📊 MA5-20 + 超级趋势过滤策略

回测周期: 约1年 (8760根K线) | 测试币种: ETH/USDT 1小时

📈 对比结果

策略交易次数盈利亏损胜率收益最终资金
MA5-20 无过滤57625432244.1%+120.5%22047U
MA5-20 + 超级趋势过滤26411514943.6%+52.0%15202U

📈 回测结果

交易次数
264次
盈利
115次
亏损
149次
胜率
43.6%
总收益
+52.0%
最终资金
15202U
最大回撤
-12.8%
月化收益
+4.3%

📋 交易明细

方向入场时间入场价出场时间出场价结果盈亏%开仓杠杆仓位开仓前盈亏U平仓后马丁
1 做多 2025-03-25 20:00 2058.66 2025-03-27 02:00 1993.95 止损 -3.14% 200 20 4000 10000 -125.61 9874 1
2 做多 2025-03-26 02:00 2061.35 2025-03-27 02:00 1993.95 止损 -3.27% 200 20 4000 9874 -130.66 9744 1
3 做多 2025-03-26 04:00 2063.80 2025-03-27 02:00 1993.95 止损 -3.38% 200 20 4000 9744 -135.25 9608 1
4 做多 2025-03-26 18:00 2072.22 2025-03-27 01:00 2005.55 止损 -3.22% 200 20 4000 9608 -128.56 9480 1
5 做空 2025-03-26 21:00 2027.11 2025-03-28 13:00 1914.30 止盈 +5.57% 200 20 4000 9480 +222.38 9702 1
6 做空 2025-03-27 22:00 2024.81 2025-03-28 13:00 1914.30 止盈 +5.46% 200 20 4000 9702 +218.09 9920 1
7 做空 2025-03-29 16:00 1883.82 2025-03-31 08:00 1785.44 止盈 +5.22% 200 20 4000 9920 +208.69 10129 1
8 做空 2025-03-30 21:00 1805.50 2025-04-01 16:00 1883.41 止损 -4.32% 200 20 4000 10129 -172.43 9957 1
9 做多 2025-04-03 00:00 1901.99 2025-04-03 06:00 1796.94 止损 -5.52% 200 20 4000 9957 -220.71 9736 1
10 做空 2025-04-03 06:00 1796.94 2025-04-07 01:00 1684.00 止盈 +6.29% 200 20 4000 9736 +251.15 9987 1
11 做多 2025-04-05 02:00 1805.54 2025-04-06 21:00 1747.57 止损 -3.21% 200 20 4000 9987 -128.30 9859 1
12 做空 2025-04-06 18:00 1789.23 2025-04-07 01:00 1684.00 止盈 +5.88% 200 20 4000 9859 +235.02 10094 1
13 做空 2025-04-08 22:00 1530.34 2025-04-09 09:00 1434.30 止盈 +6.28% 200 20 4000 10094 +250.78 10345 1
14 做空 2025-04-12 10:00 1546.87 2025-04-12 17:00 1596.71 止损 -3.22% 200 20 4000 10345 -128.75 10216 1
15 做多 2025-04-14 05:00 1593.09 2025-04-14 18:00 1678.40 止盈 +5.36% 200 20 4000 10216 +213.99 10430 1
16 做多 2025-04-14 10:00 1634.64 2025-04-16 08:00 1580.00 止损 -3.34% 200 20 4000 10430 -133.57 10296 1
17 做多 2025-04-15 15:00 1644.18 2025-04-16 04:00 1594.39 止损 -3.03% 200 20 4000 10296 -121.01 10175 1
18 做空 2025-04-15 22:00 1619.57 2025-04-22 22:00 1674.63 止损 -3.40% 200 20 4000 10175 -135.85 10039 1
19 做空 2025-04-17 23:00 1582.42 2025-04-21 10:00 1632.01 止损 -3.13% 200 20 4000 10039 -125.23 9914 1
20 做多 2025-04-18 02:00 1600.01 2025-04-22 23:00 1702.41 止盈 +6.40% 200 20 4000 9914 +255.74 10170 1
21 做多 2025-04-18 20:00 1592.45 2025-04-22 22:00 1674.63 止盈 +5.16% 200 20 4000 10170 +206.22 10376 1
22 做多 2025-04-19 11:00 1597.20 2025-04-22 23:00 1702.41 止盈 +6.59% 200 20 4000 10376 +263.22 10639 1
23 做多 2025-04-21 08:00 1609.49 2025-04-22 23:00 1702.41 止盈 +5.77% 200 20 4000 10639 +230.70 10870 1
24 做多 2025-04-22 16:00 1627.07 2025-04-23 05:00 1753.65 止盈 +7.78% 200 20 4000 10870 +310.87 11181 1
25 做多 2025-04-24 08:00 1789.10 2025-04-24 16:00 1733.80 止损 -3.09% 200 20 4000 11181 -123.51 11057 1
26 做空 2025-04-25 13:00 1766.62 2025-04-27 07:00 1820.00 止损 -3.02% 200 20 4000 11057 -120.74 10937 1
27 做多 2025-04-27 01:00 1803.78 2025-04-30 21:00 1740.14 止损 -3.53% 200 20 4000 10937 -140.98 10796 1
28 做空 2025-04-27 13:00 1797.74 2025-05-01 23:00 1851.99 止损 -3.02% 200 20 4000 10796 -120.59 10675 1
29 做空 2025-04-28 07:00 1790.21 2025-05-01 18:00 1847.00 止损 -3.17% 200 20 4000 10675 -126.76 10548 1
30 做空 2025-04-28 23:00 1762.08 2025-04-29 14:00 1820.37 止损 -3.31% 200 20 4000 10548 -132.19 10416 1
31 做多 2025-05-01 06:00 1794.57 2025-05-08 11:00 1900.50 止盈 +5.90% 200 20 4000 10416 +235.88 10652 1
32 做多 2025-05-02 22:00 1848.00 2025-05-05 09:00 1790.79 止损 -3.10% 200 20 4000 10652 -123.71 10528 1
33 做多 2025-05-04 00:00 1826.23 2025-05-06 19:00 1769.10 止损 -3.13% 200 20 4000 10528 -125.01 10403 1
34 做多 2025-05-04 04:00 1838.04 2025-05-06 19:00 1769.10 止损 -3.75% 200 20 4000 10403 -149.88 10253 1
35 做空 2025-05-05 20:00 1804.83 2025-05-08 11:00 1900.50 止损 -5.30% 200 20 4000 10253 -211.82 10042 1
36 做空 2025-05-06 11:00 1805.50 2025-05-08 11:00 1900.50 止损 -5.26% 200 20 4000 10042 -210.26 9831 1
37 做多 2025-05-07 06:00 1810.24 2025-05-08 14:00 1910.38 止盈 +5.53% 200 20 4000 9831 +221.05 10052 1
38 做多 2025-05-08 10:00 1840.86 2025-05-08 16:00 1934.06 止盈 +5.06% 200 20 4000 10052 +202.31 10255 1
39 做多 2025-05-10 12:00 2335.98 2025-05-11 00:00 2459.90 止盈 +5.30% 200 20 4000 10255 +211.98 10467 1
40 做多 2025-05-12 06:00 2502.16 2025-05-13 11:00 2424.07 止损 -3.12% 200 20 4000 10467 -124.71 10342 1
41 做空 2025-05-17 02:00 2585.40 2025-05-19 03:00 2406.78 止盈 +6.91% 200 20 4000 10342 +276.08 10618 1
42 做空 2025-05-18 09:00 2484.11 2025-05-18 23:00 2578.06 止损 -3.78% 200 20 4000 10618 -151.13 10467 1
43 做空 2025-05-19 03:00 2406.78 2025-05-19 07:00 2496.98 止损 -3.75% 200 20 4000 10467 -149.76 10317 1
44 做空 2025-05-22 02:00 2473.55 2025-05-22 07:00 2550.26 止损 -3.10% 200 20 4000 10317 -123.92 10193 1
45 做多 2025-05-23 09:00 2674.80 2025-05-23 19:00 2565.32 止损 -4.09% 200 20 4000 10193 -163.56 10030 1
46 做空 2025-05-23 19:00 2565.32 2025-05-27 19:00 2651.98 止损 -3.38% 200 20 4000 10030 -134.99 9895 1
47 做空 2025-05-25 05:00 2539.19 2025-05-27 16:00 2634.54 止损 -3.76% 200 20 4000 9895 -150.06 9745 1
48 做多 2025-05-27 08:00 2549.99 2025-05-28 01:00 2694.85 止盈 +5.68% 200 20 4000 9745 +227.01 9972 1
49 做多 2025-05-27 14:00 2568.63 2025-05-29 08:00 2721.21 止盈 +5.94% 200 20 4000 9972 +237.37 10209 1
50 做多 2025-05-28 22:00 2627.46 2025-05-29 10:00 2770.21 止盈 +5.43% 200 20 4000 10209 +217.10 10426 1
51 做多 2025-05-29 07:00 2680.40 2025-05-30 08:00 2572.24 止损 -4.04% 200 20 4000 10426 -161.25 10265 1
52 做空 2025-05-29 22:00 2671.01 2025-05-31 06:00 2525.52 止盈 +5.45% 200 20 4000 10265 +217.66 10483 1
53 做空 2025-06-01 09:00 2506.51 2025-06-03 06:00 2583.40 止损 -3.07% 200 20 4000 10483 -122.58 10360 1
54 做多 2025-06-02 01:00 2537.88 2025-06-04 23:00 2666.91 止盈 +5.08% 200 20 4000 10360 +203.16 10563 1
55 做多 2025-06-02 23:00 2543.24 2025-06-06 04:00 2397.53 止损 -5.73% 200 20 4000 10563 -228.94 10334 1
56 做多 2025-06-04 12:00 2636.47 2025-06-06 03:00 2528.08 止损 -4.11% 200 20 4000 10334 -164.28 10170 1
57 做空 2025-06-07 09:00 2470.13 2025-06-10 00:00 2557.07 止损 -3.52% 200 20 4000 10170 -140.65 10029 1
58 做多 2025-06-09 01:00 2522.21 2025-06-10 06:00 2664.86 止盈 +5.66% 200 20 4000 10029 +226.00 10255 1
59 做空 2025-06-09 09:00 2493.51 2025-06-10 01:00 2570.34 止损 -3.08% 200 20 4000 10255 -123.12 10132 1
60 做多 2025-06-09 19:00 2540.74 2025-06-10 07:00 2679.12 止盈 +5.45% 200 20 4000 10132 +217.64 10350 1
61 做多 2025-06-11 22:00 2839.76 2025-06-12 15:00 2739.45 止损 -3.53% 200 20 4000 10350 -141.15 10209 1
62 做空 2025-06-12 06:00 2758.00 2025-06-13 08:00 2528.38 止盈 +8.33% 200 20 4000 10209 +332.69 10541 1
63 做空 2025-06-14 14:00 2542.11 2025-06-16 15:00 2627.71 止损 -3.37% 200 20 4000 10541 -134.56 10407 1
64 做多 2025-06-15 22:00 2547.71 2025-06-18 00:00 2460.25 止损 -3.43% 200 20 4000 10407 -137.18 10270 1
65 做空 2025-06-16 05:00 2516.00 2025-06-16 13:00 2606.25 止损 -3.59% 200 20 4000 10270 -143.34 10126 1
66 做空 2025-06-17 07:00 2543.12 2025-06-21 03:00 2413.62 止盈 +5.09% 200 20 4000 10126 +203.48 10330 1
67 做空 2025-06-18 20:00 2492.45 2025-06-22 05:00 2280.35 止盈 +8.51% 200 20 4000 10330 +340.05 10670 1
68 做空 2025-06-19 22:00 2495.63 2025-06-22 05:00 2280.35 止盈 +8.63% 200 20 4000 10670 +344.71 11014 1
69 做空 2025-06-20 23:00 2492.46 2025-06-22 05:00 2280.35 止盈 +8.51% 200 20 4000 11014 +340.06 11355 1
70 做空 2025-06-22 00:00 2415.41 2025-06-22 05:00 2280.35 止盈 +5.59% 200 20 4000 11355 +223.44 11578 1
71 做多 2025-06-26 09:00 2457.75 2025-07-03 02:00 2581.41 止盈 +5.03% 200 20 4000 11578 +201.06 11779 1
72 做空 2025-06-27 22:00 2422.10 2025-06-30 06:00 2501.00 止损 -3.26% 200 20 4000 11779 -130.17 11649 1
73 做空 2025-06-29 12:00 2428.80 2025-06-30 08:00 2517.79 止损 -3.66% 200 20 4000 11649 -146.41 11502 1
74 做多 2025-06-30 06:00 2501.00 2025-07-01 22:00 2418.54 止损 -3.30% 200 20 4000 11502 -131.75 11371 1
75 做空 2025-06-30 18:00 2454.73 2025-07-03 00:00 2559.78 止损 -4.28% 200 20 4000 11371 -171.01 11200 1
76 做多 2025-07-01 03:00 2514.78 2025-07-01 20:00 2436.26 止损 -3.12% 200 20 4000 11200 -124.77 11075 1
77 做多 2025-07-04 05:00 2594.33 2025-07-04 22:00 2515.37 止损 -3.04% 200 20 4000 11075 -121.62 10953 1
78 做空 2025-07-06 00:00 2504.90 2025-07-07 05:00 2586.84 止损 -3.27% 200 20 4000 10953 -130.72 10823 1
79 做多 2025-07-12 03:00 3006.64 2025-07-12 23:00 2914.83 止损 -3.05% 200 20 4000 10823 -122.02 10701 1
80 做多 2025-07-12 18:00 2974.67 2025-07-16 07:00 3137.62 止盈 +5.48% 200 20 4000 10701 +218.90 10919 1
81 做多 2025-07-14 11:00 3036.37 2025-07-16 21:00 3194.39 止盈 +5.20% 200 20 4000 10919 +207.96 11127 1
82 做多 2025-07-15 21:00 3050.52 2025-07-16 22:00 3250.70 止盈 +6.56% 200 20 4000 11127 +262.22 11390 1
83 做多 2025-07-19 13:00 3584.82 2025-07-20 22:00 3766.73 止盈 +5.07% 200 20 4000 11390 +202.78 11592 1
84 做多 2025-07-20 06:00 3575.83 2025-07-20 19:00 3755.70 止盈 +5.03% 200 20 4000 11592 +201.01 11793 1
85 做多 2025-07-21 14:00 3786.36 2025-07-22 12:00 3654.73 止损 -3.48% 200 20 4000 11793 -138.92 11655 1
86 做空 2025-07-23 15:00 3672.27 2025-07-27 10:00 3783.70 止损 -3.03% 200 20 4000 11655 -121.25 11533 1
87 做空 2025-07-24 14:00 3543.32 2025-07-24 19:00 3654.32 止损 -3.13% 200 20 4000 11533 -125.18 11408 1
88 做多 2025-07-25 19:00 3720.00 2025-07-28 13:00 3929.11 止盈 +5.62% 200 20 4000 11408 +224.62 11633 1
89 做多 2025-07-26 05:00 3718.85 2025-07-28 13:00 3929.11 止盈 +5.65% 200 20 4000 11633 +225.93 11859 1
90 做多 2025-07-27 06:00 3748.40 2025-08-01 16:00 3607.81 止损 -3.75% 200 20 4000 11859 -149.88 11709 1
91 做空 2025-07-28 22:00 3783.47 2025-08-02 00:00 3586.04 止盈 +5.22% 200 20 4000 11709 +208.52 11917 1
92 做空 2025-07-30 00:00 3749.49 2025-07-31 12:00 3869.86 止损 -3.21% 200 20 4000 11917 -128.28 11789 1
93 做空 2025-07-30 20:00 3772.30 2025-08-02 01:00 3570.28 止盈 +5.36% 200 20 4000 11789 +214.00 12003 1
94 做空 2025-07-31 02:00 3736.40 2025-07-31 10:00 3860.99 止损 -3.33% 200 20 4000 12003 -133.25 11870 1
95 做空 2025-07-31 22:00 3766.59 2025-08-02 01:00 3570.28 止盈 +5.21% 200 20 4000 11870 +208.27 12078 1
96 做空 2025-08-11 19:00 4183.51 2025-08-11 23:00 4328.88 止损 -3.47% 200 20 4000 12078 -138.85 11939 1
97 做多 2025-08-12 00:00 4310.91 2025-08-13 04:00 4620.25 止盈 +7.18% 200 20 4000 11939 +286.74 12226 1
98 做多 2025-08-12 11:00 4284.20 2025-08-13 01:00 4498.55 止盈 +5.00% 200 20 4000 12226 +199.93 12426 1
99 做空 2025-08-15 22:00 4491.75 2025-08-18 14:00 4251.57 止盈 +5.35% 200 20 4000 12426 +213.67 12639 1
100 做空 2025-08-19 11:00 4217.43 2025-08-21 03:00 4344.33 止损 -3.01% 200 20 4000 12639 -120.24 12519 1
101 做空 2025-08-19 22:00 4190.24 2025-08-21 01:00 4341.76 止损 -3.62% 200 20 4000 12519 -144.50 12375 1
102 做多 2025-08-22 11:00 4276.98 2025-08-22 22:00 4611.80 止盈 +7.83% 200 20 4000 12375 +312.82 12688 1
103 做多 2025-08-24 02:00 4752.36 2025-08-25 15:00 4589.60 止损 -3.42% 200 20 4000 12688 -136.86 12551 1
104 做多 2025-08-24 23:00 4796.28 2025-08-25 14:00 4629.11 止损 -3.49% 200 20 4000 12551 -139.28 12411 1
105 做空 2025-08-25 07:00 4778.32 2025-08-26 03:00 4418.75 止盈 +7.53% 200 20 4000 12411 +300.70 12712 1
106 做空 2025-08-29 00:00 4463.14 2025-09-13 01:00 4611.34 止损 -3.32% 200 20 4000 12712 -132.69 12579 1
107 做空 2025-08-31 02:00 4348.47 2025-08-31 11:00 4485.72 止损 -3.16% 200 20 4000 12579 -126.13 12453 1
108 做多 2025-08-31 08:00 4465.37 2025-09-02 01:00 4320.55 止损 -3.24% 200 20 4000 12453 -129.60 12324 1
109 做空 2025-09-01 20:00 4401.25 2025-09-12 13:00 4556.60 止损 -3.53% 200 20 4000 12324 -141.05 12183 1
110 做空 2025-09-02 23:00 4293.12 2025-09-03 22:00 4464.75 止损 -4.00% 200 20 4000 12183 -159.75 12023 1
111 做空 2025-09-03 16:00 4316.14 2025-09-03 22:00 4464.75 止损 -3.44% 200 20 4000 12023 -137.59 11885 1
112 做空 2025-09-06 01:00 4287.31 2025-09-10 21:00 4416.72 止损 -3.02% 200 20 4000 11885 -120.62 11765 1
113 做空 2025-09-08 01:00 4273.22 2025-09-10 21:00 4416.72 止损 -3.36% 200 20 4000 11765 -134.19 11631 1
114 做空 2025-09-08 16:00 4300.01 2025-09-11 14:00 4438.47 止损 -3.22% 200 20 4000 11631 -128.67 11502 1
115 做多 2025-09-08 17:00 4317.70 2025-09-12 13:00 4556.60 止盈 +5.53% 200 20 4000 11502 +221.10 11723 1
116 做多 2025-09-09 14:00 4363.99 2025-09-13 01:00 4611.34 止盈 +5.67% 200 20 4000 11723 +226.49 11949 1
117 做空 2025-09-10 00:00 4286.30 2025-09-10 21:00 4416.72 止损 -3.04% 200 20 4000 11949 -121.59 11828 1
118 做空 2025-09-11 05:00 4347.72 2025-09-12 08:00 4510.81 止损 -3.75% 200 20 4000 11828 -149.90 11678 1
119 做空 2025-09-14 15:00 4648.81 2025-09-22 08:00 4333.45 止盈 +6.78% 200 20 4000 11678 +271.08 11949 1
120 做空 2025-09-14 19:00 4632.87 2025-09-22 08:00 4333.45 止盈 +6.46% 200 20 4000 11949 +258.26 12207 1
121 做空 2025-09-15 16:00 4508.27 2025-09-22 13:00 4217.70 止盈 +6.45% 200 20 4000 12207 +257.55 12465 1
122 做空 2025-09-16 18:00 4496.01 2025-09-22 13:00 4217.70 止盈 +6.19% 200 20 4000 12465 +247.36 12712 1
123 做多 2025-09-18 06:00 4585.15 2025-09-20 02:00 4446.67 止损 -3.02% 200 20 4000 12712 -120.69 12592 1
124 做多 2025-09-19 08:00 4607.48 2025-09-20 01:00 4457.66 止损 -3.25% 200 20 4000 12592 -129.94 12462 1
125 做空 2025-09-20 20:00 4463.94 2025-09-22 13:00 4217.70 止盈 +5.52% 200 20 4000 12462 +220.43 12682 1
126 做空 2025-09-21 12:00 4469.96 2025-09-22 13:00 4217.70 止盈 +5.64% 200 20 4000 12682 +225.51 12908 1
127 做空 2025-09-22 07:00 4443.01 2025-09-22 13:00 4217.70 止盈 +5.07% 200 20 4000 12908 +202.64 13110 1
128 做空 2025-09-23 12:00 4175.36 2025-09-26 00:00 3938.16 止盈 +5.68% 200 20 4000 13110 +227.01 13337 1
129 做空 2025-09-23 23:00 4178.80 2025-09-25 21:00 3969.10 止盈 +5.02% 200 20 4000 13337 +200.53 13538 1
130 做空 2025-09-25 00:00 4170.98 2025-09-26 00:00 3938.16 止盈 +5.58% 200 20 4000 13538 +223.05 13761 1
131 做空 2025-09-25 03:00 4158.95 2025-09-26 00:00 3938.16 止盈 +5.31% 200 20 4000 13761 +212.14 13973 1
132 做空 2025-09-26 17:00 3913.54 2025-09-27 01:00 4042.26 止损 -3.29% 200 20 4000 13973 -131.43 13841 1
133 做多 2025-09-27 23:00 4017.20 2025-09-30 04:00 4224.86 止盈 +5.17% 200 20 4000 13841 +206.56 14048 1
134 做多 2025-09-28 07:00 4017.01 2025-09-30 04:00 4224.86 止盈 +5.17% 200 20 4000 14048 +206.76 14255 1
135 做多 2025-09-29 00:00 4031.85 2025-10-01 16:00 4289.99 止盈 +6.40% 200 20 4000 14255 +255.84 14511 1
136 做空 2025-10-01 14:00 4124.64 2025-10-01 16:00 4289.99 止损 -4.01% 200 20 4000 14511 -160.19 14350 1
137 做多 2025-10-01 16:00 4289.99 2025-10-03 10:00 4508.00 止盈 +5.08% 200 20 4000 14350 +203.07 14554 1
138 做多 2025-10-03 22:00 4480.92 2025-10-07 02:00 4710.00 止盈 +5.11% 200 20 4000 14554 +204.29 14758 1
139 做多 2025-10-05 08:00 4469.59 2025-10-07 01:00 4694.31 止盈 +5.03% 200 20 4000 14758 +200.91 14959 1
140 做多 2025-10-07 20:00 4746.00 2025-10-07 22:00 4591.68 止损 -3.25% 200 20 4000 14959 -129.93 14829 1
141 做空 2025-10-07 22:00 4591.68 2025-10-09 16:00 4326.26 止盈 +5.78% 200 20 4000 14829 +230.99 15060 1
142 做空 2025-10-08 23:00 4445.11 2025-10-10 23:00 4100.48 止盈 +7.75% 200 20 4000 15060 +309.81 15370 1
143 做空 2025-10-09 10:00 4410.76 2025-10-10 23:00 4100.48 止盈 +7.03% 200 20 4000 15370 +281.10 15651 1
144 做空 2025-10-10 15:00 4321.06 2025-10-10 23:00 4100.48 止盈 +5.10% 200 20 4000 15651 +203.99 15855 1
145 做空 2025-10-12 03:00 3758.00 2025-10-12 22:00 3973.44 止损 -5.73% 200 20 4000 15855 -229.08 15626 1
146 做多 2025-10-14 01:00 4233.60 2025-10-14 12:00 4097.95 止损 -3.20% 200 20 4000 15626 -128.04 15498 1
147 做空 2025-10-14 12:00 4097.95 2025-10-17 03:00 3865.97 止盈 +5.66% 200 20 4000 15498 +226.21 15724 1
148 做空 2025-10-17 00:00 3962.79 2025-10-17 15:00 3754.79 止盈 +5.25% 200 20 4000 15724 +209.74 15934 1
149 做多 2025-10-18 04:00 3855.57 2025-10-20 12:00 4052.88 止盈 +5.12% 200 20 4000 15934 +204.50 16138 1
150 做多 2025-10-19 11:00 3904.70 2025-10-23 04:00 3779.44 止损 -3.21% 200 20 4000 16138 -128.19 16010 1
151 做空 2025-10-21 00:00 3947.76 2025-10-21 23:00 4080.41 止损 -3.36% 200 20 4000 16010 -134.27 15876 1
152 做多 2025-10-21 23:00 4080.41 2025-10-22 04:00 3952.27 止损 -3.14% 200 20 4000 15876 -125.49 15750 1
153 做空 2025-10-22 08:00 3840.39 2025-10-24 12:00 3972.85 止损 -3.45% 200 20 4000 15750 -137.83 15612 1
154 做多 2025-10-24 11:00 3889.43 2025-10-27 06:00 4158.55 止盈 +6.92% 200 20 4000 15612 +276.49 15889 1
155 做空 2025-10-25 01:00 3886.76 2025-10-26 19:00 4043.08 止损 -4.02% 200 20 4000 15889 -160.71 15728 1
156 做空 2025-10-25 11:00 3919.43 2025-10-26 19:00 4043.08 止损 -3.15% 200 20 4000 15728 -126.07 15602 1
157 做空 2025-10-26 11:00 3929.95 2025-10-26 20:00 4070.99 止损 -3.59% 200 20 4000 15602 -143.41 15459 1
158 做多 2025-10-28 01:00 4219.10 2025-10-28 11:00 4092.48 止损 -3.00% 200 20 4000 15459 -119.92 15339 1
159 做空 2025-10-29 03:00 4037.26 2025-10-30 20:00 3815.66 止盈 +5.49% 200 20 4000 15339 +219.34 15558 1
160 做多 2025-10-31 10:00 3820.05 2025-11-03 17:00 3701.71 止损 -3.10% 200 20 4000 15558 -123.79 15434 1
161 做多 2025-11-01 12:00 3864.74 2025-11-03 11:00 3734.73 止损 -3.36% 200 20 4000 15434 -134.43 15300 1
162 做多 2025-11-02 12:00 3907.21 2025-11-03 11:00 3734.73 止损 -4.41% 200 20 4000 15300 -176.40 15123 1
163 做空 2025-11-07 19:00 3258.62 2025-11-08 01:00 3384.36 止损 -3.86% 200 20 4000 15123 -154.19 14969 1
164 做多 2025-11-08 02:00 3424.85 2025-11-10 08:00 3634.14 止盈 +6.11% 200 20 4000 14969 +244.19 15213 1
165 做多 2025-11-09 15:00 3421.05 2025-11-10 08:00 3634.14 止盈 +6.23% 200 20 4000 15213 +248.90 15462 1
166 做空 2025-11-11 16:00 3561.19 2025-11-14 00:00 3326.74 止盈 +6.58% 200 20 4000 15462 +263.08 15725 1
167 做空 2025-11-13 02:00 3422.85 2025-11-13 13:00 3527.67 止损 -3.06% 200 20 4000 15725 -122.37 15603 1
168 做空 2025-11-13 23:00 3385.52 2025-11-14 02:00 3212.47 止盈 +5.11% 200 20 4000 15603 +204.25 15807 1
169 做空 2025-11-15 04:00 3136.22 2025-11-16 17:00 3247.13 止损 -3.54% 200 20 4000 15807 -141.32 15666 1
170 做空 2025-11-15 16:00 3141.51 2025-11-16 17:00 3247.13 止损 -3.36% 200 20 4000 15666 -134.35 15532 1
171 做空 2025-11-16 07:00 3166.55 2025-11-18 03:00 2981.00 止盈 +5.86% 200 20 4000 15532 +234.15 15766 1
172 做空 2025-11-16 22:00 3170.48 2025-11-18 03:00 2981.00 止盈 +5.98% 200 20 4000 15766 +238.82 16005 1
173 做多 2025-11-20 10:00 3042.59 2025-11-21 00:00 2861.21 止损 -5.96% 200 20 4000 16005 -238.22 15766 1
174 做空 2025-11-22 15:00 2755.13 2025-11-23 21:00 2842.47 止损 -3.17% 200 20 4000 15766 -126.68 15640 1
175 做多 2025-11-24 06:00 2836.85 2025-11-27 01:00 3025.66 止盈 +6.66% 200 20 4000 15640 +265.96 15906 1
176 做多 2025-11-24 12:00 2823.71 2025-11-25 04:00 2971.25 止盈 +5.23% 200 20 4000 15906 +208.79 16114 1
177 做多 2025-11-25 00:00 2857.46 2025-11-27 01:00 3025.66 止盈 +5.89% 200 20 4000 16114 +235.22 16350 1
178 做多 2025-11-26 03:00 2921.19 2025-11-28 21:00 3072.56 止盈 +5.18% 200 20 4000 16350 +207.06 16557 1
179 做多 2025-11-27 01:00 3025.66 2025-12-01 08:00 2834.82 止损 -6.31% 200 20 4000 16557 -252.04 16305 1
180 做多 2025-11-28 04:00 3037.38 2025-12-01 08:00 2834.82 止损 -6.67% 200 20 4000 16305 -266.49 16038 1
181 做多 2025-11-28 16:00 3063.61 2025-11-30 01:00 2968.63 止损 -3.10% 200 20 4000 16038 -123.89 15914 1
182 做空 2025-12-01 08:00 2834.82 2025-12-02 23:00 3005.55 止损 -6.02% 200 20 4000 15914 -240.66 15674 1
183 做多 2025-12-05 12:00 3167.17 2025-12-06 00:00 3031.69 止损 -4.28% 200 20 4000 15674 -170.93 15503 1
184 做空 2025-12-07 16:00 3033.27 2025-12-08 02:00 3127.89 止损 -3.12% 200 20 4000 15503 -124.65 15378 1
185 做多 2025-12-08 02:00 3127.89 2025-12-08 06:00 3031.64 止损 -3.08% 200 20 4000 15378 -122.96 15255 1
186 做多 2025-12-09 07:00 3123.14 2025-12-10 00:00 3365.02 止盈 +7.74% 200 20 4000 15255 +309.48 15564 1
187 做多 2025-12-09 22:00 3115.91 2025-12-10 00:00 3365.02 止盈 +7.99% 200 20 4000 15564 +319.47 15884 1
188 做多 2025-12-10 21:00 3332.90 2025-12-11 10:00 3209.80 止损 -3.69% 200 20 4000 15884 -147.59 15736 1
189 做多 2025-12-10 23:00 3326.63 2025-12-11 10:00 3209.80 止损 -3.51% 200 20 4000 15736 -140.34 15596 1
190 做空 2025-12-11 08:00 3278.35 2025-12-12 23:00 3070.00 止盈 +6.36% 200 20 4000 15596 +253.96 15850 1
191 做多 2025-12-12 05:00 3247.48 2025-12-12 23:00 3070.00 止损 -5.47% 200 20 4000 15850 -218.39 15632 1
192 做空 2025-12-12 23:00 3070.00 2025-12-16 21:00 2909.08 止盈 +5.24% 200 20 4000 15632 +209.46 15841 1
193 做空 2025-12-15 23:00 3009.48 2025-12-18 01:00 2846.33 止盈 +5.42% 200 20 4000 15841 +216.63 16058 1
194 做空 2025-12-17 01:00 2918.17 2025-12-22 08:00 3020.82 止损 -3.52% 200 20 4000 16058 -140.56 15917 1
195 做空 2025-12-17 13:00 2929.39 2025-12-19 03:00 2780.40 止盈 +5.09% 200 20 4000 15917 +203.24 16120 1
196 做空 2025-12-19 04:00 2780.24 2025-12-19 11:00 2907.56 止损 -4.58% 200 20 4000 16120 -183.00 15937 1
197 做多 2025-12-21 16:00 2990.79 2026-01-04 08:00 3155.90 止盈 +5.52% 200 20 4000 15937 +220.60 16158 1
198 做空 2025-12-21 23:00 2973.23 2026-01-02 22:00 3081.29 止损 -3.63% 200 20 4000 16158 -145.23 16013 1
199 做空 2025-12-23 03:00 2979.15 2026-01-02 22:00 3081.29 止损 -3.43% 200 20 4000 16013 -137.00 15876 1
200 做空 2025-12-24 12:00 2934.49 2025-12-29 11:00 3042.30 止损 -3.67% 200 20 4000 15876 -146.81 15729 1
201 做空 2025-12-25 16:00 2929.35 2025-12-29 11:00 3042.30 止损 -3.86% 200 20 4000 15729 -154.08 15575 1
202 做多 2025-12-26 01:00 2951.48 2026-01-03 00:00 3130.67 止盈 +6.07% 200 20 4000 15575 +242.60 15817 1
203 做空 2025-12-26 07:00 2902.32 2025-12-29 10:00 3002.68 止损 -3.46% 200 20 4000 15817 -138.18 15679 1
204 做多 2025-12-26 12:00 2970.28 2026-01-03 00:00 3130.67 止盈 +5.40% 200 20 4000 15679 +215.78 15895 1
205 做空 2025-12-27 00:00 2908.36 2025-12-29 10:00 3002.68 止损 -3.24% 200 20 4000 15895 -129.59 15765 1
206 做空 2025-12-27 22:00 2928.34 2025-12-29 11:00 3042.30 止损 -3.89% 200 20 4000 15765 -155.51 15610 1
207 做多 2025-12-29 07:00 2949.60 2026-01-03 00:00 3130.67 止盈 +6.14% 200 20 4000 15610 +245.31 15855 1
208 做空 2025-12-29 20:00 2929.56 2026-01-02 11:00 3021.04 止损 -3.12% 200 20 4000 15855 -124.78 15730 1
209 做多 2025-12-31 18:00 2979.71 2026-01-03 00:00 3130.67 止盈 +5.07% 200 20 4000 15730 +202.45 15933 1
210 做多 2026-01-01 17:00 2982.60 2026-01-03 06:00 3132.22 止盈 +5.02% 200 20 4000 15933 +200.46 16133 1
211 做多 2026-01-04 03:00 3112.00 2026-01-06 22:00 3276.67 止盈 +5.29% 200 20 4000 16133 +211.45 16345 1
212 做多 2026-01-05 07:00 3143.32 2026-01-14 06:00 3330.21 止盈 +5.95% 200 20 4000 16345 +237.59 16582 1
213 做空 2026-01-07 04:00 3240.10 2026-01-08 22:00 3075.75 止盈 +5.07% 200 20 4000 16582 +202.69 16785 1
214 做空 2026-01-09 10:00 3107.95 2026-01-14 03:00 3214.45 止损 -3.43% 200 20 4000 16785 -136.93 16648 1
215 做空 2026-01-09 16:00 3081.56 2026-01-13 23:00 3183.11 止损 -3.30% 200 20 4000 16648 -131.68 16517 1
216 做空 2026-01-10 04:00 3072.30 2026-01-13 23:00 3183.11 止损 -3.61% 200 20 4000 16517 -144.13 16372 1
217 做空 2026-01-11 05:00 3085.05 2026-01-13 23:00 3183.11 止损 -3.18% 200 20 4000 16372 -127.02 16245 1
218 做多 2026-01-15 18:00 3363.08 2026-01-19 08:00 3210.67 止损 -4.53% 200 20 4000 16245 -181.09 16064 1
219 做空 2026-01-16 02:00 3287.10 2026-01-20 14:00 3115.20 止盈 +5.23% 200 20 4000 16064 +208.97 16273 1
220 做空 2026-01-16 22:00 3292.49 2026-01-20 14:00 3115.20 止盈 +5.38% 200 20 4000 16273 +215.17 16488 1
221 做多 2026-01-18 14:00 3314.07 2026-01-19 08:00 3210.67 止损 -3.12% 200 20 4000 16488 -124.68 16364 1
222 做空 2026-01-19 08:00 3210.67 2026-01-20 22:00 3046.17 止盈 +5.12% 200 20 4000 16364 +204.74 16568 1
223 做空 2026-01-20 06:00 3187.31 2026-01-21 00:00 3007.92 止盈 +5.63% 200 20 4000 16568 +224.91 16793 1
224 做多 2026-01-22 05:00 3030.00 2026-01-23 02:00 2938.26 止损 -3.03% 200 20 4000 16793 -120.99 16672 1
225 做空 2026-01-23 17:00 2920.01 2026-01-28 04:00 3019.79 止损 -3.42% 200 20 4000 16672 -136.55 16536 1
226 做多 2026-01-24 01:00 2986.02 2026-01-26 00:00 2895.46 止损 -3.03% 200 20 4000 16536 -121.19 16415 1
227 做多 2026-01-24 20:00 2961.48 2026-01-26 02:00 2846.01 止损 -3.90% 200 20 4000 16415 -155.81 16259 1
228 做多 2026-01-25 02:00 2962.06 2026-01-26 02:00 2846.01 止损 -3.92% 200 20 4000 16259 -156.56 16102 1
229 做多 2026-01-26 15:00 2902.99 2026-01-30 02:00 2762.34 止损 -4.85% 200 20 4000 16102 -193.61 15909 1
230 做多 2026-01-28 00:00 2989.59 2026-01-29 22:00 2874.79 止损 -3.84% 200 20 4000 15909 -153.45 15755 1
231 做多 2026-01-29 05:00 3020.14 2026-01-29 19:00 2928.08 止损 -3.05% 200 20 4000 15755 -121.81 15633 1
232 做空 2026-02-03 13:00 2315.28 2026-02-04 01:00 2194.32 止盈 +5.22% 200 20 4000 15633 +208.77 15842 1
233 做多 2026-02-04 12:00 2272.72 2026-02-04 21:00 2197.32 止损 -3.32% 200 20 4000 15842 -132.57 15710 1
234 做多 2026-02-08 02:00 2096.06 2026-02-09 18:00 2021.73 止损 -3.55% 200 20 4000 15710 -141.71 15568 1
235 做多 2026-02-10 02:00 2130.12 2026-02-10 11:00 2063.70 止损 -3.12% 200 20 4000 15568 -124.60 15443 1
236 做空 2026-02-11 12:00 1970.63 2026-02-13 23:00 2033.71 止损 -3.20% 200 20 4000 15443 -127.91 15315 1
237 做空 2026-02-13 00:00 1907.82 2026-02-13 21:00 1969.66 止损 -3.24% 200 20 4000 15315 -129.53 15186 1
238 做空 2026-02-15 10:00 2058.70 2026-02-16 03:00 1941.17 止盈 +5.71% 200 20 4000 15186 +228.13 15414 1
239 做空 2026-02-15 18:00 2060.56 2026-02-16 03:00 1941.17 止盈 +5.79% 200 20 4000 15414 +231.53 15646 1
240 做空 2026-02-17 01:00 1978.02 2026-02-23 09:00 1854.93 止盈 +6.22% 200 20 4000 15646 +248.67 15894 1
241 做空 2026-02-17 15:00 1984.85 2026-02-23 09:00 1854.93 止盈 +6.55% 200 20 4000 15894 +261.56 16156 1
242 做空 2026-02-18 21:00 1969.48 2026-02-23 09:00 1854.93 止盈 +5.82% 200 20 4000 16156 +232.42 16388 1
243 做空 2026-02-19 20:00 1946.66 2026-02-24 09:00 1839.87 止盈 +5.49% 200 20 4000 16388 +219.21 16607 1
244 做空 2026-02-20 21:00 1932.85 2026-02-22 02:00 1991.23 止损 -3.02% 200 20 4000 16607 -120.70 16487 1
245 做多 2026-02-21 01:00 1965.60 2026-02-23 09:00 1854.93 止损 -5.63% 200 20 4000 16487 -224.99 16262 1
246 做多 2026-02-21 16:00 1968.11 2026-02-23 09:00 1854.93 止损 -5.75% 200 20 4000 16262 -229.80 16032 1
247 做多 2026-02-21 18:00 1973.29 2026-02-23 09:00 1854.93 止损 -6.00% 200 20 4000 16032 -239.68 15792 1
248 做多 2026-02-23 20:00 1919.28 2026-02-24 02:00 1856.62 止损 -3.26% 200 20 4000 15792 -130.46 15662 1
249 做空 2026-02-24 01:00 1862.99 2026-02-25 10:00 1919.95 止损 -3.06% 200 20 4000 15662 -122.18 15540 1
250 做空 2026-02-27 18:00 1979.60 2026-02-28 14:00 1841.51 止盈 +6.98% 200 20 4000 15540 +278.75 15818 1
251 做空 2026-03-02 14:00 1942.38 2026-03-02 23:00 2046.39 止损 -5.35% 200 20 4000 15818 -213.98 15604 1
252 做多 2026-03-02 23:00 2046.39 2026-03-03 16:00 1952.11 止损 -4.61% 200 20 4000 15604 -184.10 15420 1
253 做空 2026-03-04 13:00 1970.08 2026-03-04 16:00 2063.26 止损 -4.73% 200 20 4000 15420 -189.00 15231 1
254 做多 2026-03-05 20:00 2137.04 2026-03-06 01:00 2058.84 止损 -3.66% 200 20 4000 15231 -146.22 15085 1
255 做空 2026-03-08 01:00 1976.56 2026-03-10 10:00 2041.42 止损 -3.28% 200 20 4000 15085 -131.13 14954 1
256 做空 2026-03-09 08:00 1949.88 2026-03-09 13:00 2009.86 止损 -3.08% 200 20 4000 14954 -122.92 14831 1
257 做多 2026-03-11 22:00 2061.88 2026-03-13 21:00 2184.54 止盈 +5.95% 200 20 4000 14831 +237.72 15069 1
258 做多 2026-03-12 19:00 2061.77 2026-03-13 21:00 2184.54 止盈 +5.95% 200 20 4000 15069 +237.95 15307 1
259 做空 2026-03-14 03:00 2101.72 2026-03-16 06:00 2183.73 止损 -3.90% 200 20 4000 15307 -155.93 15151 1
260 做多 2026-03-16 04:00 2128.00 2026-03-16 11:00 2235.13 止盈 +5.03% 200 20 4000 15151 +201.17 15352 1
261 做多 2026-03-18 01:00 2338.93 2026-03-18 19:00 2268.10 止损 -3.03% 200 20 4000 15352 -121.01 15231 1
262 做多 2026-03-18 04:00 2326.66 2026-03-18 20:00 2236.48 止损 -3.88% 200 20 4000 15231 -154.88 15076 1
263 做多 2026-03-18 11:00 2339.60 2026-03-18 19:00 2268.10 止损 -3.06% 200 20 4000 15076 -122.12 14954 1
264 做空 2026-03-22 01:00 2147.22 2026-03-23 14:00 2036.20 止盈 +5.17% 240 20 4800 14954 +247.93 15202 2

⚙️ 策略说明

  • MA策略:MA5上穿MA20金叉做多,下穿死叉做空
  • 超级趋势过滤:超级趋势为多头时只做多,为空头时只做空
  • 马丁格尔:首次200U,每次加仓1.2倍
  • 止盈止损:5%止盈,3%止损