📊 以太坊ETH 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 17:50

📈 回测结果摘要

测试币种
以太坊ETH
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
136次
盈利
67次
亏损
69次
胜率
49.3%
总收益
+359.7%
最终资金
45968U
最大回撤
-84.1%
月化收益
+30.0%

📊 收益与风险

盈利因子
1.57
止盈次数
67
止损次数
69
盈亏比
0.97

📋 交易记录明细(共136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 2023-03-09 01:00 1553.76 2023-03-10 02:00 1505.13 止损 -3.13% 1000 20 20000 10000 -625.34 9375
2 做多 2023-03-09 05:00 1552.42 2023-03-10 02:00 1505.13 止损 -3.05% 937 20 18749 9375 -570.57 8804
3 做多 2023-03-09 15:00 1536.49 2023-03-10 03:00 1487.82 止损 -3.17% 880 20 17608 8804 -557.20 8247
4 做多 2023-03-09 23:00 1533.09 2023-03-10 04:00 1411.94 止损 -7.90% 825 20 16494 8247 -1302.09 6945
5 做多 2023-03-11 18:00 1425.62 2023-03-13 01:00 1514.43 止盈 +6.23% 694 20 13890 6945 +864.40 7809
6 做多 2023-03-12 02:00 1447.73 2023-03-13 02:00 1531.58 止盈 +5.79% 781 20 15618 7809 +903.69 8713
7 做多 2023-03-17 09:00 1694.80 2023-03-18 07:00 1789.21 止盈 +5.57% 871 20 17426 8713 +969.74 9683
8 做多 2023-03-20 01:00 1807.80 2023-03-20 11:00 1750.61 止损 -3.16% 968 20 19365 9683 -612.01 9071
9 做多 2023-03-21 23:00 1811.51 2023-03-23 03:00 1716.12 止损 -5.27% 907 20 18141 9071 -954.32 8116
10 做多 2023-03-24 01:00 1826.33 2023-03-24 19:00 1744.38 止损 -4.49% 812 20 16233 8116 -727.65 7389
11 做多 2023-03-26 17:00 1774.48 2023-03-27 22:00 1718.64 止损 -3.15% 739 20 14777 7389 -464.55 6924
12 做多 2023-03-29 03:00 1785.43 2023-04-05 04:00 1877.28 止盈 +5.14% 692 20 13848 6924 +711.70 7636
13 做多 2023-03-31 16:00 1789.19 2023-04-05 08:00 1912.97 止盈 +6.92% 764 20 15272 7636 +1055.46 8691
14 做多 2023-03-31 20:00 1806.43 2023-04-05 08:00 1912.97 止盈 +5.90% 869 20 17382 8691 +1024.16 9715
15 做多 2023-04-04 02:00 1831.32 2023-04-11 09:00 1926.50 止盈 +5.20% 972 20 19431 9715 +1008.88 10724
16 做多 2023-04-04 08:00 1804.11 2023-04-05 08:00 1912.97 止盈 +6.03% 1072 20 21449 10724 +1292.91 12017
17 做多 2023-04-08 15:00 1871.27 2023-04-13 17:00 1981.19 止盈 +5.87% 1202 20 24034 12017 +1410.39 13428
18 做多 2023-04-10 10:00 1854.20 2023-04-13 16:00 1962.99 止盈 +5.87% 1343 20 26855 13428 +1574.08 15002
19 做多 2023-04-13 04:00 1906.59 2023-04-13 20:00 2003.52 止盈 +5.08% 1500 20 30003 15002 +1523.83 16525
20 做多 2023-04-16 21:00 2085.68 2023-04-19 16:00 1986.63 止损 -4.75% 1653 20 33051 16525 -1568.04 14957
21 做多 2023-04-17 02:00 2131.15 2023-04-19 16:00 1986.63 止损 -6.78% 1496 20 29915 14957 -2026.60 12931
22 做多 2023-04-18 19:00 2117.91 2023-04-19 16:00 1986.63 止损 -6.20% 1293 20 25862 12931 -1601.45 11329
23 做多 2023-04-23 20:00 1872.00 2023-04-25 00:00 1813.32 止损 -3.13% 1133 20 22659 11329 -709.56 10620
24 做多 2023-04-26 07:00 1865.40 2023-04-26 20:00 1959.98 止盈 +5.07% 1062 20 21240 10620 +1075.82 11696
25 做多 2023-04-30 00:00 1905.00 2023-05-01 09:00 1834.90 止损 -3.68% 1170 20 23391 11696 -859.89 10836
26 做多 2023-04-30 04:00 1901.82 2023-05-01 09:00 1834.90 止损 -3.52% 1084 20 21672 10836 -761.80 10074
27 做多 2023-04-30 11:00 1895.13 2023-05-01 09:00 1834.90 止损 -3.18% 1007 20 20148 10074 -639.69 9434
28 做多 2023-05-03 03:00 1867.68 2023-05-06 00:00 1991.57 止盈 +6.63% 943 20 18869 9434 +1250.37 10685
29 做多 2023-05-05 11:00 1895.76 2023-05-06 00:00 1991.57 止盈 +5.05% 1068 20 21369 10685 +1078.91 11764
30 做多 2023-05-10 21:00 1874.05 2023-05-11 21:00 1806.76 止损 -3.59% 1176 20 23527 11764 -843.93 10920
31 做多 2023-05-13 10:00 1804.88 2023-05-29 06:00 1906.38 止盈 +5.62% 1092 20 21839 10920 +1226.94 12147
32 做多 2023-05-15 09:00 1822.91 2023-05-29 08:00 1914.07 止盈 +5.00% 1215 20 24293 12147 +1213.64 13360
33 做多 2023-05-17 00:00 1823.12 2023-05-29 09:00 1916.85 止盈 +5.14% 1336 20 26720 13360 +1372.37 14733
34 做多 2023-05-18 08:00 1819.99 2023-05-29 08:00 1914.07 止盈 +5.17% 1473 20 29465 14733 +1521.61 16254
35 做多 2023-05-20 03:00 1810.91 2023-05-29 06:00 1906.38 止盈 +5.27% 1625 20 32508 16254 +1712.11 17966
36 做多 2023-05-22 22:00 1818.65 2023-05-29 08:00 1914.07 止盈 +5.25% 1797 20 35933 17966 +1883.41 19850
37 做多 2023-05-26 08:00 1804.59 2023-05-29 06:00 1906.38 止盈 +5.64% 1985 20 39699 19850 +2237.05 22087
38 做多 2023-06-02 08:00 1863.87 2023-06-06 02:00 1806.32 止损 -3.09% 2209 20 44174 22087 -1362.57 20724
39 做多 2023-06-04 19:00 1902.25 2023-06-05 23:00 1818.95 止损 -4.38% 2072 20 41448 20724 -1813.22 18911
40 做多 2023-06-07 04:00 1876.09 2023-06-10 12:00 1787.31 止损 -4.73% 1891 20 37822 18911 -1788.01 17123
41 做多 2023-06-09 22:00 1843.86 2023-06-10 12:00 1787.31 止损 -3.07% 1712 20 34246 17123 -1049.25 16074
42 做多 2023-06-12 09:00 1745.08 2023-06-15 04:00 1637.21 止损 -6.18% 1607 20 32147 16074 -1985.17 14089
43 做多 2023-06-13 16:00 1752.42 2023-06-15 04:00 1637.21 止损 -6.57% 1409 20 28177 14089 -1850.60 12238
44 做多 2023-06-14 16:00 1743.40 2023-06-15 04:00 1637.21 止损 -6.09% 1224 20 24476 12238 -1489.33 10749
45 做多 2023-06-16 22:00 1670.68 2023-06-17 13:00 1759.00 止盈 +5.29% 1075 20 21497 10749 +1135.31 11884
46 做多 2023-06-20 09:00 1733.34 2023-06-21 13:00 1820.52 止盈 +5.03% 1188 20 23768 11884 +1194.23 13078
47 做多 2023-06-21 00:00 1744.23 2023-06-21 21:00 1832.42 止盈 +5.06% 1308 20 26156 13078 +1321.17 14399
48 做多 2023-06-24 01:00 1923.19 2023-06-27 00:00 1851.71 止损 -3.72% 1440 20 28799 14399 -1069.30 13330
49 做多 2023-06-25 15:00 1910.84 2023-06-27 00:00 1851.71 止损 -3.09% 1333 20 26660 13330 -824.16 12506
50 做多 2023-06-28 00:00 1908.65 2023-06-28 15:00 1849.86 止损 -3.08% 1251 20 25012 12506 -769.64 11736
51 做多 2023-06-30 02:00 1855.06 2023-07-03 10:00 1948.99 止盈 +5.06% 1174 20 23472 11736 +1187.33 12924
52 做多 2023-06-30 10:00 1860.44 2023-07-03 15:00 1968.01 止盈 +5.78% 1292 20 25847 12924 +1492.98 14417
53 做多 2023-07-03 07:00 1937.69 2023-07-07 05:00 1875.46 止损 -3.21% 1442 20 28833 14417 -925.06 13491
54 做多 2023-07-09 13:00 1866.48 2023-07-14 00:00 1962.58 止盈 +5.15% 1349 20 26983 13491 +1387.89 14879
55 做多 2023-07-10 10:00 1864.27 2023-07-14 00:00 1962.58 止盈 +5.27% 1488 20 29759 14879 +1567.72 16447
56 做多 2023-07-11 00:00 1871.56 2023-07-14 01:00 1988.75 止盈 +6.26% 1645 20 32894 16447 +2057.65 18505
57 做多 2023-07-13 23:00 1932.36 2023-07-23 07:00 1865.60 止损 -3.45% 1850 20 37009 18505 -1277.34 17227
58 做多 2023-07-17 02:00 1930.30 2023-07-23 07:00 1865.60 止损 -3.35% 1723 20 34455 17227 -1153.70 16074
59 做多 2023-07-19 13:00 1913.03 2023-07-24 17:00 1841.46 止损 -3.74% 1607 20 32147 16074 -1201.49 14872
60 做多 2023-07-20 17:00 1917.79 2023-07-24 17:00 1841.46 止损 -3.98% 1487 20 29744 14872 -1182.67 13690
61 做多 2023-07-24 06:00 1882.65 2023-08-01 11:00 1825.62 止损 -3.03% 1369 20 27379 13690 -828.55 12861
62 做多 2023-07-26 06:00 1858.93 2023-08-17 08:00 1796.01 止损 -3.38% 1286 20 25722 12861 -869.75 11991
63 做多 2023-07-29 00:00 1876.51 2023-08-07 23:00 1817.41 止损 -3.15% 1199 20 23982 11991 -754.56 11237
64 做多 2023-07-31 00:00 1876.05 2023-08-07 23:00 1817.41 止损 -3.13% 1124 20 22473 11237 -701.75 10535
65 做多 2023-08-02 09:00 1869.15 2023-08-17 04:00 1809.34 止损 -3.20% 1053 20 21070 10535 -673.53 9861
66 做多 2023-08-05 00:00 1847.21 2023-08-17 18:00 1787.58 止损 -3.23% 986 20 19723 9861 -636.04 9225
67 做多 2023-08-06 06:00 1837.62 2023-08-17 22:00 1778.46 止损 -3.22% 923 20 18451 9225 -593.40 8632
68 做多 2023-08-07 10:00 1843.95 2023-08-17 18:00 1787.58 止损 -3.06% 863 20 17264 8632 -527.23 8105
69 做多 2023-08-08 17:00 1830.13 2023-08-17 23:00 1738.32 止损 -5.02% 810 20 16209 8105 -812.35 7292
70 做多 2023-08-12 21:00 1850.33 2023-08-17 16:00 1792.14 止损 -3.14% 729 20 14585 7292 -458.21 6834
71 做多 2023-08-14 22:00 1851.44 2023-08-17 10:00 1795.26 止损 -3.03% 683 20 13668 6834 -414.34 6420
72 做多 2023-08-20 05:00 1668.20 2023-08-23 05:00 1603.41 止损 -3.88% 642 20 12840 6420 -498.17 5922
73 做多 2023-08-20 18:00 1671.54 2023-08-23 05:00 1603.41 止损 -4.08% 592 20 11843 5922 -482.24 5439
74 做多 2023-08-24 01:00 1682.56 2023-09-01 22:00 1629.80 止损 -3.14% 544 20 10879 5439 -340.79 5099
75 做多 2023-08-27 20:00 1649.94 2023-08-30 00:00 1734.33 止盈 +5.11% 510 20 10197 5099 +521.04 5620
76 做多 2023-08-29 05:00 1645.69 2023-08-30 00:00 1734.33 止盈 +5.39% 562 20 11239 5620 +604.77 6224
77 做多 2023-08-29 08:00 1655.38 2023-09-02 01:00 1605.50 止损 -3.01% 622 20 12449 6224 -374.73 5850
78 做多 2023-08-29 22:00 1721.13 2023-09-01 00:00 1649.75 止损 -4.15% 585 20 11699 5850 -484.72 5365
79 做多 2023-09-03 12:00 1634.40 2023-09-11 22:00 1558.26 止损 -4.66% 536 20 10730 5365 -499.36 4866
80 做多 2023-09-06 00:00 1635.62 2023-09-11 19:00 1585.86 止损 -3.04% 487 20 9731 4866 -295.75 4570
81 做多 2023-09-07 01:00 1645.79 2023-09-11 17:00 1593.01 止损 -3.21% 457 20 9140 4570 -292.81 4277
82 做多 2023-09-07 08:00 1633.16 2023-09-11 22:00 1558.26 止损 -4.59% 428 20 8554 4277 -391.92 3885
83 做多 2023-09-08 04:00 1637.98 2023-09-11 18:00 1588.74 止损 -3.01% 389 20 7770 3885 -233.35 3652
84 做多 2023-09-12 21:00 1607.39 2023-10-01 19:00 1687.88 止盈 +5.01% 365 20 7304 3652 +365.36 4017
85 做多 2023-09-16 07:00 1640.67 2023-09-21 18:00 1590.92 止损 -3.03% 402 20 8034 4017 -243.38 3774
86 做多 2023-09-18 18:00 1647.65 2023-09-21 18:00 1590.92 止损 -3.44% 377 20 7548 3774 -259.61 3514
87 做多 2023-09-23 16:00 1592.12 2023-09-29 15:00 1685.59 止盈 +5.87% 351 20 7028 3514 +412.20 3926
88 做多 2023-09-24 21:00 1594.16 2023-09-29 15:00 1685.59 止盈 +5.74% 393 20 7853 3926 +449.93 4376
89 做多 2023-09-26 07:00 1587.69 2023-09-29 15:00 1685.59 止盈 +6.17% 438 20 8753 4376 +539.16 4915
90 做多 2023-10-07 00:00 1639.15 2023-10-09 19:00 1589.76 止损 -3.01% 492 20 9831 4915 -295.92 4620
91 做多 2023-10-14 05:00 1558.47 2023-10-22 01:00 1637.80 止盈 +5.09% 462 20 9239 4620 +469.82 5089
92 做多 2023-10-14 07:00 1551.55 2023-10-22 01:00 1637.80 止盈 +5.56% 509 20 10179 5089 +565.26 5655
93 做多 2023-10-20 07:00 1565.89 2023-10-22 14:00 1644.33 止盈 +5.01% 565 20 11309 5655 +565.94 6221
94 做多 2023-10-26 14:00 1813.61 2023-11-06 20:00 1906.61 止盈 +5.13% 622 20 12441 6221 +637.33 6858
95 做多 2023-10-28 19:00 1788.39 2023-11-05 11:00 1889.85 止盈 +5.67% 686 20 13716 6858 +777.35 7635
96 做多 2023-10-29 20:00 1799.71 2023-11-05 11:00 1889.85 止盈 +5.01% 764 20 15270 7635 +764.07 8399
97 做多 2023-11-01 03:00 1812.43 2023-11-06 20:00 1906.61 止盈 +5.20% 840 20 16799 8399 +872.04 9271
98 做多 2023-11-02 03:00 1836.87 2023-11-09 22:00 1990.00 止盈 +8.34% 927 20 18543 9271 +1544.26 10816
99 做多 2023-11-04 07:00 1832.49 2023-11-09 12:00 1924.36 止盈 +5.01% 1082 20 21631 10816 +1083.37 11899
100 做多 2023-11-08 10:00 1888.12 2023-11-09 22:00 1990.00 止盈 +5.40% 1190 20 23798 11899 +1282.81 13182
101 做多 2023-11-09 01:00 1892.95 2023-11-09 22:00 1990.00 止盈 +5.13% 1318 20 26364 13182 +1350.28 14532
102 做多 2023-11-13 23:00 2106.67 2023-11-14 08:00 2035.09 止损 -3.40% 1453 20 29064 14532 -986.55 13546
103 做多 2023-11-16 04:00 2045.59 2023-11-17 02:00 1982.83 止损 -3.07% 1355 20 27091 13546 -830.34 12715
104 做多 2023-11-19 05:00 1960.49 2023-11-23 02:00 2063.63 止盈 +5.26% 1272 20 25430 12715 +1336.53 14052
105 做多 2023-11-22 21:00 2030.98 2023-12-03 02:00 2148.02 止盈 +5.76% 1405 20 28103 14052 +1617.90 15670
106 做多 2023-11-26 20:00 2089.63 2023-11-27 18:00 2024.32 止损 -3.13% 1567 20 31339 15670 -978.51 14691
107 做多 2023-11-29 02:00 2057.02 2023-12-03 05:00 2169.24 止盈 +5.46% 1469 20 29382 14691 +1601.33 16292
108 做多 2023-12-01 08:00 2049.06 2023-12-03 03:00 2159.10 止盈 +5.37% 1629 20 32585 16292 +1748.14 18041
109 做多 2023-12-06 02:00 2280.67 2023-12-12 01:00 2205.92 止损 -3.28% 1804 20 36081 18041 -1181.39 16859
110 做多 2023-12-08 00:00 2347.72 2023-12-11 10:00 2230.13 止损 -5.01% 1686 20 33718 16859 -1687.16 15172
111 做多 2023-12-11 07:00 2353.97 2023-12-11 10:00 2230.13 止损 -5.26% 1517 20 30344 15172 -1594.77 13577
112 做多 2023-12-14 03:00 2253.77 2023-12-18 09:00 2171.03 止损 -3.67% 1358 20 27154 13577 -995.89 12581
113 做多 2023-12-19 10:00 2234.47 2023-12-20 01:00 2142.15 止损 -4.13% 1258 20 25163 12581 -1038.59 11543
114 做多 2023-12-20 16:00 2209.26 2023-12-22 22:00 2342.35 止盈 +6.02% 1154 20 23086 11543 +1389.32 12932
115 做多 2023-12-21 18:00 2246.79 2023-12-28 00:00 2368.87 止盈 +5.43% 1293 20 25864 12932 +1403.93 14336
116 做多 2023-12-27 21:00 2295.21 2023-12-28 08:00 2435.20 止盈 +6.10% 1434 20 28672 14336 +1747.02 16083
117 做多 2023-12-31 23:00 2300.60 2024-01-02 16:00 2429.28 止盈 +5.59% 1608 20 32166 16083 +1797.35 17880
118 做多 2024-01-01 23:00 2316.97 2024-01-03 21:00 2224.29 止损 -4.00% 1788 20 35761 17880 -1429.02 16451
119 做多 2024-01-05 08:00 2268.37 2024-01-08 08:00 2194.02 止损 -3.28% 1645 20 32903 16451 -1077.37 15374
120 做多 2024-01-05 17:00 2265.06 2024-01-08 08:00 2194.02 止损 -3.14% 1537 20 30748 15374 -963.40 14411
121 做多 2024-01-06 10:00 2255.21 2024-01-08 10:00 2183.39 止损 -3.18% 1441 20 28821 14411 -916.93 13494
122 做多 2024-01-07 08:00 2249.38 2024-01-10 08:00 2399.46 止盈 +6.67% 1349 20 26987 13494 +1798.81 15292
123 做多 2024-01-07 14:00 2249.33 2024-01-10 08:00 2399.46 止盈 +6.67% 1529 20 30585 15292 +2039.33 17332
124 做多 2024-01-08 23:00 2269.94 2024-01-10 08:00 2399.46 止盈 +5.71% 1733 20 34664 17332 +1975.89 19308
125 做多 2024-01-10 05:00 2317.94 2024-01-10 23:00 2450.01 止盈 +5.70% 1931 20 38615 19308 +2198.00 21506
126 做多 2024-01-16 16:00 2544.18 2024-01-19 02:00 2464.24 止损 -3.14% 2151 20 43011 21506 -1350.10 20156
127 做多 2024-01-21 21:00 2479.44 2024-01-22 17:00 2389.26 止损 -3.64% 2016 20 40311 20156 -1464.70 18691
128 做多 2024-01-26 19:00 2253.11 2024-01-31 00:00 2368.76 止盈 +5.13% 1869 20 37382 18691 +1916.86 20608
129 做多 2024-01-30 02:00 2299.54 2024-02-08 02:00 2416.97 止盈 +5.11% 2061 20 41216 20608 +2102.64 22710
130 做多 2024-02-02 09:00 2305.69 2024-02-08 04:00 2438.64 止盈 +5.77% 2271 20 45421 22710 +2616.42 25327
131 做多 2024-02-05 18:00 2322.00 2024-02-08 04:00 2438.64 止盈 +5.02% 2533 20 50654 25327 +2541.92 27869
132 做多 2024-02-06 10:00 2323.77 2024-02-08 09:00 2440.72 止盈 +5.03% 2787 20 55737 27869 +2802.33 30671
133 做多 2024-02-13 01:00 2609.01 2024-02-14 17:00 2747.55 止盈 +5.31% 3067 20 61342 30671 +3254.05 33925
134 做多 2024-02-18 16:00 2806.58 2024-02-20 05:00 2970.66 止盈 +5.85% 3393 20 67850 33925 +3962.74 37888
135 做多 2024-02-22 15:00 2995.94 2024-02-26 23:00 3149.10 止盈 +5.11% 3789 20 75776 37888 +3869.97 41758
136 做多 2024-02-24 21:00 2968.04 2024-02-26 08:00 3117.82 止盈 +5.05% 4176 20 83516 41758 +4210.34 45968

⚙️ 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