📊 比特币BTC 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 13:45

📈 回测结果摘要

测试币种
比特币BTC
策略
MA10-50
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
122次
盈利
69次
亏损
53次
胜率
56.6%
总收益
+2797.3%
最终资金
289728U
最大回撤
-47.9%
月化收益
+233.1%

📊 收益与风险

盈利因子
1.27
止盈次数
69
止损次数
53
盈亏比
1.30

📋 交易记录明细(共122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 2020-05-25 08:00 8806.00 2020-05-28 08:00 9261.34 止盈 +5.17% 1000 20 20000 10000 +1033.12 11033
2 做多 2020-05-25 17:00 8747.26 2020-05-28 07:00 9197.32 止盈 +5.15% 1103 20 22066 11033 +1134.21 12167
3 做多 2020-05-25 22:00 8751.44 2020-05-28 07:00 9197.32 止盈 +5.09% 1217 20 24335 12167 +1238.59 13406
4 做多 2020-05-26 08:00 8861.73 2020-05-28 20:00 9415.70 止盈 +6.25% 1341 20 26812 13406 +1674.40 15080
5 做多 2020-05-26 14:00 8883.55 2020-05-28 20:00 9415.70 止盈 +5.99% 1508 20 30161 15080 +1804.90 16885
6 做多 2020-05-26 17:00 8890.79 2020-05-28 20:00 9415.70 止盈 +5.90% 1689 20 33770 16885 +1991.81 18877
7 做多 2020-05-27 12:00 8854.98 2020-05-28 20:00 9415.70 止盈 +6.33% 1888 20 37754 18877 +2388.29 21265
8 做多 2020-06-02 00:00 9579.45 2020-06-02 07:00 10232.48 止盈 +6.82% 2127 20 42531 21265 +2896.41 24162
9 做多 2020-06-04 16:00 9637.81 2020-06-12 00:00 9083.01 止损 -5.76% 2416 20 48323 24162 -2778.96 21383
10 做多 2020-06-08 08:00 9759.28 2020-06-12 00:00 9083.01 止损 -6.93% 2138 20 42766 21383 -2960.48 18422
11 做多 2020-06-10 04:00 9740.63 2020-06-12 00:00 9083.01 止损 -6.75% 1842 20 36845 18422 -2485.01 15937
12 做多 2020-06-13 21:00 9426.20 2020-06-15 13:00 9034.86 止损 -4.15% 1594 20 31875 15937 -1321.99 14615
13 做多 2020-06-16 06:00 9412.00 2020-06-25 11:00 9099.65 止损 -3.32% 1462 20 29231 14615 -969.09 13646
14 做多 2020-06-21 09:00 9368.17 2020-06-26 22:00 9086.35 止损 -3.01% 1365 20 27292 13646 -820.21 12826
15 做多 2020-06-29 02:00 9149.48 2020-07-24 00:00 9628.10 止盈 +5.23% 1283 20 25652 12826 +1340.55 14167
16 做多 2020-07-01 18:00 9150.99 2020-07-24 00:00 9628.10 止盈 +5.21% 1417 20 28333 14167 +1475.74 15642
17 做多 2020-07-05 03:00 9131.33 2020-07-24 00:00 9628.10 止盈 +5.44% 1564 20 31285 15642 +1700.27 17343
18 做多 2020-07-06 14:00 9222.00 2020-07-26 01:00 9688.10 止盈 +5.05% 1734 20 34685 17343 +1751.31 19094
19 做多 2020-07-11 13:00 9261.78 2020-07-26 16:00 9775.00 止盈 +5.54% 1909 20 38188 19094 +2113.97 21208
20 做多 2020-07-12 07:00 9233.50 2020-07-26 04:00 9715.57 止盈 +5.22% 2121 20 42416 21208 +2212.26 23420
21 做多 2020-07-13 08:00 9275.50 2020-07-26 16:00 9775.00 止盈 +5.39% 2342 20 46840 23420 +2519.90 25940
22 做多 2020-07-15 09:00 9249.69 2020-07-26 04:00 9715.57 止盈 +5.04% 2594 20 51880 25940 +2610.43 28550
23 做多 2020-07-18 02:00 9158.62 2020-07-24 00:00 9628.10 止盈 +5.13% 2855 20 57101 28550 +2924.12 31475
24 做多 2020-07-20 07:00 9210.51 2020-07-26 01:00 9688.10 止盈 +5.19% 3147 20 62949 31475 +3260.82 34735
25 做多 2020-07-31 06:00 11178.04 2020-08-02 01:00 11745.01 止盈 +5.07% 3474 20 69471 34735 +3520.16 38256
26 做多 2020-07-31 19:00 11231.87 2020-08-02 04:00 11844.90 止盈 +5.46% 3826 20 76511 38256 +4171.76 42427
27 做多 2020-08-04 04:00 11383.88 2020-08-10 10:00 12018.90 止盈 +5.58% 4243 20 84855 42427 +4728.66 47156
28 做多 2020-08-05 17:00 11401.20 2020-08-10 10:00 12018.90 止盈 +5.42% 4716 20 94312 47156 +5104.57 52261
29 做多 2020-08-09 01:00 11716.43 2020-08-12 04:00 11219.00 止损 -4.25% 5226 20 104521 52261 -4433.08 47827
30 做多 2020-08-10 10:00 12018.90 2020-08-11 21:00 11655.41 止损 -3.02% 4783 20 95655 47827 -2890.02 44937
31 做多 2020-08-13 08:00 11640.00 2020-08-17 23:00 12443.99 止盈 +6.91% 4494 20 89875 44937 +6201.56 51139
32 做多 2020-08-17 08:00 11855.31 2020-08-22 08:00 11429.20 止损 -3.59% 5114 20 102278 51139 -3672.45 47467
33 做多 2020-08-17 11:00 11856.27 2020-08-22 08:00 11429.20 止损 -3.60% 4747 20 94933 47467 -3416.13 44050
34 做多 2020-08-17 21:00 12132.85 2020-08-19 12:00 11766.81 止损 -3.02% 4405 20 88101 44050 -2655.28 41395
35 做多 2020-08-21 02:00 11867.46 2020-08-22 08:00 11429.20 止损 -3.69% 4140 20 82790 41395 -3054.35 38341
36 做多 2020-08-23 14:00 11611.38 2020-08-26 01:00 11243.99 止损 -3.16% 3834 20 76682 38341 -2423.82 35917
37 做多 2020-08-24 00:00 11639.71 2020-08-26 01:00 11243.99 止损 -3.40% 3592 20 71834 35917 -2439.72 33477
38 做多 2020-08-27 07:00 11466.22 2020-09-01 23:00 12049.13 止盈 +5.08% 3348 20 66954 33477 +3400.37 36878
39 做多 2020-08-28 16:00 11398.29 2020-09-01 23:00 12049.13 止盈 +5.71% 3688 20 73755 36878 +4207.19 41085
40 做多 2020-09-07 08:00 10282.80 2020-09-07 20:00 9950.84 止损 -3.23% 4108 20 82170 41085 -2650.03 38435
41 做多 2020-09-08 07:00 10378.76 2020-09-08 17:00 10018.33 止损 -3.47% 3843 20 76870 38435 -2666.83 35768
42 做多 2020-09-09 20:00 10192.51 2020-09-15 00:00 10717.87 止盈 +5.15% 3577 20 71536 35768 +3683.54 39451
43 做多 2020-09-12 05:00 10342.99 2020-09-15 20:00 10900.23 止盈 +5.39% 3945 20 78903 39451 +4246.73 43698
44 做多 2020-09-14 20:00 10501.89 2020-09-17 00:00 11050.00 止盈 +5.22% 4370 20 87396 43698 +4556.79 48255
45 做多 2020-09-18 07:00 10935.33 2020-09-21 20:00 10569.37 止损 -3.35% 4825 20 96510 48255 -3226.56 45028
46 做多 2020-09-19 10:00 10963.54 2020-09-21 19:00 10634.48 止损 -3.00% 4503 20 90057 45028 -2700.27 42328
47 做多 2020-09-23 23:00 10446.46 2020-10-09 18:00 10980.92 止盈 +5.12% 4233 20 84656 42328 +4326.84 46655
48 做多 2020-09-25 01:00 10649.90 2020-10-10 10:00 11390.93 止盈 +6.96% 4666 20 93310 46655 +6486.11 53141
49 做多 2020-09-28 06:00 10745.09 2020-10-10 10:00 11390.93 止盈 +6.01% 5314 20 106282 53141 +6381.77 59523
50 做多 2020-10-01 06:00 10741.00 2020-10-10 10:00 11390.93 止盈 +6.05% 5952 20 119046 59523 +7196.17 66719
51 做多 2020-10-04 01:00 10575.76 2020-10-10 10:00 11390.93 止盈 +7.71% 6672 20 133438 66719 +10275.00 76994
52 做多 2020-10-08 11:00 10634.23 2020-10-10 10:00 11390.93 止盈 +7.12% 7699 20 153988 76994 +10946.38 87940
53 做多 2020-10-08 22:00 10909.99 2020-10-12 21:00 11492.00 止盈 +5.33% 8794 20 175881 87940 +9373.25 97314
54 做多 2020-10-12 23:00 11551.71 2020-10-21 11:00 12172.67 止盈 +5.38% 9731 20 194627 97314 +10451.70 107765
55 做多 2020-10-16 03:00 11518.48 2020-10-21 10:00 12115.48 止盈 +5.18% 10777 20 215531 107765 +11159.74 118925
56 做多 2020-10-18 10:00 11373.00 2020-10-21 00:00 11961.05 止盈 +5.17% 11893 20 237850 118925 +12285.94 131211
57 做多 2020-10-24 11:00 12971.48 2020-10-28 00:00 13638.99 止盈 +5.15% 13121 20 262422 131211 +13490.69 144702
58 做多 2020-10-26 11:00 13086.21 2020-10-28 10:00 13835.97 止盈 +5.73% 14470 20 289403 144702 +16564.47 161266
59 做多 2020-10-27 12:00 13115.99 2020-10-28 10:00 13835.97 止盈 +5.49% 16127 20 322532 161266 +17687.16 178953
60 做多 2020-10-30 05:00 13504.30 2020-11-05 10:00 14228.71 止盈 +5.36% 17895 20 357907 178953 +19179.96 198133
61 做多 2020-10-30 23:00 13540.01 2020-11-05 10:00 14228.71 止盈 +5.09% 19813 20 396267 198133 +20135.58 218269
62 做多 2020-11-04 01:00 13720.79 2020-11-05 15:00 14469.71 止盈 +5.46% 21827 20 436538 218269 +23803.66 242073
63 做多 2020-11-09 02:00 15528.94 2020-11-09 23:00 15006.90 止损 -3.36% 24207 20 484145 242073 -16259.35 225813
64 做多 2020-11-10 09:00 15389.12 2020-11-13 06:00 16225.42 止盈 +5.43% 22581 20 451626 225813 +24518.46 250332
65 做多 2020-11-10 16:00 15377.65 2020-11-13 06:00 16225.42 止盈 +5.51% 25033 20 500663 250332 +27573.98 277906
66 做多 2020-11-11 10:00 15388.00 2020-11-13 06:00 16225.42 止盈 +5.44% 27791 20 555811 277906 +30217.19 308123
67 做多 2020-11-16 14:00 16230.01 2020-11-17 20:00 17078.66 止盈 +5.23% 30812 20 616246 308123 +32190.61 340313
68 做多 2020-11-20 02:00 17953.89 2020-11-21 08:00 18875.09 止盈 +5.13% 34031 20 680627 340313 +34887.51 375201
69 做多 2020-11-23 19:00 18606.18 2020-11-26 11:00 17930.00 止损 -3.63% 37520 20 750402 375201 -27243.60 347957
70 做多 2020-11-24 17:00 19033.28 2020-11-26 10:00 18420.06 止损 -3.22% 34796 20 695915 347957 -22398.77 325559
71 做多 2020-11-28 15:00 17021.77 2020-11-29 16:00 18143.52 止盈 +6.59% 32556 20 651117 325559 +42866.30 368425
72 做多 2020-12-03 11:00 19096.00 2020-12-09 06:00 18316.00 止损 -4.08% 36842 20 736850 368425 -30067.45 338357
73 做多 2020-12-06 05:00 19009.00 2020-12-09 06:00 18316.00 止损 -3.65% 33836 20 676715 338357 -24645.93 313712
74 做多 2020-12-08 14:00 19165.03 2020-12-09 06:00 18316.00 止损 -4.43% 31371 20 627423 313712 -27767.67 285944
75 做多 2020-12-12 11:00 18271.24 2020-12-13 15:00 19243.57 止盈 +5.32% 28594 20 571888 285944 +30403.38 316347
76 做多 2020-12-23 02:00 23450.69 2020-12-26 07:00 24730.00 止盈 +5.46% 31635 20 632694 316347 +34480.99 350828
77 做多 2020-12-25 07:00 23737.44 2020-12-26 09:00 24928.28 止盈 +5.02% 35083 20 701656 350828 +35164.91 385993
78 做多 2020-12-30 08:00 27665.99 2020-12-31 08:00 29163.25 止盈 +5.41% 38599 20 771986 385993 +41737.46 427731
79 做多 2021-01-06 02:00 33411.50 2021-01-06 12:00 35470.73 止盈 +6.16% 42773 20 855461 427731 +52671.38 480402
80 做多 2021-01-13 21:00 34618.06 2021-01-14 05:00 37354.27 止盈 +7.90% 48040 20 960804 480402 +75865.96 556268
81 做多 2021-01-18 21:00 36830.01 2021-01-19 01:00 35717.07 止损 -3.02% 55627 20 1112536 556268 -33585.31 522683
82 做多 2021-01-23 05:00 33306.00 2021-01-23 10:00 32286.00 止损 -3.06% 52268 20 1045365 522683 -31982.41 490700
83 做多 2021-01-24 05:00 32368.97 2021-01-25 03:00 31293.67 止损 -3.32% 49070 20 981400 490700 -32569.60 458131
84 做多 2021-01-24 14:00 32789.00 2021-01-25 00:00 31750.16 止损 -3.17% 45813 20 916261 458131 -29000.49 429130
85 做多 2021-01-25 12:00 33415.01 2021-01-26 07:00 32253.68 止损 -3.48% 42913 20 858260 429130 -29798.78 399331
86 做多 2021-01-28 19:00 31477.14 2021-01-29 05:00 33197.11 止盈 +5.46% 39933 20 798663 399331 +43596.79 442928
87 做多 2021-02-01 18:00 34213.60 2021-02-01 23:00 33178.13 止损 -3.03% 44293 20 885856 442928 -26783.51 416145
88 做多 2021-02-08 20:00 43506.10 2021-02-09 07:00 46451.32 止盈 +6.77% 41614 20 832289 416145 +56286.90 472432
89 做多 2021-02-11 23:00 48070.75 2021-02-12 22:00 46598.95 止损 -3.06% 47243 20 944863 472432 -28900.29 443531
90 做多 2021-02-14 13:00 49026.56 2021-02-15 10:00 46929.10 止损 -4.28% 44353 20 887062 443531 -37912.46 405619
91 做多 2021-02-16 03:00 48722.66 2021-02-17 15:00 51181.48 止盈 +5.05% 40562 20 811238 405619 +40898.68 446517
92 做多 2021-02-19 19:00 52832.04 2021-02-20 02:00 55548.25 止盈 +5.14% 44652 20 893035 446517 +45866.95 492384
93 做多 2021-02-24 20:00 50797.73 2021-02-25 03:00 49021.21 止损 -3.50% 49238 20 984769 492384 -34405.32 457979
94 做多 2021-02-24 23:00 49863.34 2021-02-26 05:00 48126.74 止损 -3.48% 45798 20 915958 457979 -31868.35 426111
95 做多 2021-02-25 01:00 50103.00 2021-02-26 05:00 48126.74 止损 -3.94% 42611 20 852221 426111 -33581.36 392529
96 做多 2021-02-25 08:00 50544.29 2021-02-25 17:00 49008.90 止损 -3.04% 39253 20 785059 392529 -23823.98 368705
97 做多 2021-02-28 03:00 47439.35 2021-02-28 06:00 45857.58 止损 -3.33% 36871 20 737411 368705 -24562.90 344142
98 做多 2021-03-01 14:00 45887.24 2021-03-01 23:00 49184.51 止盈 +7.19% 34414 20 688285 344142 +49407.90 393550
99 做多 2021-03-03 13:00 49082.72 2021-03-03 19:00 51721.40 止盈 +5.38% 39355 20 787101 393550 +42272.11 435822
100 做多 2021-03-06 08:00 48825.58 2021-03-06 21:00 47350.00 止损 -3.02% 43582 20 871645 435822 -26316.04 409506
101 做多 2021-03-07 06:00 48935.29 2021-03-08 08:00 51510.00 止盈 +5.26% 40951 20 819013 409506 +43048.93 452555
102 做多 2021-03-17 12:00 55613.52 2021-03-18 05:00 58466.22 止盈 +5.13% 45256 20 905111 452555 +46381.30 498937
103 做多 2021-03-18 04:00 57764.37 2021-03-21 17:00 56009.76 止损 -3.04% 49894 20 997873 498937 -30280.39 468656
104 做多 2021-03-24 19:00 56591.65 2021-03-25 03:00 54789.04 止损 -3.19% 46866 20 937313 468656 -29826.30 438830
105 做多 2021-03-26 21:00 53329.88 2021-03-28 00:00 56180.01 止盈 +5.34% 43883 20 877660 438830 +46858.23 485688
106 做多 2021-03-29 17:00 57961.11 2021-04-08 01:00 56120.44 止损 -3.18% 48569 20 971376 485688 -30817.14 454871
107 做多 2021-04-02 03:00 58991.90 2021-04-04 07:00 57134.65 止损 -3.15% 45487 20 909742 454871 -28612.90 426258
108 做多 2021-04-03 13:00 59568.57 2021-04-04 05:00 57686.00 止损 -3.16% 42626 20 852516 426258 -26915.48 399343
109 做多 2021-04-05 23:00 59098.01 2021-04-07 18:00 56857.17 止损 -3.79% 39934 20 798685 399343 -30253.75 369089
110 做多 2021-04-09 00:00 57763.84 2021-04-10 12:00 61252.13 止盈 +6.04% 36909 20 738178 369089 +44533.11 413622
111 做多 2021-04-12 14:00 60929.95 2021-04-14 12:00 64401.09 止盈 +5.70% 41362 20 827244 413622 +47080.44 460703
112 做多 2021-04-16 11:00 63045.25 2021-04-16 17:00 60766.74 止损 -3.61% 46070 20 921405 460703 -33267.08 427435
113 做多 2021-04-21 03:00 56574.32 2021-04-21 19:00 54556.02 止损 -3.57% 42744 20 854871 427435 -30467.19 396968
114 做多 2021-04-25 05:00 50887.41 2021-04-26 03:00 49354.08 止损 -3.01% 39697 20 793937 396968 -23898.82 373069
115 做多 2021-04-26 12:00 52323.95 2021-04-27 19:00 55144.07 止盈 +5.39% 37307 20 746139 373069 +40174.66 413244
116 做多 2021-04-30 19:00 54279.99 2021-04-30 23:00 57138.23 止盈 +5.27% 41324 20 826488 413244 +43477.15 456721
117 做多 2021-05-03 13:00 57977.64 2021-05-04 08:00 55318.69 止损 -4.59% 45672 20 913442 456721 -41850.08 414871
118 做多 2021-05-05 23:00 57596.10 2021-05-07 02:00 55859.80 止损 -3.01% 41487 20 829742 414871 -24988.51 389883
119 做多 2021-05-08 00:00 58375.54 2021-05-09 20:00 56523.14 止损 -3.17% 38988 20 779765 389883 -24719.13 365164
120 做多 2021-05-10 12:00 59244.00 2021-05-10 22:00 56879.14 止损 -3.99% 36516 20 730327 365164 -29123.52 336040
121 做多 2021-05-12 11:00 57813.05 2021-05-12 23:00 55540.65 止损 -3.93% 33604 20 672080 336040 -26390.36 309650
122 做多 2021-05-15 01:00 50622.40 2021-05-15 14:00 48992.35 止损 -3.22% 30965 20 619299 309650 -19921.60 289728

⚙️ 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:MA10 / MA50
  • 开仓条件:MA10上穿MA50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