📊 比特币BTC 均线5-20 只做多策略(复利计算)

回测周期: 约12个月 (4320根K线) | 发布时间: 2026-03-25 19:05

📈 回测结果摘要

测试币种
比特币BTC
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
180天
交易次数
141次
盈利
92次
亏损
49次
胜率
65.2%
总收益
+34804.6%
最终资金
3490462U
最大回撤
-59.3%
月化收益
+5800.8%

📊 收益与风险

盈利因子
1.74
止盈次数
92
止损次数
49
盈亏比
1.88

📋 交易记录明细(共141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 2020-06-20 13:00 9308.98 2020-06-28 03:00 8932.93 止损 -4.04% 1000 20 20000 10000 -807.12 9193
2 做多 2020-06-20 15:00 9298.05 2020-06-28 03:00 8932.93 止损 -3.93% 919 20 18386 9193 -721.26 8472
3 做多 2020-06-20 21:00 9285.63 2020-06-28 03:00 8932.93 止损 -3.80% 847 20 16943 8472 -642.92 7829
4 做多 2020-06-21 05:00 9329.39 2020-06-28 03:00 8932.93 止损 -4.25% 783 20 15657 7829 -664.71 7164
5 做多 2020-06-22 11:00 9380.13 2020-06-26 22:00 9086.35 止损 -3.13% 716 20 14328 7164 -448.30 6716
6 做多 2020-06-23 23:00 9695.89 2020-06-24 18:00 9384.16 止损 -3.22% 672 20 13431 6716 -431.40 6284
7 做多 2020-06-24 11:00 9657.09 2020-06-24 19:00 9337.26 止损 -3.31% 628 20 12569 6284 -415.84 5868
8 做多 2020-06-25 20:00 9184.00 2020-07-26 01:00 9688.10 止盈 +5.49% 587 20 11737 5868 +643.58 6512
9 做多 2020-06-26 01:00 9278.40 2020-06-28 03:00 8932.93 止损 -3.72% 651 20 13024 6512 -484.45 6028
10 做多 2020-06-27 08:00 9142.85 2020-07-24 00:00 9628.10 止盈 +5.31% 603 20 12055 6028 +639.18 6667
11 做多 2020-06-27 14:00 9182.99 2020-07-26 01:00 9688.10 止盈 +5.50% 667 20 13334 6667 +732.68 7399
12 做多 2020-06-28 17:00 9071.25 2020-07-23 23:00 9527.40 止盈 +5.03% 740 20 14799 7399 +743.42 8143
13 做多 2020-06-30 02:00 9141.14 2020-07-24 00:00 9628.10 止盈 +5.33% 814 20 16286 8143 +866.69 9010
14 做多 2020-07-01 01:00 9148.60 2020-07-24 00:00 9628.10 止盈 +5.24% 901 20 18019 9010 +943.48 9953
15 做多 2020-07-01 16:00 9174.61 2020-07-26 01:00 9688.10 止盈 +5.60% 995 20 19906 9953 +1113.00 11066
16 做多 2020-07-03 17:00 9076.50 2020-07-24 00:00 9628.10 止盈 +6.08% 1107 20 22132 11066 +1343.67 12410
17 做多 2020-07-05 01:00 9169.98 2020-07-26 01:00 9688.10 止盈 +5.65% 1241 20 24819 12410 +1400.94 13811
18 做多 2020-07-06 08:00 9064.73 2020-07-23 07:00 9518.25 止盈 +5.00% 1381 20 27621 13811 +1380.55 15191
19 做多 2020-07-08 10:00 9301.64 2020-07-26 16:00 9775.00 止盈 +5.09% 1519 20 30382 15191 +1544.61 16736
20 做多 2020-07-11 00:00 9223.78 2020-07-26 01:00 9688.10 止盈 +5.03% 1674 20 33472 16736 +1683.26 18419
21 做多 2020-07-12 09:00 9268.51 2020-07-26 16:00 9775.00 止盈 +5.46% 1842 20 36838 18419 +2011.06 20430
22 做多 2020-07-13 07:00 9300.69 2020-07-26 16:00 9775.00 止盈 +5.10% 2043 20 40860 20430 +2081.68 22512
23 做多 2020-07-14 23:00 9220.79 2020-07-26 01:00 9688.10 止盈 +5.07% 2251 20 45024 22512 +2279.52 24791
24 做多 2020-07-17 07:00 9132.00 2020-07-24 00:00 9628.10 止盈 +5.43% 2479 20 49583 24791 +2690.91 27482
25 做多 2020-07-17 20:00 9162.06 2020-07-24 00:00 9628.10 止盈 +5.09% 2748 20 54965 27482 +2793.04 30275
26 做多 2020-07-18 18:00 9167.69 2020-07-24 00:00 9628.10 止盈 +5.02% 3028 20 60551 30275 +3037.87 33313
27 做多 2020-07-20 03:00 9167.09 2020-07-24 00:00 9628.10 止盈 +5.03% 3331 20 66626 33313 +3347.27 36660
28 做多 2020-07-21 11:00 9181.65 2020-07-26 01:00 9688.10 止盈 +5.52% 3666 20 73321 36660 +4040.26 40701
29 做多 2020-07-23 02:00 9364.03 2020-07-26 17:00 9837.17 止盈 +5.05% 4070 20 81401 40701 +4108.89 44810
30 做多 2020-07-25 02:00 9580.43 2020-07-27 09:00 10093.44 止盈 +5.35% 4481 20 89619 44810 +4794.10 49604
31 做多 2020-07-28 22:00 11184.67 2020-08-02 01:00 11745.01 止盈 +5.01% 4960 20 99207 49604 +4965.21 54569
32 做多 2020-07-29 05:00 11007.94 2020-08-01 13:00 11614.52 止盈 +5.51% 5457 20 109138 54569 +6007.90 60577
33 做多 2020-07-29 15:00 11027.64 2020-08-01 13:00 11614.52 止盈 +5.32% 6058 20 121154 60577 +6441.22 67018
34 做多 2020-07-31 02:00 11102.00 2020-08-01 15:00 11666.32 止盈 +5.08% 6702 20 134036 67018 +6806.30 73824
35 做多 2020-07-31 15:00 11140.65 2020-08-01 17:00 11712.84 止盈 +5.14% 7382 20 147649 73824 +7575.73 81400
36 做多 2020-08-03 13:00 11212.21 2020-08-06 05:00 11776.81 止盈 +5.04% 8140 20 162800 81400 +8189.73 89590
37 做多 2020-08-04 11:00 11270.58 2020-08-06 21:00 11878.99 止盈 +5.40% 8959 20 179180 89590 +9662.82 99253
38 做多 2020-08-05 12:00 11258.94 2020-08-06 21:00 11878.99 止盈 +5.51% 9925 20 198505 99253 +10921.11 110174
39 做多 2020-08-06 17:00 11749.01 2020-08-12 03:00 11395.40 止损 -3.01% 11017 20 220347 110174 -6625.17 103549
40 做多 2020-08-08 17:00 11744.64 2020-08-12 04:00 11219.00 止损 -4.48% 10355 20 207097 103549 -9259.51 94289
41 做多 2020-08-10 06:00 11689.27 2020-08-12 04:00 11219.00 止损 -4.02% 9429 20 188578 94289 -7579.08 86710
42 做多 2020-08-10 23:00 11930.80 2020-08-11 23:00 11493.15 止损 -3.67% 8671 20 173420 86710 -6355.09 80355
43 做多 2020-08-11 11:00 11846.10 2020-08-12 00:00 11433.68 止损 -3.48% 8035 20 160710 80355 -5589.49 74765
44 做多 2020-08-12 17:00 11479.98 2020-08-17 21:00 12132.85 止盈 +5.69% 7477 20 149531 74765 +8495.36 83261
45 做多 2020-08-14 04:00 11609.26 2020-08-17 23:00 12443.99 止盈 +7.19% 8326 20 166521 83261 +11961.27 95222
46 做多 2020-08-16 05:00 11901.76 2020-08-22 05:00 11540.97 止损 -3.03% 9522 20 190444 95222 -5767.35 89455
47 做多 2020-08-17 06:00 11917.40 2020-08-22 05:00 11540.97 止损 -3.16% 8945 20 178909 89455 -5645.48 83809
48 做多 2020-08-17 19:00 11919.01 2020-08-22 05:00 11540.97 止损 -3.17% 8381 20 167618 83809 -5311.10 78498
49 做多 2020-08-20 17:00 11788.00 2020-08-22 08:00 11429.20 止损 -3.04% 7850 20 156996 78498 -4773.83 73724
50 做多 2020-08-22 18:00 11576.36 2020-08-28 01:00 11197.94 止损 -3.27% 7372 20 147448 73724 -4815.13 68909
51 做多 2020-08-24 00:00 11639.71 2020-08-26 01:00 11243.99 止损 -3.40% 6891 20 137818 68909 -4680.78 64228
52 做多 2020-08-26 15:00 11353.29 2020-09-01 15:00 11933.08 止盈 +5.11% 6423 20 128457 64228 +6553.47 70782
53 做多 2020-08-28 10:00 11376.83 2020-09-01 17:00 11950.81 止盈 +5.05% 7078 20 141564 70782 +7134.98 77917
54 做多 2020-08-30 02:00 11527.69 2020-09-03 20:00 10826.30 止损 -6.08% 7792 20 155834 77917 -9472.04 68445
55 做多 2020-08-30 09:00 11623.40 2020-09-02 22:00 11255.58 止损 -3.16% 6844 20 136889 68445 -4327.51 64117
56 做多 2020-08-31 21:00 11720.96 2020-09-02 21:00 11347.66 止损 -3.18% 6412 20 128234 64117 -4080.05 60037
57 做多 2020-09-01 13:00 11805.78 2020-09-02 19:00 11417.49 止损 -3.29% 6004 20 120074 60037 -3945.27 56092
58 做多 2020-09-04 20:00 10467.00 2020-09-05 20:00 10007.37 止损 -4.39% 5609 20 112184 56092 -4921.32 51171
59 做多 2020-09-06 16:00 10240.94 2020-09-15 18:00 10840.11 止盈 +5.85% 5117 20 102341 51171 +5981.72 57152
60 做多 2020-09-08 03:00 10150.63 2020-09-14 23:00 10688.00 止盈 +5.29% 5715 20 114305 57152 +6045.19 63197
61 做多 2020-09-09 09:00 10122.07 2020-09-14 21:00 10636.80 止盈 +5.09% 6320 20 126395 63197 +6421.04 69619
62 做多 2020-09-09 15:00 10191.96 2020-09-15 00:00 10717.87 止盈 +5.16% 6962 20 139237 69619 +7177.51 76796
63 做多 2020-09-10 21:00 10435.57 2020-09-16 23:00 10998.00 止盈 +5.39% 7680 20 153592 76796 +8269.64 85066
64 做多 2020-09-11 08:00 10337.96 2020-09-15 20:00 10900.23 止盈 +5.44% 8507 20 170131 85066 +9244.00 94310
65 做多 2020-09-12 00:00 10308.89 2020-09-15 18:00 10840.11 止盈 +5.15% 9431 20 188619 94310 +9709.89 104020
66 做多 2020-09-12 19:00 10340.62 2020-09-15 20:00 10900.23 止盈 +5.41% 10402 20 208039 104020 +11247.33 115267
67 做多 2020-09-13 01:00 10375.00 2020-09-15 20:00 10900.23 止盈 +5.06% 11527 20 230534 115267 +11659.01 126926
68 做多 2020-09-14 12:00 10340.42 2020-09-15 20:00 10900.23 止盈 +5.41% 12693 20 253852 126926 +13729.29 140655
69 做多 2020-09-16 15:00 10910.70 2020-09-21 20:00 10569.37 止损 -3.13% 14066 20 281310 140655 -8791.71 131863
70 做多 2020-09-18 04:00 10925.99 2020-09-21 20:00 10569.37 止损 -3.26% 13186 20 263727 131863 -8599.34 123264
71 做多 2020-09-19 08:00 10963.11 2020-09-21 20:00 10569.37 止损 -3.59% 12326 20 246528 123264 -8845.21 114419
72 做多 2020-09-21 09:00 10937.57 2020-09-21 20:00 10569.37 止损 -3.37% 11442 20 228838 114419 -7695.85 106723
73 做多 2020-09-22 20:00 10486.29 2020-10-09 19:00 11049.28 止盈 +5.37% 10672 20 213446 106723 +11448.08 118171
74 做多 2020-09-24 18:00 10364.49 2020-09-28 08:00 10884.23 止盈 +5.01% 11817 20 236342 118171 +11839.82 130011
75 做多 2020-09-26 02:00 10701.63 2020-10-10 10:00 11390.93 止盈 +6.44% 13001 20 260022 130011 +16731.46 146742
76 做多 2020-09-27 00:00 10746.85 2020-10-10 10:00 11390.93 止盈 +5.99% 14674 20 293485 146742 +17571.54 164314
77 做多 2020-09-28 02:00 10712.84 2020-10-10 10:00 11390.93 止盈 +6.33% 16431 20 328628 164314 +20780.35 185094
78 做多 2020-09-29 22:00 10755.06 2020-10-02 19:00 10430.13 止损 -3.02% 18509 20 370189 185094 -11172.89 173921
79 做多 2020-09-30 05:00 10765.79 2020-10-02 13:00 10436.39 止损 -3.06% 17392 20 347843 173921 -10632.28 163289
80 做多 2020-10-01 00:00 10777.89 2020-10-02 13:00 10436.39 止损 -3.17% 16329 20 326578 163289 -10337.37 152952
81 做多 2020-10-01 08:00 10785.98 2020-10-02 13:00 10436.39 止损 -3.24% 15295 20 305904 152952 -9904.89 143047
82 做多 2020-10-03 02:00 10546.49 2020-10-09 23:00 11083.37 止盈 +5.09% 14305 20 286094 143047 +14549.34 157596
83 做多 2020-10-03 22:00 10530.00 2020-10-09 20:00 11063.43 止盈 +5.07% 15760 20 315193 157596 +15951.10 173547
84 做多 2020-10-04 00:00 10575.07 2020-10-10 10:00 11390.93 止盈 +7.71% 17355 20 347095 173547 +26751.36 200299
85 做多 2020-10-04 14:00 10611.02 2020-10-10 10:00 11390.93 止盈 +7.35% 20030 20 400597 200299 +29414.47 229713
86 做多 2020-10-07 20:00 10618.09 2020-10-10 10:00 11390.93 止盈 +7.28% 22971 20 459426 229713 +33406.01 263119
87 做多 2020-10-08 22:00 10909.99 2020-10-12 21:00 11492.00 止盈 +5.33% 26312 20 526238 263119 +28044.92 291164
88 做多 2020-10-09 18:00 10980.92 2020-10-12 23:00 11551.71 止盈 +5.20% 29116 20 582328 291164 +30239.25 321403
89 做多 2020-10-11 13:00 11339.01 2020-10-20 21:00 11929.74 止盈 +5.21% 32140 20 642807 321403 +33454.91 354858
90 做多 2020-10-11 17:00 11356.49 2020-10-20 21:00 11929.74 止盈 +5.05% 35486 20 709717 354858 +35789.07 390647
91 做多 2020-10-12 10:00 11398.81 2020-10-21 09:00 11981.88 止盈 +5.12% 39065 20 781295 390647 +39924.69 430572
92 做多 2020-10-12 23:00 11551.71 2020-10-21 11:00 12172.67 止盈 +5.38% 43057 20 861144 430572 +46244.35 476816
93 做多 2020-10-14 08:00 11475.30 2020-10-21 10:00 12115.48 止盈 +5.58% 47682 20 953633 476816 +53147.73 529964
94 做多 2020-10-14 16:00 11435.17 2020-10-21 10:00 12115.48 止盈 +5.95% 52996 20 1059928 529964 +62995.02 592959
95 做多 2020-10-15 08:00 11390.87 2020-10-21 00:00 11961.05 止盈 +5.01% 59296 20 1185918 592959 +59302.82 652262
96 做多 2020-10-16 00:00 11378.89 2020-10-21 00:00 11961.05 止盈 +5.12% 65226 20 1304524 652262 +66674.54 718937
97 做多 2020-10-17 12:00 11345.98 2020-10-20 21:00 11929.74 止盈 +5.15% 71894 20 1437873 718937 +73905.77 792842
98 做多 2020-10-18 02:00 11345.00 2020-10-20 21:00 11929.74 止盈 +5.15% 79284 20 1585685 792842 +81647.07 874489
99 做多 2020-10-18 05:00 11341.28 2020-10-20 21:00 11929.74 止盈 +5.19% 87449 20 1748979 874489 +90657.74 965147
100 做多 2020-10-19 16:00 11462.54 2020-10-21 10:00 12115.48 止盈 +5.70% 96515 20 1930294 965147 +109845.28 1074992
101 做多 2020-10-22 18:00 12959.11 2020-10-28 00:00 13638.99 止盈 +5.25% 107499 20 2149985 1074992 +112682.88 1187675
102 做多 2020-10-24 07:00 12925.82 2020-10-27 23:00 13605.24 止盈 +5.26% 118768 20 2375351 1187675 +124730.72 1312406
103 做多 2020-10-26 07:00 13023.81 2020-10-28 05:00 13686.38 止盈 +5.09% 131241 20 2624812 1312406 +133400.48 1445806
104 做多 2020-10-27 09:00 13089.16 2020-10-28 10:00 13835.97 止盈 +5.71% 144581 20 2891613 1445806 +164817.75 1610624
105 做多 2020-10-29 12:00 13226.03 2020-10-31 17:00 13890.98 止盈 +5.03% 161062 20 3221248 1610624 +161789.08 1772413
106 做多 2020-10-29 23:00 13429.04 2020-11-05 06:00 14132.49 止盈 +5.24% 177241 20 3544827 1772413 +185502.06 1957915
107 做多 2020-10-31 00:00 13512.75 2020-11-05 10:00 14228.71 止盈 +5.30% 195792 20 3915831 1957915 +207269.03 2165184
108 做多 2020-11-01 23:00 13790.77 2020-11-02 20:00 13295.39 止损 -3.59% 216518 20 4330369 2165184 -155396.17 2009788
109 做多 2020-11-03 06:00 13571.41 2020-11-05 11:00 14302.06 止盈 +5.38% 200979 20 4019576 2009788 +216187.31 2225976
110 做多 2020-11-03 19:00 13523.49 2020-11-05 10:00 14228.71 止盈 +5.21% 222598 20 4451951 2225976 +231927.21 2457903
111 做多 2020-11-04 22:00 13827.00 2020-11-05 18:00 14648.80 止盈 +5.94% 245790 20 4915805 2457903 +291875.98 2749779
112 做多 2020-11-07 08:00 15620.73 2020-11-08 02:00 14940.00 止损 -4.36% 274978 20 5499557 2749779 -239423.51 2510355
113 做多 2020-11-08 18:00 15162.72 2020-11-12 17:00 16061.21 止盈 +5.93% 251036 20 5020710 2510355 +297212.31 2807567
114 做多 2020-11-09 19:00 15807.88 2020-11-09 21:00 15282.60 止损 -3.32% 280757 20 5615135 2807567 -186398.72 2621169
115 做多 2020-11-10 11:00 15333.01 2020-11-12 23:00 16123.99 止盈 +5.16% 262117 20 5242338 2621169 +270164.67 2891333
116 做多 2020-11-11 06:00 15367.43 2020-11-13 04:00 16139.09 止盈 +5.02% 289133 20 5782667 2891333 +290080.42 3181414
117 做多 2020-11-12 15:00 15863.10 2020-11-17 01:00 16688.82 止盈 +5.21% 318141 20 6362828 3181414 +330872.29 3512286
118 做多 2020-11-14 06:00 16312.00 2020-11-14 17:00 15791.99 止损 -3.19% 351229 20 7024572 3512286 -223712.30 3288574
119 做多 2020-11-15 07:00 16064.51 2020-11-17 19:00 17001.99 止盈 +5.84% 328857 20 6577148 3288574 +383440.17 3672014
120 做多 2020-11-16 00:00 15997.78 2020-11-17 04:00 16820.35 止盈 +5.14% 367201 20 7344028 3672014 +377235.85 4049250
121 做多 2020-11-16 12:00 16027.64 2020-11-17 19:00 17001.99 止盈 +6.08% 404925 20 8098500 4049250 +491830.52 4541080
122 做多 2020-11-19 13:00 17910.00 2020-11-21 08:00 18875.09 止盈 +5.39% 454108 20 9082161 4541080 +488907.73 5029988
123 做多 2020-11-19 22:00 18135.29 2020-11-24 19:00 19089.69 止盈 +5.26% 502999 20 10059976 5029988 +528893.67 5558882
124 做多 2020-11-21 23:00 18812.73 2020-11-22 18:00 18200.91 止损 -3.25% 555888 20 11117764 5558882 -361205.85 5197676
125 做多 2020-11-23 02:00 18529.56 2020-11-26 11:00 17930.00 止损 -3.24% 519768 20 10395352 5197676 -336025.49 4861650
126 做多 2020-11-23 14:00 18558.00 2020-11-26 11:00 17930.00 止损 -3.38% 486165 20 9723301 4861650 -328706.04 4532944
127 做多 2020-11-24 16:00 18643.82 2020-11-26 11:00 17930.00 止损 -3.83% 453294 20 9065889 4532944 -346760.55 4186184
128 做多 2020-11-25 18:00 19309.82 2020-11-26 10:00 18420.06 止损 -4.61% 418618 20 8372368 4186184 -385397.09 3800787
129 做多 2020-11-27 08:00 17400.00 2020-11-27 16:00 16857.75 止损 -3.12% 380079 20 7601574 3800787 -236656.97 3564130
130 做多 2020-11-28 07:00 17144.10 2020-11-29 16:00 18143.52 止盈 +5.83% 356413 20 7128260 3564130 +415128.30 3979258
131 做多 2020-12-02 17:00 19047.14 2020-12-09 06:00 18316.00 止损 -3.84% 397926 20 7958516 3979258 -305188.64 3674069
132 做多 2020-12-03 15:00 19213.55 2020-12-09 06:00 18316.00 止损 -4.67% 367407 20 7348139 3674069 -342920.84 3331149
133 做多 2020-12-05 15:00 18919.13 2020-12-09 06:00 18316.00 止损 -3.19% 333115 20 6662297 3331149 -212177.47 3118971
134 做多 2020-12-07 04:00 19172.12 2020-12-09 06:00 18316.00 止损 -4.47% 311897 20 6237942 3118971 -278273.18 2840698
135 做多 2020-12-08 10:00 19183.78 2020-12-09 06:00 18316.00 止损 -4.52% 284070 20 5681396 2840698 -256741.45 2583957
136 做多 2020-12-09 22:00 18441.08 2020-12-11 10:00 17808.25 止损 -3.43% 258396 20 5167913 2583957 -177166.41 2406790
137 做多 2020-12-11 05:00 18350.21 2020-12-11 17:00 17797.70 止损 -3.01% 240679 20 4813580 2406790 -144788.08 2262002
138 做多 2020-12-12 00:00 17972.24 2020-12-13 14:00 18969.99 止盈 +5.55% 226200 20 4524004 2262002 +250904.24 2512906
139 做多 2020-12-15 00:00 19149.72 2020-12-16 21:00 20354.12 止盈 +6.29% 251291 20 5025813 2512906 +315776.71 2828683
140 做多 2020-12-15 21:00 19351.25 2020-12-16 21:00 20354.12 止盈 +5.18% 282868 20 5657366 2828683 +292897.31 3121580
141 做多 2020-12-16 17:00 19518.83 2020-12-16 22:00 20673.27 止盈 +5.91% 312158 20 6243161 3121580 +368882.10 3490462

⚙️ 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