📊 比特币BTC 均线20-50 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 21:00

📈 回测结果摘要

测试币种
比特币BTC
策略
MA20-50
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
103次
盈利
54次
亏损
49次
胜率
52.4%
总收益
+855.0%
最终资金
95502U
最大回撤
-65.4%
月化收益
+71.3%

📊 收益与风险

盈利因子
1.40
止盈次数
54
止损次数
49
盈亏比
1.10

📋 交易记录明细(共103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 2023-12-30 15:00 41987.10 2024-01-02 07:00 44230.20 止盈 +5.34% 1000 20 20000 10000 +1067.40 11067
2 做多 2023-12-31 10:00 42119.60 2024-01-02 07:00 44230.20 止盈 +5.01% 1107 20 22135 11067 +1108.06 12175
3 做多 2023-12-31 13:00 42235.20 2024-01-02 08:00 45179.80 止盈 +6.97% 1218 20 24351 12175 +1696.03 13871
4 做多 2023-12-31 21:00 42495.00 2024-01-02 08:00 45179.80 止盈 +6.32% 1387 20 27743 13871 +1751.03 15623
5 做多 2024-01-05 11:00 43469.10 2024-01-09 01:00 45643.00 止盈 +5.00% 1562 20 31245 15623 +1561.01 17184
6 做多 2024-01-07 08:00 44119.00 2024-01-09 02:00 46970.20 止盈 +6.46% 1718 20 34367 17184 +2218.76 19402
7 做多 2024-01-08 20:00 45102.90 2024-01-11 20:00 47451.10 止盈 +5.21% 1940 20 38805 19402 +2018.27 21421
8 做多 2024-01-11 17:00 46212.80 2024-01-11 22:00 48577.90 止盈 +5.12% 2142 20 42841 21421 +2190.35 23611
9 做多 2024-01-16 14:00 42744.40 2024-01-19 03:00 41014.20 止损 -4.05% 2361 20 47222 23611 -1909.52 21701
10 做多 2024-01-20 19:00 41583.60 2024-01-23 02:00 40320.70 止损 -3.04% 2170 20 43403 21701 -1316.83 20385
11 做多 2024-01-24 22:00 39907.00 2024-01-27 00:00 41944.30 止盈 +5.11% 2038 20 40769 20385 +2079.23 22464
12 做多 2024-01-26 19:00 41272.00 2024-01-30 09:00 43422.10 止盈 +5.21% 2246 20 44928 22464 +2338.20 24802
13 做多 2024-01-30 00:00 43182.50 2024-02-08 23:00 45406.30 止盈 +5.15% 2480 20 49604 24802 +2551.94 27354
14 做多 2024-02-02 12:00 42950.70 2024-02-08 23:00 45406.30 止盈 +5.72% 2735 20 54708 27354 +3124.66 30479
15 做多 2024-02-06 06:00 42480.90 2024-02-08 08:00 44656.70 止盈 +5.12% 3048 20 60957 30479 +3119.00 33598
16 做多 2024-02-07 01:00 43163.90 2024-02-08 23:00 45406.30 止盈 +5.20% 3360 20 67195 33598 +3487.35 37085
17 做多 2024-02-14 18:00 51330.60 2024-02-27 03:00 54531.30 止盈 +6.24% 3708 20 74170 37085 +4620.21 41705
18 做多 2024-02-17 12:00 52037.60 2024-02-27 05:00 54683.20 止盈 +5.08% 4171 20 83410 41705 +4236.35 45941
19 做多 2024-02-19 02:00 51825.00 2024-02-27 03:00 54531.30 止盈 +5.22% 4594 20 91883 45941 +4793.33 50735
20 做多 2024-02-21 12:00 51985.90 2024-02-27 05:00 54683.20 止盈 +5.19% 5073 20 101470 50735 +5259.51 55994
21 做多 2024-02-23 00:00 51511.40 2024-02-27 03:00 54531.30 止盈 +5.86% 5599 20 111989 55994 +6558.86 62553
22 做多 2024-02-25 05:00 51590.20 2024-02-27 03:00 54531.30 止盈 +5.70% 6255 20 125106 62553 +7125.04 69678
23 做多 2024-02-27 00:00 53438.90 2024-02-27 10:00 56428.80 止盈 +5.59% 6968 20 139356 69678 +7789.18 77467
24 做多 2024-03-02 07:00 62430.60 2024-03-04 22:00 66223.80 止盈 +6.08% 7747 20 154935 77467 +9404.22 86872
25 做多 2024-03-04 04:00 62828.80 2024-03-04 22:00 66223.80 止盈 +5.40% 8687 20 173743 86872 +9378.95 96251
26 做多 2024-03-07 06:00 65972.60 2024-03-10 12:00 69492.50 止盈 +5.34% 9625 20 192501 96251 +10260.43 106511
27 做多 2024-03-13 20:00 72875.90 2024-03-15 02:00 70154.00 止损 -3.73% 10651 20 213022 106511 -7948.37 98563
28 做多 2024-03-18 11:00 68038.10 2024-03-19 09:00 65899.10 止损 -3.14% 9856 20 197125 98563 -6191.08 92372
29 做多 2024-03-21 08:00 67696.20 2024-03-22 02:00 65194.50 止损 -3.70% 9237 20 184743 92372 -6820.32 85551
30 做多 2024-03-24 05:00 64980.10 2024-03-25 22:00 69434.70 止盈 +6.86% 8555 20 171102 85551 +11717.91 97269
31 做多 2024-03-28 22:00 71598.50 2024-03-29 23:00 69240.10 止损 -3.29% 9727 20 194538 97269 -6401.53 90868
32 做多 2024-03-31 10:00 70060.80 2024-04-02 10:00 67025.70 止损 -4.33% 9087 20 181735 90868 -7865.07 83003
33 做多 2024-04-04 11:00 65637.20 2024-04-07 06:00 69040.60 止盈 +5.19% 8300 20 166005 83003 +8599.03 91602
34 做多 2024-04-04 16:00 66236.60 2024-04-07 22:00 69595.30 止盈 +5.07% 9160 20 183203 91602 +9280.50 100882
35 做多 2024-04-11 13:00 70639.10 2024-04-13 01:00 68191.30 止损 -3.47% 10088 20 201764 100882 -6984.58 93897
36 做多 2024-04-15 18:00 66437.40 2024-04-15 22:00 64221.30 止损 -3.34% 9390 20 187795 93897 -6257.86 87640
37 做多 2024-04-17 21:00 62606.60 2024-04-17 23:00 60272.00 止损 -3.73% 8764 20 175279 87640 -6529.63 81110
38 做多 2024-04-19 06:00 63471.90 2024-04-19 09:00 61000.00 止损 -3.89% 8111 20 162220 81110 -6311.31 74799
39 做多 2024-04-26 19:00 64213.60 2024-04-29 11:00 62259.90 止损 -3.04% 7480 20 149597 74799 -4546.95 70252
40 做多 2024-04-28 18:00 63663.80 2024-04-30 17:00 61659.00 止损 -3.15% 7025 20 140503 70252 -4420.09 65832
41 做多 2024-04-30 15:00 63123.80 2024-04-30 19:00 61182.30 止损 -3.08% 6583 20 131663 65832 -4045.52 61786
42 做多 2024-05-03 06:00 59300.80 2024-05-04 04:00 62880.00 止盈 +6.04% 6179 20 123572 61786 +7450.95 69237
43 做多 2024-05-10 11:00 62880.00 2024-05-10 23:00 60893.80 止损 -3.16% 6924 20 138474 69237 -4369.63 64867
44 做多 2024-05-12 21:00 61172.60 2024-05-15 22:00 64465.70 止盈 +5.38% 6487 20 129735 64867 +6977.02 71844
45 做多 2024-05-15 23:00 64685.50 2024-05-21 00:00 68164.40 止盈 +5.38% 7184 20 143689 71844 +7720.12 79565
46 做多 2024-05-21 01:00 68294.70 2024-06-07 19:00 71750.00 止盈 +5.06% 7956 20 159129 79565 +8042.93 87608
47 做多 2024-05-25 12:00 68807.00 2024-06-11 23:00 66266.00 止损 -3.69% 8761 20 175215 87608 -6464.11 81143
48 做多 2024-05-28 02:00 70044.60 2024-05-28 12:00 67809.10 止损 -3.19% 8114 20 162287 81143 -5174.27 75969
49 做多 2024-05-31 01:00 69366.50 2024-05-31 23:00 67252.70 止损 -3.05% 7597 20 151938 75969 -4625.37 71344
50 做多 2024-06-02 15:00 67743.00 2024-06-05 12:00 71220.20 止盈 +5.13% 7134 20 142688 71344 +7316.72 78660
51 做多 2024-06-07 23:00 71150.00 2024-06-11 09:00 68741.40 止损 -3.39% 7866 20 157321 78660 -5320.37 73340
52 做多 2024-06-10 02:00 69767.00 2024-06-11 15:00 67582.00 止损 -3.13% 7334 20 146680 73340 -4589.22 68751
53 做多 2024-06-13 01:00 69804.00 2024-06-13 03:00 67523.20 止损 -3.27% 6875 20 137502 68751 -4488.29 64263
54 做多 2024-06-16 19:00 66471.40 2024-06-19 03:00 64400.00 止损 -3.12% 6426 20 128525 64263 -4001.13 60261
55 做多 2024-06-20 17:00 65697.20 2024-06-21 16:00 63613.60 止损 -3.17% 6026 20 120523 60261 -3818.59 56443
56 做多 2024-06-23 05:00 64300.10 2024-06-24 13:00 62296.40 止损 -3.12% 5644 20 112886 56443 -3514.19 52929
57 做多 2024-06-26 07:00 61777.80 2024-07-04 03:00 59661.20 止损 -3.43% 5293 20 105857 52929 -3623.21 49305
58 做多 2024-06-28 08:00 61536.90 2024-07-04 03:00 59661.20 止损 -3.05% 4931 20 98611 49305 -3002.75 46303
59 做多 2024-06-30 13:00 60788.70 2024-07-04 09:00 58561.70 止损 -3.66% 4630 20 92605 46303 -3389.22 42914
60 做多 2024-07-06 20:00 56725.70 2024-07-08 09:00 54930.00 止损 -3.17% 4291 20 85827 42914 -2714.21 40199
61 做多 2024-07-09 14:00 57448.00 2024-07-15 05:00 61260.10 止盈 +6.64% 4020 20 80399 40199 +5329.71 45529
62 做多 2024-07-13 11:00 57792.40 2024-07-15 05:00 61260.10 止盈 +6.00% 4553 20 91058 45529 +5458.26 50987
63 做多 2024-07-20 01:00 66711.10 2024-07-25 09:00 64467.90 止损 -3.36% 5099 20 101975 50987 -3425.53 47562
64 做多 2024-07-26 14:00 67041.90 2024-08-01 04:00 64577.40 止损 -3.68% 4756 20 95124 47562 -3493.30 44068
65 做多 2024-07-29 12:00 69349.10 2024-07-30 00:00 66921.00 止损 -3.50% 4407 20 88137 44068 -3082.83 40986
66 做多 2024-08-06 23:00 56370.00 2024-08-08 23:00 59391.30 止盈 +5.36% 4099 20 81971 40986 +4389.07 45375
67 做多 2024-08-08 22:00 58880.80 2024-08-09 06:00 62301.90 止盈 +5.81% 4537 20 90749 45375 +5267.46 50642
68 做多 2024-08-11 08:00 61059.10 2024-08-12 04:00 58480.00 止损 -4.22% 5064 20 101284 50642 -4273.91 46368
69 做多 2024-08-13 23:00 59438.40 2024-08-16 03:00 57002.40 止损 -4.10% 4637 20 92737 46368 -3796.88 42571
70 做多 2024-08-17 04:00 59228.50 2024-08-24 01:00 62966.30 止盈 +6.31% 4257 20 85143 42571 +5367.83 47939
71 做多 2024-08-20 13:00 61088.90 2024-08-20 23:00 58783.70 止损 -3.77% 4794 20 95878 47939 -3614.37 44325
72 做多 2024-08-22 06:00 61145.90 2024-08-24 05:00 64350.10 止盈 +5.24% 4432 20 88650 44325 +4640.82 48966
73 做多 2024-08-26 10:00 64033.00 2024-08-27 22:00 61815.10 止损 -3.46% 4897 20 97931 48966 -3388.64 45577
74 做多 2024-08-30 02:00 59130.00 2024-09-02 06:00 57273.00 止损 -3.14% 4558 20 91154 45577 -2859.86 42717
75 做多 2024-09-03 06:00 59315.60 2024-09-04 07:00 57451.90 止损 -3.14% 4272 20 85434 42717 -2681.67 40035
76 做多 2024-09-05 16:00 56984.00 2024-09-06 22:00 54709.30 止损 -3.99% 4004 20 80071 40035 -3193.10 36842
77 做多 2024-09-08 21:00 54360.00 2024-09-10 05:00 57424.90 止盈 +5.64% 3684 20 73685 36842 +4150.31 40993
78 做多 2024-09-12 10:00 57913.40 2024-09-17 23:00 61103.00 止盈 +5.51% 4099 20 81985 40993 +4510.86 45504
79 做多 2024-09-18 00:00 60857.20 2024-09-23 11:00 64320.10 止盈 +5.69% 4550 20 91007 45504 +5173.31 50677
80 做多 2024-09-22 14:00 62851.00 2024-09-27 22:00 66203.10 止盈 +5.33% 5068 20 101354 50677 +5400.20 56077
81 做多 2024-09-23 11:00 64320.10 2024-10-02 01:00 62134.10 止损 -3.40% 5608 20 112154 56077 -3807.89 52269
82 做多 2024-09-25 05:00 64001.70 2024-10-02 02:00 61971.90 止损 -3.17% 5227 20 104538 52269 -3312.10 48957
83 做多 2024-09-27 00:00 65313.50 2024-10-01 02:00 63306.70 止损 -3.07% 4896 20 97914 48957 -3005.47 45952
84 做多 2024-10-04 19:00 61423.00 2024-10-11 02:00 59468.50 止损 -3.18% 4595 20 91903 45952 -2921.47 43030
85 做多 2024-10-07 00:00 62566.00 2024-10-10 04:00 60388.60 止损 -3.48% 4303 20 86060 43030 -2992.05 40038
86 做多 2024-10-12 00:00 62229.10 2024-10-14 22:00 65895.70 止盈 +5.89% 4004 20 80076 40038 +4713.45 44752
87 做多 2024-10-14 15:00 64599.60 2024-10-16 19:00 67872.30 止盈 +5.07% 4475 20 89503 44752 +4529.81 49281
88 做多 2024-10-18 17:00 67783.00 2024-10-24 01:00 65713.60 止损 -3.05% 4928 20 98563 49281 -3006.09 46275
89 做多 2024-10-21 01:00 68533.20 2024-10-23 18:00 66390.80 止损 -3.13% 4628 20 92551 46275 -2890.31 43385
90 做多 2024-10-24 21:00 67882.70 2024-10-29 17:00 71280.00 止盈 +5.00% 4338 20 86770 43385 +4338.20 47723
91 做多 2024-10-27 21:00 67590.60 2024-10-29 10:00 71173.90 止盈 +5.30% 4772 20 95446 47723 +5055.01 52778
92 做多 2024-11-04 21:00 68649.80 2024-11-06 10:00 73078.90 止盈 +6.45% 5278 20 105556 52778 +6803.40 59582
93 做多 2024-11-06 00:00 70165.60 2024-11-06 11:00 74367.10 止盈 +5.99% 5958 20 119163 59582 +7128.33 66710
94 做多 2024-11-16 08:00 91055.80 2024-11-21 11:00 95790.20 止盈 +5.20% 6671 20 133420 66710 +6930.16 73640
95 做多 2024-11-18 23:00 92407.80 2024-11-21 12:00 97591.20 止盈 +5.61% 7364 20 147280 73640 +8253.07 81893
96 做多 2024-11-26 00:00 95977.10 2024-11-26 07:00 93064.00 止损 -3.04% 8189 20 163786 81893 -4966.28 76927
97 做多 2024-11-28 02:00 96162.30 2024-12-05 10:00 101540.60 止盈 +5.59% 7693 20 153854 76927 +8596.34 85523
98 做多 2024-12-02 04:00 97169.60 2024-12-03 21:00 93775.10 止损 -3.49% 8552 20 171046 85523 -5969.32 79554
99 做多 2024-12-04 15:00 96652.10 2024-12-05 10:00 101540.60 止盈 +5.06% 7955 20 159108 79554 +8039.36 87593
100 做多 2024-12-07 15:00 99442.60 2024-12-10 04:00 96296.70 止损 -3.16% 8759 20 175187 87593 -5536.54 82057
101 做多 2024-12-09 07:00 101200.00 2024-12-09 19:00 98157.40 止损 -3.01% 8206 20 164113 82057 -4929.17 77128
102 做多 2024-12-11 22:00 99500.00 2024-12-16 08:00 105435.20 止盈 +5.97% 7713 20 154255 77128 +9192.15 86320
103 做多 2024-12-14 07:00 101371.90 2024-12-17 00:00 106769.10 止盈 +5.32% 8632 20 172639 86320 +9182.40 95502

⚙️ 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:MA20 / MA50
  • 开仓条件:MA20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