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🎯 月化收益 0.03%

策略参数

币种
BTC
策略
金叉+RSI超卖
周期
4小时
初始资金
10000U
杠杆
25x
仓位
1%
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
59.54%
最终资金
15954U
最大回撤
18.57%
月化收益
0.03%
盈利因子
1.41

📜 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 2020-01-21T16:00 8656.76 2020-01-23T20:00 8359.42 100U 25x 2500U 10000U -88.3U 9912U
2 做多 2020-01-24T12:00 8340.00 2020-02-06T00:00 9655.99 99U 25x 2478U 9912U +388.1U 10300U
3 做多 2020-02-17T00:00 9745.57 2020-02-25T20:00 9397.47 103U 25x 2575U 10300U -94.5U 10205U
4 做多 2020-02-26T08:00 9170.13 2020-02-27T00:00 8831.14 102U 25x 2551U 10205U -96.8U 10109U
5 做多 2020-03-08T20:00 8400.83 2020-03-09T04:00 8033.31 101U 25x 2527U 10109U -113.0U 9996U
6 做多 2020-03-10T20:00 7767.28 2020-03-12T12:00 7392.13 100U 25x 2499U 9996U -123.1U 9873U
7 做多 2020-03-12T16:00 6067.01 2020-03-13T04:00 4800.00 99U 25x 2468U 9873U -517.4U 9355U
8 做多 2020-03-14T12:00 5500.40 2020-03-14T20:00 5311.38 94U 25x 2339U 9355U -82.6U 9273U
9 做多 2020-03-16T12:00 4785.67 2020-03-16T16:00 4565.59 93U 25x 2318U 9273U -108.8U 9164U
10 做多 2020-03-23T00:00 5911.03 2020-04-02T20:00 6805.00 92U 25x 2291U 9164U +343.8U 9508U
11 做多 2020-04-10T20:00 6766.43 2020-04-29T08:00 7815.30 95U 25x 2377U 9508U +365.7U 9873U
12 做多 2020-05-10T08:00 8622.78 2020-06-02T04:00 10200.77 99U 25x 2468U 9873U +448.8U 10322U
13 做多 2020-06-12T00:00 9280.93 2020-06-28T00:00 8938.04 103U 25x 2581U 10322U -97.8U 10224U
14 做多 2020-06-28T08:00 8971.80 2020-07-28T00:00 10792.00 102U 25x 2556U 10224U +515.5U 10740U
15 做多 2020-08-20T04:00 11754.59 2020-08-26T00:00 11294.00 107U 25x 2685U 10740U -107.8U 10632U
16 做多 2020-09-03T20:00 10670.28 2020-09-04T04:00 10140.85 106U 25x 2658U 10632U -134.4U 10498U
17 做多 2020-09-05T16:00 10225.66 2020-10-19T20:00 11800.00 105U 25x 2624U 10498U +401.0U 10899U
18 做多 2020-11-27T00:00 16516.87 2020-11-30T20:00 19291.88 109U 25x 2725U 10899U +454.6U 11353U
19 做多 2020-12-09T12:00 17924.07 2020-12-16T20:00 20661.37 114U 25x 2838U 11353U +430.2U 11783U
20 做多 2021-01-11T20:00 31580.00 2021-01-12T12:00 36413.60 118U 25x 2946U 11783U +447.5U 12231U
21 做多 2021-01-21T20:00 31384.09 2021-01-27T20:00 30322.61 122U 25x 3058U 12231U -106.4U 12124U
22 做多 2021-01-28T04:00 30366.15 2021-01-29T16:00 37025.32 121U 25x 3031U 12124U +661.0U 12785U
23 做多 2021-02-01T00:00 32808.80 2021-02-04T12:00 37843.40 128U 25x 3196U 12785U +486.8U 13272U
24 做多 2021-02-23T16:00 46369.29 2021-02-26T12:00 44973.68 133U 25x 3318U 13272U -103.1U 13169U
25 做多 2021-03-16T08:00 54272.86 2021-03-25T04:00 52303.65 132U 25x 3292U 13169U -122.6U 13047U
26 做多 2021-04-04T16:00 57275.55 2021-04-18T08:00 55014.46 130U 25x 3262U 13047U -131.9U 12915U
27 做多 2021-04-18T16:00 53308.92 2021-04-23T04:00 51690.96 129U 25x 3229U 12915U -101.1U 12814U
28 做多 2021-04-23T08:00 50298.76 2021-04-23T12:00 47942.44 128U 25x 3203U 12814U -153.1U 12660U
29 做多 2021-05-13T04:00 49631.32 2021-05-16T00:00 48108.40 127U 25x 3165U 12660U -100.2U 12560U
30 做多 2021-05-19T20:00 37318.52 2021-05-22T00:00 36062.12 126U 25x 3140U 12560U -108.8U 12451U
31 做多 2021-05-24T00:00 33051.73 2021-05-25T00:00 39606.10 125U 25x 3113U 12451U +613.6U 13065U
32 做多 2021-05-30T00:00 34025.43 2021-06-04T04:00 39246.79 131U 25x 3266U 13065U +497.5U 13563U
33 做多 2021-06-08T20:00 31705.24 2021-06-10T04:00 37388.05 136U 25x 3391U 13563U +603.7U 14166U
34 做多 2021-06-18T20:00 36355.10 2021-06-19T08:00 35103.44 142U 25x 3542U 14166U -125.4U 14041U
35 做多 2021-06-20T16:00 33872.90 2021-06-21T16:00 32520.56 140U 25x 3510U 14041U -143.5U 13897U
36 做多 2021-06-22T04:00 31608.93 2021-06-30T00:00 36382.39 139U 25x 3474U 13897U +520.7U 14418U
37 做多 2021-07-14T12:00 31920.01 2021-07-19T20:00 30687.96 144U 25x 3605U 14418U -142.6U 14275U
38 做多 2021-07-20T16:00 29692.79 2021-07-25T04:00 34258.14 143U 25x 3569U 14275U +544.6U 14820U
39 做多 2021-08-03T16:00 38490.01 2021-08-08T04:00 44572.54 148U 25x 3705U 14820U +581.2U 15401U
40 做多 2021-09-08T12:00 45080.30 2021-09-21T04:00 43015.62 154U 25x 3850U 15401U -180.0U 15221U
41 做多 2021-10-23T04:00 60688.22 2021-10-27T16:00 58564.00 152U 25x 3805U 15221U -136.9U 15084U
42 做多 2021-10-28T04:00 58413.44 2021-11-09T04:00 67525.83 151U 25x 3771U 15084U +583.9U 15668U
43 做多 2021-11-13T04:00 64122.23 2021-11-16T08:00 60907.41 157U 25x 3917U 15668U -200.1U 15468U
44 做多 2021-11-16T16:00 60574.49 2021-11-18T20:00 58100.04 155U 25x 3867U 15468U -161.7U 15307U
45 做多 2021-11-28T04:00 54721.03 2021-12-04T08:00 52000.00 153U 25x 3827U 15307U -193.9U 15113U
46 做多 2021-12-05T04:00 49152.47 2021-12-10T00:00 47613.53 151U 25x 3778U 15113U -122.0U 14991U
47 做多 2021-12-18T12:00 46364.08 2022-01-06T00:00 44685.93 150U 25x 3748U 14991U -139.3U 14851U
48 做多 2022-01-06T08:00 42835.00 2022-01-07T20:00 41319.11 149U 25x 3713U 14851U -135.0U 14716U
49 做多 2022-01-08T04:00 41566.48 2022-01-21T08:00 38465.65 147U 25x 3679U 14716U -277.9U 14439U
50 做多 2022-01-22T04:00 36445.31 2022-01-22T20:00 34838.68 144U 25x 3610U 14439U -162.6U 14276U
51 做多 2022-01-23T20:00 35287.58 2022-01-24T16:00 33697.11 143U 25x 3569U 14276U -164.3U 14112U
52 做多 2022-02-13T04:00 42217.87 2022-02-18T04:00 40515.70 141U 25x 3528U 14112U -145.6U 13966U
53 做多 2022-02-18T12:00 40665.81 2022-02-20T12:00 38796.64 140U 25x 3492U 13966U -163.8U 13802U
54 做多 2022-02-20T16:00 38343.99 2022-02-22T04:00 37008.16 138U 25x 3451U 13802U -123.5U 13679U
55 做多 2022-03-04T12:00 41436.98 2022-03-05T00:00 39782.13 137U 25x 3420U 13679U -139.9U 13539U
56 做多 2022-03-12T04:00 38729.57 2022-03-25T16:00 44585.28 135U 25x 3385U 13539U +507.9U 14047U
57 做多 2022-04-01T00:00 45581.97 2022-04-06T20:00 44168.35 140U 25x 3512U 14047U -112.3U 13934U
58 做多 2022-04-07T08:00 43294.04 2022-04-11T16:00 41067.63 139U 25x 3484U 13934U -182.5U 13752U
59 做多 2022-04-12T04:00 39530.45 2022-04-27T00:00 38270.03 138U 25x 3438U 13752U -112.9U 13639U
60 做多 2022-05-07T00:00 36001.35 2022-05-08T08:00 34480.24 136U 25x 3410U 13639U -147.3U 13492U
61 做多 2022-05-09T04:00 34038.40 2022-05-09T20:00 32341.53 135U 25x 3373U 13492U -171.4U 13320U
62 做多 2022-06-03T16:00 29758.19 2022-06-11T16:00 28734.01 133U 25x 3330U 13320U -117.8U 13203U
63 做多 2022-06-13T00:00 27424.71 2022-06-13T04:00 26574.53 132U 25x 3301U 13203U -105.5U 13097U
64 做多 2022-06-18T12:00 19258.58 2022-06-19T00:00 18067.60 131U 25x 3274U 13097U -205.6U 12891U
65 做多 2022-06-29T00:00 20255.01 2022-06-30T12:00 19435.90 129U 25x 3223U 12891U -133.4U 12758U
66 做多 2022-07-03T12:00 19139.74 2022-07-08T08:00 22130.56 128U 25x 3190U 12758U +494.7U 13253U
67 做多 2022-07-11T04:00 20862.47 2022-07-12T04:00 19963.61 133U 25x 3313U 13253U -145.9U 13107U
68 做多 2022-07-26T12:00 21066.86 2022-07-30T20:00 24529.10 131U 25x 3277U 13107U +534.7U 13642U
69 做多 2022-08-17T16:00 23746.65 2022-08-19T08:00 22769.05 136U 25x 3410U 13642U -143.7U 13498U
70 做多 2022-08-27T04:00 20241.05 2022-08-29T04:00 19555.61 135U 25x 3374U 13498U -117.5U 13380U
71 做多 2022-09-07T08:00 18745.85 2022-09-11T00:00 21579.10 134U 25x 3345U 13380U +501.7U 13882U
72 做多 2022-09-14T20:00 20178.79 2022-09-19T04:00 19416.18 139U 25x 3471U 13882U -134.5U 13748U
73 做多 2022-09-19T12:00 18468.74 2022-11-05T08:00 21444.61 137U 25x 3437U 13748U +549.8U 14297U
74 做多 2022-11-07T16:00 20733.46 2022-11-08T12:00 19796.90 143U 25x 3574U 14297U -164.9U 14132U
75 做多 2022-11-21T12:00 16039.73 2023-01-13T00:00 18885.35 141U 25x 3533U 14132U +622.7U 14755U
76 做多 2023-02-06T04:00 22932.91 2023-02-10T00:00 22032.71 148U 25x 3689U 14755U -148.3U 14607U
77 做多 2023-02-10T08:00 21825.59 2023-03-10T00:00 20854.93 146U 25x 3652U 14607U -165.9U 14441U
78 做多 2023-04-17T12:00 29838.30 2023-04-20T04:00 28797.10 144U 25x 3610U 14441U -129.5U 14311U
79 做多 2023-04-21T00:00 28104.38 2023-05-11T20:00 27179.42 143U 25x 3578U 14311U -121.2U 14190U
80 做多 2023-05-13T04:00 26795.01 2023-06-06T00:00 25629.99 142U 25x 3548U 14190U -157.6U 14033U
81 做多 2023-06-15T16:00 25014.97 2023-06-21T12:00 28872.28 140U 25x 3508U 14033U +536.9U 14569U
82 做多 2023-07-16T08:00 30188.00 2023-07-24T16:00 29269.99 146U 25x 3642U 14569U -114.3U 14455U
83 做多 2023-07-26T08:00 29242.81 2023-08-17T20:00 27934.02 145U 25x 3614U 14455U -165.2U 14290U
84 做多 2023-09-01T04:00 25940.78 2023-09-11T20:00 25115.97 143U 25x 3572U 14290U -117.0U 14173U
85 做多 2023-09-22T04:00 26568.08 2023-10-23T08:00 30736.69 142U 25x 3543U 14173U +551.8U 14725U
86 做多 2023-11-14T08:00 36448.07 2023-11-15T00:00 35293.99 147U 25x 3681U 14725U -120.1U 14605U
87 做多 2023-11-27T04:00 37447.43 2023-12-06T00:00 43814.36 146U 25x 3651U 14605U +616.5U 15221U
88 做多 2023-12-11T12:00 42132.51 2023-12-12T00:00 40779.99 152U 25x 3805U 15221U -125.8U 15095U
89 做多 2024-01-13T08:00 42609.94 2024-01-19T00:00 41022.32 151U 25x 3774U 15095U -144.2U 14951U
90 做多 2024-01-19T08:00 41055.87 2024-01-23T00:00 39820.31 150U 25x 3738U 14951U -116.1U 14835U
91 做多 2024-03-20T04:00 61937.40 2024-03-28T20:00 71290.39 148U 25x 3709U 14835U +555.8U 15391U
92 做多 2024-04-02T20:00 64890.00 2024-04-16T20:00 61762.20 154U 25x 3848U 15391U -189.1U 15202U
93 做多 2024-04-17T20:00 60304.95 2024-05-01T12:00 57499.99 152U 25x 3800U 15202U -180.4U 15021U
94 做多 2024-06-10T00:00 69710.26 2024-06-11T12:00 67570.18 150U 25x 3755U 15021U -118.9U 14902U
95 做多 2024-06-11T20:00 66244.48 2024-06-21T12:00 64201.63 149U 25x 3726U 14902U -118.5U 14784U
96 做多 2024-06-24T08:00 62862.00 2024-06-24T20:00 60843.99 148U 25x 3696U 14784U -122.2U 14662U
97 做多 2024-07-03T16:00 60386.01 2024-07-04T12:00 58219.99 147U 25x 3665U 14662U -135.0U 14527U
98 做多 2024-07-25T08:00 64093.59 2024-08-03T04:00 61498.33 145U 25x 3632U 14527U -150.5U 14376U
99 做多 2024-08-04T12:00 60373.99 2024-08-05T04:00 58161.00 144U 25x 3594U 14376U -135.2U 14241U
100 做多 2024-08-06T00:00 53470.09 2024-08-09T04:00 61685.99 142U 25x 3560U 14241U +542.9U 14784U
101 做多 2024-08-27T16:00 62417.00 2024-08-28T04:00 59415.00 148U 25x 3696U 14784U -181.3U 14602U
102 做多 2024-08-28T20:00 59000.00 2024-09-04T08:00 56653.98 146U 25x 3651U 14602U -148.7U 14454U
103 做多 2024-09-07T04:00 53962.97 2024-09-19T08:00 62117.99 145U 25x 3613U 14454U +541.9U 14996U
104 做多 2024-09-30T16:00 63819.44 2024-10-02T00:00 61755.99 150U 25x 3749U 14996U -124.8U 14871U
105 做多 2024-10-10T04:00 60636.02 2024-10-29T04:00 69962.21 149U 25x 3718U 14871U +567.5U 15438U
106 做多 2024-11-01T08:00 69369.99 2024-11-10T16:00 79844.01 154U 25x 3860U 15438U +578.3U 16017U
107 做多 2024-11-24T20:00 95901.51 2024-11-26T04:00 93010.01 160U 25x 4004U 16017U -124.6U 15892U
108 做多 2024-12-19T04:00 100204.01 2024-12-20T08:00 97106.02 159U 25x 3973U 15892U -126.7U 15765U
109 做多 2024-12-23T20:00 93250.37 2025-01-20T16:00 108239.19 158U 25x 3941U 15765U +628.9U 16394U
110 做多 2025-01-27T04:00 102620.00 2025-01-27T12:00 99048.02 164U 25x 4099U 16394U -146.6U 16248U
111 做多 2025-02-02T04:00 100635.65 2025-02-03T08:00 94038.74 162U 25x 4062U 16248U -270.1U 15978U
112 做多 2025-02-06T08:00 97355.67 2025-02-19T00:00 94104.14 160U 25x 3994U 15978U -137.3U 15840U
113 做多 2025-02-25T04:00 91552.88 2025-02-25T20:00 87231.26 158U 25x 3960U 15840U -190.7U 15650U
114 做多 2025-02-28T12:00 79204.59 2025-03-03T00:00 93522.00 156U 25x 3912U 15650U +702.6U 16352U
115 做多 2025-03-09T20:00 83080.41 2025-03-10T20:00 80043.85 164U 25x 4088U 16352U -153.4U 16199U
116 做多 2025-03-11T00:00 79060.84 2025-04-07T12:00 75126.01 162U 25x 4050U 16199U -205.4U 15994U
117 做多 2025-05-05T04:00 94277.62 2025-05-21T20:00 108973.35 160U 25x 3998U 15994U +618.6U 16612U
118 做多 2025-05-30T04:00 105589.75 2025-06-06T00:00 101914.77 166U 25x 4153U 16612U -148.6U 16464U
119 做多 2025-06-06T04:00 101508.68 2025-07-11T08:00 116881.70 165U 25x 4116U 16464U +618.6U 17082U
120 做多 2025-07-25T08:00 115419.66 2025-08-25T12:00 111511.55 171U 25x 4271U 17082U -148.7U 16934U
121 做多 2025-08-26T08:00 109879.56 2025-10-17T12:00 105633.75 169U 25x 4233U 16934U -167.7U 16766U
122 做多 2025-10-29T20:00 111509.74 2025-10-30T20:00 107711.56 168U 25x 4191U 16766U -146.8U 16619U
123 做多 2025-11-03T20:00 105745.71 2025-11-05T00:00 100542.64 166U 25x 4155U 16619U -208.4U 16411U
124 做多 2025-11-05T12:00 101993.02 2025-11-14T00:00 98682.14 164U 25x 4103U 16411U -137.1U 16274U
125 做多 2025-11-15T00:00 95778.29 2025-11-18T00:00 91678.93 163U 25x 4068U 16274U -178.0U 16096U
126 做多 2025-11-20T00:00 88884.56 2025-11-21T08:00 85821.34 161U 25x 4024U 16096U -142.6U 15953U
127 做多 2025-11-22T16:00 84098.94 2026-01-14T20:00 96764.57 160U 25x 3988U 15953U +596.1U 16549U
128 做多 2026-01-19T12:00 92841.62 2026-01-21T00:00 89725.76 165U 25x 4137U 16549U -142.8U 16406U
129 做多 2026-01-26T00:00 86495.16 2026-01-30T08:00 82676.43 164U 25x 4102U 16406U -185.0U 16221U
130 做多 2026-01-31T12:00 83546.81 2026-02-01T00:00 77750.01 162U 25x 4055U 16221U -285.1U 15936U
131 做多 2026-02-01T12:00 78343.00 2026-02-04T00:00 74935.00 159U 25x 3984U 15936U -177.1U 15759U
132 做多 2026-02-05T04:00 73165.83 2026-02-05T12:00 70756.85 158U 25x 3940U 15759U -133.5U 15625U
133 做多 2026-02-24T08:00 63595.51 2026-03-04T20:00 73396.88 156U 25x 3906U 15625U +597.5U 16223U
134 做多 2026-03-07T04:00 68114.02 2026-03-09T04:00 65971.20 162U 25x 4056U 16223U -131.5U 16091U
135 做多 2026-03-19T12:00 70191.17 2026-03-23T04:00 67859.00 161U 25x 4023U 16091U -137.6U 15954U