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🎯 月化收益 0.05%

策略参数

币种
BTC
策略
趋势+布林下轨+RSI超卖
周期
4小时
初始资金
10000U
杠杆
45x
仓位
3%
止盈
10%
止损
3%
回测天数
约25天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
153
盈利次数
50
亏损次数
103
胜率
32.7%
最大连续盈利
4次
最大连续亏损
10次
总收益
134.01%
最终资金
23401U
最大回撤
67.98%
月化收益
0.05%
盈利因子
1.11

📜 交易记录 (153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 300U 45x 13500U 10000U -476.7U 9523U
2 做多 2020-01-24T12:00 8340.00 2020-01-29T04:00 9374.21 286U 45x 12856U 9523U +1579.8U 11103U
3 做多 2020-02-17T00:00 9745.57 2020-02-25T20:00 9397.47 333U 45x 14989U 11103U -549.8U 10553U
4 做多 2020-02-26T08:00 9170.13 2020-02-27T00:00 8831.14 317U 45x 14247U 10553U -540.4U 10013U
5 做多 2020-03-08T20:00 8400.83 2020-03-09T04:00 8033.31 300U 45x 13517U 10013U -604.3U 9409U
6 做多 2020-03-10T20:00 7767.28 2020-03-12T12:00 7392.13 282U 45x 12702U 9409U -625.6U 8783U
7 做多 2020-03-12T16:00 6067.01 2020-03-13T04:00 4800.00 263U 45x 11857U 8783U -2485.6U 6297U
8 做多 2020-03-14T12:00 5500.40 2020-03-14T20:00 5311.38 189U 45x 8502U 6297U -300.4U 5997U
9 做多 2020-03-16T12:00 4785.67 2020-03-16T16:00 4565.59 180U 45x 8096U 5997U -380.0U 5617U
10 做多 2020-03-23T00:00 5911.03 2020-03-24T08:00 6522.52 169U 45x 7583U 5617U +776.1U 6393U
11 做多 2020-03-29T12:00 6153.90 2020-03-30T00:00 5905.29 192U 45x 8631U 6393U -357.0U 6036U
12 做多 2020-04-10T20:00 6766.43 2020-04-23T20:00 7530.10 181U 45x 8149U 6036U +910.6U 6947U
13 做多 2020-05-10T08:00 8622.78 2020-05-14T12:00 9508.56 208U 45x 9378U 6947U +953.0U 7900U
14 做多 2020-05-22T00:00 9065.53 2020-05-25T04:00 8720.34 237U 45x 10665U 7900U -416.3U 7484U
15 做多 2020-05-25T16:00 8752.41 2020-05-31T04:00 9697.72 225U 45x 10103U 7484U +1080.0U 8563U
16 做多 2020-06-12T00:00 9280.93 2020-06-28T00:00 8938.04 257U 45x 11561U 8563U -438.3U 8125U
17 做多 2020-06-28T08:00 8971.80 2020-07-26T16:00 9970.87 244U 45x 10969U 8125U +1209.3U 9334U
18 做多 2020-08-20T04:00 11754.59 2020-08-26T00:00 11294.00 280U 45x 12602U 9334U -505.9U 8829U
19 做多 2020-09-03T20:00 10670.28 2020-09-04T04:00 10140.85 265U 45x 11919U 8829U -602.7U 8226U
20 做多 2020-09-05T16:00 10225.66 2020-10-10T08:00 11412.96 247U 45x 11105U 8226U +1277.0U 9503U
21 做多 2020-11-27T00:00 16516.87 2020-11-30T04:00 18184.99 285U 45x 12829U 9503U +1281.5U 10784U
22 做多 2020-12-09T12:00 17924.07 2020-12-16T16:00 19739.78 324U 45x 14559U 10784U +1458.8U 12243U
23 做多 2021-01-11T20:00 31580.00 2021-01-12T04:00 35404.47 367U 45x 16528U 12243U +1983.1U 14226U
24 做多 2021-01-21T20:00 31384.09 2021-01-27T20:00 30322.61 427U 45x 19206U 14226U -668.1U 13558U
25 做多 2021-01-28T04:00 30366.15 2021-01-29T08:00 33733.58 407U 45x 18304U 13558U +2009.4U 15568U
26 做多 2021-02-01T00:00 32808.80 2021-02-03T08:00 36403.47 467U 45x 21016U 15568U +2279.3U 17847U
27 做多 2021-02-23T16:00 46369.29 2021-02-26T12:00 44973.68 535U 45x 24093U 17847U -748.5U 17098U
28 做多 2021-03-16T08:00 54272.86 2021-03-25T04:00 52303.65 513U 45x 23083U 17098U -859.8U 16239U
29 做多 2021-04-04T16:00 57275.55 2021-04-13T20:00 63331.83 487U 45x 21922U 16239U +2293.8U 18532U
30 做多 2021-04-18T08:00 55014.46 2021-04-18T16:00 53308.92 556U 45x 25019U 18532U -799.9U 17733U
31 做多 2021-04-23T08:00 50298.76 2021-04-23T12:00 47942.44 532U 45x 23939U 17733U -1144.3U 16588U
32 做多 2021-05-13T04:00 49631.32 2021-05-16T00:00 48108.40 498U 45x 22394U 16588U -708.9U 15879U
33 做多 2021-05-19T20:00 37318.52 2021-05-20T20:00 41432.88 476U 45x 21437U 15879U +2339.7U 18219U
34 做多 2021-05-24T00:00 33051.73 2021-05-24T12:00 36645.79 547U 45x 24596U 18219U +2647.3U 20866U
35 做多 2021-05-30T00:00 34025.43 2021-06-02T20:00 38040.70 626U 45x 28170U 20866U +3292.8U 24159U
36 做多 2021-06-08T20:00 31705.24 2021-06-09T16:00 34972.42 725U 45x 32615U 24159U +3324.9U 27484U
37 做多 2021-06-18T20:00 36355.10 2021-06-19T08:00 35103.44 825U 45x 37104U 27484U -1313.3U 26171U
38 做多 2021-06-20T16:00 33872.90 2021-06-21T16:00 32520.56 785U 45x 35331U 26171U -1444.5U 24726U
39 做多 2021-06-22T04:00 31608.93 2021-06-25T00:00 34857.73 742U 45x 33381U 24726U +3394.1U 28120U
40 做多 2021-07-14T12:00 31920.01 2021-07-19T20:00 30687.96 844U 45x 37963U 28120U -1501.8U 26619U
41 做多 2021-07-20T16:00 29692.79 2021-07-24T04:00 33634.09 799U 45x 35935U 26619U +4729.2U 31348U
42 做多 2021-08-03T16:00 38490.01 2021-08-07T00:00 42901.17 940U 45x 42320U 31348U +4802.9U 36151U
43 做多 2021-09-08T12:00 45080.30 2021-09-21T04:00 43015.62 1085U 45x 48804U 36151U -2281.8U 33869U
44 做多 2021-10-23T04:00 60688.22 2021-10-27T16:00 58564.00 1016U 45x 45723U 33869U -1644.5U 32224U
45 做多 2021-10-28T04:00 58413.44 2021-11-08T08:00 65199.99 967U 45x 43503U 32224U +5005.7U 37230U
46 做多 2021-11-13T04:00 64122.23 2021-11-16T08:00 60907.41 1117U 45x 50261U 37230U -2567.6U 34663U
47 做多 2021-11-16T16:00 60574.49 2021-11-18T20:00 58100.04 1040U 45x 46794U 34663U -1956.4U 32706U
48 做多 2021-11-28T04:00 54721.03 2021-12-04T08:00 52000.00 981U 45x 44153U 32706U -2237.5U 30469U
49 做多 2021-12-05T04:00 49152.47 2021-12-10T00:00 47613.53 914U 45x 41133U 30469U -1327.7U 29141U
50 做多 2021-12-18T12:00 46364.08 2021-12-24T00:00 51109.99 874U 45x 39340U 29141U +3983.6U 33125U
51 做多 2021-12-26T08:00 49675.56 2021-12-29T00:00 47689.46 994U 45x 44718U 33125U -1830.8U 31294U
52 做多 2021-12-29T12:00 47570.03 2022-01-01T00:00 45728.28 939U 45x 42247U 31294U -1676.3U 29617U
53 做多 2022-01-06T08:00 42835.00 2022-01-07T20:00 41319.11 889U 45x 39984U 29617U -1453.5U 28164U
54 做多 2022-01-08T04:00 41566.48 2022-01-21T08:00 38465.65 845U 45x 38021U 28164U -2871.5U 25292U
55 做多 2022-01-22T04:00 36445.31 2022-01-22T20:00 34838.68 759U 45x 34145U 25292U -1537.9U 23755U
56 做多 2022-01-23T20:00 35287.58 2022-01-24T16:00 33697.11 713U 45x 32069U 23755U -1476.0U 22279U
57 做多 2022-02-13T04:00 42217.87 2022-02-18T04:00 40515.70 668U 45x 30076U 22279U -1241.5U 21037U
58 做多 2022-02-18T12:00 40665.81 2022-02-20T12:00 38796.64 631U 45x 28400U 21037U -1332.5U 19705U
59 做多 2022-02-20T16:00 38343.99 2022-02-22T04:00 37008.16 591U 45x 26601U 19705U -952.4U 18752U
60 做多 2022-03-04T12:00 41436.98 2022-03-05T00:00 39782.13 563U 45x 25315U 18752U -1035.3U 17717U
61 做多 2022-03-12T04:00 38729.57 2022-03-22T16:00 42983.00 532U 45x 23918U 17717U +2600.2U 20317U
62 做多 2022-04-01T00:00 45581.97 2022-04-06T20:00 44168.35 610U 45x 27428U 20317U -877.2U 19440U
63 做多 2022-04-07T08:00 43294.04 2022-04-11T16:00 41067.63 583U 45x 26244U 19440U -1374.5U 18065U
64 做多 2022-04-12T04:00 39530.45 2022-04-27T00:00 38270.03 542U 45x 24388U 18065U -801.2U 17264U
65 做多 2022-05-07T00:00 36001.35 2022-05-08T08:00 34480.24 518U 45x 23307U 17264U -1007.1U 16257U
66 做多 2022-05-09T04:00 34038.40 2022-05-09T20:00 32341.53 488U 45x 21947U 16257U -1114.9U 15142U
67 做多 2022-06-03T16:00 29758.19 2022-06-11T16:00 28734.01 454U 45x 20442U 15142U -723.3U 14419U
68 做多 2022-06-13T00:00 27424.71 2022-06-13T04:00 26574.53 433U 45x 19465U 14419U -622.3U 13797U
69 做多 2022-06-18T12:00 19258.58 2022-06-19T00:00 18067.60 414U 45x 18625U 13797U -1169.3U 12627U
70 做多 2022-06-29T00:00 20255.01 2022-06-30T12:00 19435.90 379U 45x 17047U 12627U -705.7U 11922U
71 做多 2022-07-03T12:00 19139.74 2022-07-08T00:00 21812.47 358U 45x 16094U 11922U +2229.1U 14151U
72 做多 2022-07-11T04:00 20862.47 2022-07-12T04:00 19963.61 425U 45x 19103U 14151U -841.3U 13309U
73 做多 2022-07-26T12:00 21066.86 2022-07-28T20:00 23745.57 399U 45x 17967U 13309U +2264.4U 15574U
74 做多 2022-08-17T16:00 23746.65 2022-08-19T08:00 22769.05 467U 45x 21024U 15574U -885.7U 14688U
75 做多 2022-08-27T04:00 20241.05 2022-08-29T04:00 19555.61 441U 45x 19829U 14688U -690.6U 13997U
76 做多 2022-09-07T08:00 18745.85 2022-09-09T12:00 20631.76 420U 45x 18896U 13997U +1880.3U 15878U
77 做多 2022-09-14T20:00 20178.79 2022-09-19T04:00 19416.18 476U 45x 21435U 15878U -830.7U 15047U
78 做多 2022-09-19T12:00 18468.74 2022-10-05T04:00 20337.82 451U 45x 20313U 15047U +2033.4U 17080U
79 做多 2022-10-08T16:00 19534.21 2022-10-13T16:00 18753.20 512U 45x 23058U 17080U -944.0U 16136U
80 做多 2022-10-16T16:00 19144.69 2022-11-05T00:00 21108.54 484U 45x 21784U 16136U +2210.6U 18347U
81 做多 2022-11-07T16:00 20733.46 2022-11-08T12:00 19796.90 550U 45x 24768U 18347U -1142.5U 17204U
82 做多 2022-11-21T12:00 16039.73 2022-12-13T20:00 17752.94 516U 45x 23226U 17204U +2455.0U 19659U
83 做多 2022-12-17T00:00 16864.81 2023-01-13T00:00 18885.35 590U 45x 26540U 19659U +3150.0U 22809U
84 做多 2023-02-06T04:00 22932.91 2023-02-10T00:00 22032.71 684U 45x 30793U 22809U -1238.3U 21571U
85 做多 2023-02-10T08:00 21825.59 2023-02-16T04:00 24324.05 647U 45x 29121U 21571U +3301.1U 24872U
86 做多 2023-02-23T00:00 23791.67 2023-02-25T08:00 23077.64 746U 45x 33577U 24872U -1040.3U 23832U
87 做多 2023-02-25T16:00 22983.85 2023-03-05T00:00 22250.78 715U 45x 32173U 23832U -1057.3U 22775U
88 做多 2023-03-09T04:00 21705.44 2023-03-10T00:00 20854.93 683U 45x 30746U 22775U -1234.3U 21540U
89 做多 2023-04-17T12:00 29838.30 2023-04-20T04:00 28797.10 646U 45x 29079U 21540U -1042.8U 20497U
90 做多 2023-04-21T00:00 28104.38 2023-05-11T20:00 27179.42 615U 45x 27672U 20497U -937.5U 19560U
91 做多 2023-05-13T04:00 26795.01 2023-06-06T00:00 25629.99 587U 45x 26406U 19560U -1173.4U 18387U
92 做多 2023-06-15T16:00 25014.97 2023-06-21T00:00 27982.77 552U 45x 24822U 18387U +2917.1U 21304U
93 做多 2023-07-16T08:00 30188.00 2023-07-24T16:00 29269.99 639U 45x 28760U 21304U -902.5U 20401U
94 做多 2023-07-26T08:00 29242.81 2023-08-17T20:00 27934.02 612U 45x 27542U 20401U -1259.0U 19142U
95 做多 2023-09-01T04:00 25940.78 2023-09-11T20:00 25115.97 574U 45x 25842U 19142U -846.7U 18296U
96 做多 2023-09-22T04:00 26568.08 2023-10-20T08:00 29235.38 549U 45x 24699U 18296U +2452.5U 20748U
97 做多 2023-11-14T08:00 36448.07 2023-11-15T00:00 35293.99 622U 45x 28010U 20748U -914.0U 19834U
98 做多 2023-11-27T04:00 37447.43 2023-12-04T12:00 41441.10 595U 45x 26776U 19834U +2826.0U 22660U
99 做多 2023-12-11T12:00 42132.51 2023-12-12T00:00 40779.99 680U 45x 30591U 22660U -1011.6U 21648U
100 做多 2024-01-13T08:00 42609.94 2024-01-19T00:00 41022.32 649U 45x 29225U 21648U -1117.1U 20531U
101 做多 2024-01-19T08:00 41055.87 2024-01-23T00:00 39820.31 616U 45x 27717U 20531U -861.0U 19670U
102 做多 2024-03-20T04:00 61937.40 2024-03-25T20:00 69792.05 590U 45x 26555U 19670U +3337.7U 23008U
103 做多 2024-04-02T20:00 64890.00 2024-04-08T16:00 72404.00 690U 45x 31061U 23008U +3562.1U 26570U
104 做多 2024-04-14T00:00 64788.01 2024-04-16T20:00 61762.20 797U 45x 35870U 26570U -1709.4U 24861U
105 做多 2024-04-17T20:00 60304.95 2024-04-23T00:00 66524.77 746U 45x 33562U 24861U +3424.5U 28285U
106 做多 2024-04-25T12:00 64017.99 2024-04-30T16:00 61204.42 849U 45x 38185U 28285U -1714.7U 26570U
107 做多 2024-05-01T00:00 59292.95 2024-05-01T12:00 57499.99 797U 45x 35870U 26570U -1119.5U 25451U
108 做多 2024-06-10T00:00 69710.26 2024-06-11T12:00 67570.18 764U 45x 34359U 25451U -1088.1U 24363U
109 做多 2024-06-11T20:00 66244.48 2024-06-21T12:00 64201.63 731U 45x 32890U 24363U -1046.1U 23317U
110 做多 2024-06-24T08:00 62862.00 2024-06-24T20:00 60843.99 700U 45x 31478U 23317U -1041.0U 22276U
111 做多 2024-07-03T16:00 60386.01 2024-07-04T12:00 58219.99 668U 45x 30072U 22276U -1107.7U 21168U
112 做多 2024-07-25T08:00 64093.59 2024-08-03T04:00 61498.33 635U 45x 28577U 21168U -1184.5U 19984U
113 做多 2024-08-04T12:00 60373.99 2024-08-05T04:00 58161.00 600U 45x 26978U 19984U -1014.9U 18969U
114 做多 2024-08-06T00:00 53470.09 2024-08-08T20:00 59428.03 569U 45x 25608U 18969U +2824.9U 21794U
115 做多 2024-08-27T16:00 62417.00 2024-08-28T04:00 59415.00 654U 45x 29421U 21794U -1443.1U 20351U
116 做多 2024-08-28T20:00 59000.00 2024-09-04T08:00 56653.98 611U 45x 27473U 20351U -1118.8U 19232U
117 做多 2024-09-07T04:00 53962.97 2024-09-13T20:00 59667.38 577U 45x 25963U 19232U +2715.8U 21948U
118 做多 2024-09-30T16:00 63819.44 2024-10-02T00:00 61755.99 658U 45x 29629U 21948U -986.7U 20961U
119 做多 2024-10-10T04:00 60636.02 2024-10-16T00:00 66970.18 629U 45x 28297U 20961U +2924.7U 23886U
120 做多 2024-10-23T12:00 66852.34 2024-11-06T08:00 74348.53 717U 45x 32246U 23886U +3579.9U 27465U
121 做多 2024-11-24T20:00 95901.51 2024-11-26T04:00 93010.01 824U 45x 37078U 27465U -1153.9U 26312U
122 做多 2024-12-19T04:00 100204.01 2024-12-20T08:00 97106.02 789U 45x 35521U 26312U -1132.6U 25179U
123 做多 2024-12-23T20:00 93250.37 2025-01-17T20:00 104000.00 755U 45x 33992U 25179U +3880.5U 29060U
124 做多 2025-01-27T04:00 102620.00 2025-01-27T12:00 99048.02 872U 45x 39230U 29060U -1403.4U 27656U
125 做多 2025-02-02T04:00 100635.65 2025-02-03T08:00 94038.74 830U 45x 37336U 27656U -2482.3U 25174U
126 做多 2025-02-06T08:00 97355.67 2025-02-19T00:00 94104.14 755U 45x 33985U 25174U -1167.9U 24006U
127 做多 2025-02-25T04:00 91552.88 2025-02-25T20:00 87231.26 720U 45x 32408U 24006U -1560.6U 22445U
128 做多 2025-02-28T12:00 79204.59 2025-03-02T20:00 87427.99 673U 45x 30301U 22445U +3112.6U 25558U
129 做多 2025-03-09T20:00 83080.41 2025-03-10T20:00 80043.85 767U 45x 34503U 25558U -1294.3U 24264U
130 做多 2025-03-11T00:00 79060.84 2025-03-24T16:00 87689.52 728U 45x 32756U 24264U +3538.6U 27802U
131 做多 2025-03-28T20:00 84051.16 2025-04-07T00:00 79614.35 834U 45x 37533U 27802U -2016.8U 25785U
132 做多 2025-04-07T04:00 78430.00 2025-04-07T12:00 75126.01 774U 45x 34810U 25785U -1499.8U 24286U
133 做多 2025-05-05T04:00 94277.62 2025-05-10T12:00 103759.71 729U 45x 32785U 24286U +3261.4U 27547U
134 做多 2025-05-30T04:00 105589.75 2025-06-06T00:00 101914.77 826U 45x 37188U 27547U -1330.2U 26217U
135 做多 2025-06-06T04:00 101508.68 2025-07-10T00:00 111750.00 787U 45x 35393U 26217U +3531.8U 29749U
136 做多 2025-07-25T08:00 115419.66 2025-08-25T12:00 111511.55 892U 45x 40161U 29749U -1398.6U 28350U
137 做多 2025-08-26T08:00 109879.56 2025-10-03T20:00 122258.05 850U 45x 38272U 28350U +4269.0U 32619U
138 做多 2025-10-11T04:00 112774.50 2025-10-16T20:00 108549.21 979U 45x 44035U 32619U -1692.3U 30927U
139 做多 2025-10-17T12:00 105633.75 2025-11-05T00:00 100542.64 928U 45x 41751U 30927U -2052.0U 28875U
140 做多 2025-11-05T12:00 101993.02 2025-11-14T00:00 98682.14 866U 45x 38981U 28875U -1303.1U 27572U
141 做多 2025-11-15T00:00 95778.29 2025-11-18T00:00 91678.93 827U 45x 37222U 27572U -1628.7U 25943U
142 做多 2025-11-20T00:00 88884.56 2025-11-21T08:00 85821.34 778U 45x 35023U 25943U -1240.8U 24702U
143 做多 2025-11-22T16:00 84098.94 2025-12-03T08:00 92628.91 741U 45x 33348U 24702U +3345.7U 28048U
144 做多 2025-12-06T00:00 89629.26 2025-12-16T00:00 86149.96 841U 45x 37864U 28048U -1506.2U 26541U
145 做多 2025-12-16T08:00 85875.92 2026-01-14T04:00 95414.00 796U 45x 35831U 26541U +3939.9U 30481U
146 做多 2026-01-19T12:00 92841.62 2026-01-21T00:00 89725.76 914U 45x 41150U 30481U -1420.8U 29061U
147 做多 2026-01-26T00:00 86495.16 2026-01-30T08:00 82676.43 872U 45x 39232U 29061U -1769.6U 27291U
148 做多 2026-01-31T12:00 83546.81 2026-02-01T00:00 77750.01 819U 45x 36843U 27291U -2590.6U 24700U
149 做多 2026-02-01T12:00 78343.00 2026-02-04T00:00 74935.00 741U 45x 33345U 24700U -1482.5U 23218U
150 做多 2026-02-05T04:00 73165.83 2026-02-05T12:00 70756.85 697U 45x 31344U 23218U -1062.3U 22156U
151 做多 2026-02-24T08:00 63595.51 2026-03-04T16:00 71111.40 665U 45x 29910U 22156U +3501.4U 25657U
152 做多 2026-03-07T04:00 68114.02 2026-03-09T04:00 65971.20 770U 45x 34637U 25657U -1123.2U 24534U
153 做多 2026-03-19T12:00 70191.17 2026-03-23T04:00 67859.00 736U 45x 33121U 24534U -1132.5U 23401U