fanfan.la 量化回测报告

共 154 份测试报告 (按月化收益排序)

2. BTC 1小时趋势80 月化2.25% +2.25%

152. BTC 4小时突破+金叉月化0.40% +0.40%

60. BTC 4小时突破20 月化0.40% +0.40%

81. BTC 4小时突破+趋势月化0.37% +0.37%

135. BTC 4小时突破15 月化0.36% +0.36%

172. BTC 4小时布林下轨+突破+RSI超卖月化0.34% +0.34%

44. BTC 4小时突破50 月化0.34% +0.34%

36. ETH 4小时布林10下轨月化0.33% +0.33%

62. BTC 4小时突破+布林下轨+趋势月化0.31% +0.31%

34. BTC 4小时趋势+布林下轨月化0.27% +0.27%

128. BTC 4小时布林下轨+RSI超卖+金叉月化0.26% +0.26%

141. BTC 4小时 RSI5超卖30 月化0.25% +0.25%

66. BTC 4小时趋势+突破月化0.22% +0.22%

96. BTC 4小时突破+金叉月化0.21% +0.21%

43. BTC 4小时突破+金叉月化0.20% +0.20%

33. BTC 4小时突破10 月化0.19% +0.19%

155. BTC 1小时布林14下轨月化0.15% +0.15%

85. BTC 1小时 MA10/80金叉月化0.15% +0.15%

140. BTC 4小时金叉+RSI超卖+布林下轨月化0.14% +0.14%

153. ETH 4小时 RSI7超卖22 月化0.14% +0.14%

3. BTC 1小时突破10 月化0.14% +0.14%

13. BTC 1小时 MA20/30死叉月化0.12% +0.12%

129. BTC 1小时 RSI7超卖28 月化0.11% +0.11%

45. BTC 4小时金叉+趋势+布林下轨月化0.10% +0.10%

59. BTC 4小时 MA15/40金叉月化0.10% +0.10%

63. BTC 4小时趋势30 月化0.10% +0.10%

72. BTC 4小时布林下轨+RSI超卖月化0.10% +0.10%

116. BTC 1小时 MA10/30死叉月化0.09% +0.09%

28. BTC 4小时金叉+RSI超卖月化0.09% +0.09%

35. BTC 1小时 MA5/100死叉月化0.09% +0.09%

95. BTC 1小时 MA5/50死叉月化0.09% +0.09%

127. BTC 4小时趋势+RSI超卖+突破月化0.08% +0.08%

173. BTC 4小时 MA15/40金叉月化0.08% +0.08%

26. BTC 4小时趋势+布林下轨月化0.08% +0.08%

39. BTC 4小时趋势120 月化0.08% +0.08%

86. BTC 1小时突破+布林下轨月化0.08% +0.08%

113. BTC 1小时突破10 月化0.07% +0.07%

12. BTC 1小时 RSI5超卖25 月化0.07% +0.07%

75. BTC 1小时趋势+突破+RSI超卖月化0.07% +0.07%

111. BTC 1小时 MA20/50死叉月化0.06% +0.06%

14. BTC 1小时 MA5/30金叉月化0.06% +0.06%

149. BTC 1小时突破20 月化0.06% +0.06%

126. ETH 1小时突破40 月化0.05% +0.05%

58. BTC 1小时突破+RSI超卖+趋势月化0.05% +0.05%

65. ETH 1小时突破+布林下轨+金叉月化0.05% +0.05%

83. BTC 1小时 RSI超卖+金叉月化0.05% +0.05%

120. ETH 1小时 RSI7超卖25 月化0.04% +0.04%

138. BTC 1小时 RSI超卖+布林下轨+突破月化0.04% +0.04%

144. BTC 1小时金叉+突破月化0.04% +0.04%

27. BTC 1小时 MA8/30死叉月化0.04% +0.04%

41. BTC 1小时 MA5/60死叉月化0.04% +0.04%

57. BTC 1小时金叉+布林下轨+RSI超卖月化0.04% +0.04%

87. BTC 1小时突破40 月化0.04% +0.04%

142. BTC 4小时突破100 月化0.03% +0.03%

151. BTC 4小时布林20下轨月化0.03% +0.03%

160. BTC 1小时金叉+突破月化0.03% +0.03%

164. ETH 1小时趋势+突破+金叉月化0.03% +0.03%

50. BTC 4小时趋势100 月化0.03% +0.03%

52. BTC 1小时 MA15/100死叉月化0.03% +0.03%

68. BTC 1小时布林20下轨月化0.03% +0.03%

93. ETH 1小时趋势120 月化0.03% +0.03%

1. BTC 1小时 RSI21超卖20 月化0.02% +0.02%

110. BTC 4小时突破15 月化0.02% +0.02%

139. BTC 4小时布林20下轨月化0.02% +0.02%

157. BTC 1小时 MA12/30金叉月化0.02% +0.02%

16. BTC 1小时金叉+RSI超卖月化0.02% +0.02%

167. BTC 4小时布林30下轨月化0.02% +0.02%

47. ETH 1小时布林20下轨月化0.02% +0.02%

67. ETH 1小时突破+金叉月化0.02% +0.02%

19. ETH 1小时趋势+布林下轨+金叉月化0.01% +0.01%

29. BTC 4小时趋势100 月化0.01% +0.01%

4. BTC 1小时布林30下轨月化0.01% +0.01%

92. BTC 1小时布林14下轨月化0.01% +0.01%

94. ETH 1小时突破100 月化0.01% +0.01%

108. BTC 4小时布林10下轨月化0.00% 0.00%

112. BTC 1小时趋势+布林下轨月化-0.00% -0.00%

166. BTC 1小时突破15 月化0.00% 0.00%

11. ETH 1小时 RSI超卖+金叉月化-0.01% -0.01%

119. BTC 1小时趋势100 月化-0.01% -0.01%

137. ETH 1小时金叉+趋势+突破月化-0.01% -0.01%

23. BTC 1小时金叉+布林下轨月化-0.01% -0.01%

25. ETH 1小时趋势+金叉+布林下轨月化-0.01% -0.01%

89. BTC 4小时布林下轨+突破+RSI超卖月化-0.01% -0.01%

162. ETH 1小时布林14下轨月化-0.02% -0.02%

20. BTC 1小时 RSI21超卖22 月化-0.02% -0.02%

48. BTC 1小时突破+RSI超卖+金叉月化-0.02% -0.02%

91. BTC 1小时 RSI超卖+趋势+突破月化-0.02% -0.02%

133. BTC 1小时 RSI21超卖22 月化-0.05% -0.05%

71. BTC 1小时趋势100 月化-0.05% -0.05%

125. ETH 1小时布林14下轨月化-0.06% -0.06%

15. BTC 4小时布林下轨+金叉+突破月化-0.06% -0.06%

21. BTC 1小时 RSI21超卖25 月化-0.06% -0.06%

17. BTC 1小时 RSI超卖+布林下轨月化-0.07% -0.07%

121. BTC 1小时突破10 月化-0.08% -0.08%

90. BTC 1小时趋势+布林下轨+金叉月化-0.08% -0.08%

136. BTC 4小时 MA8/40金叉月化-0.09% -0.09%

38. BTC 1小时 RSI超卖+金叉+突破月化-0.12% -0.12%

7. BTC 1小时金叉+布林下轨月化-0.12% -0.12%

114. BTC 1小时 RSI超卖+布林下轨+金叉月化-0.13% -0.13%

118. BTC 1小时 RSI21超卖22 月化-0.13% -0.13%

77. BTC 1小时趋势20 月化-0.13% -0.13%

82. ETH 4小时 RSI超卖+突破月化-0.13% -0.13%

69. BTC 1小时金叉+趋势月化-0.14% -0.14%

10. ETH 1小时趋势+金叉+布林下轨月化-0.18% -0.18%

131. BTC 1小时突破60 月化-0.20% -0.20%

115. BTC 4小时 MA10/80死叉月化-0.24% -0.24%

163. BTC 1小时 MA10/30死叉月化-0.31% -0.31%

97. BTC 1小时趋势80 月化-0.32% -0.32%

154. ETH 1小时布林20下轨月化-0.33% -0.33%

5. BTC 1小时 MA10/50金叉月化-0.33% -0.33%

107. BTC 4小时趋势+RSI超卖月化-0.34% -0.34%

117. BTC 1小时突破15 月化-0.34% -0.34%

61. BTC 1小时 RSI超卖+趋势+突破月化-0.34% -0.34%

79. BTC 1小时布林下轨+突破月化-0.37% -0.37%

30. BTC 1小时 MA10/40死叉月化-0.38% -0.38%

37. BTC 4小时 MA15/60金叉月化-0.40% -0.40%

134. BTC 4小时 MA5/50金叉月化-0.42% -0.42%

106. BTC 1小时布林30下轨月化-0.48% -0.48%

54. BTC 4小时突破30 月化-0.49% -0.49%

78. BTC 4小时 MA20/50死叉月化-0.50% -0.50%

76. BTC 4小时突破40 月化-0.51% -0.51%

24. ETH 4小时布林30下轨月化-0.52% -0.52%

156. BTC 1小时布林30下轨月化-0.54% -0.54%

159. BTC 1小时突破+金叉+布林下轨月化-0.57% -0.57%

22. BTC 4小时布林10下轨月化-0.59% -0.59%

56. BTC 4小时 MA8/50死叉月化-0.59% -0.59%

165. BTC 1小时 MA10/30金叉月化-0.62% -0.62%

103. BTC 1小时趋势+金叉月化-0.64% -0.64%

109. ETH 4小时金叉+突破月化-0.67% -0.67%

102. BTC 1小时布林30下轨月化-0.70% -0.70%

31. BTC 1小时布林20下轨月化-0.73% -0.73%

9. ETH 1小时 RSI超卖+布林下轨月化-0.75% -0.75%

53. BTC 4小时突破+金叉月化-0.94% -0.94%

8. ETH 1小时 RSI7超卖30 月化-0.95% -0.95%

124. BTC 4小时 MA10/60死叉月化-0.97% -0.97%

84. BTC 4小时 MA8/30金叉月化-0.99% -0.99%

74. ETH 4小时趋势60 月化-1.03% -1.03%

51. BTC 1小时趋势120 月化-1.04% -1.04%

46. BTC 4小时布林20下轨月化-1.06% -1.06%

101. BTC 4小时布林10下轨月化-1.09% -1.09%

104. ETH 4小时 RSI21超卖30 月化-1.36% -1.36%

40. BTC 4小时 RSI21超卖22 月化-1.36% -1.36%

64. ETH 4小时趋势+突破+金叉月化-1.37% -1.37%

169. BTC 1小时金叉+突破+RSI超卖月化-1.46% -1.46%

18. ETH 4小时趋势+布林下轨+突破月化-1.47% -1.47%

132. BTC 4小时突破50 月化-1.72% -1.72%

70. ETH 4小时布林14下轨月化-1.97% -1.97%

145. BTC 4小时突破10 月化-2.53% -2.53%

88. BTC 4小时 MA20/40死叉月化-2.76% -2.76%

161. ETH 4小时趋势60 月化-2.79% -2.79%

148. ETH 4小时趋势+金叉+突破月化-3.03% -3.03%

80. BTC 1小时突破+趋势月化-3.04% -3.04%

100. BTC 4小时布林14下轨月化-3.33% -3.33%

6. ETH 4小时布林10下轨月化-4.92% -4.92%