📊 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 14:50

📈 回测结果摘要

测试币种
Solana SOL
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
110次
盈利
55次
亏损
55次
胜率
50.0%
总收益
+630.0%
最终资金
72997U
最大回撤
-72.5%
月化收益
+52.5%

📊 收益与风险

盈利因子
1.24
止盈次数
55
止损次数
55
盈亏比
1.00

📋 交易记录明细(共110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 2023-08-29 03:00 20.46 2023-08-29 22:00 21.74 止盈 +6.25% 1000 20 20000 10000 +1247.77 11248
2 做多 2023-08-29 10:00 20.54 2023-08-29 22:00 21.74 止盈 +5.86% 1125 20 22496 11248 +1317.44 12565
3 做多 2023-08-30 08:00 21.65 2023-08-30 22:00 20.90 止损 -3.45% 1257 20 25130 12565 -866.22 11699
4 做多 2023-09-03 13:00 19.56 2023-09-10 12:00 18.36 止损 -6.11% 1170 20 23398 11699 -1429.32 10270
5 做多 2023-09-04 08:00 19.71 2023-09-10 12:00 18.36 止损 -6.83% 1027 20 20539 10270 -1401.31 8868
6 做多 2023-09-05 22:00 20.12 2023-09-06 22:00 19.43 止损 -3.47% 887 20 17737 8868 -615.46 8253
7 做多 2023-09-08 07:00 19.90 2023-09-10 09:00 19.28 止损 -3.13% 825 20 16506 8253 -515.39 7738
8 做多 2023-09-12 19:00 18.30 2023-09-13 01:00 17.71 止损 -3.20% 774 20 15475 7738 -494.20 7243
9 做多 2023-09-13 10:00 17.97 2023-09-14 08:00 19.25 止盈 +7.14% 724 20 14487 7243 +1033.15 8276
10 做多 2023-09-16 11:00 19.20 2023-09-19 16:00 20.16 止盈 +5.03% 828 20 16553 8276 +831.13 9108
11 做多 2023-09-17 07:00 19.11 2023-09-19 16:00 20.16 止盈 +5.51% 911 20 18215 9108 +1002.58 10110
12 做多 2023-09-17 20:00 19.05 2023-09-19 16:00 20.16 止盈 +5.87% 1011 20 20220 10110 +1185.68 11296
13 做多 2023-09-18 16:00 19.15 2023-09-19 16:00 20.16 止盈 +5.32% 1130 20 22592 11296 +1201.19 12497
14 做多 2023-09-24 11:00 19.56 2023-09-27 06:00 18.94 止损 -3.19% 1250 20 24994 12497 -795.28 11702
15 做多 2023-09-26 00:00 19.58 2023-09-27 05:00 18.99 止损 -3.00% 1170 20 23404 11702 -702.26 10999
16 做多 2023-09-28 13:00 19.22 2023-09-29 09:00 20.21 止盈 +5.15% 1100 20 21999 10999 +1130.87 12130
17 做多 2023-10-06 17:00 23.29 2023-10-09 17:00 22.38 止损 -3.91% 1213 20 24261 12130 -947.90 11182
18 做多 2023-10-11 17:00 22.35 2023-10-12 09:00 21.59 止损 -3.41% 1118 20 22365 11182 -760.78 10422
19 做多 2023-10-14 03:00 21.56 2023-10-16 13:00 22.70 止盈 +5.29% 1042 20 20843 10422 +1101.82 11524
20 做多 2023-10-16 10:00 22.04 2023-10-16 20:00 23.38 止盈 +6.10% 1152 20 23047 11524 +1404.13 12928
21 做多 2023-10-19 20:00 24.13 2023-10-20 10:00 25.39 止盈 +5.22% 1293 20 25855 12928 +1348.51 14276
22 做多 2023-10-25 11:00 31.04 2023-10-25 20:00 33.28 止盈 +7.22% 1428 20 28552 14276 +2059.47 16336
23 做多 2023-10-27 11:00 32.39 2023-10-30 17:00 34.78 止盈 +7.38% 1634 20 32671 16336 +2410.36 18746
24 做多 2023-10-28 17:00 32.17 2023-10-30 16:00 33.82 止盈 +5.13% 1875 20 37492 18746 +1920.98 20667
25 做多 2023-10-29 19:00 32.25 2023-10-30 17:00 34.78 止盈 +7.85% 2067 20 41334 20667 +3241.95 23909
26 做多 2023-11-04 15:00 41.69 2023-11-06 12:00 40.25 止损 -3.44% 2391 20 47818 23909 -1644.32 22265
27 做多 2023-11-07 12:00 41.23 2023-11-08 02:00 43.99 止盈 +6.69% 2226 20 44529 22265 +2975.57 25240
28 做多 2023-11-13 17:00 58.75 2023-11-13 22:00 56.03 止损 -4.64% 2524 20 50480 25240 -2339.04 22901
29 做多 2023-11-15 06:00 57.22 2023-11-15 19:00 63.04 止盈 +10.17% 2290 20 45802 22901 +4655.44 27557
30 做多 2023-11-19 05:00 58.42 2023-11-20 05:00 61.35 止盈 +5.00% 2756 20 55113 27557 +2753.65 30310
31 做多 2023-11-23 03:00 57.31 2023-11-27 18:00 55.07 止损 -3.92% 3031 20 60620 30310 -2372.18 27938
32 做多 2023-11-25 10:00 59.62 2023-11-25 19:00 57.83 止损 -3.02% 2794 20 55876 27938 -1683.32 26255
33 做多 2023-11-29 00:00 57.26 2023-11-29 16:00 61.24 止盈 +6.94% 2625 20 52509 26255 +3641.38 29896
34 做多 2023-12-01 11:00 60.79 2023-12-03 08:00 65.29 止盈 +7.41% 2990 20 59792 29896 +4425.78 34322
35 做多 2023-12-06 10:00 63.66 2023-12-08 05:00 68.77 止盈 +8.01% 3432 20 68644 34322 +5495.66 39818
36 做多 2023-12-12 17:00 71.80 2023-12-12 22:00 69.29 止损 -3.48% 3982 20 79635 39818 -2772.40 37045
37 做多 2023-12-14 06:00 71.32 2023-12-15 06:00 75.79 止盈 +6.26% 3705 20 74090 37045 +4636.64 41682
38 做多 2023-12-17 00:00 76.43 2023-12-17 04:00 73.56 止损 -3.75% 4168 20 83364 41682 -3124.93 38557
39 做多 2023-12-19 06:00 74.55 2023-12-20 01:00 72.07 止损 -3.33% 3856 20 77114 38557 -2567.75 35989
40 做多 2023-12-29 18:00 107.95 2023-12-30 00:00 103.94 止损 -3.71% 3599 20 71978 35989 -2670.32 33319
41 做多 2024-01-01 00:00 103.52 2024-01-02 03:00 108.89 止盈 +5.18% 3332 20 66638 33319 +3449.31 36768
42 做多 2024-01-01 09:00 104.22 2024-01-02 07:00 110.05 止盈 +5.59% 3677 20 73536 36768 +4105.85 40874
43 做多 2024-01-01 18:00 104.28 2024-01-02 07:00 110.05 止盈 +5.53% 4087 20 81748 40874 +4513.08 45387
44 做多 2024-01-05 05:00 105.64 2024-01-05 09:00 101.02 止损 -4.37% 4539 20 90774 45387 -3960.07 41427
45 做多 2024-01-09 02:00 98.20 2024-01-09 12:00 103.36 止盈 +5.25% 4143 20 82854 41427 +4348.47 45775
46 做多 2024-01-11 09:00 99.37 2024-01-11 19:00 104.50 止盈 +5.17% 4578 20 91551 45775 +4724.56 50500
47 做多 2024-01-14 10:00 95.80 2024-01-15 00:00 101.61 止盈 +6.06% 5050 20 101000 50500 +6119.43 56619
48 做多 2024-01-16 18:00 96.86 2024-01-17 18:00 101.93 止盈 +5.23% 5662 20 113239 56619 +5918.94 62538
49 做多 2024-01-21 18:00 93.58 2024-01-22 09:00 90.26 止损 -3.55% 6254 20 125077 62538 -4430.41 58108
50 做多 2024-01-24 16:00 86.48 2024-01-26 19:00 91.91 止盈 +6.28% 5811 20 116216 58108 +7290.04 65398
51 做多 2024-01-26 10:00 88.11 2024-01-27 00:00 93.14 止盈 +5.70% 6540 20 130796 65398 +7453.36 72851
52 做多 2024-02-02 11:00 98.96 2024-02-05 06:00 95.74 止损 -3.25% 7285 20 145703 72851 -4726.08 68125
53 做多 2024-02-05 21:00 98.22 2024-02-06 05:00 94.89 止损 -3.40% 6813 20 136250 68125 -4626.98 63498
54 做多 2024-02-07 06:00 97.44 2024-02-08 21:00 103.45 止盈 +6.17% 6350 20 126996 63498 +7825.10 71323
55 做多 2024-02-08 01:00 97.40 2024-02-08 21:00 103.45 止盈 +6.21% 7132 20 142647 71323 +8853.10 80176
56 做多 2024-02-13 05:00 110.29 2024-02-14 17:00 116.09 止盈 +5.26% 8018 20 160353 80176 +8428.81 88605
57 做多 2024-02-18 19:00 111.83 2024-02-20 22:00 107.81 止损 -3.60% 8861 20 177210 88605 -6374.74 82231
58 做多 2024-02-22 22:00 104.72 2024-02-23 10:00 101.55 止损 -3.02% 8223 20 164461 82231 -4967.18 77263
59 做多 2024-02-24 23:00 102.04 2024-02-27 01:00 109.68 止盈 +7.49% 7726 20 154527 77263 +11567.55 88831
60 做多 2024-02-27 01:00 109.68 2024-02-29 00:00 116.34 止盈 +6.07% 8883 20 177662 88831 +10778.43 99609
61 做多 2024-03-04 03:00 130.32 2024-03-05 22:00 137.28 止盈 +5.34% 9961 20 199219 99609 +10635.38 110245
62 做多 2024-03-06 21:00 128.07 2024-03-07 08:00 134.76 止盈 +5.22% 11024 20 220489 110245 +11508.19 121753
63 做多 2024-03-10 16:00 148.06 2024-03-10 23:00 143.02 止损 -3.40% 12175 20 243506 121753 -8277.31 113476
64 做多 2024-03-11 20:00 149.28 2024-03-13 23:00 157.36 止盈 +5.41% 11348 20 226951 113476 +12270.10 125746
65 做多 2024-03-17 13:00 188.10 2024-03-17 15:00 181.94 止损 -3.27% 12575 20 251491 125746 -8222.48 117523
66 做多 2024-03-21 07:00 191.92 2024-03-21 23:00 185.43 止损 -3.38% 11752 20 235046 117523 -7934.47 109589
67 做多 2024-03-24 00:00 175.51 2024-03-25 06:00 185.06 止盈 +5.44% 10959 20 219177 109589 +11910.20 121499
68 做多 2024-03-24 17:00 174.21 2024-03-25 06:00 185.06 止盈 +6.23% 12150 20 242998 121499 +15120.53 136619
69 做多 2024-03-24 20:00 176.60 2024-03-25 13:00 186.00 止盈 +5.32% 13662 20 273239 136619 +14524.68 151144
70 做多 2024-03-29 06:00 190.20 2024-03-29 15:00 183.85 止损 -3.34% 15114 20 302288 151144 -10075.88 141068
71 做多 2024-03-30 03:00 187.91 2024-03-30 12:00 198.55 止盈 +5.66% 14107 20 282136 141068 +15959.39 157028
72 做多 2024-04-03 17:00 190.34 2024-04-04 04:00 183.60 止损 -3.54% 15703 20 314055 157028 -11112.80 145915
73 做多 2024-04-04 22:00 188.32 2024-04-05 04:00 182.65 止损 -3.01% 14591 20 291830 145915 -8770.16 137145
74 做多 2024-04-07 05:00 177.79 2024-04-09 22:00 171.58 止损 -3.49% 13714 20 274289 137145 -9575.49 127569
75 做多 2024-04-08 18:00 183.37 2024-04-09 11:00 177.60 止损 -3.14% 12757 20 255138 127569 -8013.53 119556
76 做多 2024-04-11 13:00 173.90 2024-04-12 21:00 167.87 止损 -3.47% 11956 20 239111 119556 -8282.77 111273
77 做多 2024-04-15 09:00 148.24 2024-04-15 23:00 143.24 止损 -3.38% 11127 20 222546 111273 -7510.60 103762
78 做多 2024-04-17 17:00 139.01 2024-04-17 19:00 134.25 止损 -3.42% 10376 20 207525 103762 -7093.22 96669
79 做多 2024-04-19 01:00 136.85 2024-04-19 09:00 132.25 止损 -3.37% 9667 20 193338 96669 -6506.14 90163
80 做多 2024-04-28 08:00 141.88 2024-04-29 10:00 136.29 止损 -3.94% 9016 20 180326 90163 -7092.81 83070
81 做多 2024-05-02 07:00 134.54 2024-05-02 09:00 129.62 止损 -3.66% 8307 20 166140 83070 -6069.47 77001
82 做多 2024-05-10 04:00 150.16 2024-05-11 10:00 144.42 止损 -3.82% 7700 20 154001 77001 -5876.97 71124
83 做多 2024-05-13 23:00 147.21 2024-05-15 01:00 142.79 止损 -3.00% 7112 20 142247 71124 -4265.85 66858
84 做多 2024-05-15 22:00 152.42 2024-05-16 08:00 161.46 止盈 +5.93% 6686 20 133716 66858 +7924.63 74782
85 做多 2024-05-20 14:00 175.99 2024-05-21 03:00 187.24 止盈 +6.39% 7478 20 149565 74782 +9553.84 84336
86 做多 2024-05-27 20:00 166.94 2024-06-08 02:00 161.11 止损 -3.49% 8434 20 168673 84336 -5883.71 78453
87 做多 2024-06-02 02:00 167.43 2024-06-03 01:00 162.35 止损 -3.03% 7845 20 156905 78453 -4755.82 73697
88 做多 2024-06-04 02:00 166.25 2024-06-05 23:00 174.92 止盈 +5.21% 7370 20 147393 73697 +7672.51 81369
89 做多 2024-06-10 03:00 162.12 2024-06-11 09:00 156.42 止损 -3.51% 8137 20 162739 81369 -5713.98 75655
90 做多 2024-06-11 01:00 162.62 2024-06-11 09:00 156.42 止损 -3.81% 7566 20 151311 75655 -5761.16 69894
91 做多 2024-06-12 23:00 158.80 2024-06-13 03:00 153.34 止损 -3.44% 6989 20 139788 69894 -4804.15 65090
92 做多 2024-06-16 19:00 144.95 2024-06-18 09:00 132.56 止损 -8.55% 6509 20 130180 65090 -11118.38 53972
93 做多 2024-06-19 17:00 138.50 2024-06-20 11:00 132.97 止损 -3.99% 5397 20 107943 53972 -4302.51 49669
94 做多 2024-06-20 21:00 134.88 2024-06-21 16:00 130.11 止损 -3.54% 4967 20 99338 49669 -3510.90 46158
95 做多 2024-06-22 11:00 135.00 2024-06-24 00:00 130.64 止损 -3.23% 4616 20 92316 46158 -2975.81 43182
96 做多 2024-06-25 10:00 132.91 2024-06-27 20:00 139.56 止盈 +5.00% 4318 20 86365 43182 +4317.36 47500
97 做多 2024-06-27 20:00 139.56 2024-06-27 21:00 147.96 止盈 +6.02% 4750 20 94999 47500 +5709.30 53209
98 做多 2024-06-30 23:00 143.74 2024-07-03 02:00 152.89 止盈 +6.37% 5321 20 106418 53209 +6769.15 59978
99 做多 2024-07-06 04:00 135.30 2024-07-07 00:00 142.42 止盈 +5.27% 5998 20 119956 59978 +6313.52 66292
100 做多 2024-07-09 00:00 136.50 2024-07-10 12:00 145.13 止盈 +6.33% 6629 20 132583 66292 +8379.88 74672
101 做多 2024-07-11 19:00 143.42 2024-07-11 23:00 138.41 止损 -3.49% 7467 20 149343 74672 -5212.59 69459
102 做多 2024-07-13 09:00 139.04 2024-07-14 17:00 146.49 止盈 +5.36% 6946 20 138918 69459 +7431.76 76891
103 做多 2024-07-19 12:00 160.76 2024-07-20 00:00 169.28 止盈 +5.30% 7689 20 153781 76891 +8138.23 85029
104 做多 2024-07-24 22:00 180.81 2024-07-25 09:00 175.33 止损 -3.03% 8503 20 170058 85029 -5155.46 79874
105 做多 2024-07-26 14:00 177.12 2024-07-27 16:00 187.17 止盈 +5.67% 7987 20 159747 79874 +9050.56 88924
106 做多 2024-07-31 22:00 180.51 2024-08-01 04:00 173.50 止损 -3.88% 8892 20 177848 88924 -6899.87 82024
107 做多 2024-08-06 11:00 138.53 2024-08-06 23:00 145.80 止盈 +5.24% 8202 20 164048 82024 +8595.61 90620
108 做多 2024-08-11 13:00 155.46 2024-08-11 22:00 149.26 止损 -3.99% 9062 20 181240 90620 -7218.71 83401
109 做多 2024-08-13 22:00 146.40 2024-08-15 14:00 141.83 止损 -3.12% 8340 20 166802 83401 -5201.59 78199
110 做多 2024-08-14 20:00 149.84 2024-08-15 00:00 144.85 止损 -3.33% 7820 20 156399 78199 -5202.25 72997

⚙️ 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