📊 比特币BTC 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 19:35

📈 回测结果摘要

测试币种
比特币BTC
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
138次
盈利
79次
亏损
59次
胜率
57.2%
总收益
+6975.4%
最终资金
707543U
最大回撤
-85.0%
月化收益
+1162.6%

📊 收益与风险

盈利因子
1.12
止盈次数
79
止损次数
59
盈亏比
1.34

📋 交易记录明细(共138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 2022-11-20 20:00 16517.10 2022-11-21 10:00 16005.20 止损 -3.10% 1000 20 20000 10000 -619.22 9381
2 做多 2022-11-20 22:00 16540.10 2022-11-21 10:00 16005.20 止损 -3.23% 938 20 18762 9381 -606.13 8775
3 做多 2022-11-21 01:00 16538.30 2022-11-21 10:00 16005.20 止损 -3.22% 877 20 17549 8775 -565.12 8210
4 做多 2022-11-21 04:00 16533.40 2022-11-21 10:00 16005.20 止损 -3.19% 821 20 16419 8210 -524.02 7685
5 做多 2022-11-22 21:00 16162.40 2022-12-01 03:00 17051.50 止盈 +5.50% 769 20 15371 7685 +844.72 8530
6 做多 2022-11-24 06:00 16504.80 2022-12-05 12:00 17346.00 止盈 +5.10% 853 20 17060 8530 +868.65 9399
7 做多 2022-11-25 22:00 16531.40 2022-12-13 17:00 17430.60 止盈 +5.44% 940 20 18798 9399 +1021.45 10420
8 做多 2022-11-27 13:00 16530.30 2022-12-13 17:00 17430.60 止盈 +5.45% 1042 20 20841 10420 +1133.92 11554
9 做多 2022-11-29 03:00 16215.10 2022-12-01 03:00 17051.50 止盈 +5.16% 1155 20 23108 11554 +1190.78 12745
10 做多 2022-11-29 10:00 16255.90 2022-12-01 04:00 17090.90 止盈 +5.14% 1275 20 25490 12745 +1308.01 14053
11 做多 2022-11-30 04:00 16486.60 2022-12-05 12:00 17346.00 止盈 +5.21% 1405 20 28106 14053 +1463.62 15517
12 做多 2022-12-02 18:00 16960.70 2022-12-13 21:00 17896.00 止盈 +5.51% 1552 20 31033 15517 +1709.62 17226
13 做多 2022-12-03 03:00 16979.30 2022-12-13 21:00 17896.00 止盈 +5.40% 1723 20 34453 17226 +1858.21 19084
14 做多 2022-12-04 12:00 16999.30 2022-12-13 21:00 17896.00 止盈 +5.27% 1908 20 38169 19084 +2011.37 21096
15 做多 2022-12-07 07:00 17078.60 2022-12-14 22:00 18055.80 止盈 +5.72% 2110 20 42192 21096 +2411.70 23508
16 做多 2022-12-08 09:00 16818.90 2022-12-13 21:00 17896.00 止盈 +6.40% 2351 20 47015 23508 +3007.89 26515
17 做多 2022-12-08 19:00 16842.00 2022-12-13 21:00 17896.00 止盈 +6.26% 2652 20 53031 26515 +3315.44 29831
18 做多 2022-12-10 16:00 17133.20 2022-12-14 22:00 18055.80 止盈 +5.38% 2983 20 59662 29831 +3209.49 33040
19 做多 2022-12-10 18:00 17155.50 2022-12-14 22:00 18055.80 止盈 +5.25% 3304 20 66081 33040 +3464.37 36505
20 做多 2022-12-11 14:00 17163.10 2022-12-14 22:00 18055.80 止盈 +5.20% 3650 20 73010 36505 +3793.63 40298
21 做多 2022-12-12 23:00 16999.90 2022-12-13 21:00 17896.00 止盈 +5.27% 4030 20 80597 40298 +4244.17 44543
22 做多 2022-12-16 15:00 17496.60 2022-12-16 21:00 16938.90 止损 -3.19% 4454 20 89085 44543 -2836.73 41706
23 做多 2022-12-18 06:00 16732.30 2023-01-12 07:00 17935.70 止盈 +7.19% 4171 20 83412 41706 +5993.03 47699
24 做多 2022-12-19 04:00 16750.60 2023-01-12 07:00 17935.70 止盈 +7.07% 4770 20 95398 47699 +6742.61 54441
25 做多 2022-12-19 17:00 16743.60 2023-01-12 07:00 17935.70 止盈 +7.12% 5444 20 108883 54441 +7744.43 62186
26 做多 2022-12-20 12:00 16783.60 2023-01-12 07:00 17935.70 止盈 +6.86% 6219 20 124372 62186 +8528.89 70715
27 做多 2022-12-21 19:00 16872.40 2023-01-12 07:00 17935.70 止盈 +6.30% 7071 20 141430 70715 +8903.99 79619
28 做多 2022-12-22 10:00 16844.10 2023-01-12 07:00 17935.70 止盈 +6.48% 7962 20 159238 79619 +10309.24 89928
29 做多 2022-12-23 07:00 16815.50 2023-01-12 07:00 17935.70 止盈 +6.66% 8993 20 179856 89928 +11969.51 101898
30 做多 2022-12-24 03:00 16838.50 2023-01-12 07:00 17935.70 止盈 +6.52% 10190 20 203795 101898 +13266.05 115164
31 做多 2022-12-24 13:00 16815.80 2023-01-12 07:00 17935.70 止盈 +6.66% 11516 20 230327 115164 +15324.01 130488
32 做多 2022-12-26 08:00 16822.10 2023-01-12 07:00 17935.70 止盈 +6.62% 13049 20 260975 130488 +17258.92 147747
33 做多 2022-12-27 07:00 16912.90 2023-01-12 07:00 17935.70 止盈 +6.05% 14775 20 295493 147747 +17851.94 165598
34 做多 2022-12-28 22:00 16729.50 2023-01-12 07:00 17935.70 止盈 +7.21% 16560 20 331197 165598 +23855.48 189454
35 做多 2022-12-29 19:00 16593.80 2023-01-11 02:00 17427.70 止盈 +5.03% 18945 20 378908 189454 +19022.48 208476
36 做多 2022-12-31 03:00 16520.80 2023-01-10 01:00 17348.90 止盈 +5.01% 20848 20 416953 208476 +20878.73 229355
37 做多 2022-12-31 19:00 16565.60 2023-01-11 02:00 17427.70 止盈 +5.20% 22936 20 458710 229355 +23848.14 253203
38 做多 2023-01-01 21:00 16539.90 2023-01-11 02:00 17427.70 止盈 +5.37% 25320 20 506407 253203 +27154.83 280358
39 做多 2023-01-03 15:00 16723.10 2023-01-12 07:00 17935.70 止盈 +7.25% 28036 20 560716 280358 +40617.14 320975
40 做多 2023-01-04 10:00 16729.00 2023-01-12 07:00 17935.70 止盈 +7.21% 32098 20 641950 320975 +46259.01 367234
41 做多 2023-01-06 02:00 16837.00 2023-01-12 07:00 17935.70 止盈 +6.53% 36723 20 734469 367234 +47879.88 415114
42 做多 2023-01-07 02:00 16841.50 2023-01-12 07:00 17935.70 止盈 +6.50% 41511 20 830228 415114 +53886.37 469001
43 做多 2023-01-08 04:00 16939.30 2023-01-12 07:00 17935.70 止盈 +5.88% 46900 20 938001 469001 +55119.73 524120
44 做多 2023-01-08 23:00 16991.00 2023-01-12 07:00 17935.70 止盈 +5.56% 52412 20 1048240 524120 +58223.91 582344
45 做多 2023-01-09 06:00 16956.80 2023-01-12 07:00 17935.70 止盈 +5.77% 58234 20 1164688 582344 +67169.12 649513
46 做多 2023-01-10 19:00 17244.40 2023-01-12 08:00 18264.00 止盈 +5.91% 64951 20 1299027 649513 +76730.01 726243
47 做多 2023-01-12 04:00 17542.50 2023-01-13 01:00 18840.00 止盈 +7.40% 72624 20 1452487 726243 +107323.17 833566
48 做多 2023-01-15 06:00 21004.40 2023-01-21 04:00 22287.20 止盈 +6.11% 83357 20 1667133 833566 +101714.85 935281
49 做多 2023-01-16 00:00 20884.70 2023-01-21 04:00 22287.20 止盈 +6.72% 93528 20 1870563 935281 +125490.94 1060772
50 做多 2023-01-17 02:00 21286.80 2023-01-21 06:00 22590.60 止盈 +6.12% 106077 20 2121544 1060772 +129813.01 1190585
51 做多 2023-01-17 19:00 21218.60 2023-01-21 04:00 22287.20 止盈 +5.04% 119059 20 2381171 1190585 +119799.34 1310385
52 做多 2023-01-18 12:00 21279.70 2023-01-21 06:00 22590.60 止盈 +6.16% 131038 20 2620769 1310385 +161286.62 1471671
53 做多 2023-01-18 22:00 21420.00 2023-01-19 04:00 20732.70 止损 -3.21% 147167 20 2943342 1471671 -94348.10 1377323
54 做多 2023-01-19 23:00 20870.70 2023-01-21 04:00 22287.20 止盈 +6.79% 137732 20 2754646 1377323 +186771.62 1564095
55 做多 2023-01-20 22:00 21148.00 2023-01-21 04:00 22287.20 止盈 +5.39% 156409 20 3128189 1564095 +168340.73 1732435
56 做多 2023-01-23 00:00 22814.40 2023-02-02 08:00 24194.40 止盈 +6.05% 173244 20 3464871 1732435 +209373.92 1941809
57 做多 2023-01-23 18:00 22909.00 2023-02-02 08:00 24194.40 止盈 +5.61% 194181 20 3883619 1941809 +217687.88 2159497
58 做多 2023-01-26 03:00 22743.40 2023-01-30 03:00 23896.60 止盈 +5.07% 215950 20 4318995 2159497 +218774.85 2378272
59 做多 2023-01-27 06:00 22998.00 2023-02-02 08:00 24194.40 止盈 +5.20% 237827 20 4756544 2378272 +247197.09 2625469
60 做多 2023-01-27 16:00 22959.80 2023-02-02 08:00 24194.40 止盈 +5.38% 262547 20 5250938 2625469 +282072.39 2907542
61 做多 2023-01-27 23:00 22928.80 2023-02-02 08:00 24194.40 止盈 +5.52% 290754 20 5815083 2907542 +320653.93 3228196
62 做多 2023-01-29 08:00 23105.10 2023-02-10 03:00 22027.30 止损 -4.66% 322820 20 6456391 3228196 -300874.68 2927321
63 做多 2023-01-31 19:00 22856.90 2023-02-02 08:00 24194.40 止盈 +5.85% 292732 20 5854642 2927321 +342249.07 3269570
64 做多 2023-02-02 03:00 23379.90 2023-02-09 11:00 22511.60 止损 -3.71% 326957 20 6539140 3269570 -242612.55 3026957
65 做多 2023-02-03 03:00 23804.90 2023-02-06 00:00 23073.00 止损 -3.07% 302696 20 6053915 3026957 -185946.14 2841011
66 做多 2023-02-04 00:00 23514.30 2023-02-06 13:00 22771.60 止损 -3.16% 284101 20 5682022 2841011 -179287.41 2661724
67 做多 2023-02-04 02:00 23418.80 2023-02-09 11:00 22511.60 止损 -3.87% 266172 20 5323448 2661724 -206014.07 2455710
68 做多 2023-02-04 21:00 23503.00 2023-02-06 13:00 22771.60 止损 -3.11% 245571 20 4911419 2455710 -152687.74 2303022
69 做多 2023-02-05 18:00 23395.00 2023-02-09 11:00 22511.60 止损 -3.78% 230302 20 4606044 2303022 -173751.24 2129271
70 做多 2023-02-06 23:00 23040.50 2023-02-10 03:00 22027.30 止损 -4.40% 212927 20 4258542 2129271 -187080.99 1942190
71 做多 2023-02-07 17:00 23001.60 2023-02-10 03:00 22027.30 止损 -4.24% 194219 20 3884380 1942190 -164369.71 1777820
72 做多 2023-02-11 15:00 21681.90 2023-02-15 23:00 22798.10 止盈 +5.15% 177782 20 3555640 1777820 +182863.90 1960684
73 做多 2023-02-12 05:00 21815.60 2023-02-16 02:00 22963.00 止盈 +5.26% 196068 20 3921368 1960684 +206039.63 2166724
74 做多 2023-02-14 08:00 21727.60 2023-02-16 02:00 22963.00 止盈 +5.69% 216672 20 4333447 2166724 +246147.16 2412871
75 做多 2023-02-15 18:00 22222.60 2023-02-16 04:00 24144.80 止盈 +8.65% 241287 20 4825741 2412871 +416997.30 2829868
76 做多 2023-02-17 23:00 24131.40 2023-02-24 23:00 23337.20 止损 -3.29% 282987 20 5659736 2829868 -186084.00 2643784
77 做多 2023-02-18 23:00 24670.00 2023-02-22 22:00 23927.70 止损 -3.01% 264378 20 5287568 2643784 -158939.47 2484845
78 做多 2023-02-19 22:00 24755.50 2023-02-22 14:00 23948.10 止损 -3.26% 248484 20 4969689 2484845 -161924.20 2322920
79 做多 2023-02-20 17:00 24884.70 2023-02-22 13:00 24104.40 止损 -3.14% 232292 20 4645841 2322920 -145532.17 2177388
80 做多 2023-02-23 08:00 24118.00 2023-02-24 23:00 23337.20 止损 -3.24% 217739 20 4354776 2177388 -140841.25 2036547
81 做多 2023-02-24 12:00 23928.50 2023-02-25 00:00 23179.80 止损 -3.13% 203655 20 4073094 2036547 -127315.79 1909231
82 做多 2023-02-26 08:00 23088.10 2023-03-03 09:00 22137.50 止损 -4.12% 190923 20 3818462 1909231 -157059.28 1752172
83 做多 2023-02-27 22:00 23790.10 2023-03-03 09:00 22137.50 止损 -6.95% 175217 20 3504344 1752172 -243188.86 1508983
84 做多 2023-02-28 09:00 23420.90 2023-03-03 09:00 22137.50 止损 -5.48% 150898 20 3017966 1508983 -165210.75 1343772
85 做多 2023-02-28 22:00 23410.90 2023-03-03 09:00 22137.50 止损 -5.44% 134377 20 2687545 1343772 -146038.68 1197734
86 做多 2023-03-01 12:00 23788.20 2023-03-03 09:00 22137.50 止损 -6.94% 119773 20 2395467 1197734 -166058.95 1031675
87 做多 2023-03-03 05:00 23400.00 2023-03-03 09:00 22137.50 止损 -5.40% 103167 20 2063349 1031675 -111212.54 920462
88 做多 2023-03-04 04:00 22295.00 2023-03-09 20:00 21603.70 止损 -3.10% 92046 20 1840924 920462 -57024.37 863438
89 做多 2023-03-04 12:00 22334.30 2023-03-09 17:00 21631.00 止损 -3.15% 86344 20 1726875 863438 -54324.38 809113
90 做多 2023-03-04 15:00 22346.60 2023-03-09 16:00 21674.00 止损 -3.01% 80911 20 1618227 809113 -48657.55 760456
91 做多 2023-03-05 09:00 22582.70 2023-03-09 06:00 21792.70 止损 -3.50% 76046 20 1520912 760456 -53152.13 707304
92 做多 2023-03-06 22:00 22439.20 2023-03-09 07:00 21695.40 止损 -3.31% 70730 20 1414607 707304 -46843.59 660460
93 做多 2023-03-07 10:00 22488.90 2023-03-09 06:00 21792.70 止损 -3.10% 66046 20 1320920 660460 -40851.49 619609
94 做多 2023-03-09 03:00 21993.70 2023-03-10 02:00 21001.30 止损 -4.51% 61961 20 1239217 619609 -55860.06 563749
95 做多 2023-03-11 01:00 19921.60 2023-03-13 02:00 21068.00 止盈 +5.75% 56375 20 1127497 563749 +64817.59 628566
96 做多 2023-03-11 03:00 20015.30 2023-03-13 02:00 21068.00 止盈 +5.26% 62857 20 1257132 628566 +66052.46 694619
97 做多 2023-03-12 04:00 20338.50 2023-03-13 06:00 21694.40 止盈 +6.67% 69462 20 1389237 694619 +92523.20 787142
98 做多 2023-03-13 01:00 20774.80 2023-03-13 07:00 21986.20 止盈 +5.83% 78714 20 1574284 787142 +91706.30 878848
99 做多 2023-03-16 16:00 24578.00 2023-03-17 14:00 26134.70 止盈 +6.33% 87885 20 1757696 878848 +111216.10 990064
100 做多 2023-03-19 21:00 27166.90 2023-03-22 22:00 28546.00 止盈 +5.08% 99006 20 1980128 990064 +100418.68 1090483
101 做多 2023-03-20 16:00 28303.20 2023-03-23 03:00 26654.10 止损 -5.83% 109048 20 2180966 1090483 -126947.98 963535
102 做多 2023-03-21 05:00 27983.00 2023-03-23 03:00 26654.10 止损 -4.75% 96353 20 1927070 963535 -91424.15 872111
103 做多 2023-03-21 19:00 28026.10 2023-03-23 03:00 26654.10 止损 -4.90% 87211 20 1744221 872111 -85301.87 786809
104 做多 2023-03-22 20:00 28207.10 2023-03-23 03:00 26654.10 止损 -5.51% 78681 20 1573618 786809 -86552.13 700257
105 做多 2023-03-23 17:00 27610.80 2023-03-28 18:00 26733.60 止损 -3.18% 70026 20 1400513 700257 -44450.07 655807
106 做多 2023-03-25 23:00 27631.40 2023-03-28 18:00 26733.60 止损 -3.25% 65581 20 1311613 655807 -42574.35 613232
107 做多 2023-03-26 09:00 27581.00 2023-03-28 18:00 26733.60 止损 -3.07% 61323 20 1226465 613232 -37644.28 575588
108 做多 2023-03-27 18:00 27900.30 2023-03-27 22:00 26933.00 止损 -3.47% 57559 20 1151176 575588 -39871.22 535717
109 做多 2023-03-29 02:00 27333.00 2023-03-30 10:00 28952.00 止盈 +5.92% 53572 20 1071434 535717 +63400.15 599117
110 做多 2023-03-31 22:00 28510.10 2023-04-04 04:00 27569.30 止损 -3.30% 59912 20 1198234 599117 -39500.78 559616
111 做多 2023-04-02 06:00 28504.30 2023-04-04 04:00 27569.30 止损 -3.28% 55962 20 1119232 559616 -36676.42 522940
112 做多 2023-04-02 13:00 28453.90 2023-04-04 04:00 27569.30 止损 -3.11% 52294 20 1045880 522940 -32482.71 490457
113 做多 2023-04-03 17:00 28318.30 2023-04-11 08:00 29920.60 止盈 +5.66% 49046 20 980914 490457 +55446.37 545903
114 做多 2023-04-04 15:00 28013.20 2023-04-11 06:00 29580.10 止盈 +5.59% 54590 20 1091807 545903 +61008.43 606912
115 做多 2023-04-07 02:00 27950.60 2023-04-11 06:00 29580.10 止盈 +5.83% 60691 20 1213824 606912 +70694.29 677606
116 做多 2023-04-08 08:00 27870.70 2023-04-11 02:00 29264.80 止盈 +5.00% 67761 20 1355212 677606 +67720.30 745326
117 做多 2023-04-09 10:00 28021.80 2023-04-11 06:00 29580.10 止盈 +5.56% 74533 20 1490653 745326 +82812.72 828139
118 做多 2023-04-10 03:00 28132.40 2023-04-11 06:00 29580.10 止盈 +5.15% 82814 20 1656278 828139 +85147.24 913286
119 做多 2023-04-10 23:00 28427.70 2023-04-11 08:00 29920.60 止盈 +5.25% 91329 20 1826573 913286 +95827.79 1009114
120 做多 2023-04-13 10:00 30105.40 2023-04-19 16:00 29148.00 止损 -3.18% 100911 20 2018228 1009114 -64118.72 944995
121 做多 2023-04-15 16:00 30371.20 2023-04-17 21:00 29391.10 止损 -3.23% 94500 20 1889991 944995 -60930.35 884065
122 做多 2023-04-16 16:00 30322.70 2023-04-17 21:00 29391.10 止损 -3.07% 88407 20 1768130 884065 -54267.69 829797
123 做多 2023-04-17 00:00 30334.90 2023-04-17 21:00 29391.10 止损 -3.11% 82980 20 1659595 829797 -51582.81 778215
124 做多 2023-04-18 14:00 29702.90 2023-04-20 07:00 28795.10 止损 -3.06% 77821 20 1556429 778215 -47521.07 730694
125 做多 2023-04-22 22:00 27463.80 2023-04-26 17:00 28849.50 止盈 +5.05% 73069 20 1461387 730694 +73661.30 804355
126 做多 2023-04-24 08:00 27793.70 2023-04-26 20:00 29955.00 止盈 +7.78% 80435 20 1608710 804355 +124971.75 929327
127 做多 2023-04-25 07:00 27497.50 2023-04-26 18:00 28982.80 止盈 +5.40% 92933 20 1858653 929327 +100296.28 1029623
128 做多 2023-04-26 01:00 27608.20 2023-04-26 20:00 29955.00 止盈 +8.50% 102962 20 2059246 1029623 +174868.53 1204491
129 做多 2023-04-27 19:00 28921.20 2023-05-02 03:00 27833.90 止损 -3.76% 120449 20 2408983 1204491 -90475.77 1114016
130 做多 2023-04-29 06:00 29327.30 2023-05-01 21:00 28445.40 止损 -3.01% 111402 20 2228031 1114016 -66932.04 1047084
131 做多 2023-04-30 15:00 29252.00 2023-05-01 23:00 28158.30 止损 -3.74% 104708 20 2094167 1047084 -78220.30 968863
132 做多 2023-05-02 19:00 28076.10 2023-05-06 00:00 29580.00 止盈 +5.36% 96886 20 1937727 968863 +103690.79 1072554
133 做多 2023-05-04 05:00 28915.00 2023-05-08 15:00 27957.80 止损 -3.31% 107255 20 2145108 1072554 -70940.49 1001614
134 做多 2023-05-05 10:00 29233.00 2023-05-08 09:00 28207.90 止损 -3.51% 100161 20 2003227 1001614 -70175.99 931438
135 做多 2023-05-07 15:00 28891.90 2023-05-08 15:00 27957.80 止损 -3.23% 93144 20 1862875 931438 -60168.13 871269
136 做多 2023-05-09 19:00 27663.90 2023-05-12 03:00 26831.40 止损 -3.01% 87127 20 1742539 871269 -52386.43 818883
137 做多 2023-05-10 04:00 27636.00 2023-05-12 10:00 26631.90 止损 -3.63% 81888 20 1637766 818883 -59445.52 759438
138 做多 2023-05-10 20:00 28160.10 2023-05-11 21:00 27197.00 止损 -3.42% 75944 20 1518875 759438 -51894.91 707543

⚙️ 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