📊 以太坊ETH 均线5-20 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 13:25

📈 回测结果摘要

测试币种
以太坊ETH
策略
MA5-20
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
270次
盈利
129次
亏损
141次
胜率
47.8%
总收益
+2784.3%
最终资金
288427U
最大回撤
-81.7%
月化收益
+232.0%

📊 收益与风险

盈利因子
1.30
止盈次数
129
止损次数
141
盈亏比
0.91

📋 交易记录明细(共270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 2020-06-16 07:00 230.86 2020-06-23 00:00 243.85 止盈 +5.63% 1000 20 20000 10000 +1124.23 11124
2 做多 2020-06-16 14:00 232.08 2020-06-23 00:00 243.85 止盈 +5.07% 1112 20 22248 11124 +1127.21 12251
3 做多 2020-06-16 21:00 234.72 2020-06-19 10:00 227.15 止损 -3.23% 1225 20 24503 12251 -789.46 11462
4 做多 2020-06-17 16:00 234.11 2020-06-20 23:00 226.60 止损 -3.21% 1146 20 22924 11462 -734.64 10727
5 做多 2020-06-18 09:00 233.58 2020-06-24 10:00 245.85 止盈 +5.25% 1073 20 21455 10727 +1125.89 11853
6 做多 2020-06-19 20:00 230.71 2020-06-23 00:00 243.85 止盈 +5.70% 1185 20 23706 11853 +1348.84 13202
7 做多 2020-06-20 13:00 230.03 2020-06-23 00:00 243.85 止盈 +6.01% 1320 20 26404 13202 +1584.75 14787
8 做多 2020-06-21 08:00 228.97 2020-06-22 23:00 241.50 止盈 +5.47% 1479 20 29574 14787 +1616.75 16404
9 做多 2020-06-22 10:00 233.63 2020-06-24 10:00 245.85 止盈 +5.23% 1640 20 32807 16404 +1714.26 18118
10 做多 2020-06-23 22:00 243.01 2020-06-24 22:00 235.64 止损 -3.03% 1812 20 36236 18118 -1097.86 17020
11 做多 2020-06-25 19:00 234.34 2020-06-28 00:00 225.97 止损 -3.57% 1702 20 34040 17020 -1214.60 15805
12 做多 2020-06-27 15:00 230.50 2020-06-28 03:00 217.72 止损 -5.54% 1581 20 31611 15805 -1750.90 14054
13 做多 2020-06-28 18:00 222.71 2020-07-06 17:00 233.96 止盈 +5.05% 1405 20 28109 14054 +1418.48 15473
14 做多 2020-06-30 02:00 225.70 2020-07-06 20:00 237.09 止盈 +5.05% 1547 20 30946 15473 +1560.13 17033
15 做多 2020-07-01 15:00 225.53 2020-07-06 20:00 237.09 止盈 +5.13% 1703 20 34066 17033 +1744.39 18777
16 做多 2020-07-03 16:00 227.16 2020-07-06 23:00 238.76 止盈 +5.11% 1878 20 37555 18777 +1915.84 20693
17 做多 2020-07-04 17:00 226.08 2020-07-06 23:00 238.76 止盈 +5.61% 2069 20 41387 20693 +2318.90 23012
18 做多 2020-07-05 00:00 225.97 2020-07-06 23:00 238.76 止盈 +5.66% 2301 20 46024 23012 +2602.40 25615
19 做多 2020-07-06 07:00 227.61 2020-07-07 00:00 239.44 止盈 +5.20% 2561 20 51229 25615 +2659.97 28275
20 做多 2020-07-08 02:00 238.88 2020-07-16 17:00 231.17 止损 -3.23% 2827 20 56549 28275 -1823.34 26451
21 做多 2020-07-09 17:00 246.19 2020-07-10 12:00 237.17 止损 -3.66% 2645 20 52903 26451 -1936.32 24515
22 做多 2020-07-11 00:00 239.70 2020-07-16 17:00 231.17 止损 -3.56% 2451 20 49030 24515 -1743.04 22772
23 做多 2020-07-12 09:00 240.11 2020-07-16 15:00 232.55 止损 -3.15% 2277 20 45544 22772 -1432.54 21339
24 做多 2020-07-13 07:00 242.82 2020-07-16 14:00 235.28 止损 -3.11% 2134 20 42679 21339 -1323.93 20015
25 做多 2020-07-14 21:00 239.17 2020-07-16 17:00 231.17 止损 -3.34% 2002 20 40031 20015 -1337.65 18678
26 做多 2020-07-17 08:00 233.08 2020-07-22 02:00 246.25 止盈 +5.65% 1868 20 37356 18678 +2108.64 20786
27 做多 2020-07-17 17:00 233.41 2020-07-22 02:00 246.25 止盈 +5.50% 2079 20 41573 20786 +2284.66 23071
28 做多 2020-07-18 14:00 233.11 2020-07-22 02:00 246.25 止盈 +5.64% 2307 20 46142 23071 +2598.35 25669
29 做多 2020-07-20 03:00 235.30 2020-07-23 05:00 247.51 止盈 +5.19% 2567 20 51339 25669 +2661.37 28331
30 做多 2020-07-21 14:00 238.07 2020-07-23 06:00 263.10 止盈 +10.51% 2833 20 56662 28331 +5951.28 34282
31 做多 2020-07-22 23:00 244.63 2020-07-23 06:00 263.10 止盈 +7.55% 3428 20 68564 34282 +5171.54 39454
32 做多 2020-07-24 20:00 274.73 2020-07-26 00:00 289.17 止盈 +5.26% 3945 20 78907 39454 +4143.27 43597
33 做多 2020-07-28 05:00 322.49 2020-07-28 17:00 310.68 止损 -3.66% 4360 20 87194 43597 -3189.95 40407
34 做多 2020-07-29 02:00 316.73 2020-07-31 03:00 333.71 止盈 +5.36% 4041 20 80814 40407 +4328.12 44735
35 做多 2020-07-29 14:00 322.21 2020-07-31 04:00 338.90 止盈 +5.18% 4474 20 89470 44735 +4629.78 49365
36 做多 2020-07-31 00:00 322.65 2020-07-31 04:00 338.90 止盈 +5.04% 4936 20 98730 49365 +4967.47 54332
37 做多 2020-08-03 03:00 379.54 2020-08-04 08:00 400.88 止盈 +5.62% 5433 20 108665 54332 +6103.66 60436
38 做多 2020-08-04 09:00 398.32 2020-08-04 19:00 386.22 止损 -3.04% 6044 20 120872 60436 -3668.13 56768
39 做多 2020-08-05 08:00 388.93 2020-08-08 01:00 373.83 止损 -3.88% 5677 20 113536 56768 -4403.55 52364
40 做多 2020-08-05 13:00 391.95 2020-08-08 00:00 379.33 止损 -3.22% 5236 20 104729 52364 -3368.68 48996
41 做多 2020-08-07 00:00 398.93 2020-08-07 22:00 384.94 止损 -3.51% 4900 20 97991 48996 -3433.00 45563
42 做多 2020-08-08 17:00 386.24 2020-08-12 04:00 373.67 止损 -3.25% 4556 20 91125 45563 -2962.66 42600
43 做多 2020-08-10 08:00 391.65 2020-08-12 04:00 373.67 止损 -4.59% 4260 20 85200 42600 -3907.47 38692
44 做多 2020-08-10 23:00 397.32 2020-08-11 23:00 382.61 止损 -3.70% 3869 20 77385 38692 -2862.16 35830
45 做多 2020-08-11 09:00 397.61 2020-08-11 23:00 382.61 止损 -3.77% 3583 20 71661 35830 -2700.72 33130
46 做多 2020-08-12 18:00 383.95 2020-08-14 04:00 411.01 止盈 +7.05% 3313 20 66259 33130 +4665.14 37795
47 做多 2020-08-13 21:00 391.30 2020-08-14 04:00 411.01 止盈 +5.04% 3779 20 75589 37795 +3803.68 41598
48 做多 2020-08-17 01:00 431.13 2020-08-19 11:00 416.15 止损 -3.47% 4160 20 83197 41598 -2887.86 38711
49 做多 2020-08-17 22:00 431.79 2020-08-19 11:00 416.15 止损 -3.62% 3871 20 77421 38711 -2801.49 35909
50 做多 2020-08-20 11:00 407.35 2020-08-22 05:00 388.65 止损 -4.59% 3591 20 71818 35909 -3293.62 32615
51 做多 2020-08-20 18:00 409.86 2020-08-22 04:00 395.32 止损 -3.55% 3262 20 65231 32615 -2311.79 30304
52 做多 2020-08-21 15:00 413.12 2020-08-22 02:00 398.24 止损 -3.60% 3030 20 60607 30304 -2180.81 28123
53 做多 2020-08-22 18:00 391.26 2020-08-26 00:00 375.21 止损 -4.10% 2812 20 56246 28123 -2304.96 25818
54 做多 2020-08-24 01:00 390.28 2020-08-26 00:00 375.21 止损 -3.86% 2582 20 51636 25818 -1991.83 23826
55 做多 2020-08-26 13:00 385.20 2020-08-30 04:00 405.32 止盈 +5.22% 2383 20 47652 23826 +2486.50 26313
56 做多 2020-08-28 09:00 386.82 2020-08-30 09:00 406.31 止盈 +5.04% 2631 20 52625 26313 +2648.87 28961
57 做多 2020-08-31 20:00 436.59 2020-09-01 14:00 463.82 止盈 +6.24% 2896 20 57923 28961 +3609.02 32570
58 做多 2020-09-03 10:00 447.72 2020-09-03 13:00 432.02 止损 -3.51% 3257 20 65141 32570 -2281.98 30288
59 做多 2020-09-04 19:00 395.17 2020-09-05 13:00 381.65 止损 -3.42% 3029 20 60577 30288 -2070.45 28218
60 做多 2020-09-06 17:00 346.07 2020-09-07 19:00 335.62 止损 -3.02% 2822 20 56436 28218 -1702.45 26516
61 做多 2020-09-08 02:00 346.79 2020-09-08 17:00 336.35 止损 -3.01% 2652 20 53031 26516 -1594.89 24921
62 做多 2020-09-09 16:00 340.68 2020-09-10 02:00 358.01 止盈 +5.09% 2492 20 49841 24921 +2532.84 27454
63 做多 2020-09-11 08:00 368.90 2020-09-11 11:00 356.89 止损 -3.26% 2745 20 54907 27454 -1785.78 25668
64 做多 2020-09-11 20:00 365.10 2020-09-13 03:00 384.68 止盈 +5.36% 2567 20 51335 25668 +2750.32 28418
65 做多 2020-09-12 23:00 373.00 2020-09-13 23:00 360.66 止损 -3.31% 2842 20 56836 28418 -1878.43 26540
66 做多 2020-09-14 13:00 364.97 2020-09-18 02:00 386.91 止盈 +6.01% 2654 20 53079 26540 +3187.64 29727
67 做多 2020-09-16 17:00 363.84 2020-09-17 19:00 382.79 止盈 +5.21% 2973 20 59455 29727 +3093.49 32821
68 做多 2020-09-19 10:00 383.97 2020-09-20 20:00 372.00 止损 -3.12% 3282 20 65642 32821 -2044.28 30776
69 做多 2020-09-19 20:00 384.84 2020-09-20 20:00 372.00 止损 -3.34% 3078 20 61553 30776 -2051.63 28725
70 做多 2020-09-21 11:00 374.70 2020-09-21 17:00 358.42 止损 -4.34% 2872 20 57450 28725 -2493.58 26231
71 做多 2020-09-22 14:00 341.86 2020-09-24 03:00 327.49 止损 -4.20% 2623 20 52463 26231 -2203.04 24028
72 做多 2020-09-23 03:00 343.46 2020-09-24 03:00 327.49 止损 -4.65% 2403 20 48056 24028 -2232.26 21796
73 做多 2020-09-24 18:00 332.76 2020-09-25 06:00 350.66 止盈 +5.38% 2180 20 43592 21796 +2342.57 24139
74 做多 2020-09-25 23:00 347.12 2020-09-28 23:00 364.99 止盈 +5.15% 2414 20 48277 24139 +2482.85 26621
75 做多 2020-09-27 01:00 354.12 2020-10-02 13:00 342.63 止损 -3.24% 2662 20 53243 26621 -1725.82 24896
76 做多 2020-09-28 07:00 357.40 2020-10-02 01:00 346.01 止损 -3.19% 2490 20 49791 24896 -1585.21 23310
77 做多 2020-09-29 22:00 356.93 2020-10-02 01:00 346.01 止损 -3.06% 2331 20 46621 23310 -1424.90 21885
78 做多 2020-09-30 04:00 357.56 2020-10-02 01:00 346.01 止损 -3.23% 2189 20 43771 21885 -1412.49 20473
79 做多 2020-10-01 00:00 357.51 2020-10-02 01:00 346.01 止损 -3.22% 2047 20 40946 20473 -1315.79 19157
80 做多 2020-10-03 04:00 346.43 2020-10-08 16:00 335.19 止损 -3.24% 1916 20 38314 19157 -1241.87 17915
81 做多 2020-10-04 16:00 347.60 2020-10-07 09:00 336.76 止损 -3.12% 1792 20 35831 17915 -1116.27 16799
82 做多 2020-10-04 22:00 347.41 2020-10-07 09:00 336.76 止损 -3.07% 1680 20 33598 16799 -1028.93 15770
83 做多 2020-10-05 23:00 352.63 2020-10-07 03:00 340.23 止损 -3.52% 1577 20 31540 15770 -1107.98 14662
84 做多 2020-10-06 06:00 352.32 2020-10-07 03:00 340.23 止损 -3.43% 1466 20 29324 14662 -1005.27 13657
85 做多 2020-10-07 21:00 340.86 2020-10-09 19:00 359.30 止盈 +5.41% 1366 20 27314 13657 +1476.15 15133
86 做多 2020-10-08 22:00 349.39 2020-10-10 08:00 367.09 止盈 +5.07% 1513 20 30266 15133 +1531.73 16665
87 做多 2020-10-09 18:00 356.29 2020-10-10 10:00 376.15 止盈 +5.57% 1666 20 33329 16665 +1855.96 18521
88 做多 2020-10-11 05:00 375.38 2020-10-16 17:00 363.28 止损 -3.22% 1852 20 37041 18521 -1192.80 17328
89 做多 2020-10-11 18:00 377.10 2020-10-16 17:00 363.28 止损 -3.66% 1733 20 34656 17328 -1268.80 16059
90 做多 2020-10-12 09:00 374.69 2020-10-16 17:00 363.28 止损 -3.05% 1606 20 32118 16059 -977.08 15082
91 做多 2020-10-12 22:00 383.18 2020-10-16 12:00 368.93 止损 -3.72% 1508 20 30164 15082 -1120.64 13961
92 做多 2020-10-14 08:00 384.54 2020-10-15 17:00 372.36 止损 -3.17% 1396 20 27923 13961 -883.55 13078
93 做多 2020-10-15 15:00 378.90 2020-10-16 17:00 363.28 止损 -4.12% 1308 20 26156 13078 -1077.18 12001
94 做多 2020-10-16 01:00 378.08 2020-10-16 17:00 363.28 止损 -3.91% 1200 20 24001 12001 -938.60 11062
95 做多 2020-10-17 12:00 367.73 2020-10-21 22:00 388.96 止盈 +5.77% 1106 20 22124 11062 +1276.00 12338
96 做多 2020-10-18 02:00 367.14 2020-10-21 22:00 388.96 止盈 +5.94% 1234 20 24676 12338 +1465.09 13803
97 做多 2020-10-18 07:00 368.26 2020-10-21 22:00 388.96 止盈 +5.62% 1380 20 27606 13803 +1550.21 15353
98 做多 2020-10-19 18:00 375.93 2020-10-22 00:00 396.74 止盈 +5.54% 1535 20 30707 15353 +1698.10 17051
99 做多 2020-10-21 11:00 378.33 2020-10-22 06:00 400.68 止盈 +5.91% 1705 20 34103 17051 +2012.63 19064
100 做多 2020-10-23 20:00 417.97 2020-10-26 15:00 405.29 止损 -3.03% 1906 20 38128 19064 -1155.54 17909
101 做多 2020-10-24 13:00 412.87 2020-10-26 23:00 393.89 止损 -4.60% 1791 20 35817 17909 -1644.90 16264
102 做多 2020-10-25 11:00 415.34 2020-10-26 23:00 393.89 止损 -5.16% 1626 20 32527 16264 -1678.18 14585
103 做多 2020-10-26 11:00 408.97 2020-10-26 23:00 393.89 止损 -3.69% 1459 20 29171 14585 -1074.55 13511
104 做多 2020-10-27 16:00 393.67 2020-10-30 13:00 381.30 止损 -3.14% 1351 20 27022 13511 -848.24 12663
105 做多 2020-10-29 10:00 390.53 2020-10-30 15:00 378.60 止损 -3.05% 1266 20 25325 12663 -772.87 11890
106 做多 2020-10-30 00:00 391.55 2020-10-30 15:00 378.60 止损 -3.31% 1189 20 23780 11890 -785.69 11104
107 做多 2020-10-31 03:00 383.20 2020-11-02 08:00 402.69 止盈 +5.09% 1110 20 22208 11104 +1128.41 12233
108 做多 2020-11-01 18:00 387.52 2020-11-03 11:00 374.16 止损 -3.45% 1223 20 24465 12233 -842.61 11390
109 做多 2020-11-03 22:00 384.47 2020-11-05 09:00 404.35 止盈 +5.17% 1139 20 22780 11390 +1176.71 12567
110 做多 2020-11-05 00:00 401.50 2020-11-06 08:00 426.66 止盈 +6.27% 1257 20 25133 12567 +1573.40 14140
111 做多 2020-11-05 21:00 405.80 2020-11-06 08:00 426.66 止盈 +5.14% 1414 20 28280 14140 +1452.27 15592
112 做多 2020-11-08 19:00 445.75 2020-11-12 00:00 470.71 止盈 +5.60% 1559 20 31185 15592 +1744.45 17337
113 做多 2020-11-09 21:00 447.06 2020-11-12 00:00 470.71 止盈 +5.29% 1734 20 34674 17337 +1832.44 19169
114 做多 2020-11-10 12:00 451.67 2020-11-14 06:00 476.85 止盈 +5.57% 1917 20 38338 19169 +2135.18 21304
115 做多 2020-11-11 05:00 452.00 2020-11-14 06:00 476.85 止盈 +5.50% 2130 20 42609 21304 +2340.20 23645
116 做多 2020-11-12 17:00 468.30 2020-11-13 01:00 453.26 止损 -3.21% 2364 20 47289 23645 -1517.23 22127
117 做多 2020-11-13 07:00 462.68 2020-11-16 01:00 445.66 止损 -3.68% 2213 20 44255 22127 -1626.31 20501
118 做多 2020-11-15 09:00 460.09 2020-11-16 01:00 445.66 止损 -3.14% 2050 20 41002 20501 -1284.68 19216
119 做多 2020-11-15 16:00 461.10 2020-11-16 01:00 445.66 止损 -3.35% 1922 20 38433 19216 -1285.64 17931
120 做多 2020-11-16 14:00 454.69 2020-11-18 00:00 482.22 止盈 +6.05% 1793 20 35861 17931 +2169.12 20100
121 做多 2020-11-19 08:00 479.09 2020-11-20 18:00 506.50 止盈 +5.72% 2010 20 40200 20100 +2297.63 22397
122 做多 2020-11-19 23:00 475.82 2020-11-20 16:00 502.63 止盈 +5.63% 2240 20 44795 22397 +2521.44 24919
123 做多 2020-11-20 04:00 475.12 2020-11-20 16:00 502.63 止盈 +5.79% 2492 20 49838 24919 +2882.78 27802
124 做多 2020-11-20 10:00 482.47 2020-11-20 21:00 508.22 止盈 +5.34% 2780 20 55603 27802 +2964.65 30766
125 做多 2020-11-21 16:00 518.41 2020-11-22 01:00 545.82 止盈 +5.29% 3077 20 61533 30766 +3250.18 34017
126 做多 2020-11-23 02:00 563.87 2020-11-23 17:00 592.39 止盈 +5.06% 3402 20 68033 34017 +3437.61 37454
127 做多 2020-11-25 20:00 600.21 2020-11-26 04:00 582.04 止损 -3.03% 3745 20 74908 37454 -2265.41 35189
128 做多 2020-11-27 07:00 520.25 2020-11-27 17:00 504.38 止损 -3.05% 3519 20 70377 35189 -2144.69 33044
129 做多 2020-11-28 07:00 518.92 2020-11-29 03:00 545.94 止盈 +5.21% 3304 20 66088 33044 +3437.75 36482
130 做多 2020-12-02 17:00 595.53 2020-12-05 06:00 569.80 止损 -4.32% 3648 20 72964 36482 -3149.25 33333
131 做多 2020-12-03 05:00 598.34 2020-12-05 06:00 569.80 止损 -4.77% 3333 20 66665 33333 -3176.65 30156
132 做多 2020-12-03 15:00 599.15 2020-12-05 06:00 569.80 止损 -4.90% 3016 20 60312 30156 -2951.48 27204
133 做多 2020-12-05 16:00 595.65 2020-12-08 17:00 574.09 止损 -3.62% 2720 20 54409 27204 -1967.40 25237
134 做多 2020-12-07 05:00 599.24 2020-12-08 17:00 574.09 止损 -4.20% 2524 20 50474 25237 -2116.27 23121
135 做多 2020-12-09 21:00 572.32 2020-12-10 18:00 554.32 止损 -3.15% 2312 20 46241 23121 -1452.88 21668
136 做多 2020-12-11 04:00 565.19 2020-12-11 09:00 546.43 止损 -3.32% 2167 20 43336 21668 -1436.98 20231
137 做多 2020-12-12 00:00 549.01 2020-12-13 15:00 579.23 止盈 +5.50% 2023 20 40462 20231 +2224.97 22456
138 做多 2020-12-13 02:00 564.06 2020-12-14 00:00 593.46 止盈 +5.21% 2246 20 44912 22456 +2338.55 24794
139 做多 2020-12-15 05:00 586.21 2020-12-16 22:00 620.58 止盈 +5.86% 2479 20 49589 24794 +2904.53 27699
140 做多 2020-12-16 03:00 592.32 2020-12-17 00:00 629.04 止盈 +6.20% 2770 20 55398 27699 +3430.87 31130
141 做多 2020-12-16 18:00 595.16 2020-12-17 00:00 629.04 止盈 +5.69% 3113 20 62260 31130 +3540.64 34670
142 做多 2020-12-18 17:00 663.03 2020-12-18 21:00 638.91 止损 -3.64% 3467 20 69341 34670 -2519.99 32150
143 做多 2020-12-19 05:00 651.44 2020-12-21 17:00 627.02 止损 -3.75% 3215 20 64301 32150 -2407.98 29742
144 做多 2020-12-22 21:00 618.31 2020-12-24 00:00 597.08 止损 -3.43% 2974 20 59485 29742 -2040.40 27702
145 做多 2020-12-24 22:00 589.89 2020-12-25 17:00 623.70 止盈 +5.73% 2770 20 55404 27702 +3172.35 30874
146 做多 2020-12-26 04:00 620.90 2020-12-27 14:00 652.55 止盈 +5.10% 3087 20 61749 30874 +3144.46 34019
147 做多 2020-12-26 23:00 628.77 2020-12-27 22:00 686.43 止盈 +9.17% 3402 20 68038 34019 +6233.02 40252
148 做多 2020-12-27 22:00 686.43 2020-12-28 15:00 733.79 止盈 +6.90% 4025 20 80504 40252 +5548.78 45801
149 做多 2020-12-29 20:00 730.17 2021-01-02 21:00 772.35 止盈 +5.78% 4580 20 91601 45801 +5286.28 51087
150 做多 2020-12-31 01:00 736.97 2021-01-03 00:00 783.71 止盈 +6.34% 5109 20 102174 51087 +6473.58 57561
151 做多 2021-01-01 10:00 745.15 2021-01-02 08:00 720.80 止损 -3.27% 5756 20 115121 57561 -3758.16 53802
152 做多 2021-01-02 14:00 737.88 2021-01-03 00:00 783.71 止盈 +6.21% 5380 20 107605 53802 +6676.69 60479
153 做多 2021-01-04 22:00 1044.66 2021-01-05 00:00 1011.28 止损 -3.20% 6048 20 120958 60479 -3861.11 56618
154 做多 2021-01-05 07:00 1043.11 2021-01-05 08:00 1098.85 止盈 +5.34% 5662 20 113236 56618 +6044.86 62663
155 做多 2021-01-05 20:00 1030.87 2021-01-06 01:00 1084.18 止盈 +5.17% 6266 20 125326 62663 +6474.56 69137
156 做多 2021-01-07 20:00 1231.46 2021-01-08 08:00 1184.62 止损 -3.80% 6914 20 138275 69137 -5254.18 63883
157 做多 2021-01-08 18:00 1254.83 2021-01-09 01:00 1217.15 止损 -3.00% 6388 20 127766 63883 -3832.73 60050
158 做多 2021-01-09 18:00 1220.51 2021-01-10 05:00 1296.14 止盈 +6.20% 6005 20 120101 60050 +7434.72 67485
159 做多 2021-01-12 08:00 1062.08 2021-01-12 13:00 1130.76 止盈 +6.47% 6749 20 134970 67485 +8719.21 76204
160 做多 2021-01-13 03:00 1084.08 2021-01-13 07:00 1050.82 止损 -3.07% 7620 20 152409 76204 -4671.28 71533
161 做多 2021-01-13 18:00 1081.20 2021-01-14 08:00 1135.47 止盈 +5.02% 7153 20 143066 71533 +7173.92 78707
162 做多 2021-01-15 18:00 1235.78 2021-01-15 22:00 1198.10 止损 -3.05% 7871 20 157414 78707 -4794.89 73912
163 做多 2021-01-16 15:00 1184.79 2021-01-16 23:00 1282.24 止盈 +8.23% 7391 20 147824 73912 +12146.51 86059
164 做多 2021-01-18 01:00 1234.89 2021-01-18 11:00 1194.73 止损 -3.25% 8606 20 172117 86059 -5591.85 80467
165 做多 2021-01-18 20:00 1245.71 2021-01-19 09:00 1323.70 止盈 +6.26% 8047 20 160934 80467 +10065.47 90532
166 做多 2021-01-21 06:00 1334.35 2021-01-21 12:00 1288.65 止损 -3.42% 9053 20 181065 90532 -6195.06 84337
167 做多 2021-01-22 18:00 1178.82 2021-01-23 00:00 1239.72 止盈 +5.17% 8434 20 168674 84337 +8705.31 93043
168 做多 2021-01-24 03:00 1259.75 2021-01-24 13:00 1328.00 止盈 +5.42% 9304 20 186085 93043 +10071.52 103114
169 做多 2021-01-24 11:00 1294.62 2021-01-25 01:00 1359.62 止盈 +5.02% 10311 20 206228 103114 +10343.90 113458
170 做多 2021-01-27 04:00 1338.74 2021-01-27 13:00 1284.05 止损 -4.09% 11346 20 226916 113458 -9260.66 104197
171 做多 2021-01-28 11:00 1288.18 2021-01-28 23:00 1353.01 止盈 +5.03% 10420 20 208395 104197 +10477.35 114675
172 做多 2021-01-29 18:00 1380.66 2021-01-30 13:00 1337.28 止损 -3.14% 11467 20 229349 114675 -7198.89 107476
173 做多 2021-01-30 07:00 1381.99 2021-01-30 13:00 1337.28 止损 -3.24% 10748 20 214951 107476 -6947.13 100529
174 做多 2021-01-30 23:00 1372.69 2021-01-31 23:00 1311.64 止损 -4.45% 10053 20 201057 100529 -8933.02 91596
175 做多 2021-02-01 13:00 1322.00 2021-02-02 13:00 1389.10 止盈 +5.08% 9160 20 183191 91596 +9288.83 100884
176 做多 2021-02-02 04:00 1337.43 2021-02-02 14:00 1407.72 止盈 +5.26% 10088 20 201769 100884 +10593.56 111478
177 做多 2021-02-05 04:00 1659.66 2021-02-05 07:00 1596.00 止损 -3.84% 11148 20 222956 111478 -8543.43 102935
178 做多 2021-02-05 14:00 1649.55 2021-02-05 22:00 1738.94 止盈 +5.42% 10293 20 205869 102935 +11145.00 114080
179 做多 2021-02-07 02:00 1709.51 2021-02-07 09:00 1643.18 止损 -3.88% 11408 20 228159 114080 -8843.85 105236
180 做多 2021-02-08 09:00 1593.61 2021-02-08 20:00 1733.28 止盈 +8.76% 10524 20 210471 105236 +18428.06 123664
181 做多 2021-02-08 12:00 1620.00 2021-02-08 20:00 1733.28 止盈 +6.99% 12366 20 247327 123664 +17277.31 140941
182 做多 2021-02-10 04:00 1768.85 2021-02-10 23:00 1715.47 止损 -3.02% 14094 20 281882 140941 -8498.08 132443
183 做多 2021-02-11 16:00 1754.61 2021-02-13 01:00 1852.70 止盈 +5.59% 13244 20 264886 132443 +14793.42 147236
184 做多 2021-02-12 21:00 1795.35 2021-02-15 10:00 1720.00 止损 -4.20% 14724 20 294473 147236 -12346.53 134890
185 做多 2021-02-14 08:00 1835.15 2021-02-15 09:00 1754.53 止损 -4.39% 13489 20 269780 134890 -11839.85 123050
186 做多 2021-02-15 20:00 1807.95 2021-02-17 00:00 1752.64 止损 -3.06% 12305 20 246100 123050 -7521.33 115529
187 做多 2021-02-16 12:00 1815.87 2021-02-17 00:00 1752.64 止损 -3.48% 11553 20 231057 115529 -8037.55 107491
188 做多 2021-02-17 16:00 1804.26 2021-02-18 09:00 1913.36 止盈 +6.05% 10749 20 214982 107491 +12986.55 120478
189 做多 2021-02-19 17:00 1937.55 2021-02-22 11:00 1871.65 止损 -3.40% 12048 20 240955 120478 -8187.19 112291
190 做多 2021-02-21 20:00 1946.00 2021-02-22 11:00 1871.65 止损 -3.82% 11229 20 224581 112291 -8571.89 103719
191 做多 2021-02-24 08:00 1570.30 2021-02-24 16:00 1677.51 止盈 +6.83% 10372 20 207437 103719 +14148.32 117867
192 做多 2021-02-25 21:00 1645.73 2021-02-26 01:00 1593.55 止损 -3.17% 11787 20 235734 117867 -7466.77 110400
193 做多 2021-02-26 23:00 1533.49 2021-02-27 03:00 1480.93 止损 -3.43% 11040 20 220800 110400 -7560.31 102840
194 做多 2021-02-27 12:00 1502.97 2021-02-27 23:00 1454.11 止损 -3.25% 10284 20 205680 102840 -6679.75 96160
195 做多 2021-02-28 04:00 1508.57 2021-02-28 07:00 1458.65 止损 -3.31% 9616 20 192320 96160 -6357.69 89802
196 做多 2021-03-01 05:00 1413.18 2021-03-01 17:00 1505.34 止盈 +6.52% 8980 20 179605 89802 +11701.15 101504
197 做多 2021-03-03 13:00 1545.14 2021-03-03 20:00 1653.72 止盈 +7.03% 10150 20 203007 101504 +14251.44 115755
198 做多 2021-03-05 00:00 1586.49 2021-03-05 02:00 1508.68 止损 -4.90% 11576 20 231510 115755 -11343.14 104412
199 做多 2021-03-06 00:00 1478.98 2021-03-06 13:00 1576.84 止盈 +6.62% 10441 20 208824 104412 +13803.47 118215
200 做多 2021-03-07 01:00 1602.40 2021-03-07 15:00 1685.73 止盈 +5.20% 11822 20 236431 118215 +12282.87 130498
201 做多 2021-03-08 07:00 1727.23 2021-03-09 07:00 1834.30 止盈 +6.20% 13050 20 260996 130498 +16162.84 146661
202 做多 2021-03-08 20:00 1713.29 2021-03-09 07:00 1834.30 止盈 +7.06% 14666 20 293322 146661 +20696.68 167358
203 做多 2021-03-10 06:00 1848.75 2021-03-10 11:00 1780.48 止损 -3.69% 16736 20 334715 167358 -12347.90 155010
204 做多 2021-03-10 20:00 1822.68 2021-03-11 16:00 1747.51 止损 -4.12% 15501 20 310020 155010 -12772.88 142237
205 做多 2021-03-11 23:00 1798.24 2021-03-13 03:00 1740.39 止损 -3.22% 14224 20 284474 142237 -9142.47 133094
206 做多 2021-03-13 14:00 1772.82 2021-03-13 18:00 1865.21 止盈 +5.21% 13309 20 266189 133094 +13858.49 146953
207 做多 2021-03-15 10:00 1885.63 2021-03-15 14:00 1812.77 止损 -3.86% 14695 20 293906 146953 -11345.05 135608
208 做多 2021-03-16 07:00 1794.89 2021-03-16 08:00 1732.92 止损 -3.45% 13561 20 271216 135608 -9354.58 126253
209 做多 2021-03-16 16:00 1805.10 2021-03-23 03:00 1738.91 止损 -3.67% 12625 20 252507 126253 -9249.74 117004
210 做多 2021-03-18 02:00 1823.00 2021-03-19 08:00 1760.77 止损 -3.41% 11700 20 234007 117004 -7980.09 109024
211 做多 2021-03-19 15:00 1794.99 2021-03-23 03:00 1738.91 止损 -3.12% 10902 20 218047 109024 -6805.52 102218
212 做多 2021-03-22 01:00 1790.99 2021-03-23 04:00 1677.52 止损 -6.34% 10222 20 204436 102218 -12939.30 89279
213 做多 2021-03-22 14:00 1791.00 2021-03-23 04:00 1677.52 止损 -6.34% 8928 20 178557 89279 -11302.30 77976
214 做多 2021-03-23 21:00 1709.68 2021-03-24 08:00 1656.09 止损 -3.13% 7798 20 155953 77976 -4883.46 73093
215 做多 2021-03-24 17:00 1712.80 2021-03-25 03:00 1636.34 止损 -4.46% 7309 20 146186 73093 -6519.26 66574
216 做多 2021-03-25 21:00 1599.38 2021-03-27 05:00 1691.20 止盈 +5.74% 6657 20 133147 66574 +7636.31 74210
217 做多 2021-03-28 01:00 1712.12 2021-03-30 00:00 1808.68 止盈 +5.64% 7421 20 148420 74210 +8362.20 82572
218 做多 2021-03-29 13:00 1690.99 2021-03-29 20:00 1777.41 止盈 +5.11% 8257 20 165144 82572 +8431.45 91004
219 做多 2021-04-01 00:00 1848.32 2021-04-01 04:00 1944.50 止盈 +5.20% 9100 20 182007 91004 +9461.54 100465
220 做多 2021-04-04 18:00 2057.36 2021-04-07 19:00 1982.12 止损 -3.66% 10047 20 200930 100465 -7340.90 93124
221 做多 2021-04-05 21:00 2083.02 2021-04-07 18:00 2009.52 止损 -3.53% 9312 20 186249 93124 -6565.26 86559
222 做多 2021-04-07 04:00 2123.13 2021-04-07 17:00 2055.47 止损 -3.19% 8656 20 173118 86559 -5511.41 81048
223 做多 2021-04-08 12:00 2020.99 2021-04-10 11:00 2148.66 止盈 +6.32% 8105 20 162095 81048 +10229.64 91277
224 做多 2021-04-10 10:00 2120.60 2021-04-13 16:00 2230.14 止盈 +5.17% 9128 20 182554 91277 +9420.45 100698
225 做多 2021-04-11 12:00 2134.00 2021-04-13 22:00 2264.78 止盈 +6.13% 10070 20 201395 100698 +12329.96 113028
226 做多 2021-04-11 18:00 2145.29 2021-04-13 22:00 2264.78 止盈 +5.57% 11303 20 226055 113028 +12578.41 125606
227 做多 2021-04-13 09:00 2168.67 2021-04-13 23:00 2281.09 止盈 +5.18% 12561 20 251212 125606 +13009.37 138615
228 做多 2021-04-15 05:00 2431.81 2021-04-16 18:00 2355.25 止损 -3.15% 13862 20 277231 138615 -8719.25 129896
229 做多 2021-04-17 03:00 2433.02 2021-04-17 23:00 2346.73 止损 -3.55% 12990 20 259792 129896 -9204.64 120692
230 做多 2021-04-19 04:00 2224.13 2021-04-19 22:00 2147.86 止损 -3.43% 12069 20 241383 120692 -8269.24 112422
231 做多 2021-04-20 19:00 2195.37 2021-04-21 03:00 2324.81 止盈 +5.90% 11242 20 224845 112422 +13243.68 125666
232 做多 2021-04-21 21:00 2387.79 2021-04-22 18:00 2510.94 止盈 +5.16% 12567 20 251332 125666 +12949.45 138615
233 做多 2021-04-24 00:00 2326.57 2021-04-24 17:00 2252.77 止损 -3.17% 13862 20 277231 138615 -8785.11 129830
234 做多 2021-04-25 04:00 2293.81 2021-04-25 07:00 2215.54 止损 -3.41% 12983 20 259661 129830 -8851.35 120979
235 做多 2021-04-25 19:00 2287.57 2021-04-26 05:00 2214.83 止损 -3.18% 12098 20 241958 120979 -7686.07 113293
236 做多 2021-04-26 08:00 2415.46 2021-04-27 14:00 2561.24 止盈 +6.04% 11329 20 226586 113293 +13661.43 126954
237 做多 2021-04-28 20:00 2724.68 2021-05-01 15:00 2861.85 止盈 +5.03% 12695 20 253909 126954 +12769.87 139724
238 做多 2021-04-29 17:00 2763.08 2021-05-02 01:00 2935.61 止盈 +6.24% 13972 20 279448 139724 +17431.64 157156
239 做多 2021-04-30 09:00 2746.69 2021-05-02 00:00 2898.72 止盈 +5.54% 15716 20 314312 157156 +17379.83 174536
240 做多 2021-04-30 13:00 2773.84 2021-05-02 01:00 2935.61 止盈 +5.83% 17454 20 349071 174536 +20337.44 194873
241 做多 2021-05-01 03:00 2784.50 2021-05-02 01:00 2935.61 止盈 +5.43% 19487 20 389746 194873 +21129.70 216003
242 做多 2021-05-01 09:00 2806.70 2021-05-02 04:00 2949.27 止盈 +5.08% 21600 20 432006 216003 +21922.35 237925
243 做多 2021-05-02 22:00 2919.87 2021-05-03 13:00 3101.99 止盈 +6.24% 23793 20 475850 237925 +29650.36 267576
244 做多 2021-05-05 04:00 3405.76 2021-05-05 07:00 3243.67 止损 -4.76% 26758 20 535151 267576 -25443.92 242132
245 做多 2021-05-05 17:00 3382.11 2021-05-06 23:00 3556.19 止盈 +5.15% 24213 20 484263 242132 +24900.50 267032
246 做多 2021-05-06 19:00 3531.34 2021-05-07 13:00 3416.53 止损 -3.25% 26703 20 534064 267032 -17345.99 249686
247 做多 2021-05-07 21:00 3498.26 2021-05-09 00:00 3782.71 止盈 +8.13% 24969 20 499372 249686 +40564.27 290250
248 做多 2021-05-10 02:00 3905.60 2021-05-10 13:00 4132.65 止盈 +5.81% 29025 20 580501 290250 +33713.36 323964
249 做多 2021-05-11 19:00 3975.46 2021-05-12 07:00 4175.91 止盈 +5.04% 32396 20 647927 323964 +32637.02 356601
250 做多 2021-05-14 10:00 3791.75 2021-05-14 18:00 3990.00 止盈 +5.23% 35660 20 713201 356601 +37252.14 393853
251 做多 2021-05-16 13:00 3785.68 2021-05-16 23:00 3636.50 止损 -3.94% 39385 20 787706 393853 -31009.60 362843
252 做多 2021-05-17 18:00 3449.22 2021-05-17 23:00 3290.32 止损 -4.61% 36284 20 725687 362843 -33397.78 329446
253 做多 2021-05-18 12:00 3511.44 2021-05-18 21:00 3370.24 止损 -4.02% 32945 20 658891 329446 -26468.45 302977
254 做多 2021-05-20 15:00 2711.74 2021-05-20 20:00 2873.99 止盈 +5.98% 30298 20 605954 302977 +36219.45 339197
255 做多 2021-05-22 20:00 2392.31 2021-05-23 01:00 2287.65 止损 -4.37% 33920 20 678393 339197 -29649.01 309548
256 做多 2021-05-23 08:00 2363.55 2021-05-23 12:00 2284.92 止损 -3.33% 30955 20 619095 309548 -20575.30 288972
257 做多 2021-05-24 07:00 2096.63 2021-05-24 15:00 2289.45 止盈 +9.20% 28897 20 577944 288972 +53098.45 342071
258 做多 2021-05-26 02:00 2576.04 2021-05-26 06:00 2714.99 止盈 +5.39% 34207 20 684141 342071 +36865.25 378936
259 做多 2021-05-26 05:00 2612.01 2021-05-26 09:00 2763.42 止盈 +5.80% 37894 20 757872 378936 +43887.51 422823
260 做多 2021-05-27 07:00 2884.27 2021-05-27 09:00 2692.06 止损 -6.66% 42282 20 845647 422823 -56298.21 366525
261 做多 2021-05-27 18:00 2780.17 2021-05-28 12:00 2656.41 止损 -4.45% 36653 20 733050 366525 -32599.30 333926
262 做多 2021-05-29 11:00 2527.04 2021-05-29 17:00 2434.78 止损 -3.65% 33393 20 667852 333926 -24358.30 309568
263 做多 2021-05-30 14:00 2423.35 2021-05-31 09:00 2303.53 止损 -4.94% 30957 20 619135 309568 -30581.88 278986
264 做多 2021-05-31 16:00 2492.49 2021-05-31 23:00 2637.94 止盈 +5.84% 27899 20 557971 278986 +32528.03 311514
265 做多 2021-06-02 09:00 2589.61 2021-06-02 21:00 2733.67 止盈 +5.56% 31151 20 623028 311514 +34624.36 346138
266 做多 2021-06-03 13:00 2817.00 2021-06-04 12:00 2721.23 止损 -3.40% 34614 20 692276 346138 -23511.89 322626
267 做多 2021-06-04 07:00 2858.34 2021-06-04 09:00 2738.75 止损 -4.18% 32263 20 645252 322626 -26969.70 295657
268 做多 2021-06-05 03:00 2679.04 2021-06-05 22:00 2597.20 止损 -3.05% 29566 20 591313 295657 -18045.52 277611
269 做多 2021-06-06 11:00 2673.41 2021-06-07 18:00 2825.97 止盈 +5.71% 27761 20 555222 277611 +31652.45 309263
270 做多 2021-06-09 05:00 2516.50 2021-06-09 09:00 2431.64 止损 -3.37% 30926 20 618527 309263 -20836.76 288427

⚙️ 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