📊 比特币BTC 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 16:50

📈 回测结果摘要

测试币种
比特币BTC
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
298次
盈利
147次
亏损
151次
胜率
49.3%
总收益
+5362.3%
最终资金
546232U
最大回撤
-99.0%
月化收益
+446.9%

📊 收益与风险

盈利因子
1.55
止盈次数
147
止损次数
151
盈亏比
0.97

📋 交易记录明细(共298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 2022-12-29 07:00 16539.00 2023-01-11 02:00 17427.70 止盈 +5.37% 1000 20 20000 10000 +1073.60 11074
2 做多 2022-12-29 10:00 16535.90 2023-01-11 02:00 17427.70 止盈 +5.39% 1107 20 22147 11074 +1193.23 12267
3 做多 2022-12-29 15:00 16553.00 2023-01-11 02:00 17427.70 止盈 +5.28% 1227 20 24534 12267 +1295.12 13562
4 做多 2022-12-29 22:00 16625.60 2023-01-11 04:00 17466.70 止盈 +5.06% 1356 20 27124 13562 +1370.84 14933
5 做多 2022-12-31 03:00 16520.80 2023-01-10 01:00 17348.90 止盈 +5.01% 1493 20 29866 14933 +1495.51 16428
6 做多 2022-12-31 19:00 16565.60 2023-01-11 02:00 17427.70 止盈 +5.20% 1643 20 32857 16428 +1708.20 18136
7 做多 2023-01-01 21:00 16539.90 2023-01-11 02:00 17427.70 止盈 +5.37% 1814 20 36273 18136 +1945.05 20082
8 做多 2023-01-03 15:00 16723.10 2023-01-12 07:00 17935.70 止盈 +7.25% 2008 20 40163 20082 +2909.33 22991
9 做多 2023-01-04 10:00 16729.00 2023-01-12 07:00 17935.70 止盈 +7.21% 2299 20 45982 22991 +3313.45 26304
10 做多 2023-01-06 02:00 16837.00 2023-01-12 07:00 17935.70 止盈 +6.53% 2630 20 52609 26304 +3429.55 29734
11 做多 2023-01-07 02:00 16841.50 2023-01-12 07:00 17935.70 止盈 +6.50% 2973 20 59468 29734 +3859.78 33594
12 做多 2023-01-08 04:00 16939.30 2023-01-12 07:00 17935.70 止盈 +5.88% 3359 20 67187 33594 +3948.13 37542
13 做多 2023-01-08 23:00 16991.00 2023-01-12 07:00 17935.70 止盈 +5.56% 3754 20 75084 37542 +4170.47 41712
14 做多 2023-01-09 06:00 16956.80 2023-01-12 07:00 17935.70 止盈 +5.77% 4171 20 83425 41712 +4811.20 46523
15 做多 2023-01-10 19:00 17244.40 2023-01-12 08:00 18264.00 止盈 +5.91% 4652 20 93047 46523 +5496.03 52020
16 做多 2023-01-12 04:00 17542.50 2023-01-13 01:00 18840.00 止盈 +7.40% 5202 20 104039 52020 +7687.37 59707
17 做多 2023-01-15 06:00 21004.40 2023-01-21 04:00 22287.20 止盈 +6.11% 5971 20 119414 59707 +7285.65 66993
18 做多 2023-01-16 00:00 20884.70 2023-01-21 04:00 22287.20 止盈 +6.72% 6699 20 133985 66993 +8988.69 75981
19 做多 2023-01-17 02:00 21286.80 2023-01-21 06:00 22590.60 止盈 +6.12% 7598 20 151962 75981 +9298.27 85279
20 做多 2023-01-17 19:00 21218.60 2023-01-21 04:00 22287.20 止盈 +5.04% 8528 20 170559 85279 +8581.01 93860
21 做多 2023-01-18 12:00 21279.70 2023-01-21 06:00 22590.60 止盈 +6.16% 9386 20 187721 93860 +11552.67 105413
22 做多 2023-01-18 22:00 21420.00 2023-01-19 04:00 20732.70 止损 -3.21% 10541 20 210826 105413 -6757.98 98655
23 做多 2023-01-19 23:00 20870.70 2023-01-21 04:00 22287.20 止盈 +6.79% 9866 20 197310 98655 +13378.12 112033
24 做多 2023-01-20 22:00 21148.00 2023-01-21 04:00 22287.20 止盈 +5.39% 11203 20 224067 112033 +12057.94 124091
25 做多 2023-01-23 00:00 22814.40 2023-02-02 08:00 24194.40 止盈 +6.05% 12409 20 248182 124091 +14997.08 139088
26 做多 2023-01-23 18:00 22909.00 2023-02-02 08:00 24194.40 止盈 +5.61% 13909 20 278177 139088 +15592.59 154681
27 做多 2023-01-26 03:00 22743.40 2023-01-30 03:00 23896.60 止盈 +5.07% 15468 20 309362 154681 +15670.45 170351
28 做多 2023-01-27 06:00 22998.00 2023-02-02 08:00 24194.40 止盈 +5.20% 17035 20 340703 170351 +17706.28 188058
29 做多 2023-01-27 16:00 22959.80 2023-02-02 08:00 24194.40 止盈 +5.38% 18806 20 376115 188058 +20204.34 208262
30 做多 2023-01-27 23:00 22928.80 2023-02-02 08:00 24194.40 止盈 +5.52% 20826 20 416524 208262 +22967.86 231230
31 做多 2023-01-29 08:00 23105.10 2023-02-10 03:00 22027.30 止损 -4.66% 23123 20 462460 231230 -21551.11 209679
32 做多 2023-01-31 19:00 22856.90 2023-02-02 08:00 24194.40 止盈 +5.85% 20968 20 419357 209679 +24514.68 234193
33 做多 2023-02-02 03:00 23379.90 2023-02-09 11:00 22511.60 止损 -3.71% 23419 20 468387 234193 -17377.90 216816
34 做多 2023-02-03 03:00 23804.90 2023-02-06 00:00 23073.00 止损 -3.07% 21682 20 433631 216816 -13318.99 203497
35 做多 2023-02-04 00:00 23514.30 2023-02-06 13:00 22771.60 止损 -3.16% 20350 20 406993 203497 -12842.03 190654
36 做多 2023-02-04 02:00 23418.80 2023-02-09 11:00 22511.60 止损 -3.87% 19065 20 381309 190654 -14756.42 175898
37 做多 2023-02-04 21:00 23503.00 2023-02-06 13:00 22771.60 止损 -3.11% 17590 20 351796 175898 -10936.75 164961
38 做多 2023-02-05 18:00 23395.00 2023-02-09 11:00 22511.60 止损 -3.78% 16496 20 329923 164961 -12445.49 152516
39 做多 2023-02-06 23:00 23040.50 2023-02-10 03:00 22027.30 止损 -4.40% 15252 20 305032 152516 -13400.27 139116
40 做多 2023-02-07 17:00 23001.60 2023-02-10 03:00 22027.30 止损 -4.24% 13912 20 278231 139116 -11773.51 127342
41 做多 2023-02-11 15:00 21681.90 2023-02-15 23:00 22798.10 止盈 +5.15% 12734 20 254684 127342 +13098.21 140440
42 做多 2023-02-12 05:00 21815.60 2023-02-16 02:00 22963.00 止盈 +5.26% 14044 20 280881 140440 +14758.25 155199
43 做多 2023-02-14 08:00 21727.60 2023-02-16 02:00 22963.00 止盈 +5.69% 15520 20 310397 155199 +17631.08 172830
44 做多 2023-02-15 18:00 22222.60 2023-02-16 04:00 24144.80 止盈 +8.65% 17283 20 345659 172830 +29868.77 202698
45 做多 2023-02-17 23:00 24131.40 2023-02-24 23:00 23337.20 止损 -3.29% 20270 20 405397 202698 -13328.86 189369
46 做多 2023-02-18 23:00 24670.00 2023-02-22 22:00 23927.70 止损 -3.01% 18937 20 378739 189369 -11384.55 177985
47 做多 2023-02-19 22:00 24755.50 2023-02-22 14:00 23948.10 止损 -3.26% 17798 20 355970 177985 -11598.34 166387
48 做多 2023-02-20 17:00 24884.70 2023-02-22 13:00 24104.40 止损 -3.14% 16639 20 332773 166387 -10424.21 155962
49 做多 2023-02-23 08:00 24118.00 2023-02-24 23:00 23337.20 止损 -3.24% 15596 20 311925 155962 -10088.21 145874
50 做多 2023-02-24 12:00 23928.50 2023-02-25 00:00 23179.80 止损 -3.13% 14587 20 291748 145874 -9119.40 136755
51 做多 2023-02-26 08:00 23088.10 2023-03-03 09:00 22137.50 止损 -4.12% 13675 20 273510 136755 -11249.87 125505
52 做多 2023-02-27 22:00 23790.10 2023-03-03 09:00 22137.50 止损 -6.95% 12550 20 251010 125505 -17419.18 108086
53 做多 2023-02-28 09:00 23420.90 2023-03-03 09:00 22137.50 止损 -5.48% 10809 20 216171 108086 -11833.75 96252
54 做多 2023-02-28 22:00 23410.90 2023-03-03 09:00 22137.50 止损 -5.44% 9625 20 192504 96252 -10460.49 85792
55 做多 2023-03-01 12:00 23788.20 2023-03-03 09:00 22137.50 止损 -6.94% 8579 20 171583 85792 -11894.50 73897
56 做多 2023-03-03 05:00 23400.00 2023-03-03 09:00 22137.50 止损 -5.40% 7390 20 147794 73897 -7965.95 65931
57 做多 2023-03-04 04:00 22295.00 2023-03-09 20:00 21603.70 止损 -3.10% 6593 20 131862 65931 -4084.55 61846
58 做多 2023-03-04 12:00 22334.30 2023-03-09 17:00 21631.00 止损 -3.15% 6185 20 123693 61846 -3891.16 57955
59 做多 2023-03-04 15:00 22346.60 2023-03-09 16:00 21674.00 止损 -3.01% 5796 20 115911 57955 -3485.25 54470
60 做多 2023-03-05 09:00 22582.70 2023-03-09 06:00 21792.70 止损 -3.50% 5447 20 108940 54470 -3807.19 50663
61 做多 2023-03-06 22:00 22439.20 2023-03-09 07:00 21695.40 止损 -3.31% 5066 20 101326 50663 -3355.32 47308
62 做多 2023-03-07 10:00 22488.90 2023-03-09 06:00 21792.70 止损 -3.10% 4731 20 94615 47308 -2926.12 44381
63 做多 2023-03-09 03:00 21993.70 2023-03-10 02:00 21001.30 止损 -4.51% 4438 20 88763 44381 -4001.16 40380
64 做多 2023-03-11 01:00 19921.60 2023-03-13 02:00 21068.00 止盈 +5.75% 4038 20 80761 40380 +4642.77 45023
65 做多 2023-03-11 03:00 20015.30 2023-03-13 02:00 21068.00 止盈 +5.26% 4502 20 90046 45023 +4731.22 49754
66 做多 2023-03-12 04:00 20338.50 2023-03-13 06:00 21694.40 止盈 +6.67% 4975 20 99509 49754 +6627.27 56382
67 做多 2023-03-13 01:00 20774.80 2023-03-13 07:00 21986.20 止盈 +5.83% 5638 20 112763 56382 +6568.76 62950
68 做多 2023-03-16 16:00 24578.00 2023-03-17 14:00 26134.70 止盈 +6.33% 6295 20 125901 62950 +7966.21 70917
69 做多 2023-03-19 21:00 27166.90 2023-03-22 22:00 28546.00 止盈 +5.08% 7092 20 141833 70917 +7192.81 78109
70 做多 2023-03-20 16:00 28303.20 2023-03-23 03:00 26654.10 止损 -5.83% 7811 20 156219 78109 -9093.06 69016
71 做多 2023-03-21 05:00 27983.00 2023-03-23 03:00 26654.10 止损 -4.75% 6902 20 138033 69016 -6548.55 62468
72 做多 2023-03-21 19:00 28026.10 2023-03-23 03:00 26654.10 止损 -4.90% 6247 20 124935 62468 -6110.02 56358
73 做多 2023-03-22 20:00 28207.10 2023-03-23 03:00 26654.10 止损 -5.51% 5636 20 112715 56358 -6199.57 50158
74 做多 2023-03-23 17:00 27610.80 2023-03-28 18:00 26733.60 止损 -3.18% 5016 20 100316 50158 -3183.88 46974
75 做多 2023-03-25 23:00 27631.40 2023-03-28 18:00 26733.60 止损 -3.25% 4697 20 93949 46974 -3049.52 43925
76 做多 2023-03-26 09:00 27581.00 2023-03-28 18:00 26733.60 止损 -3.07% 4392 20 87849 43925 -2696.39 41228
77 做多 2023-03-27 18:00 27900.30 2023-03-27 22:00 26933.00 止损 -3.47% 4123 20 82457 41228 -2855.90 38372
78 做多 2023-03-29 02:00 27333.00 2023-03-30 10:00 28952.00 止盈 +5.92% 3837 20 76745 38372 +4541.24 42914
79 做多 2023-03-31 22:00 28510.10 2023-04-04 04:00 27569.30 止损 -3.30% 4291 20 85827 42914 -2829.37 40084
80 做多 2023-04-02 06:00 28504.30 2023-04-04 04:00 27569.30 止损 -3.28% 4008 20 80169 40084 -2627.07 37457
81 做多 2023-04-02 13:00 28453.90 2023-04-04 04:00 27569.30 止损 -3.11% 3746 20 74914 37457 -2326.68 35131
82 做多 2023-04-03 17:00 28318.30 2023-04-11 08:00 29920.60 止盈 +5.66% 3513 20 70261 35131 +3971.52 39102
83 做多 2023-04-04 15:00 28013.20 2023-04-11 06:00 29580.10 止盈 +5.59% 3910 20 78204 39102 +4369.92 43472
84 做多 2023-04-07 02:00 27950.60 2023-04-11 06:00 29580.10 止盈 +5.83% 4347 20 86944 43472 +5063.70 48536
85 做多 2023-04-08 08:00 27870.70 2023-04-11 02:00 29264.80 止盈 +5.00% 4854 20 97071 48536 +4850.68 53386
86 做多 2023-04-09 10:00 28021.80 2023-04-11 06:00 29580.10 止盈 +5.56% 5339 20 106773 53386 +5931.73 59318
87 做多 2023-04-10 03:00 28132.40 2023-04-11 06:00 29580.10 止盈 +5.15% 5932 20 118636 59318 +6098.94 65417
88 做多 2023-04-10 23:00 28427.70 2023-04-11 08:00 29920.60 止盈 +5.25% 6542 20 130834 65417 +6863.97 72281
89 做多 2023-04-13 10:00 30105.40 2023-04-19 16:00 29148.00 止损 -3.18% 7228 20 144562 72281 -4592.71 67688
90 做多 2023-04-15 16:00 30371.20 2023-04-17 21:00 29391.10 止损 -3.23% 6769 20 135377 67688 -4364.33 63324
91 做多 2023-04-16 16:00 30322.70 2023-04-17 21:00 29391.10 止损 -3.07% 6332 20 126648 63324 -3887.10 59437
92 做多 2023-04-17 00:00 30334.90 2023-04-17 21:00 29391.10 止损 -3.11% 5944 20 118874 59437 -3694.78 55742
93 做多 2023-04-18 14:00 29702.90 2023-04-20 07:00 28795.10 止损 -3.06% 5574 20 111484 55742 -3403.85 52338
94 做多 2023-04-22 22:00 27463.80 2023-04-26 17:00 28849.50 止盈 +5.05% 5234 20 104677 52338 +5276.23 57614
95 做多 2023-04-24 08:00 27793.70 2023-04-26 20:00 29955.00 止盈 +7.78% 5761 20 115229 57614 +8951.50 66566
96 做多 2023-04-25 07:00 27497.50 2023-04-26 18:00 28982.80 止盈 +5.40% 6657 20 133132 66566 +7184.04 73750
97 做多 2023-04-26 01:00 27608.20 2023-04-26 20:00 29955.00 止盈 +8.50% 7375 20 147500 73750 +12525.52 86276
98 做多 2023-04-27 19:00 28921.20 2023-05-02 03:00 27833.90 止损 -3.76% 8628 20 172551 86276 -6480.62 79795
99 做多 2023-04-29 06:00 29327.30 2023-05-01 21:00 28445.40 止损 -3.01% 7979 20 159590 79795 -4794.22 75001
100 做多 2023-04-30 15:00 29252.00 2023-05-01 23:00 28158.30 止损 -3.74% 7500 20 150001 75001 -5602.78 69398
101 做多 2023-05-02 19:00 28076.10 2023-05-06 00:00 29580.00 止盈 +5.36% 6940 20 138796 69398 +7427.18 76825
102 做多 2023-05-04 05:00 28915.00 2023-05-08 15:00 27957.80 止损 -3.31% 7683 20 153650 76825 -5081.34 71744
103 做多 2023-05-05 10:00 29233.00 2023-05-08 09:00 28207.90 止损 -3.51% 7174 20 143488 71744 -5026.58 66717
104 做多 2023-05-07 15:00 28891.90 2023-05-08 15:00 27957.80 止损 -3.23% 6672 20 133434 66717 -4309.74 62407
105 做多 2023-05-09 19:00 27663.90 2023-05-12 03:00 26831.40 止损 -3.01% 6241 20 124815 62407 -3752.35 58655
106 做多 2023-05-10 04:00 27636.00 2023-05-12 10:00 26631.90 止损 -3.63% 5866 20 117310 58655 -4257.98 54397
107 做多 2023-05-10 20:00 28160.10 2023-05-11 21:00 27197.00 止损 -3.42% 5440 20 108794 54397 -3717.14 50680
108 做多 2023-05-13 05:00 26733.20 2023-05-29 06:00 28079.40 止盈 +5.04% 5068 20 101360 50680 +5099.07 55779
109 做多 2023-05-14 14:00 26829.00 2023-05-29 08:00 28188.60 止盈 +5.07% 5578 20 111558 55779 +5647.72 61427
110 做多 2023-05-17 09:00 27160.10 2023-05-24 22:00 26247.60 止损 -3.36% 6143 20 122854 61427 -4123.39 57303
111 做多 2023-05-18 02:00 27081.70 2023-05-24 22:00 26247.60 止损 -3.08% 5730 20 114607 57303 -3526.29 53777
112 做多 2023-05-19 16:00 26874.10 2023-06-05 23:00 25991.90 止损 -3.28% 5378 20 107554 53777 -3527.17 50250
113 做多 2023-05-20 08:00 26834.60 2023-05-29 08:00 28188.60 止盈 +5.05% 5025 20 100500 50250 +5065.88 55316
114 做多 2023-05-20 16:00 26894.50 2023-06-05 23:00 25991.90 止损 -3.36% 5532 20 110632 55316 -3709.17 51607
115 做多 2023-05-22 17:00 26848.50 2023-06-05 23:00 25991.90 止损 -3.19% 5161 20 103213 51607 -3289.72 48317
116 做多 2023-05-25 20:00 26392.00 2023-05-29 05:00 27828.50 止盈 +5.44% 4832 20 96634 48317 +5254.46 53571
117 做多 2023-05-28 03:00 26721.60 2023-05-29 06:00 28079.40 止盈 +5.08% 5357 20 107143 53571 +5438.78 59010
118 做多 2023-05-30 11:00 27815.00 2023-05-31 23:00 26900.10 止损 -3.29% 5901 20 118020 59010 -3878.08 55132
119 做多 2023-06-01 07:00 27201.10 2023-06-05 23:00 25991.90 止损 -4.45% 5513 20 110264 55132 -4896.79 50235
120 做多 2023-06-02 00:00 27080.90 2023-06-05 23:00 25991.90 止损 -4.02% 5024 20 100471 50235 -4036.17 46199
121 做多 2023-06-02 12:00 27051.70 2023-06-05 23:00 25991.90 止损 -3.92% 4620 20 92398 46199 -3616.25 42583
122 做多 2023-06-03 23:00 27292.70 2023-06-05 23:00 25991.90 止损 -4.77% 4258 20 85166 42583 -4055.03 38528
123 做多 2023-06-04 17:00 27206.00 2023-06-05 23:00 25991.90 止损 -4.46% 3853 20 77056 38528 -3435.26 35093
124 做多 2023-06-06 18:00 25730.00 2023-06-07 03:00 27073.20 止盈 +5.22% 3509 20 70185 35093 +3660.26 38753
125 做多 2023-06-06 22:00 26014.20 2023-06-15 04:00 24920.10 止损 -4.21% 3875 20 77506 38753 -3256.46 35496
126 做多 2023-06-08 16:00 26428.00 2023-06-10 13:00 25504.60 止损 -3.49% 3550 20 70993 35496 -2478.02 33018
127 做多 2023-06-09 17:00 26626.50 2023-06-10 12:00 25753.60 止损 -3.28% 3302 20 66037 33018 -2162.73 30856
128 做多 2023-06-11 05:00 25751.10 2023-06-15 04:00 24920.10 止损 -3.23% 3086 20 61711 30856 -1989.46 28866
129 做多 2023-06-12 01:00 25932.60 2023-06-15 04:00 24920.10 止损 -3.90% 2887 20 57732 28866 -2251.82 26614
130 做多 2023-06-12 19:00 25975.70 2023-06-15 04:00 24920.10 止损 -4.06% 2661 20 53229 26614 -2160.94 24453
131 做多 2023-06-13 05:00 25918.60 2023-06-15 04:00 24920.10 止损 -3.85% 2445 20 48907 24453 -1882.22 22571
132 做多 2023-06-14 11:00 25970.70 2023-06-15 04:00 24920.10 止损 -4.05% 2257 20 45142 22571 -1824.33 20747
133 做多 2023-06-14 18:00 25945.10 2023-06-15 04:00 24920.10 止损 -3.95% 2075 20 41494 20747 -1637.63 19109
134 做多 2023-06-16 01:00 25135.00 2023-06-17 04:00 26397.90 止盈 +5.02% 1911 20 38218 19109 +1918.35 21028
135 做多 2023-06-16 23:00 25832.40 2023-06-21 00:00 27363.30 止盈 +5.93% 2103 20 42055 21028 +2489.81 23517
136 做多 2023-06-18 06:00 26555.50 2023-06-21 02:00 28058.20 止盈 +5.66% 2352 20 47035 23517 +2658.90 26176
137 做多 2023-06-18 13:00 26524.30 2023-06-21 02:00 28058.20 止盈 +5.78% 2618 20 52353 26176 +3024.52 29201
138 做多 2023-06-18 23:00 26547.50 2023-06-21 02:00 28058.20 止盈 +5.69% 2920 20 58402 29201 +3320.05 32521
139 做多 2023-06-19 21:00 26520.70 2023-06-21 02:00 28058.20 止盈 +5.80% 3252 20 65042 32521 +3766.93 36288
140 做多 2023-06-20 23:00 27054.20 2023-06-21 09:00 28776.50 止盈 +6.37% 3629 20 72576 36288 +4615.62 40903
141 做多 2023-06-23 05:00 30041.90 2023-07-14 03:00 31600.60 止盈 +5.19% 4090 20 81807 40903 +4240.24 45144
142 做多 2023-06-23 17:00 30138.10 2023-07-24 17:00 29162.00 止损 -3.24% 4514 20 90287 45144 -2921.26 42222
143 做多 2023-06-24 22:00 30680.20 2023-07-19 00:00 29688.00 止损 -3.23% 4222 20 84445 42222 -2728.22 39494
144 做多 2023-06-25 11:00 30742.00 2023-07-18 02:00 29783.90 止损 -3.12% 3949 20 78988 39494 -2459.28 37035
145 做多 2023-06-26 21:00 30631.20 2023-07-19 00:00 29688.00 止损 -3.08% 3703 20 74070 37035 -2278.49 34756
146 做多 2023-06-27 10:00 30473.30 2023-07-24 17:00 29162.00 止损 -4.30% 3476 20 69513 34756 -2988.22 31768
147 做多 2023-06-29 14:00 30221.60 2023-07-24 17:00 29162.00 止损 -3.51% 3177 20 63536 31768 -2225.42 29543
148 做多 2023-06-30 11:00 30734.30 2023-07-18 02:00 29783.90 止损 -3.09% 2954 20 59086 29543 -1825.28 27717
149 做多 2023-07-01 15:00 30448.10 2023-07-24 17:00 29162.00 止损 -4.22% 2772 20 55435 27717 -2339.18 25378
150 做多 2023-07-03 00:00 30558.40 2023-07-24 17:00 29162.00 止损 -4.57% 2538 20 50757 25378 -2317.06 23061
151 做多 2023-07-03 04:00 30579.70 2023-07-24 17:00 29162.00 止损 -4.64% 2306 20 46122 23061 -2136.14 20925
152 做多 2023-07-03 22:00 30729.90 2023-07-18 02:00 29783.90 止损 -3.08% 2093 20 41850 20925 -1287.04 19638
153 做多 2023-07-06 11:00 30477.70 2023-07-24 17:00 29162.00 止损 -4.32% 1964 20 39276 19638 -1693.83 17944
154 做多 2023-07-07 21:00 30367.30 2023-07-24 17:00 29162.00 止损 -3.97% 1794 20 35888 17944 -1423.01 16521
155 做多 2023-07-09 08:00 30323.90 2023-07-24 17:00 29162.00 止损 -3.83% 1652 20 33042 16521 -1264.80 15256
156 做多 2023-07-10 20:00 30147.00 2023-07-24 17:00 29162.00 止损 -3.27% 1526 20 30513 15256 -995.96 14260
157 做多 2023-07-11 23:00 30585.50 2023-07-24 17:00 29162.00 止损 -4.65% 1426 20 28521 14260 -1326.08 12934
158 做多 2023-07-13 17:00 30560.20 2023-07-24 17:00 29162.00 止损 -4.58% 1293 20 25869 12934 -1182.37 11752
159 做多 2023-07-15 20:00 30334.10 2023-07-24 17:00 29162.00 止损 -3.86% 1175 20 23504 11752 -907.28 10845
160 做多 2023-07-16 18:00 30273.40 2023-07-24 17:00 29162.00 止损 -3.67% 1084 20 21689 10845 -795.47 10049
161 做多 2023-07-18 09:00 30198.30 2023-07-24 17:00 29162.00 止损 -3.43% 1005 20 20099 10049 -689.02 9360
162 做多 2023-07-19 09:00 29990.30 2023-07-24 22:00 29032.30 止损 -3.19% 936 20 18720 9360 -597.40 8763
163 做多 2023-07-20 05:00 29918.30 2023-08-01 10:00 28917.40 止损 -3.35% 876 20 17526 8763 -585.73 8177
164 做多 2023-07-20 11:00 29937.00 2023-07-24 22:00 29032.30 止损 -3.02% 818 20 16354 8177 -493.73 7683
165 做多 2023-07-21 22:00 29864.50 2023-08-01 10:00 28917.40 止损 -3.17% 768 20 15367 7683 -486.84 7197
166 做多 2023-07-22 16:00 29929.30 2023-08-01 10:00 28917.40 止损 -3.38% 720 20 14393 7197 -486.14 6710
167 做多 2023-07-23 13:00 29910.60 2023-08-01 10:00 28917.40 止损 -3.32% 671 20 13421 6710 -445.20 6265
168 做多 2023-07-25 16:00 29177.00 2023-08-17 23:00 27920.90 止损 -4.31% 627 20 12530 6265 -538.91 5726
169 做多 2023-07-26 10:00 29280.10 2023-08-17 21:00 28393.30 止损 -3.03% 573 20 11453 5726 -346.52 5380
170 做多 2023-07-26 22:00 29255.20 2023-08-17 23:00 27920.90 止损 -4.56% 538 20 10760 5380 -490.24 4890
171 做多 2023-07-28 20:00 29295.00 2023-08-17 21:00 28393.30 止损 -3.08% 489 20 9779 4890 -300.70 4589
172 做多 2023-07-30 04:00 29338.70 2023-08-17 21:00 28393.30 止损 -3.22% 459 20 9178 4589 -295.44 4293
173 做多 2023-07-30 23:00 29337.10 2023-08-17 21:00 28393.30 止损 -3.22% 429 20 8587 4293 -275.97 4017
174 做多 2023-07-31 09:00 29442.40 2023-08-17 16:00 28545.30 止损 -3.05% 402 20 8035 4017 -244.57 3773
175 做多 2023-08-02 02:00 29261.50 2023-08-17 23:00 27920.90 止损 -4.58% 377 20 7546 3773 -345.36 3427
176 做多 2023-08-03 21:00 29184.90 2023-08-17 23:00 27920.90 止损 -4.33% 343 20 6855 3427 -296.59 3131
177 做多 2023-08-04 23:00 29258.80 2023-08-17 23:00 27920.90 止损 -4.57% 313 20 6262 3131 -286.04 2845
178 做多 2023-08-06 05:00 29063.50 2023-08-17 23:00 27920.90 止损 -3.93% 284 20 5690 2845 -223.46 2621
179 做多 2023-08-07 03:00 29076.90 2023-08-17 23:00 27920.90 止损 -3.98% 262 20 5243 2621 -208.23 2413
180 做多 2023-08-08 05:00 29184.30 2023-08-17 23:00 27920.90 止损 -4.33% 241 20 4826 2413 -208.73 2204
181 做多 2023-08-10 21:00 29669.80 2023-08-17 07:00 28714.40 止损 -3.22% 220 20 4409 2204 -141.83 2063
182 做多 2023-08-11 22:00 29481.00 2023-08-17 08:00 28566.50 止损 -3.10% 206 20 4125 2063 -127.84 1935
183 做多 2023-08-12 07:00 29415.50 2023-08-17 18:00 28532.30 止损 -3.00% 193 20 3870 1935 -116.07 1819
184 做多 2023-08-12 16:00 29383.00 2023-08-17 20:00 28490.10 止损 -3.04% 182 20 3637 1819 -110.42 1708
185 做多 2023-08-13 08:00 29443.40 2023-08-17 16:00 28545.30 止损 -3.05% 171 20 3417 1708 -104.11 1604
186 做多 2023-08-14 04:00 29411.80 2023-08-17 20:00 28490.10 止损 -3.13% 160 20 3208 1604 -100.44 1504
187 做多 2023-08-14 14:00 29408.20 2023-08-17 20:00 28490.10 止损 -3.12% 150 20 3007 1504 -93.80 1410
188 做多 2023-08-20 00:00 26240.10 2023-08-30 00:00 27988.40 止盈 +6.66% 141 20 2820 1410 +187.69 1598
189 做多 2023-08-20 19:00 26163.90 2023-08-29 22:00 27484.80 止盈 +5.05% 160 20 3195 1598 +161.15 1759
190 做多 2023-08-21 04:00 26222.80 2023-08-30 00:00 27988.40 止盈 +6.73% 176 20 3518 1759 +236.60 1995
191 做多 2023-08-22 04:00 26092.80 2023-08-29 22:00 27484.80 止盈 +5.33% 200 20 3991 1995 +212.69 2208
192 做多 2023-08-23 10:00 26027.80 2023-08-29 22:00 27484.80 止盈 +5.60% 221 20 4416 2208 +246.96 2455
193 做多 2023-08-23 23:00 26134.30 2023-08-29 22:00 27484.80 止盈 +5.17% 246 20 4910 2455 +253.48 2709
194 做多 2023-08-25 20:00 26095.40 2023-08-29 22:00 27484.80 止盈 +5.32% 271 20 5417 2709 +288.13 2997
195 做多 2023-08-26 06:00 26043.60 2023-08-29 22:00 27484.80 止盈 +5.53% 300 20 5993 2997 +331.32 3328
196 做多 2023-08-27 15:00 26028.50 2023-08-29 22:00 27484.80 止盈 +5.60% 333 20 6656 3328 +372.03 3700
197 做多 2023-08-28 22:00 26126.40 2023-08-29 22:00 27484.80 止盈 +5.20% 370 20 7400 3700 +384.37 4084
198 做多 2023-08-29 08:00 26128.00 2023-08-29 22:00 27484.80 止盈 +5.19% 408 20 8169 4084 +423.77 4508
199 做多 2023-08-29 22:00 27484.80 2023-09-01 00:00 26223.30 止损 -4.59% 451 20 9016 4508 -413.42 4095
200 做多 2023-08-31 15:00 27249.10 2023-09-01 00:00 26223.30 止损 -3.76% 409 20 8189 4095 -307.99 3787
201 做多 2023-09-02 15:00 25783.90 2023-09-12 03:00 25008.30 止损 -3.01% 379 20 7573 3787 -227.59 3559
202 做多 2023-09-04 03:00 25997.60 2023-09-11 22:00 25138.90 止损 -3.30% 356 20 7118 3559 -234.88 3324
203 做多 2023-09-05 21:00 25724.50 2023-09-18 18:00 27116.70 止盈 +5.41% 332 20 6649 3324 +359.46 3684
204 做多 2023-09-06 02:00 25732.70 2023-09-18 18:00 27116.70 止盈 +5.38% 368 20 7367 3684 +395.85 4080
205 做多 2023-09-06 08:00 25793.00 2023-09-12 03:00 25008.30 止损 -3.04% 408 20 8159 4080 -247.98 3832
206 做多 2023-09-07 07:00 25747.40 2023-09-18 18:00 27116.70 止盈 +5.32% 383 20 7663 3832 +407.14 4239
207 做多 2023-09-08 01:00 25918.90 2023-09-11 22:00 25138.90 止损 -3.01% 424 20 8477 4239 -254.86 3984
208 做多 2023-09-09 12:00 25861.10 2023-09-12 03:00 25008.30 止损 -3.30% 398 20 7968 3984 -262.48 3721
209 做多 2023-09-10 02:00 25853.70 2023-09-12 03:00 25008.30 止损 -3.27% 372 20 7443 3721 -243.13 3478
210 做多 2023-09-11 06:00 25838.30 2023-09-12 03:00 25008.30 止损 -3.21% 348 20 6957 3478 -223.24 3255
211 做多 2023-09-11 14:00 25829.60 2023-09-12 03:00 25008.30 止损 -3.18% 326 20 6510 3255 -206.79 3048
212 做多 2023-09-12 12:00 25752.30 2023-09-18 18:00 27116.70 止盈 +5.30% 305 20 6096 3048 +322.68 3371
213 做多 2023-09-13 18:00 26143.10 2023-10-02 06:00 27989.70 止盈 +7.06% 337 20 6742 3371 +475.73 3847
214 做多 2023-09-15 18:00 26626.00 2023-10-02 06:00 27989.70 止盈 +5.12% 385 20 7693 3847 +393.63 4240
215 做多 2023-09-16 07:00 26591.10 2023-10-02 06:00 27989.70 止盈 +5.26% 424 20 8481 4240 +445.60 4686
216 做多 2023-09-17 04:00 26515.70 2023-10-02 06:00 27989.70 止盈 +5.56% 469 20 9372 4686 +520.45 5206
217 做多 2023-09-17 16:00 26538.30 2023-10-02 06:00 27989.70 止盈 +5.47% 521 20 10413 5206 +568.90 5775
218 做多 2023-09-18 11:00 26646.20 2023-10-02 06:00 27989.70 止盈 +5.04% 578 20 11550 5775 +581.79 6357
219 做多 2023-09-19 17:00 27278.60 2023-09-21 21:00 26408.20 止损 -3.19% 636 20 12714 6357 -405.27 5952
220 做多 2023-09-21 00:00 27149.40 2023-09-25 07:00 26232.40 止损 -3.38% 595 20 11903 5952 -401.65 5550
221 做多 2023-09-22 12:00 26631.30 2023-10-02 06:00 27989.70 止盈 +5.10% 555 20 11100 5550 +565.63 6116
222 做多 2023-09-22 23:00 26619.90 2023-10-02 06:00 27989.70 止盈 +5.15% 612 20 12231 6116 +628.77 6744
223 做多 2023-09-23 18:00 26555.00 2023-10-02 06:00 27989.70 止盈 +5.40% 674 20 13489 6744 +728.04 7473
224 做多 2023-09-24 19:00 26587.60 2023-10-02 06:00 27989.70 止盈 +5.27% 747 20 14945 7473 +787.34 8260
225 做多 2023-09-26 01:00 26341.30 2023-10-02 06:00 27989.70 止盈 +6.26% 826 20 16520 8260 +1032.75 9293
226 做多 2023-09-27 10:00 26216.30 2023-10-02 06:00 27989.70 止盈 +6.76% 929 20 18585 9293 +1255.94 10549
227 做多 2023-09-28 09:00 26435.80 2023-10-02 06:00 27989.70 止盈 +5.88% 1055 20 21097 10549 +1238.85 11787
228 做多 2023-09-30 14:00 26912.40 2023-10-02 15:00 28299.10 止盈 +5.15% 1179 20 23575 11787 +1213.51 13001
229 做多 2023-10-02 06:00 27989.70 2023-10-11 10:00 27110.00 止损 -3.14% 1300 20 26002 13001 -816.40 12184
230 做多 2023-10-04 14:00 27408.50 2023-10-20 10:00 28967.50 止盈 +5.69% 1218 20 24369 12184 +1384.73 13569
231 做多 2023-10-05 02:00 27613.80 2023-10-11 23:00 26769.10 止损 -3.06% 1357 20 27138 13569 -829.33 12740
232 做多 2023-10-06 16:00 27602.80 2023-10-11 23:00 26769.10 止损 -3.02% 1274 20 25480 12740 -768.81 11971
233 做多 2023-10-08 08:00 27950.80 2023-10-11 10:00 27110.00 止损 -3.01% 1197 20 23942 11971 -719.49 11252
234 做多 2023-10-09 06:00 27903.60 2023-10-11 11:00 27000.70 止损 -3.24% 1125 20 22503 11252 -727.43 10524
235 做多 2023-10-10 09:00 27581.70 2023-10-12 00:00 26672.80 止损 -3.30% 1052 20 21048 10524 -692.91 9831
236 做多 2023-10-12 14:00 26852.50 2023-10-17 01:00 28219.00 止盈 +5.09% 983 20 19662 9831 +999.61 10831
237 做多 2023-10-13 08:00 26818.00 2023-10-16 22:00 28181.40 止盈 +5.08% 1083 20 21662 10831 +1100.16 11931
238 做多 2023-10-14 04:00 26967.80 2023-10-17 02:00 28536.90 止盈 +5.82% 1193 20 23862 11931 +1387.00 13318
239 做多 2023-10-14 23:00 26927.90 2023-10-17 02:00 28536.90 止盈 +5.98% 1332 20 26636 13318 +1589.97 14908
240 做多 2023-10-15 13:00 26868.30 2023-10-17 01:00 28219.00 止盈 +5.03% 1491 20 29816 14908 +1497.38 16405
241 做多 2023-10-16 00:00 26916.00 2023-10-17 02:00 28536.90 止盈 +6.02% 1641 20 32811 16405 +1973.91 18379
242 做多 2023-10-17 17:00 28434.40 2023-10-21 22:00 29867.80 止盈 +5.04% 1838 20 36759 18379 +1851.17 20230
243 做多 2023-10-18 00:00 28566.70 2023-10-22 01:00 30132.40 止盈 +5.48% 2023 20 40461 20230 +2215.39 22446
244 做多 2023-10-18 12:00 28716.80 2023-10-22 02:00 30195.00 止盈 +5.15% 2245 20 44892 22446 +2308.49 24754
245 做多 2023-10-19 15:00 28315.00 2023-10-20 17:00 29785.90 止盈 +5.19% 2475 20 49509 24754 +2569.29 27324
246 做多 2023-10-21 15:00 29681.00 2023-10-24 00:00 31197.50 止盈 +5.11% 2732 20 54647 27324 +2789.32 30113
247 做多 2023-10-22 13:00 30103.30 2023-10-24 05:00 31618.70 止盈 +5.03% 3011 20 60226 30113 +3028.74 33142
248 做多 2023-10-23 08:00 30107.30 2023-10-24 05:00 31618.70 止盈 +5.02% 3314 20 66283 33142 +3324.13 36466
249 做多 2023-10-25 16:00 33944.30 2023-11-02 10:00 35692.50 止盈 +5.15% 3647 20 72932 36466 +3752.37 40218
250 做多 2023-10-27 14:00 34242.40 2023-11-09 10:00 36382.50 止盈 +6.25% 4022 20 80436 40218 +5022.13 45240
251 做多 2023-10-28 11:00 34068.50 2023-11-09 06:00 35799.80 止盈 +5.08% 4524 20 90481 45240 +4593.46 49834
252 做多 2023-10-29 17:00 34226.50 2023-11-09 10:00 36382.50 止盈 +6.30% 4983 20 99668 49834 +6271.99 56106
253 做多 2023-10-30 20:00 34596.20 2023-11-09 10:00 36382.50 止盈 +5.16% 5611 20 112212 56106 +5788.01 61894
254 做多 2023-10-31 07:00 34483.80 2023-11-09 10:00 36382.50 止盈 +5.51% 6189 20 123788 61894 +6809.01 68703
255 做多 2023-10-31 19:00 34504.00 2023-11-09 10:00 36382.50 止盈 +5.44% 6870 20 137406 68703 +7473.28 76176
256 做多 2023-11-01 02:00 34491.60 2023-11-09 10:00 36382.50 止盈 +5.48% 7618 20 152352 76176 +8343.90 84520
257 做多 2023-11-01 20:00 34825.40 2023-11-09 12:00 36715.30 止盈 +5.43% 8452 20 169040 84520 +9164.26 93684
258 做多 2023-11-02 03:00 34564.30 2023-11-09 10:00 36382.50 止盈 +5.26% 9368 20 187368 93684 +9846.36 103531
259 做多 2023-11-04 00:00 34661.90 2023-11-09 11:00 36455.50 止盈 +5.17% 10353 20 207061 103531 +10703.79 114234
260 做多 2023-11-05 02:00 34775.90 2023-11-09 12:00 36715.30 止盈 +5.58% 11423 20 228469 114234 +12728.62 126963
261 做多 2023-11-06 18:00 35172.30 2023-11-09 21:00 37179.70 止盈 +5.71% 12696 20 253926 126963 +14477.91 141441
262 做多 2023-11-07 06:00 35130.90 2023-11-09 20:00 36892.10 止盈 +5.01% 14144 20 282882 141441 +14167.39 155608
263 做多 2023-11-08 02:00 35398.80 2023-11-09 21:00 37179.70 止盈 +5.03% 15561 20 311217 155608 +15641.53 171250
264 做多 2023-11-09 00:00 35419.90 2023-11-09 22:00 37922.40 止盈 +7.07% 17125 20 342500 171250 +24174.21 195424
265 做多 2023-11-10 13:00 36775.80 2023-11-15 02:00 35239.50 止损 -4.18% 19542 20 390848 195424 -16311.25 179113
266 做多 2023-11-10 19:00 37098.90 2023-11-15 02:00 35239.50 止损 -5.01% 17911 20 358226 179113 -17936.34 161176
267 做多 2023-11-12 00:00 37155.30 2023-11-15 02:00 35239.50 止损 -5.16% 16118 20 322353 161176 -16604.52 144572
268 做多 2023-11-12 15:00 37154.10 2023-11-15 02:00 35239.50 止损 -5.15% 14457 20 289144 144572 -14885.07 129687
269 做多 2023-11-14 16:00 36765.10 2023-11-15 02:00 35239.50 止损 -4.15% 12969 20 259374 129687 -10752.18 118935
270 做多 2023-11-15 17:00 35800.00 2023-11-16 05:00 37644.50 止盈 +5.15% 11893 20 237869 118935 +12243.33 131178
271 做多 2023-11-17 16:00 36414.20 2023-11-29 16:00 38335.50 止盈 +5.28% 13118 20 262356 131178 +13828.69 145007
272 做多 2023-11-18 04:00 36492.80 2023-11-29 16:00 38335.50 止盈 +5.05% 14501 20 290013 145007 +14629.55 159636
273 做多 2023-11-18 16:00 36457.20 2023-11-29 16:00 38335.50 止盈 +5.15% 15964 20 319272 159636 +16432.69 176069
274 做多 2023-11-19 16:00 36627.90 2023-12-01 17:00 38706.10 止盈 +5.67% 17607 20 352138 176069 +19959.68 196029
275 做多 2023-11-20 01:00 36610.90 2023-12-01 17:00 38706.10 止盈 +5.72% 19603 20 392057 196029 +22414.55 218443
276 做多 2023-11-22 18:00 36661.80 2023-12-01 17:00 38706.10 止盈 +5.58% 21844 20 436886 218443 +24336.87 242780
277 做多 2023-11-24 09:00 37395.20 2023-12-03 03:00 39416.40 止盈 +5.40% 24278 20 485560 242780 +26218.14 268998
278 做多 2023-11-25 11:00 37790.90 2023-12-03 23:00 39758.50 止盈 +5.21% 26900 20 537996 268998 +27983.01 296981
279 做多 2023-11-26 03:00 37805.90 2023-12-03 23:00 39758.50 止盈 +5.16% 29698 20 593962 296981 +30646.31 327627
280 做多 2023-11-26 14:00 37781.90 2023-12-03 23:00 39758.50 止盈 +5.23% 32763 20 655255 327627 +34246.08 361874
281 做多 2023-11-27 08:00 37479.20 2023-12-03 03:00 39416.40 止盈 +5.17% 36187 20 723747 361874 +37371.15 399245
282 做多 2023-11-28 08:00 37248.30 2023-12-03 03:00 39416.40 止盈 +5.82% 39924 20 798489 399245 +46430.94 445676
283 做多 2023-11-28 17:00 37076.40 2023-12-03 03:00 39416.40 止盈 +6.31% 44568 20 891351 445676 +56199.53 501875
284 做多 2023-11-30 13:00 37871.10 2023-12-04 06:00 40079.90 止盈 +5.83% 50188 20 1003750 501875 +58484.35 560360
285 做多 2023-12-01 09:00 37927.30 2023-12-04 06:00 40079.90 止盈 +5.68% 56036 20 1120719 560360 +63543.87 623903
286 做多 2023-12-02 20:00 38764.00 2023-12-04 11:00 40720.70 止盈 +5.05% 62390 20 1247807 623903 +62922.87 686826
287 做多 2023-12-05 22:00 42189.80 2023-12-06 06:00 44299.80 止盈 +5.00% 68683 20 1373653 686826 +68630.53 755457
288 做多 2023-12-07 12:00 43983.20 2023-12-11 10:00 41962.20 止损 -4.59% 75546 20 1510914 755457 -69356.09 686101
289 做多 2023-12-08 11:00 43402.80 2023-12-11 10:00 41962.20 止损 -3.32% 68610 20 1372201 686101 -45499.75 640601
290 做多 2023-12-08 20:00 43770.30 2023-12-11 10:00 41962.20 止损 -4.13% 64060 20 1281202 640601 -52872.03 587729
291 做多 2023-12-10 15:00 43995.80 2023-12-11 10:00 41962.20 止损 -4.62% 58773 20 1175458 587729 -54278.38 533451
292 做多 2023-12-10 23:00 43945.40 2023-12-11 10:00 41962.20 止损 -4.51% 53345 20 1066901 533451 -48099.74 485351
293 做多 2023-12-12 12:00 41411.80 2023-12-20 21:00 43816.80 止盈 +5.81% 48535 20 970702 485351 +56317.35 541668
294 做多 2023-12-13 19:00 41035.20 2023-12-14 19:00 43269.90 止盈 +5.45% 54167 20 1083336 541668 +58937.47 600606
295 做多 2023-12-15 04:00 42928.10 2023-12-18 07:00 41396.50 止损 -3.57% 60061 20 1201211 600606 -42814.27 557791
296 做多 2023-12-16 13:00 42291.80 2023-12-18 09:00 41001.50 止损 -3.05% 55779 20 1115583 557791 -34001.79 523790
297 做多 2023-12-18 03:00 42136.50 2023-12-18 18:00 40845.90 止损 -3.06% 52379 20 1047579 523790 -32054.24 491735
298 做多 2023-12-19 00:00 41514.10 2023-12-20 21:00 43816.80 止盈 +5.55% 49174 20 983471 491735 +54496.50 546232

⚙️ 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