📊 以太坊ETH 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 21:30

📈 回测结果摘要

测试币种
以太坊ETH
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
134次
盈利
72次
亏损
62次
胜率
53.7%
总收益
+2094.1%
最终资金
219410U
最大回撤
-83.4%
月化收益
+349.0%

📊 收益与风险

盈利因子
1.19
止盈次数
72
止损次数
62
盈亏比
1.16

📋 交易记录明细(共134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 2022-11-20 17:00 1207.42 2022-11-20 19:00 1166.78 止损 -3.37% 1000 20 20000 10000 -672.50 9328
2 做多 2022-11-21 01:00 1172.14 2022-11-21 09:00 1130.84 止损 -3.52% 933 20 18655 9328 -656.65 8671
3 做多 2022-11-21 04:00 1176.81 2022-11-21 08:00 1139.93 止损 -3.13% 867 20 17342 8671 -542.93 8128
4 做多 2022-11-22 22:00 1121.48 2022-11-24 07:00 1183.83 止盈 +5.56% 813 20 16256 8128 +902.86 9031
5 做多 2022-11-25 03:00 1202.42 2022-11-28 09:00 1163.39 止损 -3.25% 903 20 18062 9031 -585.68 8445
6 做多 2022-11-25 22:00 1192.51 2022-11-30 08:00 1274.46 止盈 +6.87% 845 20 16890 8445 +1159.54 9605
7 做多 2022-11-27 12:00 1217.91 2022-11-28 09:00 1163.39 止损 -4.48% 960 20 19209 9605 -859.05 8746
8 做多 2022-11-29 04:00 1174.17 2022-11-30 08:00 1274.46 止盈 +8.54% 875 20 17491 8746 +1492.49 10238
9 做多 2022-11-29 10:00 1182.06 2022-11-30 08:00 1274.46 止盈 +7.82% 1024 20 20476 10238 +1598.99 11837
10 做多 2022-12-02 17:00 1277.16 2022-12-07 15:00 1223.73 止损 -4.18% 1184 20 23674 11837 -989.42 10848
11 做多 2022-12-04 22:00 1259.17 2022-12-13 21:00 1337.71 止盈 +6.24% 1085 20 21695 10848 +1351.88 12200
12 做多 2022-12-07 07:00 1270.72 2022-12-07 15:00 1223.73 止损 -3.70% 1220 20 24399 12200 -901.35 11298
13 做多 2022-12-08 14:00 1228.26 2022-12-13 21:00 1337.71 止盈 +8.91% 1130 20 22596 11298 +2011.55 13310
14 做多 2022-12-08 18:00 1232.67 2022-12-13 21:00 1337.71 止盈 +8.52% 1331 20 26619 13310 +2266.07 15576
15 做多 2022-12-10 20:00 1266.04 2022-12-13 21:00 1337.71 止盈 +5.66% 1558 20 31152 15576 +1761.72 17338
16 做多 2022-12-11 11:00 1271.91 2022-12-13 21:00 1337.71 止盈 +5.17% 1734 20 34675 17338 +1792.06 19130
17 做多 2022-12-13 02:00 1253.90 2022-12-13 21:00 1337.71 止盈 +6.68% 1913 20 38259 19130 +2554.66 21684
18 做多 2022-12-16 15:00 1277.11 2022-12-16 17:00 1211.99 止损 -5.10% 2168 20 43368 21684 -2209.15 19475
19 做多 2022-12-18 00:00 1177.83 2023-01-04 11:00 1250.33 止盈 +6.16% 1948 20 38950 19475 +2395.14 21870
20 做多 2022-12-18 06:00 1185.50 2023-01-04 11:00 1250.33 止盈 +5.47% 2187 20 43740 21870 +2389.59 24260
21 做多 2022-12-19 06:00 1186.98 2023-01-04 11:00 1250.33 止盈 +5.34% 2426 20 48520 24260 +2586.94 26847
22 做多 2022-12-19 18:00 1185.90 2023-01-04 11:00 1250.33 止盈 +5.43% 2685 20 53694 26847 +2914.25 29761
23 做多 2022-12-20 11:00 1191.85 2023-01-04 15:00 1251.77 止盈 +5.03% 2976 20 59522 29761 +2989.46 32750
24 做多 2022-12-21 18:00 1216.28 2023-01-09 07:00 1289.65 止盈 +6.03% 3275 20 65501 32750 +3947.28 36698
25 做多 2022-12-22 09:00 1212.13 2023-01-07 03:00 1272.76 止盈 +5.00% 3670 20 73396 36698 +3667.53 40365
26 做多 2022-12-23 07:00 1217.39 2023-01-09 07:00 1289.65 止盈 +5.94% 4037 20 80731 40365 +4787.09 45152
27 做多 2022-12-24 19:00 1218.81 2023-01-09 07:00 1289.65 止盈 +5.81% 4515 20 90305 45152 +5243.47 50396
28 做多 2022-12-25 01:00 1219.25 2023-01-09 07:00 1289.65 止盈 +5.77% 5040 20 100792 50396 +5813.94 56210
29 做多 2022-12-26 08:00 1217.97 2023-01-09 07:00 1289.65 止盈 +5.89% 5621 20 112420 56210 +6609.50 62819
30 做多 2022-12-27 07:00 1227.57 2022-12-28 23:00 1188.75 止损 -3.16% 6282 20 125639 62819 -3969.15 58850
31 做多 2022-12-29 14:00 1193.19 2023-01-04 21:00 1253.18 止盈 +5.03% 5885 20 117700 58850 +5911.70 64762
32 做多 2022-12-30 10:00 1197.62 2023-01-05 01:00 1259.83 止盈 +5.19% 6476 20 129524 64762 +6721.34 71483
33 做多 2022-12-31 02:00 1197.48 2023-01-05 01:00 1259.83 止盈 +5.21% 7148 20 142966 71483 +7436.48 78920
34 做多 2022-12-31 18:00 1198.30 2023-01-05 01:00 1259.83 止盈 +5.13% 7892 20 157839 78920 +8096.59 87016
35 做多 2023-01-02 00:00 1197.03 2023-01-05 01:00 1259.83 止盈 +5.25% 8702 20 174032 87016 +9121.17 96137
36 做多 2023-01-02 13:00 1201.91 2023-01-06 23:00 1262.48 止盈 +5.04% 9614 20 192275 96137 +9679.96 105817
37 做多 2023-01-03 17:00 1216.99 2023-01-09 07:00 1289.65 止盈 +5.97% 10582 20 211635 105817 +12622.95 118440
38 做多 2023-01-04 09:00 1223.62 2023-01-09 07:00 1289.65 止盈 +5.40% 11844 20 236881 118440 +12769.97 131210
39 做多 2023-01-06 05:00 1251.96 2023-01-09 17:00 1317.05 止盈 +5.20% 13121 20 262421 131210 +13629.73 144840
40 做多 2023-01-07 00:00 1263.76 2023-01-09 23:00 1335.56 止盈 +5.68% 14484 20 289680 144840 +16441.59 161282
41 做多 2023-01-08 17:00 1262.58 2023-01-09 22:00 1325.82 止盈 +5.01% 16128 20 322563 161282 +16140.36 177422
42 做多 2023-01-08 23:00 1274.01 2023-01-10 01:00 1341.43 止盈 +5.29% 17742 20 354844 177422 +18759.39 196181
43 做多 2023-01-10 18:00 1333.66 2023-01-12 08:00 1415.55 止盈 +6.14% 19618 20 392363 196181 +24067.94 220249
44 做多 2023-01-11 19:00 1335.83 2023-01-12 08:00 1415.55 止盈 +5.97% 22025 20 440499 220249 +26261.90 246511
45 做多 2023-01-12 04:00 1340.84 2023-01-12 08:00 1415.55 止盈 +5.57% 24651 20 493022 246511 +27443.15 273954
46 做多 2023-01-13 01:00 1428.74 2023-01-14 08:00 1542.67 止盈 +7.97% 27395 20 547909 273954 +43647.42 317602
47 做多 2023-01-14 01:00 1416.62 2023-01-14 08:00 1542.67 止盈 +8.90% 31760 20 635204 317602 +56463.51 374065
48 做多 2023-01-15 07:00 1550.27 2023-01-21 04:00 1641.75 止盈 +5.90% 37407 20 748131 374065 +44102.35 418168
49 做多 2023-01-15 21:00 1532.51 2023-01-21 04:00 1641.75 止盈 +7.13% 41817 20 836335 418168 +59555.83 477723
50 做多 2023-01-17 03:00 1591.99 2023-01-19 00:00 1538.67 止损 -3.35% 47772 20 955447 477723 -31968.47 445755
51 做多 2023-01-17 23:00 1571.38 2023-01-19 04:00 1521.77 止损 -3.16% 44575 20 891510 445755 -28117.69 417637
52 做多 2023-01-18 22:00 1593.79 2023-01-19 00:00 1538.67 止损 -3.46% 41764 20 835275 417637 -28858.44 388779
53 做多 2023-01-19 23:00 1533.41 2023-01-21 04:00 1641.75 止盈 +7.07% 38878 20 777558 388779 +54881.84 443661
54 做多 2023-01-22 23:00 1635.91 2023-01-25 06:00 1561.44 止损 -4.55% 44366 20 887321 443661 -40352.31 403308
55 做多 2023-01-23 10:00 1641.95 2023-01-25 06:00 1561.44 止损 -4.90% 40331 20 806617 403308 -39511.42 363797
56 做多 2023-01-23 20:00 1635.90 2023-01-25 06:00 1561.44 止损 -4.55% 36380 20 727594 363797 -33084.22 330713
57 做多 2023-01-24 08:00 1632.32 2023-01-25 06:00 1561.44 止损 -4.34% 33071 20 661426 330713 -28692.27 302020
58 做多 2023-01-26 03:00 1561.01 2023-01-30 03:00 1654.93 止盈 +6.02% 30202 20 604041 302020 +36306.49 338327
59 做多 2023-01-28 01:00 1605.14 2023-01-31 03:00 1554.16 止损 -3.18% 33833 20 676654 338327 -21469.36 316858
60 做多 2023-01-29 10:00 1592.05 2023-02-02 08:00 1692.25 止盈 +6.29% 31686 20 633715 316858 +39844.71 356702
61 做多 2023-01-31 18:00 1567.06 2023-02-02 08:00 1692.25 止盈 +7.99% 35670 20 713405 356702 +56935.80 413638
62 做多 2023-02-02 03:00 1617.60 2023-02-03 02:00 1701.79 止盈 +5.20% 41364 20 827276 413638 +43013.56 456652
63 做多 2023-02-03 22:00 1662.00 2023-02-10 03:00 1579.08 止损 -4.99% 45665 20 913303 456652 -45520.69 411131
64 做多 2023-02-04 19:00 1661.64 2023-02-10 03:00 1579.08 止损 -4.97% 41113 20 822262 411131 -40813.93 370317
65 做多 2023-02-06 18:00 1631.00 2023-02-10 03:00 1579.08 止损 -3.18% 37032 20 740634 370317 -23553.20 346764
66 做多 2023-02-07 19:00 1640.39 2023-02-10 03:00 1579.08 止损 -3.74% 34676 20 693528 346764 -25894.86 320869
67 做多 2023-02-11 18:00 1518.07 2023-02-14 01:00 1472.00 止损 -3.03% 32087 20 641738 320869 -19455.83 301413
68 做多 2023-02-12 05:00 1533.74 2023-02-13 17:00 1481.74 止损 -3.39% 30141 20 602826 301413 -20417.82 280995
69 做多 2023-02-13 01:00 1540.19 2023-02-13 17:00 1481.74 止损 -3.79% 28100 20 561991 280995 -21306.14 259689
70 做多 2023-02-14 08:00 1500.26 2023-02-15 20:00 1584.47 止盈 +5.61% 25969 20 519378 259689 +29123.70 288813
71 做多 2023-02-15 19:00 1571.62 2023-02-16 04:00 1665.74 止盈 +5.99% 28881 20 577626 288813 +34557.83 323371
72 做多 2023-02-17 23:00 1673.17 2023-02-22 23:00 1612.69 止损 -3.61% 32337 20 646742 323371 -23354.36 300016
73 做多 2023-02-19 00:00 1693.20 2023-02-22 05:00 1641.78 止损 -3.04% 30002 20 600033 300016 -18203.89 281813
74 做多 2023-02-19 10:00 1694.50 2023-02-22 05:00 1641.78 止损 -3.11% 28181 20 563625 281813 -17518.20 264294
75 做多 2023-02-20 15:00 1695.86 2023-02-22 05:00 1641.78 止损 -3.19% 26429 20 528589 264294 -16839.53 247455
76 做多 2023-02-21 11:00 1703.09 2023-02-22 05:00 1641.78 止损 -3.60% 24745 20 494910 247455 -17798.57 229656
77 做多 2023-02-23 09:00 1641.32 2023-02-26 02:00 1585.28 止损 -3.41% 22966 20 459312 229656 -15666.74 213989
78 做多 2023-02-24 18:00 1648.29 2023-02-25 00:00 1592.42 止损 -3.39% 21399 20 427979 213989 -14492.15 199497
79 做多 2023-02-26 10:00 1602.95 2023-03-03 09:00 1551.76 止损 -3.19% 19950 20 398995 199497 -12729.10 186768
80 做多 2023-02-28 21:00 1631.92 2023-03-03 09:00 1551.76 止损 -4.91% 18677 20 373536 186768 -18329.78 168438
81 做多 2023-03-01 13:00 1650.23 2023-03-03 09:00 1551.76 止损 -5.97% 16844 20 336877 168438 -20081.50 148357
82 做多 2023-03-02 08:00 1658.26 2023-03-03 09:00 1551.76 止损 -6.42% 14836 20 296714 148357 -19037.08 129320
83 做多 2023-03-03 06:00 1647.81 2023-03-03 09:00 1551.76 止损 -5.83% 12932 20 258640 129320 -15060.90 114259
84 做多 2023-03-04 09:00 1570.47 2023-03-10 02:00 1505.13 止损 -4.16% 11426 20 228518 114259 -9498.07 104761
85 做多 2023-03-05 09:00 1581.46 2023-03-09 07:00 1531.82 止损 -3.14% 10476 20 209522 104761 -6570.04 98191
86 做多 2023-03-06 20:00 1563.95 2023-03-10 02:00 1505.13 止损 -3.76% 9819 20 196382 98191 -7378.51 90812
87 做多 2023-03-07 09:00 1573.29 2023-03-10 00:00 1525.95 止损 -3.01% 9081 20 181625 90812 -5459.59 85353
88 做多 2023-03-08 10:00 1560.70 2023-03-10 02:00 1505.13 止损 -3.56% 8535 20 170705 85353 -6072.03 79281
89 做多 2023-03-11 03:00 1422.73 2023-03-13 01:00 1514.43 止盈 +6.45% 7928 20 158561 79281 +10209.63 89490
90 做多 2023-03-12 04:00 1465.15 2023-03-13 04:00 1540.59 止盈 +5.15% 8949 20 178981 89490 +9206.43 98697
91 做多 2023-03-13 01:00 1514.43 2023-03-13 08:00 1610.78 止盈 +6.36% 9870 20 197394 98697 +12545.88 111243
92 做多 2023-03-14 19:00 1683.15 2023-03-14 23:00 1770.28 止盈 +5.18% 11124 20 222485 111243 +11505.66 122748
93 做多 2023-03-16 15:00 1654.84 2023-03-17 18:00 1744.15 止盈 +5.40% 12275 20 245497 122748 +13235.95 135984
94 做多 2023-03-19 20:00 1782.93 2023-03-21 15:00 1729.11 止损 -3.02% 13598 20 271969 135984 -8201.50 127783
95 做多 2023-03-21 20:00 1804.59 2023-03-23 03:00 1716.12 止损 -4.90% 12778 20 255566 127783 -12516.57 115266
96 做多 2023-03-22 23:00 1805.26 2023-03-23 03:00 1716.12 止损 -4.94% 11527 20 230532 115266 -11371.83 103894
97 做多 2023-03-23 18:00 1750.08 2023-04-04 19:00 1864.18 止盈 +6.52% 10389 20 207789 103894 +13533.66 117428
98 做多 2023-03-26 00:00 1751.86 2023-04-04 19:00 1864.18 止盈 +6.41% 11743 20 234856 117428 +15042.67 132471
99 做多 2023-03-26 10:00 1751.92 2023-04-04 19:00 1864.18 止盈 +6.41% 13247 20 264941 132471 +16960.01 149431
100 做多 2023-03-27 05:00 1763.30 2023-03-27 23:00 1710.39 止损 -3.00% 14943 20 298861 149431 -8958.74 140472
101 做多 2023-03-28 15:00 1723.47 2023-03-29 16:00 1820.12 止盈 +5.61% 14047 20 280944 140472 +15739.22 156211
102 做多 2023-03-30 16:00 1798.34 2023-04-05 08:00 1912.97 止盈 +6.37% 15621 20 312422 156211 +19894.55 176106
103 做多 2023-03-31 08:00 1804.54 2023-04-05 08:00 1912.97 止盈 +6.01% 17611 20 352211 176106 +21142.29 197248
104 做多 2023-03-31 20:00 1806.43 2023-04-05 08:00 1912.97 止盈 +5.90% 19725 20 394496 197248 +23243.40 220491
105 做多 2023-04-01 20:00 1825.80 2023-04-03 09:00 1770.83 止损 -3.01% 22049 20 440983 220491 -13263.55 207228
106 做多 2023-04-02 15:00 1819.82 2023-04-05 08:00 1912.97 止盈 +5.12% 20723 20 414456 207228 +21193.28 228421
107 做多 2023-04-03 17:00 1808.86 2023-04-05 08:00 1912.97 止盈 +5.76% 22842 20 456842 228421 +26267.53 254689
108 做多 2023-04-04 09:00 1806.59 2023-04-05 08:00 1912.97 止盈 +5.89% 25469 20 509377 254689 +29964.39 284653
109 做多 2023-04-06 07:00 1907.48 2023-04-07 15:00 1850.01 止损 -3.01% 28465 20 569306 284653 -17135.33 267518
110 做多 2023-04-07 09:00 1874.38 2023-04-13 17:00 1981.19 止盈 +5.70% 26752 20 535035 267518 +30458.07 297976
111 做多 2023-04-08 07:00 1862.87 2023-04-13 16:00 1962.99 止盈 +5.37% 29798 20 595952 297976 +31997.41 329973
112 做多 2023-04-10 03:00 1855.60 2023-04-13 16:00 1962.99 止盈 +5.79% 32997 20 659946 329973 +38155.19 368128
113 做多 2023-04-11 00:00 1882.21 2023-04-13 17:00 1981.19 止盈 +5.26% 36813 20 736257 368128 +38678.91 406807
114 做多 2023-04-12 22:00 1913.45 2023-04-14 01:00 2009.79 止盈 +5.03% 40681 20 813615 406807 +40923.59 447731
115 做多 2023-04-15 07:00 2099.77 2023-04-19 16:00 1986.63 止损 -5.39% 44773 20 895462 447731 -48201.11 399530
116 做多 2023-04-15 15:00 2097.06 2023-04-19 16:00 1986.63 止损 -5.27% 39953 20 799060 399530 -42035.95 357494
117 做多 2023-04-16 16:00 2097.60 2023-04-19 16:00 1986.63 止损 -5.29% 35749 20 714988 357494 -37787.40 319706
118 做多 2023-04-17 01:00 2097.77 2023-04-19 16:00 1986.63 止损 -5.30% 31971 20 639413 319706 -33842.26 285864
119 做多 2023-04-18 13:00 2088.49 2023-04-19 16:00 1986.63 止损 -4.88% 28586 20 571728 285864 -27856.50 258008
120 做多 2023-04-20 21:00 1971.04 2023-04-21 14:00 1906.79 止损 -3.26% 25801 20 516015 258008 -16803.74 241204
121 做多 2023-04-22 22:00 1864.64 2023-04-26 20:00 1959.98 止盈 +5.11% 24120 20 482408 241204 +24641.10 265845
122 做多 2023-04-23 15:00 1873.23 2023-04-25 00:00 1813.32 止损 -3.20% 26585 20 531690 265845 -16987.61 248857
123 做多 2023-04-24 09:00 1870.94 2023-04-25 00:00 1813.32 止损 -3.08% 24886 20 497715 248857 -15312.97 233544
124 做多 2023-04-26 03:00 1836.82 2023-04-26 20:00 1959.98 止盈 +6.71% 23354 20 467089 233544 +31287.31 264832
125 做多 2023-04-28 01:00 1903.16 2023-05-01 09:00 1834.90 止损 -3.59% 26483 20 529664 264832 -18978.27 245854
126 做多 2023-04-29 13:00 1898.15 2023-05-01 09:00 1834.90 止损 -3.33% 24585 20 491707 245854 -16368.24 229485
127 做多 2023-04-30 06:00 1902.85 2023-05-01 09:00 1834.90 止损 -3.57% 22949 20 458971 229485 -16373.26 213112
128 做多 2023-04-30 17:00 1903.26 2023-05-01 09:00 1834.90 止损 -3.59% 21311 20 426224 213112 -15293.52 197818
129 做多 2023-05-02 16:00 1831.84 2023-05-05 21:00 1931.78 止盈 +5.46% 19782 20 395637 197818 +21563.25 219382
130 做多 2023-05-04 02:00 1884.38 2023-05-06 00:00 1991.57 止盈 +5.69% 21938 20 438763 219382 +24933.41 244315
131 做多 2023-05-05 11:00 1895.76 2023-05-06 00:00 1991.57 止盈 +5.05% 24432 20 488630 244315 +24670.24 268985
132 做多 2023-05-07 15:00 1904.48 2023-05-08 16:00 1841.34 止损 -3.32% 26899 20 537971 268985 -17817.73 251168
133 做多 2023-05-09 19:00 1845.70 2023-05-12 01:00 1782.14 止损 -3.44% 25117 20 502335 251168 -17281.52 233886
134 做多 2023-05-10 20:00 1876.22 2023-05-11 16:00 1818.10 止损 -3.10% 23389 20 467772 233886 -14475.78 219410

⚙️ 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