📊 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 (4320根K线) | 发布时间: 2026-03-25 15:50

📈 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
180天
交易次数
137次
盈利
82次
亏损
55次
胜率
59.9%
总收益
+11817.1%
最终资金
1191712U
最大回撤
-85.7%
月化收益
+1969.5%

📊 收益与风险

盈利因子
14.10
止盈次数
82
止损次数
55
盈亏比
1.49

📋 交易记录明细(共137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 2022-08-04 16:00 22791.20 2022-08-08 16:00 24120.40 止盈 +5.83% 1000 20 20000 10000 +1165.25 11165
2 做多 2022-08-04 23:00 22914.30 2022-08-08 16:00 24120.40 止盈 +5.26% 1117 20 22330 11165 +1174.20 12339
3 做多 2022-08-05 10:00 23034.20 2022-08-11 09:00 24428.30 止盈 +6.05% 1234 20 24679 12339 +1492.15 13832
4 做多 2022-08-06 07:00 23298.10 2022-08-11 12:00 24511.20 止盈 +5.21% 1383 20 27663 13832 +1438.94 15271
5 做多 2022-08-07 21:00 23142.20 2022-08-11 09:00 24428.30 止盈 +5.56% 1527 20 30541 15271 +1695.59 16966
6 做多 2022-08-10 18:00 23054.40 2022-08-11 09:00 24428.30 止盈 +5.96% 1697 20 33932 16966 +2020.13 18986
7 做多 2022-08-13 01:00 23992.60 2022-08-18 03:00 23268.50 止损 -3.02% 1899 20 37973 18986 -1144.87 17841
8 做多 2022-08-14 10:00 24585.00 2022-08-16 22:00 23710.10 止损 -3.56% 1784 20 35683 17841 -1268.56 16573
9 做多 2022-08-15 10:00 24908.10 2022-08-15 14:00 24119.40 止损 -3.17% 1657 20 33146 16573 -1048.49 15524
10 做多 2022-08-17 11:00 23996.90 2022-08-18 03:00 23268.50 止损 -3.04% 1552 20 31049 15524 -941.51 14583
11 做多 2022-08-18 17:00 23519.90 2022-08-19 09:00 22751.20 止损 -3.27% 1458 20 29166 14583 -952.27 13631
12 做多 2022-08-20 16:00 21186.00 2022-08-27 07:00 20228.70 止损 -4.52% 1363 20 27261 13631 -1230.58 12400
13 做多 2022-08-21 10:00 21251.20 2022-08-27 06:00 20600.20 止损 -3.06% 1240 20 24800 12400 -758.95 11641
14 做多 2022-08-23 09:00 21296.60 2022-08-27 01:00 20638.60 止损 -3.09% 1164 20 23282 11641 -718.63 10922
15 做多 2022-08-23 17:00 21430.20 2022-08-26 23:00 20770.10 止损 -3.08% 1092 20 21845 10922 -672.20 10250
16 做多 2022-08-24 22:00 21455.30 2022-08-26 23:00 20770.10 止损 -3.19% 1025 20 20500 10250 -654.05 9596
17 做多 2022-08-25 14:00 21680.10 2022-08-26 23:00 20770.10 止损 -4.20% 960 20 19192 9596 -804.77 8791
18 做多 2022-08-28 15:00 20045.00 2022-09-07 01:00 19088.20 止损 -4.77% 879 20 17583 8791 -838.43 7953
19 做多 2022-08-29 21:00 20066.80 2022-09-07 01:00 19088.20 止损 -4.88% 795 20 15906 7953 -774.91 7178
20 做多 2022-08-31 11:00 20392.60 2022-09-01 22:00 19685.30 止损 -3.47% 718 20 14356 7178 -497.43 6681
21 做多 2022-09-02 06:00 20067.30 2022-09-07 01:00 19088.20 止损 -4.88% 668 20 13361 6681 -651.25 6029
22 做多 2022-09-04 10:00 19782.50 2022-09-07 01:00 19088.20 止损 -3.51% 603 20 12059 6029 -422.80 5607
23 做多 2022-09-04 20:00 19866.60 2022-09-07 01:00 19088.20 止损 -3.92% 561 20 11213 5607 -438.91 5168
24 做多 2022-09-06 01:00 19816.90 2022-09-07 01:00 19088.20 止损 -3.68% 517 20 10335 5168 -379.67 4788
25 做多 2022-09-06 08:00 20093.60 2022-09-07 01:00 19088.20 止损 -5.00% 479 20 9576 4788 -478.66 4309
26 做多 2022-09-06 14:00 19848.20 2022-09-07 01:00 19088.20 止损 -3.83% 431 20 8619 4309 -329.68 3980
27 做多 2022-09-07 23:00 18863.30 2022-09-09 11:00 19936.00 止盈 +5.69% 398 20 7959 3980 +452.17 4432
28 做多 2022-09-08 22:00 19307.80 2022-09-09 12:00 20350.40 止盈 +5.40% 443 20 8864 4432 +478.15 4910
29 做多 2022-09-09 04:00 19366.80 2022-09-09 12:00 20350.40 止盈 +5.08% 491 20 9820 4910 +498.23 5408
30 做多 2022-09-11 03:00 21569.40 2022-09-13 23:00 20823.90 止损 -3.46% 541 20 10816 5408 -373.47 5035
31 做多 2022-09-11 23:00 21633.90 2022-09-13 23:00 20823.90 止损 -3.74% 503 20 10069 5035 -376.64 4658
32 做多 2022-09-13 17:00 22377.70 2022-09-13 20:00 21397.20 止损 -4.38% 466 20 9316 4658 -407.79 4250
33 做多 2022-09-14 20:00 20300.30 2022-09-16 07:00 19690.80 止损 -3.00% 425 20 8501 4250 -254.97 3995
34 做多 2022-09-15 09:00 20184.80 2022-09-16 21:00 19519.30 止损 -3.30% 400 20 7991 3995 -263.19 3732
35 做多 2022-09-15 16:00 20141.00 2022-09-16 21:00 19519.30 止损 -3.09% 373 20 7464 3732 -230.17 3502
36 做多 2022-09-17 07:00 19792.50 2022-09-19 10:00 18754.90 止损 -5.24% 350 20 7004 3502 -366.81 3135
37 做多 2022-09-19 23:00 19071.10 2022-09-22 05:00 18455.40 止损 -3.23% 314 20 6270 3135 -202.23 2933
38 做多 2022-09-21 19:00 19155.60 2022-09-22 05:00 18455.40 止损 -3.66% 293 20 5866 2933 -214.20 2719
39 做多 2022-09-22 17:00 19171.50 2022-09-27 13:00 20199.60 止盈 +5.36% 272 20 5437 2719 +291.30 3010
40 做多 2022-09-24 07:00 19280.70 2022-09-26 14:00 18690.10 止损 -3.06% 301 20 6020 3010 -184.22 2826
41 做多 2022-09-25 03:00 19093.00 2022-09-27 10:00 20083.90 止盈 +5.19% 283 20 5652 2826 +293.02 3119
42 做多 2022-09-25 16:00 19075.00 2022-09-27 10:00 20083.90 止盈 +5.29% 312 20 6238 3119 +329.59 3448
43 做多 2022-09-26 16:00 19264.60 2022-09-27 20:00 20260.10 止盈 +5.17% 345 20 6897 3448 +356.04 3804
44 做多 2022-09-28 21:00 19113.60 2022-10-04 21:00 20089.90 止盈 +5.11% 380 20 7609 3804 +388.26 4193
45 做多 2022-09-30 04:00 19499.40 2022-10-13 18:00 18682.40 止损 -4.19% 419 20 8385 4193 -350.99 3842
46 做多 2022-09-30 22:00 19981.40 2022-10-01 05:00 19352.00 止损 -3.15% 384 20 7683 3842 -241.78 3600
47 做多 2022-10-02 10:00 19307.30 2022-10-05 04:00 20322.70 止盈 +5.26% 360 20 7200 3600 +378.27 3978
48 做多 2022-10-02 12:00 19326.90 2022-10-05 04:00 20322.70 止盈 +5.15% 398 20 7956 3978 +409.54 4388
49 做多 2022-10-03 13:00 19235.30 2022-10-05 03:00 20213.50 止盈 +5.09% 439 20 8776 4388 +445.83 4834
50 做多 2022-10-03 15:00 19190.00 2022-10-05 03:00 20213.50 止盈 +5.33% 483 20 9667 4834 +515.08 5349
51 做多 2022-10-06 03:00 20112.50 2022-10-08 00:00 19399.70 止损 -3.54% 535 20 10697 5349 -378.74 4970
52 做多 2022-10-06 08:00 20262.50 2022-10-07 20:00 19608.80 止损 -3.23% 497 20 9940 4970 -320.35 4650
53 做多 2022-10-09 18:00 19480.00 2022-10-13 18:00 18682.40 止损 -4.09% 465 20 9299 4650 -380.37 4269
54 做多 2022-10-11 23:00 19137.60 2022-10-13 20:00 18377.90 止损 -3.97% 427 20 8538 4269 -338.61 3931
55 做多 2022-10-12 12:00 19089.80 2022-10-13 20:00 18377.90 止损 -3.73% 393 20 7861 3931 -292.87 3638
56 做多 2022-10-14 02:00 19409.00 2022-10-26 16:00 20658.70 止盈 +6.44% 364 20 7275 3638 +467.98 4106
57 做多 2022-10-16 12:00 19127.00 2022-10-26 01:00 20108.60 止盈 +5.13% 411 20 8211 4106 +420.99 4527
58 做多 2022-10-20 16:00 19104.20 2022-10-26 01:00 20108.60 止盈 +5.26% 453 20 9053 4527 +475.50 5002
59 做多 2022-10-20 18:00 19190.90 2022-10-26 02:00 20261.90 止盈 +5.58% 500 20 10004 5002 +557.76 5560
60 做多 2022-10-22 00:00 19116.90 2022-10-26 01:00 20108.60 止盈 +5.19% 556 20 11120 5560 +576.28 6136
61 做多 2022-10-22 19:00 19168.90 2022-10-26 02:00 20261.90 止盈 +5.70% 614 20 12272 6136 +699.07 6835
62 做多 2022-10-24 01:00 19468.70 2022-10-26 16:00 20658.70 止盈 +6.11% 684 20 13671 6835 +834.76 7670
63 做多 2022-10-25 06:00 19348.70 2022-10-26 15:00 20333.70 止盈 +5.09% 767 20 15340 7670 +780.15 8450
64 做多 2022-10-25 15:00 19296.90 2022-10-26 02:00 20261.90 止盈 +5.00% 845 20 16900 8450 +844.31 9295
65 做多 2022-10-25 21:00 19469.40 2022-10-26 16:00 20658.70 止盈 +6.11% 929 20 18589 9295 +1134.39 10429
66 做多 2022-10-28 22:00 20487.10 2022-11-08 12:00 19626.00 止损 -4.20% 1043 20 20858 10429 -875.81 9553
67 做多 2022-10-30 15:00 20842.50 2022-11-03 04:00 20164.50 止损 -3.25% 955 20 19106 9553 -620.90 8932
68 做多 2022-10-31 18:00 20741.60 2022-11-03 06:00 20100.80 止损 -3.09% 893 20 17864 8932 -551.36 8381
69 做多 2022-11-01 10:00 20568.10 2022-11-08 12:00 19626.00 止损 -4.58% 838 20 16762 8381 -766.99 7614
70 做多 2022-11-02 10:00 20505.30 2022-11-08 12:00 19626.00 止损 -4.29% 761 20 15228 7614 -652.34 6962
71 做多 2022-11-03 14:00 20297.00 2022-11-05 08:00 21426.50 止盈 +5.56% 696 20 13923 6962 +774.03 7736
72 做多 2022-11-04 02:00 20233.00 2022-11-05 08:00 21426.50 止盈 +5.90% 774 20 15471 7736 +911.70 8647
73 做多 2022-11-04 09:00 20276.70 2022-11-05 08:00 21426.50 止盈 +5.67% 865 20 17295 8647 +979.71 9627
74 做多 2022-11-07 02:00 21212.40 2022-11-08 06:00 20450.00 止损 -3.59% 963 20 19254 9627 -691.32 8936
75 做多 2022-11-10 16:00 16827.90 2022-11-11 00:00 17774.10 止盈 +5.62% 894 20 17871 8936 +1003.86 9940
76 做多 2022-11-12 19:00 16859.60 2022-11-14 07:00 16321.20 止损 -3.19% 994 20 19879 9940 -634.19 9305
77 做多 2022-11-13 11:00 16906.10 2022-11-14 05:00 16382.90 止损 -3.09% 931 20 18611 9305 -575.38 8730
78 做多 2022-11-14 17:00 16744.10 2022-11-21 09:00 16204.30 止损 -3.22% 873 20 17460 8730 -562.31 8168
79 做多 2022-11-15 11:00 16808.80 2022-11-21 05:00 16277.40 止损 -3.16% 817 20 16335 8168 -515.91 7652
80 做多 2022-11-16 07:00 16888.30 2022-11-21 05:00 16277.40 止损 -3.62% 765 20 15303 7652 -553.02 7099
81 做多 2022-11-16 12:00 16899.60 2022-11-21 05:00 16277.40 止损 -3.68% 710 20 14197 7099 -522.19 6577
82 做多 2022-11-17 09:00 16683.00 2022-11-21 10:00 16005.20 止损 -4.06% 658 20 13153 6577 -533.85 6043
83 做多 2022-11-18 02:00 16691.20 2022-11-21 10:00 16005.20 止损 -4.11% 604 20 12085 6043 -496.21 5546
84 做多 2022-11-19 20:00 16644.10 2022-11-21 10:00 16005.20 止损 -3.84% 555 20 11093 5546 -425.39 5121
85 做多 2022-11-20 06:00 16728.60 2022-11-21 09:00 16204.30 止损 -3.13% 512 20 10242 5121 -320.68 4800
86 做多 2022-11-22 21:00 16162.40 2022-12-01 03:00 17051.50 止盈 +5.50% 480 20 9601 4800 +527.62 5328
87 做多 2022-11-24 06:00 16504.80 2022-12-05 12:00 17346.00 止盈 +5.10% 533 20 10656 5328 +542.56 5871
88 做多 2022-11-25 22:00 16531.40 2022-12-13 17:00 17430.60 止盈 +5.44% 587 20 11741 5871 +638.00 6509
89 做多 2022-11-27 13:00 16530.30 2022-12-13 17:00 17430.60 止盈 +5.45% 651 20 13017 6509 +708.25 7217
90 做多 2022-11-29 03:00 16215.10 2022-12-01 03:00 17051.50 止盈 +5.16% 722 20 14434 7217 +743.77 7961
91 做多 2022-11-29 10:00 16255.90 2022-12-01 04:00 17090.90 止盈 +5.14% 796 20 15921 7961 +816.99 8778
92 做多 2022-11-30 04:00 16486.60 2022-12-05 12:00 17346.00 止盈 +5.21% 878 20 17555 8778 +914.19 9692
93 做多 2022-12-02 18:00 16960.70 2022-12-13 21:00 17896.00 止盈 +5.51% 969 20 19384 9692 +1067.84 10760
94 做多 2022-12-03 03:00 16979.30 2022-12-13 21:00 17896.00 止盈 +5.40% 1076 20 21519 10760 +1160.65 11920
95 做多 2022-12-04 12:00 16999.30 2022-12-13 21:00 17896.00 止盈 +5.27% 1192 20 23841 11920 +1256.31 13177
96 做多 2022-12-07 07:00 17078.60 2022-12-14 22:00 18055.80 止盈 +5.72% 1318 20 26353 13177 +1506.36 14683
97 做多 2022-12-08 09:00 16818.90 2022-12-13 21:00 17896.00 止盈 +6.40% 1468 20 29366 14683 +1878.74 16562
98 做多 2022-12-08 19:00 16842.00 2022-12-13 21:00 17896.00 止盈 +6.26% 1656 20 33123 16562 +2070.84 18633
99 做多 2022-12-10 16:00 17133.20 2022-12-14 22:00 18055.80 止盈 +5.38% 1863 20 37265 18633 +2004.67 20637
100 做多 2022-12-10 18:00 17155.50 2022-12-14 22:00 18055.80 止盈 +5.25% 2064 20 41274 20637 +2163.86 22801
101 做多 2022-12-11 14:00 17163.10 2022-12-14 22:00 18055.80 止盈 +5.20% 2280 20 45602 22801 +2369.52 25171
102 做多 2022-12-12 23:00 16999.90 2022-12-13 21:00 17896.00 止盈 +5.27% 2517 20 50341 25171 +2650.93 27821
103 做多 2022-12-16 15:00 17496.60 2022-12-16 21:00 16938.90 止损 -3.19% 2782 20 55643 27821 -1771.83 26050
104 做多 2022-12-18 06:00 16732.30 2023-01-12 07:00 17935.70 止盈 +7.19% 2605 20 52099 26050 +3743.28 29793
105 做多 2022-12-19 04:00 16750.60 2023-01-12 07:00 17935.70 止盈 +7.07% 2979 20 59586 29793 +4211.47 34004
106 做多 2022-12-19 17:00 16743.60 2023-01-12 07:00 17935.70 止盈 +7.12% 3400 20 68009 34004 +4837.20 38842
107 做多 2022-12-20 12:00 16783.60 2023-01-12 07:00 17935.70 止盈 +6.86% 3884 20 77683 38842 +5327.18 44169
108 做多 2022-12-21 19:00 16872.40 2023-01-12 07:00 17935.70 止盈 +6.30% 4417 20 88338 44169 +5561.47 49730
109 做多 2022-12-22 10:00 16844.10 2023-01-12 07:00 17935.70 止盈 +6.48% 4973 20 99461 49730 +6439.20 56169
110 做多 2022-12-23 07:00 16815.50 2023-01-12 07:00 17935.70 止盈 +6.66% 5617 20 112339 56169 +7476.21 63646
111 做多 2022-12-24 03:00 16838.50 2023-01-12 07:00 17935.70 止盈 +6.52% 6365 20 127291 63646 +8286.04 71932
112 做多 2022-12-24 13:00 16815.80 2023-01-12 07:00 17935.70 止盈 +6.66% 7193 20 143863 71932 +9571.45 81503
113 做多 2022-12-26 08:00 16822.10 2023-01-12 07:00 17935.70 止盈 +6.62% 8150 20 163006 81503 +10780.00 92283
114 做多 2022-12-27 07:00 16912.90 2023-01-12 07:00 17935.70 止盈 +6.05% 9228 20 184566 92283 +11150.40 103434
115 做多 2022-12-28 22:00 16729.50 2023-01-12 07:00 17935.70 止盈 +7.21% 10343 20 206867 103434 +14900.24 118334
116 做多 2022-12-29 19:00 16593.80 2023-01-11 02:00 17427.70 止盈 +5.03% 11833 20 236668 118334 +11881.53 130215
117 做多 2022-12-31 03:00 16520.80 2023-01-10 01:00 17348.90 止盈 +5.01% 13022 20 260431 130215 +13040.95 143256
118 做多 2022-12-31 19:00 16565.60 2023-01-11 02:00 17427.70 止盈 +5.20% 14326 20 286513 143256 +14895.66 158152
119 做多 2023-01-01 21:00 16539.90 2023-01-11 02:00 17427.70 止盈 +5.37% 15815 20 316304 158152 +16961.03 175113
120 做多 2023-01-03 15:00 16723.10 2023-01-12 07:00 17935.70 止盈 +7.25% 17511 20 350226 175113 +25369.66 200483
121 做多 2023-01-04 10:00 16729.00 2023-01-12 07:00 17935.70 止盈 +7.21% 20048 20 400965 200483 +28893.60 229376
122 做多 2023-01-06 02:00 16837.00 2023-01-12 07:00 17935.70 止盈 +6.53% 22938 20 458752 229376 +29906.00 259282
123 做多 2023-01-07 02:00 16841.50 2023-01-12 07:00 17935.70 止盈 +6.50% 25928 20 518564 259282 +33657.68 292940
124 做多 2023-01-08 04:00 16939.30 2023-01-12 07:00 17935.70 止盈 +5.88% 29294 20 585880 292940 +34428.04 327368
125 做多 2023-01-08 23:00 16991.00 2023-01-12 07:00 17935.70 止盈 +5.56% 32737 20 654736 327368 +36366.93 363735
126 做多 2023-01-09 06:00 16956.80 2023-01-12 07:00 17935.70 止盈 +5.77% 36373 20 727470 363735 +41954.15 405689
127 做多 2023-01-10 19:00 17244.40 2023-01-12 08:00 18264.00 止盈 +5.91% 40569 20 811378 405689 +47925.92 453615
128 做多 2023-01-12 04:00 17542.50 2023-01-13 01:00 18840.00 止盈 +7.40% 45361 20 907230 453615 +67034.56 520650
129 做多 2023-01-15 06:00 21004.40 2023-01-21 04:00 22287.20 止盈 +6.11% 52065 20 1041299 520650 +63531.58 584181
130 做多 2023-01-16 00:00 20884.70 2023-01-21 04:00 22287.20 止盈 +6.72% 58418 20 1168362 584181 +78382.23 662563
131 做多 2023-01-17 02:00 21286.80 2023-01-21 06:00 22590.60 止盈 +6.12% 66256 20 1325127 662563 +81081.82 743645
132 做多 2023-01-17 19:00 21218.60 2023-01-21 04:00 22287.20 止盈 +5.04% 74365 20 1487290 743645 +74827.23 818472
133 做多 2023-01-18 12:00 21279.70 2023-01-21 06:00 22590.60 止盈 +6.16% 81847 20 1636945 818472 +100740.38 919213
134 做多 2023-01-18 22:00 21420.00 2023-01-19 04:00 20732.70 止损 -3.21% 91921 20 1838426 919213 -58930.27 860282
135 做多 2023-01-19 23:00 20870.70 2023-01-21 04:00 22287.20 止盈 +6.79% 86028 20 1720565 860282 +116658.43 976941
136 做多 2023-01-20 22:00 21148.00 2023-01-21 04:00 22287.20 止盈 +5.39% 97694 20 1953882 976941 +105146.41 1082087
137 做多 2023-01-26 03:00 22743.40 2023-01-30 03:00 23896.60 止盈 +5.07% 108209 20 2164175 1082087 +109624.35 1191712

⚙️ 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