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🎯 月化收益 -1.66%

策略参数

币种
ETH
策略
MA15/60死叉
周期
4小时
初始资金
10000U
杠杆
40x
仓位
18%
止盈
5%
止损
2%
回测天数
约23天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
141
盈利次数
53
亏损次数
88
胜率
37.6%
最大连续盈利
3次
最大连续亏损
11次
总收益
-99.95%
最终资金
5U
最大回撤
99.99%
月化收益
-1.66%
盈利因子
0.65

📜 交易记录 (141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 2020-01-24T08:00 158.99 2020-01-27T04:00 167.86 1800U 40x 72000U 10000U +3940.8U 13941U
2 做多 2020-02-22T00:00 264.07 2020-02-22T12:00 258.33 2509U 40x 100374U 13941U -2280.0U 11661U
3 做多 2020-02-26T04:00 246.67 2020-02-26T08:00 239.01 2099U 40x 83958U 11661U -2688.6U 8972U
4 做多 2020-03-09T16:00 201.04 2020-03-09T20:00 194.50 1615U 40x 64601U 8972U -2164.0U 6808U
5 做多 2020-03-29T08:00 129.96 2020-03-30T00:00 125.02 1225U 40x 49020U 6808U -1910.5U 4898U
6 做多 2020-04-02T00:00 129.94 2020-04-02T12:00 137.37 882U 40x 35264U 4898U +1979.1U 6877U
7 做多 2020-04-13T20:00 154.01 2020-04-16T12:00 164.55 1238U 40x 49514U 6877U +3335.7U 10213U
8 做多 2020-05-06T04:00 205.29 2020-05-07T04:00 198.97 1838U 40x 73531U 10213U -2335.0U 7878U
9 做多 2020-05-10T16:00 189.76 2020-05-11T00:00 185.22 1418U 40x 56719U 7878U -1412.4U 6465U
10 做多 2020-05-23T12:00 208.24 2020-05-25T04:00 199.90 1164U 40x 46550U 6465U -1909.0U 4556U
11 做多 2020-05-25T16:00 202.39 2020-05-26T20:00 197.63 820U 40x 32805U 4556U -803.6U 3753U
12 做多 2020-06-12T08:00 233.56 2020-06-15T08:00 225.71 675U 40x 27019U 3753U -934.2U 2818U
13 做多 2020-06-26T20:00 230.04 2020-06-28T00:00 217.84 507U 40x 20293U 2818U -1095.4U 1723U
14 做多 2020-07-16T00:00 237.49 2020-07-16T12:00 232.63 310U 40x 12406U 1723U -266.0U 1457U
15 做多 2020-08-12T16:00 381.72 2020-08-14T04:00 424.54 262U 40x 10490U 1457U +1165.1U 2622U
16 做多 2020-08-21T00:00 414.23 2020-08-21T16:00 405.33 472U 40x 18879U 2622U -424.1U 2198U
17 做多 2020-09-05T00:00 391.24 2020-09-05T12:00 380.61 396U 40x 15826U 2198U -445.4U 1753U
18 做多 2020-09-21T20:00 340.22 2020-09-24T00:00 327.69 315U 40x 12619U 1753U -476.9U 1276U
19 做多 2020-10-03T20:00 347.28 2020-10-07T08:00 336.85 230U 40x 9185U 1276U -284.8U 991U
20 做多 2020-10-18T08:00 368.40 2020-10-21T20:00 391.90 178U 40x 7135U 991U +447.5U 1438U
21 做多 2020-10-29T04:00 388.23 2020-10-30T12:00 378.72 259U 40x 10357U 1438U -263.8U 1175U
22 做多 2020-11-28T00:00 506.70 2020-11-28T20:00 533.51 211U 40x 8458U 1175U +438.6U 1613U
23 做多 2020-12-09T00:00 571.08 2020-12-09T04:00 554.94 290U 40x 11616U 1613U -339.6U 1274U
24 做多 2020-12-23T12:00 615.92 2020-12-23T16:00 602.10 229U 40x 9171U 1274U -214.7U 1059U
25 做多 2021-01-13T04:00 1050.16 2021-01-14T04:00 1129.89 191U 40x 7625U 1059U +570.7U 1630U
26 做多 2021-01-23T16:00 1219.07 2021-01-24T08:00 1293.33 293U 40x 11733U 1630U +702.3U 2332U
27 做多 2021-01-28T16:00 1302.55 2021-01-29T16:00 1416.96 420U 40x 16790U 2332U +1456.5U 3788U
28 做多 2021-02-23T12:00 1586.64 2021-02-23T16:00 1453.07 682U 40x 27277U 3788U -2321.3U 1467U
29 做多 2021-03-17T12:00 1785.61 2021-03-23T00:00 1737.86 264U 40x 10564U 1467U -292.8U 1174U
30 做多 2021-04-19T20:00 2095.32 2021-04-21T00:00 2324.70 211U 40x 8456U 1174U +916.3U 2091U
31 做多 2021-04-25T04:00 2213.35 2021-04-25T20:00 2341.59 376U 40x 15053U 2091U +856.2U 2947U
32 做多 2021-05-17T04:00 3582.10 2021-05-17T08:00 3240.13 530U 40x 21218U 2947U -2044.8U 902U
33 做多 2021-05-30T04:00 2278.74 2021-05-30T12:00 2452.33 162U 40x 6495U 902U +487.8U 1390U
34 做多 2021-06-09T04:00 2507.23 2021-06-09T08:00 2454.86 250U 40x 10008U 1390U -218.8U 1171U
35 做多 2021-06-18T00:00 2340.18 2021-06-18T20:00 2215.00 211U 40x 8432U 1171U -459.0U 712U
36 做多 2021-07-10T00:00 2133.67 2021-07-12T20:00 2087.50 128U 40x 5127U 712U -116.0U 596U
37 做多 2021-08-18T16:00 2999.84 2021-08-20T04:00 3184.12 107U 40x 4292U 596U +259.1U 855U
38 做多 2021-08-27T00:00 3108.72 2021-08-28T04:00 3273.45 154U 40x 6158U 855U +319.8U 1175U
39 做多 2021-08-30T08:00 3161.64 2021-08-31T00:00 3341.16 212U 40x 8461U 1175U +471.5U 1647U
40 做多 2021-09-09T00:00 3523.14 2021-09-10T04:00 3424.93 296U 40x 11855U 1647U -342.0U 1305U
41 做多 2021-09-20T12:00 3127.15 2021-09-20T16:00 3042.45 235U 40x 9393U 1305U -263.5U 1041U
42 做多 2021-10-13T12:00 3427.76 2021-10-14T04:00 3607.42 187U 40x 7495U 1041U +385.0U 1426U
43 做多 2021-11-14T20:00 4583.91 2021-11-16T08:00 4309.58 257U 40x 10267U 1426U -624.1U 802U
44 做多 2021-11-28T00:00 4115.25 2021-11-28T08:00 4026.03 144U 40x 5773U 802U -130.8U 671U
45 做多 2021-12-04T20:00 4036.54 2021-12-07T04:00 4347.59 121U 40x 4832U 671U +367.1U 1038U
46 做多 2021-12-29T04:00 3792.75 2021-12-30T04:00 3630.19 187U 40x 7475U 1038U -327.5U 711U
47 做多 2022-01-19T04:00 3159.85 2022-01-19T12:00 3062.00 128U 40x 5117U 711U -163.4U 547U
48 做多 2022-02-13T08:00 2918.72 2022-02-14T00:00 2856.97 99U 40x 3940U 547U -87.2U 460U
49 做多 2022-02-18T20:00 2800.47 2022-02-19T16:00 2722.69 83U 40x 3312U 460U -95.2U 365U
50 做多 2022-03-05T20:00 2642.81 2022-03-07T04:00 2551.29 66U 40x 2627U 365U -93.5U 271U
51 做多 2022-04-07T04:00 3168.51 2022-04-11T16:00 3051.57 49U 40x 1953U 271U -74.0U 197U
52 做多 2022-04-23T04:00 2962.39 2022-04-25T08:00 2875.59 36U 40x 1421U 197U -43.0U 154U
53 做多 2022-05-05T20:00 2742.85 2022-05-06T16:00 2676.04 28U 40x 1111U 154U -28.1U 126U
54 做多 2022-06-03T08:00 1827.52 2022-06-03T16:00 1762.35 23U 40x 908U 126U -33.3U 93U
55 做多 2022-06-30T08:00 1093.93 2022-06-30T12:00 1057.42 17U 40x 669U 93U -23.0U 70U
56 做多 2022-07-12T16:00 1065.83 2022-07-13T00:00 1041.40 13U 40x 504U 70U -12.0U 58U
57 做多 2022-07-27T00:00 1366.02 2022-07-27T04:00 1449.12 10U 40x 417U 58U +24.9U 83U
58 做多 2022-08-05T20:00 1670.05 2022-08-08T16:00 1789.37 15U 40x 596U 83U +42.0U 125U
59 做多 2022-08-18T16:00 1859.49 2022-08-19T08:00 1818.02 22U 40x 898U 125U -20.9U 104U
60 做多 2022-09-15T00:00 1599.81 2022-09-15T20:00 1492.94 19U 40x 748U 104U -50.7U 53U
61 做多 2022-09-30T08:00 1327.49 2022-10-02T16:00 1297.87 10U 40x 383U 53U -8.9U 44U
62 做多 2022-10-02T20:00 1293.32 2022-10-05T04:00 1361.49 8U 40x 319U 44U +16.5U 61U
63 做多 2022-10-09T16:00 1323.09 2022-10-11T04:00 1290.03 11U 40x 437U 61U -11.4U 49U
64 做多 2022-10-21T04:00 1282.57 2022-10-24T04:00 1364.20 9U 40x 356U 49U +22.3U 72U
65 做多 2022-11-04T08:00 1548.92 2022-11-05T00:00 1648.29 13U 40x 516U 72U +32.6U 104U
66 做多 2022-11-08T12:00 1492.00 2022-11-09T00:00 1315.39 19U 40x 750U 104U -89.5U 15U
67 做多 2022-12-08T04:00 1231.18 2022-12-13T20:00 1323.78 3U 40x 106U 15U +7.9U 23U
68 做多 2022-12-17T04:00 1166.83 2022-12-27T04:00 1228.11 4U 40x 163U 23U +8.4U 31U
69 做多 2022-12-29T04:00 1190.15 2023-01-04T08:00 1250.74 6U 40x 223U 31U +11.1U 42U
70 做多 2023-01-26T20:00 1589.79 2023-01-31T00:00 1554.24 8U 40x 303U 42U -7.1U 35U
71 做多 2023-02-10T08:00 1543.22 2023-02-13T16:00 1486.07 6U 40x 252U 35U -9.6U 25U
72 做多 2023-02-24T00:00 1653.13 2023-02-24T20:00 1602.94 5U 40x 183U 25U -5.7U 20U
73 做多 2023-03-03T20:00 1566.50 2023-03-09T04:00 1532.38 4U 40x 142U 20U -3.2U 16U
74 做多 2023-03-26T16:00 1777.76 2023-03-27T20:00 1711.74 3U 40x 119U 16U -4.5U 12U
75 做多 2023-04-21T00:00 1927.70 2023-04-22T00:00 1842.70 2U 40x 86U 12U -3.9U 8U
76 做多 2023-05-02T08:00 1830.66 2023-05-05T20:00 1953.34 1U 40x 58U 8U +3.8U 12U
77 做多 2023-05-09T00:00 1829.00 2023-05-12T00:00 1784.46 2U 40x 86U 12U -2.2U 10U
78 做多 2023-05-19T00:00 1795.20 2023-05-29T04:00 1908.64 2U 40x 70U 10U +4.4U 14U
79 做多 2023-06-06T04:00 1810.50 2023-06-10T12:00 1731.78 3U 40x 101U 14U -4.5U 10U
80 做多 2023-06-30T00:00 1857.48 2023-07-03T12:00 1966.83 2U 40x 69U 10U +4.0U 14U
81 做多 2023-07-07T12:00 1856.40 2023-07-14T00:00 1995.25 2U 40x 98U 14U +7.2U 21U
82 做多 2023-07-19T12:00 1908.61 2023-07-23T04:00 1866.52 4U 40x 150U 21U -3.4U 17U
83 做多 2023-08-01T08:00 1826.49 2023-08-17T16:00 1787.91 3U 40x 125U 17U -2.8U 15U
84 做多 2023-09-02T12:00 1631.70 2023-09-11T16:00 1586.53 3U 40x 105U 15U -3.0U 12U
85 做多 2023-09-22T04:00 1583.94 2023-09-29T12:00 1686.20 2U 40x 83U 12U +5.3U 17U
86 做多 2023-10-05T16:00 1636.66 2023-10-09T16:00 1590.65 3U 40x 121U 17U -3.5U 13U
87 做多 2023-11-17T08:00 1983.97 2023-11-17T20:00 1918.35 2U 40x 96U 13U -3.3U 10U
88 做多 2023-11-29T04:00 2048.14 2023-12-03T00:00 2158.77 2U 40x 72U 10U +3.8U 14U
89 做多 2023-12-12T20:00 2192.99 2023-12-14T16:00 2307.35 3U 40x 100U 14U +5.1U 19U
90 做多 2024-01-01T08:00 2273.81 2024-01-02T16:00 2391.24 3U 40x 137U 19U +6.9U 26U
91 做多 2024-01-04T20:00 2276.87 2024-01-05T20:00 2224.99 5U 40x 187U 26U -4.4U 21U
92 做多 2024-01-19T12:00 2465.51 2024-01-22T16:00 2381.34 4U 40x 155U 21U -5.4U 16U
93 做多 2024-03-15T20:00 3688.90 2024-03-17T00:00 3600.60 3U 40x 116U 16U -2.9U 13U
94 做多 2024-04-02T20:00 3240.13 2024-04-08T04:00 3454.20 2U 40x 95U 13U +6.2U 19U
95 做多 2024-04-13T16:00 3268.20 2024-04-14T00:00 3085.20 3U 40x 139U 19U -7.9U 11U
96 做多 2024-05-01T00:00 2928.96 2024-05-01T12:00 2869.71 2U 40x 82U 11U -1.7U 10U
97 做多 2024-05-08T12:00 2995.01 2024-05-10T20:00 2918.54 2U 40x 70U 10U -1.8U 8U
98 做多 2024-05-31T04:00 3747.91 2024-06-10T12:00 3647.79 1U 40x 56U 8U -1.6U 6U
99 做多 2024-06-23T00:00 3491.44 2024-06-24T04:00 3420.91 1U 40x 45U 6U -1.0U 5U
100 做多 2024-07-04T04:00 3295.48 2024-07-04T12:00 3182.21 1U 40x 38U 5U -1.4U 4U
101 做多 2024-07-25T04:00 3335.81 2024-07-25T08:00 3168.30 1U 40x 29U 4U -1.5U 3U
102 做多 2024-08-17T16:00 2599.23 2024-08-24T00:00 2746.54 0U 40x 18U 3U +1.0U 4U
103 做多 2024-08-28T08:00 2478.45 2024-09-02T04:00 2425.72 1U 40x 25U 4U -0.6U 3U
104 做多 2024-09-17T12:00 2309.18 2024-09-19T12:00 2438.06 1U 40x 21U 3U +1.2U 4U
105 做多 2024-10-01T20:00 2524.81 2024-10-02T04:00 2447.79 1U 40x 30U 4U -0.9U 3U
106 做多 2024-10-24T04:00 2524.61 2024-10-26T04:00 2440.62 1U 40x 23U 3U -0.8U 2U
107 做多 2024-11-02T16:00 2502.13 2024-11-03T08:00 2449.59 0U 40x 17U 2U -0.4U 2U
108 做多 2024-11-17T04:00 3132.87 2024-11-18T16:00 3056.28 0U 40x 14U 2U -0.4U 2U
109 做多 2024-12-11T04:00 3628.25 2024-12-12T04:00 3831.81 0U 40x 12U 2U +0.7U 2U
110 做多 2024-12-19T16:00 3705.62 2024-12-19T20:00 3613.92 0U 40x 17U 2U -0.4U 2U
111 做多 2025-01-01T00:00 3355.38 2025-01-03T20:00 3565.13 0U 40x 13U 2U +0.8U 3U
112 做多 2025-01-09T08:00 3324.74 2025-01-10T00:00 3195.63 0U 40x 19U 3U -0.8U 2U
113 做多 2025-01-23T08:00 3226.92 2025-01-24T16:00 3399.22 0U 40x 14U 2U +0.7U 3U
114 做多 2025-01-27T08:00 3183.60 2025-01-27T12:00 3070.80 0U 40x 19U 3U -0.7U 2U
115 做多 2025-02-02T16:00 3064.86 2025-02-03T00:00 2958.90 0U 40x 14U 2U -0.5U 1U
116 做多 2025-02-25T12:00 2368.11 2025-02-26T04:00 2495.70 0U 40x 10U 1U +0.6U 2U
117 做多 2025-03-28T20:00 1872.13 2025-03-30T00:00 1827.50 0U 40x 14U 2U -0.4U 2U
118 做多 2025-04-19T04:00 1588.60 2025-04-22T20:00 1703.01 0U 40x 12U 2U +0.8U 2U
119 做多 2025-05-06T16:00 1769.92 2025-05-08T08:00 1901.10 0U 40x 18U 2U +1.3U 4U
120 做多 2025-05-19T04:00 2497.78 2025-05-19T08:00 2385.31 1U 40x 27U 4U -1.3U 3U
121 做多 2025-05-26T00:00 2526.60 2025-05-27T20:00 2668.20 0U 40x 18U 3U +1.0U 4U
122 做多 2025-06-01T00:00 2537.40 2025-06-02T16:00 2480.94 1U 40x 26U 4U -0.6U 3U
123 做多 2025-06-06T08:00 2455.71 2025-06-10T00:00 2580.59 1U 40x 21U 3U +1.1U 4U
124 做多 2025-06-14T20:00 2519.42 2025-06-17T00:00 2660.53 1U 40x 29U 4U +1.6U 6U
125 做多 2025-08-02T00:00 3518.40 2025-08-03T00:00 3383.20 1U 40x 40U 6U -1.6U 4U
126 做多 2025-08-19T00:00 4355.09 2025-08-19T08:00 4218.66 1U 40x 29U 4U -0.9U 3U
127 做多 2025-08-30T00:00 4340.78 2025-09-13T00:00 4657.18 1U 40x 22U 3U +1.6U 5U
128 做多 2025-09-20T16:00 4469.96 2025-09-22T08:00 4305.87 1U 40x 34U 5U -1.3U 3U
129 做多 2025-10-10T04:00 4368.09 2025-10-10T20:00 4103.11 1U 40x 25U 3U -1.5U 2U
130 做多 2025-10-22T04:00 3873.05 2025-10-26T20:00 4075.29 0U 40x 14U 2U +0.7U 3U
131 做多 2025-10-31T00:00 3686.93 2025-10-31T16:00 3874.01 0U 40x 19U 3U +0.9U 4U
132 做多 2025-11-14T04:00 3231.54 2025-11-14T16:00 3144.35 1U 40x 25U 4U -0.7U 3U
133 做多 2025-12-02T08:00 2804.55 2025-12-02T20:00 3006.61 1U 40x 20U 3U +1.4U 4U
134 做多 2025-12-14T04:00 3114.64 2025-12-15T20:00 3010.96 1U 40x 31U 4U -1.0U 3U
135 做多 2025-12-25T08:00 2947.15 2026-01-03T00:00 3123.62 1U 40x 23U 3U +1.4U 5U
136 做多 2026-01-10T08:00 3086.51 2026-01-14T04:00 3325.82 1U 40x 33U 5U +2.5U 7U
137 做多 2026-01-20T20:00 3032.99 2026-01-21T04:00 2939.88 1U 40x 51U 7U -1.6U 5U
138 做多 2026-02-16T20:00 1956.65 2026-02-23T08:00 1862.87 1U 40x 39U 5U -1.9U 4U
139 做多 2026-03-02T00:00 1953.90 2026-03-04T16:00 2054.97 1U 40x 25U 4U +1.3U 5U
140 做多 2026-03-08T12:00 1955.23 2026-03-10T16:00 2061.69 1U 40x 35U 5U +1.9U 7U
141 做多 2026-03-21T08:00 2153.60 2026-03-22T04:00 2084.87 1U 40x 48U 7U -1.6U 5U