📊 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 (4320根K线) | 发布时间: 2026-03-25 18:40

📈 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
180天
交易次数
137次
盈利
62次
亏损
75次
胜率
45.3%
总收益
+229.4%
最终资金
32936U
最大回撤
-70.4%
月化收益
+38.2%

📊 收益与风险

盈利因子
1.39
止盈次数
62
止损次数
75
盈亏比
0.83

📋 交易记录明细(共137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 2020-08-19 23:00 410.05 2020-08-20 03:00 396.33 止损 -3.35% 1000 20 20000 10000 -668.52 9331
2 做多 2020-08-20 10:00 408.50 2020-08-22 04:00 395.32 止损 -3.23% 933 20 18663 9331 -601.55 8730
3 做多 2020-08-20 18:00 409.86 2020-08-22 04:00 395.32 止损 -3.55% 873 20 17460 8730 -618.78 8111
4 做多 2020-08-21 15:00 413.12 2020-08-22 02:00 398.24 止损 -3.60% 811 20 16222 8111 -583.72 7527
5 做多 2020-08-22 18:00 391.26 2020-08-26 00:00 375.21 止损 -4.10% 753 20 15055 7527 -616.95 6910
6 做多 2020-08-24 01:00 390.28 2020-08-26 00:00 375.21 止损 -3.86% 691 20 13821 6910 -533.14 6377
7 做多 2020-08-26 13:00 385.20 2020-08-30 04:00 405.32 止盈 +5.22% 638 20 12755 6377 +665.54 7043
8 做多 2020-08-28 09:00 386.82 2020-08-30 09:00 406.31 止盈 +5.04% 704 20 14086 7043 +709.00 7752
9 做多 2020-08-31 20:00 436.59 2020-09-01 14:00 463.82 止盈 +6.24% 775 20 15504 7752 +966.00 8718
10 做多 2020-09-03 10:00 447.72 2020-09-03 13:00 432.02 止损 -3.51% 872 20 17436 8718 -610.80 8107
11 做多 2020-09-04 19:00 395.17 2020-09-05 13:00 381.65 止损 -3.42% 811 20 16214 8107 -554.18 7553
12 做多 2020-09-06 17:00 346.07 2020-09-07 19:00 335.62 止损 -3.02% 755 20 15106 7553 -455.68 7097
13 做多 2020-09-08 02:00 346.79 2020-09-08 17:00 336.35 止损 -3.01% 710 20 14194 7097 -426.89 6670
14 做多 2020-09-09 16:00 340.68 2020-09-10 02:00 358.01 止盈 +5.09% 667 20 13341 6670 +677.95 7348
15 做多 2020-09-11 08:00 368.90 2020-09-11 11:00 356.89 止损 -3.26% 735 20 14697 7348 -477.99 6870
16 做多 2020-09-11 20:00 365.10 2020-09-13 03:00 384.68 止盈 +5.36% 687 20 13741 6870 +736.16 7606
17 做多 2020-09-12 23:00 373.00 2020-09-13 23:00 360.66 止损 -3.31% 761 20 15213 7606 -502.79 7104
18 做多 2020-09-14 13:00 364.97 2020-09-18 02:00 386.91 止盈 +6.01% 710 20 14207 7104 +853.21 7957
19 做多 2020-09-16 17:00 363.84 2020-09-17 19:00 382.79 止盈 +5.21% 796 20 15914 7957 +828.01 8785
20 做多 2020-09-19 10:00 383.97 2020-09-20 20:00 372.00 止损 -3.12% 878 20 17570 8785 -547.18 8238
21 做多 2020-09-19 20:00 384.84 2020-09-20 20:00 372.00 止损 -3.34% 824 20 16475 8238 -549.14 7689
22 做多 2020-09-21 11:00 374.70 2020-09-21 17:00 358.42 止损 -4.34% 769 20 15377 7689 -667.44 7021
23 做多 2020-09-22 14:00 341.86 2020-09-24 03:00 327.49 止损 -4.20% 702 20 14042 7021 -589.67 6431
24 做多 2020-09-23 03:00 343.46 2020-09-24 03:00 327.49 止损 -4.65% 643 20 12863 6431 -597.49 5834
25 做多 2020-09-24 18:00 332.76 2020-09-25 06:00 350.66 止盈 +5.38% 583 20 11668 5834 +627.02 6461
26 做多 2020-09-25 23:00 347.12 2020-09-28 23:00 364.99 止盈 +5.15% 646 20 12922 6461 +664.57 7126
27 做多 2020-09-27 01:00 354.12 2020-10-02 13:00 342.63 止损 -3.24% 713 20 14251 7126 -461.94 6664
28 做多 2020-09-28 07:00 357.40 2020-10-02 01:00 346.01 止损 -3.19% 666 20 13327 6664 -424.30 6239
29 做多 2020-09-29 22:00 356.93 2020-10-02 01:00 346.01 止损 -3.06% 624 20 12479 6239 -381.39 5858
30 做多 2020-09-30 04:00 357.56 2020-10-02 01:00 346.01 止损 -3.23% 586 20 11716 5858 -378.07 5480
31 做多 2020-10-01 00:00 357.51 2020-10-02 01:00 346.01 止损 -3.22% 548 20 10960 5480 -352.19 5128
32 做多 2020-10-03 04:00 346.43 2020-10-08 16:00 335.19 止损 -3.24% 513 20 10255 5128 -332.40 4795
33 做多 2020-10-04 16:00 347.60 2020-10-07 09:00 336.76 止损 -3.12% 480 20 9591 4795 -298.78 4496
34 做多 2020-10-04 22:00 347.41 2020-10-07 09:00 336.76 止损 -3.07% 450 20 8993 4496 -275.41 4221
35 做多 2020-10-05 23:00 352.63 2020-10-07 03:00 340.23 止损 -3.52% 422 20 8442 4221 -296.57 3925
36 做多 2020-10-06 06:00 352.32 2020-10-07 03:00 340.23 止损 -3.43% 392 20 7849 3925 -269.07 3655
37 做多 2020-10-07 21:00 340.86 2020-10-09 19:00 359.30 止盈 +5.41% 366 20 7311 3655 +395.11 4051
38 做多 2020-10-08 22:00 349.39 2020-10-10 08:00 367.09 止盈 +5.07% 405 20 8101 4051 +409.99 4461
39 做多 2020-10-09 18:00 356.29 2020-10-10 10:00 376.15 止盈 +5.57% 446 20 8921 4461 +496.77 4957
40 做多 2020-10-11 05:00 375.38 2020-10-16 17:00 363.28 止损 -3.22% 496 20 9915 4957 -319.27 4638
41 做多 2020-10-11 18:00 377.10 2020-10-16 17:00 363.28 止损 -3.66% 464 20 9276 4638 -339.61 4298
42 做多 2020-10-12 09:00 374.69 2020-10-16 17:00 363.28 止损 -3.05% 430 20 8597 4298 -261.53 4037
43 做多 2020-10-12 22:00 383.18 2020-10-16 12:00 368.93 止损 -3.72% 404 20 8074 4037 -299.95 3737
44 做多 2020-10-14 08:00 384.54 2020-10-15 17:00 372.36 止损 -3.17% 374 20 7474 3737 -236.49 3500
45 做多 2020-10-15 15:00 378.90 2020-10-16 17:00 363.28 止损 -4.12% 350 20 7001 3500 -288.32 3212
46 做多 2020-10-16 01:00 378.08 2020-10-16 17:00 363.28 止损 -3.91% 321 20 6424 3212 -251.23 2961
47 做多 2020-10-17 12:00 367.73 2020-10-21 22:00 388.96 止盈 +5.77% 296 20 5922 2961 +341.54 3302
48 做多 2020-10-18 02:00 367.14 2020-10-21 22:00 388.96 止盈 +5.94% 330 20 6605 3302 +392.15 3695
49 做多 2020-10-18 07:00 368.26 2020-10-21 22:00 388.96 止盈 +5.62% 369 20 7389 3695 +414.93 4110
50 做多 2020-10-19 18:00 375.93 2020-10-22 00:00 396.74 止盈 +5.54% 411 20 8219 4110 +454.52 4564
51 做多 2020-10-21 11:00 378.33 2020-10-22 06:00 400.68 止盈 +5.91% 456 20 9128 4564 +538.71 5103
52 做多 2020-10-23 20:00 417.97 2020-10-26 15:00 405.29 止损 -3.03% 510 20 10205 5103 -309.30 4793
53 做多 2020-10-24 13:00 412.87 2020-10-26 23:00 393.89 止损 -4.60% 479 20 9587 4793 -440.28 4353
54 做多 2020-10-25 11:00 415.34 2020-10-26 23:00 393.89 止损 -5.16% 435 20 8706 4353 -449.18 3904
55 做多 2020-10-26 11:00 408.97 2020-10-26 23:00 393.89 止损 -3.69% 390 20 7808 3904 -287.62 3616
56 做多 2020-10-27 16:00 393.67 2020-10-30 13:00 381.30 止损 -3.14% 362 20 7233 3616 -227.04 3389
57 做多 2020-10-29 10:00 390.53 2020-10-30 15:00 378.60 止损 -3.05% 339 20 6779 3389 -206.87 3182
58 做多 2020-10-30 00:00 391.55 2020-10-30 15:00 378.60 止损 -3.31% 318 20 6365 3182 -210.30 2972
59 做多 2020-10-31 03:00 383.20 2020-11-02 08:00 402.69 止盈 +5.09% 297 20 5944 2972 +302.03 3274
60 做多 2020-11-01 18:00 387.52 2020-11-03 11:00 374.16 止损 -3.45% 327 20 6548 3274 -225.53 3049
61 做多 2020-11-03 22:00 384.47 2020-11-05 09:00 404.35 止盈 +5.17% 305 20 6097 3049 +314.96 3364
62 做多 2020-11-05 00:00 401.50 2020-11-06 08:00 426.66 止盈 +6.27% 336 20 6727 3364 +421.14 3785
63 做多 2020-11-05 21:00 405.80 2020-11-06 08:00 426.66 止盈 +5.14% 378 20 7570 3785 +388.72 4173
64 做多 2020-11-08 19:00 445.75 2020-11-12 00:00 470.71 止盈 +5.60% 417 20 8347 4173 +466.93 4640
65 做多 2020-11-09 21:00 447.06 2020-11-12 00:00 470.71 止盈 +5.29% 464 20 9281 4640 +490.48 5131
66 做多 2020-11-10 12:00 451.67 2020-11-14 06:00 476.85 止盈 +5.57% 513 20 10262 5131 +571.51 5702
67 做多 2020-11-11 05:00 452.00 2020-11-14 06:00 476.85 止盈 +5.50% 570 20 11405 5702 +626.38 6329
68 做多 2020-11-12 17:00 468.30 2020-11-13 01:00 453.26 止损 -3.21% 633 20 12658 6329 -406.11 5923
69 做多 2020-11-13 07:00 462.68 2020-11-16 01:00 445.66 止损 -3.68% 592 20 11845 5923 -435.30 5487
70 做多 2020-11-15 09:00 460.09 2020-11-16 01:00 445.66 止损 -3.14% 549 20 10975 5487 -343.86 5144
71 做多 2020-11-15 16:00 461.10 2020-11-16 01:00 445.66 止损 -3.35% 514 20 10287 5144 -344.12 4799
72 做多 2020-11-16 14:00 454.69 2020-11-18 00:00 482.22 止盈 +6.05% 480 20 9599 4799 +580.59 5380
73 做多 2020-11-19 08:00 479.09 2020-11-20 18:00 506.50 止盈 +5.72% 538 20 10760 5380 +614.99 5995
74 做多 2020-11-19 23:00 475.82 2020-11-20 16:00 502.63 止盈 +5.63% 599 20 11990 5995 +674.90 6670
75 做多 2020-11-20 04:00 475.12 2020-11-20 16:00 502.63 止盈 +5.79% 667 20 13340 6670 +771.61 7441
76 做多 2020-11-20 10:00 482.47 2020-11-20 21:00 508.22 止盈 +5.34% 744 20 14883 7441 +793.53 8235
77 做多 2020-11-21 16:00 518.41 2020-11-22 01:00 545.82 止盈 +5.29% 824 20 16470 8235 +869.95 9105
78 做多 2020-11-23 02:00 563.87 2020-11-23 17:00 592.39 止盈 +5.06% 910 20 18210 9105 +920.12 10025
79 做多 2020-11-25 20:00 600.21 2020-11-26 04:00 582.04 止损 -3.03% 1003 20 20050 10025 -606.37 9419
80 做多 2020-11-27 07:00 520.25 2020-11-27 17:00 504.38 止损 -3.05% 942 20 18837 9419 -574.05 8845
81 做多 2020-11-28 07:00 518.92 2020-11-29 03:00 545.94 止盈 +5.21% 884 20 17689 8845 +920.16 9765
82 做多 2020-12-02 17:00 595.53 2020-12-05 06:00 569.80 止损 -4.32% 976 20 19530 9765 -842.94 8922
83 做多 2020-12-03 05:00 598.34 2020-12-05 06:00 569.80 止损 -4.77% 892 20 17844 8922 -850.27 8072
84 做多 2020-12-03 15:00 599.15 2020-12-05 06:00 569.80 止损 -4.90% 807 20 16143 8072 -790.00 7282
85 做多 2020-12-05 16:00 595.65 2020-12-08 17:00 574.09 止损 -3.62% 728 20 14563 7282 -526.60 6755
86 做多 2020-12-07 05:00 599.24 2020-12-08 17:00 574.09 止损 -4.20% 676 20 13510 6755 -566.45 6189
87 做多 2020-12-09 21:00 572.32 2020-12-10 18:00 554.32 止损 -3.15% 619 20 12377 6189 -388.88 5800
88 做多 2020-12-11 04:00 565.19 2020-12-11 09:00 546.43 止损 -3.32% 580 20 11599 5800 -384.63 5415
89 做多 2020-12-12 00:00 549.01 2020-12-13 15:00 579.23 止盈 +5.50% 542 20 10830 5415 +595.54 6011
90 做多 2020-12-13 02:00 564.06 2020-12-14 00:00 593.46 止盈 +5.21% 601 20 12021 6011 +625.94 6637
91 做多 2020-12-15 05:00 586.21 2020-12-16 22:00 620.58 止盈 +5.86% 664 20 13273 6637 +777.43 7414
92 做多 2020-12-16 03:00 592.32 2020-12-17 00:00 629.04 止盈 +6.20% 741 20 14828 7414 +918.32 8332
93 做多 2020-12-16 18:00 595.16 2020-12-17 00:00 629.04 止盈 +5.69% 833 20 16665 8332 +947.70 9280
94 做多 2020-12-18 17:00 663.03 2020-12-18 21:00 638.91 止损 -3.64% 928 20 18560 9280 -674.51 8605
95 做多 2020-12-19 05:00 651.44 2020-12-21 17:00 627.02 止损 -3.75% 861 20 17211 8605 -644.53 7961
96 做多 2020-12-22 21:00 618.31 2020-12-24 00:00 597.08 止损 -3.43% 796 20 15922 7961 -546.14 7415
97 做多 2020-12-24 22:00 589.89 2020-12-25 17:00 623.70 止盈 +5.73% 741 20 14830 7415 +849.12 8264
98 做多 2020-12-26 04:00 620.90 2020-12-27 14:00 652.55 止盈 +5.10% 826 20 16528 8264 +841.66 9106
99 做多 2020-12-26 23:00 628.77 2020-12-27 22:00 686.43 止盈 +9.17% 911 20 18211 9106 +1668.35 10774
100 做多 2020-12-27 22:00 686.43 2020-12-28 15:00 733.79 止盈 +6.90% 1077 20 21548 10774 +1485.20 12259
101 做多 2020-12-29 20:00 730.17 2021-01-02 21:00 772.35 止盈 +5.78% 1226 20 24518 12259 +1414.94 13674
102 做多 2020-12-31 01:00 736.97 2021-01-03 00:00 783.71 止盈 +6.34% 1367 20 27348 13674 +1732.74 15407
103 做多 2021-01-01 10:00 745.15 2021-01-02 08:00 720.80 止损 -3.27% 1541 20 30814 15407 -1005.92 14401
104 做多 2021-01-02 14:00 737.88 2021-01-03 00:00 783.71 止盈 +6.21% 1440 20 28802 14401 +1787.10 16188
105 做多 2021-01-04 22:00 1044.66 2021-01-05 00:00 1011.28 止损 -3.20% 1619 20 32376 16188 -1033.47 15155
106 做多 2021-01-05 07:00 1043.11 2021-01-05 08:00 1098.85 止盈 +5.34% 1515 20 30309 15155 +1617.98 16772
107 做多 2021-01-05 20:00 1030.87 2021-01-06 01:00 1084.18 止盈 +5.17% 1677 20 33545 16772 +1733.00 18505
108 做多 2021-01-07 20:00 1231.46 2021-01-08 08:00 1184.62 止损 -3.80% 1851 20 37011 18505 -1406.35 17099
109 做多 2021-01-08 18:00 1254.83 2021-01-09 01:00 1217.15 止损 -3.00% 1710 20 34198 17099 -1025.88 16073
110 做多 2021-01-09 18:00 1220.51 2021-01-10 05:00 1296.14 止盈 +6.20% 1607 20 32147 16073 +1990.00 18063
111 做多 2021-01-12 08:00 1062.08 2021-01-12 13:00 1130.76 止盈 +6.47% 1806 20 36127 18063 +2333.81 20397
112 做多 2021-01-13 03:00 1084.08 2021-01-13 07:00 1050.82 止损 -3.07% 2040 20 40794 20397 -1250.33 19147
113 做多 2021-01-13 18:00 1081.20 2021-01-14 08:00 1135.47 止盈 +5.02% 1915 20 38293 19147 +1920.19 21067
114 做多 2021-01-15 18:00 1235.78 2021-01-15 22:00 1198.10 止损 -3.05% 2107 20 42134 21067 -1283.41 19784
115 做多 2021-01-16 15:00 1184.79 2021-01-16 23:00 1282.24 止盈 +8.23% 1978 20 39567 19784 +3251.17 23035
116 做多 2021-01-18 01:00 1234.89 2021-01-18 11:00 1194.73 止损 -3.25% 2303 20 46069 23035 -1496.73 21538
117 做多 2021-01-18 20:00 1245.71 2021-01-19 09:00 1323.70 止盈 +6.26% 2154 20 43076 21538 +2694.15 24232
118 做多 2021-01-21 06:00 1334.35 2021-01-21 12:00 1288.65 止损 -3.42% 2423 20 48464 24232 -1658.19 22574
119 做多 2021-01-22 18:00 1178.82 2021-01-23 00:00 1239.72 止盈 +5.17% 2257 20 45148 22574 +2330.09 24904
120 做多 2021-01-24 03:00 1259.75 2021-01-24 13:00 1328.00 止盈 +5.42% 2490 20 49808 24904 +2695.77 27600
121 做多 2021-01-24 11:00 1294.62 2021-01-25 01:00 1359.62 止盈 +5.02% 2760 20 55200 27600 +2768.68 30368
122 做多 2021-01-27 04:00 1338.74 2021-01-27 13:00 1284.05 止损 -4.09% 3037 20 60737 30368 -2478.73 27890
123 做多 2021-01-28 11:00 1288.18 2021-01-28 23:00 1353.01 止盈 +5.03% 2789 20 55779 27890 +2804.39 30694
124 做多 2021-01-29 18:00 1380.66 2021-01-30 13:00 1337.28 止损 -3.14% 3069 20 61388 30694 -1926.87 28767
125 做多 2021-01-30 07:00 1381.99 2021-01-30 13:00 1337.28 止损 -3.24% 2877 20 57534 28767 -1859.49 26908
126 做多 2021-01-30 23:00 1372.69 2021-01-31 23:00 1311.64 止损 -4.45% 2691 20 53816 26908 -2391.04 24517
127 做多 2021-02-01 13:00 1322.00 2021-02-02 13:00 1389.10 止盈 +5.08% 2452 20 49033 24517 +2486.27 27003
128 做多 2021-02-02 04:00 1337.43 2021-02-02 14:00 1407.72 止盈 +5.26% 2700 20 54006 27003 +2835.50 29838
129 做多 2021-02-05 04:00 1659.66 2021-02-05 07:00 1596.00 止损 -3.84% 2984 20 59677 29838 -2286.76 27552
130 做多 2021-02-05 14:00 1649.55 2021-02-05 22:00 1738.94 止盈 +5.42% 2755 20 55103 27552 +2983.10 30535
131 做多 2021-02-07 02:00 1709.51 2021-02-07 09:00 1643.18 止损 -3.88% 3053 20 61070 30535 -2367.17 28168
132 做多 2021-02-08 09:00 1593.61 2021-02-08 20:00 1733.28 止盈 +8.76% 2817 20 56335 28168 +4932.50 33100
133 做多 2021-02-08 12:00 1620.00 2021-02-08 20:00 1733.28 止盈 +6.99% 3310 20 66200 33100 +4624.49 37725
134 做多 2021-02-10 04:00 1768.85 2021-02-10 23:00 1715.47 止损 -3.02% 3772 20 75449 37725 -2274.62 35450
135 做多 2021-02-11 16:00 1754.61 2021-02-13 01:00 1852.70 止盈 +5.59% 3545 20 70900 35450 +3959.65 39410
136 做多 2021-02-12 21:00 1795.35 2021-02-15 10:00 1720.00 止损 -4.20% 3941 20 78819 39410 -3304.70 36105
137 做多 2021-02-14 08:00 1835.15 2021-02-15 09:00 1754.53 止损 -4.39% 3610 20 72210 36105 -3169.09 32936

⚙️ 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