📊 比特币BTC 均线10-50 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

📈 回测结果摘要

测试币种
比特币BTC
策略
MA10-50
模式
只做多
周期
1小时
初始资金
10000U
开仓
10%
杠杆
20x
天数
180天
交易
62次
盈利
38次
亏损
24次
胜率
61.3%
总收益
+804.1%
最终资金
90409U
最大回撤
-28.9%
月化
+134.0%

📊 收益与风险

盈利因子
2.18
止盈次数
38
止损次数
24
盈亏比
1.58

📋 交易记录明细(共62笔)

序号方向入场时间入场价出场时间出场价结果盈亏%盈亏U
1 做多 2023-10-07 27926.40 2023-10-11 27000.70 止损 -3.31% -662.29U
2 做多 2023-10-08 27915.20 2023-10-11 27000.70 止损 -3.28% -611.19U
3 做多 2023-10-09 27862.90 2023-10-11 27000.70 止损 -3.09% -539.53U
4 做多 2023-10-09 27808.80 2023-10-11 26769.10 止损 -3.74% -611.57U
5 做多 2023-10-09 27851.70 2023-10-11 27000.70 止损 -3.06% -462.47U
6 做多 2023-10-13 26920.00 2023-10-17 28536.90 止盈 +6.01% +853.60U
7 做多 2023-10-19 28665.60 2023-10-22 30132.40 止盈 +5.12% +814.47U
8 做多 2023-10-28 34098.20 2023-11-09 35866.20 止盈 +5.19% +909.68U
9 做多 2023-11-01 34571.70 2023-11-09 36382.50 止盈 +5.24% +1014.15U
10 做多 2023-11-01 34825.40 2023-11-09 36715.30 止盈 +5.43% +1160.70U
11 做多 2023-11-04 34750.10 2023-11-09 36715.30 止盈 +5.66% +1340.71U
12 做多 2023-11-06 34918.50 2023-11-09 36715.30 止盈 +5.15% +1357.75U
13 做多 2023-11-08 35495.20 2023-11-09 37922.40 止盈 +6.84% +1989.81U
14 做多 2023-11-12 37169.90 2023-11-15 35239.50 止损 -5.19% -1717.71U
15 做多 2023-11-13 37186.40 2023-11-15 35239.50 止损 -5.24% -1551.94U
16 做多 2023-11-16 37413.90 2023-11-17 36259.00 止损 -3.09% -819.30U
17 做多 2023-11-18 36443.80 2023-11-29 38335.50 止盈 +5.19% +1292.74U
18 做多 2023-11-23 37457.00 2023-12-03 39416.40 止盈 +5.23% +1437.90U
19 做多 2023-11-28 37502.20 2023-12-03 39416.40 止盈 +5.10% +1549.68U
20 做多 2023-12-01 38106.60 2023-12-04 40079.90 止盈 +5.18% +1732.52U
21 做多 2023-12-09 43760.10 2023-12-11 41962.20 止损 -4.11% -1516.81U
22 做多 2023-12-14 42138.10 2023-12-18 40845.90 止损 -3.07% -1039.20U
23 做多 2023-12-17 42314.50 2023-12-18 41001.50 止损 -3.10% -987.10U
24 做多 2023-12-19 42530.00 2024-01-02 45179.80 止盈 +6.23% +1859.12U
25 做多 2023-12-24 43802.00 2023-12-26 42449.00 止损 -3.09% -1036.44U
26 做多 2023-12-26 43515.80 2023-12-27 42049.00 止损 -3.37% -1061.21U
27 做多 2023-12-28 43120.00 2023-12-30 41794.80 止损 -3.07% -902.40U
28 做多 2023-12-31 42335.90 2024-01-02 45179.80 止盈 +6.72% +1851.32U
29 做多 2023-12-31 42567.00 2024-01-02 45179.80 止盈 +6.14% +1918.68U
30 做多 2024-01-05 44434.10 2024-01-09 46970.20 止盈 +5.71% +2002.91U
31 做多 2024-01-07 43816.40 2024-01-09 46970.20 止盈 +7.20% +2813.89U
32 做多 2024-01-08 45102.90 2024-01-11 47451.10 止盈 +5.21% +2328.06U
33 做多 2024-01-11 46676.00 2024-01-12 44495.10 止损 -4.67% -2306.66U
34 做多 2024-01-16 42604.70 2024-01-19 41014.20 止损 -3.73% -1670.92U
35 做多 2024-01-20 41590.10 2024-01-23 40320.70 止损 -3.05% -1264.22U
36 做多 2024-01-24 40015.60 2024-01-27 42083.80 止盈 +5.17% +2010.26U
37 做多 2024-01-26 40057.00 2024-01-27 42083.80 止盈 +5.06% +2171.21U
38 做多 2024-01-29 42127.10 2024-02-08 44326.20 止盈 +5.22% +2466.47U
39 做多 2024-01-29 42623.20 2024-02-08 44805.90 止盈 +5.12% +2671.95U
40 做多 2024-02-02 42915.20 2024-02-08 45406.30 止盈 +5.80% +3338.61U
41 做多 2024-02-04 43030.00 2024-02-08 45406.30 止盈 +5.52% +3544.63U
42 做多 2024-02-05 43240.20 2024-02-08 45406.30 止盈 +5.01% +3570.16U
43 做多 2024-02-06 42980.20 2024-02-08 45406.30 止盈 +5.64% +4425.52U
44 做多 2024-02-14 49436.00 2024-02-14 51939.90 止盈 +5.06% +4418.84U
45 做多 2024-02-18 51919.30 2024-02-27 54531.30 止盈 +5.03% +4833.30U
46 做多 2024-02-20 52890.00 2024-02-21 51115.40 止损 -3.36% -3547.51U
47 做多 2024-02-21 52042.50 2024-02-27 54683.20 止盈 +5.07% +5005.19U
48 做多 2024-02-22 51659.20 2024-02-27 54531.30 止盈 +5.56% +6040.17U
49 做多 2024-02-23 51685.00 2024-02-27 54531.30 止盈 +5.51% +6647.53U
50 做多 2024-02-25 51473.60 2024-02-27 54531.30 止盈 +5.94% +7959.56U
51 做多 2024-02-27 53438.90 2024-02-27 56428.80 止盈 +5.59% +8386.62U
52 做多 2024-03-01 62291.40 2024-03-04 66223.80 止盈 +6.31% +10520.57U
53 做多 2024-03-04 62901.80 2024-03-04 66223.80 止盈 +5.28% +9911.41U
54 做多 2024-03-06 66394.10 2024-03-10 69734.70 止盈 +5.03% +10439.03U
55 做多 2024-03-11 71315.00 2024-03-15 69062.40 止损 -3.16% -7212.23U
56 做多 2024-03-13 72798.90 2024-03-15 70154.00 止损 -3.63% -7772.12U
57 做多 2024-03-18 68325.10 2024-03-19 65899.10 止损 -3.55% -7044.29U
58 做多 2024-03-21 67092.20 2024-03-22 64695.90 止损 -3.57% -6583.22U
59 做多 2024-03-24 65697.20 2024-03-25 69434.70 止盈 +5.69% +9737.56U
60 做多 2024-03-24 65295.30 2024-03-25 69434.70 止盈 +6.34% +12084.43U
61 做多 2024-03-28 70864.40 2024-04-01 68281.00 止损 -3.65% -7829.40U
62 做多 2024-03-31 70291.70 2024-04-02 67025.70 止损 -4.65% -9251.94U

⚙️ 策略参数

  • 计算方式:复利(每次用当前资金10%开仓)
  • 均线设置:MA10 / MA50
  • 开仓条件:MA10上穿MA50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