📊 Solana SOL 均线10-50 只做空策略（复利计算）

回测周期: 约12个月 (8640根K线) | 发布时间: 2026-03-25 19:00

📈 回测结果摘要

📊 收益与风险

📋 交易记录明细（共115笔）

序	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	做空	2021-09-14 16:00	170.06	2021-09-14 20:00	160.92	止盈	+5.37%	1000	20	20000	10000	+1073.05	11073
2	做空	2021-09-15 07:00	158.81	2021-09-17 04:00	148.38	止盈	+6.56%	1107	20	22146	11073	+1452.21	12525
3	做空	2021-09-15 13:00	161.47	2021-09-17 03:00	152.48	止盈	+5.57%	1253	20	25051	12525	+1394.20	13919
4	做空	2021-09-15 18:00	160.02	2021-09-17 04:00	148.38	止盈	+7.27%	1392	20	27839	13919	+2022.33	15942
5	做空	2021-09-15 23:00	162.04	2021-09-17 03:00	152.48	止盈	+5.90%	1594	20	31884	15942	+1879.01	17821
6	做空	2021-09-16 07:00	158.99	2021-09-17 04:00	148.38	止盈	+6.67%	1782	20	35642	17821	+2375.88	20197
7	做空	2021-09-16 23:00	154.92	2021-09-17 10:00	146.84	止盈	+5.22%	2020	20	40393	20197	+2105.94	22303
8	做空	2021-09-20 05:00	155.02	2021-09-20 10:00	146.62	止盈	+5.41%	2230	20	44605	22303	+2412.89	24716
9	做空	2021-09-24 17:00	134.21	2021-09-24 22:00	139.38	止损	-3.85%	2472	20	49431	24716	-1901.12	22814
10	做空	2021-09-28 13:00	136.90	2021-09-29 01:00	129.23	止盈	+5.60%	2281	20	45629	22814	+2554.47	25369
11	做空	2021-09-30 04:00	132.79	2021-09-30 08:00	138.36	止损	-4.19%	2537	20	50738	25369	-2124.94	23244
12	做空	2021-10-04 14:00	167.08	2021-10-06 11:00	158.13	止盈	+5.35%	2324	20	46488	23244	+2486.61	25731
13	做空	2021-10-09 22:00	157.86	2021-10-11 07:00	147.62	止盈	+6.49%	2573	20	51461	25731	+3335.73	29066
14	做空	2021-10-17 09:00	159.13	2021-10-17 16:00	166.47	止损	-4.61%	2907	20	58133	29066	-2675.00	26391
15	做空	2021-10-18 06:00	159.63	2021-10-20 23:00	168.99	止损	-5.86%	2639	20	52783	26391	-3091.14	23300
16	做空	2021-10-24 02:00	195.40	2021-10-25 06:00	202.10	止损	-3.43%	2330	20	46600	23300	-1596.51	21704
17	做空	2021-10-27 04:00	206.33	2021-10-27 15:00	194.28	止盈	+5.84%	2170	20	43407	21704	+2532.31	24236
18	做空	2021-10-30 16:00	196.32	2021-11-01 05:00	204.36	止损	-4.10%	2424	20	48472	24236	-1983.40	22253
19	做空	2021-11-05 23:00	233.47	2021-11-06 08:00	241.32	止损	-3.36%	2225	20	44505	22253	-1494.14	20758
20	做空	2021-11-08 09:00	241.78	2021-11-09 01:00	250.00	止损	-3.40%	2076	20	41517	20758	-1409.72	19349
21	做空	2021-11-12 04:00	235.32	2021-11-12 23:00	222.61	止盈	+5.40%	1935	20	38697	19349	+2088.19	21437
22	做空	2021-11-16 08:00	230.18	2021-11-17 08:00	218.39	止盈	+5.12%	2144	20	42874	21437	+2193.63	23630
23	做空	2021-11-21 17:00	213.40	2021-11-22 01:00	221.57	止损	-3.83%	2363	20	47261	23630	-1808.25	21822
24	做空	2021-11-23 07:00	215.61	2021-11-24 00:00	223.30	止损	-3.57%	2182	20	43645	21822	-1555.89	20266
25	做空	2021-11-24 16:00	218.31	2021-11-25 01:00	204.32	止盈	+6.41%	2027	20	40533	20266	+2596.30	22863
26	做空	2021-11-26 09:00	207.11	2021-11-26 16:00	190.52	止盈	+8.01%	2286	20	45725	22863	+3659.30	26522
27	做空	2021-12-04 02:00	218.30	2021-12-04 08:00	203.20	止盈	+6.91%	2652	20	53044	26522	+3664.28	30186
28	做空	2021-12-08 10:00	188.36	2021-12-08 22:00	194.07	止损	-3.03%	3019	20	60372	30186	-1826.36	28360
29	做空	2021-12-13 13:00	167.10	2021-12-13 23:00	158.09	止盈	+5.39%	2836	20	56720	28360	+3055.26	31415
30	做空	2021-12-17 21:00	172.54	2021-12-18 00:00	179.91	止损	-4.27%	3142	20	62830	31415	-2681.10	28734
31	做空	2021-12-20 09:00	178.96	2021-12-20 21:00	170.00	止盈	+5.01%	2873	20	57468	28734	+2874.38	31608
32	做空	2021-12-23 10:00	179.86	2021-12-24 01:00	187.94	止损	-4.49%	3161	20	63217	31608	-2837.10	28771
33	做空	2021-12-26 03:00	191.04	2021-12-26 18:00	197.43	止损	-3.34%	2877	20	57543	28771	-1922.79	26849
34	做空	2021-12-28 10:00	190.43	2021-12-29 01:00	180.67	止盈	+5.13%	2685	20	53697	26849	+2749.35	29598
35	做空	2022-01-01 05:00	170.77	2022-01-02 03:00	177.31	止损	-3.83%	2960	20	59196	29598	-2264.76	27333
36	做空	2022-01-03 12:00	172.17	2022-01-06 01:00	163.51	止盈	+5.03%	2733	20	54666	27333	+2746.92	30080
37	做空	2022-01-09 03:00	135.37	2022-01-09 05:00	144.39	止损	-6.66%	3008	20	60160	30080	-4004.59	26075
38	做空	2022-01-09 20:00	139.92	2022-01-10 01:00	144.52	止损	-3.29%	2608	20	52151	26075	-1712.80	24363
39	做空	2022-01-10 12:00	143.06	2022-01-10 20:00	135.46	止盈	+5.31%	2436	20	48725	24363	+2585.92	26949
40	做空	2022-01-14 11:00	147.45	2022-01-18 01:00	139.87	止盈	+5.14%	2695	20	53897	26949	+2767.94	29717
41	做空	2022-01-17 10:00	145.09	2022-01-18 17:00	137.29	止盈	+5.38%	2972	20	59433	29717	+3191.91	32908
42	做空	2022-01-19 15:00	134.41	2022-01-19 22:00	138.48	止损	-3.03%	3291	20	65817	32908	-1990.97	30917
43	做空	2022-01-21 08:00	126.80	2022-01-21 20:00	118.05	止盈	+6.90%	3092	20	61835	30917	+4262.73	35180
44	做空	2022-01-27 10:00	87.92	2022-01-27 19:00	91.12	止损	-3.64%	3518	20	70360	35180	-2558.33	32622
45	做空	2022-01-31 04:00	92.56	2022-01-31 23:00	95.38	止损	-3.05%	3262	20	65244	32622	-1985.77	30636
46	做空	2022-02-03 05:00	100.32	2022-02-03 17:00	94.98	止盈	+5.32%	3064	20	61272	30636	+3258.24	33894
47	做空	2022-02-07 03:00	112.83	2022-02-07 11:00	119.11	止损	-5.57%	3389	20	67789	33894	-3769.27	30125
48	做空	2022-02-08 19:00	114.30	2022-02-10 21:00	107.73	止盈	+5.75%	3013	20	60250	30125	+3459.73	33585
49	做空	2022-02-10 13:00	111.48	2022-02-11 08:00	104.54	止盈	+6.23%	3358	20	67170	33585	+4177.35	37762
50	做空	2022-02-17 02:00	100.03	2022-02-17 03:00	103.19	止损	-3.16%	3776	20	75524	37762	-2383.46	35379
51	做空	2022-02-22 01:00	88.24	2022-02-22 07:00	82.89	止盈	+6.06%	3538	20	70757	35379	+4285.73	39664
52	做空	2022-02-24 10:00	82.53	2022-02-24 11:00	77.48	止盈	+6.12%	3966	20	79329	39664	+4849.26	44514
53	做空	2022-02-27 08:00	87.87	2022-02-27 19:00	90.72	止损	-3.24%	4451	20	89027	44514	-2884.65	41629
54	做空	2022-03-03 13:00	98.98	2022-03-04 08:00	92.49	止盈	+6.56%	4163	20	83258	41629	+5453.67	47083
55	做空	2022-03-09 02:00	82.72	2022-03-09 11:00	88.08	止损	-6.48%	4708	20	94165	47083	-6095.52	40987
56	做空	2022-03-10 15:00	82.62	2022-03-14 06:00	78.23	止盈	+5.31%	4099	20	81974	40987	+4351.34	45338
57	做空	2022-03-13 21:00	80.48	2022-03-16 02:00	84.84	止损	-5.42%	4534	20	90677	45338	-4907.51	40431
58	做空	2022-03-15 02:00	79.00	2022-03-16 00:00	81.75	止损	-3.48%	4043	20	80862	40431	-2812.00	37619
59	做空	2022-03-18 15:00	85.77	2022-03-19 00:00	90.59	止损	-5.62%	3762	20	75238	37619	-4223.91	33395
60	做空	2022-03-20 21:00	89.75	2022-03-22 22:00	93.01	止损	-3.63%	3340	20	66790	33395	-2423.60	30971
61	做空	2022-03-26 06:00	97.96	2022-03-26 15:00	101.19	止损	-3.30%	3097	20	61943	30971	-2040.38	28931
62	做空	2022-03-30 13:00	111.98	2022-03-30 21:00	115.72	止损	-3.34%	2893	20	57862	28931	-1930.60	27001
63	做空	2022-04-04 04:00	135.72	2022-04-05 01:00	127.49	止盈	+6.06%	2700	20	54001	27001	+3271.32	30272
64	做空	2022-04-09 00:00	114.81	2022-04-09 10:00	108.68	止盈	+5.34%	3027	20	60544	30272	+3229.35	33501
65	做空	2022-04-10 17:00	110.27	2022-04-11 01:00	114.62	止损	-3.94%	3350	20	67002	33501	-2640.51	30861
66	做空	2022-04-10 20:00	111.07	2022-04-11 01:00	114.62	止损	-3.20%	3086	20	61721	30861	-1970.75	28890
67	做空	2022-04-11 13:00	110.65	2022-04-11 17:00	104.66	止盈	+5.41%	2889	20	57780	28890	+3124.76	32015
68	做空	2022-04-15 00:00	99.96	2022-04-17 21:00	103.54	止损	-3.58%	3201	20	64029	32015	-2290.87	29724
69	做空	2022-04-18 11:00	101.11	2022-04-18 12:00	95.43	止盈	+5.62%	2972	20	59448	29724	+3336.22	33060
70	做空	2022-04-21 15:00	106.81	2022-04-22 06:00	101.45	止盈	+5.02%	3306	20	66120	33060	+3314.75	36375
71	做空	2022-04-22 04:00	102.47	2022-04-25 08:00	96.85	止盈	+5.48%	3637	20	72750	36375	+3985.98	40361
72	做空	2022-04-24 11:00	101.22	2022-04-25 14:00	95.68	止盈	+5.47%	4036	20	80722	40361	+4413.65	44774
73	做空	2022-04-25 00:00	99.52	2022-04-30 02:00	93.78	止盈	+5.77%	4477	20	89549	44774	+5159.73	49934
74	做空	2022-04-27 02:00	97.43	2022-04-28 17:00	100.39	止损	-3.04%	4993	20	99868	49934	-3031.04	46903
75	做空	2022-04-28 01:00	98.21	2022-04-30 03:00	92.86	止盈	+5.45%	4690	20	93806	46903	+5104.99	52008
76	做空	2022-04-29 06:00	97.87	2022-04-30 03:00	92.86	止盈	+5.12%	5201	20	104016	52008	+5319.30	57327
77	做空	2022-04-29 10:00	97.34	2022-04-30 22:00	91.81	止盈	+5.68%	5733	20	114655	57327	+6507.16	63835
78	做空	2022-05-02 17:00	87.85	2022-05-05 02:00	90.74	止损	-3.29%	6383	20	127669	63835	-4195.73	59639
79	做空	2022-05-06 02:00	82.57	2022-05-08 05:00	78.30	止盈	+5.17%	5964	20	119278	59639	+6162.12	65801
80	做空	2022-05-14 23:00	46.43	2022-05-15 01:00	48.74	止损	-4.98%	6580	20	131602	65801	-6540.95	59260
81	做空	2022-05-18 19:00	54.17	2022-05-18 22:00	51.02	止盈	+5.82%	5926	20	118520	59260	+6885.08	66145
82	做空	2022-05-21 02:00	49.03	2022-05-21 22:00	50.66	止损	-3.32%	6615	20	132290	66145	-4393.58	61751
83	做空	2022-05-24 07:00	49.14	2022-05-26 14:00	46.39	止盈	+5.60%	6175	20	123503	61751	+6904.63	68656
84	做空	2022-06-01 02:00	45.44	2022-06-01 23:00	42.91	止盈	+5.57%	6866	20	137312	68656	+7637.60	76294
85	做空	2022-06-07 13:00	39.16	2022-06-08 03:00	40.43	止损	-3.24%	7629	20	152587	76294	-4943.62	71350
86	做空	2022-06-10 21:00	37.92	2022-06-11 19:00	35.44	止盈	+6.54%	7135	20	142700	71350	+9323.38	80673
87	做空	2022-06-15 17:00	27.27	2022-06-15 19:00	28.88	止损	-5.90%	8067	20	161347	80673	-9516.27	71157
88	做空	2022-06-17 10:00	30.49	2022-06-17 15:00	31.56	止损	-3.51%	7116	20	142314	71157	-4989.31	66168
89	做空	2022-06-22 13:00	34.56	2022-06-22 21:00	35.96	止损	-4.05%	6617	20	132336	66168	-5355.46	60812
90	做空	2022-06-27 00:00	40.54	2022-06-28 01:00	38.45	止盈	+5.16%	6081	20	121625	60812	+6263.98	67076
91	做空	2022-07-01 19:00	32.33	2022-07-03 05:00	33.93	止损	-4.95%	6708	20	134153	67076	-6632.53	60444
92	做空	2022-07-02 15:00	32.39	2022-07-03 05:00	33.93	止损	-4.75%	6044	20	120888	60444	-5741.92	54702
93	做空	2022-07-03 21:00	32.20	2022-07-04 03:00	33.42	止损	-3.79%	5470	20	109404	54702	-4140.97	50561
94	做空	2022-07-04 18:00	33.42	2022-07-05 01:00	34.87	止损	-4.34%	5056	20	101122	50561	-4383.01	46178
95	做空	2022-07-06 01:00	34.02	2022-07-06 03:00	35.69	止损	-4.91%	4618	20	92356	46178	-4529.10	41649
96	做空	2022-07-08 21:00	36.57	2022-07-08 22:00	37.74	止损	-3.20%	4165	20	83298	41649	-2662.31	38987
97	做空	2022-07-10 10:00	37.38	2022-07-11 13:00	35.37	止盈	+5.38%	3899	20	77973	38987	+4188.58	43175
98	做空	2022-07-16 19:00	36.74	2022-07-16 23:00	37.92	止损	-3.21%	4318	20	86350	43175	-2770.59	40405
99	做空	2022-07-21 04:00	42.17	2022-07-21 10:00	40.01	止盈	+5.12%	4040	20	80809	40405	+4135.00	44540
100	做空	2022-07-23 04:00	40.48	2022-07-25 11:00	38.06	止盈	+5.98%	4454	20	89079	44540	+5320.05	49860
101	做空	2022-07-25 11:00	38.06	2022-07-26 08:00	36.12	止盈	+5.10%	4986	20	99719	49860	+5077.82	54937
102	做空	2022-07-30 18:00	42.02	2022-07-30 21:00	44.79	止损	-6.59%	5494	20	109875	54937	-7235.81	47702
103	做空	2022-08-01 07:00	42.32	2022-08-02 16:00	40.06	止盈	+5.34%	4770	20	95403	47702	+5089.69	52791
104	做空	2022-08-07 11:00	39.75	2022-08-08 04:00	41.24	止损	-3.75%	5279	20	105583	52791	-3953.73	48838
105	做空	2022-08-09 21:00	40.80	2022-08-10 20:00	42.12	止损	-3.24%	4884	20	97675	48838	-3156.92	45681
106	做空	2022-08-12 20:00	42.72	2022-08-13 03:00	44.64	止损	-4.49%	4568	20	91361	45681	-4102.02	41579
107	做空	2022-08-15 01:00	44.67	2022-08-15 10:00	46.82	止损	-4.81%	4158	20	83157	41579	-3998.42	37580
108	做空	2022-08-17 19:00	42.74	2022-08-18 05:00	40.53	止盈	+5.17%	3758	20	75160	37580	+3882.51	41463
109	做空	2022-08-22 16:00	34.35	2022-08-23 07:00	35.39	止损	-3.03%	4146	20	82925	41463	-2508.19	38955
110	做空	2022-08-24 15:00	34.87	2022-08-24 23:00	36.02	止损	-3.30%	3895	20	77909	38955	-2566.84	36388
111	做空	2022-08-26 09:00	35.01	2022-08-26 23:00	33.25	止盈	+5.03%	3639	20	72775	36388	+3654.86	40043
112	做空	2022-08-31 05:00	31.53	2022-08-31 13:00	32.54	止损	-3.20%	4004	20	80085	40043	-2562.80	37480
113	做空	2022-09-01 05:00	32.26	2022-09-01 22:00	30.55	止盈	+5.30%	3748	20	74959	37480	+3969.39	41449
114	做空	2022-09-03 08:00	31.17	2022-09-05 07:00	32.15	止损	-3.14%	4145	20	82898	41449	-2603.76	38845
115	做空	2022-09-07 05:00	31.11	2022-09-08 01:00	32.09	止损	-3.15%	3885	20	77691	38845	-2444.90	36400

⚙️ 策略参数

⚠️ 风险提示