回测周期: 约12个月 (4320根K线) | 发布时间: 2026-03-25 19:30
| 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 | 2023-10-26 16:00 | 32.43 | 2023-10-26 23:00 | 31.30 | 止损 | -3.49% | 1000 | 20 | 20000 | 10000 | -696.85 | 9303 |
| 2 | 做空 | 2023-10-27 04:00 | 32.40 | 2023-10-30 16:00 | 33.82 | 止损 | -4.39% | 930 | 20 | 18606 | 9303 | -815.22 | 8488 |
| 3 | 做多 | 2023-10-27 09:00 | 31.93 | 2023-10-30 16:00 | 33.82 | 止盈 | +5.93% | 849 | 20 | 16976 | 8488 | +1006.05 | 9494 |
| 4 | 做空 | 2023-10-27 10:00 | 32.42 | 2023-10-30 16:00 | 33.82 | 止损 | -4.31% | 949 | 20 | 18988 | 9494 | -816.68 | 8677 |
| 5 | 做多 | 2023-10-27 22:00 | 32.09 | 2023-10-30 16:00 | 33.82 | 止盈 | +5.38% | 868 | 20 | 17355 | 8677 | +932.36 | 9610 |
| 6 | 做空 | 2023-10-28 10:00 | 32.35 | 2023-10-30 16:00 | 33.82 | 止损 | -4.54% | 961 | 20 | 19219 | 9610 | -871.19 | 8738 |
| 7 | 做多 | 2023-10-29 23:00 | 32.62 | 2023-10-30 17:00 | 34.78 | 止盈 | +6.64% | 874 | 20 | 17477 | 8738 | +1159.47 | 9898 |
| 8 | 做空 | 2023-11-03 12:00 | 38.46 | 2023-11-03 20:00 | 39.72 | 止损 | -3.28% | 990 | 20 | 19796 | 9898 | -647.94 | 9250 |
| 9 | 做多 | 2023-11-04 18:00 | 41.87 | 2023-11-06 05:00 | 40.44 | 止损 | -3.40% | 925 | 20 | 18500 | 9250 | -629.03 | 8621 |
| 10 | 做空 | 2023-11-06 07:00 | 41.17 | 2023-11-08 01:00 | 43.07 | 止损 | -4.63% | 862 | 20 | 17242 | 8621 | -797.07 | 7824 |
| 11 | 做多 | 2023-11-07 16:00 | 41.34 | 2023-11-08 02:00 | 43.99 | 止盈 | +6.40% | 782 | 20 | 15648 | 7824 | +1000.45 | 8824 |
| 12 | 做空 | 2023-11-13 15:00 | 58.29 | 2023-11-14 01:00 | 53.69 | 止盈 | +7.89% | 882 | 20 | 17649 | 8824 | +1390.56 | 10215 |
| 13 | 做多 | 2023-11-15 12:00 | 57.55 | 2023-11-15 19:00 | 63.04 | 止盈 | +9.54% | 1021 | 20 | 20430 | 10215 | +1946.82 | 12162 |
| 14 | 做空 | 2023-11-17 10:00 | 58.69 | 2023-11-17 23:00 | 55.05 | 止盈 | +6.20% | 1216 | 20 | 24323 | 12162 | +1506.97 | 13669 |
| 15 | 做多 | 2023-11-19 11:00 | 58.25 | 2023-11-19 17:00 | 61.25 | 止盈 | +5.15% | 1367 | 20 | 27337 | 13669 | +1407.42 | 15076 |
| 16 | 做空 | 2023-11-21 04:00 | 57.12 | 2023-11-22 01:00 | 53.78 | 止盈 | +5.84% | 1508 | 20 | 30152 | 15076 | +1759.29 | 16835 |
| 17 | 做多 | 2023-11-23 06:00 | 58.01 | 2023-11-27 15:00 | 55.92 | 止损 | -3.60% | 1684 | 20 | 33671 | 16835 | -1209.63 | 15626 |
| 18 | 做空 | 2023-11-27 00:00 | 56.76 | 2023-11-29 04:00 | 58.52 | 止损 | -3.10% | 1563 | 20 | 31252 | 15626 | -968.67 | 14657 |
| 19 | 做多 | 2023-11-29 04:00 | 58.52 | 2023-12-01 17:00 | 61.69 | 止盈 | +5.43% | 1466 | 20 | 29314 | 14657 | +1589.41 | 16247 |
| 20 | 做空 | 2023-12-01 16:00 | 61.02 | 2023-12-03 03:00 | 63.01 | 止损 | -3.27% | 1625 | 20 | 32493 | 16247 | -1062.42 | 15184 |
| 21 | 做多 | 2023-12-01 17:00 | 61.69 | 2023-12-02 07:00 | 59.75 | 止损 | -3.15% | 1518 | 20 | 30368 | 15184 | -955.96 | 14228 |
| 22 | 做空 | 2023-12-04 23:00 | 60.58 | 2023-12-06 08:00 | 63.23 | 止损 | -4.38% | 1423 | 20 | 28456 | 14228 | -1245.48 | 12983 |
| 23 | 做多 | 2023-12-06 13:00 | 63.22 | 2023-12-08 01:00 | 66.43 | 止盈 | +5.09% | 1298 | 20 | 25965 | 12983 | +1319.23 | 14302 |
| 24 | 做空 | 2023-12-10 16:00 | 72.11 | 2023-12-11 04:00 | 74.34 | 止损 | -3.09% | 1430 | 20 | 28604 | 14302 | -881.69 | 13420 |
| 25 | 做多 | 2023-12-14 12:00 | 69.93 | 2023-12-14 19:00 | 73.52 | 止盈 | +5.14% | 1342 | 20 | 26840 | 13420 | +1378.08 | 14798 |
| 26 | 做空 | 2023-12-16 18:00 | 74.30 | 2023-12-16 23:00 | 77.17 | 止损 | -3.87% | 1480 | 20 | 29597 | 14798 | -1142.85 | 13655 |
| 27 | 做多 | 2023-12-19 12:00 | 75.75 | 2023-12-19 22:00 | 73.18 | 止损 | -3.39% | 1366 | 20 | 27311 | 13655 | -924.94 | 12730 |
| 28 | 做空 | 2023-12-27 02:00 | 107.62 | 2023-12-27 06:00 | 111.69 | 止损 | -3.78% | 1273 | 20 | 25461 | 12730 | -961.66 | 11769 |
| 29 | 做多 | 2023-12-29 23:00 | 106.06 | 2023-12-30 16:00 | 101.45 | 止损 | -4.35% | 1177 | 20 | 23538 | 11769 | -1023.13 | 10746 |
| 30 | 做空 | 2023-12-30 23:00 | 104.33 | 2024-01-02 02:00 | 107.98 | 止损 | -3.50% | 1075 | 20 | 21491 | 10746 | -750.69 | 9995 |
| 31 | 做多 | 2024-01-01 08:00 | 102.04 | 2024-01-02 01:00 | 107.16 | 止盈 | +5.02% | 1000 | 20 | 19990 | 9995 | +1001.82 | 10997 |
| 32 | 做空 | 2024-01-03 15:00 | 107.84 | 2024-01-03 20:00 | 100.25 | 止盈 | +7.04% | 1100 | 20 | 21994 | 10997 | +1546.80 | 12544 |
| 33 | 做多 | 2024-01-05 12:00 | 100.81 | 2024-01-05 22:00 | 97.47 | 止损 | -3.32% | 1254 | 20 | 25087 | 12544 | -831.09 | 11713 |
| 34 | 做空 | 2024-01-06 02:00 | 97.97 | 2024-01-06 14:00 | 92.06 | 止盈 | +6.02% | 1171 | 20 | 23425 | 11713 | +1409.38 | 13122 |
| 35 | 做多 | 2024-01-09 07:00 | 97.90 | 2024-01-09 12:00 | 103.36 | 止盈 | +5.57% | 1312 | 20 | 26244 | 13122 | +1461.37 | 14583 |
| 36 | 做空 | 2024-01-10 20:00 | 93.60 | 2024-01-11 01:00 | 96.81 | 止损 | -3.43% | 1458 | 20 | 29167 | 14583 | -999.91 | 13583 |
| 37 | 做多 | 2024-01-11 17:00 | 100.52 | 2024-01-11 20:00 | 106.84 | 止盈 | +6.28% | 1358 | 20 | 27167 | 13583 | +1704.66 | 15288 |
| 38 | 做空 | 2024-01-12 19:00 | 98.25 | 2024-01-13 05:00 | 93.08 | 止盈 | +5.26% | 1529 | 20 | 30576 | 15288 | +1607.92 | 16896 |
| 39 | 做多 | 2024-01-14 15:00 | 98.31 | 2024-01-15 07:00 | 93.83 | 止损 | -4.55% | 1690 | 20 | 33792 | 16896 | -1537.38 | 15359 |
| 40 | 做空 | 2024-01-15 21:00 | 95.53 | 2024-01-17 08:00 | 98.59 | 止损 | -3.21% | 1536 | 20 | 30717 | 15359 | -984.89 | 14374 |
| 41 | 做多 | 2024-01-17 01:00 | 97.03 | 2024-01-17 18:00 | 101.93 | 止盈 | +5.04% | 1437 | 20 | 28747 | 14374 | +1448.73 | 15822 |
| 42 | 做空 | 2024-01-19 02:00 | 94.86 | 2024-01-20 00:00 | 88.44 | 止盈 | +6.77% | 1582 | 20 | 31645 | 15822 | +2139.76 | 17962 |
| 43 | 做多 | 2024-01-21 20:00 | 93.12 | 2024-01-22 09:00 | 90.26 | 止损 | -3.07% | 1796 | 20 | 35924 | 17962 | -1101.50 | 16861 |
| 44 | 做空 | 2024-01-22 10:00 | 89.42 | 2024-01-23 03:00 | 83.67 | 止盈 | +6.42% | 1686 | 20 | 33721 | 16861 | +2163.69 | 19024 |
| 45 | 做多 | 2024-01-24 20:00 | 86.67 | 2024-01-26 19:00 | 91.91 | 止盈 | +6.04% | 1902 | 20 | 38049 | 19024 | +2295.38 | 21320 |
| 46 | 做空 | 2024-01-26 15:00 | 87.00 | 2024-01-26 18:00 | 90.48 | 止损 | -4.00% | 2132 | 20 | 42639 | 21320 | -1705.34 | 19614 |
| 47 | 做多 | 2024-01-26 19:00 | 91.91 | 2024-01-28 11:00 | 96.61 | 止盈 | +5.12% | 1961 | 20 | 39229 | 19614 | +2004.96 | 21619 |
| 48 | 做空 | 2024-01-31 20:00 | 99.44 | 2024-02-01 01:00 | 102.59 | 止损 | -3.16% | 2162 | 20 | 43239 | 21619 | -1364.78 | 20255 |
| 49 | 做多 | 2024-02-02 16:00 | 100.40 | 2024-02-04 14:00 | 97.03 | 止损 | -3.36% | 2025 | 20 | 40509 | 20255 | -1357.96 | 18897 |
| 50 | 做空 | 2024-02-04 01:00 | 98.39 | 2024-02-08 08:00 | 101.98 | 止损 | -3.64% | 1890 | 20 | 37793 | 18897 | -1374.87 | 17522 |
| 51 | 做多 | 2024-02-07 16:00 | 95.27 | 2024-02-08 05:00 | 100.61 | 止盈 | +5.61% | 1752 | 20 | 35044 | 17522 | +1963.72 | 19485 |
| 52 | 做空 | 2024-02-12 08:00 | 108.64 | 2024-02-13 08:00 | 114.05 | 止损 | -4.98% | 1949 | 20 | 38971 | 19485 | -1940.17 | 17545 |
| 53 | 做多 | 2024-02-13 10:00 | 113.64 | 2024-02-13 22:00 | 109.97 | 止损 | -3.23% | 1755 | 20 | 35091 | 17545 | -1130.57 | 16415 |
| 54 | 做空 | 2024-02-16 07:00 | 113.60 | 2024-02-17 21:00 | 107.00 | 止盈 | +5.81% | 1641 | 20 | 32829 | 16415 | +1904.89 | 18320 |
| 55 | 做多 | 2024-02-18 22:00 | 112.20 | 2024-02-20 22:00 | 107.81 | 止损 | -3.91% | 1832 | 20 | 36639 | 18320 | -1432.49 | 16887 |
| 56 | 做空 | 2024-02-20 14:00 | 110.87 | 2024-02-21 15:00 | 104.94 | 止盈 | +5.35% | 1689 | 20 | 33774 | 16887 | +1804.95 | 18692 |
| 57 | 做多 | 2024-02-23 06:00 | 103.04 | 2024-02-24 06:00 | 99.91 | 止损 | -3.04% | 1869 | 20 | 37384 | 18692 | -1135.17 | 17557 |
| 58 | 做空 | 2024-02-23 12:00 | 102.49 | 2024-02-27 00:00 | 106.98 | 止损 | -4.39% | 1756 | 20 | 35114 | 17557 | -1539.20 | 16018 |
| 59 | 做多 | 2024-02-25 04:00 | 104.13 | 2024-02-27 01:00 | 109.68 | 止盈 | +5.33% | 1602 | 20 | 32035 | 16018 | +1706.32 | 17724 |
| 60 | 做空 | 2024-02-26 20:00 | 101.49 | 2024-02-26 23:00 | 105.09 | 止损 | -3.54% | 1772 | 20 | 35448 | 17724 | -1253.65 | 16470 |
| 61 | 做多 | 2024-02-27 00:00 | 106.98 | 2024-02-28 18:00 | 114.56 | 止盈 | +7.08% | 1647 | 20 | 32941 | 16470 | +2329.71 | 18800 |
| 62 | 做空 | 2024-03-02 15:00 | 129.29 | 2024-03-04 17:00 | 134.50 | 止损 | -4.03% | 1880 | 20 | 37600 | 18800 | -1513.64 | 17286 |
| 63 | 做多 | 2024-03-04 06:00 | 131.13 | 2024-03-05 23:00 | 139.37 | 止盈 | +6.29% | 1729 | 20 | 34573 | 17286 | +2171.44 | 19458 |
| 64 | 做空 | 2024-03-06 05:00 | 121.18 | 2024-03-06 07:00 | 125.36 | 止损 | -3.45% | 1946 | 20 | 38916 | 19458 | -1341.71 | 18116 |
| 65 | 做多 | 2024-03-07 06:00 | 130.80 | 2024-03-07 09:00 | 137.51 | 止盈 | +5.13% | 1812 | 20 | 36232 | 18116 | +1857.09 | 19973 |
| 66 | 做空 | 2024-03-09 22:00 | 146.36 | 2024-03-11 09:00 | 138.72 | 止盈 | +5.22% | 1997 | 20 | 39947 | 19973 | +2081.25 | 22055 |
| 67 | 做多 | 2024-03-10 02:00 | 145.12 | 2024-03-11 08:00 | 140.40 | 止损 | -3.25% | 2205 | 20 | 44109 | 22055 | -1432.90 | 20622 |
| 68 | 做空 | 2024-03-10 09:00 | 147.21 | 2024-03-11 09:00 | 138.72 | 止盈 | +5.77% | 2062 | 20 | 41243 | 20622 | +2375.62 | 22997 |
| 69 | 做多 | 2024-03-12 04:00 | 147.53 | 2024-03-13 22:00 | 155.45 | 止盈 | +5.37% | 2300 | 20 | 45995 | 22997 | +2467.29 | 25465 |
| 70 | 做空 | 2024-03-17 20:00 | 189.91 | 2024-03-17 23:00 | 195.74 | 止损 | -3.07% | 2546 | 20 | 50929 | 25465 | -1563.25 | 23901 |
| 71 | 做多 | 2024-03-18 00:00 | 193.24 | 2024-03-18 10:00 | 203.09 | 止盈 | +5.10% | 2390 | 20 | 47803 | 23901 | +2434.76 | 26336 |
| 72 | 做空 | 2024-03-19 14:00 | 184.55 | 2024-03-20 04:00 | 175.18 | 止盈 | +5.08% | 2634 | 20 | 52672 | 26336 | +2673.03 | 29009 |
| 73 | 做多 | 2024-03-21 10:00 | 192.09 | 2024-03-21 23:00 | 185.43 | 止损 | -3.47% | 2901 | 20 | 58018 | 29009 | -2009.83 | 26999 |
| 74 | 做空 | 2024-03-22 15:00 | 179.21 | 2024-03-22 21:00 | 169.30 | 止盈 | +5.53% | 2700 | 20 | 53999 | 26999 | +2983.96 | 29983 |
| 75 | 做多 | 2024-03-24 04:00 | 173.23 | 2024-03-25 05:00 | 182.04 | 止盈 | +5.09% | 2998 | 20 | 59966 | 29983 | +3048.79 | 33032 |
| 76 | 做空 | 2024-03-24 05:00 | 174.14 | 2024-03-25 05:00 | 182.04 | 止损 | -4.54% | 3303 | 20 | 66064 | 33032 | -2995.17 | 30037 |
| 77 | 做多 | 2024-03-24 06:00 | 174.88 | 2024-03-25 06:00 | 185.06 | 止盈 | +5.82% | 3004 | 20 | 60074 | 30037 | +3494.92 | 33532 |
| 78 | 做空 | 2024-03-27 14:00 | 189.69 | 2024-03-30 12:00 | 198.55 | 止损 | -4.67% | 3353 | 20 | 67064 | 33532 | -3128.52 | 30403 |
| 79 | 做多 | 2024-03-29 07:00 | 189.85 | 2024-03-29 15:00 | 183.85 | 止损 | -3.16% | 3040 | 20 | 60806 | 30403 | -1920.10 | 28483 |
| 80 | 做空 | 2024-04-02 03:00 | 193.44 | 2024-04-02 12:00 | 183.60 | 止盈 | +5.08% | 2848 | 20 | 56966 | 28483 | +2892.02 | 31375 |
| 81 | 做多 | 2024-04-03 21:00 | 187.15 | 2024-04-05 10:00 | 178.05 | 止损 | -4.86% | 3138 | 20 | 62750 | 31375 | -3049.07 | 28326 |
| 82 | 做空 | 2024-04-04 19:00 | 185.70 | 2024-04-05 13:00 | 175.69 | 止盈 | +5.39% | 2833 | 20 | 56652 | 28326 | +3051.90 | 31378 |
| 83 | 做多 | 2024-04-07 05:00 | 177.79 | 2024-04-09 22:00 | 171.58 | 止损 | -3.49% | 3138 | 20 | 62756 | 31378 | -2190.82 | 29187 |
| 84 | 做空 | 2024-04-09 15:00 | 175.76 | 2024-04-10 20:00 | 165.61 | 止盈 | +5.77% | 2919 | 20 | 58374 | 29187 | +3367.31 | 32554 |
| 85 | 做多 | 2024-04-11 18:00 | 172.48 | 2024-04-13 00:00 | 166.11 | 止损 | -3.69% | 3255 | 20 | 65109 | 32554 | -2399.97 | 30155 |
| 86 | 做空 | 2024-04-12 23:00 | 167.46 | 2024-04-13 02:00 | 151.05 | 止盈 | +9.80% | 3015 | 20 | 60309 | 30155 | +5904.71 | 36059 |
| 87 | 做多 | 2024-04-15 14:00 | 155.31 | 2024-04-15 21:00 | 149.41 | 止损 | -3.80% | 3606 | 20 | 72118 | 36059 | -2734.70 | 33325 |
| 88 | 做空 | 2024-04-16 11:00 | 134.52 | 2024-04-16 23:00 | 127.57 | 止盈 | +5.17% | 3332 | 20 | 66649 | 33325 | +3440.38 | 36765 |
| 89 | 做多 | 2024-04-17 22:00 | 131.51 | 2024-04-18 22:00 | 138.79 | 止盈 | +5.53% | 3676 | 20 | 73530 | 36765 | +4065.64 | 40831 |
| 90 | 做空 | 2024-04-18 07:00 | 131.78 | 2024-04-18 22:00 | 138.79 | 止损 | -5.32% | 4083 | 20 | 81661 | 40831 | -4340.80 | 36490 |
| 91 | 做多 | 2024-04-19 05:00 | 140.55 | 2024-04-19 09:00 | 132.25 | 止损 | -5.91% | 3649 | 20 | 72979 | 36490 | -4308.48 | 32181 |
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