📊 比特币BTC 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 16:05

📈 回测结果摘要

测试币种
比特币BTC
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
116次
盈利
66次
亏损
50次
胜率
56.9%
总收益
+2952.8%
最终资金
305278U
最大回撤
-63.0%
月化收益
+246.1%

📊 收益与风险

盈利因子
1.34
止盈次数
66
止损次数
50
盈亏比
1.32

📋 交易记录明细(共116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 2023-09-14 12:00 26201.60 2023-10-02 06:00 27989.70 止盈 +6.82% 1000 20 20000 10000 +1363.51 11364
2 做多 2023-09-15 04:00 26554.20 2023-10-02 06:00 27989.70 止盈 +5.41% 1136 20 22727 11364 +1227.38 12591
3 做多 2023-09-15 15:00 26554.40 2023-10-02 06:00 27989.70 止盈 +5.41% 1259 20 25182 12591 +1359.75 13951
4 做多 2023-09-15 19:00 26415.30 2023-10-02 06:00 27989.70 止盈 +5.96% 1395 20 27901 13951 +1661.30 15612
5 做多 2023-09-16 09:00 26640.30 2023-10-02 06:00 27989.70 止盈 +5.07% 1561 20 31224 15612 +1579.99 17192
6 做多 2023-09-17 02:00 26569.30 2023-10-02 06:00 27989.70 止盈 +5.35% 1719 20 34384 17192 +1836.33 19028
7 做多 2023-09-18 13:00 26635.10 2023-10-02 06:00 27989.70 止盈 +5.09% 1903 20 38057 19028 +1933.53 20962
8 做多 2023-09-24 22:00 26576.40 2023-10-02 06:00 27989.70 止盈 +5.32% 2096 20 41924 20962 +2227.21 23189
9 做多 2023-09-27 14:00 26245.40 2023-10-02 06:00 27989.70 止盈 +6.65% 2319 20 46378 23189 +3079.25 26268
10 做多 2023-09-28 08:00 26429.30 2023-10-02 06:00 27989.70 止盈 +5.90% 2627 20 52537 26268 +3098.68 29367
11 做多 2023-10-01 01:00 27005.80 2023-10-02 21:00 28540.00 止盈 +5.68% 2937 20 58734 29367 +3333.34 32700
12 做多 2023-10-05 02:00 27613.80 2023-10-11 23:00 26769.10 止损 -3.06% 3270 20 65401 32700 -1998.59 30702
13 做多 2023-10-06 23:00 27926.50 2023-10-11 11:00 27000.70 止损 -3.32% 3070 20 61403 30702 -2033.57 28668
14 做多 2023-10-13 20:00 26920.00 2023-10-17 02:00 28536.90 止盈 +6.01% 2867 20 57336 28668 +3440.35 32108
15 做多 2023-10-19 22:00 28665.60 2023-10-22 01:00 30132.40 止盈 +5.12% 3211 20 64217 32108 +3282.65 35391
16 做多 2023-10-28 17:00 34098.20 2023-11-09 08:00 35866.20 止盈 +5.19% 3539 20 70782 35391 +3666.41 39058
17 做多 2023-11-01 06:00 34571.70 2023-11-09 10:00 36382.50 止盈 +5.24% 3906 20 78115 39058 +4087.43 43145
18 做多 2023-11-01 20:00 34825.40 2023-11-09 12:00 36715.30 止盈 +5.43% 4314 20 86290 43145 +4678.09 47823
19 做多 2023-11-04 17:00 34750.10 2023-11-09 12:00 36715.30 止盈 +5.66% 4782 20 95646 47823 +5403.60 53227
20 做多 2023-11-06 15:00 34918.50 2023-11-09 12:00 36715.30 止盈 +5.15% 5323 20 106453 53227 +5472.29 58699
21 做多 2023-11-08 05:00 35495.20 2023-11-09 22:00 37922.40 止盈 +6.84% 5870 20 117398 58699 +8019.77 66719
22 做多 2023-11-12 22:00 37169.90 2023-11-15 02:00 35239.50 止损 -5.19% 6672 20 133437 66719 -6923.08 59796
23 做多 2023-11-13 02:00 37186.40 2023-11-15 02:00 35239.50 止损 -5.24% 5980 20 119591 59796 -6254.96 53541
24 做多 2023-11-16 02:00 37413.90 2023-11-17 02:00 36259.00 止损 -3.09% 5354 20 107081 53541 -3302.10 50239
25 做多 2023-11-18 21:00 36443.80 2023-11-29 16:00 38335.50 止盈 +5.19% 5024 20 100477 50239 +5210.28 55449
26 做多 2023-11-23 06:00 37457.00 2023-12-03 03:00 39416.40 止盈 +5.23% 5545 20 110898 55449 +5795.33 61244
27 做多 2023-11-28 23:00 37502.20 2023-12-03 03:00 39416.40 止盈 +5.10% 6124 20 122488 61244 +6245.84 67490
28 做多 2023-12-01 13:00 38106.60 2023-12-04 06:00 40079.90 止盈 +5.18% 6749 20 134980 67490 +6982.77 74473
29 做多 2023-12-09 01:00 43760.10 2023-12-11 10:00 41962.20 止损 -4.11% 7447 20 148946 74473 -6113.37 68359
30 做多 2023-12-14 01:00 42138.10 2023-12-18 18:00 40845.90 止损 -3.07% 6836 20 136719 68359 -4188.41 64171
31 做多 2023-12-17 05:00 42314.50 2023-12-18 09:00 41001.50 止损 -3.10% 6417 20 128342 64171 -3978.41 60193
32 做多 2023-12-19 06:00 42530.00 2024-01-02 08:00 45179.80 止盈 +6.23% 6019 20 120385 60193 +7493.01 67686
33 做多 2023-12-24 05:00 43802.00 2023-12-26 17:00 42449.00 止损 -3.09% 6769 20 135371 67686 -4177.30 63508
34 做多 2023-12-26 03:00 43515.80 2023-12-27 01:00 42049.00 止损 -3.37% 6351 20 127017 63508 -4277.11 59231
35 做多 2023-12-28 00:00 43120.00 2023-12-30 06:00 41794.80 止损 -3.07% 5923 20 118462 59231 -3637.05 55594
36 做多 2023-12-31 05:00 42335.90 2024-01-02 08:00 45179.80 止盈 +6.72% 5559 20 111188 55594 +7461.57 63056
37 做多 2023-12-31 15:00 42567.00 2024-01-02 08:00 45179.80 止盈 +6.14% 6306 20 126111 63056 +7733.09 70789
38 做多 2024-01-05 05:00 44434.10 2024-01-09 02:00 46970.20 止盈 +5.71% 7079 20 141578 70789 +8072.54 78861
39 做多 2024-01-07 04:00 43816.40 2024-01-09 02:00 46970.20 止盈 +7.20% 7886 20 157723 78861 +11341.16 90203
40 做多 2024-01-08 20:00 45102.90 2024-01-11 20:00 47451.10 止盈 +5.21% 9020 20 180405 90203 +9383.07 99586
41 做多 2024-01-11 08:00 46676.00 2024-01-12 23:00 44495.10 止损 -4.67% 9959 20 199171 99586 -9296.81 90289
42 做多 2024-01-16 08:00 42604.70 2024-01-19 03:00 41014.20 止损 -3.73% 9029 20 180578 90289 -6734.50 83554
43 做多 2024-01-20 16:00 41590.10 2024-01-23 02:00 40320.70 止损 -3.05% 8355 20 167109 83554 -5095.34 78459
44 做多 2024-01-24 17:00 40015.60 2024-01-27 02:00 42083.80 止盈 +5.17% 7846 20 156918 78459 +8102.17 86561
45 做多 2024-01-26 11:00 40057.00 2024-01-27 02:00 42083.80 止盈 +5.06% 8656 20 173122 86561 +8750.86 95312
46 做多 2024-01-29 13:00 42127.10 2024-02-08 07:00 44326.20 止盈 +5.22% 9531 20 190624 95312 +9940.92 105253
47 做多 2024-01-29 23:00 42623.20 2024-02-08 18:00 44805.90 止盈 +5.12% 10525 20 210506 105253 +10769.05 116022
48 做多 2024-02-02 06:00 42915.20 2024-02-08 23:00 45406.30 止盈 +5.80% 11602 20 232044 116022 +13455.99 129478
49 做多 2024-02-04 05:00 43030.00 2024-02-08 23:00 45406.30 止盈 +5.52% 12948 20 258956 129478 +14286.35 143764
50 做多 2024-02-05 20:00 43240.20 2024-02-08 23:00 45406.30 止盈 +5.01% 14376 20 287529 143764 +14389.22 158154
51 做多 2024-02-06 17:00 42980.20 2024-02-08 23:00 45406.30 止盈 +5.64% 15815 20 316307 158154 +17836.70 175990
52 做多 2024-02-14 09:00 49436.00 2024-02-14 22:00 51939.90 止盈 +5.06% 17599 20 351980 175990 +17809.74 193800
53 做多 2024-02-18 22:00 51919.30 2024-02-27 03:00 54531.30 止盈 +5.03% 19380 20 387600 193800 +19480.20 213280
54 做多 2024-02-20 21:00 52890.00 2024-02-21 17:00 51115.40 止损 -3.36% 21328 20 426560 213280 -14297.92 198982
55 做多 2024-02-21 11:00 52042.50 2024-02-27 05:00 54683.20 止盈 +5.07% 19898 20 397964 198982 +20173.01 219155
56 做多 2024-02-22 19:00 51659.20 2024-02-27 03:00 54531.30 止盈 +5.56% 21916 20 438311 219155 +24344.41 243500
57 做多 2024-02-23 05:00 51685.00 2024-02-27 03:00 54531.30 止盈 +5.51% 24350 20 486999 243500 +26792.30 270292
58 做多 2024-02-25 02:00 51473.60 2024-02-27 03:00 54531.30 止盈 +5.94% 27029 20 540584 270292 +32080.34 302372
59 做多 2024-02-27 00:00 53438.90 2024-02-27 10:00 56428.80 止盈 +5.59% 30237 20 604745 302372 +33801.55 336174
60 做多 2024-03-01 20:00 62291.40 2024-03-04 22:00 66223.80 止盈 +6.31% 33617 20 672348 336174 +42402.26 378576
61 做多 2024-03-04 00:00 62901.80 2024-03-04 22:00 66223.80 止盈 +5.28% 37858 20 757152 378576 +39947.10 418523
62 做多 2024-03-06 21:00 66394.10 2024-03-10 16:00 69734.70 止盈 +5.03% 41852 20 837046 418523 +42073.63 460597
63 做多 2024-03-11 16:00 71315.00 2024-03-15 10:00 69062.40 止损 -3.16% 46060 20 921194 460597 -29068.30 431529
64 做多 2024-03-13 14:00 72798.90 2024-03-15 02:00 70154.00 止损 -3.63% 43153 20 863057 431529 -31324.88 400204
65 做多 2024-03-18 04:00 68325.10 2024-03-19 09:00 65899.10 止损 -3.55% 40020 20 800407 400204 -28391.42 371812
66 做多 2024-03-21 04:00 67092.20 2024-03-22 18:00 64695.90 止损 -3.57% 37181 20 743624 371812 -26533.12 345279
67 做多 2024-03-24 00:00 65697.20 2024-03-25 22:00 69434.70 止盈 +5.69% 34528 20 690558 345279 +39246.43 384526
68 做多 2024-03-24 16:00 65295.30 2024-03-25 22:00 69434.70 止盈 +6.34% 38453 20 769051 384526 +48705.29 433231
69 做多 2024-03-28 18:00 70864.40 2024-04-01 23:00 68281.00 止损 -3.65% 43323 20 866462 433231 -31555.74 401675
70 做多 2024-03-31 14:00 70291.70 2024-04-02 10:00 67025.70 止损 -4.65% 40168 20 803350 401675 -37289.15 364386
71 做多 2024-04-04 17:00 66291.80 2024-04-08 00:00 70108.00 止盈 +5.76% 36439 20 728772 364386 +41911.04 406297
72 做多 2024-04-11 08:00 70572.00 2024-04-13 01:00 68191.30 止损 -3.37% 40630 20 812594 406297 -27384.91 378912
73 做多 2024-04-15 14:00 66428.70 2024-04-15 22:00 64221.30 止损 -3.32% 37891 20 757824 378912 -25157.02 353755
74 做多 2024-04-17 14:00 63853.50 2024-04-17 22:00 61263.20 止损 -4.06% 35376 20 707510 353755 -28672.36 325083
75 做多 2024-04-19 00:00 63500.00 2024-04-19 09:00 61000.00 止损 -3.94% 32508 20 650165 325083 -25571.47 299511
76 做多 2024-04-28 13:00 63921.00 2024-04-29 21:00 61990.10 止损 -3.02% 29951 20 599022 299511 -18076.94 281434
77 做多 2024-04-30 08:00 64565.90 2024-04-30 16:00 61904.90 止损 -4.12% 28143 20 562869 281434 -23174.70 258260
78 做多 2024-05-03 01:00 59170.00 2024-05-04 04:00 62880.00 止盈 +6.27% 25826 20 516519 258260 +32353.72 290613
79 做多 2024-05-10 06:00 63252.70 2024-05-10 22:00 61034.80 止损 -3.51% 29061 20 581227 290613 -20359.82 270253
80 做多 2024-05-12 21:00 61172.60 2024-05-15 22:00 64465.70 止盈 +5.38% 27025 20 540507 270253 +29067.98 299321
81 做多 2024-05-15 20:00 63735.10 2024-05-17 23:00 67170.00 止盈 +5.39% 29932 20 598643 299321 +32230.63 331552
82 做多 2024-05-20 20:00 66903.50 2024-05-21 07:00 71466.50 止盈 +6.82% 33155 20 663104 331552 +45180.28 376732
83 做多 2024-05-25 06:00 68809.20 2024-06-11 23:00 66266.00 止损 -3.70% 37673 20 753465 376732 -27820.34 348912
84 做多 2024-05-28 00:00 70224.80 2024-05-28 11:00 68070.00 止损 -3.07% 34891 20 697824 348912 -21390.84 327521
85 做多 2024-05-30 23:00 68566.40 2024-06-11 23:00 66266.00 止损 -3.35% 32752 20 655042 327521 -21954.67 305567
86 做多 2024-06-02 14:00 67865.10 2024-06-05 23:00 71625.10 止盈 +5.54% 30557 20 611133 305567 +33825.37 339392
87 做多 2024-06-02 19:00 68284.10 2024-06-07 19:00 71750.00 止盈 +5.08% 33939 20 678784 339392 +34418.62 373811
88 做多 2024-06-07 17:00 71332.50 2024-06-08 02:00 69186.50 止损 -3.01% 37381 20 747621 373811 -22469.29 351341
89 做多 2024-06-10 01:00 69684.80 2024-06-11 15:00 67582.00 止损 -3.02% 35134 20 702682 351341 -21182.86 330158
90 做多 2024-06-10 23:00 70090.90 2024-06-11 13:00 67930.40 止损 -3.08% 33016 20 660317 330158 -20333.42 309825
91 做多 2024-06-12 22:00 69960.00 2024-06-13 03:00 67523.20 止损 -3.48% 30982 20 619650 309825 -21561.65 288263
92 做多 2024-06-16 18:00 66696.10 2024-06-18 22:00 64614.50 止损 -3.12% 28826 20 576527 288263 -17975.53 270288
93 做多 2024-06-18 07:00 66472.10 2024-06-19 03:00 64400.00 止损 -3.12% 27029 20 540576 270288 -16834.23 253454
94 做多 2024-06-20 14:00 65438.10 2024-06-24 07:00 63194.90 止损 -3.43% 25345 20 506907 253454 -17359.26 236094
95 做多 2024-06-23 06:00 64286.60 2024-06-24 13:00 62296.40 止损 -3.10% 23609 20 472189 236094 -14603.51 221491
96 做多 2024-06-26 04:00 61897.00 2024-07-03 20:00 60032.30 止损 -3.01% 22149 20 442982 221491 -13331.85 208159
97 做多 2024-06-28 01:00 61820.10 2024-07-04 03:00 59661.20 止损 -3.49% 20816 20 416318 208159 -14524.24 193635
98 做多 2024-06-30 15:00 61533.60 2024-07-04 03:00 59661.20 止损 -3.04% 19363 20 387269 193635 -11772.40 181862
99 做多 2024-07-06 20:00 56725.70 2024-07-08 09:00 54930.00 止损 -3.17% 18186 20 363725 181862 -11502.50 170360
100 做多 2024-07-09 12:00 57260.40 2024-07-14 13:00 60231.40 止盈 +5.19% 17036 20 340720 170360 +17660.82 188021
101 做多 2024-07-11 16:00 58145.50 2024-07-15 05:00 61260.10 止盈 +5.36% 18802 20 376041 188021 +20122.74 208143
102 做多 2024-07-13 02:00 58271.20 2024-07-15 05:00 61260.10 止盈 +5.13% 20814 20 416287 208143 +21331.21 229475
103 做多 2024-07-18 15:00 64644.80 2024-07-22 05:00 68169.80 止盈 +5.45% 22947 20 458949 229475 +25000.90 254475
104 做多 2024-07-19 23:00 65791.50 2024-07-27 21:00 69205.90 止盈 +5.19% 25448 20 508951 254475 +26386.76 280862
105 做多 2024-07-23 03:00 68193.50 2024-07-23 21:00 66072.00 止损 -3.11% 28086 20 561724 280862 -17457.77 263404
106 做多 2024-07-26 09:00 66402.10 2024-07-29 20:00 69776.00 止盈 +5.08% 26340 20 526809 263404 +26740.47 290145
107 做多 2024-07-29 08:00 68687.50 2024-07-30 08:00 66572.00 止损 -3.08% 29014 20 580290 290145 -17854.42 272290
108 做多 2024-08-06 21:00 55180.10 2024-08-08 22:00 58880.80 止盈 +6.71% 27229 20 544581 272290 +36486.26 308777
109 做多 2024-08-08 14:00 57191.90 2024-08-09 05:00 61154.70 止盈 +6.93% 30878 20 617553 308777 +42747.20 351524
110 做多 2024-08-14 00:00 61121.00 2024-08-15 00:00 59090.50 止损 -3.32% 35152 20 703048 351524 -23332.59 328191
111 做多 2024-08-17 02:00 59431.70 2024-08-24 01:00 62966.30 止盈 +5.95% 32819 20 656383 328191 +38998.22 367190
112 做多 2024-08-20 09:00 60415.30 2024-08-24 03:00 63577.20 止盈 +5.23% 36719 20 734379 367190 +38396.09 405586
113 做多 2024-08-22 03:00 61538.10 2024-08-28 06:00 59467.60 止损 -3.36% 40559 20 811171 405586 -27265.23 378320
114 做多 2024-08-29 22:00 60780.90 2024-08-30 13:00 58760.80 止损 -3.32% 37832 20 756641 378320 -25122.39 353198
115 做多 2024-09-03 00:00 58316.70 2024-09-04 13:00 56223.10 止损 -3.59% 35320 20 706396 353198 -25334.63 327863
116 做多 2024-09-05 07:00 57944.80 2024-09-05 23:00 55947.00 止损 -3.45% 32786 20 655727 327863 -22585.31 305278

⚙️ 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