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🎯 月化收益 0.04%

策略参数

币种
BTC
策略
RSI超卖+突破+布林下轨
周期
4小时
初始资金
10000U
杠杆
30x
仓位
12%
止盈
15%
止损
3%
回测天数
约22天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
135
盈利次数
38
亏损次数
97
胜率
28.1%
最大连续盈利
4次
最大连续亏损
13次
总收益
109.79%
最终资金
20979U
最大回撤
96.55%
月化收益
0.04%
盈利因子
1.01

📜 交易记录 (135笔)

#方向开仓时间开仓价平仓时间平仓价本金杠杆仓位价值前资金盈亏后资金
1 做多 2020-01-22T00:00 8656.76 2020-01-24T04:00 8359.42 1200U 30x 36000U 10000U -1271.3U 8729U
2 做多 2020-01-24T20:00 8340.00 2020-02-06T08:00 9655.99 1047U 30x 31423U 8729U +4922.0U 13651U
3 做多 2020-02-17T08:00 9745.57 2020-02-26T04:00 9397.47 1638U 30x 49143U 13651U -1802.7U 11848U
4 做多 2020-02-26T16:00 9170.13 2020-02-27T08:00 8831.14 1422U 30x 42653U 11848U -1617.8U 10230U
5 做多 2020-03-09T04:00 8400.83 2020-03-09T12:00 8033.31 1228U 30x 36829U 10230U -1646.4U 8584U
6 做多 2020-03-11T04:00 7767.28 2020-03-12T20:00 7392.13 1030U 30x 30902U 8584U -1521.9U 7062U
7 做多 2020-03-13T00:00 6067.01 2020-03-13T12:00 4800.00 847U 30x 25423U 7062U -5329.3U 1733U
8 做多 2020-03-14T20:00 5500.40 2020-03-15T04:00 5311.38 208U 30x 6237U 1733U -220.4U 1512U
9 做多 2020-03-16T20:00 4785.67 2020-03-17T00:00 4565.59 181U 30x 5444U 1512U -255.5U 1257U
10 做多 2020-03-23T08:00 5911.03 2020-04-03T04:00 6805.00 151U 30x 4524U 1257U +679.0U 1936U
11 做多 2020-04-11T04:00 6766.43 2020-04-29T16:00 7815.30 232U 30x 6968U 1936U +1072.1U 3008U
12 做多 2020-05-10T16:00 8622.78 2020-06-02T12:00 10200.77 361U 30x 10828U 3008U +1968.7U 4977U
13 做多 2020-06-12T08:00 9280.93 2020-06-28T08:00 8938.04 597U 30x 17915U 4977U -679.2U 4297U
14 做多 2020-06-28T16:00 8971.80 2020-07-28T08:00 10792.00 516U 30x 15471U 4297U +3120.1U 7417U
15 做多 2020-08-20T12:00 11754.59 2020-08-26T08:00 11294.00 890U 30x 26703U 7417U -1072.0U 6345U
16 做多 2020-09-04T04:00 10670.28 2020-09-04T12:00 10140.85 761U 30x 22844U 6345U -1155.1U 5190U
17 做多 2020-09-06T00:00 10225.66 2020-10-20T04:00 11800.00 623U 30x 18685U 5190U +2855.2U 8045U
18 做多 2020-11-27T08:00 16516.87 2020-12-01T04:00 19291.88 965U 30x 28964U 8045U +4832.4U 12878U
19 做多 2020-12-09T20:00 17924.07 2020-12-17T04:00 20661.37 1545U 30x 46360U 12878U +7026.5U 19904U
20 做多 2021-01-12T04:00 31580.00 2021-01-12T20:00 36413.60 2389U 30x 71656U 19904U +10884.9U 30789U
21 做多 2021-01-22T04:00 31384.09 2021-01-28T04:00 30322.61 3695U 30x 110842U 30789U -3856.0U 26933U
22 做多 2021-01-28T12:00 30366.15 2021-01-30T00:00 37025.32 3232U 30x 96960U 26933U +21144.7U 48078U
23 做多 2021-02-01T08:00 32808.80 2021-02-04T20:00 37843.40 5769U 30x 173081U 48078U +26360.1U 74438U
24 做多 2021-02-24T00:00 46369.29 2021-02-26T20:00 44973.68 8933U 30x 267978U 74438U -8325.4U 66113U
25 做多 2021-03-16T16:00 54272.86 2021-03-25T12:00 52303.65 7934U 30x 238006U 66113U -8865.1U 57248U
26 做多 2021-04-05T00:00 57275.55 2021-04-18T16:00 55014.46 6870U 30x 206092U 57248U -8333.9U 48914U
27 做多 2021-04-19T00:00 53308.92 2021-04-23T12:00 51690.96 5870U 30x 176090U 48914U -5515.2U 43399U
28 做多 2021-04-23T16:00 50298.76 2021-04-23T20:00 47942.44 5208U 30x 156235U 43399U -7468.0U 35931U
29 做多 2021-05-13T12:00 49631.32 2021-05-16T08:00 48108.40 4312U 30x 129350U 35931U -4094.5U 31836U
30 做多 2021-05-20T04:00 37318.52 2021-05-22T08:00 36062.12 3820U 30x 114610U 31836U -3969.3U 27867U
31 做多 2021-05-24T08:00 33051.73 2021-05-25T08:00 39606.10 3344U 30x 100321U 27867U +19774.0U 47641U
32 做多 2021-05-30T08:00 34025.43 2021-06-04T12:00 39246.79 5717U 30x 171507U 47641U +26120.7U 73762U
33 做多 2021-06-09T04:00 31705.24 2021-06-10T12:00 37388.05 8851U 30x 265542U 73762U +47282.3U 121044U
34 做多 2021-06-19T04:00 36355.10 2021-06-19T16:00 35103.44 14525U 30x 435758U 121044U -15423.4U 105621U
35 做多 2021-06-21T00:00 33872.90 2021-06-22T00:00 32520.56 12674U 30x 380234U 105621U -15545.5U 90075U
36 做多 2021-06-22T12:00 31608.93 2021-06-30T08:00 36382.39 10809U 30x 324270U 90075U +48596.8U 138672U
37 做多 2021-07-14T20:00 31920.01 2021-07-20T04:00 30687.96 16641U 30x 499219U 138672U -19748.8U 118923U
38 做多 2021-07-21T00:00 29692.79 2021-07-25T12:00 34258.14 14271U 30x 428123U 118923U +65331.2U 184254U
39 做多 2021-08-04T00:00 38490.01 2021-08-08T12:00 44572.54 22111U 30x 663315U 184254U +104054.7U 288309U
40 做多 2021-09-08T20:00 45080.30 2021-09-21T12:00 43015.62 34597U 30x 1037912U 288309U -48526.8U 239782U
41 做多 2021-10-23T12:00 60688.22 2021-10-28T00:00 58564.00 28774U 30x 863216U 239782U -31047.4U 208735U
42 做多 2021-10-28T12:00 58413.44 2021-11-09T12:00 67525.83 25048U 30x 751445U 208735U +116355.4U 325090U
43 做多 2021-11-13T12:00 64122.23 2021-11-16T16:00 60907.41 39011U 30x 1170324U 325090U -59786.8U 265303U
44 做多 2021-11-17T00:00 60574.49 2021-11-19T04:00 58100.04 31836U 30x 955092U 265303U -39931.3U 225372U
45 做多 2021-11-28T12:00 54721.03 2021-12-04T16:00 52000.00 27045U 30x 811339U 225372U -41115.2U 184257U
46 做多 2021-12-05T12:00 49152.47 2021-12-10T08:00 47613.53 22111U 30x 663324U 184257U -21410.9U 162846U
47 做多 2021-12-18T20:00 46364.08 2022-01-06T08:00 44685.93 19541U 30x 586245U 162846U -21784.2U 141062U
48 做多 2022-01-06T16:00 42835.00 2022-01-08T04:00 41319.11 16927U 30x 507822U 141062U -18461.2U 122600U
49 做多 2022-01-08T12:00 41566.48 2022-01-21T16:00 38465.65 14712U 30x 441362U 122600U -33333.7U 89267U
50 做多 2022-01-22T12:00 36445.31 2022-01-23T04:00 34838.68 10712U 30x 321360U 89267U -14473.8U 74793U
51 做多 2022-01-24T04:00 35287.58 2022-01-25T00:00 33697.11 8975U 30x 269255U 74793U -12392.9U 62400U
52 做多 2022-02-13T12:00 42217.87 2022-02-18T12:00 40515.70 7488U 30x 224640U 62400U -9272.8U 53127U
53 做多 2022-02-18T20:00 40665.81 2022-02-20T20:00 38796.64 6375U 30x 191258U 53127U -8973.5U 44154U
54 做多 2022-02-21T00:00 38343.99 2022-02-22T12:00 37008.16 5298U 30x 158954U 44154U -5691.1U 38463U
55 做多 2022-03-04T20:00 41436.98 2022-03-05T08:00 39782.13 4616U 30x 138466U 38463U -5662.8U 32800U
56 做多 2022-03-12T12:00 38729.57 2022-03-26T00:00 44585.28 3936U 30x 118080U 32800U +17717.1U 50517U
57 做多 2022-04-01T08:00 45581.97 2022-04-07T04:00 44168.35 6062U 30x 181861U 50517U -5816.2U 44701U
58 做多 2022-04-07T16:00 43294.04 2022-04-12T00:00 41067.63 5364U 30x 160923U 44701U -8428.2U 36273U
59 做多 2022-04-12T12:00 39530.45 2022-04-27T08:00 38270.03 4353U 30x 130582U 36273U -4290.0U 31983U
60 做多 2022-05-07T08:00 36001.35 2022-05-08T16:00 34480.24 3838U 30x 115138U 31983U -4975.0U 27008U
61 做多 2022-05-09T12:00 34038.40 2022-05-10T04:00 32341.53 3241U 30x 97228U 27008U -4939.3U 22068U
62 做多 2022-06-04T00:00 29758.19 2022-06-12T00:00 28734.01 2648U 30x 79446U 22068U -2811.0U 19257U
63 做多 2022-06-13T08:00 27424.71 2022-06-13T12:00 26574.53 2311U 30x 69326U 19257U -2216.3U 17041U
64 做多 2022-06-18T20:00 19258.58 2022-06-19T08:00 18067.60 2045U 30x 61348U 17041U -3851.4U 13190U
65 做多 2022-06-29T08:00 20255.01 2022-06-30T20:00 19435.90 1583U 30x 47483U 13190U -1965.8U 11224U
66 做多 2022-07-03T20:00 19139.74 2022-07-08T16:00 22130.56 1347U 30x 40406U 11224U +6267.2U 17491U
67 做多 2022-07-11T12:00 20862.47 2022-07-12T12:00 19963.61 2099U 30x 62968U 17491U -2773.2U 14718U
68 做多 2022-07-26T20:00 21066.86 2022-07-31T04:00 24529.10 1766U 30x 52984U 14718U +8646.0U 23364U
69 做多 2022-08-18T00:00 23746.65 2022-08-19T16:00 22769.05 2804U 30x 84110U 23364U -3543.3U 19821U
70 做多 2022-08-27T12:00 20241.05 2022-08-29T12:00 19555.61 2378U 30x 71354U 19821U -2485.3U 17335U
71 做多 2022-09-07T16:00 18745.85 2022-09-11T08:00 21579.10 2080U 30x 62407U 17335U +9360.4U 26696U
72 做多 2022-09-15T04:00 20178.79 2022-09-19T12:00 19416.18 3203U 30x 96105U 26696U -3724.5U 22971U
73 做多 2022-09-19T20:00 18468.74 2022-11-05T16:00 21444.61 2757U 30x 82696U 22971U +13228.9U 36200U
74 做多 2022-11-08T00:00 20733.46 2022-11-08T20:00 19796.90 4344U 30x 130320U 36200U -6011.2U 30189U
75 做多 2022-11-21T20:00 16039.73 2023-01-13T08:00 18885.35 3623U 30x 108680U 30189U +19153.0U 49342U
76 做多 2023-02-06T12:00 22932.91 2023-02-10T08:00 22032.71 5921U 30x 177631U 49342U -7143.3U 42199U
77 做多 2023-02-10T16:00 21825.59 2023-03-10T08:00 20854.93 5064U 30x 151915U 42199U -6901.3U 35297U
78 做多 2023-04-17T20:00 29838.30 2023-04-20T12:00 28797.10 4236U 30x 127070U 35297U -4556.7U 30741U
79 做多 2023-04-21T08:00 28104.38 2023-05-12T04:00 27179.42 3689U 30x 110666U 30741U -3749.2U 26991U
80 做多 2023-05-13T12:00 26795.01 2023-06-06T08:00 25629.99 3239U 30x 97169U 26991U -4317.7U 22674U
81 做多 2023-06-16T00:00 25014.97 2023-06-21T20:00 28872.28 2721U 30x 81625U 22674U +12492.3U 35166U
82 做多 2023-07-16T16:00 30188.00 2023-07-25T00:00 29269.99 4220U 30x 126597U 35166U -3972.5U 31193U
83 做多 2023-07-26T16:00 29242.81 2023-08-18T04:00 27934.02 3743U 30x 112296U 31193U -5133.2U 26060U
84 做多 2023-09-01T12:00 25940.78 2023-09-12T04:00 25115.97 3127U 30x 93817U 26060U -3073.8U 22986U
85 做多 2023-09-22T12:00 26568.08 2023-10-23T16:00 30736.69 2758U 30x 82751U 22986U +12888.1U 35874U
86 做多 2023-11-14T16:00 36448.07 2023-11-15T08:00 35293.99 4305U 30x 129148U 35874U -4214.4U 31660U
87 做多 2023-11-27T12:00 37447.43 2023-12-06T08:00 43814.36 3799U 30x 113976U 31660U +19245.3U 50905U
88 做多 2023-12-11T20:00 42132.51 2023-12-12T08:00 40779.99 6109U 30x 183260U 50905U -6060.3U 44845U
89 做多 2024-01-13T16:00 42609.94 2024-01-19T08:00 41022.32 5381U 30x 161442U 44845U -6170.7U 38674U
90 做多 2024-01-19T16:00 41055.87 2024-01-23T08:00 39820.31 4641U 30x 139228U 38674U -4325.0U 34349U
91 做多 2024-03-20T12:00 61937.40 2024-03-29T04:00 71290.39 4122U 30x 123658U 34349U +18530.9U 52880U
92 做多 2024-04-03T04:00 64890.00 2024-04-17T04:00 61762.20 6346U 30x 190369U 52880U -9357.3U 43523U
93 做多 2024-04-18T04:00 60304.95 2024-05-01T20:00 57499.99 5223U 30x 156683U 43523U -7437.2U 36086U
94 做多 2024-06-10T08:00 69710.26 2024-06-11T20:00 67570.18 4330U 30x 129909U 36086U -4114.1U 31972U
95 做多 2024-06-12T04:00 66244.48 2024-06-21T20:00 64201.63 3837U 30x 115098U 31972U -3661.0U 28311U
96 做多 2024-06-24T16:00 62862.00 2024-06-25T04:00 60843.99 3397U 30x 101919U 28311U -3370.5U 24940U
97 做多 2024-07-04T00:00 60386.01 2024-07-04T20:00 58219.99 2993U 30x 89785U 24940U -3307.1U 21633U
98 做多 2024-07-25T16:00 64093.59 2024-08-03T12:00 61498.33 2596U 30x 77880U 21633U -3228.2U 18405U
99 做多 2024-08-04T20:00 60373.99 2024-08-05T12:00 58161.00 2209U 30x 66258U 18405U -2492.5U 15913U
100 做多 2024-08-06T08:00 53470.09 2024-08-09T12:00 61685.99 1910U 30x 57285U 15913U +8736.0U 24649U
101 做多 2024-08-28T00:00 62417.00 2024-08-28T12:00 59415.00 2958U 30x 88735U 24649U -4352.2U 20296U
102 做多 2024-08-29T04:00 59000.00 2024-09-04T16:00 56653.98 2436U 30x 73067U 20296U -2975.5U 17321U
103 做多 2024-09-07T12:00 53962.97 2024-09-19T16:00 62117.99 2078U 30x 62355U 17321U +9351.4U 26672U
104 做多 2024-10-01T00:00 63819.44 2024-10-02T08:00 61755.99 3201U 30x 96020U 26672U -3197.5U 23475U
105 做多 2024-10-10T12:00 60636.02 2024-10-29T12:00 69962.21 2817U 30x 84509U 23475U +12900.5U 36375U
106 做多 2024-11-01T16:00 69369.99 2024-11-11T00:00 79844.01 4365U 30x 130951U 36375U +19621.2U 55996U
107 做多 2024-11-25T04:00 95901.51 2024-11-26T12:00 93010.01 6720U 30x 201587U 55996U -6273.5U 49723U
108 做多 2024-12-19T12:00 100204.01 2024-12-20T16:00 97106.02 5967U 30x 179002U 49723U -5707.7U 44015U
109 做多 2024-12-24T04:00 93250.37 2025-01-21T00:00 108239.19 5282U 30x 158455U 44015U +25285.7U 69301U
110 做多 2025-01-27T12:00 102620.00 2025-01-27T20:00 99048.02 8316U 30x 249483U 69301U -8924.8U 60376U
111 做多 2025-02-02T12:00 100635.65 2025-02-03T16:00 94038.74 7245U 30x 217354U 60376U -14451.2U 45925U
112 做多 2025-02-06T16:00 97355.67 2025-02-19T08:00 94104.14 5511U 30x 165330U 45925U -5681.6U 40243U
113 做多 2025-02-25T12:00 91552.88 2025-02-26T04:00 87231.26 4829U 30x 144876U 40243U -6976.7U 33267U
114 做多 2025-02-28T20:00 79204.59 2025-03-03T08:00 93522.00 3992U 30x 119760U 33267U +21507.0U 54774U
115 做多 2025-03-10T04:00 83080.41 2025-03-11T04:00 80043.85 6573U 30x 197185U 54774U -7397.0U 47377U
116 做多 2025-03-11T08:00 79060.84 2025-04-07T20:00 75126.01 5685U 30x 170556U 47377U -8650.6U 38726U
117 做多 2025-05-05T12:00 94277.62 2025-05-22T04:00 108973.35 4647U 30x 139414U 38726U +21570.3U 60296U
118 做多 2025-05-30T12:00 105589.75 2025-06-06T08:00 101914.77 7236U 30x 217067U 60296U -7764.4U 52532U
119 做多 2025-06-06T12:00 101508.68 2025-07-11T16:00 116881.70 6304U 30x 189115U 52532U +28422.9U 80955U
120 做多 2025-07-25T16:00 115419.66 2025-08-25T20:00 111511.55 9715U 30x 291437U 80955U -10149.6U 70805U
121 做多 2025-08-26T16:00 109879.56 2025-10-17T20:00 105633.75 8497U 30x 254899U 70805U -10094.5U 60711U
122 做多 2025-10-30T04:00 111509.74 2025-10-31T04:00 107711.56 7285U 30x 218559U 60711U -7655.5U 53055U
123 做多 2025-11-04T04:00 105745.71 2025-11-05T08:00 100542.64 6367U 30x 190999U 53055U -9579.4U 43476U
124 做多 2025-11-05T20:00 101993.02 2025-11-14T08:00 98682.14 5217U 30x 156513U 43476U -5232.1U 38244U
125 做多 2025-11-15T08:00 95778.29 2025-11-18T08:00 91678.93 4589U 30x 137677U 38244U -6024.4U 32219U
126 做多 2025-11-20T08:00 88884.56 2025-11-21T16:00 85821.34 3866U 30x 115989U 32219U -4109.3U 28110U
127 做多 2025-11-23T00:00 84098.94 2026-01-15T04:00 96764.57 3373U 30x 101196U 28110U +15124.0U 43234U
128 做多 2026-01-19T20:00 92841.62 2026-01-21T08:00 89725.76 5188U 30x 155642U 43234U -5373.9U 37860U
129 做多 2026-01-26T08:00 86495.16 2026-01-30T16:00 82676.43 4543U 30x 136296U 37860U -6147.7U 31712U
130 做多 2026-01-31T20:00 83546.81 2026-02-01T08:00 77750.01 3805U 30x 114164U 31712U -8027.4U 23685U
131 做多 2026-02-01T20:00 78343.00 2026-02-04T08:00 74935.00 2842U 30x 85266U 23685U -3790.7U 19894U
132 做多 2026-02-05T12:00 73165.83 2026-02-05T20:00 70756.85 2387U 30x 71619U 19894U -2427.3U 17467U
133 做多 2026-02-24T16:00 63595.51 2026-03-05T04:00 73396.88 2096U 30x 62881U 17467U +9618.6U 27086U
134 做多 2026-03-07T12:00 68114.02 2026-03-09T12:00 65971.20 3250U 30x 97508U 27086U -3162.0U 23924U
135 做多 2026-03-19T20:00 70191.17 2026-03-23T12:00 67859.00 2871U 30x 86125U 23924U -2944.8U 20979U