📊 Solana SOL 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
Solana SOL
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
55次
盈利
34次
亏损
21次
胜率
61.8%
总收益
+947.6%
最终资金
104756U
最大回撤
-23.8%
月化
+157.9%

📊 收益与风险

盈利因子
2.68
止盈次数
34
止损次数
21
盈亏比
1.62

📋 交易记录明细（共55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 2023-09-07 19.62 2023-09-10 18.36 止损 -6.41% -1280.06U
2 做多 2023-09-08 19.86 2023-09-10 19.19 止损 -3.34% -582.62U
3 做多 2023-09-12 18.30 2023-09-13 17.71 止损 -3.20% -519.73U
4 做多 2023-09-13 17.97 2023-09-14 19.25 止盈 +7.14% +1086.53U
5 做多 2023-09-16 19.20 2023-09-19 20.16 止盈 +5.03% +874.07U
6 做多 2023-09-17 19.11 2023-09-19 20.16 止盈 +5.51% +1054.39U
7 做多 2023-09-17 19.05 2023-09-19 20.16 止盈 +5.87% +1246.95U
8 做多 2023-09-18 19.15 2023-09-19 20.16 止盈 +5.32% +1263.25U
9 做多 2023-09-24 19.56 2023-09-27 18.94 止损 -3.19% -836.38U
10 做多 2023-09-26 19.58 2023-09-27 18.99 止损 -3.00% -738.55U
11 做多 2023-09-28 19.22 2023-09-29 20.21 止盈 +5.15% +1189.30U
12 做多 2023-10-06 23.29 2023-10-09 22.38 止损 -3.91% -996.88U
13 做多 2023-10-11 22.35 2023-10-12 21.59 止损 -3.41% -800.09U
14 做多 2023-10-14 21.56 2023-10-16 22.70 止盈 +5.29% +1158.75U
15 做多 2023-10-16 22.04 2023-10-16 23.38 止盈 +6.10% +1476.68U
16 做多 2023-10-19 24.13 2023-10-20 25.39 止盈 +5.22% +1418.19U
17 做多 2023-10-25 31.04 2023-10-25 33.28 止盈 +7.22% +2165.88U
18 做多 2023-10-27 32.39 2023-10-30 34.78 止盈 +7.38% +2534.90U
19 做多 2023-10-28 32.17 2023-10-30 33.82 止盈 +5.13% +2020.24U
20 做多 2023-10-29 32.25 2023-10-30 34.78 止盈 +7.85% +3409.46U
21 做多 2023-11-04 41.69 2023-11-06 40.25 止损 -3.44% -1729.28U
22 做多 2023-11-07 41.23 2023-11-08 43.99 止盈 +6.69% +3129.32U
23 做多 2023-11-13 58.75 2023-11-13 56.03 止损 -4.64% -2459.91U
24 做多 2023-11-15 57.22 2023-11-15 63.04 止盈 +10.17% +4895.99U
25 做多 2023-11-19 58.42 2023-11-20 61.35 止盈 +5.00% +2895.94U
26 做多 2023-11-23 57.31 2023-11-27 55.07 止损 -3.92% -2494.75U
27 做多 2023-11-25 59.62 2023-11-25 57.83 止损 -3.02% -1770.30U
28 做多 2023-11-29 57.26 2023-11-29 61.24 止盈 +6.94% +3829.53U
29 做多 2023-12-01 60.79 2023-12-03 65.29 止盈 +7.41% +4654.47U
30 做多 2023-12-06 63.66 2023-12-08 68.77 止盈 +8.01% +5779.62U
31 做多 2023-12-12 71.80 2023-12-12 69.29 止损 -3.48% -2915.66U
32 做多 2023-12-14 71.32 2023-12-15 75.79 止盈 +6.26% +4876.22U
33 做多 2023-12-17 76.43 2023-12-17 73.56 止损 -3.75% -3286.39U
34 做多 2023-12-19 74.55 2023-12-20 72.07 止损 -3.33% -2700.42U
35 做多 2023-12-29 107.95 2023-12-30 103.94 止损 -3.71% -2808.30U
36 做多 2024-01-01 103.52 2024-01-02 108.89 止盈 +5.18% +3627.54U
37 做多 2024-01-01 104.22 2024-01-02 110.05 止盈 +5.59% +4318.00U
38 做多 2024-01-01 104.28 2024-01-02 110.05 止盈 +5.53% +4746.27U
39 做多 2024-01-05 105.64 2024-01-05 101.02 止损 -4.37% -4164.69U
40 做多 2024-01-09 98.20 2024-01-09 103.36 止盈 +5.25% +4573.16U
41 做多 2024-01-11 99.37 2024-01-11 104.50 止盈 +5.17% +4968.68U
42 做多 2024-01-14 95.80 2024-01-15 101.61 止盈 +6.06% +6435.62U
43 做多 2024-01-16 96.86 2024-01-17 101.93 止盈 +5.23% +6224.77U
44 做多 2024-01-21 93.58 2024-01-22 90.26 止损 -3.55% -4659.34U
45 做多 2024-01-24 86.48 2024-01-26 91.91 止盈 +6.28% +7666.72U
46 做多 2024-01-26 88.11 2024-01-27 93.14 止盈 +5.70% +7838.48U
47 做多 2024-02-02 98.96 2024-02-05 95.74 止损 -3.25% -4970.28U
48 做多 2024-02-05 98.22 2024-02-06 94.89 止损 -3.40% -4866.06U
49 做多 2024-02-07 97.44 2024-02-08 103.45 止盈 +6.17% +8229.43U
50 做多 2024-02-08 97.40 2024-02-08 103.45 止盈 +6.21% +9310.54U
51 做多 2024-02-13 110.29 2024-02-14 116.09 止盈 +5.26% +8864.34U
52 做多 2024-02-18 111.83 2024-02-20 107.81 止损 -3.60% -6704.13U
53 做多 2024-02-22 104.72 2024-02-23 101.55 止损 -3.02% -5223.84U
54 做多 2024-02-24 102.04 2024-02-27 109.68 止盈 +7.49% +12165.25U
55 做多 2024-02-27 109.68 2024-02-29 116.34 止盈 +6.07% +11335.36U

⚙️ 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