📊 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 (4320根K线) | 发布时间: 2026-03-25 20:20

📈 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
180天
交易次数
138次
盈利
81次
亏损
57次
胜率
58.7%
总收益
+9828.6%
最终资金
992856U
最大回撤
-85.0%
月化收益
+1638.1%

📊 收益与风险

盈利因子
1.17
止盈次数
81
止损次数
57
盈亏比
1.42

📋 交易记录明细(共138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 2022-12-01 14:00 17114.00 2022-12-14 22:00 18055.80 止盈 +5.50% 1000 20 20000 10000 +1099.52 11100
2 做多 2022-12-01 18:00 17087.90 2022-12-14 22:00 18055.80 止盈 +5.66% 1110 20 22199 11100 +1256.15 12356
3 做多 2022-12-01 21:00 17082.00 2022-12-14 22:00 18055.80 止盈 +5.70% 1236 20 24711 12356 +1407.32 13763
4 做多 2022-12-01 23:00 16970.50 2022-12-13 21:00 17896.00 止盈 +5.45% 1376 20 27526 13763 +1499.65 15263
5 做多 2022-12-02 18:00 16960.70 2022-12-13 21:00 17896.00 止盈 +5.51% 1526 20 30525 15263 +1681.64 16944
6 做多 2022-12-03 03:00 16979.30 2022-12-13 21:00 17896.00 止盈 +5.40% 1694 20 33889 16944 +1827.79 18772
7 做多 2022-12-04 12:00 16999.30 2022-12-13 21:00 17896.00 止盈 +5.27% 1877 20 37544 18772 +1978.44 20751
8 做多 2022-12-07 07:00 17078.60 2022-12-14 22:00 18055.80 止盈 +5.72% 2075 20 41501 20751 +2372.22 23123
9 做多 2022-12-08 09:00 16818.90 2022-12-13 21:00 17896.00 止盈 +6.40% 2312 20 46245 23123 +2958.65 26081
10 做多 2022-12-08 19:00 16842.00 2022-12-13 21:00 17896.00 止盈 +6.26% 2608 20 52163 26081 +3261.17 29343
11 做多 2022-12-10 16:00 17133.20 2022-12-14 22:00 18055.80 止盈 +5.38% 2934 20 58685 29343 +3156.95 32499
12 做多 2022-12-10 18:00 17155.50 2022-12-14 22:00 18055.80 止盈 +5.25% 3250 20 64999 32499 +3407.66 35907
13 做多 2022-12-11 14:00 17163.10 2022-12-14 22:00 18055.80 止盈 +5.20% 3591 20 71814 35907 +3731.52 39639
14 做多 2022-12-12 23:00 16999.90 2022-12-13 21:00 17896.00 止盈 +5.27% 3964 20 79277 39639 +4174.70 43813
15 做多 2022-12-16 15:00 17496.60 2022-12-16 21:00 16938.90 止损 -3.19% 4381 20 87627 43813 -2790.29 41023
16 做多 2022-12-18 06:00 16732.30 2023-01-12 07:00 17935.70 止盈 +7.19% 4102 20 82046 41023 +5894.92 46918
17 做多 2022-12-19 04:00 16750.60 2023-01-12 07:00 17935.70 止盈 +7.07% 4692 20 93836 46918 +6632.23 53550
18 做多 2022-12-19 17:00 16743.60 2023-01-12 07:00 17935.70 止盈 +7.12% 5355 20 107100 53550 +7617.65 61168
19 做多 2022-12-20 12:00 16783.60 2023-01-12 07:00 17935.70 止盈 +6.86% 6117 20 122336 61168 +8389.27 69557
20 做多 2022-12-21 19:00 16872.40 2023-01-12 07:00 17935.70 止盈 +6.30% 6956 20 139114 69557 +8758.23 78315
21 做多 2022-12-22 10:00 16844.10 2023-01-12 07:00 17935.70 止盈 +6.48% 7832 20 156631 78315 +10140.47 88456
22 做多 2022-12-23 07:00 16815.50 2023-01-12 07:00 17935.70 止盈 +6.66% 8846 20 176912 88456 +11773.56 100229
23 做多 2022-12-24 03:00 16838.50 2023-01-12 07:00 17935.70 止盈 +6.52% 10023 20 200459 100229 +13048.87 113278
24 做多 2022-12-24 13:00 16815.80 2023-01-12 07:00 17935.70 止盈 +6.66% 11328 20 226557 113278 +15073.14 128351
25 做多 2022-12-26 08:00 16822.10 2023-01-12 07:00 17935.70 止盈 +6.62% 12835 20 256703 128351 +16976.39 145328
26 做多 2022-12-27 07:00 16912.90 2023-01-12 07:00 17935.70 止盈 +6.05% 14533 20 290656 145328 +17559.69 162888
27 做多 2022-12-28 22:00 16729.50 2023-01-12 07:00 17935.70 止盈 +7.21% 16289 20 325775 162888 +23464.95 186352
28 做多 2022-12-29 19:00 16593.80 2023-01-11 02:00 17427.70 止盈 +5.03% 18635 20 372705 186352 +18711.07 205064
29 做多 2022-12-31 03:00 16520.80 2023-01-10 01:00 17348.90 止盈 +5.01% 20506 20 410127 205064 +20536.94 225600
30 做多 2022-12-31 19:00 16565.60 2023-01-11 02:00 17427.70 止盈 +5.20% 22560 20 451201 225600 +23457.73 249058
31 做多 2023-01-01 21:00 16539.90 2023-01-11 02:00 17427.70 止盈 +5.37% 24906 20 498116 249058 +26710.29 275768
32 做多 2023-01-03 15:00 16723.10 2023-01-12 07:00 17935.70 止盈 +7.25% 27577 20 551537 275768 +39952.22 315721
33 做多 2023-01-04 10:00 16729.00 2023-01-12 07:00 17935.70 止盈 +7.21% 31572 20 631441 315721 +45501.73 361222
34 做多 2023-01-06 02:00 16837.00 2023-01-12 07:00 17935.70 止盈 +6.53% 36122 20 722445 361222 +47096.06 408318
35 做多 2023-01-07 02:00 16841.50 2023-01-12 07:00 17935.70 止盈 +6.50% 40832 20 816637 408318 +53004.22 461323
36 做多 2023-01-08 04:00 16939.30 2023-01-12 07:00 17935.70 止盈 +5.88% 46132 20 922645 461323 +54217.39 515540
37 做多 2023-01-08 23:00 16991.00 2023-01-12 07:00 17935.70 止盈 +5.56% 51554 20 1031080 515540 +57270.76 572811
38 做多 2023-01-09 06:00 16956.80 2023-01-12 07:00 17935.70 止盈 +5.77% 57281 20 1145622 572811 +66069.52 638880
39 做多 2023-01-10 19:00 17244.40 2023-01-12 08:00 18264.00 止盈 +5.91% 63888 20 1277761 638880 +75473.90 714354
40 做多 2023-01-12 04:00 17542.50 2023-01-13 01:00 18840.00 止盈 +7.40% 71435 20 1428709 714354 +105566.23 819921
41 做多 2023-01-15 06:00 21004.40 2023-01-21 04:00 22287.20 止盈 +6.11% 81992 20 1639841 819921 +100049.73 919970
42 做多 2023-01-16 00:00 20884.70 2023-01-21 04:00 22287.20 止盈 +6.72% 91997 20 1839940 919970 +123436.58 1043407
43 做多 2023-01-17 02:00 21286.80 2023-01-21 06:00 22590.60 止盈 +6.12% 104341 20 2086814 1043407 +127687.90 1171095
44 做多 2023-01-17 19:00 21218.60 2023-01-21 04:00 22287.20 止盈 +5.04% 117109 20 2342189 1171095 +117838.16 1288933
45 做多 2023-01-18 12:00 21279.70 2023-01-21 06:00 22590.60 止盈 +6.16% 128893 20 2577866 1288933 +158646.26 1447579
46 做多 2023-01-18 22:00 21420.00 2023-01-19 04:00 20732.70 止损 -3.21% 144758 20 2895158 1447579 -92803.57 1354776
47 做多 2023-01-19 23:00 20870.70 2023-01-21 04:00 22287.20 止盈 +6.79% 135478 20 2709551 1354776 +183714.07 1538490
48 做多 2023-01-20 22:00 21148.00 2023-01-21 04:00 22287.20 止盈 +5.39% 153849 20 3076979 1538490 +165584.90 1704075
49 做多 2023-01-23 00:00 22814.40 2023-02-02 08:00 24194.40 止盈 +6.05% 170407 20 3408149 1704075 +205946.35 1910021
50 做多 2023-01-23 18:00 22909.00 2023-02-02 08:00 24194.40 止盈 +5.61% 191002 20 3820042 1910021 +214124.21 2124145
51 做多 2023-01-26 03:00 22743.40 2023-01-30 03:00 23896.60 止盈 +5.07% 212415 20 4248290 2124145 +215193.38 2339338
52 做多 2023-01-27 06:00 22998.00 2023-02-02 08:00 24194.40 止盈 +5.20% 233934 20 4678677 2339338 +243150.34 2582489
53 做多 2023-01-27 16:00 22959.80 2023-02-02 08:00 24194.40 止盈 +5.38% 258249 20 5164978 2582489 +277454.71 2859944
54 做多 2023-01-27 23:00 22928.80 2023-02-02 08:00 24194.40 止盈 +5.52% 285994 20 5719887 2859944 +315404.65 3175348
55 做多 2023-01-29 08:00 23105.10 2023-02-10 03:00 22027.30 止损 -4.66% 317535 20 6350696 3175348 -295949.20 2879399
56 做多 2023-01-31 19:00 22856.90 2023-02-02 08:00 24194.40 止盈 +5.85% 287940 20 5758798 2879399 +336646.26 3216045
57 做多 2023-02-02 03:00 23379.90 2023-02-09 11:00 22511.60 止损 -3.71% 321605 20 6432091 3216045 -238640.85 2977404
58 做多 2023-02-03 03:00 23804.90 2023-02-06 00:00 23073.00 止损 -3.07% 297740 20 5954809 2977404 -182902.10 2794502
59 做多 2023-02-04 00:00 23514.30 2023-02-06 13:00 22771.60 止损 -3.16% 279450 20 5589005 2794502 -176352.38 2618150
60 做多 2023-02-04 02:00 23418.80 2023-02-09 11:00 22511.60 止损 -3.87% 261815 20 5236300 2618150 -202641.50 2415508
61 做多 2023-02-04 21:00 23503.00 2023-02-06 13:00 22771.60 止损 -3.11% 241551 20 4831017 2415508 -150188.16 2265320
62 做多 2023-02-05 18:00 23395.00 2023-02-09 11:00 22511.60 止损 -3.78% 226532 20 4530641 2265320 -170906.84 2094413
63 做多 2023-02-06 23:00 23040.50 2023-02-10 03:00 22027.30 止损 -4.40% 209441 20 4188827 2094413 -184018.37 1910395
64 做多 2023-02-07 17:00 23001.60 2023-02-10 03:00 22027.30 止损 -4.24% 191040 20 3820790 1910395 -161678.89 1748716
65 做多 2023-02-11 15:00 21681.90 2023-02-15 23:00 22798.10 止盈 +5.15% 174872 20 3497432 1748716 +179870.31 1928586
66 做多 2023-02-12 05:00 21815.60 2023-02-16 02:00 22963.00 止盈 +5.26% 192859 20 3857173 1928586 +202666.65 2131253
67 做多 2023-02-14 08:00 21727.60 2023-02-16 02:00 22963.00 止盈 +5.69% 213125 20 4262506 2131253 +242117.60 2373371
68 做多 2023-02-15 18:00 22222.60 2023-02-16 04:00 24144.80 止盈 +8.65% 237337 20 4746741 2373371 +410170.83 2783542
69 做多 2023-02-17 23:00 24131.40 2023-02-24 23:00 23337.20 止损 -3.29% 278354 20 5567083 2783542 -183037.70 2600504
70 做多 2023-02-18 23:00 24670.00 2023-02-22 22:00 23927.70 止损 -3.01% 260050 20 5201008 2600504 -156337.55 2444166
71 做多 2023-02-19 22:00 24755.50 2023-02-22 14:00 23948.10 止损 -3.26% 244417 20 4888333 2444166 -159273.41 2284893
72 做多 2023-02-20 17:00 24884.70 2023-02-22 13:00 24104.40 止损 -3.14% 228489 20 4569786 2284893 -143149.73 2141743
73 做多 2023-02-23 08:00 24118.00 2023-02-24 23:00 23337.20 止损 -3.24% 214174 20 4283486 2141743 -138535.60 2003208
74 做多 2023-02-24 12:00 23928.50 2023-02-25 00:00 23179.80 止损 -3.13% 200321 20 4006415 2003208 -125231.56 1877976
75 做多 2023-02-26 08:00 23088.10 2023-03-03 09:00 22137.50 止损 -4.12% 187798 20 3755952 1877976 -154488.14 1723488
76 做多 2023-02-27 22:00 23790.10 2023-03-03 09:00 22137.50 止损 -6.95% 172349 20 3446976 1723488 -239207.72 1484280
77 做多 2023-02-28 09:00 23420.90 2023-03-03 09:00 22137.50 止损 -5.48% 148428 20 2968560 1484280 -162506.16 1321774
78 做多 2023-02-28 22:00 23410.90 2023-03-03 09:00 22137.50 止损 -5.44% 132177 20 2643548 1321774 -143647.95 1178126
79 做多 2023-03-01 12:00 23788.20 2023-03-03 09:00 22137.50 止损 -6.94% 117813 20 2356252 1178126 -163340.47 1014786
80 做多 2023-03-03 05:00 23400.00 2023-03-03 09:00 22137.50 止损 -5.40% 101479 20 2029571 1014786 -109391.93 905394
81 做多 2023-03-04 04:00 22295.00 2023-03-09 20:00 21603.70 止损 -3.10% 90539 20 1810787 905394 -56090.85 849303
82 做多 2023-03-04 12:00 22334.30 2023-03-09 17:00 21631.00 止损 -3.15% 84930 20 1698606 849303 -53435.06 795868
83 做多 2023-03-04 15:00 22346.60 2023-03-09 16:00 21674.00 止损 -3.01% 79587 20 1591735 795868 -47861.00 748007
84 做多 2023-03-05 09:00 22582.70 2023-03-09 06:00 21792.70 止损 -3.50% 74801 20 1496013 748007 -52282.00 695725
85 做多 2023-03-06 22:00 22439.20 2023-03-09 07:00 21695.40 止损 -3.31% 69572 20 1391449 695725 -46076.74 649648
86 做多 2023-03-07 10:00 22488.90 2023-03-09 06:00 21792.70 止损 -3.10% 64965 20 1299296 649648 -40182.72 609465
87 做多 2023-03-09 03:00 21993.70 2023-03-10 02:00 21001.30 止损 -4.51% 60947 20 1218931 609465 -54945.60 554520
88 做多 2023-03-11 01:00 19921.60 2023-03-13 02:00 21068.00 止盈 +5.75% 55452 20 1109039 554520 +63756.49 618276
89 做多 2023-03-11 03:00 20015.30 2023-03-13 02:00 21068.00 止盈 +5.26% 61828 20 1236552 618276 +64971.14 683247
90 做多 2023-03-12 04:00 20338.50 2023-03-13 06:00 21694.40 止盈 +6.67% 68325 20 1366495 683247 +91008.54 774256
91 做多 2023-03-13 01:00 20774.80 2023-03-13 07:00 21986.20 止盈 +5.83% 77426 20 1548512 774256 +90205.02 864461
92 做多 2023-03-16 16:00 24578.00 2023-03-17 14:00 26134.70 止盈 +6.33% 86446 20 1728922 864461 +109395.43 973856
93 做多 2023-03-19 21:00 27166.90 2023-03-22 22:00 28546.00 止盈 +5.08% 97386 20 1947713 973856 +98774.77 1072631
94 做多 2023-03-20 16:00 28303.20 2023-03-23 03:00 26654.10 止损 -5.83% 107263 20 2145262 1072631 -124869.77 947761
95 做多 2023-03-21 05:00 27983.00 2023-03-23 03:00 26654.10 止损 -4.75% 94776 20 1895523 947761 -89927.49 857834
96 做多 2023-03-21 19:00 28026.10 2023-03-23 03:00 26654.10 止损 -4.90% 85783 20 1715668 857834 -83905.43 773928
97 做多 2023-03-22 20:00 28207.10 2023-03-23 03:00 26654.10 止损 -5.51% 77393 20 1547857 773928 -85135.22 688793
98 做多 2023-03-23 17:00 27610.80 2023-03-28 18:00 26733.60 止损 -3.18% 68879 20 1377586 688793 -43722.39 645071
99 做多 2023-03-25 23:00 27631.40 2023-03-28 18:00 26733.60 止损 -3.25% 64507 20 1290141 645071 -41877.38 603193
100 做多 2023-03-26 09:00 27581.00 2023-03-28 18:00 26733.60 止损 -3.07% 60319 20 1206387 603193 -37028.02 566165
101 做多 2023-03-27 18:00 27900.30 2023-03-27 22:00 26933.00 止损 -3.47% 56617 20 1132331 566165 -39218.51 526947
102 做多 2023-03-29 02:00 27333.00 2023-03-30 10:00 28952.00 止盈 +5.92% 52695 20 1053894 526947 +62362.26 589309
103 做多 2023-03-31 22:00 28510.10 2023-04-04 04:00 27569.30 止损 -3.30% 58931 20 1178618 589309 -38854.13 550455
104 做多 2023-04-02 06:00 28504.30 2023-04-04 04:00 27569.30 止损 -3.28% 55045 20 1100910 550455 -36076.01 514379
105 做多 2023-04-02 13:00 28453.90 2023-04-04 04:00 27569.30 止损 -3.11% 51438 20 1028758 514379 -31950.95 482428
106 做多 2023-04-03 17:00 28318.30 2023-04-11 08:00 29920.60 止盈 +5.66% 48243 20 964856 482428 +54538.68 536967
107 做多 2023-04-04 15:00 28013.20 2023-04-11 06:00 29580.10 止盈 +5.59% 53697 20 1073933 536967 +60009.69 596976
108 做多 2023-04-07 02:00 27950.60 2023-04-11 06:00 29580.10 止盈 +5.83% 59698 20 1193953 596976 +69536.99 666513
109 做多 2023-04-08 08:00 27870.70 2023-04-11 02:00 29264.80 止盈 +5.00% 66651 20 1333027 666513 +66611.68 733125
110 做多 2023-04-09 10:00 28021.80 2023-04-11 06:00 29580.10 止盈 +5.56% 73313 20 1466250 733125 +81457.03 814582
111 做多 2023-04-10 03:00 28132.40 2023-04-11 06:00 29580.10 止盈 +5.15% 81458 20 1629164 814582 +83753.34 898335
112 做多 2023-04-10 23:00 28427.70 2023-04-11 08:00 29920.60 止盈 +5.25% 89834 20 1796671 898335 +94259.04 992594
113 做多 2023-04-13 10:00 30105.40 2023-04-19 16:00 29148.00 止损 -3.18% 99259 20 1985189 992594 -63069.06 929525
114 做多 2023-04-15 16:00 30371.20 2023-04-17 21:00 29391.10 止损 -3.23% 92953 20 1859051 929525 -59932.88 869593
115 做多 2023-04-16 16:00 30322.70 2023-04-17 21:00 29391.10 止损 -3.07% 86959 20 1739185 869593 -53379.30 816213
116 做多 2023-04-17 00:00 30334.90 2023-04-17 21:00 29391.10 止损 -3.11% 81621 20 1632426 816213 -50738.37 765475
117 做多 2023-04-18 14:00 29702.90 2023-04-20 07:00 28795.10 止损 -3.06% 76547 20 1530950 765475 -46743.12 718732
118 做多 2023-04-22 22:00 27463.80 2023-04-26 17:00 28849.50 止盈 +5.05% 71873 20 1437463 718732 +72455.42 791187
119 做多 2023-04-24 08:00 27793.70 2023-04-26 20:00 29955.00 止盈 +7.78% 79119 20 1582374 791187 +122925.90 914113
120 做多 2023-04-25 07:00 27497.50 2023-04-26 18:00 28982.80 止盈 +5.40% 91411 20 1828226 914113 +98654.38 1012767
121 做多 2023-04-26 01:00 27608.20 2023-04-26 20:00 29955.00 止盈 +8.50% 101277 20 2025535 1012767 +172005.84 1184773
122 做多 2023-04-27 19:00 28921.20 2023-05-02 03:00 27833.90 止损 -3.76% 118477 20 2369546 1184773 -88994.63 1095779
123 做多 2023-04-29 06:00 29327.30 2023-05-01 21:00 28445.40 止损 -3.01% 109578 20 2191557 1095779 -65836.32 1029942
124 做多 2023-04-30 15:00 29252.00 2023-05-01 23:00 28158.30 止损 -3.74% 102994 20 2059885 1029942 -76939.79 953002
125 做多 2023-05-02 19:00 28076.10 2023-05-06 00:00 29580.00 止盈 +5.36% 95300 20 1906005 953002 +101993.31 1054996
126 做多 2023-05-04 05:00 28915.00 2023-05-08 15:00 27957.80 止损 -3.31% 105500 20 2109992 1054996 -69779.16 985217
127 做多 2023-05-05 10:00 29233.00 2023-05-08 09:00 28207.90 止损 -3.51% 98522 20 1970433 985217 -69027.17 916189
128 做多 2023-05-07 15:00 28891.90 2023-05-08 15:00 27957.80 止损 -3.23% 91619 20 1832379 916189 -59183.15 857006
129 做多 2023-05-09 19:00 27663.90 2023-05-12 03:00 26831.40 止损 -3.01% 85701 20 1714013 857006 -51528.84 805477
130 做多 2023-05-10 04:00 27636.00 2023-05-12 10:00 26631.90 止损 -3.63% 80548 20 1610955 805477 -58472.37 747005
131 做多 2023-05-10 20:00 28160.10 2023-05-11 21:00 27197.00 止损 -3.42% 74701 20 1494010 747005 -51045.36 695960
132 做多 2023-05-13 05:00 26733.20 2023-05-29 06:00 28079.40 止盈 +5.04% 69596 20 1391920 695960 +70022.60 765982
133 做多 2023-05-14 14:00 26829.00 2023-05-29 08:00 28188.60 止盈 +5.07% 76598 20 1531965 765982 +77556.99 843539
134 做多 2023-05-17 09:00 27160.10 2023-05-24 22:00 26247.60 止损 -3.36% 84354 20 1687079 843539 -56624.23 786915
135 做多 2023-05-18 02:00 27081.70 2023-05-24 22:00 26247.60 止损 -3.08% 78692 20 1573830 786915 -48424.55 738491
136 做多 2023-05-20 08:00 26834.60 2023-05-29 08:00 28188.60 止盈 +5.05% 73849 20 1476981 738491 +74449.88 812940
137 做多 2023-05-25 20:00 26392.00 2023-05-29 05:00 27828.50 止盈 +5.44% 81294 20 1625881 812940 +88407.18 901348
138 做多 2023-05-28 03:00 26721.60 2023-05-29 06:00 28079.40 止盈 +5.08% 90135 20 1802695 901348 +91508.44 992856

⚙️ 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