📊 Solana SOL 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
Solana SOL
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
121次
盈利
60次
亏损
61次
胜率
49.6%
总收益
+887.8%
最终资金
98785U
最大回撤
-57.4%
月化收益
+74.0%

📊 收益与风险

盈利因子
1.37
止盈次数
60
止损次数
61
盈亏比
0.98

📋 交易记录明细(共121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 做多 2023-05-28 20.45 2023-06-04 21.67 止盈 +5.98% 1000 20 20000 10000 +1195.13 11195
2 做多 2023-05-28 20.45 2023-06-04 21.67 止盈 +5.97% 1120 20 22390 11195 +1335.64 12531
3 做多 2023-05-29 20.70 2023-06-04 21.77 止盈 +5.15% 1253 20 25062 12531 +1289.26 13820
4 做多 2023-05-29 20.71 2023-06-04 21.77 止盈 +5.10% 1382 20 27640 13820 +1407.88 15228
5 做多 2023-05-30 20.86 2023-06-04 22.04 止盈 +5.65% 1523 20 30456 15228 +1719.47 16947
6 做多 2023-06-02 21.06 2023-06-05 22.24 止盈 +5.60% 1695 20 33895 16947 +1897.51 18845
7 做多 2023-06-09 19.01 2023-06-10 18.29 止损 -3.78% 1884 20 37690 18845 -1424.31 17421
8 做多 2023-06-12 15.74 2023-06-12 15.01 止损 -4.62% 1742 20 34841 17421 -1609.64 15811
9 做多 2023-06-13 15.45 2023-06-13 14.79 止损 -4.27% 1581 20 31622 15811 -1347.53 14463
10 做多 2023-06-15 15.34 2023-06-15 14.17 止损 -7.62% 1446 20 28927 14463 -2202.05 12261
11 做多 2023-06-16 14.82 2023-06-17 16.06 止盈 +8.35% 1226 20 24523 12261 +2044.68 14306
12 做多 2023-06-20 15.85 2023-06-21 16.79 止盈 +5.96% 1431 20 28612 14306 +1702.49 16009
13 做多 2023-06-24 17.13 2023-06-24 16.61 止损 -3.01% 1601 20 32017 16009 -961.66 15047
14 做多 2023-06-25 17.25 2023-06-26 16.72 止损 -3.04% 1505 20 30094 15047 -913.45 14133
15 做多 2023-06-26 16.83 2023-06-27 16.24 止损 -3.52% 1413 20 28267 14133 -993.42 13140
16 做多 2023-06-28 16.70 2023-06-28 16.18 止损 -3.16% 1314 20 26280 13140 -828.39 12312
17 做多 2023-06-29 17.49 2023-06-30 18.53 止盈 +5.93% 1231 20 24623 12312 +1458.56 13770
18 做多 2023-07-02 19.28 2023-07-05 18.61 止损 -3.46% 1377 20 27540 13770 -953.15 12817
19 做多 2023-07-04 19.85 2023-07-05 19.13 止损 -3.63% 1282 20 25634 12817 -930.11 11887
20 做多 2023-07-06 19.51 2023-07-07 20.75 止盈 +6.39% 1189 20 23774 11887 +1518.24 13405
21 做多 2023-07-11 21.68 2023-07-13 24.09 止盈 +11.11% 1341 20 26810 13405 +2975.40 16381
22 做多 2023-07-13 22.32 2023-07-13 24.09 止盈 +7.96% 1638 20 32761 16381 +2604.42 18985
23 做多 2023-07-16 28.06 2023-07-17 27.21 止损 -3.04% 1898 20 37970 18985 -1153.02 17832
24 做多 2023-07-19 26.33 2023-07-21 25.51 止损 -3.12% 1783 20 35664 17832 -1112.33 16720
25 做多 2023-07-22 25.68 2023-07-23 24.51 止损 -4.53% 1672 20 33439 16720 -1514.42 15205
26 做多 2023-07-26 23.46 2023-07-26 24.89 止盈 +6.10% 1521 20 30410 15205 +1854.32 17060
27 做多 2023-07-29 24.80 2023-07-31 23.92 止损 -3.52% 1706 20 34119 17060 -1201.32 15858
28 做多 2023-07-29 25.06 2023-07-31 24.24 止损 -3.28% 1586 20 31716 15858 -1040.48 14818
29 做多 2023-08-02 23.65 2023-08-03 22.70 止损 -4.01% 1482 20 29635 14818 -1186.94 13631
30 做多 2023-08-04 23.39 2023-08-05 22.65 止损 -3.17% 1363 20 27262 13631 -862.60 12768
31 做多 2023-08-06 23.25 2023-08-09 24.57 止盈 +5.66% 1277 20 25536 12768 +1443.66 14212
32 做多 2023-08-08 23.21 2023-08-09 24.57 止盈 +5.87% 1421 20 28424 14212 +1667.65 15879
33 做多 2023-08-13 24.66 2023-08-16 23.83 止损 -3.37% 1588 20 31759 15879 -1067.82 14812
34 做多 2023-08-15 24.80 2023-08-16 24.04 止损 -3.06% 1481 20 29623 14812 -905.86 13906
35 做多 2023-08-20 21.88 2023-08-21 21.09 止损 -3.59% 1391 20 27812 13906 -998.17 12908
36 做多 2023-08-24 21.29 2023-08-25 20.49 止损 -3.75% 1291 20 25815 12908 -968.09 11940
37 做多 2023-08-27 20.53 2023-08-29 21.74 止盈 +5.90% 1194 20 23879 11940 +1408.31 13348
38 做多 2023-08-29 20.64 2023-08-29 21.74 止盈 +5.36% 1335 20 26696 13348 +1430.70 14779
39 做多 2023-08-30 21.69 2023-08-30 20.90 止损 -3.64% 1478 20 29557 14779 -1075.31 13703
40 做多 2023-09-03 19.56 2023-09-10 18.36 止损 -6.11% 1370 20 27406 13703 -1674.18 12029
41 做多 2023-09-04 19.71 2023-09-10 18.36 止损 -6.83% 1203 20 24058 12029 -1641.37 10388
42 做多 2023-09-05 20.12 2023-09-06 19.43 止损 -3.47% 1039 20 20775 10388 -720.90 9667
43 做多 2023-09-08 19.90 2023-09-10 19.28 止损 -3.13% 967 20 19334 9667 -603.69 9063
44 做多 2023-09-12 18.30 2023-09-13 17.71 止损 -3.20% 906 20 18126 9063 -578.86 8484
45 做多 2023-09-13 17.97 2023-09-14 19.25 止盈 +7.14% 848 20 16968 8484 +1210.15 9694
46 做多 2023-09-16 19.20 2023-09-19 20.16 止盈 +5.03% 969 20 19389 9694 +973.51 10668
47 做多 2023-09-17 19.11 2023-09-19 20.16 止盈 +5.51% 1067 20 21336 10668 +1174.35 11842
48 做多 2023-09-17 19.05 2023-09-19 20.16 止盈 +5.87% 1184 20 23684 11842 +1388.81 13231
49 做多 2023-09-18 19.15 2023-09-19 20.16 止盈 +5.32% 1323 20 26462 13231 +1406.97 14638
50 做多 2023-09-24 19.56 2023-09-27 18.94 止损 -3.19% 1464 20 29276 14638 -931.53 13706
51 做多 2023-09-26 19.58 2023-09-27 18.99 止损 -3.00% 1371 20 27413 13706 -822.57 12884
52 做多 2023-09-28 19.22 2023-09-29 20.21 止盈 +5.15% 1288 20 25768 12884 +1324.60 14209
53 做多 2023-10-06 23.29 2023-10-09 22.38 止损 -3.91% 1421 20 28417 14209 -1110.29 13098
54 做多 2023-10-11 22.35 2023-10-12 21.59 止损 -3.41% 1310 20 26196 13098 -891.12 12207
55 做多 2023-10-14 21.56 2023-10-16 22.70 止盈 +5.29% 1221 20 24414 12207 +1290.58 13498
56 做多 2023-10-16 22.04 2023-10-16 23.38 止盈 +6.10% 1350 20 26995 13498 +1644.68 15142
57 做多 2023-10-19 24.13 2023-10-20 25.39 止盈 +5.22% 1514 20 30285 15142 +1579.54 16722
58 做多 2023-10-25 31.04 2023-10-25 33.28 止盈 +7.22% 1672 20 33444 16722 +2412.29 19134
59 做多 2023-10-27 32.39 2023-10-30 34.78 止盈 +7.38% 1913 20 38268 19134 +2823.29 21957
60 做多 2023-10-28 32.17 2023-10-30 33.82 止盈 +5.13% 2196 20 43915 21957 +2250.08 24208
61 做多 2023-10-29 32.25 2023-10-30 34.78 止盈 +7.85% 2421 20 48415 24208 +3797.35 28005
62 做多 2023-11-04 41.69 2023-11-06 40.25 止损 -3.44% 2800 20 56010 28005 -1926.02 26079
63 做多 2023-11-07 41.23 2023-11-08 43.99 止盈 +6.69% 2608 20 52158 26079 +3485.34 29564
64 做多 2023-11-13 58.75 2023-11-13 56.03 止损 -4.64% 2956 20 59128 29564 -2739.77 26824
65 做多 2023-11-15 57.22 2023-11-15 63.04 止盈 +10.17% 2682 20 53649 26824 +5453.00 32277
66 做多 2023-11-19 58.42 2023-11-20 61.35 止盈 +5.00% 3228 20 64555 32277 +3225.40 35503
67 做多 2023-11-23 57.31 2023-11-27 55.07 止损 -3.92% 3550 20 71006 35503 -2778.58 32724
68 做多 2023-11-25 59.62 2023-11-25 57.83 止损 -3.02% 3272 20 65449 32724 -1971.70 30753
69 做多 2023-11-29 57.26 2023-11-29 61.24 止盈 +6.94% 3075 20 61505 30753 +4265.21 35018
70 做多 2023-12-01 60.79 2023-12-03 65.29 止盈 +7.41% 3502 20 70036 35018 +5184.00 40202
71 做多 2023-12-06 63.66 2023-12-08 68.77 止盈 +8.01% 4020 20 80404 40202 +6437.16 46639
72 做多 2023-12-12 71.80 2023-12-12 69.29 止损 -3.48% 4664 20 93278 46639 -3247.37 43392
73 做多 2023-12-14 71.32 2023-12-15 75.79 止盈 +6.26% 4339 20 86783 43392 +5430.99 48823
74 做多 2023-12-17 76.43 2023-12-17 73.56 止损 -3.75% 4882 20 97645 48823 -3660.28 45162
75 做多 2023-12-19 74.55 2023-12-20 72.07 止损 -3.33% 4516 20 90325 45162 -3007.65 42155
76 做多 2023-12-29 107.95 2023-12-30 103.94 止损 -3.71% 4215 20 84309 42155 -3127.80 39027
77 做多 2024-01-01 103.52 2024-01-02 108.89 止盈 +5.18% 3903 20 78054 39027 +4040.24 43067
78 做多 2024-01-01 104.22 2024-01-02 110.05 止盈 +5.59% 4307 20 86134 43067 +4809.25 47876
79 做多 2024-01-01 104.28 2024-01-02 110.05 止盈 +5.53% 4788 20 95753 47876 +5286.25 53163
80 做多 2024-01-05 105.64 2024-01-05 101.02 止损 -4.37% 5316 20 106325 53163 -4638.50 48524
81 做多 2024-01-09 98.20 2024-01-09 103.36 止盈 +5.25% 4852 20 97048 48524 +5093.44 53618
82 做多 2024-01-11 99.37 2024-01-11 104.50 止盈 +5.17% 5362 20 107235 53618 +5533.96 59152
83 做多 2024-01-14 95.80 2024-01-15 101.61 止盈 +6.06% 5915 20 118303 59152 +7167.79 66319
84 做多 2024-01-16 96.86 2024-01-17 101.93 止盈 +5.23% 6632 20 132639 66319 +6932.96 73252
85 做多 2024-01-21 93.58 2024-01-22 90.26 止损 -3.55% 7325 20 146505 73252 -5189.42 68063
86 做多 2024-01-24 86.48 2024-01-26 91.91 止盈 +6.28% 6806 20 136126 68063 +8538.96 76602
87 做多 2024-01-26 88.11 2024-01-27 93.14 止盈 +5.70% 7660 20 153204 76602 +8730.25 85332
88 做多 2024-02-02 98.96 2024-02-05 95.74 止损 -3.25% 8533 20 170664 85332 -5535.75 79796
89 做多 2024-02-05 98.22 2024-02-06 94.89 止损 -3.40% 7980 20 159593 79796 -5419.67 74377
90 做多 2024-02-07 97.44 2024-02-08 103.45 止盈 +6.17% 7438 20 148753 74377 +9165.68 83542
91 做多 2024-02-08 97.40 2024-02-08 103.45 止盈 +6.21% 8354 20 167085 83542 +10369.79 93912
92 做多 2024-02-13 110.29 2024-02-14 116.09 止盈 +5.26% 9391 20 187824 93912 +9872.82 103785
93 做多 2024-02-18 111.83 2024-02-20 107.81 止损 -3.60% 10378 20 207570 103785 -7466.85 96318
94 做多 2024-02-22 104.72 2024-02-23 101.55 止损 -3.02% 9632 20 192636 96318 -5818.15 90500
95 做多 2024-02-24 102.04 2024-02-27 109.68 止盈 +7.49% 9050 20 181000 90500 +13549.28 104049
96 做多 2024-02-27 109.68 2024-02-29 116.34 止盈 +6.07% 10405 20 208098 104049 +12624.97 116674
97 做多 2024-03-04 130.32 2024-03-05 137.28 止盈 +5.34% 11667 20 233348 116674 +12457.41 129132
98 做多 2024-03-06 128.07 2024-03-07 134.76 止盈 +5.22% 12913 20 258263 129132 +13479.75 142611
99 做多 2024-03-10 148.06 2024-03-10 143.02 止损 -3.40% 14261 20 285223 142611 -9695.36 132916
100 做多 2024-03-11 149.28 2024-03-13 157.36 止盈 +5.41% 13292 20 265832 132916 +14372.19 147288
101 做多 2024-03-17 188.10 2024-03-17 181.94 止损 -3.27% 14729 20 294576 147288 -9631.14 137657
102 做多 2024-03-21 191.92 2024-03-21 185.43 止损 -3.38% 13766 20 275314 137657 -9293.79 128363
103 做多 2024-03-24 175.51 2024-03-25 185.06 止盈 +5.44% 12836 20 256726 128363 +13950.63 142314
104 做多 2024-03-24 174.21 2024-03-25 185.06 止盈 +6.23% 14231 20 284628 142314 +17710.95 160025
105 做多 2024-03-24 176.60 2024-03-25 186.00 止盈 +5.32% 16002 20 320050 160025 +17013.02 177038
106 做多 2024-03-29 190.20 2024-03-29 183.85 止损 -3.34% 17704 20 354076 177038 -11802.06 165236
107 做多 2024-03-30 187.91 2024-03-30 198.55 止盈 +5.66% 16524 20 330472 165236 +18693.53 183929
108 做多 2024-04-03 190.34 2024-04-04 183.60 止损 -3.54% 18393 20 367859 183929 -13016.62 170913
109 做多 2024-04-04 188.32 2024-04-05 182.65 止损 -3.01% 17091 20 341825 170913 -10272.65 160640
110 做多 2024-04-07 177.79 2024-04-09 171.58 止损 -3.49% 16064 20 321280 160640 -11215.95 149424
111 做多 2024-04-08 183.37 2024-04-09 177.60 止损 -3.14% 14942 20 298848 149424 -9386.40 140038
112 做多 2024-04-11 173.90 2024-04-12 167.87 止损 -3.47% 14004 20 280075 140038 -9701.76 130336
113 做多 2024-04-15 148.24 2024-04-15 143.24 止损 -3.38% 13034 20 260672 130336 -8797.31 121539
114 做多 2024-04-17 139.01 2024-04-17 134.25 止损 -3.42% 12154 20 243077 121539 -8308.41 113230
115 做多 2024-04-19 136.85 2024-04-19 132.25 止损 -3.37% 11323 20 226460 113230 -7620.76 105609
116 做多 2024-04-28 141.88 2024-04-29 136.29 止损 -3.94% 10561 20 211219 105609 -8307.94 97302
117 做多 2024-05-02 134.54 2024-05-02 129.62 止损 -3.66% 9730 20 194603 97302 -7109.28 90192
118 做多 2024-05-10 150.16 2024-05-11 144.42 止损 -3.82% 9019 20 180384 90192 -6883.80 83308
119 做多 2024-05-13 147.21 2024-05-15 142.79 止损 -3.00% 8331 20 166617 83308 -4996.66 78312
120 做多 2024-05-15 152.42 2024-05-16 161.46 止盈 +5.93% 7831 20 156624 78312 +9282.26 87594
121 做多 2024-05-20 175.99 2024-05-21 187.24 止盈 +6.39% 8759 20 175188 87594 +11190.58 98785

⚙️ 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