📊 Solana SOL 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 20:40

📈 回测结果摘要

📊 收益与风险

📋 交易记录明细（共113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	做多	2020-11-04 03:00	1.44	2020-11-04 08:00	1.37	止损	-4.90%	1000	20	20000	10000	-979.25	9021
2	做多	2020-11-04 21:00	1.35	2020-11-04 22:00	1.30	止损	-3.72%	902	20	18042	9021	-670.79	8350
3	做多	2020-11-05 16:00	1.36	2020-11-05 20:00	1.32	止损	-3.25%	835	20	16700	8350	-542.86	7807
4	做多	2020-11-06 02:00	1.42	2020-11-06 09:00	1.53	止盈	+7.36%	781	20	15614	7807	+1148.58	8956
5	做多	2020-11-10 16:00	2.20	2020-11-11 06:00	2.31	止盈	+5.13%	896	20	17911	8956	+918.34	9874
6	做多	2020-11-13 22:00	2.06	2020-11-14 00:00	2.00	止损	-3.10%	987	20	19748	9874	-611.67	9262
7	做多	2020-11-15 15:00	2.10	2020-11-16 03:00	2.03	止损	-3.09%	926	20	18525	9262	-572.56	8690
8	做多	2020-11-20 03:00	2.11	2020-11-20 06:00	2.04	止损	-3.29%	869	20	17380	8690	-571.21	8119
9	做多	2020-11-20 15:00	2.17	2020-11-21 07:00	2.11	止损	-3.08%	812	20	16237	8119	-499.60	7619
10	做多	2020-11-21 18:00	2.20	2020-11-21 22:00	2.36	止盈	+7.26%	762	20	15238	7619	+1105.19	8724
11	做多	2020-11-23 18:00	2.36	2020-11-23 19:00	2.29	止损	-3.02%	872	20	17448	8724	-526.10	8198
12	做多	2020-11-25 22:00	2.45	2020-11-26 04:00	2.34	止损	-4.57%	820	20	16396	8198	-748.33	7450
13	做多	2020-11-28 22:00	1.90	2020-12-01 13:00	2.05	止盈	+7.74%	745	20	14899	7450	+1151.95	8602
14	做多	2020-12-06 08:00	1.97	2020-12-06 16:00	1.89	止损	-3.78%	860	20	17203	8602	-649.42	7952
15	做多	2020-12-13 09:00	1.48	2020-12-13 19:00	1.55	止盈	+5.18%	795	20	15905	7952	+822.55	8775
16	做多	2020-12-13 18:00	1.55	2020-12-15 10:00	1.66	止盈	+6.95%	877	20	17550	8775	+1217.62	9992
17	做多	2020-12-15 05:00	1.57	2020-12-15 10:00	1.66	止盈	+5.54%	999	20	19985	9992	+1105.06	11097
18	做多	2020-12-16 23:00	1.74	2020-12-18 03:00	1.67	止损	-3.69%	1110	20	22195	11097	-819.09	10278
19	做多	2020-12-19 11:00	1.75	2020-12-20 00:00	1.68	止损	-3.81%	1028	20	20557	10278	-782.62	9496
20	做多	2020-12-25 08:00	1.37	2020-12-26 06:00	1.44	止盈	+5.14%	950	20	18992	9496	+975.16	10471
21	做多	2020-12-28 17:00	1.38	2020-12-29 05:00	1.48	止盈	+7.79%	1047	20	20942	10471	+1630.24	12101
22	做多	2021-01-01 11:00	1.59	2021-01-02 02:00	1.75	止盈	+9.95%	1210	20	24202	12101	+2405.07	14506
23	做多	2021-01-07 17:00	2.07	2021-01-07 19:00	2.21	止盈	+7.04%	1451	20	29013	14506	+2039.24	16545
24	做多	2021-01-12 15:00	3.38	2021-01-12 21:00	3.19	止损	-5.64%	1655	20	33091	16545	-1864.99	14681
25	做多	2021-01-16 14:00	3.46	2021-01-16 22:00	3.32	止损	-3.97%	1468	20	29361	14681	-1165.43	13515
26	做多	2021-01-23 03:00	3.42	2021-01-24 13:00	3.69	止盈	+7.93%	1352	20	27030	13515	+2142.48	15658
27	做多	2021-01-26 01:00	3.82	2021-01-26 07:00	3.70	止损	-3.01%	1566	20	31315	15658	-941.14	14716
28	做多	2021-01-28 21:00	3.93	2021-01-29 05:00	3.81	止损	-3.13%	1472	20	29433	14716	-921.43	13795
29	做多	2021-01-30 03:00	3.74	2021-01-30 20:00	3.95	止盈	+5.47%	1379	20	27590	13795	+1508.13	15303
30	做多	2021-02-02 02:00	4.45	2021-02-02 10:00	4.87	止盈	+9.39%	1530	20	30606	15303	+2870.37	18173
31	做多	2021-02-07 22:00	6.66	2021-02-08 00:00	6.41	止损	-3.74%	1817	20	36347	18173	-1359.03	16814
32	做多	2021-02-16 02:00	9.24	2021-02-16 05:00	8.93	止损	-3.35%	1681	20	33629	16814	-1124.97	15689
33	做多	2021-02-18 09:00	8.47	2021-02-18 22:00	9.02	止盈	+6.52%	1569	20	31379	15689	+2042.43	17732
34	做多	2021-02-22 02:00	11.40	2021-02-22 04:00	10.99	止损	-3.66%	1773	20	35464	17732	-1296.80	16435
35	做多	2021-02-23 03:00	13.29	2021-02-23 07:00	14.34	止盈	+7.93%	1644	20	32870	16435	+2603.45	19039
36	做多	2021-03-01 10:00	14.05	2021-03-01 18:00	14.97	止盈	+6.55%	1904	20	38077	19039	+2492.22	21531
37	做多	2021-03-07 05:00	13.02	2021-03-07 20:00	13.86	止盈	+6.52%	2153	20	43062	21531	+2804.99	24336
38	做多	2021-03-12 02:00	15.91	2021-03-12 21:00	15.23	止损	-4.31%	2434	20	48672	24336	-2095.57	22240
39	做多	2021-03-14 08:00	15.14	2021-03-14 15:00	14.57	止损	-3.77%	2224	20	44480	22240	-1675.70	20565
40	做多	2021-03-18 04:00	14.00	2021-03-20 19:00	14.82	止盈	+5.90%	2056	20	41129	20565	+2423.13	22988
41	做多	2021-03-22 10:00	14.76	2021-03-22 12:00	15.66	止盈	+6.07%	2299	20	45975	22988	+2787.04	25775
42	做多	2021-03-24 23:00	14.83	2021-03-25 05:00	14.25	止损	-3.95%	2577	20	51549	25775	-2036.34	23738
43	做多	2021-03-26 20:00	14.13	2021-03-27 08:00	14.85	止盈	+5.15%	2374	20	47477	23738	+2440.88	26179
44	做多	2021-04-01 04:00	19.70	2021-04-02 01:00	18.89	止损	-4.12%	2618	20	52358	26179	-2157.18	24022
45	做多	2021-04-01 10:00	19.61	2021-04-02 01:00	18.89	止损	-3.68%	2402	20	48044	24022	-1764.03	22258
46	做多	2021-04-03 02:00	19.40	2021-04-03 11:00	21.11	止盈	+8.80%	2226	20	44516	22258	+3912.16	26170
47	做多	2021-04-07 05:00	24.96	2021-04-07 19:00	23.98	止损	-3.91%	2617	20	52340	26170	-2043.13	24127
48	做多	2021-04-12 03:00	28.60	2021-04-12 22:00	27.19	止损	-4.92%	2413	20	48254	24127	-2370.65	21756
49	做多	2021-04-15 21:00	27.36	2021-04-16 17:00	26.35	止损	-3.68%	2176	20	43513	21756	-1601.72	20155
50	做多	2021-04-18 21:00	26.53	2021-04-18 23:00	28.12	止盈	+5.97%	2015	20	40309	20155	+2403.51	22558
51	做多	2021-04-21 10:00	32.59	2021-04-21 16:00	31.54	止损	-3.22%	2256	20	45116	22558	-1452.14	21106
52	做多	2021-04-25 00:00	38.82	2021-04-25 02:00	41.53	止盈	+6.99%	2111	20	42212	21106	+2948.19	24054
53	做多	2021-04-27 16:00	45.57	2021-04-27 21:00	44.03	止损	-3.37%	2405	20	48108	24054	-1620.77	22433
54	做多	2021-04-29 01:00	46.30	2021-04-29 04:00	44.68	止损	-3.51%	2243	20	44867	22433	-1574.90	20859
55	做多	2021-05-01 07:00	42.88	2021-05-01 22:00	46.95	止盈	+9.50%	2086	20	41717	20859	+3958.75	24817
56	做多	2021-05-01 18:00	44.06	2021-05-01 22:00	46.95	止盈	+6.56%	2482	20	49635	24817	+3253.84	28071
57	做多	2021-05-06 05:00	44.82	2021-05-06 14:00	43.36	止损	-3.26%	2807	20	56142	28071	-1828.06	26243
58	做多	2021-05-08 03:00	43.85	2021-05-09 06:00	46.40	止盈	+5.83%	2624	20	52486	26243	+3055.30	29298
59	做多	2021-05-08 17:00	43.68	2021-05-09 06:00	46.40	止盈	+6.23%	2930	20	58597	29298	+3647.71	32946
60	做多	2021-05-10 09:00	45.11	2021-05-10 22:00	43.23	止损	-4.18%	3295	20	65892	32946	-2749.94	30196
61	做多	2021-05-12 08:00	44.95	2021-05-12 23:00	47.49	止盈	+5.65%	3020	20	60392	30196	+3406.66	33603
62	做多	2021-05-15 00:00	43.92	2021-05-15 04:00	41.51	止损	-5.49%	3360	20	67206	33603	-3686.86	29916
63	做多	2021-05-16 07:00	43.53	2021-05-16 09:00	46.29	止盈	+6.34%	2992	20	59832	29916	+3787.08	33703
64	做多	2021-05-21 04:00	45.79	2021-05-21 12:00	44.22	止损	-3.44%	3370	20	67406	33703	-2316.04	31387
65	做多	2021-05-24 21:00	29.53	2021-05-25 03:00	31.89	止盈	+7.97%	3139	20	62774	31387	+4996.43	36383
66	做多	2021-05-26 05:00	29.97	2021-05-26 10:00	31.69	止盈	+5.73%	3638	20	72767	36383	+4164.69	40548
67	做多	2021-05-30 20:00	28.63	2021-05-30 22:00	27.72	止损	-3.18%	4055	20	81096	40548	-2578.15	37970
68	做多	2021-06-02 20:00	33.38	2021-06-03 10:00	35.22	止盈	+5.49%	3797	20	75940	37970	+4167.95	42138
69	做多	2021-06-05 01:00	38.07	2021-06-05 09:00	40.45	止盈	+6.25%	4214	20	84276	42138	+5265.98	47404
70	做多	2021-06-05 04:00	38.50	2021-06-05 09:00	40.45	止盈	+5.06%	4740	20	94808	47404	+4794.81	52199
71	做多	2021-06-09 09:00	40.32	2021-06-09 14:00	43.48	止盈	+7.83%	5220	20	104397	52199	+8165.39	60364
72	做多	2021-06-14 04:00	39.16	2021-06-14 11:00	37.87	止损	-3.30%	6036	20	120728	60364	-3978.78	56385
73	做多	2021-06-17 11:00	40.27	2021-06-18 01:00	38.41	止损	-4.63%	5639	20	112771	56385	-5219.73	51166
74	做多	2021-06-23 11:00	29.90	2021-06-23 20:00	31.65	止盈	+5.85%	5117	20	102331	51166	+5982.89	57148
75	做多	2021-06-27 12:00	30.43	2021-06-28 15:00	32.53	止盈	+6.90%	5715	20	114297	57148	+7883.59	65032
76	做多	2021-07-01 07:00	35.49	2021-07-01 10:00	34.20	止损	-3.65%	6503	20	130064	65032	-4744.44	60288
77	做多	2021-07-02 04:00	33.84	2021-07-02 11:00	32.16	止损	-4.96%	6029	20	120575	60288	-5972.72	54315
78	做多	2021-07-03 09:00	33.77	2021-07-07 18:00	36.38	止盈	+7.74%	5431	20	108630	54315	+8401.18	62716
79	做多	2021-07-06 20:00	34.45	2021-07-07 05:00	33.37	止损	-3.15%	6272	20	125432	62716	-3949.70	58766
80	做多	2021-07-07 07:00	34.21	2021-07-07 18:00	36.38	止盈	+6.36%	5877	20	117533	58766	+7462.45	66229
81	做多	2021-07-12 13:00	32.19	2021-07-12 23:00	31.07	止损	-3.49%	6623	20	132458	66229	-4611.98	61617
82	做多	2021-07-15 02:00	30.77	2021-07-15 18:00	29.34	止损	-4.63%	6162	20	123234	61617	-5705.78	55911
83	做多	2021-07-18 12:00	27.26	2021-07-18 22:00	26.35	止损	-3.32%	5591	20	111822	55911	-3713.29	52198
84	做多	2021-07-21 14:00	25.59	2021-07-21 23:00	26.92	止盈	+5.21%	5220	20	104396	52198	+5428.73	57627
85	做多	2021-07-24 09:00	28.78	2021-07-25 09:00	27.80	止损	-3.41%	5763	20	115253	57627	-3924.74	53702
86	做多	2021-07-26 10:00	29.80	2021-07-27 04:00	28.57	止损	-4.14%	5370	20	107404	53702	-4443.07	49259
87	做多	2021-07-29 02:00	28.11	2021-07-29 23:00	29.57	止盈	+5.22%	4926	20	98517	49259	+5140.32	54399
88	做多	2021-07-29 18:00	28.45	2021-07-30 01:00	29.91	止盈	+5.15%	5440	20	108798	54399	+5593.79	59993
89	做多	2021-08-04 00:00	35.03	2021-08-04 11:00	33.77	止损	-3.61%	5999	20	119986	59993	-4328.58	55664
90	做多	2021-08-04 20:00	34.95	2021-08-05 11:00	37.27	止盈	+6.62%	5566	20	111328	55664	+7363.35	63028
91	做多	2021-08-09 21:00	39.11	2021-08-10 20:00	41.51	止盈	+6.14%	6303	20	126055	63028	+7727.49	70755
92	做多	2021-08-13 15:00	43.42	2021-08-15 19:00	46.83	止盈	+7.84%	7076	20	141510	70755	+11078.35	81833
93	做多	2021-08-18 17:00	71.10	2021-08-18 19:00	74.95	止盈	+5.41%	8183	20	163667	81833	+8846.52	90680
94	做多	2021-08-21 01:00	75.78	2021-08-21 05:00	79.65	止盈	+5.11%	9068	20	181360	90680	+9257.73	99938
95	做多	2021-08-24 10:00	76.29	2021-08-24 22:00	73.57	止损	-3.56%	9994	20	199875	99938	-7113.79	92824
96	做多	2021-08-27 01:00	75.27	2021-08-27 08:00	80.26	止盈	+6.63%	9282	20	185648	92824	+12305.17	105129
97	做多	2021-09-01 21:00	115.24	2021-09-02 06:00	111.27	止损	-3.44%	10513	20	210258	105129	-7232.66	97896
98	做多	2021-09-01 23:00	117.36	2021-09-02 04:00	112.93	止损	-3.78%	9790	20	195793	97896	-7386.62	90510
99	做多	2021-09-02 17:00	116.14	2021-09-02 23:00	121.95	止盈	+5.00%	9051	20	181020	90510	+9049.71	99559
100	做多	2021-09-06 13:00	142.86	2021-09-06 23:00	151.46	止盈	+6.02%	9956	20	199119	99559	+11975.96	111535
101	做多	2021-09-09 05:00	193.54	2021-09-09 08:00	210.17	止盈	+8.59%	11154	20	223071	111535	+19139.83	130675
102	做多	2021-09-12 01:00	188.04	2021-09-12 03:00	182.14	止损	-3.14%	13068	20	261351	130675	-8191.97	122483
103	做多	2021-09-16 20:00	158.68	2021-09-17 03:00	152.48	止损	-3.91%	12248	20	244967	122483	-9564.87	112918
104	做多	2021-09-18 16:00	159.04	2021-09-19 07:00	169.23	止盈	+6.40%	11292	20	225837	112918	+14449.48	127368
105	做多	2021-09-23 02:00	143.79	2021-09-23 15:00	151.37	止盈	+5.28%	12737	20	254736	127368	+13425.97	140794
106	做多	2021-09-27 04:00	138.55	2021-09-27 18:00	146.89	止盈	+6.02%	14079	20	281588	140794	+16931.53	157725
107	做多	2021-09-29 17:00	137.78	2021-09-30 01:00	133.27	止损	-3.27%	15773	20	315451	157725	-10317.87	147408
108	做多	2021-09-30 11:00	139.96	2021-09-30 16:00	135.71	止损	-3.04%	14741	20	294815	147408	-8945.58	138462
109	做多	2021-10-08 17:00	158.94	2021-10-08 22:00	166.96	止盈	+5.05%	13846	20	276924	138462	+13966.38	152428
110	做多	2021-10-13 06:00	150.45	2021-10-13 15:00	145.47	止损	-3.31%	15243	20	304857	152428	-10070.89	142357
111	做多	2021-10-17 14:00	163.51	2021-10-18 04:00	155.25	止损	-5.05%	14236	20	284715	142357	-14371.80	127986
112	做多	2021-10-20 19:00	160.25	2021-10-20 23:00	168.99	止盈	+5.45%	12799	20	255971	127986	+13948.34	141934
113	做多	2021-10-25 10:00	200.58	2021-10-25 16:00	212.24	止盈	+5.82%	14193	20	283868	141934	+16495.29	158429

⚙️ 策略参数

⚠️ 风险提示