📊 Solana SOL 均线5-20 只做空策略(复利计算)

回测周期: 约12个月 (4320根K线) | 发布时间: 2026-03-25 14:05

📈 回测结果摘要

测试币种
Solana SOL
策略
MA5-20
模式
只做空
周期
1小时
初始资金
10000U
开仓比例
10%
杠杆
20x
天数
180天
交易次数
132次
盈利
66次
亏损
66次
胜率
50.0%
总收益
+759.5%
最终资金
85950U
最大回撤
-68.3%
月化收益
+126.6%

📊 收益与风险

盈利因子
1.16
止盈次数
66
止损次数
66
盈亏比
1.00

📋 交易记录明细(共132笔)

方向入场时间入场价出场时间出场价结果盈亏% 开仓资金杠杆仓位价值开仓前资金盈亏U平仓后资金
1 做空 2022-11-11 19:00 18.09 2022-11-11 22:00 15.92 止盈 +11.99% 1000 20 20000 10000 +2395.17 12395
2 做空 2022-11-12 02:00 16.25 2022-11-12 04:00 15.44 止盈 +5.00% 1240 20 24790 12395 +1239.19 13634
3 做空 2022-11-12 06:00 15.99 2022-11-12 13:00 14.86 止盈 +7.04% 1363 20 27269 13634 +1918.68 15553
4 做空 2022-11-12 10:00 15.90 2022-11-12 13:00 14.86 止盈 +6.54% 1555 20 31106 15553 +2032.45 17585
5 做空 2022-11-15 04:00 13.93 2022-11-15 15:00 14.47 止损 -3.86% 1759 20 35171 17585 -1356.71 16229
6 做空 2022-11-15 06:00 13.73 2022-11-15 10:00 14.19 止损 -3.37% 1623 20 32458 16229 -1093.75 15135
7 做空 2022-11-16 03:00 14.32 2022-11-17 21:00 13.08 止盈 +8.62% 1514 20 30270 15135 +2606.22 17741
8 做空 2022-11-16 15:00 14.32 2022-11-17 21:00 13.08 止盈 +8.61% 1774 20 35482 17741 +3052.75 20794
9 做空 2022-11-17 19:00 14.21 2022-11-17 21:00 13.08 止盈 +7.92% 2079 20 41588 20794 +3292.14 24086
10 做空 2022-11-18 19:00 13.54 2022-11-19 10:00 12.85 止盈 +5.05% 2409 20 48172 24086 +2428.07 26514
11 做空 2022-11-20 19:00 12.54 2022-11-20 23:00 12.97 止损 -3.49% 2651 20 53028 26514 -1846.70 24667
12 做空 2022-11-22 01:00 11.68 2022-11-22 19:00 10.99 止盈 +5.86% 2467 20 49335 24667 +2886.50 27554
13 做空 2022-11-22 11:00 11.60 2022-11-22 19:00 10.99 止盈 +5.17% 2755 20 55108 27554 +2848.79 30403
14 做空 2022-11-24 20:00 14.11 2022-11-25 00:00 14.64 止损 -3.79% 3040 20 60806 30403 -2304.04 28099
15 做空 2022-11-25 11:00 14.18 2022-11-26 18:00 14.83 止损 -4.58% 2810 20 56197 28099 -2569.15 25530
16 做空 2022-11-27 01:00 14.19 2022-11-28 09:00 13.03 止盈 +8.20% 2553 20 51059 25530 +4184.47 29714
17 做空 2022-11-28 08:00 13.99 2022-11-28 09:00 13.03 止盈 +6.92% 2971 20 59428 29714 +4106.98 33821
18 做空 2022-11-29 08:00 13.22 2022-11-29 12:00 13.71 止损 -3.70% 3382 20 67642 33821 -2499.16 31322
19 做空 2022-11-29 23:00 13.43 2022-12-01 05:00 13.85 止损 -3.14% 3132 20 62644 31322 -1967.02 29355
20 做空 2022-11-30 23:00 13.52 2022-12-01 07:00 14.16 止损 -4.76% 2935 20 58710 29355 -2794.14 26561
21 做空 2022-12-01 21:00 13.72 2022-12-06 11:00 14.15 止损 -3.16% 2656 20 53121 26561 -1674.58 24886
22 做空 2022-12-03 14:00 13.56 2022-12-05 09:00 14.04 止损 -3.54% 2489 20 49772 24886 -1759.96 23126
23 做空 2022-12-05 23:00 13.75 2022-12-07 07:00 14.28 止损 -3.88% 2313 20 46252 23126 -1791.38 21335
24 做空 2022-12-06 23:00 13.98 2022-12-12 10:00 12.93 止盈 +7.48% 2133 20 42670 21335 +3186.58 24521
25 做空 2022-12-07 02:00 14.01 2022-12-12 10:00 12.93 止盈 +7.66% 2452 20 49043 24521 +3753.14 28275
26 做空 2022-12-07 14:00 13.86 2022-12-12 10:00 12.93 止盈 +6.69% 2827 20 56549 28275 +3781.92 32056
27 做空 2022-12-10 02:00 13.62 2022-12-12 10:00 12.93 止盈 +5.04% 3206 20 64113 32056 +3230.42 35287
28 做空 2022-12-11 07:00 13.56 2022-12-13 21:00 14.07 止损 -3.78% 3529 20 70574 35287 -2667.26 32620
29 做空 2022-12-12 07:00 13.41 2022-12-13 21:00 14.07 止损 -4.98% 3262 20 65239 32620 -3242.65 29377
30 做空 2022-12-13 12:00 13.12 2022-12-13 21:00 14.07 止损 -7.30% 2938 20 58754 29377 -4287.45 25089
31 做空 2022-12-15 09:00 13.97 2022-12-16 21:00 13.25 止盈 +5.14% 2509 20 50179 25089 +2576.41 27666
32 做空 2022-12-16 13:00 14.00 2022-12-16 21:00 13.25 止盈 +5.32% 2767 20 55332 27666 +2942.13 30608
33 做空 2022-12-18 20:00 12.41 2022-12-20 06:00 11.78 止盈 +5.03% 3061 20 61216 30608 +3075.48 33684
34 做空 2022-12-19 13:00 12.25 2022-12-24 13:00 11.35 止盈 +7.31% 3368 20 67367 33684 +4917.40 38601
35 做空 2022-12-21 02:00 12.20 2022-12-24 13:00 11.35 止盈 +6.90% 3860 20 77202 38601 +5318.72 43920
36 做空 2022-12-22 22:00 11.82 2022-12-24 17:00 11.22 止盈 +5.09% 4392 20 87839 43920 +4462.19 48382
37 做空 2022-12-23 20:00 11.88 2022-12-24 14:00 11.24 止盈 +5.36% 4838 20 96764 48382 +5183.23 53565
38 做空 2022-12-25 19:00 11.39 2022-12-27 23:00 10.75 止盈 +5.62% 5357 20 107130 53565 +6013.05 59578
39 做空 2022-12-26 15:00 11.30 2022-12-28 12:00 10.70 止盈 +5.38% 5958 20 119156 59578 +6403.13 65981
40 做空 2022-12-27 16:00 11.12 2022-12-28 13:00 9.92 止盈 +10.82% 6598 20 131962 65981 +14268.60 80250
41 做空 2022-12-30 17:00 9.10 2022-12-30 20:00 9.49 止损 -4.26% 8025 20 160500 80250 -6837.19 73413
42 做空 2023-01-01 12:00 9.84 2023-01-02 15:00 11.08 止损 -12.67% 7341 20 146825 73413 -18578.97 54834
43 做空 2023-01-04 23:00 13.35 2023-01-08 22:00 13.81 止损 -3.45% 5483 20 109667 54834 -3774.46 51059
44 做空 2023-01-06 13:00 13.18 2023-01-08 16:00 13.59 止损 -3.13% 5106 20 102118 51059 -3196.72 47862
45 做空 2023-01-07 16:00 13.15 2023-01-08 16:00 13.59 止损 -3.35% 4786 20 95725 47862 -3199.03 44663
46 做空 2023-01-10 06:00 16.32 2023-01-11 23:00 15.41 止盈 +5.56% 4466 20 89327 44663 +4964.63 49628
47 做空 2023-01-11 10:00 15.99 2023-01-12 08:00 16.89 止损 -5.60% 4963 20 99256 49628 -5555.22 44073
48 做空 2023-01-12 19:00 16.07 2023-01-13 01:00 16.59 止损 -3.29% 4407 20 88146 44073 -2894.14 41179
49 做空 2023-01-13 22:00 16.64 2023-01-14 03:00 17.18 止损 -3.20% 4118 20 82357 41179 -2629.64 38549
50 做空 2023-01-15 14:00 22.57 2023-01-15 22:00 23.32 止损 -3.31% 3855 20 77098 38549 -2549.39 36000
51 做空 2023-01-16 20:00 23.25 2023-01-18 23:00 21.78 止盈 +6.32% 3600 20 71999 36000 +4547.47 40547
52 做空 2023-01-17 09:00 23.19 2023-01-18 23:00 21.78 止盈 +6.08% 4055 20 81094 40547 +4922.28 45469
53 做空 2023-01-18 00:00 23.26 2023-01-18 23:00 21.78 止盈 +6.37% 4547 20 90939 45469 +5791.24 51261
54 做空 2023-01-20 14:00 21.01 2023-01-21 00:00 22.03 止损 -4.88% 5126 20 102521 51261 -4997.11 46264
55 做空 2023-01-22 07:00 24.56 2023-01-25 06:00 22.99 止盈 +6.42% 4626 20 92527 46264 +5938.03 52202
56 做空 2023-01-22 17:00 25.07 2023-01-25 06:00 22.99 止盈 +8.30% 5220 20 104403 52202 +8658.63 60860
57 做空 2023-01-23 02:00 24.94 2023-01-25 06:00 22.99 止盈 +7.83% 6086 20 121720 60860 +9527.02 70387
58 做空 2023-01-23 22:00 23.99 2023-01-24 10:00 24.86 止损 -3.63% 7039 20 140775 70387 -5111.40 65276
59 做空 2023-01-24 20:00 24.46 2023-01-25 06:00 22.99 止盈 +6.04% 6528 20 130552 65276 +7879.44 73155
60 做空 2023-01-26 19:00 24.33 2023-01-30 00:00 25.06 止损 -3.01% 7316 20 146311 73155 -4403.73 68752
61 做空 2023-01-28 18:00 24.26 2023-01-30 00:00 25.06 止损 -3.32% 6875 20 137503 68752 -4558.66 64193
62 做空 2023-01-30 14:00 25.43 2023-01-30 17:00 24.02 止盈 +5.52% 6419 20 128386 64193 +7081.70 71275
63 做空 2023-02-01 08:00 23.79 2023-02-02 04:00 24.57 止损 -3.31% 7127 20 142549 71275 -4711.57 66563
64 做空 2023-02-02 22:00 24.73 2023-02-03 02:00 25.84 止损 -4.49% 6656 20 133126 66563 -5975.94 60587
65 做空 2023-02-03 06:00 24.57 2023-02-06 04:00 23.26 止盈 +5.30% 6059 20 121174 60587 +6415.82 67003
66 做空 2023-02-04 12:00 24.46 2023-02-06 13:00 23.10 止盈 +5.54% 6700 20 134006 67003 +7411.17 74414
67 做空 2023-02-05 07:00 24.32 2023-02-06 22:00 23.07 止盈 +5.12% 7441 20 148828 74414 +7618.00 82032
68 做空 2023-02-07 05:00 23.02 2023-02-08 07:00 23.82 止损 -3.45% 8203 20 164064 82032 -5652.46 76380
69 做空 2023-02-08 20:00 23.73 2023-02-09 11:00 22.33 止盈 +5.92% 7638 20 152759 76380 +9027.53 85407
70 做空 2023-02-08 22:00 23.73 2023-02-09 11:00 22.33 止盈 +5.89% 8541 20 170814 85407 +10053.93 95461
71 做空 2023-02-13 10:00 20.76 2023-02-14 17:00 21.46 止损 -3.36% 9546 20 190922 95461 -6413.45 89048
72 做空 2023-02-15 11:00 21.60 2023-02-15 20:00 22.45 止损 -3.95% 8905 20 178095 89048 -7034.64 82013
73 做空 2023-02-16 22:00 23.28 2023-02-19 13:00 23.98 止损 -3.00% 8201 20 164026 82013 -4920.93 77092
74 做空 2023-02-17 04:00 23.27 2023-02-19 13:00 23.98 止损 -3.03% 7709 20 154184 77092 -4673.39 72419
75 做空 2023-02-18 18:00 22.94 2023-02-19 00:00 23.63 止损 -3.03% 7242 20 144837 72419 -4383.86 68035
76 做空 2023-02-21 03:00 26.35 2023-02-21 21:00 24.95 止盈 +5.33% 6803 20 136070 68035 +7242.91 75278
77 做空 2023-02-23 21:00 24.15 2023-02-25 00:00 22.79 止盈 +5.64% 7528 20 150555 75278 +8489.39 83767
78 做空 2023-02-24 20:00 23.79 2023-02-25 20:00 22.46 止盈 +5.60% 8377 20 167534 83767 +9376.70 93144
79 做空 2023-02-27 13:00 22.81 2023-03-03 09:00 20.52 止盈 +10.05% 9314 20 186288 93144 +18704.76 111849
80 做空 2023-02-28 02:00 22.55 2023-03-03 09:00 20.52 止盈 +8.98% 11185 20 223697 111849 +20062.56 131911
81 做空 2023-03-01 05:00 21.88 2023-03-01 12:00 22.62 止损 -3.38% 13191 20 263822 131911 -8901.72 123009
82 做空 2023-03-02 03:00 22.15 2023-03-03 09:00 20.52 止盈 +7.35% 12301 20 246019 123009 +18064.84 141074
83 做空 2023-03-03 09:00 20.52 2023-03-03 16:00 21.17 止损 -3.18% 14107 20 282149 141074 -8969.29 132105
84 做空 2023-03-04 13:00 21.13 2023-03-08 03:00 20.00 止盈 +5.36% 13210 20 264210 132105 +14150.21 146255
85 做空 2023-03-06 01:00 21.09 2023-03-08 03:00 20.00 止盈 +5.18% 14626 20 292510 146255 +15141.47 161397
86 做空 2023-03-07 05:00 20.59 2023-03-08 14:00 19.54 止盈 +5.10% 16140 20 322793 161397 +16459.45 177856
87 做空 2023-03-07 15:00 20.70 2023-03-08 13:00 19.64 止盈 +5.11% 17786 20 355712 177856 +18167.05 196023
88 做空 2023-03-11 16:00 17.42 2023-03-12 05:00 18.00 止损 -3.36% 19602 20 392046 196023 -13154.08 182869
89 做空 2023-03-12 23:00 17.83 2023-03-13 01:00 18.56 止损 -4.10% 18287 20 365738 182869 -14982.17 167887
90 做空 2023-03-13 20:00 19.09 2023-03-13 22:00 20.44 止损 -7.12% 16789 20 335774 167887 -23866.96 144020
91 做空 2023-03-14 15:00 20.01 2023-03-14 20:00 21.41 止损 -7.01% 14402 20 288040 144020 -20165.35 123855
92 做空 2023-03-15 08:00 20.89 2023-03-15 23:00 19.24 止盈 +7.92% 12385 20 247709 123855 +19592.23 143447
93 做空 2023-03-15 14:00 21.16 2023-03-15 22:00 20.07 止盈 +5.11% 14345 20 286894 143447 +14658.18 158105
94 做空 2023-03-18 02:00 20.19 2023-03-18 06:00 21.20 止损 -5.01% 15810 20 316210 158105 -15821.29 142284
95 做空 2023-03-19 00:00 21.99 2023-03-20 15:00 23.11 止损 -5.06% 14228 20 284567 142284 -14386.70 127897
96 做空 2023-03-21 03:00 22.13 2023-03-21 20:00 22.86 止损 -3.34% 12790 20 255794 127897 -8534.88 119362
97 做空 2023-03-22 06:00 22.46 2023-03-23 03:00 21.09 止盈 +6.11% 11936 20 238724 119362 +14577.54 133940
98 做空 2023-03-22 08:00 22.16 2023-03-25 00:00 20.96 止盈 +5.41% 13394 20 267879 133940 +14490.29 148430
99 做空 2023-03-23 03:00 21.09 2023-03-23 18:00 21.73 止损 -3.02% 14843 20 296860 148430 -8943.72 139486
100 做空 2023-03-24 14:00 21.92 2023-03-25 01:00 20.42 止盈 +6.85% 13949 20 278972 139486 +19085.63 158572
101 做空 2023-03-26 02:00 20.45 2023-03-26 21:00 21.11 止损 -3.20% 15857 20 317144 158572 -10145.26 148427
102 做空 2023-03-27 10:00 20.67 2023-03-29 16:00 21.43 止损 -3.72% 14843 20 296853 148427 -11020.77 137406
103 做空 2023-03-30 07:00 21.09 2023-04-03 11:00 20.03 止盈 +5.03% 13741 20 274812 137406 +13801.05 151207
104 做空 2023-03-30 15:00 21.01 2023-04-09 06:00 19.93 止盈 +5.13% 15121 20 302414 151207 +15503.21 166710
105 做空 2023-03-31 13:00 20.43 2023-04-01 06:00 21.38 止损 -4.66% 16671 20 333420 166710 -15536.77 151173
106 做空 2023-04-01 18:00 21.07 2023-04-09 06:00 19.93 止盈 +5.41% 15117 20 302347 151173 +16329.43 167503
107 做空 2023-04-02 11:00 21.02 2023-04-09 06:00 19.93 止盈 +5.18% 16750 20 335005 167503 +17340.19 184843
108 做空 2023-04-02 21:00 20.81 2023-04-11 12:00 22.40 止损 -7.66% 18484 20 369686 184843 -28288.80 156554
109 做空 2023-04-04 12:00 20.32 2023-04-04 19:00 20.97 止损 -3.18% 15655 20 313108 156554 -9959.57 146595
110 做空 2023-04-05 22:00 20.80 2023-04-11 12:00 22.40 止损 -7.73% 14659 20 293189 146595 -22647.46 123947
111 做空 2023-04-07 04:00 20.55 2023-04-11 10:00 21.24 止损 -3.35% 12395 20 247894 123947 -8302.27 115645
112 做空 2023-04-08 08:00 20.30 2023-04-11 08:00 20.96 止损 -3.25% 11564 20 231290 115645 -7511.13 108134
113 做空 2023-04-09 00:00 20.41 2023-04-11 09:00 21.16 止损 -3.67% 10813 20 216267 108134 -7929.74 100204
114 做空 2023-04-10 21:00 20.11 2023-04-11 06:00 20.83 止损 -3.55% 10020 20 200408 100204 -7116.50 93087
115 做空 2023-04-12 11:00 22.56 2023-04-12 15:00 23.68 止损 -4.99% 9309 20 186175 93087 -9284.18 83803
116 做空 2023-04-14 22:00 24.44 2023-04-17 04:00 25.40 止损 -3.94% 8380 20 167607 83803 -6591.49 77212
117 做空 2023-04-15 21:00 24.25 2023-04-17 04:00 25.40 止损 -4.72% 7721 20 154424 77212 -7282.85 69929
118 做空 2023-04-16 19:00 24.07 2023-04-17 04:00 25.40 止损 -5.51% 6993 20 139858 69929 -7702.14 62227
119 做空 2023-04-17 19:00 24.93 2023-04-19 16:00 22.82 止盈 +8.44% 6223 20 124454 62227 +10494.60 72721
120 做空 2023-04-19 02:00 24.63 2023-04-19 16:00 22.82 止盈 +7.35% 7272 20 145443 72721 +10682.15 83404
121 做空 2023-04-21 21:00 22.01 2023-04-25 11:00 20.87 止盈 +5.17% 8340 20 166807 83404 +8622.72 92026
122 做空 2023-04-24 00:00 21.50 2023-04-26 16:00 22.20 止损 -3.26% 9203 20 184053 92026 -5987.53 86039
123 做空 2023-04-24 15:00 21.28 2023-04-26 07:00 21.92 止损 -3.02% 8604 20 172077 86039 -5194.08 80845
124 做空 2023-04-25 00:00 21.12 2023-04-26 07:00 21.92 止损 -3.78% 8084 20 161689 80845 -6109.38 74735
125 做空 2023-04-27 04:00 21.45 2023-04-27 23:00 22.24 止损 -3.69% 7474 20 149471 74735 -5513.91 69221
126 做空 2023-04-30 03:00 23.29 2023-05-01 22:00 22.09 止盈 +5.15% 6922 20 138443 69221 +7121.31 76343
127 做空 2023-05-01 04:00 23.02 2023-05-01 23:00 21.87 止盈 +5.01% 7634 20 152685 76343 +7638.23 83981
128 做空 2023-05-03 10:00 21.88 2023-05-06 01:00 22.63 止损 -3.43% 8398 20 167962 83981 -5758.50 78222
129 做空 2023-05-04 22:00 21.79 2023-05-06 00:00 22.50 止损 -3.27% 7822 20 156445 78222 -5106.81 73116
130 做空 2023-05-05 17:00 21.85 2023-05-06 01:00 22.63 止损 -3.60% 7312 20 146231 73116 -5255.53 67860
131 做空 2023-05-06 16:00 22.58 2023-05-08 09:00 21.12 止盈 +6.48% 6786 20 135720 67860 +8784.77 76645
132 做空 2023-05-08 08:00 21.74 2023-05-09 01:00 20.42 止盈 +6.08% 7664 20 153290 76645 +9305.12 85950

⚙️ 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:MA5 / MA20
  • 开仓条件:MA5上穿MA20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