📊 以太坊ETH 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 15:40

📈 回测结果摘要

测试币种
以太坊ETH
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
284次
盈利
132次
亏损
152次
胜率
46.5%
总收益
+909.5%
最终资金
100953U
最大回撤
-97.9%
月化收益
+75.8%

📊 收益与风险

盈利因子
1.20
止盈次数
132
止损次数
152
盈亏比
0.87

📋 交易记录明细(共284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 2023-05-21 09:00 1816.69 2023-05-29 07:00 1908.36 止盈 +5.05% 1000 20 20000 10000 +1008.19 11008
2 做多 2023-05-21 16:00 1814.50 2023-05-29 06:00 1906.38 止盈 +5.06% 1101 20 22016 11008 +1113.72 12122
3 做多 2023-05-21 18:00 1809.29 2023-05-29 06:00 1906.38 止盈 +5.37% 1212 20 24244 12122 +1299.67 13422
4 做多 2023-05-22 16:00 1810.89 2023-05-29 06:00 1906.38 止盈 +5.27% 1342 20 26843 13422 +1414.05 14836
5 做多 2023-05-25 20:00 1800.87 2023-05-29 06:00 1906.38 止盈 +5.86% 1484 20 29671 14836 +1736.65 16572
6 做多 2023-05-28 07:00 1828.85 2023-06-10 13:00 1750.34 止损 -4.29% 1657 20 33145 16572 -1421.43 15151
7 做多 2023-05-29 02:00 1850.72 2023-06-10 12:00 1787.31 止损 -3.43% 1515 20 30302 15151 -1037.17 14114
8 做多 2023-05-30 11:00 1899.78 2023-06-05 23:00 1818.95 止损 -4.25% 1411 20 28227 14114 -1199.79 12914
9 做多 2023-06-01 07:00 1872.84 2023-06-06 00:00 1812.59 止损 -3.22% 1291 20 25828 12914 -830.06 12084
10 做多 2023-06-01 23:00 1862.79 2023-06-06 02:00 1806.32 止损 -3.03% 1208 20 24168 12084 -731.90 11352
11 做多 2023-06-04 14:00 1897.50 2023-06-05 23:00 1818.95 止损 -4.14% 1135 20 22704 11352 -938.92 10413
12 做多 2023-06-06 17:00 1816.27 2023-06-10 13:00 1750.34 止损 -3.63% 1041 20 20826 10413 -755.22 9658
13 做多 2023-06-08 17:00 1838.51 2023-06-10 13:00 1750.34 止损 -4.80% 966 20 19316 9658 -925.40 8732
14 做多 2023-06-09 20:00 1851.36 2023-06-10 12:00 1787.31 止损 -3.46% 873 20 17465 8732 -603.61 8129
15 做多 2023-06-11 07:00 1750.64 2023-06-15 04:00 1637.21 止损 -6.48% 813 20 16258 8129 -1052.33 7076
16 做多 2023-06-12 03:00 1761.49 2023-06-15 04:00 1637.21 止损 -7.06% 708 20 14153 7076 -997.54 6079
17 做多 2023-06-13 08:00 1732.07 2023-06-15 04:00 1637.21 止损 -5.48% 608 20 12158 6079 -665.18 5414
18 做多 2023-06-14 10:00 1746.05 2023-06-15 04:00 1637.21 止损 -6.23% 541 20 10827 5414 -674.25 4739
19 做多 2023-06-16 01:00 1649.64 2023-06-17 13:00 1759.00 止盈 +6.63% 474 20 9479 4739 +627.76 5367
20 做多 2023-06-16 23:00 1681.64 2023-06-21 01:00 1768.24 止盈 +5.15% 537 20 10734 5367 +552.24 5919
21 做多 2023-06-18 17:00 1732.68 2023-06-21 13:00 1820.52 止盈 +5.07% 592 20 11839 5919 +599.59 6519
22 做多 2023-06-19 23:00 1720.81 2023-06-21 09:00 1808.21 止盈 +5.08% 652 20 13038 6519 +661.54 7181
23 做多 2023-06-20 05:00 1731.37 2023-06-21 13:00 1820.52 止盈 +5.15% 718 20 14361 7181 +738.73 7919
24 做多 2023-06-21 01:00 1768.24 2023-06-22 00:00 1869.90 止盈 +5.75% 792 20 15839 7919 +909.69 8829
25 做多 2023-06-23 16:00 1883.49 2023-06-29 06:00 1826.69 止损 -3.02% 883 20 17658 8829 -531.98 8297
26 做多 2023-06-23 23:00 1916.53 2023-06-27 00:00 1851.71 止损 -3.38% 830 20 16594 8297 -560.68 7736
27 做多 2023-06-24 22:00 1892.43 2023-06-29 03:00 1831.43 止损 -3.22% 774 20 15473 7736 -498.25 7238
28 做多 2023-06-25 12:00 1906.06 2023-06-27 01:00 1845.83 止损 -3.16% 724 20 14476 7238 -456.98 6781
29 做多 2023-06-26 23:00 1888.45 2023-06-29 03:00 1831.43 止损 -3.02% 678 20 13562 6781 -409.09 6372
30 做多 2023-06-27 12:00 1869.80 2023-07-03 15:00 1968.01 止盈 +5.25% 637 20 12744 6372 +668.71 7041
31 做多 2023-06-29 16:00 1847.95 2023-07-03 06:00 1942.31 止盈 +5.11% 704 20 14082 7041 +718.31 7759
32 做多 2023-06-30 11:00 1872.73 2023-07-03 15:00 1968.01 止盈 +5.09% 776 20 15518 7759 +788.74 8548
33 做多 2023-07-01 01:00 1931.79 2023-07-07 06:00 1867.70 止损 -3.32% 855 20 17096 8548 -566.61 7981
34 做多 2023-07-02 05:00 1922.79 2023-07-07 07:00 1844.82 止损 -4.06% 798 20 15962 7981 -646.64 7335
35 做多 2023-07-02 22:00 1925.20 2023-07-07 07:00 1844.82 止损 -4.18% 733 20 14669 7335 -611.85 6723
36 做多 2023-07-03 06:00 1942.31 2023-07-06 22:00 1879.61 止损 -3.23% 672 20 13445 6723 -433.60 6289
37 做多 2023-07-04 21:00 1955.59 2023-07-06 21:00 1891.63 止损 -3.27% 629 20 12578 6289 -410.98 5878
38 做多 2023-07-06 12:00 1910.44 2023-07-07 07:00 1844.82 止损 -3.43% 588 20 11756 5878 -403.40 5475
39 做多 2023-07-07 21:00 1872.25 2023-07-14 01:00 1988.75 止盈 +6.22% 547 20 10949 5475 +680.65 6155
40 做多 2023-07-09 09:00 1867.41 2023-07-14 00:00 1962.58 止盈 +5.10% 616 20 12311 6155 +626.78 6782
41 做多 2023-07-10 21:00 1862.65 2023-07-14 00:00 1962.58 止盈 +5.36% 678 20 13564 6782 +726.99 7509
42 做多 2023-07-12 06:00 1878.33 2023-07-14 01:00 1988.75 止盈 +5.88% 751 20 15018 7509 +881.99 8391
43 做多 2023-07-13 18:00 1881.30 2023-07-14 01:00 1988.75 止盈 +5.71% 839 20 16782 8391 +957.56 9349
44 做多 2023-07-15 18:00 1941.51 2023-07-18 02:00 1882.67 止损 -3.03% 935 20 18697 9349 -566.08 8783
45 做多 2023-07-16 20:00 1930.20 2023-07-23 07:00 1865.60 止损 -3.35% 878 20 17565 8783 -587.29 8195
46 做多 2023-07-17 15:00 1927.99 2023-07-23 07:00 1865.60 止损 -3.24% 820 20 16391 8195 -529.87 7665
47 做多 2023-07-18 09:00 1914.52 2023-07-24 17:00 1841.46 止损 -3.82% 767 20 15331 7665 -584.46 7081
48 做多 2023-07-19 08:00 1910.58 2023-07-24 17:00 1841.46 止损 -3.62% 708 20 14162 7081 -511.83 6569
49 做多 2023-07-20 15:00 1911.69 2023-07-24 17:00 1841.46 止损 -3.67% 657 20 13138 6569 -482.18 6087
50 做多 2023-07-22 01:00 1897.52 2023-08-01 10:00 1827.98 止损 -3.66% 609 20 12174 6087 -445.70 5641
51 做多 2023-07-24 00:00 1882.67 2023-08-01 11:00 1825.62 止损 -3.03% 564 20 11283 5641 -341.55 5300
52 做多 2023-07-25 11:00 1850.30 2023-08-17 16:00 1792.14 止损 -3.14% 530 20 10599 5300 -332.84 4967
53 做多 2023-07-26 23:00 1859.88 2023-08-17 08:00 1796.01 止损 -3.43% 497 20 9934 4967 -340.79 4626
54 做多 2023-07-28 18:00 1865.98 2023-08-17 04:00 1809.34 止损 -3.04% 463 20 9252 4626 -280.56 4346
55 做多 2023-07-30 01:00 1876.21 2023-08-07 23:00 1817.41 止损 -3.13% 435 20 8691 4346 -272.10 4073
56 做多 2023-07-31 02:00 1876.30 2023-08-07 23:00 1817.41 止损 -3.14% 407 20 8147 4073 -255.44 3818
57 做多 2023-07-31 20:00 1871.94 2023-08-08 00:00 1814.99 止损 -3.04% 382 20 7636 3818 -232.08 3586
58 做多 2023-08-02 02:00 1852.72 2023-08-17 08:00 1796.01 止损 -3.06% 359 20 7172 3586 -219.30 3367
59 做多 2023-08-03 22:00 1846.89 2023-08-17 18:00 1787.58 止损 -3.21% 337 20 6733 3367 -216.01 3151
60 做多 2023-08-04 22:00 1846.47 2023-08-17 18:00 1787.58 止损 -3.19% 315 20 6301 3151 -200.77 2950
61 做多 2023-08-05 20:00 1830.06 2023-08-17 23:00 1738.32 止损 -5.01% 295 20 5900 2950 -295.45 2654
62 做多 2023-08-07 04:00 1831.72 2023-08-17 23:00 1738.32 止损 -5.10% 265 20 5309 2654 -270.43 2384
63 做多 2023-08-07 09:00 1840.43 2023-08-17 21:00 1784.72 止损 -3.03% 238 20 4768 2384 -144.18 2240
64 做多 2023-08-08 09:00 1826.20 2023-08-17 23:00 1738.32 止损 -4.81% 224 20 4480 2240 -215.35 2024
65 做多 2023-08-10 20:00 1856.36 2023-08-17 08:00 1796.01 止损 -3.25% 202 20 4049 2024 -131.50 1893
66 做多 2023-08-11 21:00 1852.00 2023-08-17 08:00 1796.01 止损 -3.02% 189 20 3786 1893 -114.34 1779
67 做多 2023-08-12 09:00 1848.28 2023-08-17 16:00 1792.14 止损 -3.04% 178 20 3557 1779 -107.94 1671
68 做多 2023-08-13 09:00 1850.70 2023-08-17 16:00 1792.14 止损 -3.16% 167 20 3341 1671 -105.62 1565
69 做多 2023-08-13 18:00 1849.67 2023-08-17 16:00 1792.14 止损 -3.11% 157 20 3130 1565 -97.26 1468
70 做多 2023-08-14 03:00 1858.18 2023-08-17 08:00 1796.01 止损 -3.35% 147 20 2936 1468 -98.12 1370
71 做多 2023-08-14 15:00 1848.90 2023-08-17 16:00 1792.14 止损 -3.07% 137 20 2739 1370 -84.01 1286
72 做多 2023-08-19 19:00 1659.02 2023-08-23 05:00 1603.41 止损 -3.35% 129 20 2571 1286 -86.10 1200
73 做多 2023-08-19 22:00 1662.15 2023-08-23 05:00 1603.41 止损 -3.53% 120 20 2399 1200 -84.70 1115
74 做多 2023-08-20 20:00 1675.50 2023-08-23 03:00 1624.20 止损 -3.06% 111 20 2230 1115 -68.20 1047
75 做多 2023-08-22 07:00 1666.79 2023-08-23 05:00 1603.41 止损 -3.80% 105 20 2093 1047 -79.52 967
76 做多 2023-08-23 15:00 1644.53 2023-08-30 00:00 1734.33 止盈 +5.46% 97 20 1934 967 +105.52 1073
77 做多 2023-08-25 11:00 1654.61 2023-09-11 17:00 1593.01 止损 -3.72% 107 20 2145 1073 -79.79 993
78 做多 2023-08-25 17:00 1652.12 2023-08-30 02:00 1734.96 止盈 +5.01% 99 20 1986 993 +99.47 1092
79 做多 2023-08-25 20:00 1653.77 2023-09-11 17:00 1593.01 止损 -3.67% 109 20 2185 1092 -80.18 1012
80 做多 2023-08-26 06:00 1653.29 2023-09-11 17:00 1593.01 止损 -3.65% 101 20 2024 1012 -73.73 938
81 做多 2023-08-27 13:00 1651.13 2023-08-30 00:00 1734.33 止盈 +5.04% 94 20 1877 938 +94.48 1033
82 做多 2023-08-28 23:00 1647.99 2023-08-30 00:00 1734.33 止盈 +5.24% 103 20 2066 1033 +108.12 1141
83 做多 2023-08-29 22:00 1721.13 2023-09-01 00:00 1649.75 止损 -4.15% 114 20 2282 1141 -94.55 1046
84 做多 2023-08-31 16:00 1705.65 2023-09-01 00:00 1649.75 止损 -3.28% 105 20 2093 1046 -68.52 978
85 做多 2023-09-02 13:00 1632.75 2023-09-11 22:00 1558.26 止损 -4.56% 98 20 1956 978 -89.14 889
86 做多 2023-09-03 06:00 1636.02 2023-09-11 19:00 1585.86 止损 -3.07% 89 20 1778 889 -54.45 834
87 做多 2023-09-03 14:00 1635.59 2023-09-11 19:00 1585.86 止损 -3.04% 83 20 1669 834 -50.69 784
88 做多 2023-09-04 04:00 1642.06 2023-09-11 18:00 1588.74 止损 -3.25% 78 20 1567 784 -50.84 733
89 做多 2023-09-05 18:00 1632.49 2023-09-11 22:00 1558.26 止损 -4.55% 73 20 1466 733 -66.58 666
90 做多 2023-09-07 04:00 1627.99 2023-09-11 22:00 1558.26 止损 -4.28% 67 20 1332 666 -57.02 609
91 做多 2023-09-07 07:00 1632.33 2023-09-11 22:00 1558.26 止损 -4.54% 61 20 1218 609 -55.23 554
92 做多 2023-09-08 02:00 1635.79 2023-09-11 19:00 1585.86 止损 -3.05% 55 20 1108 554 -33.79 520
93 做多 2023-09-09 07:00 1635.78 2023-09-11 19:00 1585.86 止损 -3.05% 52 20 1040 520 -31.72 488
94 做多 2023-09-10 03:00 1633.18 2023-09-11 22:00 1558.26 止损 -4.59% 49 20 977 488 -44.77 444
95 做多 2023-09-10 06:00 1634.87 2023-09-11 22:00 1558.26 止损 -4.69% 44 20 887 444 -41.54 402
96 做多 2023-09-12 12:00 1581.57 2023-09-18 20:00 1664.58 止盈 +5.25% 40 20 804 402 +42.17 444
97 做多 2023-09-13 19:00 1603.83 2023-09-29 15:00 1685.59 止盈 +5.10% 44 20 889 444 +45.26 490
98 做多 2023-09-15 10:00 1631.89 2023-09-21 21:00 1575.52 止损 -3.45% 49 20 979 490 -33.79 456
99 做多 2023-09-16 06:00 1648.96 2023-09-21 18:00 1590.92 止损 -3.52% 46 20 912 456 -32.06 424
100 做多 2023-09-17 20:00 1630.69 2023-09-21 21:00 1575.52 止损 -3.38% 42 20 848 424 -28.64 395
101 做多 2023-09-18 13:00 1629.20 2023-09-21 21:00 1575.52 止损 -3.29% 40 20 790 395 -26.01 369
102 做多 2023-09-19 17:00 1652.78 2023-09-21 18:00 1590.92 止损 -3.74% 37 20 738 369 -27.60 342
103 做多 2023-09-22 12:00 1593.33 2023-09-29 15:00 1685.59 止盈 +5.79% 34 20 683 342 +39.51 381
104 做多 2023-09-23 09:00 1595.01 2023-09-29 15:00 1685.59 止盈 +5.68% 38 20 762 381 +43.23 424
105 做多 2023-09-23 17:00 1592.18 2023-09-29 15:00 1685.59 止盈 +5.87% 42 20 848 424 +49.73 474
106 做多 2023-09-24 04:00 1592.55 2023-09-29 15:00 1685.59 止盈 +5.84% 47 20 948 474 +55.33 529
107 做多 2023-09-24 10:00 1593.38 2023-09-29 15:00 1685.59 止盈 +5.79% 53 20 1059 529 +61.20 590
108 做多 2023-09-24 16:00 1593.82 2023-09-29 15:00 1685.59 止盈 +5.76% 59 20 1181 590 +67.93 658
109 做多 2023-09-26 00:00 1590.00 2023-09-29 15:00 1685.59 止盈 +6.01% 66 20 1317 658 +79.09 738
110 做多 2023-09-27 07:00 1593.30 2023-09-29 15:00 1685.59 止盈 +5.79% 74 20 1475 738 +85.35 823
111 做多 2023-09-28 12:00 1609.00 2023-10-02 06:00 1734.10 止盈 +7.78% 82 20 1646 823 +127.83 951
112 做多 2023-09-30 11:00 1669.63 2023-10-05 23:00 1617.40 止损 -3.13% 95 20 1901 951 -59.42 891
113 做多 2023-10-01 15:00 1677.52 2023-10-05 23:00 1617.40 止损 -3.58% 89 20 1783 891 -63.82 827
114 做多 2023-10-02 06:00 1734.10 2023-10-03 02:00 1657.52 止损 -4.42% 83 20 1655 827 -73.01 754
115 做多 2023-10-04 20:00 1645.44 2023-10-09 17:00 1591.58 止损 -3.27% 75 20 1509 754 -49.34 705
116 做多 2023-10-05 05:00 1643.02 2023-10-09 17:00 1591.58 止损 -3.13% 71 20 1410 705 -44.11 661
117 做多 2023-10-06 14:00 1621.38 2023-10-10 00:00 1568.67 止损 -3.25% 66 20 1322 661 -42.93 618
118 做多 2023-10-08 12:00 1632.61 2023-10-10 00:00 1568.67 止损 -3.92% 62 20 1236 618 -48.36 570
119 做多 2023-10-09 01:00 1631.34 2023-10-10 00:00 1568.67 止损 -3.84% 57 20 1139 570 -43.73 526
120 做多 2023-10-10 13:00 1585.43 2023-10-13 00:00 1528.18 止损 -3.61% 53 20 1052 526 -37.95 488
121 做多 2023-10-11 18:00 1575.41 2023-10-23 06:00 1665.90 止盈 +5.74% 49 20 976 488 +56.01 544
122 做多 2023-10-12 07:00 1566.07 2023-10-23 06:00 1665.90 止盈 +6.37% 54 20 1088 544 +69.29 613
123 做多 2023-10-13 11:00 1538.25 2023-10-20 17:00 1617.89 止盈 +5.18% 61 20 1227 613 +63.44 677
124 做多 2023-10-14 04:00 1558.83 2023-10-22 01:00 1637.80 止盈 +5.07% 68 20 1354 677 +68.50 745
125 做多 2023-10-15 00:00 1555.11 2023-10-22 01:00 1637.80 止盈 +5.32% 75 20 1491 745 +79.18 824
126 做多 2023-10-16 02:00 1564.45 2023-10-22 14:00 1644.33 止盈 +5.11% 82 20 1649 824 +84.11 909
127 做多 2023-10-18 13:00 1572.03 2023-10-23 06:00 1665.90 止盈 +5.97% 91 20 1817 909 +108.40 1017
128 做多 2023-10-19 23:00 1560.34 2023-10-22 13:00 1641.24 止盈 +5.18% 102 20 2034 1017 +105.35 1122
129 做多 2023-10-21 17:00 1606.35 2023-10-23 11:00 1693.62 止盈 +5.43% 112 20 2245 1122 +121.82 1244
130 做多 2023-10-23 04:00 1639.62 2023-10-24 06:00 1786.17 止盈 +8.94% 124 20 2488 1244 +222.18 1466
131 做多 2023-10-25 21:00 1792.99 2023-11-05 11:00 1889.85 止盈 +5.40% 147 20 2933 1466 +158.26 1625
132 做多 2023-10-26 05:00 1788.47 2023-11-05 11:00 1889.85 止盈 +5.67% 162 20 3249 1625 +183.99 1809
133 做多 2023-10-28 10:00 1792.28 2023-11-05 11:00 1889.85 止盈 +5.44% 181 20 3617 1809 +196.71 2005
134 做多 2023-10-29 17:00 1789.19 2023-11-05 11:00 1889.85 止盈 +5.63% 201 20 4011 2005 +225.41 2231
135 做多 2023-10-30 17:00 1817.40 2023-11-06 22:00 1913.96 止盈 +5.31% 223 20 4461 2231 +236.80 2467
136 做多 2023-10-31 06:00 1810.35 2023-11-06 01:00 1901.12 止盈 +5.01% 247 20 4935 2467 +247.19 2715
137 做多 2023-10-31 20:00 1799.63 2023-11-05 11:00 1889.85 止盈 +5.01% 271 20 5429 2715 +271.91 2987
138 做多 2023-11-01 03:00 1812.43 2023-11-06 20:00 1906.61 止盈 +5.20% 299 20 5973 2987 +310.07 3297
139 做多 2023-11-02 03:00 1836.87 2023-11-09 22:00 1990.00 止盈 +8.34% 330 20 6593 3297 +549.10 3846
140 做多 2023-11-03 22:00 1806.28 2023-11-06 01:00 1901.12 止盈 +5.25% 385 20 7691 3846 +403.44 4249
141 做多 2023-11-06 09:00 1886.68 2023-11-09 22:00 1990.00 止盈 +5.48% 425 20 8498 4249 +464.93 4714
142 做多 2023-11-06 19:00 1899.39 2023-11-09 23:00 2039.56 止盈 +7.38% 471 20 9428 4714 +695.08 5409
143 做多 2023-11-08 04:00 1902.18 2023-11-09 23:00 2039.56 止盈 +7.22% 541 20 10818 5409 +780.55 6190
144 做多 2023-11-08 22:00 1886.95 2023-11-09 22:00 1990.00 止盈 +5.46% 619 20 12380 6190 +675.39 6865
145 做多 2023-11-11 22:00 2083.00 2023-11-15 02:00 1966.47 止损 -5.59% 687 20 13730 6865 -767.35 6098
146 做多 2023-11-12 23:00 2058.35 2023-11-15 02:00 1966.47 止损 -4.46% 610 20 12196 6098 -543.84 5554
147 做多 2023-11-13 19:00 2048.38 2023-11-15 02:00 1966.47 止损 -4.00% 555 20 11108 5554 -443.74 5110
148 做多 2023-11-15 19:00 2013.96 2023-11-17 21:00 1952.50 止损 -3.05% 511 20 10220 5110 -311.59 4799
149 做多 2023-11-18 09:00 1950.37 2023-11-21 01:00 2058.06 止盈 +5.52% 480 20 9597 4799 +529.38 5328
150 做多 2023-11-19 00:00 1964.49 2023-11-23 02:00 2063.63 止盈 +5.05% 533 20 10656 5328 +537.23 5865
151 做多 2023-11-19 14:00 1962.60 2023-11-23 02:00 2063.63 止盈 +5.15% 587 20 11730 5865 +603.25 6469
152 做多 2023-11-20 00:00 1969.16 2023-11-23 03:00 2077.35 止盈 +5.49% 647 20 12937 6469 +710.08 7179
153 做多 2023-11-22 14:00 1994.62 2023-11-24 17:00 2110.49 止盈 +5.81% 718 20 14357 7179 +833.19 8012
154 做多 2023-11-24 05:00 2069.35 2023-11-27 23:00 2003.15 止损 -3.20% 801 20 16024 8012 -512.09 7500
155 做多 2023-11-26 05:00 2083.96 2023-11-27 20:00 2018.40 止损 -3.15% 750 20 14999 7500 -471.40 7028
156 做多 2023-11-26 14:00 2090.22 2023-11-27 18:00 2024.32 止损 -3.15% 703 20 14057 7028 -442.73 6586
157 做多 2023-11-28 09:00 2026.36 2023-12-03 02:00 2148.02 止盈 +6.00% 659 20 13171 6586 +789.99 7376
158 做多 2023-11-28 19:00 2027.98 2023-12-03 02:00 2148.02 止盈 +5.92% 738 20 14751 7376 +872.27 8248
159 做多 2023-11-30 14:00 2034.75 2023-12-03 02:00 2148.02 止盈 +5.57% 825 20 16496 8248 +917.36 9165
160 做多 2023-11-30 19:00 2045.23 2023-12-03 02:00 2148.02 止盈 +5.03% 917 20 18330 9165 +920.33 10085
161 做多 2023-12-02 11:00 2092.47 2023-12-04 06:00 2205.94 止盈 +5.42% 1009 20 20171 10085 +1092.73 11178
162 做多 2023-12-04 04:00 2167.79 2023-12-06 01:00 2292.99 止盈 +5.78% 1118 20 22356 11178 +1289.90 12468
163 做多 2023-12-05 09:00 2240.11 2023-12-08 05:00 2370.57 止盈 +5.82% 1247 20 24936 12468 +1450.79 13919
164 做多 2023-12-06 01:00 2292.99 2023-12-11 22:00 2220.45 止损 -3.16% 1392 20 27838 13919 -879.78 13039
165 做多 2023-12-07 14:00 2260.55 2023-12-08 10:00 2379.16 止盈 +5.25% 1304 20 26078 13039 +1366.95 14406
166 做多 2023-12-07 23:00 2322.81 2023-12-11 10:00 2230.13 止损 -3.99% 1441 20 28812 14406 -1148.45 13258
167 做多 2023-12-09 07:00 2360.82 2023-12-11 10:00 2230.13 止损 -5.54% 1326 20 26515 13258 -1466.36 11791
168 做多 2023-12-10 15:00 2355.38 2023-12-11 10:00 2230.13 止损 -5.32% 1179 20 23583 11791 -1252.77 10538
169 做多 2023-12-11 00:00 2349.68 2023-12-11 10:00 2230.13 止损 -5.09% 1054 20 21077 10538 -1071.31 9467
170 做多 2023-12-12 09:00 2236.07 2023-12-13 11:00 2167.28 止损 -3.08% 947 20 18934 9467 -581.91 8885
171 做多 2023-12-13 20:00 2184.17 2023-12-14 19:00 2308.57 止盈 +5.70% 889 20 17771 8885 +1011.11 9896
172 做多 2023-12-16 13:00 2249.14 2023-12-18 09:00 2171.03 止损 -3.47% 990 20 19793 9896 -686.69 9210
173 做多 2023-12-18 01:00 2227.92 2023-12-18 17:00 2159.78 止损 -3.06% 921 20 18419 9210 -562.79 8647
174 做多 2023-12-19 03:00 2175.42 2023-12-22 16:00 2293.31 止盈 +5.42% 865 20 17294 8647 +936.25 9583
175 做多 2023-12-20 13:00 2211.20 2023-12-22 22:00 2342.35 止盈 +5.93% 958 20 19166 9583 +1135.65 10719
176 做多 2023-12-21 17:00 2222.49 2023-12-22 22:00 2342.35 止盈 +5.39% 1072 20 21438 10719 +1154.98 11874
177 做多 2023-12-24 02:00 2306.52 2023-12-26 13:00 2236.12 止损 -3.05% 1187 20 23748 11874 -724.10 11150
178 做多 2023-12-25 16:00 2274.32 2023-12-27 01:00 2201.02 止损 -3.22% 1115 20 22299 11150 -717.98 10432
179 做多 2023-12-25 20:00 2301.71 2023-12-26 14:00 2229.81 止损 -3.12% 1043 20 20863 10432 -651.07 9781
180 做多 2023-12-27 16:00 2250.39 2023-12-28 00:00 2368.87 止盈 +5.26% 978 20 19561 9781 +1028.84 10809
181 做多 2023-12-29 18:00 2367.79 2023-12-30 05:00 2287.52 止损 -3.39% 1081 20 21619 10809 -732.17 10077
182 做多 2023-12-30 23:00 2314.41 2024-01-03 21:00 2224.29 止损 -3.89% 1008 20 20155 10077 -784.01 9293
183 做多 2023-12-31 18:00 2312.13 2024-01-02 16:00 2429.28 止盈 +5.07% 929 20 18587 9293 +940.80 10234
184 做多 2024-01-01 18:00 2304.19 2024-01-02 16:00 2429.28 止盈 +5.43% 1023 20 20468 10234 +1110.07 11344
185 做多 2024-01-03 13:00 2378.74 2024-01-03 20:00 2249.55 止损 -5.43% 1134 20 22688 11344 -1230.98 10113
186 做多 2024-01-04 14:00 2239.62 2024-01-09 03:00 2355.24 止盈 +5.16% 1011 20 20226 10113 +1043.14 11156
187 做多 2024-01-06 06:00 2248.00 2024-01-10 08:00 2399.46 止盈 +6.74% 1116 20 22313 11156 +1501.82 12658
188 做多 2024-01-07 02:00 2246.85 2024-01-10 08:00 2399.46 止盈 +6.79% 1266 20 25316 12658 +1717.81 14376
189 做多 2024-01-08 05:00 2239.20 2024-01-09 03:00 2355.24 止盈 +5.18% 1438 20 28752 14376 +1488.49 15864
190 做多 2024-01-08 18:00 2226.22 2024-01-09 03:00 2355.24 止盈 +5.80% 1586 20 31729 15864 +1837.00 17701
191 做多 2024-01-10 06:00 2341.19 2024-01-11 03:00 2478.06 止盈 +5.85% 1770 20 35403 17701 +2067.65 19769
192 做多 2024-01-12 18:00 2621.80 2024-01-13 05:00 2527.75 止损 -3.59% 1977 20 39538 19769 -1416.91 18352
193 做多 2024-01-13 23:00 2564.29 2024-01-15 07:00 2474.36 止损 -3.51% 1835 20 36704 18352 -1285.94 17066
194 做多 2024-01-15 17:00 2529.29 2024-01-19 03:00 2439.37 止损 -3.56% 1707 20 34133 17066 -1212.25 15854
195 做多 2024-01-16 14:00 2535.32 2024-01-19 03:00 2439.37 止损 -3.78% 1585 20 31708 15854 -1198.80 14655
196 做多 2024-01-18 16:00 2537.75 2024-01-19 03:00 2439.37 止损 -3.88% 1466 20 29310 14655 -1135.13 13520
197 做多 2024-01-19 18:00 2490.86 2024-01-22 16:00 2411.24 止损 -3.20% 1352 20 27040 13520 -863.47 12657
198 做多 2024-01-20 04:00 2485.05 2024-01-22 17:00 2389.26 止损 -3.85% 1266 20 25313 12657 -974.76 11682
199 做多 2024-01-21 09:00 2469.55 2024-01-22 17:00 2389.26 止损 -3.25% 1168 20 23364 11682 -758.84 10923
200 做多 2024-01-24 10:00 2222.11 2024-01-30 23:00 2340.43 止盈 +5.32% 1092 20 21846 10923 +1162.06 12085
201 做多 2024-01-25 18:00 2237.54 2024-01-31 00:00 2368.76 止盈 +5.86% 1209 20 24170 12085 +1416.03 13501
202 做多 2024-01-26 05:00 2219.03 2024-01-30 23:00 2340.43 止盈 +5.47% 1350 20 27002 13501 +1475.78 14977
203 做多 2024-01-26 19:00 2253.11 2024-01-31 00:00 2368.76 止盈 +5.13% 1498 20 29954 14977 +1535.96 16513
204 做多 2024-01-27 23:00 2269.29 2024-02-08 00:00 2397.03 止盈 +5.63% 1651 20 33026 16513 +1857.18 18370
205 做多 2024-01-28 01:00 2264.75 2024-01-31 05:00 2379.24 止盈 +5.06% 1837 20 36740 18370 +1855.46 20225
206 做多 2024-01-28 03:00 2272.00 2024-02-08 00:00 2397.03 止盈 +5.50% 2023 20 40451 20225 +2223.82 22449
207 做多 2024-01-29 13:00 2263.85 2024-01-31 05:00 2379.24 止盈 +5.10% 2245 20 44899 22449 +2286.23 24736
208 做多 2024-01-30 01:00 2302.17 2024-02-08 03:00 2418.66 止盈 +5.06% 2474 20 49471 24736 +2500.74 27236
209 做多 2024-02-01 02:00 2334.31 2024-02-01 09:00 2244.23 止损 -3.86% 2724 20 54473 27236 -2099.97 25136
210 做多 2024-02-01 22:00 2296.56 2024-02-08 02:00 2416.97 止盈 +5.24% 2514 20 50273 25136 +2633.19 27769
211 做多 2024-02-03 09:00 2325.11 2024-02-08 23:00 2452.52 止盈 +5.48% 2777 20 55539 27769 +3040.35 30810
212 做多 2024-02-04 20:00 2302.17 2024-02-08 03:00 2418.66 止盈 +5.06% 3081 20 61620 30810 +3114.84 33925
213 做多 2024-02-05 15:00 2309.74 2024-02-08 04:00 2438.64 止盈 +5.58% 3392 20 67849 33925 +3782.69 37707
214 做多 2024-02-06 11:00 2315.79 2024-02-08 04:00 2438.64 止盈 +5.30% 3771 20 75415 37707 +3996.67 41704
215 做多 2024-02-08 00:00 2397.03 2024-02-11 11:00 2528.28 止盈 +5.48% 4170 20 83408 41704 +4562.46 46267
216 做多 2024-02-08 23:00 2452.52 2024-02-13 01:00 2609.01 止盈 +6.38% 4627 20 92533 46267 +5898.43 52165
217 做多 2024-02-09 10:00 2456.19 2024-02-13 01:00 2609.01 止盈 +6.22% 5216 20 104330 52165 +6484.74 58650
218 做多 2024-02-11 05:00 2509.99 2024-02-13 04:00 2642.46 止盈 +5.28% 5865 20 117299 58650 +6184.53 64834
219 做多 2024-02-12 23:00 2557.33 2024-02-14 16:00 2708.94 止盈 +5.93% 6483 20 129668 64834 +7679.64 72514
220 做多 2024-02-14 14:00 2646.28 2024-02-15 05:00 2780.11 止盈 +5.06% 7251 20 145028 72514 +7327.13 79841
221 做多 2024-02-18 06:00 2786.95 2024-02-19 15:00 2927.89 止盈 +5.06% 7984 20 159682 79841 +8067.27 87908
222 做多 2024-02-20 21:00 3001.77 2024-02-21 00:00 2898.91 止损 -3.43% 8791 20 175816 87908 -6018.58 81890
223 做多 2024-02-21 03:00 2988.23 2024-02-21 22:00 2892.94 止损 -3.19% 8189 20 163779 81890 -5217.44 76672
224 做多 2024-02-22 07:00 2969.65 2024-02-26 23:00 3149.10 止盈 +6.04% 7667 20 153344 76672 +9257.03 85929
225 做多 2024-02-24 05:00 2943.71 2024-02-26 04:00 3102.70 止盈 +5.40% 8593 20 171858 85929 +9272.81 95202
226 做多 2024-02-24 14:00 2949.14 2024-02-26 04:00 3102.70 止盈 +5.21% 9520 20 190404 95202 +9904.32 105106
227 做多 2024-02-27 00:00 3156.57 2024-02-28 16:00 3334.12 止盈 +5.62% 10511 20 210213 105106 +11812.17 116919
228 做多 2024-02-28 12:00 3270.39 2024-02-29 08:00 3456.72 止盈 +5.70% 11692 20 233837 116919 +13309.51 130228
229 做多 2024-02-29 07:00 3387.07 2024-03-04 23:00 3562.65 止盈 +5.18% 13023 20 260456 130228 +13488.10 143716
230 做多 2024-03-01 17:00 3432.13 2024-03-05 06:00 3611.32 止盈 +5.22% 14372 20 287432 143716 +14991.71 158708
231 做多 2024-03-03 09:00 3434.33 2024-03-05 06:00 3611.32 止盈 +5.15% 15871 20 317416 158708 +16341.83 175050
232 做多 2024-03-03 23:00 3424.31 2024-03-05 02:00 3600.89 止盈 +5.16% 17505 20 350099 175050 +18035.38 193085
233 做多 2024-03-06 14:00 3752.42 2024-03-08 16:00 3944.80 止盈 +5.13% 19309 20 386170 193085 +19778.47 212864
234 做多 2024-03-07 23:00 3840.37 2024-03-11 17:00 4045.64 止盈 +5.35% 21286 20 425727 212864 +22732.60 235596
235 做多 2024-03-09 04:00 3943.17 2024-03-11 09:00 3821.74 止损 -3.08% 23560 20 471192 235596 -14495.86 221100
236 做多 2024-03-09 14:00 3941.23 2024-03-11 09:00 3821.74 止损 -3.03% 22110 20 442201 221100 -13393.21 207707
237 做多 2024-03-09 23:00 3920.24 2024-03-15 03:00 3789.88 止损 -3.33% 20771 20 415414 207707 -13799.98 193907
238 做多 2024-03-10 09:00 3934.60 2024-03-15 02:00 3815.37 止损 -3.03% 19391 20 387814 193907 -11740.16 182167
239 做多 2024-03-11 15:00 4013.37 2024-03-14 21:00 3881.10 止损 -3.30% 18217 20 364334 182167 -11995.47 170171
240 做多 2024-03-13 10:00 4036.01 2024-03-14 21:00 3881.10 止损 -3.84% 17017 20 340343 170171 -13049.97 157121
241 做多 2024-03-16 06:00 3732.38 2024-03-17 02:00 3598.36 止损 -3.59% 15712 20 314243 157121 -11272.36 145849
242 做多 2024-03-16 08:00 3763.28 2024-03-16 21:00 3649.68 止损 -3.02% 14585 20 291698 145849 -8796.52 137053
243 做多 2024-03-17 20:00 3543.42 2024-03-19 09:00 3394.45 止损 -4.20% 13705 20 274105 137053 -11512.22 125540
244 做多 2024-03-18 14:00 3629.59 2024-03-18 22:00 3515.91 止损 -3.13% 12554 20 251081 125540 -7856.07 117684
245 做多 2024-03-20 19:00 3294.54 2024-03-21 04:00 3462.88 止盈 +5.11% 11768 20 235369 117684 +12014.52 129699
246 做多 2024-03-22 13:00 3533.97 2024-03-22 19:00 3407.74 止损 -3.57% 12970 20 259398 129699 -9256.17 120443
247 做多 2024-03-23 15:00 3367.61 2024-03-25 22:00 3565.10 止盈 +5.86% 12044 20 240885 120443 +14112.34 134555
248 做多 2024-03-24 19:00 3389.88 2024-03-25 22:00 3565.10 止盈 +5.17% 13456 20 269110 134555 +13896.16 148451
249 做多 2024-03-27 11:00 3605.42 2024-03-28 02:00 3464.23 止损 -3.92% 14845 20 296902 148451 -11615.21 136836
250 做多 2024-03-28 15:00 3577.28 2024-04-01 23:00 3446.04 止损 -3.67% 13684 20 273672 136836 -10030.19 126806
251 做多 2024-03-30 17:00 3518.89 2024-04-02 10:00 3367.77 止损 -4.29% 12681 20 253612 126806 -10880.55 115925
252 做多 2024-03-31 12:00 3545.70 2024-04-02 10:00 3367.77 止损 -5.02% 11593 20 231850 115925 -11623.06 104302
253 做多 2024-04-03 11:00 3317.32 2024-04-08 16:00 3601.22 止盈 +8.56% 10430 20 208604 104302 +17834.74 122137
254 做多 2024-04-04 17:00 3340.12 2024-04-08 16:00 3601.22 止盈 +7.82% 12214 20 244274 122137 +19075.99 141213
255 做多 2024-04-06 00:00 3322.48 2024-04-08 16:00 3601.22 止盈 +8.39% 14121 20 282426 141213 +23670.46 164883
256 做多 2024-04-08 06:00 3422.73 2024-04-08 16:00 3601.22 止盈 +5.21% 16488 20 329767 164883 +17179.62 182063
257 做多 2024-04-10 15:00 3538.91 2024-04-13 00:00 3425.56 止损 -3.20% 18206 20 364126 182063 -11651.16 170412
258 做多 2024-04-11 03:00 3524.00 2024-04-13 01:00 3326.89 止损 -5.59% 17041 20 340824 170412 -19044.43 151367
259 做多 2024-04-12 12:00 3549.52 2024-04-12 23:00 3442.42 止损 -3.02% 15137 20 302735 151367 -9125.31 142242
260 做多 2024-04-13 18:00 3276.81 2024-04-14 03:00 3083.37 止损 -5.90% 14224 20 284484 142242 -16777.17 125465
261 做多 2024-04-14 18:00 3054.30 2024-04-15 14:00 3238.85 止盈 +6.04% 12546 20 250930 125465 +15146.77 140612
262 做多 2024-04-17 05:00 3100.89 2024-04-17 22:00 2981.19 止损 -3.86% 14061 20 281223 140612 -10844.88 129767
263 做多 2024-04-18 12:00 3012.60 2024-04-21 10:00 3180.08 止盈 +5.56% 12977 20 259534 129767 +14413.87 144181
264 做多 2024-04-18 19:00 3045.00 2024-04-19 09:00 2940.44 止损 -3.43% 14418 20 288361 144181 -9891.93 134289
265 做多 2024-04-19 16:00 3110.05 2024-04-24 12:00 3270.01 止盈 +5.14% 13429 20 268578 134289 +13800.00 148089
266 做多 2024-04-20 23:00 3108.48 2024-04-24 12:00 3270.01 止盈 +5.20% 14809 20 296178 148089 +15375.27 163464
267 做多 2024-04-22 11:00 3189.23 2024-04-25 18:00 3082.06 止损 -3.36% 16346 20 326928 163464 -10975.01 152489
268 做多 2024-04-23 08:00 3216.31 2024-04-25 18:00 3082.06 止损 -4.17% 15249 20 304978 152489 -12717.17 139772
269 做多 2024-04-23 22:00 3246.16 2024-04-25 02:00 3128.30 止损 -3.63% 13977 20 279544 139772 -10139.39 129632
270 做多 2024-04-26 01:00 3158.97 2024-04-28 14:00 3320.01 止盈 +5.10% 12963 20 259265 129632 +13203.76 142836
271 做多 2024-04-27 04:00 3143.29 2024-04-28 10:00 3309.03 止盈 +5.27% 14284 20 285672 142836 +15047.93 157884
272 做多 2024-04-27 21:00 3149.61 2024-04-28 10:00 3309.03 止盈 +5.06% 15788 20 315768 157884 +15966.88 173851
273 做多 2024-04-30 06:00 3213.78 2024-04-30 16:00 3066.00 止损 -4.60% 17385 20 347702 173851 -15972.48 157879
274 做多 2024-05-01 12:00 3005.01 2024-05-01 15:00 2868.49 止损 -4.54% 15788 20 315757 157879 -14330.75 143548
275 做多 2024-05-02 04:00 2939.39 2024-05-04 04:00 3111.99 止盈 +5.87% 14355 20 287096 143548 +16841.30 160389
276 做多 2024-05-02 18:00 2964.31 2024-05-04 08:00 3115.95 止盈 +5.12% 16039 20 320778 160389 +16393.08 176782
277 做多 2024-05-03 21:00 3059.45 2024-05-09 04:00 2950.29 止损 -3.57% 17678 20 353564 176782 -12602.42 164180
278 做多 2024-05-05 17:00 3142.02 2024-05-08 02:00 3046.51 止损 -3.04% 16418 20 328359 164180 -9971.37 154208
279 做多 2024-05-06 13:00 3177.65 2024-05-06 22:00 3075.75 止损 -3.21% 15421 20 308417 154208 -9880.33 144328
280 做多 2024-05-07 16:00 3118.05 2024-05-08 07:00 3004.55 止损 -3.64% 14433 20 288656 144328 -10496.85 133831
281 做多 2024-05-09 01:00 3010.06 2024-05-10 23:00 2917.03 止损 -3.09% 13383 20 267662 133831 -8264.20 125567
282 做多 2024-05-09 13:00 3002.62 2024-05-11 01:00 2891.50 止损 -3.70% 12557 20 251134 125567 -9284.59 116282
283 做多 2024-05-09 23:00 3004.82 2024-05-11 01:00 2891.50 止损 -3.77% 11628 20 232565 116282 -8761.89 107521
284 做多 2024-05-13 17:00 2984.67 2024-05-14 20:00 2893.42 止损 -3.06% 10752 20 215041 107521 -6567.85 100953

⚙️ 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