📊 比特币BTC 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 14:30

📈 回测结果摘要

测试币种
比特币BTC
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
145次
盈利
88次
亏损
57次
胜率
60.7%
总收益
+9170.3%
最终资金
927026U
最大回撤
-86.3%
月化收益
+1528.4%

📊 收益与风险

盈利因子
2.31
止盈次数
88
止损次数
57
盈亏比
1.54

📋 交易记录明细(共145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 2020-06-06 03:00 9720.50 2020-06-12 00:00 9083.01 止损 -6.56% 1000 20 20000 10000 -1310.33 8690
2 做多 2020-06-06 14:00 9606.15 2020-06-12 00:00 9083.01 止损 -5.45% 869 20 17379 8690 -945.51 7744
3 做多 2020-06-06 20:00 9646.81 2020-06-12 00:00 9083.01 止损 -5.84% 774 20 15488 7744 -904.30 6840
4 做多 2020-06-08 05:00 9705.19 2020-06-12 00:00 9083.01 止损 -6.41% 684 20 13680 6840 -876.10 5964
5 做多 2020-06-09 08:00 9702.99 2020-06-12 00:00 9083.01 止损 -6.39% 596 20 11928 5964 -761.36 5202
6 做多 2020-06-09 22:00 9712.62 2020-06-12 00:00 9083.01 止损 -6.48% 520 20 10405 5202 -673.81 4529
7 做多 2020-06-11 02:00 9831.10 2020-06-11 23:00 9525.02 止损 -3.11% 453 20 9057 4529 -281.70 4247
8 做多 2020-06-12 16:00 9468.96 2020-06-15 11:00 9160.68 止损 -3.26% 425 20 8494 4247 -276.25 3971
9 做多 2020-06-13 06:00 9473.18 2020-06-15 11:00 9160.68 止损 -3.30% 397 20 7941 3971 -261.70 3709
10 做多 2020-06-13 17:00 9437.15 2020-06-15 13:00 9034.86 止损 -4.26% 371 20 7418 3709 -315.90 3393
11 做多 2020-06-14 00:00 9426.98 2020-06-15 13:00 9034.86 止损 -4.16% 339 20 6786 3393 -281.99 3111
12 做多 2020-06-14 08:00 9449.03 2020-06-15 11:00 9160.68 止损 -3.05% 311 20 6222 3111 -189.69 2921
13 做多 2020-06-16 00:00 9356.08 2020-06-28 03:00 8932.93 止损 -4.52% 292 20 5843 2921 -263.99 2657
14 做多 2020-06-17 07:00 9519.12 2020-06-25 11:00 9099.65 止损 -4.41% 266 20 5315 2657 -233.97 2423
15 做多 2020-06-17 17:00 9479.95 2020-06-25 11:00 9099.65 止损 -4.01% 242 20 4847 2423 -194.24 2229
16 做多 2020-06-18 10:00 9406.01 2020-06-25 11:00 9099.65 止损 -3.26% 223 20 4458 2229 -145.07 2084
17 做多 2020-06-18 14:00 9424.44 2020-06-25 11:00 9099.65 止损 -3.45% 208 20 4168 2084 -143.50 1941
18 做多 2020-06-19 19:00 9382.26 2020-06-25 11:00 9099.65 止损 -3.01% 194 20 3881 1941 -116.79 1824
19 做多 2020-06-21 05:00 9329.39 2020-06-28 03:00 8932.93 止损 -4.25% 182 20 3648 1824 -154.85 1669
20 做多 2020-06-22 11:00 9380.13 2020-06-26 22:00 9086.35 止损 -3.13% 167 20 3338 1669 -104.44 1565
21 做多 2020-06-23 23:00 9695.89 2020-06-24 18:00 9384.16 止损 -3.22% 156 20 3129 1565 -100.50 1464
22 做多 2020-06-24 11:00 9657.09 2020-06-24 19:00 9337.26 止损 -3.31% 146 20 2928 1464 -96.88 1367
23 做多 2020-06-25 20:00 9184.00 2020-07-26 01:00 9688.10 止盈 +5.49% 137 20 2734 1367 +149.93 1517
24 做多 2020-06-26 01:00 9278.40 2020-06-28 03:00 8932.93 止损 -3.72% 152 20 3034 1517 -112.86 1404
25 做多 2020-06-27 08:00 9142.85 2020-07-24 00:00 9628.10 止盈 +5.31% 140 20 2808 1404 +148.91 1553
26 做多 2020-06-27 14:00 9182.99 2020-07-26 01:00 9688.10 止盈 +5.50% 155 20 3106 1553 +170.69 1724
27 做多 2020-06-28 17:00 9071.25 2020-07-23 23:00 9527.40 止盈 +5.03% 172 20 3448 1724 +173.19 1897
28 做多 2020-06-30 02:00 9141.14 2020-07-24 00:00 9628.10 止盈 +5.33% 190 20 3794 1897 +201.91 2099
29 做多 2020-07-01 01:00 9148.60 2020-07-24 00:00 9628.10 止盈 +5.24% 210 20 4198 2099 +219.80 2319
30 做多 2020-07-01 16:00 9174.61 2020-07-26 01:00 9688.10 止盈 +5.60% 232 20 4637 2319 +259.29 2578
31 做多 2020-07-03 17:00 9076.50 2020-07-24 00:00 9628.10 止盈 +6.08% 258 20 5156 2578 +313.03 2891
32 做多 2020-07-05 01:00 9169.98 2020-07-26 01:00 9688.10 止盈 +5.65% 289 20 5782 2891 +326.37 3217
33 做多 2020-07-06 08:00 9064.73 2020-07-23 07:00 9518.25 止盈 +5.00% 322 20 6435 3217 +321.62 3539
34 做多 2020-07-08 10:00 9301.64 2020-07-26 16:00 9775.00 止盈 +5.09% 354 20 7078 3539 +359.84 3899
35 做多 2020-07-11 00:00 9223.78 2020-07-26 01:00 9688.10 止盈 +5.03% 390 20 7798 3899 +392.14 4291
36 做多 2020-07-12 09:00 9268.51 2020-07-26 16:00 9775.00 止盈 +5.46% 429 20 8582 4291 +468.51 4760
37 做多 2020-07-13 07:00 9300.69 2020-07-26 16:00 9775.00 止盈 +5.10% 476 20 9519 4760 +484.96 5244
38 做多 2020-07-14 23:00 9220.79 2020-07-26 01:00 9688.10 止盈 +5.07% 524 20 10489 5244 +531.05 5776
39 做多 2020-07-17 07:00 9132.00 2020-07-24 00:00 9628.10 止盈 +5.43% 578 20 11551 5776 +626.89 6402
40 做多 2020-07-17 20:00 9162.06 2020-07-24 00:00 9628.10 止盈 +5.09% 640 20 12805 6402 +650.68 7053
41 做多 2020-07-18 18:00 9167.69 2020-07-24 00:00 9628.10 止盈 +5.02% 705 20 14106 7053 +707.72 7761
42 做多 2020-07-20 03:00 9167.09 2020-07-24 00:00 9628.10 止盈 +5.03% 776 20 15522 7761 +779.79 8541
43 做多 2020-07-21 11:00 9181.65 2020-07-26 01:00 9688.10 止盈 +5.52% 854 20 17081 8541 +941.24 9482
44 做多 2020-07-23 02:00 9364.03 2020-07-26 17:00 9837.17 止盈 +5.05% 948 20 18964 9482 +957.22 10439
45 做多 2020-07-25 02:00 9580.43 2020-07-27 09:00 10093.44 止盈 +5.35% 1044 20 20878 10439 +1116.86 11556
46 做多 2020-07-28 22:00 11184.67 2020-08-02 01:00 11745.01 止盈 +5.01% 1156 20 23112 11556 +1156.72 12713
47 做多 2020-07-29 05:00 11007.94 2020-08-01 13:00 11614.52 止盈 +5.51% 1271 20 25425 12713 +1399.63 14112
48 做多 2020-07-29 15:00 11027.64 2020-08-01 13:00 11614.52 止盈 +5.32% 1411 20 28224 14112 +1500.58 15613
49 做多 2020-07-31 02:00 11102.00 2020-08-01 15:00 11666.32 止盈 +5.08% 1561 20 31226 15613 +1585.63 17198
50 做多 2020-07-31 15:00 11140.65 2020-08-01 17:00 11712.84 止盈 +5.14% 1720 20 34397 17198 +1764.88 18963
51 做多 2020-08-03 13:00 11212.21 2020-08-06 05:00 11776.81 止盈 +5.04% 1896 20 37927 18963 +1907.92 20871
52 做多 2020-08-04 11:00 11270.58 2020-08-06 21:00 11878.99 止盈 +5.40% 2087 20 41742 20871 +2251.10 23122
53 做多 2020-08-05 12:00 11258.94 2020-08-06 21:00 11878.99 止盈 +5.51% 2312 20 46245 23122 +2544.23 25667
54 做多 2020-08-06 17:00 11749.01 2020-08-12 03:00 11395.40 止损 -3.01% 2567 20 51333 25667 -1543.43 24123
55 做多 2020-08-08 17:00 11744.64 2020-08-12 04:00 11219.00 止损 -4.48% 2412 20 48246 24123 -2157.14 21966
56 做多 2020-08-10 06:00 11689.27 2020-08-12 04:00 11219.00 止损 -4.02% 2197 20 43932 21966 -1765.66 20200
57 做多 2020-08-10 23:00 11930.80 2020-08-11 23:00 11493.15 止损 -3.67% 2020 20 40401 20200 -1480.51 18720
58 做多 2020-08-11 11:00 11846.10 2020-08-12 00:00 11433.68 止损 -3.48% 1872 20 37440 18720 -1302.15 17418
59 做多 2020-08-12 17:00 11479.98 2020-08-17 21:00 12132.85 止盈 +5.69% 1742 20 34835 17418 +1979.12 19397
60 做多 2020-08-14 04:00 11609.26 2020-08-17 23:00 12443.99 止盈 +7.19% 1940 20 38794 19397 +2786.55 22183
61 做多 2020-08-16 05:00 11901.76 2020-08-22 05:00 11540.97 止损 -3.03% 2218 20 44367 22183 -1343.59 20840
62 做多 2020-08-17 06:00 11917.40 2020-08-22 05:00 11540.97 止损 -3.16% 2084 20 41680 20840 -1315.20 19525
63 做多 2020-08-17 19:00 11919.01 2020-08-22 05:00 11540.97 止损 -3.17% 1952 20 39049 19525 -1237.30 18287
64 做多 2020-08-20 17:00 11788.00 2020-08-22 08:00 11429.20 止损 -3.04% 1829 20 36575 18287 -1112.13 17175
65 做多 2020-08-22 18:00 11576.36 2020-08-28 01:00 11197.94 止损 -3.27% 1718 20 34350 17175 -1121.75 16053
66 做多 2020-08-24 00:00 11639.71 2020-08-26 01:00 11243.99 止损 -3.40% 1605 20 32107 16053 -1090.46 14963
67 做多 2020-08-26 15:00 11353.29 2020-09-01 15:00 11933.08 止盈 +5.11% 1496 20 29926 14963 +1526.73 16490
68 做多 2020-08-28 10:00 11376.83 2020-09-01 17:00 11950.81 止盈 +5.05% 1649 20 32979 16490 +1662.20 18152
69 做多 2020-08-30 02:00 11527.69 2020-09-03 20:00 10826.30 止损 -6.08% 1815 20 36304 18152 -2206.65 15945
70 做多 2020-08-30 09:00 11623.40 2020-09-02 22:00 11255.58 止损 -3.16% 1595 20 31890 15945 -1008.16 14937
71 做多 2020-08-31 21:00 11720.96 2020-09-02 21:00 11347.66 止损 -3.18% 1494 20 29874 14937 -950.51 13987
72 做多 2020-09-01 13:00 11805.78 2020-09-02 19:00 11417.49 止损 -3.29% 1399 20 27973 13987 -919.11 13067
73 做多 2020-09-04 20:00 10467.00 2020-09-05 20:00 10007.37 止损 -4.39% 1307 20 26135 13067 -1146.49 11921
74 做多 2020-09-06 16:00 10240.94 2020-09-15 18:00 10840.11 止盈 +5.85% 1192 20 23842 11921 +1393.53 13314
75 做多 2020-09-08 03:00 10150.63 2020-09-14 23:00 10688.00 止盈 +5.29% 1331 20 26629 13314 +1408.31 14723
76 做多 2020-09-09 09:00 10122.07 2020-09-14 21:00 10636.80 止盈 +5.09% 1472 20 29446 14723 +1495.87 16219
77 做多 2020-09-09 15:00 10191.96 2020-09-15 00:00 10717.87 止盈 +5.16% 1622 20 32437 16219 +1672.11 17891
78 做多 2020-09-10 21:00 10435.57 2020-09-16 23:00 10998.00 止盈 +5.39% 1789 20 35782 17891 +1926.53 19817
79 做多 2020-09-11 08:00 10337.96 2020-09-15 20:00 10900.23 止盈 +5.44% 1982 20 39635 19817 +2153.52 21971
80 做多 2020-09-12 00:00 10308.89 2020-09-15 18:00 10840.11 止盈 +5.15% 2197 20 43942 21971 +2262.06 24233
81 做多 2020-09-12 19:00 10340.62 2020-09-15 20:00 10900.23 止盈 +5.41% 2423 20 48466 24233 +2620.23 26853
82 做多 2020-09-13 01:00 10375.00 2020-09-15 20:00 10900.23 止盈 +5.06% 2685 20 53706 26853 +2716.14 29569
83 做多 2020-09-14 12:00 10340.42 2020-09-15 20:00 10900.23 止盈 +5.41% 2957 20 59138 29569 +3198.44 32768
84 做多 2020-09-16 15:00 10910.70 2020-09-21 20:00 10569.37 止损 -3.13% 3277 20 65535 32768 -2048.16 30720
85 做多 2020-09-18 04:00 10925.99 2020-09-21 20:00 10569.37 止损 -3.26% 3072 20 61439 30720 -2003.34 28716
86 做多 2020-09-19 08:00 10963.11 2020-09-21 20:00 10569.37 止损 -3.59% 2872 20 57432 28716 -2060.62 26656
87 做多 2020-09-21 09:00 10937.57 2020-09-21 20:00 10569.37 止损 -3.37% 2666 20 53311 26656 -1792.86 24863
88 做多 2020-09-22 20:00 10486.29 2020-10-09 19:00 11049.28 止盈 +5.37% 2486 20 49725 24863 +2667.00 27530
89 做多 2020-09-24 18:00 10364.49 2020-09-28 08:00 10884.23 止盈 +5.01% 2753 20 55059 27530 +2758.26 30288
90 做多 2020-09-26 02:00 10701.63 2020-10-10 10:00 11390.93 止盈 +6.44% 3029 20 60576 30288 +3897.84 34186
91 做多 2020-09-27 00:00 10746.85 2020-10-10 10:00 11390.93 止盈 +5.99% 3419 20 68372 34186 +4093.55 38279
92 做多 2020-09-28 02:00 10712.84 2020-10-10 10:00 11390.93 止盈 +6.33% 3828 20 76559 38279 +4841.08 43120
93 做多 2020-09-29 22:00 10755.06 2020-10-02 19:00 10430.13 止损 -3.02% 4312 20 86241 43120 -2602.89 40518
94 做多 2020-09-30 05:00 10765.79 2020-10-02 13:00 10436.39 止损 -3.06% 4052 20 81035 40518 -2476.94 38041
95 做多 2020-10-01 00:00 10777.89 2020-10-02 13:00 10436.39 止损 -3.17% 3804 20 76081 38041 -2408.24 35632
96 做多 2020-10-01 08:00 10785.98 2020-10-02 13:00 10436.39 止损 -3.24% 3563 20 71265 35632 -2307.49 33325
97 做多 2020-10-03 02:00 10546.49 2020-10-09 23:00 11083.37 止盈 +5.09% 3332 20 66650 33325 +3389.48 36714
98 做多 2020-10-03 22:00 10530.00 2020-10-09 20:00 11063.43 止盈 +5.07% 3671 20 73429 36714 +3716.04 40430
99 做多 2020-10-04 00:00 10575.07 2020-10-10 10:00 11390.93 止盈 +7.71% 4043 20 80861 40430 +6232.12 46663
100 做多 2020-10-04 14:00 10611.02 2020-10-10 10:00 11390.93 止盈 +7.35% 4666 20 93325 46663 +6852.53 53515
101 做多 2020-10-07 20:00 10618.09 2020-10-10 10:00 11390.93 止盈 +7.28% 5352 20 107030 53515 +7782.42 61297
102 做多 2020-10-08 22:00 10909.99 2020-10-12 21:00 11492.00 止盈 +5.33% 6130 20 122595 61297 +6533.47 67831
103 做多 2020-10-09 18:00 10980.92 2020-10-12 23:00 11551.71 止盈 +5.20% 6783 20 135662 67831 +7044.67 74876
104 做多 2020-10-11 13:00 11339.01 2020-10-20 21:00 11929.74 止盈 +5.21% 7488 20 149751 74876 +7793.81 82669
105 做多 2020-10-11 17:00 11356.49 2020-10-20 21:00 11929.74 止盈 +5.05% 8267 20 165339 82669 +8337.58 91007
106 做多 2020-10-12 10:00 11398.81 2020-10-21 09:00 11981.88 止盈 +5.12% 9101 20 182014 91007 +9301.04 100308
107 做多 2020-10-12 23:00 11551.71 2020-10-21 11:00 12172.67 止盈 +5.38% 10031 20 200616 100308 +10773.29 111081
108 做多 2020-10-14 08:00 11475.30 2020-10-21 10:00 12115.48 止盈 +5.58% 11108 20 222163 111081 +12381.54 123463
109 做多 2020-10-14 16:00 11435.17 2020-10-21 10:00 12115.48 止盈 +5.95% 12346 20 246926 123463 +14675.61 138138
110 做多 2020-10-15 08:00 11390.87 2020-10-21 00:00 11961.05 止盈 +5.01% 13814 20 276277 138138 +13815.46 151954
111 做多 2020-10-16 00:00 11378.89 2020-10-21 00:00 11961.05 止盈 +5.12% 15195 20 303908 151954 +15532.80 167487
112 做多 2020-10-17 12:00 11345.98 2020-10-20 21:00 11929.74 止盈 +5.15% 16749 20 334973 167487 +17217.43 184704
113 做多 2020-10-18 02:00 11345.00 2020-10-20 21:00 11929.74 止盈 +5.15% 18470 20 369408 184704 +19020.87 203725
114 做多 2020-10-18 05:00 11341.28 2020-10-20 21:00 11929.74 止盈 +5.19% 20373 20 407450 203725 +21120.04 224845
115 做多 2020-10-19 16:00 11462.54 2020-10-21 10:00 12115.48 止盈 +5.70% 22485 20 449690 224845 +25590.06 250435
116 做多 2020-10-22 18:00 12959.11 2020-10-28 00:00 13638.99 止盈 +5.25% 25044 20 500870 250435 +26251.12 276686
117 做多 2020-10-24 07:00 12925.82 2020-10-27 23:00 13605.24 止盈 +5.26% 27669 20 553373 276686 +29057.84 305744
118 做多 2020-10-26 07:00 13023.81 2020-10-28 05:00 13686.38 止盈 +5.09% 30574 20 611488 305744 +31077.59 336822
119 做多 2020-10-27 09:00 13089.16 2020-10-28 10:00 13835.97 止盈 +5.71% 33682 20 673643 336822 +38396.70 375218
120 做多 2020-10-29 12:00 13226.03 2020-10-31 17:00 13890.98 止盈 +5.03% 37522 20 750437 375218 +37691.12 412909
121 做多 2020-10-29 23:00 13429.04 2020-11-05 06:00 14132.49 止盈 +5.24% 41291 20 825819 412909 +43215.41 456125
122 做多 2020-10-31 00:00 13512.75 2020-11-05 10:00 14228.71 止盈 +5.30% 45612 20 912250 456125 +48286.34 504411
123 做多 2020-11-01 23:00 13790.77 2020-11-02 20:00 13295.39 止损 -3.59% 50441 20 1008822 504411 -36201.80 468209
124 做多 2020-11-03 06:00 13571.41 2020-11-05 11:00 14302.06 止盈 +5.38% 46821 20 936419 468209 +50363.98 518573
125 做多 2020-11-03 19:00 13523.49 2020-11-05 10:00 14228.71 止盈 +5.21% 51857 20 1037147 518573 +54030.82 572604
126 做多 2020-11-04 22:00 13827.00 2020-11-05 18:00 14648.80 止盈 +5.94% 57260 20 1145208 572604 +67996.76 640601
127 做多 2020-11-07 08:00 15620.73 2020-11-08 02:00 14940.00 止损 -4.36% 64060 20 1281202 640601 -55777.19 584824
128 做多 2020-11-08 18:00 15162.72 2020-11-12 17:00 16061.21 止盈 +5.93% 58482 20 1169648 584824 +69239.94 654064
129 做多 2020-11-09 19:00 15807.88 2020-11-09 21:00 15282.60 止损 -3.32% 65406 20 1308127 654064 -43424.30 610639
130 做多 2020-11-10 11:00 15333.01 2020-11-12 23:00 16123.99 止盈 +5.16% 61064 20 1221279 610639 +62938.80 673578
131 做多 2020-11-11 06:00 15367.43 2020-11-13 04:00 16139.09 止盈 +5.02% 67358 20 1347156 673578 +67578.46 741157
132 做多 2020-11-12 15:00 15863.10 2020-11-17 01:00 16688.82 止盈 +5.21% 74116 20 1482313 741157 +77081.52 818238
133 做多 2020-11-14 06:00 16312.00 2020-11-14 17:00 15791.99 止损 -3.19% 81824 20 1636476 818238 -52117.04 766121
134 做多 2020-11-15 07:00 16064.51 2020-11-17 19:00 17001.99 止盈 +5.84% 76612 20 1532242 766121 +89327.97 855449
135 做多 2020-11-16 00:00 15997.78 2020-11-17 04:00 16820.35 止盈 +5.14% 85545 20 1710898 855449 +87882.59 943332
136 做多 2020-11-16 12:00 16027.64 2020-11-17 19:00 17001.99 止盈 +6.08% 94333 20 1886663 943332 +114579.08 1057911
137 做多 2020-11-19 13:00 17910.00 2020-11-21 08:00 18875.09 止盈 +5.39% 105791 20 2115822 1057911 +113898.18 1171809
138 做多 2020-11-19 22:00 18135.29 2020-11-24 19:00 19089.69 止盈 +5.26% 117181 20 2343618 1171809 +123213.48 1295022
139 做多 2020-11-21 23:00 18812.73 2020-11-22 18:00 18200.91 止损 -3.25% 129502 20 2590045 1295022 -84148.16 1210874
140 做多 2020-11-23 02:00 18529.56 2020-11-26 11:00 17930.00 止损 -3.24% 121087 20 2421749 1210874 -78282.03 1132592
141 做多 2020-11-23 14:00 18558.00 2020-11-26 11:00 17930.00 止损 -3.38% 113259 20 2265185 1132592 -76576.86 1056015
142 做多 2020-11-24 16:00 18643.82 2020-11-26 11:00 17930.00 止损 -3.83% 105602 20 2112031 1056015 -80782.92 975233
143 做多 2020-11-25 18:00 19309.82 2020-11-26 10:00 18420.06 止损 -4.61% 97523 20 1950465 975233 -89783.87 885449
144 做多 2020-11-27 08:00 17400.00 2020-11-27 16:00 16857.75 止损 -3.12% 88545 20 1770897 885449 -55132.69 830316
145 做多 2020-11-28 07:00 17144.10 2020-11-29 16:00 18143.52 止盈 +5.83% 83032 20 1660632 830316 +96710.18 927026

⚙️ 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