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🎯 月化收益 0.02%

策略参数

币种
BTC
策略
MA5/30金叉
周期
1小时
初始资金
10000U
杠杆
5x
仓位
15%
止盈
20%
止损
8%
回测天数
约16天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
101
盈利次数
40
亏损次数
61
胜率
39.6%
最大连续盈利
6次
最大连续亏损
8次
总收益
317.25%
最终资金
41725U
最大回撤
63.59%
月化收益
0.02%
盈利因子
1.25

📜 交易记录 (101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 2020-01-03T14:00 7202.22 2020-01-14T22:00 8690.00 1500U 5x 7500U 10000U +1540.2U 11540U
2 做多 2020-01-15T17:00 8755.04 2020-03-09T07:00 8033.31 1731U 5x 8655U 11540U -721.4U 10819U
3 做多 2020-03-10T11:00 7907.16 2020-03-12T18:00 6014.90 1623U 5x 8114U 10819U -1948.0U 8871U
4 做多 2020-03-14T06:00 5601.24 2020-03-16T14:00 5015.09 1331U 5x 6653U 8871U -702.2U 8169U
5 做多 2020-03-17T10:00 5281.58 2020-03-20T16:00 6601.45 1225U 5x 6126U 8169U +1523.4U 9692U
6 做多 2020-03-22T05:00 6179.43 2020-04-07T18:00 7420.96 1454U 5x 7269U 9692U +1451.7U 11144U
7 做多 2020-04-08T13:00 7412.17 2020-04-10T23:00 6766.43 1672U 5x 8358U 11144U -735.8U 10408U
8 做多 2020-04-12T20:00 6910.03 2020-04-29T21:00 8295.68 1561U 5x 7806U 10408U +1555.9U 11964U
9 做多 2020-05-01T19:00 8995.66 2020-05-11T00:00 8270.00 1795U 5x 8973U 11964U -732.1U 11232U
10 做多 2020-05-11T12:00 8634.53 2020-07-27T22:00 10415.10 1685U 5x 8424U 11232U +1727.0U 12959U
11 做多 2020-07-29T14:00 11069.00 2020-09-04T07:00 10140.85 1944U 5x 9719U 12959U -823.9U 12135U
12 做多 2020-09-05T03:00 10570.13 2020-10-21T22:00 12730.01 1820U 5x 9101U 12135U +1848.8U 13984U
13 做多 2020-10-23T20:00 12974.01 2020-11-06T07:00 15590.02 2098U 5x 10488U 13984U +2102.1U 16086U
14 做多 2020-11-08T21:00 15204.80 2020-11-18T12:00 18369.33 2413U 5x 12064U 16086U +2496.3U 18582U
15 做多 2020-11-19T13:00 17894.88 2020-12-17T09:00 21719.22 2787U 5x 13937U 18582U +2961.5U 21544U
16 做多 2020-12-19T07:00 23107.39 2020-12-27T17:00 27818.18 3232U 5x 16158U 21544U +3274.5U 24818U
17 做多 2020-12-28T12:00 26864.11 2021-01-03T00:00 32482.28 3723U 5x 18614U 24818U +3870.2U 28688U
18 做多 2021-01-04T05:00 33558.34 2021-01-04T18:00 30270.76 4303U 5x 21516U 28688U -2127.3U 26561U
19 做多 2021-01-05T10:00 32306.64 2021-01-07T23:00 38970.42 3984U 5x 19921U 26561U +4085.0U 30646U
20 做多 2021-01-08T15:00 38930.55 2021-01-11T11:00 35438.23 4597U 5x 22985U 30646U -2082.8U 28563U
21 做多 2021-01-12T11:00 34984.96 2021-01-21T22:00 31180.19 4285U 5x 21423U 28563U -2348.9U 26214U
22 做多 2021-01-22T21:00 32141.80 2021-02-06T08:00 38740.92 3932U 5x 19661U 26214U +4012.9U 30227U
23 做多 2021-02-08T15:00 39269.95 2021-02-09T14:00 48111.18 4534U 5x 22671U 30227U +5076.3U 35304U
24 做多 2021-02-10T19:00 46586.56 2021-02-20T07:00 55906.00 5296U 5x 26478U 35304U +5265.0U 40569U
25 做多 2021-02-21T12:00 56701.08 2021-02-22T21:00 52070.47 6085U 5x 30426U 40569U -2512.8U 38056U
26 做多 2021-02-24T11:00 50874.99 2021-02-26T08:00 46801.05 5708U 5x 28542U 38056U -2311.8U 35744U
27 做多 2021-02-27T10:00 47375.34 2021-02-28T23:00 43391.14 5362U 5x 26808U 35744U -2279.1U 33465U
28 做多 2021-03-01T08:00 46217.19 2021-03-10T08:00 55510.00 5020U 5x 25099U 33465U +5016.4U 38481U
29 做多 2021-03-10T17:00 55227.99 2021-04-23T10:00 49999.99 5772U 5x 28861U 38481U -2758.2U 35723U
30 做多 2021-04-24T06:00 50469.05 2021-05-17T02:00 45380.56 5358U 5x 26792U 35723U -2725.4U 32998U
31 做多 2021-05-18T11:00 44779.83 2021-05-19T09:00 40843.52 4950U 5x 24748U 32998U -2198.0U 30800U
32 做多 2021-05-20T14:00 39684.40 2021-05-22T03:00 36062.12 4620U 5x 23100U 30800U -2129.5U 28670U
33 做多 2021-05-22T21:00 38310.57 2021-05-23T16:00 34376.00 4301U 5x 21503U 28670U -2227.7U 26443U
34 做多 2021-05-24T12:00 34881.09 2021-06-08T22:00 31769.41 3966U 5x 19832U 26443U -1787.2U 24655U
35 做多 2021-06-09T07:00 33380.81 2021-06-14T21:00 40538.24 3698U 5x 18492U 24655U +3942.5U 28598U
36 做多 2021-06-15T21:00 40280.32 2021-06-18T22:00 36670.39 4290U 5x 21448U 28598U -1941.7U 26656U
37 做多 2021-06-20T01:00 35765.50 2021-06-21T14:00 32776.44 3998U 5x 19992U 26656U -1689.1U 24967U
38 做多 2021-06-23T02:00 32986.40 2021-07-20T10:00 30182.93 3745U 5x 18725U 24967U -1608.6U 23358U
39 做多 2021-07-21T12:00 30682.96 2021-07-26T09:00 38313.40 3504U 5x 17519U 23358U +4334.8U 27693U
40 做多 2021-07-27T21:00 38460.46 2021-08-10T02:00 46193.99 4154U 5x 20770U 27693U +4151.4U 31845U
41 做多 2021-08-11T09:00 45776.38 2021-09-21T08:00 41666.69 4777U 5x 23883U 31845U -2165.9U 29679U
42 做多 2021-09-22T17:00 42389.81 2021-10-06T03:00 51190.11 4452U 5x 22259U 29679U +4594.2U 34273U
43 做多 2021-10-08T16:00 55800.01 2021-11-09T07:00 67525.83 5141U 5x 25705U 34273U +5370.5U 39643U
44 做多 2021-11-10T22:00 68382.69 2021-11-16T08:00 62540.03 5946U 5x 29732U 39643U -2567.6U 37076U
45 做多 2021-11-17T21:00 60103.08 2021-11-26T16:00 55210.90 5561U 5x 27807U 37076U -2288.9U 34787U
46 做多 2021-11-27T19:00 54605.73 2021-12-04T13:00 47538.03 5218U 5x 26090U 34787U -3399.6U 31387U
47 做多 2021-12-05T13:00 49424.00 2022-01-06T03:00 44685.93 4708U 5x 23540U 31387U -2278.0U 29109U
48 做多 2022-01-08T16:00 41964.88 2022-01-21T11:00 38465.65 4366U 5x 21832U 29109U -1840.5U 27269U
49 做多 2022-01-23T16:00 35846.77 2022-02-07T22:00 43411.15 4090U 5x 20452U 27269U +4290.9U 31560U
50 做多 2022-02-09T08:00 44243.99 2022-02-18T05:00 40666.82 4734U 5x 23670U 31560U -1935.5U 29624U
51 做多 2022-02-20T04:00 40061.87 2022-02-22T11:00 36591.06 4444U 5x 22218U 29624U -1945.2U 27679U
52 做多 2022-02-22T22:00 38140.19 2022-02-24T11:00 34936.89 4152U 5x 20759U 27679U -1762.5U 25917U
53 做多 2022-02-25T04:00 38418.97 2022-03-28T04:00 46115.80 3887U 5x 19437U 25917U +3870.7U 29787U
54 做多 2022-03-31T19:00 47152.01 2022-04-07T07:00 43170.47 4468U 5x 22340U 29787U -1906.9U 27880U
55 做多 2022-04-08T04:00 43567.36 2022-04-12T03:00 39985.33 4182U 5x 20910U 27880U -1738.4U 26142U
56 做多 2022-04-12T22:00 39990.39 2022-05-06T02:00 36387.03 3921U 5x 19606U 26142U -1784.5U 24357U
57 做多 2022-05-07T19:00 36055.86 2022-05-09T18:00 32822.22 3654U 5x 18268U 24357U -1655.0U 22702U
58 做多 2022-05-10T23:00 31320.00 2022-05-12T04:00 28486.14 3405U 5x 17027U 22702U -1556.1U 21146U
59 做多 2022-05-13T02:00 28352.18 2022-06-13T09:00 25771.59 3172U 5x 15860U 21146U -1458.0U 19688U
60 做多 2022-06-16T05:00 22214.02 2022-06-17T06:00 20364.99 2953U 5x 14766U 19688U -1242.6U 18446U
61 做多 2022-06-17T18:00 21119.50 2022-06-18T15:00 19258.58 2767U 5x 13834U 18446U -1231.6U 17214U
62 做多 2022-06-19T19:00 19692.50 2022-07-20T05:00 23650.26 2582U 5x 12911U 17214U +2579.2U 19793U
63 做多 2022-07-22T06:00 23017.08 2022-07-26T08:00 20996.90 2969U 5x 14845U 19793U -1316.5U 18477U
64 做多 2022-07-27T10:00 21186.70 2022-09-07T01:00 19102.32 2772U 5x 13858U 18477U -1375.8U 17101U
65 做多 2022-09-08T03:00 18992.38 2022-11-09T23:00 17116.08 2565U 5x 12826U 17101U -1278.7U 15822U
66 做多 2022-11-10T22:00 17636.39 2022-11-14T09:00 16090.87 2373U 5x 11867U 15822U -1050.7U 14772U
67 做多 2022-11-14T17:00 16752.98 2023-01-14T08:00 20891.67 2216U 5x 11079U 14772U +2723.1U 17495U
68 做多 2023-01-16T00:00 20869.20 2023-02-16T23:00 25072.67 2624U 5x 13121U 17495U +2627.1U 20122U
69 做多 2023-02-18T02:00 24360.66 2023-03-03T09:00 22150.31 3018U 5x 15091U 20122U -1383.0U 18739U
70 做多 2023-03-04T20:00 22385.31 2023-03-10T04:00 20116.66 2811U 5x 14054U 18739U -1437.0U 17302U
71 做多 2023-03-11T08:00 20216.03 2023-03-14T03:00 24279.91 2595U 5x 12976U 17302U +2593.0U 19895U
72 做多 2023-03-15T10:00 24827.89 2023-04-11T08:00 29928.86 2984U 5x 14921U 19895U +3047.6U 22943U
73 做多 2023-04-13T11:00 30072.17 2023-04-22T03:00 27279.91 3441U 5x 17207U 22943U -1613.3U 21329U
74 做多 2023-04-23T01:00 27668.63 2023-06-15T04:00 24934.21 3199U 5x 15997U 21329U -1595.3U 19734U
75 做多 2023-06-16T04:00 25566.00 2023-06-23T23:00 31238.00 2960U 5x 14800U 19734U +3265.5U 22999U
76 做多 2023-06-25T12:00 30890.66 2023-08-17T21:00 28400.00 3450U 5x 17250U 22999U -1406.7U 21593U
77 做多 2023-08-20T00:00 26253.30 2023-10-24T04:00 31522.88 3239U 5x 16195U 21593U +3231.1U 24824U
78 做多 2023-10-25T12:00 34193.55 2023-12-04T13:00 41500.00 3724U 5x 18618U 24824U +3955.7U 28779U
79 做多 2023-12-05T22:00 42194.00 2024-01-23T22:00 38767.74 4317U 5x 21585U 28779U -1772.6U 27007U
80 做多 2024-01-24T08:00 40179.52 2024-02-11T11:00 48519.61 4051U 5x 20255U 27007U +4179.9U 31187U
81 做多 2024-02-12T23:00 49917.80 2024-02-28T21:00 60454.77 4678U 5x 23390U 31187U +4909.0U 36096U
82 做多 2024-03-01T20:00 62230.00 2024-05-01T16:00 57169.69 5414U 5x 27072U 36096U -2226.3U 33870U
83 做多 2024-05-02T18:00 57801.41 2024-05-21T03:00 69999.99 5080U 5x 25402U 33870U +5330.2U 39200U
84 做多 2024-05-23T01:00 69863.52 2024-06-21T15:00 64201.63 5880U 5x 29400U 39200U -2409.6U 36790U
85 做多 2024-06-22T12:00 64364.11 2024-07-04T09:00 58561.10 5519U 5x 27593U 36790U -2512.8U 34277U
86 做多 2024-07-06T03:00 56465.42 2024-07-22T05:00 68193.99 5142U 5x 25708U 34277U +5308.8U 39586U
87 做多 2024-07-22T20:00 67697.11 2024-08-03T05:00 61987.01 5938U 5x 29690U 39586U -2531.4U 37055U
88 做多 2024-08-06T08:00 56038.00 2024-10-15T21:00 67658.00 5558U 5x 27791U 37055U +5729.2U 42784U
89 做多 2024-10-18T09:00 68085.50 2024-11-11T18:00 81984.19 6418U 5x 32088U 42784U +6511.7U 49296U
90 做多 2024-11-13T21:00 89152.01 2024-12-17T01:00 107078.55 7394U 5x 36972U 49296U +7389.8U 56685U
91 做多 2024-12-21T05:00 96623.29 2025-02-25T17:00 88303.73 8503U 5x 42514U 56685U -3699.4U 52986U
92 做多 2025-02-26T18:00 89262.66 2025-02-28T09:00 81661.55 7948U 5x 39739U 52986U -3420.3U 49566U
93 做多 2025-03-01T01:00 83605.12 2025-04-07T14:00 74810.01 7435U 5x 37174U 49566U -3943.9U 45622U
94 做多 2025-04-08T04:00 78955.26 2025-04-25T22:00 95368.00 6843U 5x 34216U 45622U +7071.3U 52693U
95 做多 2025-04-27T08:00 94870.01 2025-07-11T05:00 116490.52 7904U 5x 39520U 52693U +8957.9U 61651U
96 做多 2025-07-13T12:00 117879.22 2025-08-29T22:00 108198.67 9248U 5x 46238U 61651U -3839.6U 57811U
97 做多 2025-08-30T23:00 108869.98 2025-11-07T20:00 99638.28 8672U 5x 43358U 57811U -3716.3U 54095U
98 做多 2025-11-08T02:00 102609.46 2025-11-15T04:00 94377.47 8114U 5x 40571U 54095U -3292.2U 50803U
99 做多 2025-11-15T22:00 96254.25 2025-11-21T00:00 87878.10 7620U 5x 38102U 50803U -3350.5U 47452U
100 做多 2025-11-23T01:00 84554.20 2026-02-01T03:00 77750.01 7118U 5x 35589U 47452U -2896.6U 44556U
101 做多 2026-02-02T20:00 77988.51 2026-02-05T10:00 71454.44 6683U 5x 33417U 44556U -2830.3U 41725U