📊 Solana SOL 均线10-50 多空双向策略(复利计算)

回测周期: 约12个月 (8640根K线) | 发布时间: 2026-03-25 15:25

📈 回测结果摘要

测试币种
Solana SOL
策略
MA10-50
模式
多空双向
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
236次
盈利
108次
亏损
128次
胜率
45.8%
总收益
+738.4%
最终资金
83837U
最大回撤
-50.8%
月化收益
+61.5%

📊 收益与风险

盈利因子
1.14
止盈次数
108
止损次数
128
盈亏比
0.84

📋 交易记录明细(共236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 2021-04-16 12:00 27.30 2021-04-16 17:00 26.35 止损 -3.48% 1000 20 20000 10000 -695.54 9304
2 做空 2021-04-17 02:00 26.04 2021-04-18 08:00 23.91 止盈 +8.14% 930 20 18609 9304 +1513.98 10818
3 做多 2021-04-17 03:00 25.78 2021-04-18 07:00 24.84 止损 -3.63% 1082 20 21637 10818 -784.76 10034
4 做空 2021-04-17 04:00 25.91 2021-04-18 08:00 23.91 止盈 +7.70% 1003 20 20067 10034 +1543.66 11577
5 做多 2021-04-17 06:00 25.27 2021-04-18 08:00 23.91 止损 -5.36% 1158 20 23155 11577 -1238.77 10339
6 做空 2021-04-17 09:00 25.78 2021-04-18 08:00 23.91 止盈 +7.24% 1034 20 20677 10339 +1496.28 11835
7 做多 2021-04-17 19:00 25.91 2021-04-18 07:00 24.84 止损 -4.11% 1183 20 23670 11835 -972.48 10862
8 做空 2021-04-17 21:00 26.46 2021-04-18 07:00 24.84 止盈 +6.12% 1086 20 21725 10862 +1328.56 12191
9 做多 2021-04-17 23:00 25.93 2021-04-18 07:00 24.84 止损 -4.19% 1219 20 24382 12191 -1020.48 11170
10 做空 2021-04-18 00:00 26.34 2021-04-18 07:00 24.84 止盈 +5.67% 1117 20 22341 11170 +1265.76 12436
11 做多 2021-04-18 01:00 25.80 2021-04-18 07:00 24.84 止损 -3.72% 1244 20 24872 12436 -925.41 11511
12 做空 2021-04-18 04:00 25.64 2021-04-18 08:00 23.91 止盈 +6.73% 1151 20 23022 11511 +1546.96 13058
13 做多 2021-04-18 21:00 26.53 2021-04-18 23:00 28.12 止盈 +5.97% 1306 20 26116 13058 +1557.19 14615
14 做空 2021-04-20 16:00 30.02 2021-04-20 18:00 31.10 止损 -3.60% 1461 20 29230 14615 -1050.39 13565
15 做多 2021-04-21 10:00 32.59 2021-04-21 16:00 31.54 止损 -3.22% 1356 20 27129 13565 -873.20 12691
16 做空 2021-04-23 17:00 34.09 2021-04-23 19:00 35.28 止损 -3.51% 1269 20 25383 12691 -889.81 11802
17 做多 2021-04-25 00:00 38.82 2021-04-25 02:00 41.53 止盈 +6.99% 1180 20 23603 11802 +1648.50 13450
18 做空 2021-04-27 12:00 45.04 2021-04-28 13:00 42.36 止盈 +5.95% 1345 20 26900 13450 +1599.93 15050
19 做多 2021-04-27 16:00 45.57 2021-04-27 21:00 44.03 止损 -3.37% 1505 20 30100 15050 -1014.06 14036
20 做空 2021-04-27 19:00 45.20 2021-04-28 01:00 42.84 止盈 +5.24% 1404 20 28072 14036 +1468.45 15504
21 做多 2021-04-29 01:00 46.30 2021-04-29 04:00 44.68 止损 -3.51% 1550 20 31009 15504 -1088.45 14416
22 做空 2021-04-29 15:00 43.69 2021-05-01 22:00 46.95 止损 -7.46% 1442 20 28832 14416 -2149.04 12267
23 做多 2021-05-01 07:00 42.88 2021-05-01 22:00 46.95 止盈 +9.50% 1227 20 24534 12267 +2328.13 14595
24 做空 2021-05-01 13:00 43.09 2021-05-01 19:00 44.42 止损 -3.10% 1460 20 29190 14595 -902.83 13692
25 做多 2021-05-01 18:00 44.06 2021-05-01 22:00 46.95 止盈 +6.56% 1369 20 27384 13692 +1795.20 15487
26 做空 2021-05-04 04:00 45.73 2021-05-04 18:00 47.42 止损 -3.69% 1549 20 30975 15487 -1142.92 14344
27 做多 2021-05-06 05:00 44.82 2021-05-06 14:00 43.36 止损 -3.26% 1434 20 28689 14344 -934.15 13410
28 做空 2021-05-06 11:00 44.29 2021-05-07 12:00 41.62 止盈 +6.02% 1341 20 26821 13410 +1612.20 15023
29 做多 2021-05-08 03:00 43.85 2021-05-09 06:00 46.40 止盈 +5.83% 1502 20 30045 15023 +1748.97 16771
30 做空 2021-05-08 11:00 43.58 2021-05-08 22:00 45.32 止损 -3.99% 1677 20 33543 16771 -1336.47 15435
31 做多 2021-05-08 17:00 43.68 2021-05-09 06:00 46.40 止盈 +6.23% 1544 20 30870 15435 +1921.69 17357
32 做空 2021-05-10 00:00 44.35 2021-05-10 14:00 45.90 止损 -3.50% 1736 20 34713 17357 -1212.25 16144
33 做多 2021-05-10 09:00 45.11 2021-05-10 22:00 43.23 止损 -4.18% 1614 20 32289 16144 -1347.54 14797
34 做空 2021-05-10 21:00 44.04 2021-05-11 10:00 40.85 止盈 +7.24% 1480 20 29594 14797 +2140.44 16937
35 做多 2021-05-12 08:00 44.95 2021-05-12 23:00 47.49 止盈 +5.65% 1694 20 33875 16937 +1910.83 18848
36 做空 2021-05-13 16:00 42.90 2021-05-14 00:00 39.72 止盈 +7.41% 1885 20 37696 18848 +2791.29 21639
37 做多 2021-05-15 00:00 43.92 2021-05-15 04:00 41.51 止损 -5.49% 2164 20 43279 21639 -2374.26 19265
38 做空 2021-05-15 18:00 40.82 2021-05-16 03:00 42.32 止损 -3.66% 1927 20 38530 19265 -1408.69 17857
39 做多 2021-05-16 07:00 43.53 2021-05-16 09:00 46.29 止盈 +6.34% 1786 20 35713 17857 +2260.47 20117
40 做空 2021-05-19 17:00 48.17 2021-05-19 19:00 43.97 止盈 +8.70% 2012 20 40234 20117 +3498.16 23615
41 做多 2021-05-21 04:00 45.79 2021-05-21 12:00 44.22 止损 -3.44% 2362 20 47230 23615 -1622.81 21992
42 做空 2021-05-21 22:00 37.82 2021-05-22 01:00 39.86 止损 -5.41% 2199 20 43985 21992 -2378.53 19614
43 做多 2021-05-24 21:00 29.53 2021-05-25 03:00 31.89 止盈 +7.97% 1961 20 39228 19614 +3122.28 22736
44 做空 2021-05-26 03:00 28.41 2021-05-26 05:00 29.97 止损 -5.48% 2274 20 45472 22736 -2487.65 20248
45 做多 2021-05-26 05:00 29.97 2021-05-26 10:00 31.69 止盈 +5.73% 2025 20 40497 20248 +2317.77 22566
46 做空 2021-05-28 12:00 32.36 2021-05-28 14:00 30.64 止盈 +5.31% 2257 20 45132 22566 +2393.62 24960
47 做多 2021-05-30 20:00 28.63 2021-05-30 22:00 27.72 止损 -3.18% 2496 20 49920 24960 -1587.01 23373
48 做空 2021-06-02 07:00 30.95 2021-06-02 16:00 31.93 止损 -3.13% 2337 20 46746 23373 -1463.35 21909
49 做多 2021-06-02 20:00 33.38 2021-06-03 10:00 35.22 止盈 +5.49% 2191 20 43819 21909 +2405.00 24314
50 做空 2021-06-04 22:00 36.40 2021-06-04 23:00 38.13 止损 -4.74% 2431 20 48629 24314 -2304.64 22010
51 做多 2021-06-05 01:00 38.07 2021-06-05 09:00 40.45 止盈 +6.25% 2201 20 44020 22010 +2750.57 24760
52 做空 2021-06-05 03:00 37.79 2021-06-05 08:00 39.78 止损 -5.27% 2476 20 49521 24760 -2608.03 22152
53 做多 2021-06-05 04:00 38.50 2021-06-05 09:00 40.45 止盈 +5.06% 2215 20 44305 22152 +2240.67 24393
54 做空 2021-06-08 07:00 38.25 2021-06-08 14:00 35.34 止盈 +7.59% 2439 20 48786 24393 +3697.96 28091
55 做多 2021-06-09 09:00 40.32 2021-06-09 14:00 43.48 止盈 +7.83% 2809 20 56182 28091 +4394.25 32485
56 做空 2021-06-11 02:00 41.31 2021-06-11 14:00 38.48 止盈 +6.84% 3249 20 64971 32485 +4441.95 36927
57 做多 2021-06-14 04:00 39.16 2021-06-14 11:00 37.87 止损 -3.30% 3693 20 73854 36927 -2433.98 34493
58 做空 2021-06-16 14:00 39.70 2021-06-17 15:00 40.98 止损 -3.20% 3449 20 68986 34493 -2206.12 32287
59 做多 2021-06-17 11:00 40.27 2021-06-18 01:00 38.41 止损 -4.63% 3229 20 64574 32287 -2988.90 29298
60 做空 2021-06-18 05:00 39.10 2021-06-18 21:00 37.02 止盈 +5.32% 2930 20 58596 29298 +3117.03 32415
61 做多 2021-06-23 11:00 29.90 2021-06-23 20:00 31.65 止盈 +5.85% 3242 20 64830 32415 +3790.38 36206
62 做空 2021-06-25 23:00 29.06 2021-06-26 15:00 27.27 止盈 +6.16% 3621 20 72411 36206 +4453.19 40659
63 做多 2021-06-27 12:00 30.43 2021-06-28 15:00 32.53 止盈 +6.90% 4066 20 81318 40659 +5608.85 46268
64 做空 2021-06-30 14:00 32.76 2021-07-01 03:00 34.30 止损 -4.70% 4627 20 92535 46268 -4345.73 41922
65 做多 2021-07-01 07:00 35.49 2021-07-01 10:00 34.20 止损 -3.65% 4192 20 83844 41922 -3058.43 38863
66 做空 2021-07-01 18:00 32.82 2021-07-01 19:00 34.23 止损 -4.29% 3886 20 77727 38863 -3328.43 35535
67 做多 2021-07-02 04:00 33.84 2021-07-02 11:00 32.16 止损 -4.96% 3554 20 71070 35535 -3520.47 32015
68 做空 2021-07-02 12:00 32.36 2021-07-03 06:00 33.69 止损 -4.12% 3201 20 64029 32015 -2636.96 29378
69 做多 2021-07-03 09:00 33.77 2021-07-07 18:00 36.38 止盈 +7.74% 2938 20 58755 29378 +4544.00 33922
70 做空 2021-07-05 10:00 33.86 2021-07-07 15:00 34.99 止损 -3.32% 3392 20 67843 33922 -2247.57 31674
71 做多 2021-07-06 20:00 34.45 2021-07-07 05:00 33.37 止损 -3.15% 3167 20 63348 31674 -1994.75 29679
72 做空 2021-07-07 06:00 33.67 2021-07-07 09:00 34.69 止损 -3.03% 2968 20 59359 29679 -1794.60 27885
73 做多 2021-07-07 07:00 34.21 2021-07-07 18:00 36.38 止盈 +6.36% 2788 20 55769 27885 +3540.94 31426
74 做空 2021-07-08 19:00 34.96 2021-07-09 06:00 32.91 止盈 +5.87% 3143 20 62851 31426 +3687.10 35113
75 做多 2021-07-12 13:00 32.19 2021-07-12 23:00 31.07 止损 -3.49% 3511 20 70225 35113 -2445.15 32668
76 做空 2021-07-12 20:00 31.54 2021-07-13 20:00 29.27 止盈 +7.17% 3267 20 65335 32668 +4677.65 37345
77 做多 2021-07-15 02:00 30.77 2021-07-15 18:00 29.34 止损 -4.63% 3735 20 74690 37345 -3458.21 33887
78 做空 2021-07-15 23:00 28.75 2021-07-16 19:00 27.13 止盈 +5.65% 3389 20 67774 33887 +3828.57 37716
79 做多 2021-07-18 12:00 27.26 2021-07-18 22:00 26.35 止损 -3.32% 3772 20 75431 37716 -2504.85 35211
80 做空 2021-07-19 05:00 27.05 2021-07-19 16:00 25.55 止盈 +5.54% 3521 20 70421 35211 +3899.14 39110
81 做多 2021-07-21 14:00 25.59 2021-07-21 23:00 26.92 止盈 +5.21% 3911 20 78220 39110 +4067.55 43177
82 做空 2021-07-24 03:00 26.59 2021-07-24 06:00 27.80 止损 -4.52% 4318 20 86355 43177 -3899.18 39278
83 做多 2021-07-24 09:00 28.78 2021-07-25 09:00 27.80 止损 -3.41% 3928 20 78557 39278 -2675.11 36603
84 做空 2021-07-25 17:00 28.25 2021-07-25 21:00 26.78 止盈 +5.20% 3660 20 73206 36603 +3803.32 40406
85 做多 2021-07-26 10:00 29.80 2021-07-27 04:00 28.57 止损 -4.14% 4041 20 80813 40406 -3343.07 37063
86 做空 2021-07-27 10:00 27.24 2021-07-27 17:00 28.58 止损 -4.92% 3706 20 74127 37063 -3646.08 33417
87 做多 2021-07-29 02:00 28.11 2021-07-29 23:00 29.57 止盈 +5.22% 3342 20 66835 33417 +3487.22 36905
88 做空 2021-07-29 06:00 27.60 2021-07-29 17:00 28.49 止损 -3.23% 3690 20 73809 36905 -2380.63 34524
89 做多 2021-07-29 18:00 28.45 2021-07-30 01:00 29.91 止盈 +5.15% 3452 20 69048 34524 +3550.06 38074
90 做空 2021-08-02 12:00 34.58 2021-08-05 00:00 36.22 止损 -4.75% 3807 20 76148 38074 -3612.41 34462
91 做多 2021-08-04 00:00 35.03 2021-08-04 11:00 33.77 止损 -3.61% 3446 20 68923 34462 -2486.46 31975
92 做空 2021-08-04 14:00 33.91 2021-08-04 20:00 34.95 止损 -3.06% 3198 20 63950 31975 -1957.36 30018
93 做多 2021-08-04 20:00 34.95 2021-08-05 11:00 37.27 止盈 +6.62% 3002 20 60036 30018 +3970.79 33989
94 做空 2021-08-08 13:00 38.81 2021-08-09 08:00 36.87 止盈 +5.01% 3399 20 67977 33989 +3403.07 37392
95 做多 2021-08-09 21:00 39.11 2021-08-10 20:00 41.51 止盈 +6.14% 3739 20 74783 37392 +4584.39 41976
96 做空 2021-08-12 19:00 40.83 2021-08-13 09:00 42.26 止损 -3.52% 4198 20 83952 41976 -2950.02 39026
97 做多 2021-08-13 15:00 43.42 2021-08-15 19:00 46.83 止盈 +7.84% 3903 20 78052 39026 +6110.43 45136
98 做空 2021-08-18 09:00 66.98 2021-08-18 13:00 69.47 止损 -3.73% 4514 20 90273 45136 -3362.14 41774
99 做多 2021-08-18 17:00 71.10 2021-08-18 19:00 74.95 止盈 +5.41% 4177 20 83549 41774 +4515.97 46290
100 做空 2021-08-20 15:00 71.33 2021-08-21 00:00 76.43 止损 -7.16% 4629 20 92580 46290 -6623.51 39667
101 做多 2021-08-21 01:00 75.78 2021-08-21 05:00 79.65 止盈 +5.11% 3967 20 79333 39667 +4049.67 43716
102 做空 2021-08-22 04:00 73.95 2021-08-22 16:00 76.54 止损 -3.50% 4372 20 87433 43716 -3057.89 40659
103 做多 2021-08-24 10:00 76.29 2021-08-24 22:00 73.57 止损 -3.56% 4066 20 81317 40659 -2894.16 37764
104 做空 2021-08-25 03:00 71.63 2021-08-25 16:00 66.65 止盈 +6.95% 3776 20 75529 37764 +5247.69 43012
105 做多 2021-08-27 01:00 75.27 2021-08-27 08:00 80.26 止盈 +6.63% 4301 20 86024 43012 +5701.88 48714
106 做空 2021-09-01 10:00 109.97 2021-09-01 18:00 113.42 止损 -3.13% 4871 20 97428 48714 -3050.79 45663
107 做多 2021-09-01 21:00 115.24 2021-09-02 06:00 111.27 止损 -3.44% 4566 20 91326 45663 -3141.53 42522
108 做空 2021-09-01 22:00 114.14 2021-09-02 16:00 117.62 止损 -3.05% 4252 20 85043 42522 -2590.28 39931
109 做多 2021-09-01 23:00 117.36 2021-09-02 04:00 112.93 止损 -3.78% 3993 20 79863 39931 -3012.95 36918
110 做空 2021-09-02 07:00 110.89 2021-09-02 14:00 116.38 止损 -4.95% 3692 20 73837 36918 -3647.77 33271
111 做多 2021-09-02 17:00 116.14 2021-09-02 23:00 121.95 止盈 +5.00% 3327 20 66541 33271 +3326.60 36597
112 做空 2021-09-05 05:00 141.08 2021-09-06 15:00 146.09 止损 -3.55% 3660 20 73194 36597 -2597.13 34000
113 做多 2021-09-06 13:00 142.86 2021-09-06 23:00 151.46 止盈 +6.02% 3400 20 68000 34000 +4089.85 38090
114 做空 2021-09-08 18:00 164.02 2021-09-09 00:00 172.29 止损 -5.04% 3809 20 76180 38090 -3838.15 34252
115 做多 2021-09-09 05:00 193.54 2021-09-09 08:00 210.17 止盈 +8.59% 3425 20 68504 34252 +5877.71 40129
116 做空 2021-09-10 16:00 180.76 2021-09-10 22:00 170.86 止盈 +5.47% 4013 20 80259 40129 +4388.72 44518
117 做多 2021-09-12 01:00 188.04 2021-09-12 03:00 182.14 止损 -3.14% 4452 20 89036 44518 -2790.83 41727
118 做空 2021-09-12 08:00 175.97 2021-09-13 09:00 163.61 止盈 +7.03% 4173 20 83455 41727 +5858.21 47586
119 做多 2021-09-16 20:00 158.68 2021-09-17 03:00 152.48 止损 -3.91% 4759 20 95171 47586 -3716.02 43870
120 做空 2021-09-16 23:00 154.92 2021-09-17 10:00 146.84 止盈 +5.22% 4387 20 87739 43870 +4574.34 48444
121 做多 2021-09-18 16:00 159.04 2021-09-19 07:00 169.23 止盈 +6.40% 4844 20 96888 48444 +6199.07 54643
122 做空 2021-09-20 05:00 155.02 2021-09-20 10:00 146.62 止盈 +5.41% 5464 20 109286 54643 +5911.76 60555
123 做多 2021-09-23 02:00 143.79 2021-09-23 15:00 151.37 止盈 +5.28% 6055 20 121109 60555 +6383.13 66938
124 做空 2021-09-24 17:00 134.21 2021-09-24 22:00 139.38 止损 -3.85% 6694 20 133876 66938 -5148.86 61789
125 做多 2021-09-27 04:00 138.55 2021-09-27 18:00 146.89 止盈 +6.02% 6179 20 123578 61789 +7430.60 69220
126 做空 2021-09-28 13:00 136.90 2021-09-29 01:00 129.23 止盈 +5.60% 6922 20 138439 69220 +7750.33 76970
127 做多 2021-09-29 17:00 137.78 2021-09-30 01:00 133.27 止损 -3.27% 7697 20 153940 76970 -5035.12 71935
128 做空 2021-09-30 04:00 132.79 2021-09-30 08:00 138.36 止损 -4.19% 7193 20 143870 71935 -6025.37 65909
129 做多 2021-09-30 11:00 139.96 2021-09-30 16:00 135.71 止损 -3.04% 6591 20 131819 65909 -3999.78 61910
130 做空 2021-10-04 14:00 167.08 2021-10-06 11:00 158.13 止盈 +5.35% 6191 20 123819 61910 +6623.02 68533
131 做多 2021-10-08 17:00 158.94 2021-10-08 22:00 166.96 止盈 +5.05% 6853 20 137065 68533 +6912.75 75445
132 做空 2021-10-09 22:00 157.86 2021-10-11 07:00 147.62 止盈 +6.49% 7545 20 150891 75445 +9780.82 85226
133 做多 2021-10-13 06:00 150.45 2021-10-13 15:00 145.47 止损 -3.31% 8523 20 170453 85226 -5630.87 79595
134 做空 2021-10-17 09:00 159.13 2021-10-17 16:00 166.47 止损 -4.61% 7960 20 159191 79595 -7325.24 72270
135 做多 2021-10-17 14:00 163.51 2021-10-18 04:00 155.25 止损 -5.05% 7227 20 144540 72270 -7296.09 64974
136 做空 2021-10-18 06:00 159.63 2021-10-20 23:00 168.99 止损 -5.86% 6497 20 129948 64974 -7610.24 57364
137 做多 2021-10-20 19:00 160.25 2021-10-20 23:00 168.99 止盈 +5.45% 5736 20 114728 57364 +6251.72 63616
138 做空 2021-10-24 02:00 195.40 2021-10-25 06:00 202.10 止损 -3.43% 6362 20 127231 63616 -4358.89 59257
139 做多 2021-10-25 10:00 200.58 2021-10-25 16:00 212.24 止盈 +5.82% 5926 20 118513 59257 +6886.69 66143
140 做空 2021-10-27 04:00 206.33 2021-10-27 15:00 194.28 止盈 +5.84% 6614 20 132287 66143 +7717.39 73861
141 做多 2021-10-28 23:00 197.39 2021-10-31 06:00 191.35 止损 -3.06% 7386 20 147721 73861 -4512.73 69348
142 做空 2021-10-30 16:00 196.32 2021-11-01 05:00 204.36 止损 -4.10% 6935 20 138696 69348 -5675.23 63673
143 做多 2021-11-01 05:00 204.36 2021-11-03 03:00 217.49 止盈 +6.43% 6367 20 127346 63673 +8176.92 71850
144 做空 2021-11-05 23:00 233.47 2021-11-06 08:00 241.32 止损 -3.36% 7185 20 143699 71850 -4824.31 67025
145 做多 2021-11-06 14:00 247.40 2021-11-10 07:00 239.30 止损 -3.27% 6703 20 134051 67025 -4385.53 62640
146 做空 2021-11-08 09:00 241.78 2021-11-09 01:00 250.00 止损 -3.40% 6264 20 125280 62640 -4253.91 58386
147 做多 2021-11-11 17:00 243.57 2021-11-12 04:00 235.32 止损 -3.39% 5839 20 116772 58386 -3950.33 54436
148 做空 2021-11-12 04:00 235.32 2021-11-12 23:00 222.61 止盈 +5.40% 5444 20 108871 54436 +5874.91 60310
149 做多 2021-11-14 01:00 238.50 2021-11-16 08:00 230.18 止损 -3.49% 6031 20 120621 60310 -4201.63 56109
150 做空 2021-11-16 08:00 230.18 2021-11-17 08:00 218.39 止盈 +5.12% 5611 20 112218 56109 +5741.60 61850
151 做多 2021-11-20 01:00 216.58 2021-11-20 23:00 207.31 止损 -4.28% 6185 20 123701 61850 -5292.72 56558
152 做空 2021-11-21 17:00 213.40 2021-11-22 01:00 221.57 止损 -3.83% 5656 20 113115 56558 -4327.89 52230
153 做多 2021-11-22 02:00 230.07 2021-11-22 10:00 223.06 止损 -3.05% 5223 20 104460 52230 -3179.12 49051
154 做空 2021-11-23 07:00 215.61 2021-11-24 00:00 223.30 止损 -3.57% 4905 20 98101 49051 -3497.23 45553
155 做多 2021-11-24 05:00 223.50 2021-11-24 10:00 214.66 止损 -3.95% 4555 20 91107 45553 -3596.74 41957
156 做空 2021-11-24 16:00 218.31 2021-11-25 01:00 204.32 止盈 +6.41% 4196 20 83914 41957 +5375.04 47332
157 做多 2021-11-26 04:00 211.09 2021-11-26 13:00 204.16 止损 -3.28% 4733 20 94664 47332 -3102.85 44229
158 做空 2021-11-26 09:00 207.11 2021-11-26 16:00 190.52 止盈 +8.01% 4423 20 88458 44229 +7079.10 51308
159 做多 2021-11-29 09:00 201.92 2021-11-30 20:00 214.85 止盈 +6.40% 5131 20 102616 51308 +6564.03 57872
160 做空 2021-12-04 02:00 218.30 2021-12-04 08:00 203.20 止盈 +6.91% 5787 20 115744 57872 +7995.62 65868
161 做多 2021-12-07 09:00 194.69 2021-12-08 10:00 188.36 止损 -3.25% 6587 20 131735 65868 -4274.85 61593
162 做空 2021-12-08 10:00 188.36 2021-12-08 22:00 194.07 止损 -3.03% 6159 20 123186 61593 -3726.55 57866
163 做多 2021-12-13 01:00 175.35 2021-12-13 09:00 167.88 止损 -4.26% 5787 20 115733 57866 -4926.63 52940
164 做空 2021-12-13 13:00 167.10 2021-12-13 23:00 158.09 止盈 +5.39% 5294 20 105879 52940 +5703.28 58643
165 做多 2021-12-15 12:00 161.48 2021-12-16 03:00 175.11 止盈 +8.44% 5864 20 117286 58643 +9889.82 68533
166 做空 2021-12-17 21:00 172.54 2021-12-18 00:00 179.91 止损 -4.27% 6853 20 137066 68533 -5848.86 62684
167 做多 2021-12-18 22:00 181.80 2021-12-20 13:00 175.39 止损 -3.53% 6268 20 125368 62684 -4415.86 58268
168 做空 2021-12-20 09:00 178.96 2021-12-20 21:00 170.00 止盈 +5.01% 5827 20 116536 58268 +5828.78 64097
169 做多 2021-12-21 19:00 179.69 2021-12-24 02:00 190.01 止盈 +5.74% 6410 20 128194 64097 +7355.09 71452
170 做空 2021-12-23 10:00 179.86 2021-12-24 01:00 187.94 止损 -4.49% 7145 20 142904 71452 -6413.37 65039
171 做多 2021-12-24 02:00 190.01 2021-12-27 11:00 201.07 止盈 +5.82% 6504 20 130077 65039 +7563.89 72602
172 做空 2021-12-26 03:00 191.04 2021-12-26 18:00 197.43 止损 -3.34% 7260 20 145205 72602 -4852.03 67750
173 做多 2021-12-26 04:00 191.24 2021-12-27 11:00 201.07 止盈 +5.14% 6775 20 135501 67750 +6957.96 74708
174 做空 2021-12-28 10:00 190.43 2021-12-29 01:00 180.67 止盈 +5.13% 7471 20 149417 74708 +7650.31 82359
175 做多 2021-12-31 20:00 175.36 2022-01-01 03:00 167.89 止损 -4.26% 8236 20 164717 82359 -7009.63 75349
176 做空 2022-01-01 05:00 170.77 2022-01-02 03:00 177.31 止损 -3.83% 7535 20 150698 75349 -5765.53 69584
177 做多 2022-01-02 01:00 175.06 2022-01-04 04:00 168.49 止损 -3.75% 6958 20 139167 69584 -5217.72 64366
178 做空 2022-01-03 12:00 172.17 2022-01-06 01:00 163.51 止盈 +5.03% 6437 20 128732 64366 +6468.61 70834
179 做多 2022-01-08 20:00 145.17 2022-01-09 00:00 140.70 止损 -3.08% 7083 20 141669 70834 -4357.83 66477
180 做空 2022-01-09 03:00 135.37 2022-01-09 05:00 144.39 止损 -6.66% 6648 20 132953 66477 -8850.10 57626
181 做多 2022-01-09 11:00 141.91 2022-01-10 20:00 135.46 止损 -4.55% 5763 20 115253 57626 -5233.16 52393
182 做空 2022-01-09 20:00 139.92 2022-01-10 01:00 144.52 止损 -3.29% 5239 20 104787 52393 -3441.51 48952
183 做多 2022-01-10 03:00 145.20 2022-01-10 07:00 140.77 止损 -3.05% 4895 20 97904 48952 -2984.02 45968
184 做空 2022-01-10 12:00 143.06 2022-01-10 20:00 135.46 止盈 +5.31% 4597 20 91936 45968 +4879.15 50847
185 做多 2022-01-12 03:00 142.32 2022-01-13 00:00 152.08 止盈 +6.86% 5085 20 101694 50847 +6966.97 57814
186 做空 2022-01-14 11:00 147.45 2022-01-18 01:00 139.87 止盈 +5.14% 5781 20 115628 57814 +5938.17 63752
187 做多 2022-01-16 03:00 147.92 2022-01-17 11:00 142.90 止损 -3.39% 6375 20 127504 63752 -4322.82 59429
188 做空 2022-01-17 10:00 145.09 2022-01-18 17:00 137.29 止盈 +5.38% 5943 20 118859 59429 +6383.41 65813
189 做多 2022-01-19 14:00 137.55 2022-01-21 05:00 132.11 止损 -3.95% 6581 20 131625 65813 -5200.48 60612
190 做空 2022-01-19 15:00 134.41 2022-01-19 22:00 138.48 止损 -3.03% 6061 20 121224 60612 -3667.06 56945
191 做多 2022-01-20 20:00 137.21 2022-01-21 05:00 132.11 止损 -3.72% 5695 20 113890 56945 -4228.99 52716
192 做空 2022-01-21 08:00 126.80 2022-01-21 20:00 118.05 止盈 +6.90% 5272 20 105432 52716 +7268.22 59984
193 做多 2022-01-25 23:00 92.88 2022-01-26 02:00 99.60 止盈 +7.24% 5998 20 119969 59984 +8671.23 68656
194 做空 2022-01-27 10:00 87.92 2022-01-27 19:00 91.12 止损 -3.64% 6866 20 137311 68656 -4992.68 63663
195 做多 2022-01-29 05:00 92.11 2022-01-29 15:00 97.13 止盈 +5.45% 6366 20 127326 63663 +6932.33 70595
196 做空 2022-01-31 04:00 92.56 2022-01-31 23:00 95.38 止损 -3.05% 7060 20 141190 70595 -4297.31 66298
197 做多 2022-02-01 03:00 98.35 2022-02-01 11:00 106.79 止盈 +8.58% 6630 20 132596 66298 +11367.46 77665
198 做空 2022-02-03 05:00 100.32 2022-02-03 17:00 94.98 止盈 +5.32% 7767 20 155331 77665 +8259.94 85925
199 做多 2022-02-04 14:00 106.11 2022-02-04 21:00 102.59 止损 -3.32% 8593 20 171851 85925 -5695.12 80230
200 做空 2022-02-07 03:00 112.83 2022-02-07 11:00 119.11 止损 -5.57% 8023 20 160460 80230 -8922.13 71308
201 做多 2022-02-07 12:00 118.91 2022-02-08 16:00 114.13 止损 -4.02% 7131 20 142616 71308 -5727.22 65581
202 做空 2022-02-08 19:00 114.30 2022-02-10 21:00 107.73 止盈 +5.75% 6558 20 131162 65581 +7531.68 73113
203 做多 2022-02-10 04:00 115.67 2022-02-10 10:00 111.15 止损 -3.91% 7311 20 146225 73113 -5708.28 67404
204 做空 2022-02-10 13:00 111.48 2022-02-11 08:00 104.54 止盈 +6.23% 6740 20 134809 67404 +8383.89 75788
205 做多 2022-02-15 02:00 94.96 2022-02-15 09:00 101.95 止盈 +7.36% 7579 20 151576 75788 +11146.37 86935
206 做空 2022-02-17 02:00 100.03 2022-02-17 03:00 103.19 止损 -3.16% 8693 20 173869 86935 -5487.12 81447
207 做多 2022-02-21 04:00 91.25 2022-02-21 20:00 88.22 止损 -3.32% 8145 20 162895 81447 -5403.59 76044
208 做空 2022-02-22 01:00 88.24 2022-02-22 07:00 82.89 止盈 +6.06% 7604 20 152088 76044 +9211.87 85256
209 做多 2022-02-23 14:00 89.03 2022-02-24 07:00 84.53 止损 -5.05% 8526 20 170511 85256 -8609.84 76646
210 做空 2022-02-24 10:00 82.53 2022-02-24 11:00 77.48 止盈 +6.12% 7665 20 153292 76646 +9370.52 86016
211 做多 2022-02-25 07:00 89.35 2022-02-26 06:00 94.67 止盈 +5.95% 8602 20 172033 86016 +10232.78 96249
212 做空 2022-02-27 08:00 87.87 2022-02-27 19:00 90.72 止损 -3.24% 9625 20 192498 96249 -6237.30 90012
213 做多 2022-02-28 21:00 89.15 2022-02-28 22:00 94.73 止盈 +6.26% 9001 20 180024 90012 +11256.62 101268
214 做空 2022-03-03 13:00 98.98 2022-03-04 08:00 92.49 止盈 +6.56% 10127 20 202537 101268 +13266.82 114535
215 做多 2022-03-09 01:00 83.36 2022-03-09 11:00 88.08 止盈 +5.66% 11454 20 229071 114535 +12957.44 127493
216 做空 2022-03-09 02:00 82.72 2022-03-09 11:00 88.08 止损 -6.48% 12749 20 254985 127493 -16505.74 110987
217 做多 2022-03-09 11:00 88.08 2022-03-10 11:00 85.31 止损 -3.14% 11099 20 221974 110987 -6973.81 104013
218 做空 2022-03-10 15:00 82.62 2022-03-14 06:00 78.23 止盈 +5.31% 10401 20 208026 104013 +11042.39 115056
219 做多 2022-03-13 06:00 81.84 2022-03-14 06:00 78.23 止损 -4.41% 11506 20 230111 115056 -10140.16 104915
220 做空 2022-03-13 21:00 80.48 2022-03-16 02:00 84.84 止损 -5.42% 10492 20 209831 104915 -11356.21 93559
221 做多 2022-03-14 22:00 81.36 2022-03-17 03:00 85.78 止盈 +5.43% 9356 20 187118 93559 +10155.31 103715
222 做空 2022-03-15 02:00 79.00 2022-03-16 00:00 81.75 止损 -3.48% 10371 20 207429 103715 -7213.41 96501
223 做多 2022-03-16 01:00 82.78 2022-03-17 07:00 87.73 止盈 +5.98% 9650 20 193002 96501 +11529.42 108031
224 做空 2022-03-18 15:00 85.77 2022-03-19 00:00 90.59 止损 -5.62% 10803 20 216061 108031 -12129.80 95901
225 做多 2022-03-19 03:00 91.11 2022-03-21 09:00 88.16 止损 -3.24% 9590 20 191801 95901 -6204.02 89697
226 做空 2022-03-20 21:00 89.75 2022-03-22 22:00 93.01 止损 -3.63% 8970 20 179393 89697 -6509.61 83187
227 做多 2022-03-22 12:00 91.99 2022-03-24 13:00 96.97 止盈 +5.41% 8319 20 166374 83187 +8997.88 92185
228 做空 2022-03-26 06:00 97.96 2022-03-26 15:00 101.19 止损 -3.30% 9218 20 184370 92185 -6073.08 86112
229 做多 2022-03-27 03:00 102.66 2022-03-27 20:00 99.16 止损 -3.41% 8611 20 172224 86112 -5865.77 80246
230 做空 2022-03-30 13:00 111.98 2022-03-30 21:00 115.72 止损 -3.34% 8025 20 160492 80246 -5354.89 74891
231 做多 2022-03-30 18:00 111.70 2022-03-30 22:00 118.86 止盈 +6.41% 7489 20 149782 74891 +9591.49 84483
232 做空 2022-04-04 04:00 135.72 2022-04-05 01:00 127.49 止盈 +6.06% 8448 20 168965 84483 +10235.74 94718
233 做多 2022-04-08 10:00 121.46 2022-04-08 18:00 117.05 止损 -3.63% 9472 20 189437 94718 -6871.24 87847
234 做空 2022-04-09 00:00 114.81 2022-04-09 10:00 108.68 止盈 +5.34% 8785 20 175694 87847 +9371.39 97219
235 做空 2022-04-10 17:00 110.27 2022-04-11 01:00 114.62 止损 -3.94% 9722 20 194437 97219 -7662.61 89556
236 做空 2022-04-10 20:00 111.07 2022-04-11 01:00 114.62 止损 -3.20% 8956 20 179112 89556 -5719.02 83837

⚙️ 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