546.49 2020-10-09 23:00 11083.37 止盈 +5.09% 13086 20 261729 130864 +13310.24 144175
135 做多 2020-10-03 22:00 10530.00 2020-10-09 20:00 11063.43 止盈 +5.07% 14417 20 288349 144175 +14592.61 158767
136 做多 2020-10-04 00:00 10575.07 2020-10-10 10:00 11390.93 止盈 +7.71% 15877 20 317534 158767 +24473.07 183240
137 做多 2020-10-04 14:00 10611.02 2020-10-10 10:00 11390.93 止盈 +7.35% 18324 20 366480 183240 +26909.37 210150
138 做多 2020-10-07 20:00 10618.09 2020-10-10 10:00 11390.93 止盈 +7.28% 21015 20 420299 210150 +30560.97 240711
139 做多 2020-10-08 22:00 10909.99 2020-10-12 21:00 11492.00 止盈 +5.33% 24071 20 481421 240711 +25656.46 266367
140 做多 2020-10-09 18:00 10980.92 2020-10-12 23:00 11551.71 止盈 +5.20% 26637 20 532734 266367 +27663.91 294031
141 做多 2020-10-11 13:00 11339.01 2020-10-20 21:00 11929.74 止盈 +5.21% 29403 20 588062 294031 +30605.70 324637
142 做多 2020-10-11 17:00 11356.49 2020-10-20 21:00 11929.74 止盈 +5.05% 32464 20 649273 324637 +32741.07 357378
143 做多 2020-10-12 10:00 11398.81 2020-10-21 09:00 11981.88 止盈 +5.12% 35738 20 714755 357378 +36524.48 393902
144 做多 2020-10-12 23:00 11551.71 2020-10-21 11:00 12172.67 止盈 +5.38% 39390 20 787804 393902 +42305.92 436208
145 做多 2020-10-14 08:00 11475.30 2020-10-21 10:00 12115.48 止盈 +5.58% 43621 20 872416 436208 +48621.37 484829
146 做多 2020-10-14 16:00 11435.17 2020-10-21 10:00 12115.48 止盈 +5.95% 48483 20 969659 484829 +57630.01 542459
147 做多 2020-10-15 08:00 11390.87 2020-10-21 00:00 11961.05 止盈 +5.01% 54246 20 1084919 542459 +54252.26 596712
148 做多 2020-10-16 00:00 11378.89 2020-10-21 00:00 11961.05 止盈 +5.12% 59671 20 1193423 596712 +60996.16 657708
149 做多 2020-10-17 12:00 11345.98 2020-10-20 21:00 11929.74 止盈 +5.15% 65771 20 1315416 657708 +67611.54 725319
150 做多 2020-10-18 02:00 11345.00 2020-10-20 21:00 11929.74 止盈 +5.15% 72532 20 1450639 725319 +74693.55 800013
151 做多 2020-10-18 05:00 11341.28 2020-10-20 21:00 11929.74 止盈 +5.19% 80001 20 1600026 800013 +82936.82 882950
152 做多 2020-10-19 16:00 11462.54 2020-10-21 10:00 12115.48 止盈 +5.70% 88295 20 1765900 882950 +100490.24 983440
153 做多 2020-10-22 18:00 12959.11 2020-10-28 00:00 13638.99 止盈 +5.25% 98344 20 1966880 983440 +103086.18 1086526
154 做多 2020-10-24 07:00 12925.82 2020-10-27 23:00 13605.24 止盈 +5.26% 108653 20 2173052 1086526 +114107.95 1200634
155 做多 2020-10-26 07:00 13023.81 2020-10-28 05:00 13686.38 止盈 +5.09% 120063 20 2401268 1200634 +122039.35 1322674
156 做多 2020-10-27 09:00 13089.16 2020-10-28 10:00 13835.97 止盈 +5.71% 132267 20 2645347 1322674 +150780.96 1473454
157 做多 2020-10-29 12:00 13226.03 2020-10-31 17:00 13890.98 止盈 +5.03% 147345 20 2946909 1473454 +148010.22 1621465
158 做多 2020-10-29 23:00 13429.04 2020-11-05 06:00 14132.49 止盈 +5.24% 162146 20 3242929 1621465 +169703.68 1791168
159 做多 2020-10-31 00:00 13512.75 2020-11-05 10:00 14228.71 止盈 +5.30% 179117 20 3582337 1791168 +189616.84 1980785
160 做多 2020-11-01 23:00 13790.77 2020-11-02 20:00 13295.39 止损 -3.59% 198079 20 3961570 1980785 -142161.77 1838623
161 做多 2020-11-03 06:00 13571.41 2020-11-05 11:00 14302.06 止盈 +5.38% 183862 20 3677247 1838623 +197775.59 2036399
162 做多 2020-11-03 19:00 13523.49 2020-11-05 10:00 14228.71 止盈 +5.21% 203640 20 4072798 2036399 +212175.00 2248574
163 做多 2020-11-04 22:00 13827.00 2020-11-05 18:00 14648.80 止盈 +5.94% 224857 20 4497148 2248574 +267018.19 2515592
164 做多 2020-11-07 08:00 15620.73 2020-11-08 02:00 14940.00 止损 -4.36% 251559 20 5031184 2515592 -219032.87 2296559
165 做多 2020-11-08 18:00 15162.72 2020-11-12 17:00 16061.21 止盈 +5.93% 229656 20 4593119 2296559 +271900.05 2568459
166 做多 2020-11-09 19:00 15807.88 2020-11-09 21:00 15282.60 止损 -3.32% 256846 20 5136919 2568459 -170523.97 2397935
167 做多 2020-11-10 11:00 15333.01 2020-11-12 23:00 16123.99 止盈 +5.16% 239794 20 4795871 2397935 +247155.94 2645091
168 做多 2020-11-11 06:00 15367.43 2020-11-13 04:00 16139.09 止盈 +5.02% 264509 20 5290183 2645091 +265375.55 2910467
169 做多 2020-11-12 15:00 15863.10 2020-11-17 01:00 16688.82 止盈 +5.21% 291047 20 5820934 2910467 +302693.36 3213160
170 做多 2020-11-14 06:00 16312.00 2020-11-14 17:00 15791.99 止损 -3.19% 321316 20 6426321 3213160 -204659.71 3008501
171 做多 2020-11-15 07:00 16064.51 2020-11-17 19:00 17001.99 止盈 +5.84% 300850 20 6017001 3008501 +350784.27 3359285
172 做多 2020-11-16 00:00 15997.78 2020-11-17 04:00 16820.35 止盈 +5.14% 335928 20 6718570 3359285 +345108.35 3704393
173 做多 2020-11-16 12:00 16027.64 2020-11-17 19:00 17001.99 止盈 +6.08% 370439 20 7408786 3704393 +449943.49 4154337
174 做多 2020-11-19 13:00 17910.00 2020-11-21 08:00 18875.09 止盈 +5.39% 415434 20 8308673 4154337 +447269.63 4601606
175 做多 2020-11-19 22:00 18135.29 2020-11-24 19:00 19089.69 止盈 +5.26% 460161 20 9203213 4601606 +483850.14 5085456
176 做多 2020-11-21 23:00 18812.73 2020-11-22 18:00 18200.91 止损 -3.25% 508546 20 10170913 5085456 -330443.54 4755013
177 做多 2020-11-23 02:00 18529.56 2020-11-26 11:00 17930.00 止损 -3.24% 475501 20 9510026 4755013 -307407.69 4447605
178 做多 2020-11-23 14:00 18558.00 2020-11-26 11:00 17930.00 止损 -3.38% 444761 20 8895210 4447605 -300711.61 4146894
179 做多 2020-11-24 16:00 18643.82 2020-11-26 11:00 17930.00 止损 -3.83% 414689 20 8293787 4146894 -317228.49 3829665
180 做多 2020-11-25 18:00 19309.82 2020-11-26 10:00 18420.06 止损 -4.61% 382967 20 7659330 3829665 -352574.53 3477091
181 做多 2020-11-27 08:00 17400.00 2020-11-27 16:00 16857.75 止损 -3.12% 347709 20 6954181 3477091 -216501.95 3260589
182 做多 2020-11-28 07:00 17144.10 2020-11-29 16:00 18143.52 止盈 +5.83% 326059 20 6521177 3260589 +379773.66 3640362
183 做多 2020-12-02 17:00 19047.14 2020-12-09 06:00 18316.00 止损 -3.84% 364036 20 7280725 3640362 -279197.08 3361165
184 做多 2020-12-03 15:00 19213.55 2020-12-09 06:00 18316.00 止损 -4.67% 336117 20 6722330 3361165 -313715.79 3047449
185 做多 2020-12-05 15:00 18919.13 2020-12-09 06:00 18316.00 止损 -3.19% 304745 20 6094899 3047449 -194107.25 2853342
186 做多 2020-12-07 04:00 19172.12 2020-12-09 06:00 18316.00 止损 -4.47% 285334 20 5706684 2853342 -254573.88 2598768
187 做多 2020-12-08 10:00 19183.78 2020-12-09 06:00 18316.00 止损 -4.52% 259877 20 5197537 2598768 -234875.92 2363892
188 做多 2020-12-09 22:00 18441.08 2020-12-11 10:00 17808.25 止损 -3.43% 236389 20 4727785 2363892 -162077.93 2201814
189 做多 2020-12-11 05:00 18350.21 2020-12-11 17:00 17797.70 止损 -3.01% 220181 20 4403629 2201814 -132457.12 2069357
190 做多 2020-12-12 00:00 17972.24 2020-12-13 14:00 18969.99 止盈 +5.55% 206936 20 4138715 2069357 +229535.84 2298893
191 做多 2020-12-15 00:00 19149.72 2020-12-16 21:00 20354.12 止盈 +6.29% 229889 20 4597786 2298893 +288883.40 2587777
192 做多 2020-12-15 21:00 19351.25 2020-12-16 21:00 20354.12 止盈 +5.18% 258778 20 5175553 2587777 +267952.54 2855729
193 做多 2020-12-16 17:00 19518.83 2020-12-16 22:00 20673.27 止盈 +5.91% 285573 20 5711458 2855729 +337466.04 3193195
194 做多 2020-12-18 16:00 23147.49 2020-12-21 20:00 22326.36 止损 -3.55% 319320 20 6386390 3193195 -226323.14 2966872
195 做多 2020-12-19 07:00 23124.35 2020-12-21 20:00 22326.36 止损 -3.45% 296687 20 5933744 2966872 -204560.70 2762311
196 做多 2020-12-21 00:00 23663.90 2020-12-21 18:00 22471.63 止损 -5.04% 276231 20 5524623 2762311 -278071.45 2484240
197 做多 2020-12-21 11:00 23962.82 2020-12-21 18:00 22471.63 止损 -6.22% 248424 20 4968480 2484240 -308875.93 2175364
198 做多 2020-12-22 13:00 22689.66 2020-12-23 07:00 23826.99 止盈 +5.01% 217536 20 4350728 2175364 +217864.22 2393228
199 做多 2020-12-22 20:00 23187.82 2020-12-25 19:00 24605.23 止盈 +6.11% 239323 20 4786456 2393228 +292290.81 2685519
200 做多 2020-12-23 17:00 23651.45 2020-12-24 10:00 22806.35 止损 -3.57% 268552 20 5371038 2685519 -191722.92 2493796
201 做多 2020-12-24 00:00 23407.51 2020-12-25 19:00 24605.23 止盈 +5.12% 249380 20 4987592 2493796 +254950.87 2748747
202 做多 2020-12-24 19:00 23235.65 2020-12-25 19:00 24605.23 止盈 +5.89% 274875 20 5497494 2748747 +323715.00 3072462
203 做多 2020-12-28 13:00 26960.24 2020-12-30 14:00 28412.14 止盈 +5.39% 307246 20 6144924 3072462 +330593.98 3403056
204 做多 2020-12-29 21:00 26904.01 2020-12-30 14:00 28412.14 止盈 +5.61% 340306 20 6806112 3403056 +381141.58 3784197
205 做多 2020-12-30 04:00 27019.99 2020-12-30 14:00 28412.14 止盈 +5.15% 378420 20 7568395 3784197 +389556.20 4173754
206 做多 2021-01-01 05:00 28990.83 2021-01-02 20:00 30660.12 止盈 +5.76% 417375 20 8347507 4173754 +480168.25 4653922
207 做多 2021-01-02 08:00 29215.89 2021-01-02 21:00 31616.51 止盈 +8.22% 465392 20 9307844 4653922 +764044.89 5417967
208 做多 2021-01-05 08:00 32496.46 2021-01-05 11:00 31217.58 止损 -3.94% 541797 20 10835934 5417967 -426015.66 4991951
209 做多 2021-01-05 20:00 31618.00 2021-01-06 02:00 33411.50 止盈 +5.67% 499195 20 9983902 4991951 +565760.73 5557712
210 做多 2021-01-08 18:00 40839.01 2021-01-09 04:00 39111.84 止损 -4.23% 555771 20 11115424 5557712 -469625.20 5088087
211 做多 2021-01-09 09:00 40249.00 2021-01-09 14:00 39017.98 止损 -3.06% 508809 20 10176173 5088087 -310928.12 4777159
212 做多 2021-01-09 19:00 40639.04 2021-01-10 19:00 39233.99 止损 -3.46% 477716 20 9554317 4777159 -329999.65 4447159
213 做多 2021-01-10 16:00 40888.59 2021-01-10 19:00 39233.99 止损 -4.05% 444716 20 8894318 4447159 -359558.05 4087601
214 做多 2021-01-12 07:00 35408.46 2021-01-12 09:00 34317.15 止损 -3.08% 408760 20 8175202 4087601 -251712.66 3835888
215 做多 2021-01-13 17:00 34389.97 2021-01-14 04:00 36265.01 止盈 +5.45% 383589 20 7671776 3835888 +417869.01 4253757
216 做多 2021-01-16 16:00 37515.85 2021-01-17 05:00 35942.74 止损 -4.19% 425376 20 8507514 4253757 -356379.31 3897378
217 做多 2021-01-18 02:00 35710.22 2021-01-20 19:00 34463.47 止损 -3.49% 389738 20 7794756 3897378 -271865.97 3625512
218 做多 2021-01-18 17:00 36630.20 2021-01-20 11:00 35097.16 止损 -4.19% 362551 20 7251024 3625512 -303164.97 3322347
219 做多 2021-01-19 06:00 36519.61 2021-01-20 11:00 35097.16 止损 -3.90% 332235 20 6644694 3322347 -258554.05 3063793
220 做多 2021-01-21 06:00 34982.24 2021-01-21 16:00 33277.88 止损 -4.87% 306379 20 6127586 3063793 -298241.87 2765551
221 做多 2021-01-22 16:00 31536.96 2021-01-23 02:00 33292.51 止盈 +5.57% 276555 20 5531102 2765551 +307588.81 3073140
222 做多 2021-01-24 12:00 32814.74 2021-01-25 00:00 31750.16 止损 -3.24% 307314 20 6146280 3073140 -199199.00 2873941
223 做多 2021-01-25 09:00 32891.37 2021-01-25 21:00 34564.99 止盈 +5.09% 287394 20 5747882 2873941 +292178.47 3166119
224 做多 2021-01-27 03:00 32219.68 2021-01-27 16:00 31170.01 止损 -3.26% 316612 20 6332239 3166119 -206088.77 2960031
225 做多 2021-01-28 08:00 30685.20 2021-01-29 00:00 32442.90 止盈 +5.73% 296003 20 5920061 2960031 +338771.97 3298803
226 做多 2021-01-28 11:00 31424.01 2021-01-29 05:00 33197.11 止盈 +5.64% 329880 20 6597605 3298803 +371897.64 3670700
227 做多 2021-01-31 00:00 33986.08 2021-01-31 23:00 32875.93 止损 -3.27% 367070 20 7341400 3670700 -239565.89 3431134
228 做多 2021-02-01 11:00 33600.37 2021-02-02 17:00 35399.51 止盈 +5.35% 343113 20 6862269 3431134 +367074.40 3798209
229 做多 2021-02-02 05:00 33696.01 2021-02-02 17:00 35399.51 止盈 +5.06% 379821 20 7596417 3798209 +383652.44 4181861
230 做多 2021-02-02 13:00 34020.31 2021-02-03 03:00 35805.48 止盈 +5.25% 418186 20 8363722 4181861 +438436.20 4620297
231 做多 2021-02-05 06:00 37292.27 2021-02-06 10:00 39424.27 止盈 +5.72% 462030 20 9240595 4620297 +527756.74 5148054
232 做多 2021-02-05 14:00 37422.39 2021-02-06 10:00 39424.27 止盈 +5.35% 514805 20 10296108 5148054 +550231.06 5698285
233 做多 2021-02-08 08:00 38774.60 2021-02-08 20:00 43506.10 止盈 +12.20% 569829 20 11396570 5698285 +1389284.46 7087570
234 做多 2021-02-08 14:00 39067.83 2021-02-08 20:00 43506.10 止盈 +11.36% 708757 20 14175139 7087570 +1608745.14 8696315
235 做多 2021-02-09 23:00 46835.77 2021-02-10 22:00 44993.48 止损 -3.93% 869631 20 17392629 8696315 -683456.79 8012858
236 做多 2021-02-10 01:00 46567.55 2021-02-10 22:00 44993.48 止损 -3.38% 801286 20 16025716 8012858 -541157.37 7471701
237 做多 2021-02-10 18:00 46778.49 2021-02-10 22:00 44993.48 止损 -3.82% 747170 20 14943401 7471701 -569651.70 6902049
238 做多 2021-02-11 17:00 45550.41 2021-02-11 22:00 47984.81 止盈 +5.34% 690205 20 13804098 6902049 +737009.63 7639058
239 做多 2021-02-12 21:00 47947.00 2021-02-17 14:00 50627.99 止盈 +5.59% 763906 20 15278117 7639058 +853432.30 8492491
240 做多 2021-02-13 04:00 47650.01 2021-02-17 14:00 50627.99 止盈 +6.25% 849249 20 16984982 8492491 +1060447.93 9552939
241 做多 2021-02-14 08:00 47654.91 2021-02-17 14:00 50627.99 止盈 +6.24% 955294 20 19105877 9552939 +1190779.69 10743718
242 做多 2021-02-15 23:00 47978.09 2021-02-17 14:00 50627.99 止盈 +5.52% 1074372 20 21487437 10743718 +1185595.74 11929314
243 做多 2021-02-17 09:00 49365.51 2021-02-18 03:00 52250.27 止盈 +5.84% 1192931 20 23858628 11929314 +1392826.49 13322141
244 做多 2021-02-19 04:00 52161.36 2021-02-20 01:00 54884.00 止盈 +5.22% 1332214 20 26644281 13322141 +1389347.27 14711488
245 做多 2021-02-19 17:00 52782.10 2021-02-20 02:00 55548.25 止盈 +5.24% 1471149 20 29422976 14711488 +1540427.08 16251915
246 做多 2021-02-21 17:00 56884.89 2021-02-22 17:00 54853.08 止损 -3.57% 1625191 20 32503830 16251915 -1159808.26 15092107
247 做多 2021-02-24 08:00 48490.08 2021-02-25 20:00 51557.64 止盈 +6.33% 1509211 20 30184213 15092107 +1907592.11 16999699
248 做多 2021-02-25 10:00 50686.10 2021-02-25 17:00 49008.90 止损 -3.31% 1699970 20 33999398 16999699 -1123912.99 15875786
249 做多 2021-02-27 00:00 48145.24 2021-02-27 04:00 46314.33 止损 -3.80% 1587579 20 31751572 15875786 -1206269.53 14669516
250 做多 2021-02-27 10:00 47449.99 2021-02-28 06:00 45857.58 止损 -3.36% 1466952 20 29339033 14669516 -983626.11 13685890
251 做多 2021-02-27 21:00 47468.83 2021-02-28 06:00 45857.58 止损 -3.39% 1368589 20 27371780 13685890 -928160.19 12757730
252 做多 2021-03-01 06:00 45220.69 2021-03-01 18:00 47610.29 止盈 +5.28% 1275773 20 25515460 12757730 +1346966.88 14104697
253 做多 2021-03-02 20:00 48838.47 2021-03-03 17:00 51480.18 止盈 +5.41% 1410470 20 28209394 14104697 +1524341.70 15629039
254 做多 2021-03-03 10:00 48605.41 2021-03-03 17:00 51480.18 止盈 +5.91% 1562904 20 31258077 15629039 +1846912.16 17475951
255 做多 2021-03-05 21:00 48069.92 2021-03-07 17:00 50961.29 止盈 +6.01% 1747595 20 34951902 17475951 +2100228.60 19576179
256 做多 2021-03-07 04:00 48538.66 2021-03-08 00:00 51072.46 止盈 +5.22% 1957618 20 39152359 19576179 +2041775.41 21617955
257 做多 2021-03-08 08:00 51510.00 2021-03-08 15:00 49783.97 止损 -3.35% 2161795 20 43235910 21617955 -1447327.71 20170627
258 做多 2021-03-08 22:00 50784.38 2021-03-09 09:00 53638.46 止盈 +5.62% 2017063 20 40341254 20170627 +2264909.59 22435537
259 做多 2021-03-10 17:00 55282.48 2021-03-13 18:00 59553.57 止盈 +7.73% 2243554 20 44871073 22435537 +3463244.48 25898781
260 做多 2021-03-11 22:00 56913.75 2021-03-13 19:00 59905.92 止盈 +5.26% 2589878 20 51797562 25898781 +2720469.56 28619251
261 做多 2021-03-13 02:00 57411.41 2021-03-14 01:00 60364.27 止盈 +5.14% 2861925 20 57238501 28619251 +2941022.77 31560273
262 做多 2021-03-13 15:00 57389.96 2021-03-14 01:00 60364.27 止盈 +5.18% 3156027 20 63120547 31560273 +3268033.88 34828307
263 做多 2021-03-16 18:00 55833.98 2021-03-18 07:00 58959.00 止盈 +5.60% 3482831 20 69656615 34828307 +3894772.25 38723080
264 做多 2021-03-18 03:00 57897.10 2021-03-21 17:00 56009.76 止损 -3.26% 3872308 20 77446159 38723080 -2522079.12 36201000
265 做多 2021-03-19 01:00 59319.72 2021-03-19 03:00 57359.68 止损 -3.30% 3620100 20 72402001 36201000 -2389911.94 33811089
266 做多 2021-03-19 15:00 57885.36 2021-03-21 17:00 56009.76 止损 -3.24% 3381109 20 67622177 33811089 -2188901.01 31622188
267 做多 2021-03-20 18:00 58776.99 2021-03-21 12:00 56964.43 止损 -3.08% 3162219 20 63244375 31622188 -1948374.53 29673813
268 做多 2021-03-22 02:00 57418.98 2021-03-23 03:00 55563.91 止损 -3.23% 2967381 20 59347626 29673813 -1915462.56 27758350
269 做多 2021-03-22 12:00 57675.85 2021-03-23 03:00 55563.91 止损 -3.66% 2775835 20 55516701 27758350 -2030844.68 25727506
270 做多 2021-03-23 21:00 55303.17 2021-03-25 06:00 52540.81 止损 -4.99% 2572751 20 51455011 25727506 -2567576.65 23159929
271 做多 2021-03-24 16:00 56293.48 2021-03-25 04:00 54086.08 止损 -3.92% 2315993 20 46319858 23159929 -1814494.48 21345435
272 做多 2021-03-26 05:00 52468.06 2021-03-27 13:00 55189.53 止盈 +5.19% 2134543 20 42690869 21345435 +2212121.77 23557556
273 做多 2021-03-26 12:00 52706.75 2021-03-28 00:00 56180.01 止盈 +6.59% 2355756 20 47115113 23557556 +3101678.50 26659235
274 做多 2021-03-28 00:00 56180.01 2021-03-30 19:00 59326.40 止盈 +5.60% 2665923 20 53318470 26659235 +2983141.86 29642377
275 做多 2021-03-29 16:00 57169.90 2021-04-10 12:00 61252.13 止盈 +7.14% 2964238 20 59284753 29642377 +4229008.36 33871385
276 做多 2021-03-30 15:00 58173.44 2021-04-07 19:00 56376.70 止损 -3.09% 3387139 20 67742770 33871385 -2090205.23 31781180
277 做多 2021-03-31 14:00 59774.87 2021-03-31 18:00 57792.17 止损 -3.32% 3178118 20 63562360 31781180 -2106220.65 29674959
278 做多 2021-04-01 00:00 59079.60 2021-04-04 07:00 57134.65 止损 -3.29% 2967496 20 59349918 29674959 -1951895.26 27723064
279 做多 2021-04-02 06:00 59089.45 2021-04-04 07:00 57134.65 止损 -3.31% 2772306 20 55446128 27723064 -1832437.17 25890627
280 做多 2021-04-03 11:00 59322.99 2021-04-04 07:00 57134.65 止损 -3.69% 2589063 20 51781254 25890627 -1908226.03 23982401
281 做多 2021-04-04 21:00 58160.01 2021-04-07 19:00 56376.70 止损 -3.07% 2398240 20 47964802 23982401 -1469232.45 22513168
282 做多 2021-04-05 21:00 58178.48 2021-04-07 19:00 56376.70 止损 -3.10% 2251317 20 45026337 22513168 -1393065.36 21120103
283 做多 2021-04-08 12:00 56961.02 2021-04-10 12:00 61252.13 止盈 +7.53% 2112010 20 42240206 21120103 +3178947.86 24299051

⚙️ 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