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🎯 月化收益 0.01%

策略参数

币种
BTC
策略
金叉+趋势+RSI超卖
周期
4小时
初始资金
10000U
杠杆
35x
仓位
3%
止盈
3%
止损
5%
回测天数
约27天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
165
盈利次数
106
亏损次数
59
胜率
64.2%
最大连续盈利
13次
最大连续亏损
4次
总收益
21.69%
最终资金
12169U
最大回撤
63.96%
月化收益
0.01%
盈利因子
1.04

📜 交易记录 (165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 2020-01-28T00:00 8932.12 300U 35x 10500U 10000U +323.2U 10323U
2 做多 2020-02-17T00:00 9745.57 2020-02-19T00:00 10043.49 310U 35x 10839U 10323U +320.2U 10643U
3 做多 2020-02-26T08:00 9170.13 2020-02-28T16:00 8585.96 319U 35x 11176U 10643U -722.4U 9921U
4 做多 2020-03-08T20:00 8400.83 2020-03-09T12:00 7899.71 298U 35x 10417U 9921U -631.2U 9290U
5 做多 2020-03-10T20:00 7767.28 2020-03-12T16:00 6067.01 279U 35x 9754U 9290U -2142.8U 7147U
6 做多 2020-03-14T12:00 5500.40 2020-03-15T04:00 5172.06 214U 35x 7504U 7147U -455.0U 6692U
7 做多 2020-03-16T12:00 4785.67 2020-03-16T20:00 5151.39 201U 35x 7027U 6692U +529.4U 7221U
8 做多 2020-03-23T00:00 5911.03 2020-03-23T20:00 6231.74 217U 35x 7582U 7221U +403.4U 7625U
9 做多 2020-03-29T12:00 6153.90 2020-03-30T16:00 6355.56 229U 35x 8006U 7625U +254.1U 7879U
10 做多 2020-04-10T20:00 6766.43 2020-04-12T20:00 7018.99 236U 35x 8273U 7879U +300.2U 8179U
11 做多 2020-05-10T08:00 8622.78 2020-05-11T16:00 8927.43 245U 35x 8588U 8179U +294.5U 8474U
12 做多 2020-05-22T00:00 9065.53 2020-05-28T20:00 9499.81 254U 35x 8897U 8474U +416.9U 8890U
13 做多 2020-06-12T00:00 9280.93 2020-06-16T08:00 9562.51 267U 35x 9335U 8890U +273.6U 9164U
14 做多 2020-06-25T12:00 9173.48 2020-07-23T04:00 9518.16 275U 35x 9622U 9164U +351.6U 9516U
15 做多 2020-08-20T04:00 11754.59 2020-09-03T20:00 10670.28 285U 35x 9991U 9516U -930.7U 8585U
16 做多 2020-09-05T16:00 10225.66 2020-09-13T08:00 10556.26 258U 35x 9014U 8585U +282.1U 8867U
17 做多 2020-09-22T00:00 10498.55 2020-09-28T08:00 10885.14 266U 35x 9310U 8867U +333.2U 9200U
18 做多 2020-11-27T00:00 16516.87 2020-11-27T04:00 17149.47 276U 35x 9660U 9200U +360.0U 9560U
19 做多 2020-11-27T20:00 16498.85 2020-11-28T04:00 17139.52 287U 35x 10038U 9560U +379.4U 9939U
20 做多 2020-12-09T12:00 17924.07 2020-12-10T04:00 18541.28 298U 35x 10436U 9939U +348.6U 10288U
21 做多 2021-01-11T20:00 31580.00 2021-01-12T04:00 35404.47 309U 35x 10802U 10288U +1296.1U 11584U
22 做多 2021-01-21T20:00 31384.09 2021-01-22T00:00 32468.66 348U 35x 12163U 11584U +407.8U 11992U
23 做多 2021-01-22T04:00 30850.13 2021-01-22T20:00 32458.42 360U 35x 12592U 11992U +643.2U 12635U
24 做多 2021-01-28T04:00 30366.15 2021-01-28T08:00 31404.25 379U 35x 13267U 12635U +439.8U 13075U
25 做多 2021-02-01T00:00 32808.80 2021-02-01T12:00 33803.97 392U 35x 13729U 13075U +402.3U 13477U
26 做多 2021-02-23T16:00 46369.29 2021-02-23T20:00 48602.03 404U 35x 14151U 13477U +666.6U 14144U
27 做多 2021-02-24T00:00 45523.00 2021-02-24T04:00 48891.00 424U 35x 14851U 14144U +1082.8U 15227U
28 做多 2021-03-16T08:00 54272.86 2021-03-17T04:00 56900.75 457U 35x 15988U 15227U +757.4U 15984U
29 做多 2021-03-23T00:00 55524.99 2021-03-25T04:00 52303.65 480U 35x 16783U 15984U -989.5U 14994U
30 做多 2021-04-04T16:00 57275.55 2021-04-05T20:00 59018.29 450U 35x 15744U 14994U +462.8U 15457U
31 做多 2021-04-08T04:00 55953.45 2021-04-08T20:00 57768.13 464U 35x 16230U 15457U +509.6U 15967U
32 做多 2021-04-18T08:00 55014.46 2021-04-19T08:00 57030.90 479U 35x 16765U 15967U +597.1U 16564U
33 做多 2021-04-23T08:00 50298.76 2021-04-26T08:00 52398.99 497U 35x 17392U 16564U +708.1U 17272U
34 做多 2021-05-13T04:00 49631.32 2021-05-14T20:00 51211.98 518U 35x 18136U 17272U +558.9U 17831U
35 做多 2021-05-19T20:00 37318.52 2021-05-20T00:00 39342.93 535U 35x 18723U 17831U +995.9U 18827U
36 做多 2021-05-24T00:00 33051.73 2021-05-24T04:00 34655.25 565U 35x 19768U 18827U +938.3U 19765U
37 做多 2021-05-30T00:00 34025.43 2021-05-30T12:00 35998.33 593U 35x 20753U 19765U +1181.4U 20947U
38 做多 2021-06-08T20:00 31705.24 2021-06-09T00:00 32864.18 628U 35x 21994U 20947U +781.2U 21728U
39 做多 2021-06-18T20:00 36355.10 2021-06-20T16:00 33872.90 652U 35x 22814U 21728U -1578.9U 20149U
40 做多 2021-06-22T04:00 31608.93 2021-06-22T08:00 33018.22 604U 35x 21156U 20149U +921.2U 21070U
41 做多 2021-07-14T12:00 31920.01 2021-07-20T08:00 29600.46 632U 35x 22123U 21070U -1628.2U 19442U
42 做多 2021-07-20T16:00 29692.79 2021-07-21T12:00 30817.84 583U 35x 20414U 19442U +752.3U 20194U
43 做多 2021-08-03T16:00 38490.01 2021-08-05T00:00 39752.17 606U 35x 21204U 20194U +673.4U 20867U
44 做多 2021-09-08T12:00 45080.30 2021-09-09T00:00 46436.32 626U 35x 21911U 20867U +636.5U 21504U
45 做多 2021-09-09T08:00 46001.11 2021-09-15T16:00 47560.74 645U 35x 22579U 21504U +742.2U 22246U
46 做多 2021-09-20T16:00 43739.75 2021-09-22T04:00 40734.38 667U 35x 23359U 22246U -1626.7U 20619U
47 做多 2021-10-23T04:00 60688.22 2021-10-25T12:00 62660.65 619U 35x 21650U 20619U +681.3U 21301U
48 做多 2021-10-28T04:00 58413.44 2021-10-28T16:00 60960.61 639U 35x 22366U 21301U +951.9U 22253U
49 做多 2021-11-05T04:00 61395.01 2021-11-08T04:00 63273.59 668U 35x 23365U 22253U +690.9U 22944U
50 做多 2021-11-13T04:00 64122.23 2021-11-16T08:00 60907.41 688U 35x 24091U 22944U -1230.7U 21713U
51 做多 2021-11-16T16:00 60574.49 2021-11-19T04:00 56891.62 651U 35x 22799U 21713U -1407.5U 20305U
52 做多 2021-11-28T04:00 54721.03 2021-11-29T04:00 57274.88 609U 35x 21321U 20305U +972.7U 21278U
53 做多 2021-12-04T04:00 53601.05 2021-12-04T12:00 47242.74 638U 35x 22342U 21278U -2670.0U 18608U
54 做多 2021-12-05T04:00 49152.47 2021-12-07T08:00 50945.03 558U 35x 19539U 18608U +692.3U 19300U
55 做多 2021-12-18T12:00 46364.08 2021-12-21T08:00 47928.47 579U 35x 20265U 19300U +662.8U 19963U
56 做多 2021-12-26T08:00 49675.56 2021-12-27T20:00 51450.57 599U 35x 20961U 19963U +727.3U 20691U
57 做多 2021-12-29T12:00 47570.03 2022-01-06T00:00 44685.93 621U 35x 21725U 20691U -1337.6U 19353U
58 做多 2022-01-06T08:00 42835.00 2022-01-21T04:00 40680.91 581U 35x 20321U 19353U -1041.2U 18312U
59 做多 2022-01-22T04:00 36445.31 2022-01-23T00:00 34528.62 549U 35x 19227U 18312U -1029.4U 17282U
60 做多 2022-01-23T20:00 35287.58 2022-01-25T04:00 36660.35 518U 35x 18147U 17282U +687.1U 17969U
61 做多 2022-02-13T04:00 42217.87 2022-02-15T08:00 43567.76 539U 35x 18868U 17969U +583.8U 18553U
62 做多 2022-02-18T04:00 40515.70 2022-02-20T16:00 38343.99 557U 35x 19481U 18553U -1062.6U 17491U
63 做多 2022-03-04T12:00 41436.98 2022-03-05T04:00 39148.66 525U 35x 18365U 17491U -1031.6U 16459U
64 做多 2022-03-12T04:00 38729.57 2022-03-16T16:00 40521.60 494U 35x 17282U 16459U +781.6U 17241U
65 做多 2022-04-01T00:00 45581.97 2022-04-07T04:00 43170.47 517U 35x 18103U 17241U -974.9U 16266U
66 做多 2022-04-07T08:00 43294.04 2022-04-11T16:00 41067.63 488U 35x 17079U 16266U -894.5U 15371U
67 做多 2022-04-12T04:00 39530.45 2022-04-13T20:00 41158.18 461U 35x 16140U 15371U +647.8U 16019U
68 做多 2022-04-18T12:00 38919.85 2022-04-19T00:00 40680.68 481U 35x 16820U 16019U +743.4U 16762U
69 做多 2022-04-24T00:00 39755.32 2022-05-01T04:00 37630.80 503U 35x 17601U 16762U -957.2U 15805U
70 做多 2022-05-07T00:00 36001.35 2022-05-09T04:00 34038.40 474U 35x 16596U 15805U -920.5U 14885U
71 做多 2022-06-03T16:00 29758.19 2022-06-06T08:00 31251.00 447U 35x 15629U 14885U +767.6U 15652U
72 做多 2022-06-10T20:00 29454.53 2022-06-12T08:00 27553.23 470U 35x 16435U 15652U -1076.3U 14576U
73 做多 2022-06-13T00:00 27424.71 2022-06-13T08:00 25520.05 437U 35x 15305U 14576U -1077.2U 13499U
74 做多 2022-06-18T12:00 19258.58 2022-06-19T00:00 18067.60 405U 35x 14174U 13499U -889.8U 12609U
75 做多 2022-06-29T00:00 20255.01 2022-06-30T16:00 19101.36 378U 35x 13239U 12609U -766.6U 11842U
76 做多 2022-07-03T12:00 19139.74 2022-07-04T16:00 19806.49 355U 35x 12435U 11842U +420.3U 12263U
77 做多 2022-07-11T04:00 20862.47 2022-07-12T12:00 19730.99 368U 35x 12876U 12263U -710.5U 11552U
78 做多 2022-07-26T12:00 21066.86 2022-07-28T00:00 22773.62 347U 35x 12130U 11552U +969.6U 12522U
79 做多 2022-08-17T16:00 23746.65 2022-08-19T12:00 21905.88 376U 35x 13148U 12522U -1031.3U 11491U
80 做多 2022-08-27T04:00 20241.05 2022-09-07T00:00 18824.41 345U 35x 12065U 11491U -855.6U 10635U
81 做多 2022-09-07T08:00 18745.85 2022-09-08T16:00 19311.15 319U 35x 11167U 10635U +325.2U 10960U
82 做多 2022-09-14T20:00 20178.79 2022-09-19T08:00 18776.93 329U 35x 11508U 10960U -810.2U 10150U
83 做多 2022-09-19T12:00 18468.74 2022-09-19T20:00 19080.49 304U 35x 10657U 10150U +342.0U 10492U
84 做多 2022-10-03T04:00 19056.80 2022-10-04T04:00 19629.08 315U 35x 11017U 10492U +319.5U 10811U
85 做多 2022-10-08T16:00 19534.21 2022-10-26T00:00 20273.14 324U 35x 11352U 10811U +417.6U 11229U
86 做多 2022-11-07T16:00 20733.46 2022-11-08T20:00 19520.97 337U 35x 11791U 11229U -700.6U 10528U
87 做多 2022-11-21T12:00 16039.73 2022-11-23T08:00 16586.55 316U 35x 11055U 10528U +365.4U 10894U
88 做多 2022-11-28T16:00 16213.29 2022-11-30T08:00 16845.25 327U 35x 11439U 10894U +434.0U 11328U
89 做多 2022-12-17T00:00 16864.81 2023-01-11T00:00 17432.85 340U 35x 11894U 11328U +388.3U 11716U
90 做多 2023-02-06T04:00 22932.91 2023-02-10T16:00 21733.52 351U 35x 12302U 11716U -655.1U 11061U
91 做多 2023-02-11T20:00 21735.78 2023-02-15T16:00 22445.13 332U 35x 11614U 11061U +367.0U 11428U
92 做多 2023-02-23T00:00 23791.67 2023-03-03T08:00 22319.69 343U 35x 12000U 11428U -753.7U 10675U
93 做多 2023-03-03T20:00 22336.33 2023-03-10T00:00 20854.93 320U 35x 11208U 10675U -753.8U 9921U
94 做多 2023-04-17T12:00 29838.30 2023-04-21T00:00 28104.38 298U 35x 10417U 9921U -615.1U 9306U
95 做多 2023-05-02T00:00 27843.36 2023-05-03T00:00 28686.14 279U 35x 9771U 9306U +285.7U 9591U
96 做多 2023-05-08T08:00 28199.71 2023-05-12T08:00 26584.32 288U 35x 10071U 9591U -586.4U 9005U
97 做多 2023-05-13T04:00 26795.01 2023-05-29T04:00 28065.00 270U 35x 9455U 9005U +438.2U 9443U
98 做多 2023-06-05T20:00 26007.53 2023-06-07T00:00 27080.13 283U 35x 9915U 9443U +398.6U 9842U
99 做多 2023-06-15T16:00 25014.97 2023-06-16T20:00 25840.01 295U 35x 10334U 9842U +330.2U 10172U
100 做多 2023-07-16T08:00 30188.00 2023-08-17T08:00 28657.31 305U 35x 10680U 10172U -551.7U 9620U
101 做多 2023-09-01T04:00 25940.78 2023-09-18T16:00 27196.98 289U 35x 10101U 9620U +478.6U 10099U
102 做多 2023-09-22T04:00 26568.08 2023-10-02T04:00 27992.57 303U 35x 10604U 10099U +557.4U 10656U
103 做多 2023-10-04T20:00 27404.22 2023-10-17T00:00 28468.85 320U 35x 11189U 10656U +423.1U 11079U
104 做多 2023-11-14T08:00 36448.07 2023-11-16T04:00 37858.20 332U 35x 11633U 11079U +438.0U 11517U
105 做多 2023-11-27T04:00 37447.43 2023-12-01T16:00 38580.17 346U 35x 12093U 11517U +353.3U 11870U
106 做多 2023-12-11T12:00 42132.51 2023-12-20T20:00 44027.20 356U 35x 12464U 11870U +547.5U 12418U
107 做多 2024-01-13T08:00 42609.94 2024-01-23T00:00 39820.31 373U 35x 13039U 12418U -865.8U 11552U
108 做多 2024-03-20T04:00 61937.40 2024-03-21T00:00 65784.46 347U 35x 12130U 11552U +740.5U 12293U
109 做多 2024-04-02T20:00 64890.00 2024-04-04T20:00 67647.99 369U 35x 12907U 12293U +535.1U 12828U
110 做多 2024-04-14T00:00 64788.01 2024-04-17T20:00 60304.95 385U 35x 13469U 12828U -944.5U 11883U
111 做多 2024-04-25T12:00 64017.99 2024-04-30T20:00 60796.85 356U 35x 12477U 11883U -639.7U 11244U
112 做多 2024-05-01T00:00 59292.95 2024-05-03T20:00 61690.74 337U 35x 11806U 11244U +465.1U 11709U
113 做多 2024-06-10T00:00 69710.26 2024-06-15T00:00 65520.02 351U 35x 12294U 11709U -750.5U 10958U
114 做多 2024-06-24T08:00 62862.00 2024-06-25T00:00 59306.72 329U 35x 11506U 10958U -661.6U 10297U
115 做多 2024-07-03T16:00 60386.01 2024-07-05T04:00 57050.01 309U 35x 10811U 10297U -607.5U 9689U
116 做多 2024-07-25T08:00 64093.59 2024-07-26T08:00 67042.01 291U 35x 10174U 9689U +457.4U 10146U
117 做多 2024-07-31T16:00 66094.01 2024-08-03T00:00 62633.57 304U 35x 10654U 10146U -567.9U 9579U
118 做多 2024-08-04T12:00 60373.99 2024-08-05T08:00 53890.87 287U 35x 10057U 9579U -1089.0U 8490U
119 做多 2024-08-06T00:00 53470.09 2024-08-06T08:00 55665.73 255U 35x 8914U 8490U +356.8U 8846U
120 做多 2024-08-27T16:00 62417.00 2024-08-28T12:00 58600.98 265U 35x 9289U 8846U -576.6U 8270U
121 做多 2024-08-28T20:00 59000.00 2024-08-29T20:00 60779.99 248U 35x 8683U 8270U +253.0U 8523U
122 做多 2024-09-07T04:00 53962.97 2024-09-10T00:00 57089.54 256U 35x 8949U 8523U +509.0U 9032U
123 做多 2024-09-30T16:00 63819.44 2024-10-03T00:00 60190.01 271U 35x 9483U 9032U -548.3U 8484U
124 做多 2024-10-10T04:00 60636.02 2024-10-12T00:00 63086.01 255U 35x 8908U 8484U +350.6U 8834U
125 做多 2024-10-23T12:00 66852.34 2024-10-29T00:00 69629.98 265U 35x 9276U 8834U +375.7U 9210U
126 做多 2024-11-01T08:00 69369.99 2024-11-06T08:00 74348.53 276U 35x 9670U 9210U +683.7U 9894U
127 做多 2024-11-24T20:00 95901.51 2024-12-05T08:00 102964.00 297U 35x 10388U 9894U +753.9U 10647U
128 做多 2024-12-19T04:00 100204.01 2024-12-20T16:00 92723.98 319U 35x 11180U 10647U -844.9U 9803U
129 做多 2024-12-23T20:00 93250.37 2024-12-24T20:00 98300.00 294U 35x 10293U 9803U +546.5U 10349U
130 做多 2025-01-09T04:00 95060.61 2025-01-15T20:00 98992.42 310U 35x 10866U 10349U +438.1U 10787U
131 做多 2025-01-27T04:00 102620.00 2025-01-31T00:00 105711.27 324U 35x 11327U 10787U +329.5U 11117U
132 做多 2025-02-02T04:00 100635.65 2025-02-03T08:00 94038.74 334U 35x 11673U 11117U -776.1U 10341U
133 做多 2025-02-06T08:00 97355.67 2025-02-25T04:00 91552.88 310U 35x 10858U 10341U -657.4U 9683U
134 做多 2025-02-28T12:00 79204.59 2025-02-28T20:00 84005.05 290U 35x 10167U 9683U +605.4U 10289U
135 做多 2025-03-09T20:00 83080.41 2025-03-11T04:00 78595.86 309U 35x 10803U 10289U -593.4U 9695U
136 做多 2025-03-22T12:00 84274.72 2025-03-24T12:00 86874.52 291U 35x 10180U 9695U +303.6U 9999U
137 做多 2025-03-28T20:00 84051.16 2025-04-02T20:00 86757.67 300U 35x 10499U 9999U +327.2U 10326U
138 做多 2025-04-07T04:00 78430.00 2025-04-10T00:00 82332.08 310U 35x 10842U 10326U +528.1U 10854U
139 做多 2025-05-05T04:00 94277.62 2025-05-08T08:00 99152.79 326U 35x 11397U 10854U +577.4U 11432U
140 做多 2025-05-30T04:00 105589.75 2025-06-10T04:00 110263.02 343U 35x 12003U 11432U +518.7U 11950U
141 做多 2025-06-13T08:00 104277.22 2025-06-16T20:00 107424.96 359U 35x 12548U 11950U +365.8U 12316U
142 做多 2025-06-22T20:00 98906.21 2025-06-23T12:00 101931.04 369U 35x 12932U 12316U +382.2U 12698U
143 做多 2025-07-02T00:00 105398.53 2025-07-02T20:00 108737.74 381U 35x 13333U 12698U +408.7U 13107U
144 做多 2025-07-25T08:00 115419.66 2025-07-28T00:00 118960.00 393U 35x 13762U 13107U +408.0U 13515U
145 做多 2025-08-02T04:00 113297.93 2025-08-08T00:00 117461.98 405U 35x 14191U 13515U +506.8U 14022U
146 做多 2025-08-16T08:00 117429.63 2025-08-25T12:00 111511.55 421U 35x 14723U 14022U -756.0U 13266U
147 做多 2025-08-26T08:00 109879.56 2025-09-10T20:00 113853.99 398U 35x 13929U 13266U +489.4U 13755U
148 做多 2025-09-22T12:00 112519.99 2025-10-01T16:00 116789.58 413U 35x 14443U 13755U +533.0U 14288U
149 做多 2025-10-11T04:00 112774.50 2025-10-17T12:00 105633.75 429U 35x 15003U 14288U -964.0U 13324U
150 做多 2025-10-29T20:00 111509.74 2025-11-03T20:00 105745.71 400U 35x 13990U 13324U -736.4U 12588U
151 做多 2025-11-04T20:00 103197.01 2025-11-10T12:00 106461.45 378U 35x 13217U 12588U +404.5U 12992U
152 做多 2025-11-15T00:00 95778.29 2025-11-18T08:00 90842.72 390U 35x 13642U 12992U -715.9U 12276U
153 做多 2025-11-20T00:00 88884.56 2025-11-20T04:00 91554.96 368U 35x 12890U 12276U +374.0U 12650U
154 做多 2025-11-21T08:00 85821.34 2025-11-27T00:00 89957.36 380U 35x 13283U 12650U +626.2U 13276U
155 做多 2025-12-01T08:00 86346.13 2025-12-02T20:00 90850.01 398U 35x 13940U 13276U +712.5U 13989U
156 做多 2025-12-06T00:00 89629.26 2025-12-09T20:00 92707.51 420U 35x 14688U 13989U +489.3U 14478U
157 做多 2025-12-14T12:00 90245.60 2025-12-19T00:00 84483.79 434U 35x 15202U 14478U -984.8U 13493U
158 做多 2026-01-09T12:00 90741.84 2026-01-14T00:00 94226.84 405U 35x 14168U 13493U +529.4U 14023U
159 做多 2026-01-19T12:00 92841.62 2026-01-26T00:00 86495.16 421U 35x 14724U 14023U -1020.2U 13003U
160 做多 2026-01-30T08:00 82676.43 2026-02-01T00:00 77750.01 390U 35x 13653U 13003U -826.4U 12176U
161 做多 2026-02-01T12:00 78343.00 2026-02-04T20:00 74136.36 365U 35x 12785U 12176U -698.6U 11478U
162 做多 2026-02-05T04:00 73165.83 2026-02-05T20:00 67489.07 344U 35x 12052U 11478U -946.2U 10531U
163 做多 2026-02-24T08:00 63595.51 2026-02-25T20:00 67412.33 316U 35x 11058U 10531U +652.0U 11183U
164 做多 2026-02-28T08:00 65797.42 2026-03-02T20:00 69130.20 336U 35x 11743U 11183U +582.5U 11766U
165 做多 2026-03-07T04:00 68114.02 2026-03-10T12:00 70406.01 353U 35x 12354U 11766U +402.9U 12169U