📊 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 18:00

📈 回测结果摘要

📊 收益与风险

📋 交易记录明细（共114笔）

序	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	2020-11-10 06:00	2.02	2020-11-10 11:00	2.14	止盈	+6.16%	1000	20	20000	10000	+1230.92	11231
2	做多	2020-11-10 08:00	2.03	2020-11-10 11:00	2.14	止盈	+5.59%	1123	20	22462	11231	+1253.27	12484
3	做多	2020-11-10 19:00	2.14	2020-11-11 01:00	2.26	止盈	+5.46%	1248	20	24968	12484	+1361.65	13846
4	做多	2020-11-11 11:00	2.27	2020-11-11 13:00	2.18	止损	-3.70%	1385	20	27692	13846	-1023.64	12822
5	做多	2020-11-13 22:00	2.06	2020-11-14 00:00	2.00	止损	-3.10%	1282	20	25644	12822	-794.30	12028
6	做多	2020-11-15 15:00	2.10	2020-11-16 03:00	2.03	止损	-3.09%	1203	20	24056	12028	-743.51	11284
7	做多	2020-11-20 03:00	2.11	2020-11-20 06:00	2.04	止损	-3.29%	1128	20	22569	11284	-741.76	10543
8	做多	2020-11-20 15:00	2.17	2020-11-21 07:00	2.11	止损	-3.08%	1054	20	21085	10543	-648.77	9894
9	做多	2020-11-21 18:00	2.20	2020-11-21 22:00	2.36	止盈	+7.26%	989	20	19788	9894	+1435.18	11329
10	做多	2020-11-23 18:00	2.36	2020-11-23 19:00	2.29	止损	-3.02%	1133	20	22658	11329	-683.19	10646
11	做多	2020-11-25 22:00	2.45	2020-11-26 04:00	2.34	止损	-4.57%	1065	20	21292	10646	-971.77	9674
12	做多	2020-11-28 22:00	1.90	2020-12-01 13:00	2.05	止盈	+7.74%	967	20	19348	9674	+1495.89	11170
13	做多	2020-12-06 08:00	1.97	2020-12-06 16:00	1.89	止损	-3.78%	1117	20	22340	11170	-843.33	10327
14	做多	2020-12-13 09:00	1.48	2020-12-13 19:00	1.55	止盈	+5.18%	1033	20	20653	10327	+1068.14	11395
15	做多	2020-12-13 18:00	1.55	2020-12-15 10:00	1.66	止盈	+6.95%	1139	20	22790	11395	+1581.17	12976
16	做多	2020-12-15 05:00	1.57	2020-12-15 10:00	1.66	止盈	+5.54%	1298	20	25952	12976	+1435.01	14411
17	做多	2020-12-16 23:00	1.74	2020-12-18 03:00	1.67	止损	-3.69%	1441	20	28822	14411	-1063.65	13347
18	做多	2020-12-19 11:00	1.75	2020-12-20 00:00	1.68	止损	-3.81%	1335	20	26695	13347	-1016.30	12331
19	做多	2020-12-25 08:00	1.37	2020-12-26 06:00	1.44	止盈	+5.14%	1233	20	24662	12331	+1266.32	13597
20	做多	2020-12-28 17:00	1.38	2020-12-29 05:00	1.48	止盈	+7.79%	1360	20	27195	13597	+2117.00	15714
21	做多	2021-01-01 11:00	1.59	2021-01-02 02:00	1.75	止盈	+9.95%	1571	20	31429	15714	+3123.17	18838
22	做多	2021-01-07 17:00	2.07	2021-01-07 19:00	2.21	止盈	+7.04%	1884	20	37675	18838	+2648.11	21486
23	做多	2021-01-12 15:00	3.38	2021-01-12 21:00	3.19	止损	-5.64%	2149	20	42971	21486	-2421.84	19064
24	做多	2021-01-16 14:00	3.46	2021-01-16 22:00	3.32	止损	-3.97%	1906	20	38128	19064	-1513.40	17550
25	做多	2021-01-23 03:00	3.42	2021-01-24 13:00	3.69	止盈	+7.93%	1755	20	35101	17550	+2782.18	20333
26	做多	2021-01-26 01:00	3.82	2021-01-26 07:00	3.70	止损	-3.01%	2033	20	40665	20333	-1222.15	19110
27	做多	2021-01-28 21:00	3.93	2021-01-29 05:00	3.81	止损	-3.13%	1911	20	38221	19110	-1196.55	17914
28	做多	2021-01-30 03:00	3.74	2021-01-30 20:00	3.95	止盈	+5.47%	1791	20	35828	17914	+1958.42	19872
29	做多	2021-02-02 02:00	4.45	2021-02-02 10:00	4.87	止盈	+9.39%	1987	20	39745	19872	+3727.40	23600
30	做多	2021-02-07 22:00	6.66	2021-02-08 00:00	6.41	止损	-3.74%	2360	20	47199	23600	-1764.80	21835
31	做多	2021-02-16 02:00	9.24	2021-02-16 05:00	8.93	止损	-3.35%	2183	20	43670	21835	-1460.86	20374
32	做多	2021-02-18 09:00	8.47	2021-02-18 22:00	9.02	止盈	+6.52%	2037	20	40748	20374	+2652.25	23026
33	做多	2021-02-22 02:00	11.40	2021-02-22 04:00	10.99	止损	-3.66%	2303	20	46053	23026	-1684.00	21342
34	做多	2021-02-23 03:00	13.29	2021-02-23 07:00	14.34	止盈	+7.93%	2134	20	42685	21342	+3380.79	24723
35	做多	2021-03-01 10:00	14.05	2021-03-01 18:00	14.97	止盈	+6.55%	2472	20	49446	24723	+3236.35	27959
36	做多	2021-03-07 05:00	13.02	2021-03-07 20:00	13.86	止盈	+6.52%	2796	20	55919	27959	+3642.51	31602
37	做多	2021-03-12 02:00	15.91	2021-03-12 21:00	15.23	止损	-4.31%	3160	20	63204	31602	-2721.27	28881
38	做多	2021-03-14 08:00	15.14	2021-03-14 15:00	14.57	止损	-3.77%	2888	20	57761	28881	-2176.03	26705
39	做多	2021-03-18 04:00	14.00	2021-03-20 19:00	14.82	止盈	+5.90%	2670	20	53409	26705	+3146.63	29851
40	做多	2021-03-22 10:00	14.76	2021-03-22 12:00	15.66	止盈	+6.07%	2985	20	59702	29851	+3619.20	33470
41	做多	2021-03-24 23:00	14.83	2021-03-25 05:00	14.25	止损	-3.95%	3347	20	66941	33470	-2644.35	30826
42	做多	2021-03-26 20:00	14.13	2021-03-27 08:00	14.85	止盈	+5.15%	3083	20	61652	30826	+3169.67	33996
43	做多	2021-04-01 04:00	19.70	2021-04-02 01:00	18.89	止损	-4.12%	3400	20	67992	33996	-2801.26	31194
44	做多	2021-04-01 10:00	19.61	2021-04-02 01:00	18.89	止损	-3.68%	3119	20	62389	31194	-2290.73	28904
45	做多	2021-04-03 02:00	19.40	2021-04-03 11:00	21.11	止盈	+8.80%	2890	20	57808	28904	+5080.24	33984
46	做多	2021-04-07 05:00	24.96	2021-04-07 19:00	23.98	止损	-3.91%	3398	20	67968	33984	-2653.17	31331
47	做多	2021-04-12 03:00	28.60	2021-04-12 22:00	27.19	止损	-4.92%	3133	20	62662	31331	-3078.48	28252
48	做多	2021-04-15 21:00	27.36	2021-04-16 17:00	26.35	止损	-3.68%	2825	20	56505	28252	-2079.96	26172
49	做多	2021-04-18 21:00	26.53	2021-04-18 23:00	28.12	止盈	+5.97%	2617	20	52345	26172	+3121.15	29294
50	做多	2021-04-21 10:00	32.59	2021-04-21 16:00	31.54	止损	-3.22%	2929	20	58587	29294	-1885.72	27408
51	做多	2021-04-25 00:00	38.82	2021-04-25 02:00	41.53	止盈	+6.99%	2741	20	54816	27408	+3828.45	31236
52	做多	2021-04-27 16:00	45.57	2021-04-27 21:00	44.03	止损	-3.37%	3124	20	62473	31236	-2104.69	29132
53	做多	2021-04-29 01:00	46.30	2021-04-29 04:00	44.68	止损	-3.51%	2913	20	58263	29132	-2045.13	27086
54	做多	2021-05-01 07:00	42.88	2021-05-01 22:00	46.95	止盈	+9.50%	2709	20	54173	27086	+5140.75	32227
55	做多	2021-05-01 18:00	44.06	2021-05-01 22:00	46.95	止盈	+6.56%	3223	20	64454	32227	+4225.36	36453
56	做多	2021-05-06 05:00	44.82	2021-05-06 14:00	43.36	止损	-3.26%	3645	20	72905	36453	-2373.88	34079
57	做多	2021-05-08 03:00	43.85	2021-05-09 06:00	46.40	止盈	+5.83%	3408	20	68157	34079	+3967.55	38046
58	做多	2021-05-08 17:00	43.68	2021-05-09 06:00	46.40	止盈	+6.23%	3805	20	76092	38046	+4736.84	42783
59	做多	2021-05-10 09:00	45.11	2021-05-10 22:00	43.23	止损	-4.18%	4278	20	85566	42783	-3571.01	39212
60	做多	2021-05-12 08:00	44.95	2021-05-12 23:00	47.49	止盈	+5.65%	3921	20	78424	39212	+4423.81	43636
61	做多	2021-05-15 00:00	43.92	2021-05-15 04:00	41.51	止损	-5.49%	4364	20	87272	43636	-4787.68	38848
62	做多	2021-05-16 07:00	43.53	2021-05-16 09:00	46.29	止盈	+6.34%	3885	20	77696	38848	+4917.82	43766
63	做多	2021-05-21 04:00	45.79	2021-05-21 12:00	44.22	止损	-3.44%	4377	20	87532	43766	-3007.56	40758
64	做多	2021-05-24 21:00	29.53	2021-05-25 03:00	31.89	止盈	+7.97%	4076	20	81517	40758	+6488.25	47247
65	做多	2021-05-26 05:00	29.97	2021-05-26 10:00	31.69	止盈	+5.73%	4725	20	94493	47247	+5408.18	52655
66	做多	2021-05-30 20:00	28.63	2021-05-30 22:00	27.72	止损	-3.18%	5265	20	105310	52655	-3347.93	49307
67	做多	2021-06-02 20:00	33.38	2021-06-03 10:00	35.22	止盈	+5.49%	4931	20	98614	49307	+5412.41	54719
68	做多	2021-06-05 01:00	38.07	2021-06-05 09:00	40.45	止盈	+6.25%	5472	20	109439	54719	+6838.29	61558
69	做多	2021-06-05 04:00	38.50	2021-06-05 09:00	40.45	止盈	+5.06%	6156	20	123115	61558	+6226.44	67784
70	做多	2021-06-09 09:00	40.32	2021-06-09 14:00	43.48	止盈	+7.83%	6778	20	135568	67784	+10603.40	78388
71	做多	2021-06-14 04:00	39.16	2021-06-14 11:00	37.87	止损	-3.30%	7839	20	156775	78388	-5166.75	73221
72	做多	2021-06-17 11:00	40.27	2021-06-18 01:00	38.41	止损	-4.63%	7322	20	146442	73221	-6778.23	66443
73	做多	2021-06-23 11:00	29.90	2021-06-23 20:00	31.65	止盈	+5.85%	6644	20	132885	66443	+7769.26	74212
74	做多	2021-06-27 12:00	30.43	2021-06-28 15:00	32.53	止盈	+6.90%	7421	20	148424	74212	+10237.47	84449
75	做多	2021-07-01 07:00	35.49	2021-07-01 10:00	34.20	止损	-3.65%	8445	20	168898	84449	-6161.03	78288
76	做多	2021-07-02 04:00	33.84	2021-07-02 11:00	32.16	止损	-4.96%	7829	20	156576	78288	-7756.05	70532
77	做多	2021-07-03 09:00	33.77	2021-07-07 18:00	36.38	止盈	+7.74%	7053	20	141064	70532	+10909.60	81442
78	做多	2021-07-06 20:00	34.45	2021-07-07 05:00	33.37	止损	-3.15%	8144	20	162884	81442	-5129.00	76313
79	做多	2021-07-07 07:00	34.21	2021-07-07 18:00	36.38	止盈	+6.36%	7631	20	152626	76313	+9690.58	86003
80	做多	2021-07-12 13:00	32.19	2021-07-12 23:00	31.07	止损	-3.49%	8600	20	172007	86003	-5989.02	80014
81	做多	2021-07-15 02:00	30.77	2021-07-15 18:00	29.34	止损	-4.63%	8001	20	160029	80014	-7409.41	72605
82	做多	2021-07-18 12:00	27.26	2021-07-18 22:00	26.35	止损	-3.32%	7260	20	145210	72605	-4822.00	67783
83	做多	2021-07-21 14:00	25.59	2021-07-21 23:00	26.92	止盈	+5.21%	6778	20	135566	67783	+7049.63	74833
84	做多	2021-07-24 09:00	28.78	2021-07-25 09:00	27.80	止损	-3.41%	7483	20	149665	74833	-5096.59	69736
85	做多	2021-07-26 10:00	29.80	2021-07-27 04:00	28.57	止损	-4.14%	6974	20	139472	69736	-5769.67	63966
86	做多	2021-07-29 02:00	28.11	2021-07-29 23:00	29.57	止盈	+5.22%	6397	20	127933	63966	+6675.11	70641
87	做多	2021-07-29 18:00	28.45	2021-07-30 01:00	29.91	止盈	+5.15%	7064	20	141283	70641	+7263.98	77905
88	做多	2021-08-04 00:00	35.03	2021-08-04 11:00	33.77	止损	-3.61%	7791	20	155811	77905	-5621.00	72284
89	做多	2021-08-04 20:00	34.95	2021-08-05 11:00	37.27	止盈	+6.62%	7228	20	144569	72284	+9561.89	81846
90	做多	2021-08-09 21:00	39.11	2021-08-10 20:00	41.51	止盈	+6.14%	8185	20	163693	81846	+10034.75	91881
91	做多	2021-08-13 15:00	43.42	2021-08-15 19:00	46.83	止盈	+7.84%	9188	20	183762	91881	+14386.11	106267
92	做多	2021-08-18 17:00	71.10	2021-08-18 19:00	74.95	止盈	+5.41%	10627	20	212534	106267	+11487.91	117755
93	做多	2021-08-21 01:00	75.78	2021-08-21 05:00	79.65	止盈	+5.11%	11776	20	235510	117755	+12021.89	129777
94	做多	2021-08-24 10:00	76.29	2021-08-24 22:00	73.57	止损	-3.56%	12978	20	259554	129777	-9237.81	120539
95	做多	2021-08-27 01:00	75.27	2021-08-27 08:00	80.26	止盈	+6.63%	12054	20	241078	120539	+15979.23	136518
96	做多	2021-09-01 21:00	115.24	2021-09-02 06:00	111.27	止损	-3.44%	13652	20	273037	136518	-9392.18	127126
97	做多	2021-09-01 23:00	117.36	2021-09-02 04:00	112.93	止损	-3.78%	12713	20	254252	127126	-9592.10	117534
98	做多	2021-09-02 17:00	116.14	2021-09-02 23:00	121.95	止盈	+5.00%	11753	20	235068	117534	+11751.76	129286
99	做多	2021-09-06 13:00	142.86	2021-09-06 23:00	151.46	止盈	+6.02%	12929	20	258572	129286	+15551.73	144838
100	做多	2021-09-09 05:00	193.54	2021-09-09 08:00	210.17	止盈	+8.59%	14484	20	289675	144838	+24854.58	169692
101	做多	2021-09-12 01:00	188.04	2021-09-12 03:00	182.14	止损	-3.14%	16969	20	339384	169692	-10637.92	159054
102	做多	2021-09-16 20:00	158.68	2021-09-17 03:00	152.48	止损	-3.91%	15905	20	318108	159054	-12420.74	146633
103	做多	2021-09-18 16:00	159.04	2021-09-19 07:00	169.23	止盈	+6.40%	14663	20	293267	146633	+18763.79	165397
104	做多	2021-09-23 02:00	143.79	2021-09-23 15:00	151.37	止盈	+5.28%	16540	20	330795	165397	+17434.68	182832
105	做多	2021-09-27 04:00	138.55	2021-09-27 18:00	146.89	止盈	+6.02%	18283	20	365664	182832	+21986.92	204819
106	做多	2021-09-29 17:00	137.78	2021-09-30 01:00	133.27	止损	-3.27%	20482	20	409638	204819	-13398.57	191420
107	做多	2021-09-30 11:00	139.96	2021-09-30 16:00	135.71	止损	-3.04%	19142	20	382841	191420	-11616.54	179804
108	做多	2021-10-08 17:00	158.94	2021-10-08 22:00	166.96	止盈	+5.05%	17980	20	359608	179804	+18136.44	197940
109	做多	2021-10-13 06:00	150.45	2021-10-13 15:00	145.47	止损	-3.31%	19794	20	395880	197940	-13077.84	184862
110	做多	2021-10-17 14:00	163.51	2021-10-18 04:00	155.25	止损	-5.05%	18486	20	369725	184862	-18662.92	166199
111	做多	2021-10-20 19:00	160.25	2021-10-20 23:00	168.99	止盈	+5.45%	16620	20	332399	166199	+18113.02	184312
112	做多	2021-10-25 10:00	200.58	2021-10-25 16:00	212.24	止盈	+5.82%	18431	20	368625	184312	+21420.43	205733
113	做多	2021-10-28 23:00	197.39	2021-10-31 06:00	191.35	止损	-3.06%	20573	20	411466	205733	-12569.84	193163
114	做多	2021-11-01 05:00	204.36	2021-11-03 03:00	217.49	止盈	+6.43%	19316	20	386326	193163	+24806.19	217969

⚙️ 策略参数

⚠️ 风险提示