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🎯 月化收益 0.05%

策略参数

币种
BTC
策略
MA20/40金叉
周期
4小时
初始资金
10000U
杠杆
5x
仓位
15%
止盈
1%
止损
15%
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
148
盈利次数
140
亏损次数
8
胜率
94.6%
最大连续盈利
41次
最大连续亏损
1次
总收益
132.54%
最终资金
23254U
最大回撤
30.82%
月化收益
0.05%
盈利因子
1.85

📜 交易记录 (148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 2020-01-28T08:00 9111.95 2020-01-29T04:00 9374.21 1500U 5x 7500U 10000U +208.1U 10208U
2 做多 2020-02-06T20:00 9786.88 2020-02-09T04:00 9895.05 1531U 5x 7656U 10208U +76.9U 10285U
3 做多 2020-03-04T20:00 8700.00 2020-03-05T08:00 8869.82 1543U 5x 7714U 10285U +142.7U 10428U
4 做多 2020-03-20T00:00 6215.57 2020-03-20T12:00 6318.39 1564U 5x 7821U 10428U +121.4U 10549U
5 做多 2020-04-02T12:00 6644.00 2020-04-02T20:00 6805.00 1582U 5x 7912U 10549U +183.6U 10733U
6 做多 2020-04-17T04:00 7101.94 2020-04-18T20:00 7243.37 1610U 5x 8050U 10733U +152.1U 10885U
7 做多 2020-04-24T12:00 7568.68 2020-04-26T16:00 7660.40 1633U 5x 8164U 10885U +90.7U 10976U
8 做多 2020-05-15T12:00 9674.33 2020-05-17T20:00 9822.32 1646U 5x 8232U 10976U +117.6U 11093U
9 做多 2020-05-29T08:00 9521.26 2020-05-31T04:00 9697.72 1664U 5x 8320U 11093U +145.7U 11239U
10 做多 2020-06-06T08:00 9636.18 2020-06-08T00:00 9773.81 1686U 5x 8429U 11239U +111.8U 11351U
11 做多 2020-06-09T04:00 9782.01 2020-06-11T04:00 9885.00 1703U 5x 8513U 11351U +81.0U 11432U
12 做多 2020-06-18T16:00 9432.67 2020-06-23T00:00 9563.47 1715U 5x 8574U 11432U +110.2U 11542U
13 做多 2020-06-23T12:00 9663.63 2020-07-26T16:00 9970.87 1731U 5x 8656U 11542U +266.3U 11808U
14 做多 2020-08-06T16:00 11692.49 2020-08-06T20:00 11837.56 1771U 5x 8856U 11808U +100.9U 11909U
15 做多 2020-08-16T00:00 11837.11 2020-08-17T20:00 12421.55 1786U 5x 8932U 11909U +431.6U 12341U
16 做多 2020-08-31T04:00 11711.16 2020-09-01T12:00 11923.74 1851U 5x 9256U 12341U +158.6U 12499U
17 做多 2020-09-11T20:00 10318.76 2020-09-13T00:00 10461.39 1875U 5x 9374U 12499U +120.1U 12619U
18 做多 2020-09-27T08:00 10781.20 2020-09-28T20:00 10901.90 1893U 5x 9465U 12619U +96.4U 12716U
19 做多 2020-10-07T00:00 10571.36 2020-10-08T20:00 10896.96 1907U 5x 9537U 12716U +283.9U 13000U
20 做多 2020-10-19T20:00 11800.00 2020-10-20T20:00 11926.40 1950U 5x 9750U 13000U +94.6U 13094U
21 做多 2020-12-01T08:00 19419.74 2020-12-16T16:00 19739.78 1964U 5x 9821U 13094U +151.9U 13246U
22 做多 2020-12-25T16:00 24574.40 2020-12-26T08:00 24909.79 1987U 5x 9935U 13246U +125.5U 13372U
23 做多 2021-01-16T08:00 36532.92 2021-01-16T16:00 37680.00 2006U 5x 10029U 13372U +304.5U 13676U
24 做多 2021-01-30T04:00 34252.20 2021-02-02T16:00 34720.15 2051U 5x 10257U 13676U +129.7U 13806U
25 做多 2021-03-03T20:00 50767.36 2021-03-09T00:00 51310.82 2071U 5x 10354U 13806U +100.4U 13906U
26 做多 2021-03-20T16:00 59242.47 2021-04-02T08:00 59869.79 2086U 5x 10430U 13906U +99.9U 14006U
27 做多 2021-04-11T00:00 59567.38 2021-04-11T08:00 60268.58 2101U 5x 10505U 14006U +113.0U 14119U
28 做多 2021-04-28T04:00 55011.97 2021-04-30T20:00 57180.06 2118U 5x 10589U 14119U +406.3U 14526U
29 做多 2021-05-08T12:00 58463.06 2021-05-10T08:00 59356.76 2179U 5x 10894U 14526U +155.5U 14681U
30 做多 2021-05-27T08:00 37621.56 2021-05-27T12:00 38275.47 2202U 5x 11011U 14681U +180.2U 14861U
31 做多 2021-06-03T04:00 37568.68 2021-06-03T12:00 38634.09 2229U 5x 11146U 14861U +304.6U 15166U
32 做多 2021-06-12T00:00 37246.77 2021-06-14T00:00 37650.00 2275U 5x 11374U 15166U +111.6U 15277U
33 做多 2021-06-27T20:00 33200.02 2021-06-28T04:00 34700.34 2292U 5x 11458U 15277U +505.8U 15783U
34 做多 2021-06-29T16:00 35555.62 2021-06-29T20:00 36248.99 2367U 5x 11837U 15783U +218.8U 16002U
35 做多 2021-07-06T00:00 34117.97 2021-07-06T12:00 34874.85 2400U 5x 12002U 16002U +254.0U 16256U
36 做多 2021-07-13T00:00 32822.85 2021-07-13T12:00 33180.08 2438U 5x 12192U 16256U +120.4U 16376U
37 做多 2021-07-23T20:00 32315.00 2021-07-24T04:00 33634.09 2456U 5x 12282U 16376U +488.6U 16865U
38 做多 2021-08-07T12:00 43207.89 2021-08-07T16:00 43800.03 2530U 5x 12649U 16865U +160.5U 17025U
39 做多 2021-08-21T16:00 48501.87 2021-08-21T20:00 49180.98 2554U 5x 12769U 17025U +165.8U 17191U
40 做多 2021-08-30T12:00 47930.40 2021-08-31T00:00 48619.99 2579U 5x 12893U 17191U +172.4U 17364U
41 做多 2021-09-03T16:00 50168.54 2021-09-06T00:00 50684.56 2605U 5x 13023U 17364U +120.8U 17485U
42 做多 2021-09-15T20:00 48288.00 2021-09-22T04:00 40734.38 2623U 5x 13113U 17485U -2062.4U 15422U
43 做多 2021-10-01T20:00 47363.68 2021-10-02T00:00 48030.00 2313U 5x 11567U 15422U +151.0U 15573U
44 做多 2021-10-31T16:00 60467.81 2021-11-01T04:00 61299.80 2336U 5x 11680U 15573U +148.9U 15722U
45 做多 2021-11-09T00:00 65835.01 2021-11-09T04:00 67525.83 2358U 5x 11792U 15722U +290.7U 16013U
46 做多 2021-12-01T08:00 57362.01 2021-12-01T20:00 58614.49 2402U 5x 12010U 16013U +250.0U 16263U
47 做多 2021-12-10T08:00 48373.48 2021-12-12T04:00 49389.99 2439U 5x 12197U 16263U +243.9U 16507U
48 做多 2021-12-22T12:00 49206.42 2021-12-24T00:00 51109.99 2476U 5x 12380U 16507U +466.1U 16973U
49 做多 2022-01-12T20:00 43560.29 2022-01-22T04:00 36445.31 2546U 5x 12729U 16973U -2089.8U 14883U
50 做多 2022-01-27T20:00 36639.43 2022-01-28T04:00 37160.10 2232U 5x 11162U 14883U +147.3U 15030U
51 做多 2022-02-05T04:00 41574.25 2022-02-07T04:00 42380.87 2255U 5x 11273U 15030U +207.2U 15237U
52 做多 2022-02-16T20:00 43598.63 2022-02-17T00:00 44220.00 2286U 5x 11428U 15237U +151.3U 15389U
53 做多 2022-02-27T08:00 38606.81 2022-02-27T16:00 39479.80 2308U 5x 11541U 15389U +249.2U 15638U
54 做多 2022-03-10T16:00 39076.38 2022-03-11T16:00 39893.68 2346U 5x 11728U 15638U +233.3U 15871U
55 做多 2022-03-17T00:00 40880.17 2022-03-19T00:00 42042.72 2381U 5x 11903U 15871U +326.3U 16197U
56 做多 2022-04-20T16:00 42090.00 2022-05-08T04:00 35472.39 2430U 5x 12148U 16197U -1920.2U 14277U
57 做多 2022-05-17T16:00 30319.47 2022-05-30T12:00 30636.12 2142U 5x 10708U 14277U +101.0U 14378U
58 做多 2022-05-31T04:00 31734.22 2022-05-31T20:00 32058.53 2157U 5x 10784U 14378U +99.3U 14477U
59 做多 2022-06-07T20:00 29891.17 2022-06-08T00:00 31059.71 2172U 5x 10858U 14477U +413.2U 14891U
60 做多 2022-06-22T16:00 20506.30 2022-06-24T00:00 20910.06 2234U 5x 11168U 14891U +208.5U 15099U
61 做多 2022-07-06T04:00 20175.83 2022-07-07T04:00 20564.51 2265U 5x 11324U 15099U +206.6U 15306U
62 做多 2022-07-16T20:00 20943.02 2022-07-17T00:00 21192.04 2296U 5x 11479U 15306U +124.9U 15431U
63 做多 2022-07-29T16:00 23720.56 2022-07-29T20:00 24010.74 2315U 5x 11573U 15431U +129.9U 15561U
64 做多 2022-08-08T04:00 23174.39 2022-08-08T12:00 23807.68 2334U 5x 11670U 15561U +306.9U 15867U
65 做多 2022-08-25T20:00 21565.12 2022-09-12T04:00 21826.87 2380U 5x 11901U 15867U +132.4U 16000U
66 做多 2022-09-25T16:00 19117.94 2022-09-27T08:00 20099.04 2400U 5x 12000U 16000U +603.2U 16603U
67 做多 2022-10-04T12:00 19968.01 2022-10-05T00:00 20220.09 2490U 5x 12452U 16603U +144.6U 16748U
68 做多 2022-10-16T08:00 19123.43 2022-10-17T00:00 19375.39 2512U 5x 12561U 16748U +152.8U 16900U
69 做多 2022-10-25T00:00 19343.23 2022-10-25T20:00 19748.48 2535U 5x 12675U 16900U +252.6U 17153U
70 做多 2022-11-05T16:00 21404.63 2022-11-09T16:00 17818.08 2573U 5x 12865U 17153U -2166.3U 14987U
71 做多 2022-11-18T12:00 16745.10 2022-12-01T00:00 17062.85 2248U 5x 11240U 14987U +201.8U 15189U
72 做多 2022-12-01T08:00 17150.98 2022-12-13T16:00 17444.63 2278U 5x 11391U 15189U +183.5U 15372U
73 做多 2022-12-23T04:00 16821.43 2023-01-08T20:00 17000.43 2306U 5x 11529U 15372U +111.0U 15483U
74 做多 2023-02-15T20:00 22809.46 2023-02-16T00:00 23318.90 2322U 5x 11612U 15483U +247.5U 15731U
75 做多 2023-03-02T04:00 23628.97 2023-03-10T08:00 20052.07 2360U 5x 11798U 15731U -1795.9U 13935U
76 做多 2023-03-14T08:00 24374.20 2023-03-14T16:00 24743.04 2090U 5x 10451U 13935U +147.5U 14082U
77 做多 2023-03-31T00:00 27986.09 2023-03-31T20:00 28494.99 2112U 5x 10562U 14082U +181.3U 14263U
78 做多 2023-04-11T04:00 29637.34 2023-04-11T08:00 30115.95 2140U 5x 10698U 14263U +161.9U 14425U
79 做多 2023-04-27T04:00 28415.29 2023-04-27T08:00 28885.79 2164U 5x 10819U 14425U +168.1U 14593U
80 做多 2023-05-06T00:00 29561.66 2023-06-15T08:00 25065.35 2189U 5x 10945U 14593U -1674.0U 12919U
81 做多 2023-06-18T12:00 26584.98 2023-06-20T08:00 26896.52 1938U 5x 9690U 12919U +103.7U 13023U
82 做多 2023-07-02T00:00 30609.51 2023-07-03T20:00 31068.64 1953U 5x 9767U 13023U +136.6U 13160U
83 做多 2023-07-12T04:00 30622.10 2023-07-14T00:00 31606.01 1974U 5x 9870U 13160U +306.9U 13467U
84 做多 2023-07-30T20:00 29349.37 2023-08-02T04:00 29705.99 2020U 5x 10100U 13467U +112.5U 13579U
85 做多 2023-08-05T00:00 29032.06 2023-08-08T16:00 29438.63 2037U 5x 10184U 13579U +132.3U 13711U
86 做多 2023-08-09T04:00 29770.42 2023-09-11T20:00 25115.97 2057U 5x 10284U 13711U -1616.5U 12095U
87 做多 2023-09-14T20:00 26693.97 2023-09-18T16:00 27196.98 1814U 5x 9071U 12095U +161.7U 12257U
88 做多 2023-09-29T08:00 26957.99 2023-10-02T04:00 27992.57 1839U 5x 9193U 12257U +343.2U 12600U
89 做多 2023-10-16T20:00 28064.16 2023-10-17T00:00 28468.85 1890U 5x 9450U 12600U +126.7U 12727U
90 做多 2023-10-31T00:00 34432.11 2023-11-02T04:00 35421.43 1909U 5x 9545U 12727U +264.4U 12991U
91 做多 2023-11-18T20:00 36664.16 2023-11-20T04:00 37359.86 1949U 5x 9743U 12991U +175.0U 13166U
92 做多 2023-11-20T08:00 37114.34 2023-11-21T00:00 37569.23 1975U 5x 9875U 13166U +111.0U 13277U
93 做多 2023-12-01T04:00 37723.96 2023-12-01T12:00 38244.08 1992U 5x 9958U 13277U +127.2U 13404U
94 做多 2023-12-16T16:00 42331.99 2023-12-19T08:00 43082.20 2011U 5x 10053U 13404U +167.9U 13572U
95 做多 2023-12-21T04:00 43668.93 2024-01-02T04:00 44179.55 2036U 5x 10179U 13572U +108.7U 13681U
96 做多 2024-01-02T12:00 45455.53 2024-01-09T00:00 46979.35 2052U 5x 10261U 13681U +333.4U 14014U
97 做多 2024-01-27T16:00 41761.23 2024-01-28T08:00 42231.83 2102U 5x 10511U 14014U +107.8U 14122U
98 做多 2024-02-06T08:00 42851.11 2024-02-08T00:00 43615.47 2118U 5x 10592U 14122U +178.1U 14300U
99 做多 2024-02-08T04:00 44349.60 2024-02-08T20:00 45432.30 2145U 5x 10725U 14300U +250.8U 14551U
100 做多 2024-02-27T04:00 54476.47 2024-02-27T08:00 55667.60 2183U 5x 10913U 14551U +227.5U 14779U
101 做多 2024-03-25T16:00 66810.15 2024-03-25T20:00 69792.05 2217U 5x 11084U 14779U +483.1U 15262U
102 做多 2024-04-07T12:00 69364.01 2024-04-08T12:00 70698.63 2289U 5x 11446U 15262U +208.6U 15470U
103 做多 2024-04-21T08:00 65170.00 2024-04-22T12:00 65980.00 2321U 5x 11603U 15470U +132.5U 15603U
104 做多 2024-05-05T12:00 63736.87 2024-05-05T20:00 64428.65 2340U 5x 11702U 15603U +115.2U 15718U
105 做多 2024-05-15T04:00 61577.49 2024-05-15T12:00 62195.04 2358U 5x 11788U 15718U +106.3U 15824U
106 做多 2024-05-28T20:00 68374.08 2024-06-03T16:00 69080.00 2374U 5x 11868U 15824U +110.5U 15935U
107 做多 2024-06-04T04:00 68809.90 2024-06-04T20:00 70445.00 2390U 5x 11951U 15935U +271.8U 16206U
108 做多 2024-07-01T00:00 62026.83 2024-07-01T04:00 62772.01 2431U 5x 12155U 16206U +133.7U 16340U
109 做多 2024-07-10T20:00 57699.69 2024-07-11T16:00 58777.99 2451U 5x 12255U 16340U +216.5U 16557U
110 做多 2024-07-28T12:00 67560.86 2024-07-29T04:00 68249.88 2484U 5x 12418U 16557U +114.1U 16671U
111 做多 2024-08-10T00:00 60681.42 2024-08-14T16:00 61296.87 2501U 5x 12503U 16671U +114.2U 16785U
112 做多 2024-08-20T04:00 59438.50 2024-08-20T08:00 60619.18 2518U 5x 12589U 16785U +237.2U 17022U
113 做多 2024-09-11T08:00 56819.55 2024-09-12T00:00 57585.50 2553U 5x 12767U 17022U +159.2U 17181U
114 做多 2024-10-07T08:00 63530.51 2024-10-14T08:00 64299.99 2577U 5x 12886U 17181U +143.0U 17324U
115 做多 2024-10-27T20:00 67791.99 2024-10-28T16:00 68753.78 2599U 5x 12993U 17324U +171.2U 17496U
116 做多 2024-11-07T00:00 75823.55 2024-11-09T00:00 76912.58 2624U 5x 13122U 17496U +175.2U 17671U
117 做多 2024-11-30T12:00 96783.38 2024-12-05T04:00 98587.32 2651U 5x 13253U 17671U +233.5U 17904U
118 做多 2024-12-05T12:00 102236.10 2024-12-16T04:00 104463.99 2686U 5x 13428U 17904U +278.9U 18183U
119 做多 2024-12-26T20:00 96042.88 2025-01-03T00:00 97317.74 2727U 5x 13637U 18183U +167.2U 18350U
120 做多 2025-01-03T04:00 96984.79 2025-01-04T00:00 98592.01 2753U 5x 13763U 18350U +214.1U 18564U
121 做多 2025-01-15T00:00 96537.80 2025-01-15T20:00 98992.42 2785U 5x 13923U 18564U +339.7U 18904U
122 做多 2025-01-24T20:00 105859.98 2025-02-25T12:00 89320.01 2836U 5x 14178U 18904U -2227.2U 16677U
123 做多 2025-03-03T20:00 90035.37 2025-03-06T08:00 91605.01 2502U 5x 12508U 16677U +205.3U 16882U
124 做多 2025-03-15T08:00 84491.99 2025-03-20T00:00 85433.38 2532U 5x 12662U 16882U +128.3U 17011U
125 做多 2025-04-03T16:00 83096.01 2025-04-04T12:00 83992.85 2552U 5x 12758U 17011U +124.8U 17135U
126 做多 2025-04-12T08:00 82973.13 2025-04-12T20:00 85008.40 2570U 5x 12852U 17135U +302.1U 17437U
127 做多 2025-04-19T20:00 85191.19 2025-04-21T08:00 87205.56 2616U 5x 13078U 17437U +295.8U 17733U
128 做多 2025-05-08T20:00 100758.08 2025-05-09T04:00 103261.60 2660U 5x 13300U 17733U +316.8U 18050U
129 做多 2025-05-16T20:00 104183.33 2025-05-18T20:00 105518.00 2708U 5x 13538U 18050U +159.7U 18210U
130 做多 2025-05-29T08:00 108044.88 2025-06-10T04:00 110263.02 2731U 5x 13657U 18210U +266.4U 18476U
131 做多 2025-06-18T16:00 104840.59 2025-06-20T16:00 105977.82 2771U 5x 13857U 18476U +136.3U 18613U
132 做多 2025-06-26T00:00 107761.68 2025-07-03T00:00 109676.14 2792U 5x 13959U 18613U +233.8U 18846U
133 做多 2025-07-09T16:00 109058.27 2025-07-10T00:00 111750.00 2827U 5x 14135U 18846U +334.4U 19181U
134 做多 2025-07-19T16:00 118327.06 2025-07-23T04:00 119954.42 2877U 5x 14386U 19181U +183.3U 19364U
135 做多 2025-07-24T12:00 118416.21 2025-08-11T08:00 121728.99 2905U 5x 14523U 19364U +391.4U 19755U
136 做多 2025-08-24T20:00 114400.00 2025-09-13T00:00 116632.51 2963U 5x 14817U 19755U +274.0U 20029U
137 做多 2025-09-30T12:00 113699.23 2025-10-01T16:00 116789.58 3004U 5x 15022U 20029U +392.9U 20422U
138 做多 2025-10-22T00:00 111780.39 2025-10-26T16:00 113286.09 3063U 5x 15317U 20422U +190.8U 20613U
139 做多 2025-11-10T20:00 105079.99 2025-11-11T08:00 106456.00 3092U 5x 15460U 20613U +186.8U 20800U
140 做多 2025-11-26T08:00 87119.92 2025-11-27T00:00 89957.36 3120U 5x 15600U 20800U +492.0U 21292U
141 做多 2025-12-05T00:00 91975.44 2025-12-10T00:00 93800.83 3194U 5x 15969U 21292U +300.6U 21593U
142 做多 2025-12-10T16:00 92120.45 2026-01-05T16:00 93134.26 3239U 5x 16194U 21593U +161.9U 21754U
143 做多 2026-01-13T20:00 93449.99 2026-01-14T04:00 95414.00 3263U 5x 16316U 21754U +326.2U 22081U
144 做多 2026-02-11T00:00 69062.01 2026-02-14T16:00 70505.74 3312U 5x 16560U 22081U +329.3U 22410U
145 做多 2026-02-16T00:00 68286.63 2026-02-26T00:00 69038.26 3361U 5x 16807U 22410U +168.0U 22578U
146 做多 2026-02-28T00:00 65392.18 2026-03-01T00:00 66362.01 3387U 5x 16933U 22578U +234.0U 22812U
147 做多 2026-03-03T20:00 67725.81 2026-03-04T00:00 68435.00 3422U 5x 17109U 22812U +161.9U 22974U
148 做多 2026-03-12T04:00 70191.86 2026-03-13T08:00 71405.75 3446U 5x 17230U 22974U +280.5U 23254U