📊 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 14:55

📈 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
开仓比例
10%
杠杆
20x
天数
360天
交易次数
118次
盈利
60次
亏损
58次
胜率
50.8%
总收益
+729.4%
最终资金
82942U
最大回撤
-63.0%
月化收益
+60.8%

📊 收益与风险

盈利因子
1.19
止盈次数
60
止损次数
58
盈亏比
1.03

📋 交易记录明细(共118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 2023-11-03 00:00 34647.10 2023-11-09 10:00 36382.50 止盈 +5.01% 1000 20 20000 10000 +1000.76 11001
2 做多 2023-11-03 04:00 34903.30 2023-11-09 12:00 36715.30 止盈 +5.19% 1100 20 22002 11001 +1141.06 12142
3 做多 2023-11-03 06:00 34786.30 2023-11-09 12:00 36715.30 止盈 +5.55% 1214 20 24284 12142 +1345.25 13487
4 做多 2023-11-03 08:00 34512.50 2023-11-09 10:00 36382.50 止盈 +5.42% 1349 20 26974 13487 +1460.09 14947
5 做多 2023-11-04 01:00 34407.50 2023-11-09 10:00 36382.50 止盈 +5.74% 1495 20 29894 14947 +1714.23 16661
6 做多 2023-11-04 17:00 34750.10 2023-11-09 12:00 36715.30 止盈 +5.66% 1666 20 33323 16661 +1882.60 18544
7 做多 2023-11-06 15:00 34918.50 2023-11-09 12:00 36715.30 止盈 +5.15% 1854 20 37088 18544 +1906.53 20451
8 做多 2023-11-08 05:00 35495.20 2023-11-09 22:00 37922.40 止盈 +6.84% 2045 20 40901 20451 +2794.06 23245
9 做多 2023-11-12 22:00 37169.90 2023-11-15 02:00 35239.50 止损 -5.19% 2324 20 46489 23245 -2411.97 20833
10 做多 2023-11-13 02:00 37186.40 2023-11-15 02:00 35239.50 止损 -5.24% 2083 20 41665 20833 -2179.21 18653
11 做多 2023-11-16 02:00 37413.90 2023-11-17 02:00 36259.00 止损 -3.09% 1865 20 37307 18653 -1150.44 17503
12 做多 2023-11-18 21:00 36443.80 2023-11-29 16:00 38335.50 止盈 +5.19% 1750 20 35006 17503 +1815.24 19318
13 做多 2023-11-23 06:00 37457.00 2023-12-03 03:00 39416.40 止盈 +5.23% 1932 20 38636 19318 +2019.07 21337
14 做多 2023-11-28 23:00 37502.20 2023-12-03 03:00 39416.40 止盈 +5.10% 2134 20 42675 21337 +2176.03 23513
15 做多 2023-12-01 13:00 38106.60 2023-12-04 06:00 40079.90 止盈 +5.18% 2351 20 47027 23513 +2432.77 25946
16 做多 2023-12-09 01:00 43760.10 2023-12-11 10:00 41962.20 止损 -4.11% 2595 20 51892 25946 -2129.87 23816
17 做多 2023-12-14 01:00 42138.10 2023-12-18 18:00 40845.90 止损 -3.07% 2382 20 47632 23816 -1459.23 22357
18 做多 2023-12-17 05:00 42314.50 2023-12-18 09:00 41001.50 止损 -3.10% 2236 20 44714 22357 -1386.07 20971
19 做多 2023-12-19 06:00 42530.00 2024-01-02 08:00 45179.80 止盈 +6.23% 2097 20 41942 20971 +2610.54 23581
20 做多 2023-12-24 05:00 43802.00 2023-12-26 17:00 42449.00 止损 -3.09% 2358 20 47163 23581 -1455.36 22126
21 做多 2023-12-26 03:00 43515.80 2023-12-27 01:00 42049.00 止损 -3.37% 2213 20 44252 22126 -1490.13 20636
22 做多 2023-12-28 00:00 43120.00 2023-12-30 06:00 41794.80 止损 -3.07% 2064 20 41272 20636 -1267.13 19369
23 做多 2023-12-31 05:00 42335.90 2024-01-02 08:00 45179.80 止盈 +6.72% 1937 20 38738 19369 +2599.58 21968
24 做多 2023-12-31 15:00 42567.00 2024-01-02 08:00 45179.80 止盈 +6.14% 2197 20 43937 21968 +2694.18 24663
25 做多 2024-01-05 05:00 44434.10 2024-01-09 02:00 46970.20 止盈 +5.71% 2466 20 49325 24663 +2812.44 27475
26 做多 2024-01-07 04:00 43816.40 2024-01-09 02:00 46970.20 止盈 +7.20% 2748 20 54950 27475 +3951.22 31426
27 做多 2024-01-08 20:00 45102.90 2024-01-11 20:00 47451.10 止盈 +5.21% 3143 20 62852 31426 +3269.03 34695
28 做多 2024-01-11 08:00 46676.00 2024-01-12 23:00 44495.10 止损 -4.67% 3470 20 69391 34695 -3238.98 31456
29 做多 2024-01-16 08:00 42604.70 2024-01-19 03:00 41014.20 止损 -3.73% 3146 20 62913 31456 -2346.28 29110
30 做多 2024-01-20 16:00 41590.10 2024-01-23 02:00 40320.70 止损 -3.05% 2911 20 58220 29110 -1775.20 27335
31 做多 2024-01-24 17:00 40015.60 2024-01-27 02:00 42083.80 止盈 +5.17% 2733 20 54670 27335 +2822.77 30158
32 做多 2024-01-26 11:00 40057.00 2024-01-27 02:00 42083.80 止盈 +5.06% 3016 20 60315 30158 +3048.77 33206
33 做多 2024-01-29 13:00 42127.10 2024-02-08 07:00 44326.20 止盈 +5.22% 3321 20 66413 33206 +3463.38 36670
34 做多 2024-01-29 23:00 42623.20 2024-02-08 18:00 44805.90 止盈 +5.12% 3667 20 73339 36670 +3751.90 40422
35 做多 2024-02-02 06:00 42915.20 2024-02-08 23:00 45406.30 止盈 +5.80% 4042 20 80843 40422 +4688.02 45110
36 做多 2024-02-04 05:00 43030.00 2024-02-08 23:00 45406.30 止盈 +5.52% 4511 20 90219 45110 +4977.31 50087
37 做多 2024-02-05 20:00 43240.20 2024-02-08 23:00 45406.30 止盈 +5.01% 5009 20 100174 50087 +5013.15 55100
38 做多 2024-02-06 17:00 42980.20 2024-02-08 23:00 45406.30 止盈 +5.64% 5510 20 110200 55100 +6214.24 61314
39 做多 2024-02-14 09:00 49436.00 2024-02-14 22:00 51939.90 止盈 +5.06% 6131 20 122629 61314 +6204.85 67519
40 做多 2024-02-18 22:00 51919.30 2024-02-27 03:00 54531.30 止盈 +5.03% 6752 20 135038 67519 +6786.83 74306
41 做多 2024-02-20 21:00 52890.00 2024-02-21 17:00 51115.40 止损 -3.36% 7431 20 148612 74306 -4981.34 69325
42 做多 2024-02-21 11:00 52042.50 2024-02-27 05:00 54683.20 止盈 +5.07% 6932 20 138649 69325 +7028.20 76353
43 做多 2024-02-22 19:00 51659.20 2024-02-27 03:00 54531.30 止盈 +5.56% 7635 20 152706 76353 +8481.51 84834
44 做多 2024-02-23 05:00 51685.00 2024-02-27 03:00 54531.30 止盈 +5.51% 8483 20 169669 84834 +9334.34 94169
45 做多 2024-02-25 02:00 51473.60 2024-02-27 03:00 54531.30 止盈 +5.94% 9417 20 188338 94169 +11176.68 105345
46 做多 2024-02-27 00:00 53438.90 2024-02-27 10:00 56428.80 止盈 +5.59% 10535 20 210691 105345 +11776.34 117122
47 做多 2024-03-01 20:00 62291.40 2024-03-04 22:00 66223.80 止盈 +6.31% 11712 20 234244 117122 +14772.80 131895
48 做多 2024-03-04 00:00 62901.80 2024-03-04 22:00 66223.80 止盈 +5.28% 13189 20 263789 131895 +13917.43 145812
49 做多 2024-03-06 21:00 66394.10 2024-03-10 16:00 69734.70 止盈 +5.03% 14581 20 291624 145812 +14658.30 160470
50 做多 2024-03-11 16:00 71315.00 2024-03-15 10:00 69062.40 止损 -3.16% 16047 20 320941 160470 -10127.29 150343
51 做多 2024-03-13 14:00 72798.90 2024-03-15 02:00 70154.00 止损 -3.63% 15034 20 300686 150343 -10913.48 139430
52 做多 2024-03-18 04:00 68325.10 2024-03-19 09:00 65899.10 止损 -3.55% 13943 20 278859 139430 -9891.47 129538
53 做多 2024-03-21 04:00 67092.20 2024-03-22 18:00 64695.90 止损 -3.57% 12954 20 259076 129538 -9244.04 120294
54 做多 2024-03-24 00:00 65697.20 2024-03-25 22:00 69434.70 止盈 +5.69% 12029 20 240588 120294 +13673.32 133967
55 做多 2024-03-24 16:00 65295.30 2024-03-25 22:00 69434.70 止盈 +6.34% 13397 20 267935 133967 +16968.75 150936
56 做多 2024-03-28 18:00 70864.40 2024-04-01 23:00 68281.00 止损 -3.65% 15094 20 301872 150936 -10993.91 139942
57 做多 2024-03-31 14:00 70291.70 2024-04-02 10:00 67025.70 止损 -4.65% 13994 20 279884 139942 -12991.41 126951
58 做多 2024-04-04 17:00 66291.80 2024-04-08 00:00 70108.00 止盈 +5.76% 12695 20 253902 126951 +14601.66 141552
59 做多 2024-04-11 08:00 70572.00 2024-04-13 01:00 68191.30 止损 -3.37% 14155 20 283105 141552 -9540.80 132012
60 做多 2024-04-15 14:00 66428.70 2024-04-15 22:00 64221.30 止损 -3.32% 13201 20 264023 132012 -8764.62 123247
61 做多 2024-04-17 14:00 63853.50 2024-04-17 22:00 61263.20 止损 -4.06% 12325 20 246494 123247 -9989.35 113258
62 做多 2024-04-19 00:00 63500.00 2024-04-19 09:00 61000.00 止损 -3.94% 11326 20 226515 113258 -8909.01 104349
63 做多 2024-04-28 13:00 63921.00 2024-04-29 21:00 61990.10 止损 -3.02% 10435 20 208697 104349 -6297.94 98051
64 做多 2024-04-30 08:00 64565.90 2024-04-30 16:00 61904.90 止损 -4.12% 9805 20 196101 98051 -8073.98 89977
65 做多 2024-05-03 01:00 59170.00 2024-05-04 04:00 62880.00 止盈 +6.27% 8998 20 179953 89977 +11271.92 101249
66 做多 2024-05-10 06:00 63252.70 2024-05-10 22:00 61034.80 止损 -3.51% 10125 20 202497 101249 -7093.29 94155
67 做多 2024-05-12 21:00 61172.60 2024-05-15 22:00 64465.70 止盈 +5.38% 9416 20 188311 94155 +10127.18 104283
68 做多 2024-05-15 20:00 63735.10 2024-05-17 23:00 67170.00 止盈 +5.39% 10428 20 208565 104283 +11229.04 115512
69 做多 2024-05-20 20:00 66903.50 2024-05-21 07:00 71466.50 止盈 +6.82% 11551 20 231023 115512 +15740.65 131252
70 做多 2024-05-25 06:00 68809.20 2024-06-11 23:00 66266.00 止损 -3.70% 13125 20 262504 131252 -9692.51 121560
71 做多 2024-05-28 00:00 70224.80 2024-05-28 11:00 68070.00 止损 -3.07% 12156 20 243119 121560 -7452.49 114107
72 做多 2024-05-30 23:00 68566.40 2024-06-11 23:00 66266.00 止损 -3.35% 11411 20 228214 114107 -7648.93 106458
73 做多 2024-06-02 14:00 67865.10 2024-06-05 23:00 71625.10 止盈 +5.54% 10646 20 212917 106458 +11784.64 118243
74 做多 2024-06-02 19:00 68284.10 2024-06-07 19:00 71750.00 止盈 +5.08% 11824 20 236486 118243 +11991.32 130234
75 做多 2024-06-07 17:00 71332.50 2024-06-08 02:00 69186.50 止损 -3.01% 13023 20 260468 130234 -7828.22 122406
76 做多 2024-06-10 01:00 69684.80 2024-06-11 15:00 67582.00 止损 -3.02% 12241 20 244812 122406 -7380.03 115026
77 做多 2024-06-10 23:00 70090.90 2024-06-11 13:00 67930.40 止损 -3.08% 11503 20 230052 115026 -7084.09 107942
78 做多 2024-06-12 22:00 69960.00 2024-06-13 03:00 67523.20 止损 -3.48% 10794 20 215884 107942 -7512.00 100430
79 做多 2024-06-16 18:00 66696.10 2024-06-18 22:00 64614.50 止损 -3.12% 10043 20 200860 100430 -6262.61 94167
80 做多 2024-06-18 07:00 66472.10 2024-06-19 03:00 64400.00 止损 -3.12% 9417 20 188335 94167 -5864.98 88302
81 做多 2024-06-20 14:00 65438.10 2024-06-24 07:00 63194.90 止损 -3.43% 8830 20 176605 88302 -6047.90 82254
82 做多 2024-06-23 06:00 64286.60 2024-06-24 13:00 62296.40 止损 -3.10% 8225 20 164509 82254 -5087.81 77167
83 做多 2024-06-26 04:00 61897.00 2024-07-03 20:00 60032.30 止损 -3.01% 7717 20 154333 77167 -4644.77 72522
84 做多 2024-06-28 01:00 61820.10 2024-07-04 03:00 59661.20 止损 -3.49% 7252 20 145044 72522 -5060.19 67462
85 做多 2024-06-30 15:00 61533.60 2024-07-04 03:00 59661.20 止损 -3.04% 6746 20 134923 67462 -4101.46 63360
86 做多 2024-07-06 20:00 56725.70 2024-07-08 09:00 54930.00 止损 -3.17% 6336 20 126720 63360 -4007.43 59353
87 做多 2024-07-09 12:00 57260.40 2024-07-14 13:00 60231.40 止盈 +5.19% 5935 20 118705 59353 +6152.97 65506
88 做多 2024-07-11 16:00 58145.50 2024-07-15 05:00 61260.10 止盈 +5.36% 6551 20 131011 65506 +7010.69 72516
89 做多 2024-07-13 02:00 58271.20 2024-07-15 05:00 61260.10 止盈 +5.13% 7252 20 145033 72516 +7431.72 79948
90 做多 2024-07-18 15:00 64644.80 2024-07-22 05:00 68169.80 止盈 +5.45% 7995 20 159896 79948 +8710.22 88658
91 做多 2024-07-19 23:00 65791.50 2024-07-27 21:00 69205.90 止盈 +5.19% 8866 20 177317 88658 +9193.05 97851
92 做多 2024-07-23 03:00 68193.50 2024-07-23 21:00 66072.00 止损 -3.11% 9785 20 195703 97851 -6082.23 91769
93 做多 2024-07-26 09:00 66402.10 2024-07-29 20:00 69776.00 止盈 +5.08% 9177 20 183538 91769 +9316.28 101085
94 做多 2024-07-29 08:00 68687.50 2024-07-30 08:00 66572.00 止损 -3.08% 10109 20 202171 101085 -6220.42 94865
95 做多 2024-08-06 21:00 55180.10 2024-08-08 22:00 58880.80 止盈 +6.71% 9487 20 189730 94865 +12711.68 107577
96 做多 2024-08-08 14:00 57191.90 2024-08-09 05:00 61154.70 止盈 +6.93% 10758 20 215153 107577 +14892.97 122470
97 做多 2024-08-14 00:00 61121.00 2024-08-15 00:00 59090.50 止损 -3.32% 12247 20 244939 122470 -8128.99 114341
98 做多 2024-08-17 02:00 59431.70 2024-08-24 01:00 62966.30 止盈 +5.95% 11434 20 228681 114341 +13586.84 127928
99 做多 2024-08-20 09:00 60415.30 2024-08-24 03:00 63577.20 止盈 +5.23% 12793 20 255855 127928 +13377.06 141305
100 做多 2024-08-22 03:00 61538.10 2024-08-28 06:00 59467.60 止损 -3.36% 14130 20 282609 141305 -9499.11 131805
101 做多 2024-08-29 22:00 60780.90 2024-08-30 13:00 58760.80 止损 -3.32% 13181 20 263611 131805 -8752.55 123053
102 做多 2024-09-03 00:00 58316.70 2024-09-04 13:00 56223.10 止损 -3.59% 12305 20 246106 123053 -8826.49 114226
103 做多 2024-09-05 07:00 57944.80 2024-09-05 23:00 55947.00 止损 -3.45% 11423 20 228453 114226 -7868.64 106358
104 做多 2024-09-08 18:00 54573.90 2024-09-10 05:00 57424.90 止盈 +5.22% 10636 20 212716 106358 +11101.38 117459
105 做多 2024-09-12 05:00 57330.30 2024-09-14 05:00 60237.90 止盈 +5.07% 11746 20 234918 117459 +11902.36 129362
106 做多 2024-09-17 21:00 58937.00 2024-09-19 08:00 62206.60 止盈 +5.55% 12936 20 258723 129362 +14338.62 143700
107 做多 2024-09-22 02:00 63237.40 2024-10-02 04:00 60778.70 止损 -3.89% 14370 20 287400 143700 -11163.09 132537
108 做多 2024-09-23 07:00 63558.40 2024-10-02 04:00 60778.70 止损 -4.37% 13254 20 265074 132537 -11581.31 120956
109 做多 2024-09-24 18:00 63493.50 2024-10-02 04:00 60778.70 止损 -4.28% 12096 20 241912 120956 -10333.10 110623
110 做多 2024-09-26 19:00 64373.00 2024-10-02 00:00 62437.20 止损 -3.01% 11062 20 221245 110623 -6646.55 103976
111 做多 2024-09-29 07:00 65822.60 2024-09-30 17:00 63512.10 止损 -3.51% 10398 20 207952 103976 -7292.22 96684
112 做多 2024-09-29 10:00 65788.90 2024-09-30 17:00 63512.10 止损 -3.46% 9668 20 193368 96684 -6685.31 89999
113 做多 2024-09-30 03:00 65926.30 2024-09-30 17:00 63512.10 止损 -3.66% 9000 20 179997 89999 -6584.85 83414
114 做多 2024-10-04 15:00 61403.90 2024-10-11 02:00 59468.50 止损 -3.15% 8341 20 166827 83414 -5253.00 78161
115 做多 2024-10-06 22:00 62679.70 2024-10-10 04:00 60388.60 止损 -3.66% 7816 20 156321 78161 -5708.23 72452
116 做多 2024-10-11 20:00 61349.90 2024-10-14 15:00 64599.60 止盈 +5.30% 7245 20 144905 72452 +7667.93 80120
117 做多 2024-10-14 11:00 64281.60 2024-10-15 21:00 67646.70 止盈 +5.23% 8012 20 160241 80120 +8380.12 88501
118 做多 2024-10-20 18:00 68350.10 2024-10-23 23:00 66201.60 止损 -3.14% 8850 20 177001 88501 -5558.24 82942

⚙️ 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: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