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🎯 月化收益 -0.15%

策略参数

币种
BTC
策略
MA8/40死叉
周期
4小时
初始资金
10000U
杠杆
25x
仓位
12%
止盈
12%
止损
2%
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
136
盈利次数
26
亏损次数
110
胜率
19.1%
最大连续盈利
2次
最大连续亏损
17次
总收益
-93.14%
最终资金
686U
最大回撤
98.26%
月化收益
-0.15%
盈利因子
0.84

📜 交易记录 (136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 2020-01-21T00:00 8615.25 2020-01-24T00:00 8423.00 1200U 25x 30000U 10000U -698.8U 9301U
2 做多 2020-02-04T16:00 9282.95 2020-02-27T04:00 8995.29 1116U 25x 27904U 9301U -891.7U 8409U
3 做多 2020-03-09T04:00 8400.83 2020-03-09T12:00 8033.31 1009U 25x 25228U 8409U -1127.8U 7282U
4 做多 2020-03-29T04:00 6215.00 2020-03-30T08:00 5905.29 874U 25x 21845U 7282U -1109.4U 6172U
5 做多 2020-04-02T04:00 6230.09 2020-04-04T00:00 7004.42 741U 25x 18517U 6172U +2280.6U 8453U
6 做多 2020-04-11T08:00 6900.31 2020-04-13T16:00 6675.52 1014U 25x 25359U 8453U -850.6U 7602U
7 做多 2020-04-21T16:00 6857.92 2020-04-27T12:00 7693.10 912U 25x 22807U 7602U +2751.9U 10354U
8 做多 2020-05-11T04:00 8650.96 2020-05-15T04:00 9748.98 1243U 25x 31063U 10354U +3907.6U 14262U
9 做多 2020-05-21T20:00 9457.83 2020-05-22T04:00 9084.38 1711U 25x 42786U 14262U -1730.5U 12531U
10 做多 2020-06-04T08:00 9577.18 2020-06-12T08:00 9280.93 1504U 25x 37594U 12531U -1199.3U 11332U
11 做多 2020-06-12T12:00 9280.40 2020-06-28T08:00 8938.04 1360U 25x 33996U 11332U -1286.9U 10045U
12 做多 2020-07-01T20:00 9135.37 2020-07-27T16:00 10248.84 1205U 25x 30135U 10045U +3639.3U 13684U
13 做多 2020-08-04T00:00 11231.14 2020-09-04T04:00 10670.28 1642U 25x 41053U 13684U -2089.1U 11595U
14 做多 2020-09-22T00:00 10636.47 2020-09-22T04:00 10418.76 1391U 25x 34786U 11595U -746.1U 10849U
15 做多 2020-10-02T16:00 10649.06 2020-10-21T16:00 12182.31 1302U 25x 32548U 10849U +4649.0U 15498U
16 做多 2020-11-03T20:00 13444.30 2020-11-06T04:00 15080.26 1860U 25x 46494U 15498U +5605.5U 21104U
17 做多 2020-11-27T00:00 17100.00 2020-11-27T08:00 16516.87 2532U 25x 63311U 21104U -2220.1U 18884U
18 做多 2020-12-06T04:00 19110.78 2020-12-09T12:00 18324.11 2266U 25x 56651U 18884U -2386.3U 16497U
19 做多 2020-12-25T04:00 23232.12 2020-12-27T12:00 26493.39 1980U 25x 49492U 16497U +6891.1U 23388U
20 做多 2021-01-12T04:00 31580.00 2021-01-12T12:00 35404.47 2807U 25x 70165U 23388U +8418.6U 31807U
21 做多 2021-01-18T08:00 35633.91 2021-01-21T00:00 34426.17 3817U 25x 95421U 31807U -3326.3U 28481U
22 做多 2021-02-24T00:00 46369.29 2021-02-26T20:00 44973.68 3418U 25x 85442U 28481U -2654.5U 25826U
23 做多 2021-03-16T16:00 54272.86 2021-03-25T12:00 52303.65 3099U 25x 77479U 25826U -2885.9U 22940U
24 做多 2021-04-05T00:00 57275.55 2021-04-08T12:00 55953.45 2753U 25x 68821U 22940U -1655.8U 21285U
25 做多 2021-04-18T00:00 60886.91 2021-04-18T16:00 55014.46 2554U 25x 63854U 21285U -6216.3U 15068U
26 做多 2021-05-05T08:00 54541.13 2021-05-05T12:00 53200.01 1808U 25x 45205U 15068U -1155.6U 13913U
27 做多 2021-05-07T20:00 55766.34 2021-05-13T08:00 54432.39 1670U 25x 41738U 13913U -1039.1U 12873U
28 做多 2021-05-29T08:00 35789.30 2021-05-30T04:00 34416.27 1545U 25x 38620U 12873U -1518.8U 11355U
29 做多 2021-06-06T00:00 35869.42 2021-06-08T12:00 33552.79 1363U 25x 34064U 11355U -2231.9U 9123U
30 做多 2021-06-13T20:00 35280.02 2021-06-14T20:00 39555.24 1095U 25x 27368U 9123U +3285.8U 12409U
31 做多 2021-06-19T04:00 36355.10 2021-06-19T08:00 35327.24 1489U 25x 37226U 12409U -1088.7U 11320U
32 做多 2021-06-26T12:00 31584.45 2021-06-26T20:00 30720.37 1358U 25x 33960U 11320U -962.1U 10358U
33 做多 2021-07-02T16:00 32907.22 2021-07-14T16:00 31830.01 1243U 25x 31074U 10358U -1047.2U 9311U
34 做多 2021-08-03T08:00 39177.85 2021-08-04T04:00 38169.44 1117U 25x 27932U 9311U -746.2U 8564U
35 做多 2021-08-18T08:00 45465.01 2021-08-19T16:00 44046.97 1028U 25x 25693U 8564U -826.3U 7738U
36 做多 2021-08-26T08:00 48652.14 2021-08-26T20:00 46891.75 929U 25x 23215U 7738U -862.4U 6876U
37 做多 2021-08-31T16:00 47150.68 2021-09-08T20:00 45080.30 825U 25x 20628U 6876U -925.5U 5950U
38 做多 2021-09-20T20:00 44824.89 2021-09-21T00:00 43739.75 714U 25x 17851U 5950U -449.6U 5501U
39 做多 2021-09-29T00:00 42101.49 2021-09-29T12:00 41026.54 660U 25x 16502U 5501U -437.4U 5063U
40 做多 2021-10-23T08:00 61032.70 2021-10-28T00:00 58564.00 608U 25x 15190U 5063U -629.0U 4434U
41 做多 2021-11-01T08:00 60689.95 2021-11-09T16:00 68490.00 532U 25x 13303U 4434U +1694.7U 6129U
42 做多 2021-11-13T04:00 63155.94 2021-11-16T16:00 60907.41 735U 25x 18387U 6129U -672.4U 5457U
43 做多 2021-11-27T00:00 53719.30 2021-12-04T16:00 52000.00 655U 25x 16370U 5457U -539.8U 4917U
44 做多 2021-12-14T04:00 47252.02 2021-12-18T12:00 46131.20 590U 25x 14751U 4917U -364.3U 4553U
45 做多 2021-12-29T08:00 47689.46 2021-12-30T12:00 46464.66 546U 25x 13658U 4553U -364.1U 4189U
46 做多 2022-01-18T04:00 42477.66 2022-01-19T04:00 41587.27 503U 25x 12566U 4189U -275.7U 3913U
47 做多 2022-02-03T20:00 37024.16 2022-02-05T12:00 41574.25 470U 25x 11739U 3913U +1429.4U 5342U
48 做多 2022-02-12T16:00 42288.46 2022-02-18T08:00 41201.62 641U 25x 16027U 5342U -427.5U 4915U
49 做多 2022-02-18T12:00 40515.70 2022-02-20T20:00 38796.64 590U 25x 14744U 4915U -639.7U 4275U
50 做多 2022-03-05T12:00 39148.66 2022-03-07T00:00 38352.48 513U 25x 12825U 4275U -273.4U 4002U
51 做多 2022-03-12T00:00 39893.68 2022-03-12T04:00 39080.26 480U 25x 12005U 4002U -256.5U 3745U
52 做多 2022-04-01T20:00 45015.69 2022-04-07T08:00 43754.57 449U 25x 11235U 3745U -325.7U 3419U
53 做多 2022-04-23T08:00 39502.92 2022-04-25T20:00 38453.92 410U 25x 10258U 3419U -282.4U 3137U
54 做多 2022-04-30T08:00 38331.54 2022-05-06T04:00 36909.67 376U 25x 9411U 3137U -358.2U 2779U
55 做多 2022-05-06T16:00 36461.82 2022-05-08T12:00 35472.39 333U 25x 8337U 2779U -234.3U 2545U
56 做多 2022-05-19T12:00 28715.32 2022-06-12T16:00 27553.23 305U 25x 7634U 2545U -316.3U 2228U
57 做多 2022-06-29T04:00 20606.40 2022-06-29T20:00 20093.75 267U 25x 6685U 2228U -172.8U 2055U
58 做多 2022-07-12T00:00 20473.06 2022-07-12T12:00 19963.61 247U 25x 6166U 2055U -159.5U 1896U
59 做多 2022-07-24T12:00 22451.07 2022-07-25T16:00 21867.75 228U 25x 5688U 1896U -153.3U 1743U
60 做多 2022-08-02T20:00 22887.80 2022-08-19T20:00 21905.88 209U 25x 5228U 1743U -229.3U 1513U
61 做多 2022-08-27T08:00 20644.47 2022-08-27T16:00 20203.18 182U 25x 4540U 1513U -101.5U 1412U
62 做多 2022-09-03T20:00 19815.63 2022-09-07T08:00 18824.41 169U 25x 4236U 1412U -215.9U 1196U
63 做多 2022-09-15T00:00 20225.35 2022-09-16T04:00 19737.36 144U 25x 3588U 1196U -90.1U 1106U
64 做多 2022-09-29T12:00 19412.82 2022-10-12T08:00 18999.25 133U 25x 3318U 1106U -73.9U 1032U
65 做多 2022-10-16T08:00 19102.17 2022-11-05T16:00 21444.61 124U 25x 3096U 1032U +376.2U 1408U
66 做多 2022-11-08T16:00 20148.66 2022-11-09T00:00 19699.04 169U 25x 4225U 1408U -98.4U 1310U
67 做多 2022-11-17T04:00 16431.70 2022-11-21T16:00 16073.75 157U 25x 3929U 1310U -89.4U 1220U
68 做多 2022-11-29T00:00 16213.29 2023-01-12T16:00 18224.68 146U 25x 3661U 1220U +450.1U 1670U
69 做多 2023-01-21T00:00 20963.51 2023-01-30T04:00 23525.09 200U 25x 5011U 1670U +606.7U 2277U
70 做多 2023-02-01T00:00 22865.43 2023-02-10T08:00 22032.71 273U 25x 6831U 2277U -255.4U 2022U
71 做多 2023-02-23T00:00 24160.87 2023-02-25T04:00 23351.31 243U 25x 6065U 2022U -209.1U 1813U
72 做多 2023-03-03T16:00 22319.69 2023-03-09T12:00 21705.44 218U 25x 5438U 1813U -154.9U 1658U
73 做多 2023-03-26T00:00 27457.20 2023-03-28T04:00 26903.62 199U 25x 4973U 1658U -105.1U 1553U
74 做多 2023-04-04T04:00 28051.48 2023-04-22T08:00 27279.91 186U 25x 4658U 1553U -132.6U 1420U
75 做多 2023-05-02T08:00 27843.36 2023-05-12T04:00 27179.42 170U 25x 4260U 1420U -105.7U 1314U
76 做多 2023-05-18T04:00 26796.93 2023-05-25T08:00 26252.33 158U 25x 3943U 1314U -84.0U 1230U
77 做多 2023-06-01T20:00 26802.67 2023-06-06T04:00 26007.53 148U 25x 3691U 1230U -113.1U 1117U
78 做多 2023-06-29T08:00 30100.00 2023-07-25T00:00 29269.99 134U 25x 3351U 1117U -95.7U 1021U
79 做多 2023-08-01T16:00 28835.00 2023-08-18T04:00 27934.02 123U 25x 3064U 1021U -98.7U 923U
80 做多 2023-08-26T04:00 25932.01 2023-09-12T04:00 25115.97 111U 25x 2768U 923U -89.8U 833U
81 做多 2023-09-22T16:00 26627.77 2023-09-26T00:00 26075.41 100U 25x 2499U 833U -54.3U 779U
82 做多 2023-10-10T16:00 27632.32 2023-10-11T16:00 27016.05 93U 25x 2336U 779U -54.4U 724U
83 做多 2023-11-15T04:00 36147.09 2023-11-15T08:00 35293.99 87U 25x 2173U 724U -53.4U 671U
84 做多 2023-11-17T20:00 36239.76 2023-12-04T16:00 40709.77 81U 25x 2013U 671U +246.0U 917U
85 做多 2023-12-12T00:00 42344.01 2023-12-12T08:00 40779.99 110U 25x 2751U 917U -104.2U 813U
86 做多 2023-12-16T16:00 42333.79 2023-12-18T12:00 41374.65 98U 25x 2438U 813U -57.6U 755U
87 做多 2023-12-26T00:00 43171.11 2023-12-27T08:00 42109.11 91U 25x 2265U 755U -57.9U 697U
88 做多 2024-01-05T04:00 44051.10 2024-01-13T12:00 42782.73 84U 25x 2091U 697U -62.2U 635U
89 做多 2024-02-05T12:00 42582.88 2024-02-11T12:00 47751.09 76U 25x 1905U 635U +229.0U 864U
90 做多 2024-02-22T00:00 50965.53 2024-02-28T08:00 57339.68 104U 25x 2592U 864U +321.2U 1185U
91 做多 2024-03-16T00:00 67757.76 2024-03-17T12:00 65300.63 142U 25x 3555U 1185U -132.3U 1053U
92 做多 2024-03-22T20:00 66178.01 2024-03-23T00:00 64233.90 126U 25x 3158U 1053U -95.8U 957U
93 做多 2024-04-02T12:00 69649.80 2024-04-02T16:00 66703.97 115U 25x 2871U 957U -124.2U 833U
94 做多 2024-04-13T12:00 67116.52 2024-04-14T08:00 64788.01 100U 25x 2498U 833U -89.1U 744U
95 做多 2024-04-26T00:00 63861.23 2024-04-29T16:00 62279.67 89U 25x 2231U 744U -57.4U 686U
96 做多 2024-05-09T12:00 61193.03 2024-05-21T08:00 69999.99 82U 25x 2059U 686U +293.9U 980U
97 做多 2024-05-25T00:00 67349.99 2024-06-15T08:00 65520.02 118U 25x 2940U 980U -82.8U 897U
98 做多 2024-07-04T04:00 60186.25 2024-07-04T20:00 58219.99 108U 25x 2692U 897U -90.6U 807U
99 做多 2024-07-25T04:00 66176.00 2024-07-25T16:00 64093.59 97U 25x 2420U 807U -78.5U 728U
100 做多 2024-07-31T08:00 65931.02 2024-08-01T16:00 63936.01 87U 25x 2185U 728U -68.2U 660U
101 做多 2024-08-15T16:00 58442.98 2024-08-16T08:00 57047.46 79U 25x 1980U 660U -49.2U 611U
102 做多 2024-08-20T00:00 58396.95 2024-09-04T16:00 56653.98 73U 25x 1833U 611U -56.5U 554U
103 做多 2024-09-17T16:00 58060.00 2024-09-27T04:00 65229.03 67U 25x 1663U 554U +203.5U 758U
104 做多 2024-10-01T08:00 63488.00 2024-10-02T08:00 61755.99 91U 25x 2274U 758U -64.2U 694U
105 做多 2024-10-10T12:00 60636.02 2024-10-18T20:00 67969.70 83U 25x 2081U 694U +249.3U 943U
106 做多 2024-10-22T20:00 67402.00 2024-11-07T08:00 75823.55 113U 25x 2829U 943U +350.3U 1293U
107 做多 2024-11-26T16:00 94464.00 2024-11-27T00:00 92356.85 155U 25x 3880U 1293U -90.3U 1203U
108 做多 2024-12-04T00:00 94988.01 2024-12-17T08:00 106583.12 144U 25x 3609U 1203U +436.5U 1639U
109 做多 2024-12-19T20:00 101656.57 2024-12-20T08:00 97199.72 197U 25x 4918U 1639U -220.3U 1419U
110 做多 2024-12-27T20:00 95104.76 2024-12-31T04:00 92130.21 170U 25x 4257U 1419U -137.3U 1282U
111 做多 2025-01-09T00:00 95134.92 2025-01-09T20:00 93221.59 154U 25x 3845U 1282U -81.1U 1201U
112 做多 2025-01-24T00:00 101944.49 2025-01-27T20:00 99048.02 144U 25x 3602U 1201U -105.8U 1095U
113 做多 2025-02-02T04:00 102073.89 2025-02-02T16:00 99206.86 131U 25x 3285U 1095U -95.4U 999U
114 做多 2025-02-12T16:00 95299.27 2025-02-25T12:00 91552.88 120U 25x 2998U 999U -120.7U 879U
115 做多 2025-03-05T04:00 82985.06 2025-03-10T12:00 80734.37 105U 25x 2636U 879U -74.1U 805U
116 做多 2025-03-19T08:00 82317.21 2025-04-07T08:00 79614.35 97U 25x 2414U 805U -81.6U 723U
117 做多 2025-05-05T16:00 94031.47 2025-05-19T04:00 105518.00 87U 25x 2169U 723U +262.5U 986U
118 做多 2025-05-26T12:00 109004.19 2025-05-30T08:00 105731.74 118U 25x 2957U 986U -91.6U 894U
119 做多 2025-06-06T04:00 104531.49 2025-06-06T08:00 101914.77 107U 25x 2682U 894U -69.7U 824U
120 做多 2025-06-13T16:00 104277.22 2025-06-22T12:00 102120.01 99U 25x 2472U 824U -53.6U 771U
121 做多 2025-07-02T04:00 105955.18 2025-07-14T04:00 118672.24 92U 25x 2312U 771U +274.9U 1045U
122 做多 2025-07-19T20:00 118163.06 2025-07-25T16:00 115419.66 125U 25x 3136U 1045U -75.9U 970U
123 做多 2025-07-25T20:00 115320.01 2025-08-03T04:00 112840.71 116U 25x 2909U 970U -65.4U 904U
124 做多 2025-08-16T04:00 117275.22 2025-08-19T16:00 114810.00 109U 25x 2713U 904U -59.7U 845U
125 做多 2025-08-25T16:00 112916.84 2025-08-26T12:00 110111.98 101U 25x 2534U 845U -65.4U 779U
126 做多 2025-09-20T20:00 115968.56 2025-09-22T20:00 112519.99 93U 25x 2337U 779U -71.8U 707U
127 做多 2025-10-09T04:00 122189.72 2025-10-11T04:00 119018.98 85U 25x 2122U 707U -57.1U 650U
128 做多 2025-10-23T16:00 108377.96 2025-11-04T04:00 105745.71 78U 25x 1951U 650U -49.3U 601U
129 做多 2025-11-13T08:00 101297.31 2025-11-14T08:00 98682.14 72U 25x 1803U 601U -48.3U 553U
130 做多 2025-12-02T00:00 86149.15 2026-01-15T04:00 96764.57 66U 25x 1658U 553U +202.4U 755U
131 做多 2026-01-19T16:00 92690.09 2026-01-21T04:00 90684.95 91U 25x 2265U 755U -51.2U 704U
132 做多 2026-01-30T04:00 84934.02 2026-01-30T16:00 82676.43 84U 25x 2112U 704U -58.2U 646U
133 做多 2026-02-18T04:00 67392.05 2026-02-23T16:00 64934.17 77U 25x 1937U 646U -72.5U 573U
134 做多 2026-02-28T20:00 63826.00 2026-03-05T04:00 73396.88 69U 25x 1719U 573U +255.9U 829U
135 做多 2026-03-08T00:00 68010.01 2026-03-09T12:00 65971.20 99U 25x 2487U 829U -77.0U 752U
136 做多 2026-03-19T20:00 70191.17 2026-03-23T00:00 68217.95 90U 25x 2256U 752U -65.6U 686U