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🎯 月化收益 0.06%

策略参数

币种
BTC
策略
突破+RSI超卖+布林下轨
周期
4小时
初始资金
10000U
杠杆
5x
仓位
20%
止盈
15%
止损
2%
回测天数
约24天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
149
盈利次数
33
亏损次数
116
胜率
22.1%
最大连续盈利
3次
最大连续亏损
24次
总收益
197.18%
最终资金
29718U
最大回撤
56.07%
月化收益
0.06%
盈利因子
1.24

📜 交易记录 (149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 2020-01-21T16:00 8656.76 2020-01-23T16:00 8423.00 2000U 5x 10000U 10000U -279.8U 9720U
2 做多 2020-01-24T12:00 8340.00 2020-02-06T00:00 9655.99 1944U 5x 9720U 9720U +1522.5U 11243U
3 做多 2020-02-17T00:00 9745.57 2020-02-25T12:00 9520.16 2249U 5x 11243U 11243U -271.0U 10972U
4 做多 2020-02-26T08:00 9170.13 2020-02-27T00:00 8831.14 2194U 5x 10972U 10972U -416.2U 10556U
5 做多 2020-03-08T20:00 8400.83 2020-03-09T04:00 8033.31 2111U 5x 10556U 10556U -471.9U 10084U
6 做多 2020-03-10T20:00 7767.28 2020-03-12T12:00 7392.13 2017U 5x 10084U 10084U -496.6U 9587U
7 做多 2020-03-12T16:00 6067.01 2020-03-13T04:00 4800.00 1917U 5x 9587U 9587U -2009.7U 7577U
8 做多 2020-03-14T12:00 5500.40 2020-03-14T20:00 5311.38 1515U 5x 7577U 7577U -267.7U 7310U
9 做多 2020-03-16T12:00 4785.67 2020-03-16T16:00 4565.59 1462U 5x 7310U 7310U -343.1U 6967U
10 做多 2020-03-23T00:00 5911.03 2020-04-02T20:00 6805.00 1393U 5x 6967U 6967U +1045.6U 8012U
11 做多 2020-04-10T20:00 6766.43 2020-04-16T04:00 6621.24 1602U 5x 8012U 8012U -179.8U 7832U
12 做多 2020-05-10T08:00 8622.78 2020-06-02T04:00 10200.77 1566U 5x 7832U 7832U +1424.1U 9256U
13 做多 2020-06-12T00:00 9280.93 2020-06-28T00:00 8938.04 1851U 5x 9256U 9256U -350.9U 8906U
14 做多 2020-06-28T08:00 8971.80 2020-07-28T00:00 10792.00 1781U 5x 8906U 8906U +1796.0U 10702U
15 做多 2020-08-20T04:00 11754.59 2020-08-22T08:00 11474.02 2140U 5x 10702U 10702U -265.9U 10436U
16 做多 2020-09-03T20:00 10670.28 2020-09-04T04:00 10140.85 2087U 5x 10436U 10436U -527.7U 9908U
17 做多 2020-09-05T16:00 10225.66 2020-09-06T00:00 9956.66 1982U 5x 9908U 9908U -270.3U 9638U
18 做多 2020-09-22T00:00 10498.55 2020-09-24T04:00 10241.46 1928U 5x 9638U 9638U -245.4U 9392U
19 做多 2020-11-27T00:00 16516.87 2020-11-30T20:00 19291.88 1878U 5x 9392U 9392U +1567.0U 10959U
20 做多 2020-12-09T12:00 17924.07 2020-12-16T20:00 20661.37 2192U 5x 10959U 10959U +1661.0U 12620U
21 做多 2021-01-11T20:00 31580.00 2021-01-12T12:00 36413.60 2524U 5x 12620U 12620U +1917.1U 14537U
22 做多 2021-01-21T20:00 31384.09 2021-01-27T16:00 30639.05 2907U 5x 14537U 14537U -359.3U 14178U
23 做多 2021-01-28T04:00 30366.15 2021-01-29T16:00 37025.32 2836U 5x 14178U 14178U +3091.9U 17270U
24 做多 2021-02-01T00:00 32808.80 2021-02-04T12:00 37843.40 3454U 5x 17270U 17270U +2630.2U 19900U
25 做多 2021-02-23T16:00 46369.29 2021-02-26T12:00 44973.68 3980U 5x 19900U 19900U -618.3U 19282U
26 做多 2021-03-16T08:00 54272.86 2021-03-25T04:00 52303.65 3856U 5x 19282U 19282U -718.2U 18564U
27 做多 2021-04-04T16:00 57275.55 2021-04-08T04:00 55953.45 3713U 5x 18564U 18564U -446.6U 18117U
28 做多 2021-04-18T08:00 55014.46 2021-04-18T16:00 53308.92 3623U 5x 18117U 18117U -579.2U 17538U
29 做多 2021-04-23T08:00 50298.76 2021-04-23T12:00 47942.44 3508U 5x 17538U 17538U -838.3U 16700U
30 做多 2021-05-13T04:00 49631.32 2021-05-14T00:00 48568.85 3340U 5x 16700U 16700U -373.8U 16326U
31 做多 2021-05-14T08:00 49157.93 2021-05-16T00:00 48108.40 3265U 5x 16326U 16326U -364.5U 15961U
32 做多 2021-05-19T20:00 37318.52 2021-05-22T00:00 36062.12 3192U 5x 15961U 15961U -552.8U 15408U
33 做多 2021-05-24T00:00 33051.73 2021-05-25T00:00 39606.10 3082U 5x 15408U 15408U +3037.1U 18446U
34 做多 2021-05-30T00:00 34025.43 2021-06-04T04:00 39246.79 3689U 5x 18446U 18446U +2809.3U 21255U
35 做多 2021-06-08T20:00 31705.24 2021-06-10T04:00 37388.05 4251U 5x 21255U 21255U +3784.6U 25040U
36 做多 2021-06-18T20:00 36355.10 2021-06-19T00:00 35327.24 5008U 5x 25040U 25040U -732.3U 24307U
37 做多 2021-06-20T16:00 33872.90 2021-06-21T12:00 33025.50 4861U 5x 24307U 24307U -631.8U 23676U
38 做多 2021-06-22T04:00 31608.93 2021-06-26T12:00 30720.37 4735U 5x 23676U 23676U -688.6U 22987U
39 做多 2021-07-14T12:00 31920.01 2021-07-16T16:00 31086.53 4597U 5x 22987U 22987U -622.6U 22364U
40 做多 2021-07-20T16:00 29692.79 2021-07-25T04:00 34258.14 4473U 5x 22364U 22364U +3412.8U 25777U
41 做多 2021-08-03T16:00 38490.01 2021-08-08T04:00 44572.54 5155U 5x 25777U 25777U +4043.7U 29821U
42 做多 2021-09-08T12:00 45080.30 2021-09-20T16:00 43739.75 5964U 5x 29821U 29821U -915.7U 28905U
43 做多 2021-10-23T04:00 60688.22 2021-10-27T16:00 58564.00 5781U 5x 28905U 28905U -1039.6U 27865U
44 做多 2021-10-28T04:00 58413.44 2021-11-09T04:00 67525.83 5573U 5x 27865U 27865U +4314.7U 32180U
45 做多 2021-11-13T04:00 64122.23 2021-11-16T08:00 60907.41 6436U 5x 32180U 32180U -1643.9U 30536U
46 做多 2021-11-16T16:00 60574.49 2021-11-17T08:00 59039.99 6107U 5x 30536U 30536U -803.3U 29733U
47 做多 2021-11-28T04:00 54721.03 2021-12-04T04:00 53601.05 5947U 5x 29733U 29733U -637.7U 29095U
48 做多 2021-12-05T04:00 49152.47 2021-12-05T20:00 47951.57 5819U 5x 29095U 29095U -739.2U 28356U
49 做多 2021-12-18T12:00 46364.08 2022-01-06T00:00 44685.93 5671U 5x 28356U 28356U -1053.7U 27302U
50 做多 2022-01-06T08:00 42835.00 2022-01-07T08:00 41803.11 5460U 5x 27302U 27302U -684.4U 26618U
51 做多 2022-01-08T04:00 41566.48 2022-01-21T04:00 40680.91 5324U 5x 26618U 26618U -593.1U 26025U
52 做多 2022-01-22T04:00 36445.31 2022-01-22T12:00 35400.02 5205U 5x 26025U 26025U -771.7U 25253U
53 做多 2022-01-23T20:00 35287.58 2022-01-24T16:00 33697.11 5051U 5x 25253U 25253U -1162.3U 24091U
54 做多 2022-02-13T04:00 42217.87 2022-02-18T00:00 41201.62 4818U 5x 24091U 24091U -603.4U 23487U
55 做多 2022-02-18T04:00 40515.70 2022-02-20T12:00 38796.64 4697U 5x 23487U 23487U -1019.0U 22468U
56 做多 2022-02-20T16:00 38343.99 2022-02-22T04:00 37008.16 4494U 5x 22468U 22468U -804.4U 21664U
57 做多 2022-03-04T12:00 41436.98 2022-03-05T00:00 39782.13 4333U 5x 21664U 21664U -886.0U 20778U
58 做多 2022-03-12T04:00 38729.57 2022-03-14T04:00 37777.34 4156U 5x 20778U 20778U -531.1U 20247U
59 做多 2022-04-01T00:00 45581.97 2022-04-01T08:00 44599.98 4049U 5x 20247U 20247U -456.0U 19791U
60 做多 2022-04-07T08:00 43294.04 2022-04-09T04:00 42252.01 3958U 5x 19791U 19791U -495.7U 19295U
61 做多 2022-04-12T04:00 39530.45 2022-04-25T12:00 38453.92 3859U 5x 19295U 19295U -544.2U 18751U
62 做多 2022-05-07T00:00 36001.35 2022-05-08T08:00 34480.24 3750U 5x 18751U 18751U -810.2U 17941U
63 做多 2022-05-09T04:00 34038.40 2022-05-09T16:00 33122.31 3588U 5x 17941U 17941U -500.3U 17440U
64 做多 2022-06-03T16:00 29758.19 2022-06-11T00:00 28980.02 3488U 5x 17440U 17440U -473.0U 16967U
65 做多 2022-06-11T16:00 28734.01 2022-06-12T08:00 27553.23 3393U 5x 16967U 16967U -713.5U 16254U
66 做多 2022-06-13T00:00 27424.71 2022-06-13T04:00 26574.53 3251U 5x 16254U 16254U -519.6U 15734U
67 做多 2022-06-18T12:00 19258.58 2022-06-19T00:00 18067.60 3147U 5x 15734U 15734U -987.8U 14746U
68 做多 2022-06-29T00:00 20255.01 2022-06-30T12:00 19435.90 2949U 5x 14746U 14746U -610.5U 14136U
69 做多 2022-07-03T12:00 19139.74 2022-07-08T08:00 22130.56 2827U 5x 14136U 14136U +2192.6U 16329U
70 做多 2022-07-11T04:00 20862.47 2022-07-11T12:00 20439.91 3266U 5x 16329U 16329U -346.7U 15982U
71 做多 2022-07-26T12:00 21066.86 2022-07-30T20:00 24529.10 3196U 5x 15982U 15982U +2607.9U 18590U
72 做多 2022-08-17T16:00 23746.65 2022-08-19T04:00 23191.20 3718U 5x 18590U 18590U -453.0U 18137U
73 做多 2022-08-19T08:00 22769.05 2022-08-19T12:00 21905.88 3627U 5x 18137U 18137U -705.0U 17432U
74 做多 2022-08-27T04:00 20241.05 2022-08-29T04:00 19555.61 3486U 5x 17432U 17432U -607.1U 16825U
75 做多 2022-09-07T08:00 18745.85 2022-09-11T00:00 21579.10 3365U 5x 16825U 16825U +2523.5U 19348U
76 做多 2022-09-14T20:00 20178.79 2022-09-15T20:00 19737.36 3870U 5x 19348U 19348U -442.2U 18906U
77 做多 2022-09-19T12:00 18468.74 2022-11-05T08:00 21444.61 3781U 5x 18906U 18906U +3024.4U 21930U
78 做多 2022-11-07T16:00 20733.46 2022-11-08T08:00 20148.66 4386U 5x 21930U 21930U -639.9U 21290U
79 做多 2022-11-21T12:00 16039.73 2023-01-13T00:00 18885.35 4258U 5x 21290U 21290U +3752.1U 25042U
80 做多 2023-02-06T04:00 22932.91 2023-02-10T00:00 22032.71 5008U 5x 25042U 25042U -1007.1U 24035U
81 做多 2023-02-10T08:00 21825.59 2023-03-10T00:00 20854.93 4807U 5x 24035U 24035U -1091.9U 22943U
82 做多 2023-04-17T12:00 29838.30 2023-04-20T00:00 29227.07 4589U 5x 22943U 22943U -492.5U 22451U
83 做多 2023-04-21T00:00 28104.38 2023-04-22T00:00 27279.91 4490U 5x 22451U 22451U -680.4U 21771U
84 做多 2023-05-02T00:00 27843.36 2023-05-11T20:00 27179.42 4354U 5x 21771U 21771U -540.4U 21230U
85 做多 2023-05-13T04:00 26795.01 2023-05-25T00:00 26252.33 4246U 5x 21230U 21230U -450.8U 20779U
86 做多 2023-05-25T16:00 26296.62 2023-06-06T00:00 25629.99 4156U 5x 20779U 20779U -547.0U 20232U
87 做多 2023-06-15T16:00 25014.97 2023-06-21T12:00 28872.28 4046U 5x 20232U 20232U +3096.5U 23329U
88 做多 2023-07-16T08:00 30188.00 2023-07-24T16:00 29269.99 4666U 5x 23329U 23329U -732.0U 22597U
89 做多 2023-07-26T08:00 29242.81 2023-08-17T08:00 28657.31 4519U 5x 22597U 22597U -474.6U 22122U
90 做多 2023-09-01T04:00 25940.78 2023-09-11T20:00 25115.97 4424U 5x 22122U 22122U -724.8U 21397U
91 做多 2023-09-22T04:00 26568.08 2023-10-23T08:00 30736.69 4279U 5x 21397U 21397U +3332.6U 24730U
92 做多 2023-11-14T08:00 36448.07 2023-11-15T00:00 35293.99 4946U 5x 24730U 24730U -807.0U 23923U
93 做多 2023-11-27T04:00 37447.43 2023-12-06T00:00 43814.36 4785U 5x 23923U 23923U +4039.5U 27963U
94 做多 2023-12-11T12:00 42132.51 2023-12-12T00:00 40779.99 5593U 5x 27963U 27963U -924.7U 27038U
95 做多 2024-01-13T08:00 42609.94 2024-01-15T04:00 41732.35 5408U 5x 27038U 27038U -583.3U 26454U
96 做多 2024-01-19T08:00 41055.87 2024-01-23T00:00 39820.31 5291U 5x 26454U 26454U -821.8U 25633U
97 做多 2024-03-20T04:00 61937.40 2024-03-28T20:00 71290.39 5127U 5x 25633U 25633U +3841.2U 29474U
98 做多 2024-04-02T20:00 64890.00 2024-04-14T08:00 63437.55 5895U 5x 29474U 29474U -688.5U 28785U
99 做多 2024-04-14T16:00 64166.05 2024-04-16T20:00 61762.20 5757U 5x 28785U 28785U -1106.1U 27679U
100 做多 2024-04-17T20:00 60304.95 2024-05-01T12:00 57499.99 5536U 5x 27679U 27679U -1313.8U 26365U
101 做多 2024-06-10T00:00 69710.26 2024-06-11T12:00 67570.18 5273U 5x 26365U 26365U -835.0U 25530U
102 做多 2024-06-11T20:00 66244.48 2024-06-18T20:00 64706.00 5106U 5x 25530U 25530U -617.9U 24913U
103 做多 2024-06-24T08:00 62862.00 2024-06-24T16:00 61291.95 4983U 5x 24913U 24913U -646.5U 24266U
104 做多 2024-07-03T16:00 60386.01 2024-07-04T08:00 59102.00 4853U 5x 24266U 24266U -539.7U 23726U
105 做多 2024-07-25T08:00 64093.59 2024-08-03T00:00 62633.57 4745U 5x 23726U 23726U -563.7U 23163U
106 做多 2024-08-04T12:00 60373.99 2024-08-04T20:00 59086.01 4633U 5x 23163U 23163U -516.8U 22646U
107 做多 2024-08-06T00:00 53470.09 2024-08-09T04:00 61685.99 4529U 5x 22646U 22646U +3453.5U 26099U
108 做多 2024-08-27T16:00 62417.00 2024-08-28T04:00 59415.00 5220U 5x 26099U 26099U -1280.1U 24819U
109 做多 2024-08-28T20:00 59000.00 2024-09-02T04:00 57301.86 4964U 5x 24819U 24819U -738.5U 24081U
110 做多 2024-09-07T04:00 53962.97 2024-09-19T08:00 62117.99 4816U 5x 24081U 24081U +3611.4U 27692U
111 做多 2024-09-30T16:00 63819.44 2024-10-02T00:00 61755.99 5538U 5x 27692U 27692U -922.2U 26770U
112 做多 2024-10-10T04:00 60636.02 2024-10-29T04:00 69962.21 5354U 5x 26770U 26770U +4086.5U 30857U
113 做多 2024-11-01T08:00 69369.99 2024-11-05T00:00 67856.00 6171U 5x 30857U 30857U -703.6U 30153U
114 做多 2024-11-24T20:00 95901.51 2024-11-26T04:00 93010.01 6031U 5x 30153U 30153U -938.4U 29215U
115 做多 2024-12-19T04:00 100204.01 2024-12-20T00:00 97199.72 5843U 5x 29215U 29215U -904.2U 28310U
116 做多 2024-12-23T20:00 93250.37 2025-01-13T16:00 90851.22 5662U 5x 28310U 28310U -756.0U 27554U
117 做多 2025-01-27T04:00 102620.00 2025-01-27T12:00 99048.02 5511U 5x 27554U 27554U -985.7U 26569U
118 做多 2025-02-02T04:00 100635.65 2025-02-03T00:00 98273.16 5314U 5x 26569U 26569U -649.7U 25919U
119 做多 2025-02-06T08:00 97355.67 2025-02-12T00:00 95040.82 5184U 5x 25919U 25919U -641.6U 25277U
120 做多 2025-02-17T08:00 96215.33 2025-02-19T00:00 94104.14 5055U 5x 25277U 25277U -579.4U 24698U
121 做多 2025-02-25T04:00 91552.88 2025-02-25T12:00 89320.01 4940U 5x 24698U 24698U -626.5U 24072U
122 做多 2025-02-28T12:00 79204.59 2025-03-03T00:00 93522.00 4814U 5x 24072U 24072U +4322.9U 28395U
123 做多 2025-03-09T20:00 83080.41 2025-03-10T04:00 80734.37 5679U 5x 28395U 28395U -829.4U 27565U
124 做多 2025-03-11T00:00 79060.84 2025-04-07T12:00 75126.01 5513U 5x 27565U 27565U -1398.1U 26167U
125 做多 2025-05-05T04:00 94277.62 2025-05-21T20:00 108973.35 5233U 5x 26167U 26167U +4048.6U 30216U
126 做多 2025-05-30T04:00 105589.75 2025-06-06T00:00 101914.77 6043U 5x 30216U 30216U -1080.8U 29135U
127 做多 2025-06-06T04:00 101508.68 2025-06-22T20:00 98906.21 5827U 5x 29135U 29135U -775.3U 28359U
128 做多 2025-07-02T00:00 105398.53 2025-07-14T12:00 122736.04 5672U 5x 28359U 28359U +4632.0U 32991U
129 做多 2025-07-25T08:00 115419.66 2025-08-02T20:00 112840.71 6598U 5x 32991U 32991U -769.4U 32222U
130 做多 2025-08-16T08:00 117429.63 2025-08-18T16:00 114947.27 6444U 5x 32222U 32222U -712.7U 31509U
131 做多 2025-08-20T00:00 113132.48 2025-08-26T00:00 110716.13 6302U 5x 31509U 31509U -703.8U 30806U
132 做多 2025-08-26T08:00 109879.56 2025-09-01T08:00 107660.01 6161U 5x 30806U 30806U -652.4U 30153U
133 做多 2025-09-22T12:00 112519.99 2025-09-26T00:00 109360.00 6031U 5x 30153U 30153U -876.1U 29277U
134 做多 2025-09-26T20:00 109027.78 2025-10-07T00:00 125410.81 5855U 5x 29277U 29277U +4365.6U 33643U
135 做多 2025-10-11T04:00 112774.50 2025-10-11T12:00 110384.61 6729U 5x 33643U 33643U -745.9U 32897U
136 做多 2025-10-17T12:00 105633.75 2025-11-04T20:00 103197.01 6579U 5x 32897U 32897U -791.0U 32106U
137 做多 2025-11-05T12:00 101993.02 2025-11-14T00:00 98682.14 6421U 5x 32106U 32106U -1073.3U 31032U
138 做多 2025-11-15T00:00 95778.29 2025-11-18T00:00 91678.93 6206U 5x 31032U 31032U -1357.9U 29674U
139 做多 2025-11-20T00:00 88884.56 2025-11-21T00:00 86921.28 5935U 5x 29674U 29674U -684.5U 28990U
140 做多 2025-11-21T08:00 85821.34 2025-11-21T12:00 84049.39 5798U 5x 28990U 28990U -626.9U 28363U
141 做多 2025-11-22T16:00 84098.94 2026-01-14T20:00 96764.57 5673U 5x 28363U 28363U +4239.0U 32602U
142 做多 2026-01-19T12:00 92841.62 2026-01-20T20:00 90684.95 6520U 5x 32602U 32602U -789.2U 31813U
143 做多 2026-01-26T00:00 86495.16 2026-01-30T00:00 84012.11 6363U 5x 31813U 31813U -944.2U 30869U
144 做多 2026-01-30T08:00 82676.43 2026-02-01T00:00 77750.01 6174U 5x 30869U 30869U -1868.4U 29000U
145 做多 2026-02-01T12:00 78343.00 2026-02-02T08:00 76292.98 5800U 5x 29000U 29000U -787.1U 28213U
146 做多 2026-02-05T04:00 73165.83 2026-02-05T08:00 71223.25 5643U 5x 28213U 28213U -776.5U 27437U
147 做多 2026-02-24T08:00 63595.51 2026-03-04T20:00 73396.88 5487U 5x 27437U 27437U +4196.9U 31634U
148 做多 2026-03-07T04:00 68114.02 2026-03-09T04:00 65971.20 6327U 5x 31634U 31634U -1025.8U 30608U
149 做多 2026-03-19T12:00 70191.17 2026-03-22T16:00 68217.95 6122U 5x 30608U 30608U -890.2U 29718U