📊 比特币BTC 均线10-50 只做多策略（复利计算）

回测周期: 约12个月 (8640根K线) | 发布时间: 2026-03-25

📈 回测结果摘要

测试币种
比特币BTC
策略
MA10-50
模式
只做多
周期
1小时
初始资金
10000U
开仓比例
10%
杠杆
20x
天数
360天
交易次数
120次
盈利
65次
亏损
55次
胜率
54.2%
总收益
+1378.6%
最终资金
147855U
最大回撤
-59.5%
月化收益
+114.9%

📊 收益与风险

盈利因子
1.64
止盈次数
65
止损次数
55
盈亏比
1.18

📋 交易记录明细（共120笔）

序方向入场时间入场价出场时间出场价结果盈亏% 初始资金开仓资金杠杆仓位价值开仓前资金盈亏U平仓后资金
1 做多 2020-03-29 6135.49 2020-03-30 5896.50 止损 -3.90% 10000U 1000U 20x 20000U 10000U -778.26U 9222U
2 做多 2020-03-29 6124.73 2020-03-30 5896.50 止损 -3.73% 10000U 922U 20x 18443U 9222U -686.58U 8535U
3 做多 2020-03-31 6391.08 2020-04-02 6175.99 止损 -3.37% 10000U 854U 20x 17070U 8535U -573.92U 7961U
4 做多 2020-03-31 6433.45 2020-04-01 6214.67 止损 -3.40% 10000U 796U 20x 15922U 7961U -540.93U 7420U
5 做多 2020-04-02 6601.17 2020-04-03 7082.44 止盈 +7.29% 10000U 742U 20x 14841U 7420U +1080.90U 8501U
6 做多 2020-04-05 6851.10 2020-04-07 7201.68 止盈 +5.12% 10000U 850U 20x 17002U 8501U +869.17U 9370U
7 做多 2020-04-08 7314.91 2020-04-10 6952.11 止损 -4.96% 10000U 937U 20x 18741U 9370U -928.56U 8442U
8 做多 2020-04-09 7354.93 2020-04-10 6952.11 止损 -5.48% 10000U 844U 20x 16884U 8442U -923.77U 7518U
9 做多 2020-04-09 7322.34 2020-04-10 6952.11 止损 -5.06% 10000U 752U 20x 15036U 7518U -759.49U 6759U
10 做多 2020-04-10 7308.40 2020-04-10 6952.11 止损 -4.88% 10000U 676U 20x 13517U 6759U -658.31U 6100U
11 做多 2020-04-12 6961.46 2020-04-13 6712.62 止损 -3.57% 10000U 610U 20x 12200U 6100U -435.67U 5665U
12 做多 2020-04-14 6880.79 2020-04-16 6616.89 止损 -3.84% 10000U 566U 20x 11329U 5665U -434.07U 5230U
13 做多 2020-04-16 7019.97 2020-04-21 6766.71 止损 -3.61% 10000U 523U 20x 10461U 5230U -377.02U 4853U
14 做多 2020-04-20 7163.69 2020-04-21 6869.96 止损 -4.10% 10000U 485U 20x 9707U 4853U -397.61U 4456U
15 做多 2020-04-22 6931.68 2020-04-23 7538.61 止盈 +8.76% 10000U 446U 20x 8912U 4456U +779.52U 5235U
16 做多 2020-05-02 8828.71 2020-05-06 9321.44 止盈 +5.58% 10000U 524U 20x 10471U 5235U +583.79U 5819U
17 做多 2020-05-05 8854.53 2020-05-06 9321.44 止盈 +5.27% 10000U 582U 20x 11638U 5819U +613.09U 6432U
18 做多 2020-05-12 8782.50 2020-05-14 9281.00 止盈 +5.68% 10000U 643U 20x 12865U 6432U +729.47U 7162U
19 做多 2020-05-17 9491.08 2020-05-21 9078.84 止损 -4.34% 10000U 716U 20x 14323U 7162U -621.51U 6540U
20 做多 2020-05-20 9691.54 2020-05-21 9371.77 止损 -3.30% 10000U 654U 20x 13080U 6540U -431.15U 6109U
21 做多 2020-05-20 9773.64 2020-05-20 9410.03 止损 -3.72% 10000U 611U 20x 12218U 6109U -454.10U 5655U
22 做多 2020-05-23 9231.81 2020-05-25 8934.00 止损 -3.23% 10000U 565U 20x 11310U 5655U -364.48U 5290U
23 做多 2020-05-26 8858.41 2020-05-28 9415.70 止盈 +6.29% 10000U 529U 20x 10581U 5290U +664.99U 5955U
24 做多 2020-05-27 8854.98 2020-05-28 9415.70 止盈 +6.33% 10000U 596U 20x 11911U 5955U +753.48U 6709U
25 做多 2020-06-02 9579.45 2020-06-02 10232.48 止盈 +6.82% 10000U 671U 20x 13418U 6709U +913.78U 7623U
26 做多 2020-06-04 9637.81 2020-06-12 9083.01 止损 -5.76% 10000U 762U 20x 15245U 7623U -876.73U 6746U
27 做多 2020-06-08 9759.28 2020-06-12 9083.01 止损 -6.93% 10000U 675U 20x 13492U 6746U -933.99U 5812U
28 做多 2020-06-10 9740.63 2020-06-12 9083.01 止损 -6.75% 10000U 581U 20x 11624U 5812U -783.99U 5028U
29 做多 2020-06-13 9426.20 2020-06-15 9034.86 止损 -4.15% 10000U 503U 20x 10056U 5028U -417.07U 4611U
30 做多 2020-06-16 9412.00 2020-06-25 9099.65 止损 -3.32% 10000U 461U 20x 9222U 4611U -305.73U 4305U
31 做多 2020-06-21 9368.17 2020-06-26 9086.35 止损 -3.01% 10000U 431U 20x 8610U 4305U -258.77U 4046U
32 做多 2020-06-29 9149.48 2020-07-24 9628.10 止盈 +5.23% 10000U 405U 20x 8093U 4046U +422.93U 4469U
33 做多 2020-07-01 9150.99 2020-07-24 9628.10 止盈 +5.21% 10000U 447U 20x 8939U 4469U +465.58U 4935U
34 做多 2020-07-05 9131.33 2020-07-24 9628.10 止盈 +5.44% 10000U 493U 20x 9870U 4935U +536.41U 5471U
35 做多 2020-07-06 9222.00 2020-07-26 9688.10 止盈 +5.05% 10000U 547U 20x 10943U 5471U +552.52U 6024U
36 做多 2020-07-11 9261.78 2020-07-26 9775.00 止盈 +5.54% 10000U 602U 20x 12048U 6024U +666.93U 6691U
37 做多 2020-07-12 9233.50 2020-07-26 9715.57 止盈 +5.22% 10000U 669U 20x 13382U 6691U +697.94U 7389U
38 做多 2020-07-13 9275.50 2020-07-26 9775.00 止盈 +5.39% 10000U 739U 20x 14777U 7389U +794.99U 8184U
39 做多 2020-07-15 9249.69 2020-07-26 9715.57 止盈 +5.04% 10000U 818U 20x 16367U 8184U +823.56U 9007U
40 做多 2020-07-18 9158.62 2020-07-24 9628.10 止盈 +5.13% 10000U 901U 20x 18015U 9007U +922.52U 9930U
41 做多 2020-07-20 9210.51 2020-07-26 9688.10 止盈 +5.19% 10000U 993U 20x 19860U 9930U +1028.75U 10959U
42 做多 2020-07-31 11178.04 2020-08-02 11745.01 止盈 +5.07% 10000U 1096U 20x 21917U 10959U +1110.56U 12069U
43 做多 2020-07-31 11231.87 2020-08-02 11844.90 止盈 +5.46% 10000U 1207U 20x 24138U 12069U +1316.14U 13385U
44 做多 2020-08-04 11383.88 2020-08-10 12018.90 止盈 +5.58% 10000U 1339U 20x 26771U 13385U +1491.83U 14877U
45 做多 2020-08-05 11401.20 2020-08-10 12018.90 止盈 +5.42% 10000U 1488U 20x 29754U 14877U +1610.43U 16488U
46 做多 2020-08-09 11716.43 2020-08-12 11219.00 止损 -4.25% 10000U 1649U 20x 32975U 16488U -1398.58U 15089U
47 做多 2020-08-10 12018.90 2020-08-11 11655.41 止损 -3.02% 10000U 1509U 20x 30178U 15089U -911.76U 14177U
48 做多 2020-08-13 11640.00 2020-08-17 12443.99 止盈 +6.91% 10000U 1418U 20x 28354U 14177U +1956.51U 16134U
49 做多 2020-08-17 11855.31 2020-08-22 11429.20 止损 -3.59% 10000U 1613U 20x 32267U 16134U -1158.61U 14975U
50 做多 2020-08-17 11856.27 2020-08-22 11429.20 止损 -3.60% 10000U 1498U 20x 29950U 14975U -1077.74U 13897U
51 做多 2020-08-17 12132.85 2020-08-19 11766.81 止损 -3.02% 10000U 1390U 20x 27795U 13897U -837.71U 13060U
52 做多 2020-08-21 11867.46 2020-08-22 11429.20 止损 -3.69% 10000U 1306U 20x 26119U 13060U -963.61U 12096U
53 做多 2020-08-23 11611.38 2020-08-26 11243.99 止损 -3.16% 10000U 1210U 20x 24192U 12096U -764.68U 11331U
54 做多 2020-08-24 11639.71 2020-08-26 11243.99 止损 -3.40% 10000U 1133U 20x 22663U 11331U -769.70U 10562U
55 做多 2020-08-27 11466.22 2020-09-01 12049.13 止盈 +5.08% 10000U 1056U 20x 21123U 10562U +1072.77U 11634U
56 做多 2020-08-28 11398.29 2020-09-01 12049.13 止盈 +5.71% 10000U 1163U 20x 23269U 11634U +1327.32U 12962U
57 做多 2020-09-07 10282.80 2020-09-07 9950.84 止损 -3.23% 10000U 1296U 20x 25923U 12962U -836.05U 12126U
58 做多 2020-09-08 10378.76 2020-09-08 10018.33 止损 -3.47% 10000U 1213U 20x 24251U 12126U -841.35U 11284U
59 做多 2020-09-09 10192.51 2020-09-15 10717.87 止盈 +5.15% 10000U 1128U 20x 22569U 11284U +1162.11U 12446U
60 做多 2020-09-12 10342.99 2020-09-15 10900.23 止盈 +5.39% 10000U 1245U 20x 24893U 12446U +1339.79U 13786U
61 做多 2020-09-14 10501.89 2020-09-17 11050.00 止盈 +5.22% 10000U 1379U 20x 27572U 13786U +1437.61U 15224U
62 做多 2020-09-18 10935.33 2020-09-21 10569.37 止损 -3.35% 10000U 1522U 20x 30448U 15224U -1017.94U 14206U
63 做多 2020-09-19 10963.54 2020-09-21 10634.48 止损 -3.00% 10000U 1421U 20x 28412U 14206U -851.90U 13354U
64 做多 2020-09-23 10446.46 2020-10-09 10980.92 止盈 +5.12% 10000U 1335U 20x 26708U 13354U +1365.06U 14719U
65 做多 2020-09-25 10649.90 2020-10-10 11390.93 止盈 +6.96% 10000U 1472U 20x 29438U 14719U +2046.28U 16765U
66 做多 2020-09-28 10745.09 2020-10-10 11390.93 止盈 +6.01% 10000U 1677U 20x 33531U 16765U +2013.37U 18779U
67 做多 2020-10-01 10741.00 2020-10-10 11390.93 止盈 +6.05% 10000U 1878U 20x 37557U 18779U +2270.30U 21049U
68 做多 2020-10-04 10575.76 2020-10-10 11390.93 止盈 +7.71% 10000U 2105U 20x 42098U 21049U +3241.63U 24291U
69 做多 2020-10-08 10634.23 2020-10-10 11390.93 止盈 +7.12% 10000U 2429U 20x 48581U 24291U +3453.44U 27744U
70 做多 2020-10-08 10909.99 2020-10-12 11492.00 止盈 +5.33% 10000U 2774U 20x 55488U 27744U +2957.14U 30701U
71 做多 2020-10-12 11551.71 2020-10-21 12172.67 止盈 +5.38% 10000U 3070U 20x 61402U 30701U +3297.38U 33999U
72 做多 2020-10-16 11518.48 2020-10-21 12115.48 止盈 +5.18% 10000U 3400U 20x 67997U 33999U +3520.75U 37519U
73 做多 2020-10-18 11373.00 2020-10-21 11961.05 止盈 +5.17% 10000U 3752U 20x 75039U 37519U +3876.06U 41395U
74 做多 2020-10-24 12971.48 2020-10-28 13638.99 止盈 +5.15% 10000U 4140U 20x 82791U 41395U +4256.14U 45652U
75 做多 2020-10-26 13086.21 2020-10-28 13835.97 止盈 +5.73% 10000U 4565U 20x 91303U 45652U +5225.88U 50877U
76 做多 2020-10-27 13115.99 2020-10-28 13835.97 止盈 +5.49% 10000U 5088U 20x 101755U 50877U +5580.08U 56458U
77 做多 2020-10-30 13504.30 2020-11-05 14228.71 止盈 +5.36% 10000U 5646U 20x 112915U 56458U +6051.03U 62509U
78 做多 2020-10-30 13540.01 2020-11-05 14228.71 止盈 +5.09% 10000U 6251U 20x 125017U 62509U +6352.52U 68861U
79 做多 2020-11-04 13720.79 2020-11-05 14469.71 止盈 +5.46% 10000U 6886U 20x 137722U 68861U +7509.75U 76371U
80 做多 2020-11-09 15528.94 2020-11-09 15006.90 止损 -3.36% 10000U 7637U 20x 152742U 76371U -5129.62U 71241U
81 做多 2020-11-10 15389.12 2020-11-13 16225.42 止盈 +5.43% 10000U 7124U 20x 142482U 71241U +7735.26U 78976U
82 做多 2020-11-10 15377.65 2020-11-13 16225.42 止盈 +5.51% 10000U 7898U 20x 157953U 78976U +8699.24U 87676U
83 做多 2020-11-11 15388.00 2020-11-13 16225.42 止盈 +5.44% 10000U 8768U 20x 175351U 87676U +9533.14U 97209U
84 做多 2020-11-16 16230.01 2020-11-17 17078.66 止盈 +5.23% 10000U 9721U 20x 194418U 97209U +10155.73U 107365U
85 做多 2020-11-20 17953.89 2020-11-21 18875.09 止盈 +5.13% 10000U 10736U 20x 214729U 107365U +11006.57U 118371U
86 做多 2020-11-23 18606.18 2020-11-26 17930.00 止损 -3.63% 10000U 11837U 20x 236742U 118371U -8595.01U 109776U
87 做多 2020-11-24 19033.28 2020-11-26 18420.06 止损 -3.22% 10000U 10978U 20x 219552U 109776U -7066.53U 102710U
88 做多 2020-11-28 17021.77 2020-11-29 18143.52 止盈 +6.59% 10000U 10271U 20x 205419U 102710U +13523.77U 116233U
89 做多 2020-12-03 19096.00 2020-12-09 18316.00 止损 -4.08% 10000U 11623U 20x 232467U 116233U -9485.90U 106747U
90 做多 2020-12-06 19009.00 2020-12-09 18316.00 止损 -3.65% 10000U 10675U 20x 213495U 106747U -7775.48U 98972U
91 做多 2020-12-08 19165.03 2020-12-09 18316.00 止损 -4.43% 10000U 9897U 20x 197944U 98972U -8760.35U 90212U
92 做多 2020-12-12 18271.24 2020-12-13 19243.57 止盈 +5.32% 10000U 9021U 20x 180423U 90212U +9591.88U 99804U
93 做多 2020-12-23 23450.69 2020-12-26 24730.00 止盈 +5.46% 10000U 9980U 20x 199607U 99804U +10878.31U 110682U
94 做多 2020-12-25 23737.44 2020-12-26 24928.28 止盈 +5.02% 10000U 11068U 20x 221364U 110682U +11094.08U 121776U
95 做多 2020-12-30 27665.99 2020-12-31 29163.25 止盈 +5.41% 10000U 12178U 20x 243552U 121776U +13167.64U 134944U
96 做多 2021-01-06 33411.50 2021-01-06 35470.73 止盈 +6.16% 10000U 13494U 20x 269887U 134944U +16617.15U 151561U
97 做多 2021-01-13 34618.06 2021-01-14 37354.27 止盈 +7.90% 10000U 15156U 20x 303121U 151561U +23934.75U 175495U
98 做多 2021-01-18 36830.01 2021-01-19 35717.07 止损 -3.02% 10000U 17550U 20x 350991U 175495U -10595.74U 164900U
99 做多 2021-01-23 33306.00 2021-01-23 32286.00 止损 -3.06% 10000U 16490U 20x 329799U 164900U -10090.04U 154810U
100 做多 2021-01-24 32368.97 2021-01-25 31293.67 止损 -3.32% 10000U 15481U 20x 309619U 154810U -10275.30U 144534U
101 做多 2021-01-24 32789.00 2021-01-25 31750.16 止损 -3.17% 10000U 14453U 20x 289069U 144534U -9149.28U 135385U
102 做多 2021-01-25 33415.01 2021-01-26 32253.68 止损 -3.48% 10000U 13539U 20x 270770U 135385U -9401.14U 125984U
103 做多 2021-01-28 31477.14 2021-01-29 33197.11 止盈 +5.46% 10000U 12598U 20x 251968U 125984U +13754.23U 139738U
104 做多 2021-02-01 34213.60 2021-02-01 33178.13 止损 -3.03% 10000U 13974U 20x 279476U 139738U -8449.86U 131288U
105 做多 2021-02-08 43506.10 2021-02-09 46451.32 止盈 +6.77% 10000U 13129U 20x 262577U 131288U +17757.80U 149046U
106 做多 2021-02-11 48070.75 2021-02-12 46598.95 止损 -3.06% 10000U 14905U 20x 298092U 149046U -9117.67U 139928U
107 做多 2021-02-14 49026.56 2021-02-15 46929.10 止损 -4.28% 10000U 13993U 20x 279857U 139928U -11960.90U 127968U
108 做多 2021-02-16 48722.66 2021-02-17 51181.48 止盈 +5.05% 10000U 12797U 20x 255935U 127968U +12903.01U 140871U
109 做多 2021-02-19 52832.04 2021-02-20 55548.25 止盈 +5.14% 10000U 14087U 20x 281741U 140871U +14470.44U 155341U
110 做多 2021-02-24 50797.73 2021-02-25 49021.21 止损 -3.50% 10000U 15534U 20x 310682U 155341U -10854.44U 144487U
111 做多 2021-02-24 49863.34 2021-02-26 48126.74 止损 -3.48% 10000U 14449U 20x 288973U 144487U -10054.06U 134433U
112 做多 2021-02-25 50103.00 2021-02-26 48126.74 止损 -3.94% 10000U 13443U 20x 268865U 134433U -10594.49U 123838U
113 做多 2021-02-25 50544.29 2021-02-25 49008.90 止损 -3.04% 10000U 12384U 20x 247676U 123838U -7516.16U 116322U
114 做多 2021-02-28 47439.35 2021-02-28 45857.58 止损 -3.33% 10000U 11632U 20x 232644U 116322U -7749.28U 108573U
115 做多 2021-03-01 45887.24 2021-03-01 49184.51 止盈 +7.19% 10000U 10857U 20x 217145U 108573U +15587.56U 124160U
116 做多 2021-03-03 49082.72 2021-03-03 51721.40 止盈 +5.38% 10000U 12416U 20x 248320U 124160U +13336.31U 137496U
117 做多 2021-03-06 48825.58 2021-03-06 47350.00 止损 -3.02% 10000U 13750U 20x 274993U 137496U -8302.37U 129194U
118 做多 2021-03-07 48935.29 2021-03-08 51510.00 止盈 +5.26% 10000U 12919U 20x 258388U 129194U +13581.39U 142775U
119 做多 2021-03-17 55613.52 2021-03-18 58466.22 止盈 +5.13% 10000U 14278U 20x 285551U 142775U +14632.71U 157408U
120 做多 2021-03-18 57764.37 2021-03-21 56009.76 止损 -3.04% 10000U 15741U 20x 314816U 157408U -9553.08U 147855U

⚙️ 策略参数

  • 计算方式：复利计算（每次用当前资金的10%开仓）
  • 均线设置：MA10 / MA50
  • 开仓条件：MA10上穿MA50做多，下穿做空
  • 止盈：5%
  • 止损：3%
  • 杠杆：20x
  • 手续费：0.05%买入 + 0.05%卖出

⚠️ 风险提示

1. 回测结果不代表未来表现

2. 加密货币波动大，高杠杆风险高

3. 请根据自身风险承受能力设置仓位