📊 以太坊ETH 均线10-50 只做多策略（复利计算）

回测周期: 约6个月 (2160根K线) | 发布时间: 2026-03-25 18:10

📈 回测结果摘要

📊 收益与风险

📋 交易记录明细（共34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	2020-10-15 04:00	378.75	2020-10-16 20:00	367.07	止损	-3.08%	1000	20	20000	10000	-616.15	9384
2	做多	2020-10-15 16:00	372.01	2020-10-21 20:00	392.49	止盈	+5.51%	938	20	18768	9384	+1032.17	10416
3	做多	2020-10-16 12:00	368.60	2020-10-21 20:00	392.49	止盈	+6.48%	1042	20	20832	10416	+1348.83	11765
4	做多	2020-10-20 12:00	375.72	2020-10-22 12:00	395.29	止盈	+5.21%	1176	20	23530	11765	+1224.36	12989
5	做多	2020-10-21 20:00	392.49	2020-10-22 16:00	415.76	止盈	+5.93%	1299	20	25978	12989	+1538.67	14528
6	做多	2020-11-05 08:00	405.20	2020-11-06 08:00	427.75	止盈	+5.57%	1453	20	29056	14528	+1615.38	16143
7	做多	2020-11-17 20:00	474.10	2020-11-20 16:00	506.19	止盈	+6.77%	1614	20	32287	16143	+2183.17	18326
8	做多	2020-11-30 12:00	585.50	2020-12-01 04:00	617.42	止盈	+5.45%	1833	20	36653	18326	+1996.22	20323
9	做多	2020-12-14 04:00	590.91	2020-12-16 20:00	620.61	止盈	+5.03%	2032	20	40645	20323	+2040.85	22364
10	做多	2020-12-27 00:00	645.85	2020-12-27 20:00	699.83	止盈	+8.36%	2236	20	44727	22364	+3734.54	26098
11	做多	2021-01-15 12:00	1242.61	2021-01-15 20:00	1143.08	止损	-8.01%	2610	20	52196	26098	-4176.60	21921
12	做多	2021-01-24 20:00	1322.78	2021-01-25 04:00	1394.24	止盈	+5.40%	2192	20	43843	21921	+2366.14	24288
13	做多	2021-01-28 12:00	1285.56	2021-01-28 20:00	1353.01	止盈	+5.25%	2429	20	48575	24288	+2546.06	26834
14	做多	2021-01-29 08:00	1322.33	2021-01-29 16:00	1421.87	止盈	+7.53%	2683	20	53667	26834	+4035.83	30869
15	做多	2021-02-02 16:00	1423.21	2021-02-03 00:00	1521.19	止盈	+6.88%	3087	20	61739	30869	+4246.13	35116
16	做多	2021-02-17 20:00	1812.68	2021-02-18 12:00	1903.59	止盈	+5.02%	3512	20	70231	35116	+3518.73	38634
17	做多	2021-03-03 04:00	1486.28	2021-03-03 12:00	1566.87	止盈	+5.42%	3863	20	77269	38634	+4185.52	42820
18	做多	2021-03-20 20:00	1857.48	2021-03-21 08:00	1787.73	止损	-3.76%	4282	20	85640	42820	-3212.63	39607
19	做多	2021-03-29 04:00	1688.30	2021-03-29 20:00	1791.42	止盈	+6.11%	3961	20	79214	39607	+4833.52	44441
20	做多	2021-04-09 20:00	2063.27	2021-04-10 12:00	2169.49	止盈	+5.15%	4444	20	88882	44441	+4571.17	49012
21	做多	2021-04-22 08:00	2392.26	2021-04-22 16:00	2545.05	止盈	+6.39%	4901	20	98024	49012	+6254.37	55266
22	做多	2021-04-26 12:00	2452.10	2021-04-27 16:00	2574.75	止盈	+5.00%	5527	20	110533	55266	+5523.13	60789
23	做多	2021-05-14 20:00	4132.09	2021-05-15 12:00	3913.39	止损	-5.29%	6079	20	121579	60789	-6428.39	54361
24	做多	2021-05-26 12:00	2890.33	2021-05-26 20:00	2747.30	止损	-4.95%	5436	20	108722	54361	-5374.81	48986
25	做多	2021-06-02 00:00	2542.87	2021-06-02 12:00	2694.41	止盈	+5.96%	4899	20	97972	48986	+5832.74	54819
26	做多	2021-06-15 12:00	2621.50	2021-06-16 00:00	2530.98	止损	-3.45%	5482	20	109638	54819	-3781.99	51037
27	做多	2021-06-29 00:00	2113.88	2021-06-30 00:00	2220.80	止盈	+5.06%	5104	20	102074	51037	+5157.73	56195
28	做多	2021-07-22 12:00	1990.23	2021-07-24 04:00	2124.33	止盈	+6.74%	5619	20	112389	56195	+7565.13	63760
29	做多	2021-08-21 04:00	3286.62	2021-08-22 20:00	3181.85	止损	-3.19%	6376	20	127520	63760	-4060.97	59699
30	做多	2021-08-29 04:00	3247.29	2021-08-31 16:00	3431.80	止盈	+5.68%	5970	20	119398	59699	+6777.36	66476
31	做多	2021-08-31 08:00	3238.40	2021-08-31 16:00	3431.80	止盈	+5.97%	6648	20	132952	66476	+7932.09	74408
32	做多	2021-09-15 20:00	3497.49	2021-09-19 16:00	3326.41	止损	-4.89%	7441	20	148817	74408	-7272.10	67136
33	做多	2021-09-28 00:00	2992.24	2021-09-28 12:00	2893.27	止损	-3.31%	6714	20	134272	67136	-4436.69	62700
34	做多	2021-10-01 12:00	3089.65	2021-10-02 00:00	3296.80	止盈	+6.70%	6270	20	125399	62700	+8399.15	71099

⚙️ 策略参数

⚠️ 风险提示