📊 比特币BTC 均线5-20 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

📈 回测结果摘要

测试币种
比特币BTC
策略
MA5-20
模式
只做空
周期
1小时
初始资金
10000U
开仓
10%
杠杆
20x
天数
360天
交易
281次
盈利
132次
亏损
149次
胜率
47.0%
总收益
+1199.4%
最终资金
129941U
最大回撤
-88.6%
月化
+100.0%

📊 收益与风险

盈利因子
1.24
止盈次数
132
止损次数
149
盈亏比
0.89

📋 交易记录明细(共281笔)

序号方向入场时间入场价出场时间出场价结果盈亏%盈亏U
1 做空 2021-10-24 61361.07 2021-10-25 63258.59 止损 -3.09% -617.86U
2 做空 2021-10-24 61325.11 2021-10-25 63258.59 止损 -3.15% -591.02U
3 做空 2021-10-24 61223.28 2021-10-25 63258.59 止损 -3.32% -583.92U
4 做空 2021-10-24 60745.15 2021-10-25 62683.86 止损 -3.19% -523.35U
5 做空 2021-10-26 62816.45 2021-10-27 59258.23 止盈 +5.66% +869.63U
6 做空 2021-10-29 60979.07 2021-11-02 63155.43 止损 -3.57% -609.94U
7 做空 2021-10-30 61548.41 2021-11-02 63446.00 止损 -3.08% -489.32U
8 做空 2021-10-31 61363.48 2021-11-02 63285.04 止损 -3.13% -466.38U
9 做空 2021-11-01 60663.11 2021-11-02 63155.43 止损 -4.11% -573.61U
10 做空 2021-11-02 60608.04 2021-11-02 63155.43 止损 -4.20% -538.65U
11 做空 2021-11-03 62820.63 2021-11-08 65097.19 止损 -3.62% -425.42U
12 做空 2021-11-04 62611.46 2021-11-08 65097.19 止损 -3.97% -432.32U
13 做空 2021-11-05 61833.41 2021-11-08 65097.19 止损 -5.28% -529.19U
14 做空 2021-11-06 60566.45 2021-11-08 62489.79 止损 -3.18% -284.80U
15 做空 2021-11-09 66875.00 2021-11-12 63214.89 止盈 +5.47% +459.70U
16 做空 2021-11-11 64313.65 2021-11-16 60943.69 止盈 +5.24% +488.24U
17 做空 2021-11-12 64976.84 2021-11-16 61669.26 止盈 +5.09% +523.97U
18 做空 2021-11-13 63653.06 2021-11-15 65568.39 止损 -3.01% -341.23U
19 做空 2021-11-13 63517.48 2021-11-15 65568.39 止损 -3.23% -344.15U
20 做空 2021-11-14 64426.58 2021-11-16 60943.69 止盈 +5.41% +539.02U
21 做空 2021-11-15 64348.95 2021-11-16 60943.69 止盈 +5.29% +584.63U
22 做空 2021-11-18 59842.44 2021-11-19 56640.00 止盈 +5.35% +653.72U
23 做空 2021-11-20 57633.69 2021-11-21 59451.04 止损 -3.15% -426.39U
24 做空 2021-11-21 59005.10 2021-11-23 56007.95 止盈 +5.08% +643.57U
25 做空 2021-11-21 58845.62 2021-11-23 55855.69 止盈 +5.08% +709.10U
26 做空 2021-11-22 58157.28 2021-11-26 55233.88 止盈 +5.03% +772.74U
27 做空 2021-11-23 56457.77 2021-11-25 58672.72 止损 -3.92% -663.67U
28 做空 2021-11-24 56432.31 2021-11-25 58672.72 止损 -3.97% -618.96U
29 做空 2021-11-26 57963.99 2021-11-26 54896.81 止盈 +5.29% +759.54U
30 做空 2021-11-28 54738.77 2021-11-29 57315.73 止损 -4.71% -747.19U
31 做空 2021-11-30 57497.99 2021-12-04 53884.35 止盈 +6.28% +903.67U
32 做空 2021-11-30 57120.00 2021-12-04 53884.35 止盈 +5.66% +916.78U
33 做空 2021-12-01 57607.12 2021-12-04 53884.35 止盈 +6.46% +1164.25U
34 做空 2021-12-02 57011.99 2021-12-04 53884.35 止盈 +5.49% +1115.95U
35 做空 2021-12-03 56537.13 2021-12-04 53454.10 止盈 +5.45% +1230.86U
36 做空 2021-12-03 56030.73 2021-12-04 53055.01 止盈 +5.31% +1329.36U
37 做空 2021-12-05 47954.99 2021-12-07 50063.93 止损 -4.40% -1217.61U
38 做空 2021-12-06 48741.78 2021-12-07 50729.79 止损 -4.08% -1030.03U
39 做空 2021-12-06 48866.58 2021-12-07 50729.79 止损 -3.81% -884.44U
40 做空 2021-12-08 50442.70 2021-12-10 47749.87 止盈 +5.34% +1143.97U
41 做空 2021-12-09 49507.24 2021-12-14 46699.36 止盈 +5.67% +1345.02U
42 做空 2021-12-11 47818.99 2021-12-12 49381.15 止损 -3.27% -862.51U
43 做空 2021-12-13 48756.34 2021-12-17 45940.29 止盈 +5.78% +1425.39U
44 做空 2021-12-15 46614.11 2021-12-15 48280.22 止损 -3.57% -983.88U
45 做空 2021-12-15 47364.74 2021-12-16 49191.28 止损 -3.86% -985.72U
46 做空 2021-12-16 48584.85 2021-12-17 45940.29 止盈 +5.44% +1284.13U
47 做空 2021-12-19 46558.13 2021-12-21 48548.24 止损 -4.27% -1118.08U
48 做空 2021-12-20 47104.73 2021-12-21 48548.24 止损 -3.06% -733.12U
49 做空 2021-12-22 48558.33 2021-12-24 50030.94 止损 -3.03% -681.09U
50 做空 2021-12-24 50923.47 2021-12-29 48017.79 止盈 +5.71% +1203.83U
51 做空 2021-12-25 50808.55 2021-12-29 48017.79 止盈 +5.49% +1290.95U
52 做空 2021-12-26 50403.64 2021-12-29 47793.64 止盈 +5.18% +1350.59U
53 做空 2021-12-28 50707.72 2021-12-29 48017.79 止盈 +5.30% +1526.75U
54 做空 2021-12-30 47123.01 2022-01-06 44673.22 止盈 +5.20% +1654.81U
55 做空 2021-12-31 47040.00 2022-01-06 44673.22 止盈 +5.03% +1767.91U
56 做空 2022-01-01 46673.43 2022-01-06 43958.56 止盈 +5.82% +2249.32U
57 做空 2022-01-02 47077.70 2022-01-06 44673.22 止盈 +5.11% +2204.59U
58 做空 2022-01-03 47023.47 2022-01-06 43958.56 止盈 +6.52% +3100.45U
59 做空 2022-01-04 46484.00 2022-01-06 43958.56 止盈 +5.43% +2920.92U
60 做空 2022-01-05 46058.09 2022-01-06 43604.00 止盈 +5.33% +3175.60U
61 做空 2022-01-06 45922.29 2022-01-06 43604.00 止盈 +5.05% +3329.06U
62 做空 2022-01-07 42988.26 2022-01-09 40684.09 止盈 +5.36% +3891.13U
63 做空 2022-01-08 41600.72 2022-01-12 42938.55 止损 -3.22% -2584.61U
64 做空 2022-01-09 41530.99 2022-01-12 42938.55 止损 -3.39% -2548.87U
65 做空 2022-01-10 41905.00 2022-01-12 43245.67 止损 -3.20% -2243.15U
66 做空 2022-01-10 41788.54 2022-01-12 43245.67 止损 -3.49% -2288.52U
67 做空 2022-01-11 41691.83 2022-01-12 43245.67 止损 -3.73% -2275.66U
68 做空 2022-01-13 43645.70 2022-01-18 41441.51 止盈 +5.05% +2853.99U
69 做空 2022-01-13 43170.00 2022-01-21 40661.69 止盈 +5.81% +3614.87U
70 做空 2022-01-15 42968.18 2022-01-21 40661.69 止盈 +5.37% +3727.32U
71 做空 2022-01-16 42979.60 2022-01-21 40661.69 止盈 +5.39% +4146.41U
72 做空 2022-01-17 42937.00 2022-01-21 40661.69 止盈 +5.30% +4513.26U
73 做空 2022-01-19 41700.00 2022-01-20 43275.74 止损 -3.78% -3559.07U
74 做空 2022-01-20 41657.89 2022-01-20 42941.36 止损 -3.08% -2682.77U
75 做空 2022-01-21 41137.96 2022-01-21 38447.91 止盈 +6.54% +5343.44U
76 做空 2022-01-23 34862.32 2022-01-23 35944.34 止损 -3.10% -2867.55U
77 做空 2022-01-24 34942.06 2022-01-24 36230.01 止损 -3.69% -3194.33U
78 做空 2022-01-24 35106.28 2022-01-24 33270.45 止盈 +5.23% +4198.11U
79 做空 2022-01-27 36311.23 2022-01-29 37730.18 止损 -3.91% -3464.90U
80 做空 2022-01-28 35574.00 2022-01-28 36683.88 止损 -3.12% -2550.37U
81 做空 2022-01-28 36433.29 2022-01-29 37730.18 止损 -3.56% -2728.42U
82 做空 2022-01-30 37628.76 2022-02-01 38840.98 止损 -3.22% -2293.65U
83 做空 2022-01-30 37921.37 2022-02-02 39092.04 止损 -3.09% -2056.47U
84 做空 2022-02-01 38231.36 2022-02-04 39481.72 止损 -3.27% -2044.27U
85 做空 2022-02-02 38540.29 2022-02-03 36594.00 止盈 +5.05% +2950.30U
86 做空 2022-02-02 37695.24 2022-02-04 39481.72 止损 -4.74% -3048.13U
87 做空 2022-02-06 41517.18 2022-02-07 42784.68 止损 -3.05% -1777.62U
88 做空 2022-02-06 41441.96 2022-02-07 42784.68 止损 -3.24% -1771.46U
89 做空 2022-02-06 41300.00 2022-02-07 42784.68 止损 -3.59% -1838.24U
90 做空 2022-02-07 41486.59 2022-02-07 42784.68 止损 -3.13% -1485.07U
91 做空 2022-02-08 43978.64 2022-02-11 45367.15 止损 -3.16% -1404.82U
92 做空 2022-02-09 43567.22 2022-02-10 44936.02 止损 -3.14% -1309.77U
93 做空 2022-02-10 43760.77 2022-02-11 45367.15 止损 -3.67% -1434.24U
94 做空 2022-02-11 43935.02 2022-02-14 41663.77 止盈 +5.17% +1871.69U
95 做空 2022-02-12 42725.35 2022-02-15 44027.50 止损 -3.05% -1217.43U
96 做空 2022-02-13 42199.87 2022-02-15 43538.01 止损 -3.17% -1189.52U
97 做空 2022-02-14 41965.33 2022-02-15 43443.33 止损 -3.52% -1237.49U
98 做空 2022-02-16 43886.90 2022-02-18 41265.00 止盈 +5.97% +1951.41U
99 做空 2022-02-16 43638.90 2022-02-18 41265.00 止盈 +5.44% +1988.97U
100 做空 2022-02-17 43574.30 2022-02-18 41265.00 止盈 +5.30% +2148.32U
101 做空 2022-02-19 39822.80 2022-02-21 37549.90 止盈 +5.71% +2558.64U
102 做空 2022-02-20 39991.90 2022-02-21 37549.90 止盈 +6.11% +3049.53U
103 做空 2022-02-21 37549.90 2022-02-21 38804.50 止损 -3.34% -1872.19U
104 做空 2022-02-24 37762.70 2022-02-24 34907.80 止盈 +7.56% +3953.45U
105 做空 2022-02-26 39199.80 2022-02-28 40792.80 止损 -4.06% -2446.10U
106 做空 2022-02-27 38228.30 2022-02-27 39463.40 止损 -3.23% -1786.83U
107 做空 2022-02-28 37574.70 2022-02-28 39793.50 止损 -5.91% -3054.98U
108 做空 2022-03-02 44135.90 2022-03-04 41597.10 止盈 +5.75% +2624.82U
109 做空 2022-03-03 43734.50 2022-03-04 41502.40 止盈 +5.10% +2596.57U
110 做空 2022-03-03 43690.30 2022-03-04 41502.40 止盈 +5.01% +2807.53U
111 做空 2022-03-06 38665.60 2022-03-09 41198.50 止损 -6.55% -4040.07U
112 做空 2022-03-08 37560.50 2022-03-08 38755.00 止损 -3.18% -1704.62U
113 做空 2022-03-09 38500.10 2022-03-09 41198.50 止损 -7.01% -3518.09U
114 做空 2022-03-09 38535.30 2022-03-09 41198.50 止损 -6.91% -2983.24U
115 做空 2022-03-10 41937.50 2022-03-10 39526.30 止盈 +5.75% +2139.14U
116 做空 2022-03-11 38251.00 2022-03-11 39878.40 止损 -4.25% -1764.76U
117 做空 2022-03-12 38790.60 2022-03-16 40867.80 止损 -5.35% -2032.38U
118 做空 2022-03-13 39130.00 2022-03-16 40867.80 止损 -4.44% -1505.21U
119 做空 2022-03-13 38978.80 2022-03-16 40867.80 止损 -4.85% -1496.78U
120 做空 2022-03-15 38713.80 2022-03-16 40867.80 止损 -5.56% -1552.05U
121 做空 2022-03-15 38740.10 2022-03-16 40867.80 止损 -5.49% -1361.74U
122 做空 2022-03-16 39561.00 2022-03-16 40805.90 止损 -3.15% -694.59U
123 做空 2022-03-17 40823.10 2022-03-20 42170.10 止损 -3.30% -682.53U
124 做空 2022-03-18 40310.10 2022-03-19 41634.80 止损 -3.29% -634.96U
125 做空 2022-03-19 41679.30 2022-03-22 42992.40 止损 -3.15% -568.76U
126 做空 2022-03-20 41882.00 2022-03-24 43184.00 止损 -3.11% -525.89U
127 做空 2022-03-22 40768.60 2022-03-22 42230.00 止损 -3.58% -568.73U
128 做空 2022-03-23 42805.00 2022-03-25 44106.80 止损 -3.04% -447.96U
129 做空 2022-03-26 44276.60 2022-03-28 46114.20 止损 -4.15% -574.17U
130 做空 2022-03-26 44240.50 2022-03-28 46114.20 止损 -4.24% -537.34U
131 做空 2022-03-27 44423.00 2022-03-28 46114.20 止损 -3.81% -442.14U
132 做空 2022-03-29 47397.30 2022-04-01 44926.10 止盈 +5.21% +559.46U
133 做空 2022-03-30 47506.80 2022-04-01 44926.10 止盈 +5.43% +643.62U
134 做空 2022-03-30 47273.70 2022-04-01 44394.40 止盈 +6.09% +799.96U
135 做空 2022-03-31 46973.00 2022-04-01 44394.40 止盈 +5.49% +808.74U
136 做空 2022-03-31 46680.40 2022-04-06 44157.00 止盈 +5.41% +883.74U
137 做空 2022-04-03 46300.70 2022-04-07 43772.80 止盈 +5.46% +988.98U
138 做空 2022-04-04 45840.20 2022-04-07 43500.00 止盈 +5.11% +1025.62U
139 做空 2022-04-05 45799.10 2022-04-07 43500.00 止盈 +5.02% +1111.38U
140 做空 2022-04-08 43313.50 2022-04-11 41055.10 止盈 +5.21% +1270.13U
141 做空 2022-04-08 43582.20 2022-04-11 41372.00 止盈 +5.07% +1364.06U
142 做空 2022-04-08 43143.90 2022-04-11 40801.80 止盈 +5.43% +1608.10U
143 做空 2022-04-09 42243.90 2022-04-12 39961.70 止盈 +5.40% +1773.93U
144 做空 2022-04-10 42666.10 2022-04-12 40442.00 止盈 +5.21% +1896.42U
145 做空 2022-04-11 42140.40 2022-04-12 39961.70 止盈 +5.17% +2076.78U
146 做空 2022-04-13 39281.10 2022-04-13 40496.40 止损 -3.09% -1371.15U
147 做空 2022-04-13 39681.00 2022-04-13 41134.50 止损 -3.66% -1523.02U
148 做空 2022-04-14 40929.90 2022-04-18 38798.40 止盈 +5.21% +2006.83U
149 做空 2022-04-16 40313.40 2022-04-19 41545.30 止损 -3.06% -1300.11U
150 做空 2022-04-17 40215.80 2022-04-19 41545.30 止损 -3.31% -1320.65U
151 做空 2022-04-18 40175.20 2022-04-19 41419.60 止损 -3.10% -1155.63U
152 做空 2022-04-21 41355.10 2022-04-21 42636.90 止损 -3.10% -1084.84U
153 做空 2022-04-22 41209.90 2022-04-25 38837.40 止盈 +5.76% +1890.23U
154 做空 2022-04-24 39455.00 2022-05-05 36886.40 止盈 +6.51% +2383.36U
155 做空 2022-04-24 39570.20 2022-05-05 36886.40 止盈 +6.78% +2805.97U
156 做空 2022-04-26 39808.10 2022-05-01 37614.50 止盈 +5.51% +2588.68U
157 做空 2022-04-29 39528.20 2022-05-05 36886.40 止盈 +6.68% +3485.36U
158 做空 2022-04-30 38519.80 2022-05-05 39855.20 止损 -3.47% -2049.35U
159 做空 2022-05-03 38366.70 2022-05-05 39615.10 止损 -3.25% -1790.25U
160 做空 2022-05-03 38360.60 2022-05-05 39615.10 止损 -3.27% -1682.31U
161 做空 2022-05-05 39515.40 2022-05-05 36886.40 止盈 +6.65% +3198.88U
162 做空 2022-05-08 35875.00 2022-05-09 34063.70 止盈 +5.05% +2750.27U
163 做空 2022-05-11 30996.50 2022-05-11 29298.70 止盈 +5.48% +3284.65U
164 做空 2022-05-11 30971.30 2022-05-12 29360.50 止盈 +5.20% +3460.20U
165 做空 2022-05-14 30117.70 2022-05-16 31056.00 止损 -3.12% -2288.09U
166 做空 2022-05-16 30280.00 2022-05-19 28700.60 止盈 +5.22% +3592.35U
167 做空 2022-05-18 30129.00 2022-05-28 28382.50 止盈 +5.80% +4408.39U
168 做空 2022-05-18 29815.20 2022-05-30 30719.70 止损 -3.03% -2574.31U
169 做空 2022-05-20 30175.70 2022-05-28 28382.50 止盈 +5.94% +4737.03U
170 做空 2022-05-20 29485.70 2022-05-23 30472.50 止损 -3.35% -2984.55U
171 做空 2022-05-22 29270.20 2022-05-22 30183.10 止损 -3.12% -2595.38U
172 做空 2022-05-24 30088.40 2022-05-28 28382.50 止盈 +5.67% +4424.00U
173 做空 2022-05-25 29555.00 2022-05-30 30453.50 止损 -3.04% -2640.90U
174 做空 2022-05-26 29536.70 2022-05-30 30453.50 止损 -3.10% -2532.58U
175 做空 2022-05-26 28991.00 2022-05-30 30206.70 止损 -4.19% -3209.29U
176 做空 2022-05-27 28951.70 2022-05-30 30206.70 止损 -4.33% -3039.58U
177 做空 2022-05-29 28932.50 2022-05-30 30206.70 止损 -4.40% -2820.67U
178 做空 2022-06-01 31612.90 2022-06-02 29623.60 止盈 +6.29% +3675.65U
179 做空 2022-06-03 29813.60 2022-06-06 30833.80 止损 -3.42% -2250.11U
180 做空 2022-06-04 29590.20 2022-06-06 30833.80 止损 -4.20% -2574.59U
181 做空 2022-06-05 29630.60 2022-06-06 30833.80 止损 -4.06% -2278.67U
182 做空 2022-06-07 30195.00 2022-06-08 31350.00 止损 -3.83% -1972.35U
183 做空 2022-06-08 30547.90 2022-06-11 28970.50 止盈 +5.16% +2459.06U
184 做空 2022-06-09 30105.80 2022-06-11 28454.80 止盈 +5.48% +2881.04U
185 做空 2022-06-11 29063.60 2022-06-12 27409.50 止盈 +5.69% +3317.56U
186 做空 2022-06-13 26982.50 2022-06-13 25331.80 止盈 +6.12% +3971.60U
187 做空 2022-06-15 21468.60 2022-06-15 22122.70 止损 -3.05% -2219.74U
188 做空 2022-06-16 21266.50 2022-06-18 19419.80 止盈 +8.68% +5941.36U
189 做空 2022-06-18 20564.80 2022-06-18 19419.80 止盈 +5.57% +4470.43U
190 做空 2022-06-20 20094.30 2022-06-20 20876.30 止损 -3.89% -3472.25U
191 做空 2022-06-21 20064.30 2022-06-21 20666.40 止损 -3.00% -2469.27U
192 做空 2022-06-22 20960.10 2022-06-23 19871.80 止盈 +5.19% +4016.31U
193 做空 2022-06-22 20075.40 2022-06-23 20738.70 止损 -3.30% -2820.88U
194 做空 2022-06-24 20305.90 2022-06-24 20983.40 止损 -3.34% -2660.52U
195 做空 2022-06-25 21116.80 2022-06-29 19937.80 止盈 +5.58% +4155.31U
196 做空 2022-06-25 21120.00 2022-06-29 19937.80 止盈 +5.60% +4630.68U
197 做空 2022-06-27 21344.20 2022-06-29 20246.60 止盈 +5.14% +4729.92U
198 做空 2022-06-27 20806.00 2022-06-30 19408.60 止盈 +6.72% +6812.34U
199 做空 2022-06-29 20701.80 2022-06-30 19408.60 止盈 +6.25% +7186.36U
200 做空 2022-06-30 20073.70 2022-06-30 18855.40 止盈 +6.07% +7853.40U
201 做空 2022-07-01 19062.50 2022-07-04 19794.20 止损 -3.84% -5569.17U
202 做空 2022-07-03 19254.60 2022-07-05 19887.80 止损 -3.29% -4405.45U
203 做空 2022-07-04 19115.30 2022-07-04 19794.20 止损 -3.55% -4445.21U
204 做空 2022-07-05 19731.90 2022-07-06 20392.80 止损 -3.35% -3894.65U
205 做空 2022-07-06 20219.90 2022-07-07 20908.70 止损 -3.41% -3696.02U
206 做空 2022-07-08 21577.70 2022-07-11 20498.10 止盈 +5.00% +5059.00U
207 做空 2022-07-09 21502.60 2022-07-11 20390.00 止盈 +5.17% +5754.86U
208 做空 2022-07-10 21366.60 2022-07-12 20230.30 止盈 +5.32% +6526.34U
209 做空 2022-07-12 20230.30 2022-07-13 19153.40 止盈 +5.32% +7226.71U
210 做空 2022-07-13 19383.60 2022-07-14 20220.10 止损 -4.32% -6481.79U
211 做空 2022-07-13 19445.10 2022-07-14 20220.10 止损 -3.99% -5470.09U
212 做空 2022-07-14 19772.30 2022-07-14 20379.30 止损 -3.07% -3877.90U
213 做空 2022-07-16 20709.40 2022-07-17 21454.30 止损 -3.60% -4264.86U
214 做空 2022-07-17 21158.00 2022-07-18 21851.90 止损 -3.28% -3609.17U
215 做空 2022-07-19 21488.80 2022-07-19 22423.90 止损 -4.35% -4475.05U
216 做空 2022-07-19 21990.00 2022-07-19 23116.20 止损 -5.12% -4808.83U
217 做空 2022-07-21 23253.70 2022-07-24 22027.00 止盈 +5.28% +4446.45U
218 做空 2022-07-23 23017.30 2022-07-25 21858.00 止盈 +5.04% +4692.76U
219 做空 2022-07-25 22314.80 2022-07-26 20985.70 止盈 +5.96% +6107.93U
220 做空 2022-07-26 21647.40 2022-07-28 22544.90 止损 -4.15% -4757.62U
221 做空 2022-07-29 23513.90 2022-07-30 24372.80 止损 -3.65% -3844.37U
222 做空 2022-07-30 23931.50 2022-08-02 22703.70 止盈 +5.13% +5005.57U
223 做空 2022-07-30 23771.10 2022-07-30 24490.60 止损 -3.03% -3255.81U
224 做空 2022-07-30 23800.70 2022-07-30 24522.80 止损 -3.03% -3066.15U
225 做空 2022-07-31 23690.60 2022-08-05 22439.10 止盈 +5.28% +5015.13U
226 做空 2022-08-01 23582.00 2022-08-11 24428.30 止损 -3.59% -3766.59U
227 做空 2022-08-03 22763.80 2022-08-04 23477.00 止损 -3.13% -3052.52U
228 做空 2022-08-04 22801.50 2022-08-08 23715.90 止损 -4.01% -3662.61U
229 做空 2022-08-06 22819.10 2022-08-08 23715.90 止损 -3.93% -3301.74U
230 做空 2022-08-06 23191.20 2022-08-08 24120.40 止损 -4.01% -3101.82U
231 做空 2022-08-09 23804.40 2022-08-11 24546.80 止损 -3.12% -2221.13U
232 做空 2022-08-12 24141.40 2022-08-14 24867.10 止损 -3.01% -2007.46U
233 做空 2022-08-13 24457.30 2022-08-19 23185.10 止盈 +5.20% +3265.11U
234 做空 2022-08-14 24501.90 2022-08-18 23268.50 止盈 +5.03% +3488.17U
235 做空 2022-08-15 24029.00 2022-08-19 22751.20 止盈 +5.32% +4055.47U
236 做空 2022-08-17 23786.50 2022-08-19 21898.90 止盈 +7.94% +6694.93U
237 做空 2022-08-19 23263.90 2022-08-19 21898.90 止盈 +5.87% +5734.99U
238 做空 2022-08-21 20981.70 2022-08-25 21704.90 止损 -3.45% -3763.95U
239 做空 2022-08-22 21454.90 2022-08-27 20228.70 止盈 +5.72% +5811.28U
240 做空 2022-08-23 20955.10 2022-08-24 21605.60 止损 -3.10% -3516.85U
241 做空 2022-08-24 21189.30 2022-08-27 20117.40 止盈 +5.06% +5375.60U
242 做空 2022-08-25 21543.20 2022-08-27 20228.70 止盈 +6.10% +7139.29U
243 做空 2022-08-26 21558.30 2022-08-27 20228.70 止盈 +6.17% +8095.99U
244 做空 2022-08-28 19911.20 2022-09-07 18813.00 止盈 +5.52% +8132.33U
245 做空 2022-08-30 19820.80 2022-09-07 18813.00 止盈 +5.08% +8323.10U
246 做空 2022-09-01 20029.50 2022-09-07 18947.40 止盈 +5.40% +9742.02U
247 做空 2022-09-03 19926.40 2022-09-07 18813.00 止盈 +5.59% +11163.26U
248 做空 2022-09-04 19794.30 2022-09-07 18781.50 止盈 +5.12% +11363.61U
249 做空 2022-09-05 19712.00 2022-09-07 18603.70 止盈 +5.62% +13763.59U
250 做空 2022-09-06 19729.10 2022-09-07 18603.70 止盈 +5.70% +15532.49U
251 做空 2022-09-06 19772.20 2022-09-07 18781.50 止盈 +5.01% +15198.56U
252 做空 2022-09-06 19810.10 2022-09-07 18813.00 止盈 +5.03% +16795.93U
253 做空 2022-09-08 19215.10 2022-09-09 19936.00 止损 -3.75% -13778.44U
254 做空 2022-09-08 19240.40 2022-09-09 19936.00 止损 -3.62% -12282.13U
255 做空 2022-09-10 21279.00 2022-09-12 22036.50 止损 -3.56% -11220.14U
256 做空 2022-09-11 21502.70 2022-09-12 22180.90 止损 -3.15% -9233.97U
257 做空 2022-09-13 22248.00 2022-09-13 21001.40 止盈 +5.60% +15370.62U
258 做空 2022-09-13 21397.20 2022-09-14 20240.20 止盈 +5.41% +16493.68U
259 做空 2022-09-14 20165.60 2022-09-19 18754.90 止盈 +7.00% +23643.89U
260 做空 2022-09-15 20015.90 2022-09-19 18754.90 止盈 +6.30% +24269.08U
261 做空 2022-09-15 19697.90 2022-09-19 18448.40 止盈 +6.34% +27511.82U
262 做空 2022-09-18 19824.50 2022-09-19 18754.90 止盈 +5.40% +26366.09U
263 做空 2022-09-20 19295.00 2022-09-27 20083.90 止损 -4.09% -22134.24U
264 做空 2022-09-22 18472.60 2022-09-22 19195.00 止损 -3.91% -19441.34U
265 做空 2022-09-23 19075.00 2022-09-27 19758.70 止损 -3.58% -16426.49U
266 做空 2022-09-25 19076.20 2022-09-27 19758.70 止损 -3.58% -15222.41U
267 做空 2022-09-25 18941.40 2022-09-27 19758.70 止损 -4.31% -17046.36U
268 做空 2022-09-25 18978.30 2022-09-27 19758.70 止损 -4.11% -14844.58U
269 做空 2022-09-28 18946.90 2022-09-29 19547.20 止损 -3.17% -10497.97U
270 做空 2022-09-29 19337.00 2022-09-30 19981.40 止损 -3.33% -10342.86U
271 做空 2022-09-30 19465.30 2022-10-04 20089.90 止损 -3.21% -9295.89U
272 做空 2022-10-01 19352.00 2022-10-04 19957.00 止损 -3.13% -8476.25U
273 做空 2022-10-02 19301.20 2022-10-04 19957.00 止损 -3.40% -8636.73U
274 做空 2022-10-02 19253.90 2022-10-04 19832.00 止损 -3.00% -7114.03U
275 做空 2022-10-03 19187.10 2022-10-04 19832.00 止损 -3.36% -7485.95U
276 做空 2022-10-05 20085.70 2022-10-11 19039.60 止盈 +5.21% +10820.80U
277 做空 2022-10-06 20150.00 2022-10-11 19136.90 止盈 +5.03% +11533.02U
278 做空 2022-10-06 20125.00 2022-10-11 19039.60 止盈 +5.39% +13614.20U
279 做空 2022-10-10 19430.00 2022-10-13 18377.90 止盈 +5.41% +15141.44U
280 做空 2022-10-12 19013.40 2022-10-14 19854.20 止损 -4.42% -13703.43U
281 做空 2022-10-13 19080.70 2022-10-14 19854.20 止损 -4.05% -11452.19U

⚙️ 策略参数

  • 计算方式:复利(每次用当前资金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