📊 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 (8640根K线) | 发布时间: 2026-03-25

📈 回测结果摘要

📋 交易记录明细（共121笔）

序	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	2020-04-17	7057.04	2020-04-21	6766.71	止损	-4.11%	1000	20	20000	10000	-821.99	9178
2	做多	2020-04-17	7040.55	2020-04-21	6766.71	止损	-3.89%	918	20	18356	9178	-713.24	8465
3	做多	2020-04-17	7053.47	2020-04-21	6766.71	止损	-4.07%	846	20	16930	8465	-687.59	7777
4	做多	2020-04-18	7050.54	2020-04-21	6766.71	止损	-4.03%	778	20	15554	7777	-625.54	7152
5	做多	2020-04-18	7022.44	2020-04-21	6766.71	止损	-3.64%	715	20	14303	7152	-520.35	6631
6	做多	2020-04-18	7077.97	2020-04-21	6862.12	止损	-3.05%	663	20	13263	6631	-404.05	6227
7	做多	2020-04-19	7186.76	2020-04-20	6964.20	止损	-3.10%	623	20	12454	6227	-385.31	5842
8	做多	2020-04-20	7163.69	2020-04-21	6869.96	止损	-4.10%	584	20	11684	5842	-478.59	5363
9	做多	2020-04-22	6931.68	2020-04-23	7538.61	止盈	+8.76%	536	20	10727	5363	+938.28	6302
10	做多	2020-05-02	8828.71	2020-05-06	9321.44	止盈	+5.58%	630	20	12603	6302	+702.68	7004
11	做多	2020-05-05	8854.53	2020-05-06	9321.44	止盈	+5.27%	700	20	14009	7004	+737.95	7742
12	做多	2020-05-12	8782.50	2020-05-14	9281.00	止盈	+5.68%	774	20	15485	7742	+878.03	8620
13	做多	2020-05-17	9491.08	2020-05-21	9078.84	止损	-4.34%	862	20	17241	8620	-748.09	7872
14	做多	2020-05-20	9691.54	2020-05-21	9371.77	止损	-3.30%	787	20	15744	7872	-518.96	7353
15	做多	2020-05-20	9773.64	2020-05-20	9410.03	止损	-3.72%	735	20	14706	7353	-546.58	6807
16	做多	2020-05-23	9231.81	2020-05-25	8934.00	止损	-3.23%	681	20	13613	6807	-438.72	6368
17	做多	2020-05-26	8858.41	2020-05-28	9415.70	止盈	+6.29%	637	20	12736	6368	+800.43	7168
18	做多	2020-05-27	8854.98	2020-05-28	9415.70	止盈	+6.33%	717	20	14337	7168	+906.93	8075
19	做多	2020-06-02	9579.45	2020-06-02	10232.48	止盈	+6.82%	808	20	16151	8075	+1099.89	9175
20	做多	2020-06-04	9637.81	2020-06-12	9083.01	止损	-5.76%	918	20	18350	9175	-1055.28	8120
21	做多	2020-06-08	9759.28	2020-06-12	9083.01	止损	-6.93%	812	20	16240	8120	-1124.21	6996
22	做多	2020-06-10	9740.63	2020-06-12	9083.01	止损	-6.75%	700	20	13991	6996	-943.66	6052
23	做多	2020-06-13	9426.20	2020-06-15	9034.86	止损	-4.15%	605	20	12104	6052	-502.01	5550
24	做多	2020-06-16	9412.00	2020-06-25	9099.65	止损	-3.32%	555	20	11100	5550	-368.00	5182
25	做多	2020-06-21	9368.17	2020-06-26	9086.35	止损	-3.01%	518	20	10364	5182	-311.47	4871
26	做多	2020-06-29	9149.48	2020-07-24	9628.10	止盈	+5.23%	487	20	9741	4871	+509.06	5380
27	做多	2020-07-01	9150.99	2020-07-24	9628.10	止盈	+5.21%	538	20	10759	5380	+560.40	5940
28	做多	2020-07-05	9131.33	2020-07-24	9628.10	止盈	+5.44%	594	20	11880	5940	+645.66	6586
29	做多	2020-07-06	9222.00	2020-07-26	9688.10	止盈	+5.05%	659	20	13171	6586	+665.04	7251
30	做多	2020-07-11	9261.78	2020-07-26	9775.00	止盈	+5.54%	725	20	14501	7251	+802.76	8053
31	做多	2020-07-12	9233.50	2020-07-26	9715.57	止盈	+5.22%	805	20	16107	8053	+840.08	8894
32	做多	2020-07-13	9275.50	2020-07-26	9775.00	止盈	+5.39%	889	20	17787	8894	+956.91	9850
33	做多	2020-07-15	9249.69	2020-07-26	9715.57	止盈	+5.04%	985	20	19701	9850	+991.29	10842
34	做多	2020-07-18	9158.62	2020-07-24	9628.10	止盈	+5.13%	1084	20	21684	10842	+1110.41	11952
35	做多	2020-07-20	9210.51	2020-07-26	9688.10	止盈	+5.19%	1195	20	23904	11952	+1238.27	13190
36	做多	2020-07-31	11178.04	2020-08-02	11745.01	止盈	+5.07%	1319	20	26381	13190	+1336.75	14527
37	做多	2020-07-31	11231.87	2020-08-02	11844.90	止盈	+5.46%	1453	20	29054	14527	+1584.19	16111
38	做多	2020-08-04	11383.88	2020-08-10	12018.90	止盈	+5.58%	1611	20	32223	16111	+1795.66	17907
39	做多	2020-08-05	11401.20	2020-08-10	12018.90	止盈	+5.42%	1791	20	35814	17907	+1938.41	19845
40	做多	2020-08-09	11716.43	2020-08-12	11219.00	止损	-4.25%	1985	20	39691	19845	-1683.42	18162
41	做多	2020-08-10	12018.90	2020-08-11	11655.41	止损	-3.02%	1816	20	36324	18162	-1097.46	17065
42	做多	2020-08-13	11640.00	2020-08-17	12443.99	止盈	+6.91%	1706	20	34129	17065	+2354.99	19420
43	做多	2020-08-17	11855.31	2020-08-22	11429.20	止损	-3.59%	1942	20	38839	19420	-1394.58	18025
44	做多	2020-08-17	11856.27	2020-08-22	11429.20	止损	-3.60%	1802	20	36050	18025	-1297.24	16728
45	做多	2020-08-17	12132.85	2020-08-19	11766.81	止损	-3.02%	1673	20	33455	16728	-1008.32	15719
46	做多	2020-08-21	11867.46	2020-08-22	11429.20	止损	-3.69%	1572	20	31439	15719	-1159.86	14560
47	做多	2020-08-23	11611.38	2020-08-26	11243.99	止损	-3.16%	1456	20	29119	14560	-920.42	13639
48	做多	2020-08-24	11639.71	2020-08-26	11243.99	止损	-3.40%	1364	20	27278	13639	-926.46	12713
49	做多	2020-08-27	11466.22	2020-09-01	12049.13	止盈	+5.08%	1271	20	25425	12713	+1291.26	14004
50	做多	2020-08-28	11398.29	2020-09-01	12049.13	止盈	+5.71%	1400	20	28008	14004	+1597.64	15602
51	做多	2020-09-07	10282.80	2020-09-07	9950.84	止损	-3.23%	1560	20	31203	15602	-1006.32	14595
52	做多	2020-09-08	10378.76	2020-09-08	10018.33	止损	-3.47%	1460	20	29190	14595	-1012.70	13583
53	做多	2020-09-09	10192.51	2020-09-15	10717.87	止盈	+5.15%	1358	20	27165	13583	+1398.79	14981
54	做多	2020-09-12	10342.99	2020-09-15	10900.23	止盈	+5.39%	1498	20	29963	14981	+1612.66	16594
55	做多	2020-09-14	10501.89	2020-09-17	11050.00	止盈	+5.22%	1659	20	33188	16594	+1730.40	18324
56	做多	2020-09-18	10935.33	2020-09-21	10569.37	止损	-3.35%	1832	20	36649	18324	-1225.26	17099
57	做多	2020-09-19	10963.54	2020-09-21	10634.48	止损	-3.00%	1710	20	34198	17099	-1025.40	16074
58	做多	2020-09-23	10446.46	2020-10-09	10980.92	止盈	+5.12%	1607	20	32147	16074	+1643.08	17717
59	做多	2020-09-25	10649.90	2020-10-10	11390.93	止盈	+6.96%	1772	20	35434	17717	+2463.04	20180
60	做多	2020-09-28	10745.09	2020-10-10	11390.93	止盈	+6.01%	2018	20	40360	20180	+2423.42	22603
61	做多	2020-10-01	10741.00	2020-10-10	11390.93	止盈	+6.05%	2260	20	45207	22603	+2732.68	25336
62	做多	2020-10-04	10575.76	2020-10-10	11390.93	止盈	+7.71%	2534	20	50672	25336	+3901.84	29238
63	做多	2020-10-08	10634.23	2020-10-10	11390.93	止盈	+7.12%	2924	20	58476	29238	+4156.78	33395
64	做多	2020-10-08	10909.99	2020-10-12	11492.00	止盈	+5.33%	3339	20	66789	33395	+3559.40	36954
65	做多	2020-10-12	11551.71	2020-10-21	12172.67	止盈	+5.38%	3695	20	73908	36954	+3968.93	40923
66	做多	2020-10-16	11518.48	2020-10-21	12115.48	止盈	+5.18%	4092	20	81846	40923	+4237.81	45161
67	做多	2020-10-18	11373.00	2020-10-21	11961.05	止盈	+5.17%	4516	20	90321	45161	+4665.47	49826
68	做多	2020-10-24	12971.48	2020-10-28	13638.99	止盈	+5.15%	4983	20	99652	49826	+5122.96	54949
69	做多	2020-10-26	13086.21	2020-10-28	13835.97	止盈	+5.73%	5495	20	109898	54949	+6290.20	61239
70	做多	2020-10-27	13115.99	2020-10-28	13835.97	止盈	+5.49%	6124	20	122479	61239	+6716.54	67956
71	做多	2020-10-30	13504.30	2020-11-05	14228.71	止盈	+5.36%	6796	20	135912	67956	+7283.41	75239
72	做多	2020-10-30	13540.01	2020-11-05	14228.71	止盈	+5.09%	7524	20	150479	75239	+7646.30	82886
73	做多	2020-11-04	13720.79	2020-11-05	14469.71	止盈	+5.46%	8289	20	165771	82886	+9039.22	91925
74	做多	2020-11-09	15528.94	2020-11-09	15006.90	止损	-3.36%	9192	20	183850	91925	-6174.33	85750
75	做多	2020-11-10	15389.12	2020-11-13	16225.42	止盈	+5.43%	8575	20	171501	85750	+9310.66	95061
76	做多	2020-11-10	15377.65	2020-11-13	16225.42	止盈	+5.51%	9506	20	190122	95061	+10470.96	105532
77	做多	2020-11-11	15388.00	2020-11-13	16225.42	止盈	+5.44%	10553	20	211064	105532	+11474.70	117007
78	做多	2020-11-16	16230.01	2020-11-17	17078.66	止盈	+5.23%	11701	20	234014	117007	+12224.08	129231
79	做多	2020-11-20	17953.89	2020-11-21	18875.09	止盈	+5.13%	12923	20	258462	129231	+13248.21	142479
80	做多	2020-11-23	18606.18	2020-11-26	17930.00	止损	-3.63%	14248	20	284958	142479	-10345.50	132134
81	做多	2020-11-24	19033.28	2020-11-26	18420.06	止损	-3.22%	13213	20	264267	132134	-8505.72	123628
82	做多	2020-11-28	17021.77	2020-11-29	18143.52	止盈	+6.59%	12363	20	247256	123628	+16278.08	139906
83	做多	2020-12-03	19096.00	2020-12-09	18316.00	止损	-4.08%	13991	20	279812	139906	-11417.84	128488
84	做多	2020-12-06	19009.00	2020-12-09	18316.00	止损	-3.65%	12849	20	256976	128488	-9359.06	119129
85	做多	2020-12-08	19165.03	2020-12-09	18316.00	止损	-4.43%	11913	20	238258	119129	-10544.52	108585
86	做多	2020-12-12	18271.24	2020-12-13	19243.57	止盈	+5.32%	10858	20	217169	108585	+11545.40	120130
87	做多	2020-12-23	23450.69	2020-12-26	24730.00	止盈	+5.46%	12013	20	240260	120130	+13093.83	133224
88	做多	2020-12-25	23737.44	2020-12-26	24928.28	止盈	+5.02%	13322	20	266447	133224	+13353.55	146577
89	做多	2020-12-30	27665.99	2020-12-31	29163.25	止盈	+5.41%	14658	20	293155	146577	+15849.41	162427
90	做多	2021-01-06	33411.50	2021-01-06	35470.73	止盈	+6.16%	16243	20	324853	162427	+20001.47	182428
91	做多	2021-01-13	34618.06	2021-01-14	37354.27	止盈	+7.90%	18243	20	364856	182428	+28809.39	211238
92	做多	2021-01-18	36830.01	2021-01-19	35717.07	止损	-3.02%	21124	20	422475	211238	-12753.71	198484
93	做多	2021-01-23	33306.00	2021-01-23	32286.00	止损	-3.06%	19848	20	396968	198484	-12145.02	186339
94	做多	2021-01-24	32368.97	2021-01-25	31293.67	止损	-3.32%	18634	20	372678	186339	-12368.00	173971
95	做多	2021-01-24	32789.00	2021-01-25	31750.16	止损	-3.17%	17397	20	347942	173971	-11012.66	162958
96	做多	2021-01-25	33415.01	2021-01-26	32253.68	止损	-3.48%	16296	20	325916	162958	-11315.81	151642
97	做多	2021-01-28	31477.14	2021-01-29	33197.11	止盈	+5.46%	15164	20	303285	151642	+16555.47	168198
98	做多	2021-02-01	34213.60	2021-02-01	33178.13	止损	-3.03%	16820	20	336396	168198	-10170.79	158027
99	做多	2021-02-08	43506.10	2021-02-09	46451.32	止盈	+6.77%	15803	20	316054	158027	+21374.43	179401
100	做多	2021-02-11	48070.75	2021-02-12	46598.95	止损	-3.06%	17940	20	358803	179401	-10974.62	168427
101	做多	2021-02-14	49026.56	2021-02-15	46929.10	止损	-4.28%	16843	20	336854	168427	-14396.90	154030
102	做多	2021-02-16	48722.66	2021-02-17	51181.48	止盈	+5.05%	15403	20	308060	154030	+15530.89	169561
103	做多	2021-02-19	52832.04	2021-02-20	55548.25	止盈	+5.14%	16956	20	339122	169561	+17417.55	186978
104	做多	2021-02-24	50797.73	2021-02-25	49021.21	止损	-3.50%	18698	20	373957	186978	-13065.10	173913
105	做多	2021-02-24	49863.34	2021-02-26	48126.74	止损	-3.48%	17391	20	347827	173913	-12101.71	161812
106	做多	2021-02-25	50103.00	2021-02-26	48126.74	止损	-3.94%	16181	20	323623	161812	-12752.21	149059
107	做多	2021-02-25	50544.29	2021-02-25	49008.90	止损	-3.04%	14906	20	298119	149059	-9046.93	140012
108	做多	2021-02-28	47439.35	2021-02-28	45857.58	止损	-3.33%	14001	20	280025	140012	-9327.53	130685
109	做多	2021-03-01	45887.24	2021-03-01	49184.51	止盈	+7.19%	13068	20	261370	130685	+18762.19	149447
110	做多	2021-03-03	49082.72	2021-03-03	51721.40	止盈	+5.38%	14945	20	298894	149447	+16052.44	165500
111	做多	2021-03-06	48825.58	2021-03-06	47350.00	止损	-3.02%	16550	20	330999	165500	-9993.27	155506
112	做多	2021-03-07	48935.29	2021-03-08	51510.00	止盈	+5.26%	15551	20	311013	155506	+16347.43	171854
113	做多	2021-03-17	55613.52	2021-03-18	58466.22	止盈	+5.13%	17185	20	343707	171854	+17612.87	189467
114	做多	2021-03-18	57764.37	2021-03-21	56009.76	止损	-3.04%	18947	20	378933	189467	-11498.70	177968
115	做多	2021-03-24	56591.65	2021-03-25	54789.04	止损	-3.19%	17797	20	355936	177968	-11326.26	166642
116	做多	2021-03-26	53329.88	2021-03-28	56180.01	止盈	+5.34%	16664	20	333283	166642	+17793.98	184436
117	做多	2021-03-29	57961.11	2021-04-08	56120.44	止损	-3.18%	18444	20	368871	184436	-11702.52	172733
118	做多	2021-04-02	58991.90	2021-04-04	57134.65	止损	-3.15%	17273	20	345466	172733	-10865.48	161868
119	做多	2021-04-03	59568.57	2021-04-04	57686.00	止损	-3.16%	16187	20	323735	161868	-10220.90	151647
120	做多	2021-04-05	59098.01	2021-04-07	56857.17	止损	-3.79%	15165	20	303293	151647	-11488.58	140158
121	做多	2021-04-09	57763.84	2021-04-10	61252.13	止盈	+6.04%	14016	20	280316	140158	+16911.04	157069

⚙️ 策略参数

⚠️ 风险提示