📊 Solana SOL 均线5-20 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 19:55

📈 回测结果摘要

测试币种
Solana SOL
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
360天
交易次数
254次
盈利
119次
亏损
135次
胜率
46.9%
总收益
+1379.1%
最终资金
147913U
最大回撤
-63.3%
月化收益
+114.9%

📊 收益与风险

盈利因子
1.33
止盈次数
119
止损次数
135
盈亏比
0.88

📋 交易记录明细(共254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 2020-11-05 16:00 1.36 2020-11-05 20:00 1.32 止损 -3.25% 1000 20 20000 10000 -650.14 9350
2 做多 2020-11-06 01:00 1.41 2020-11-06 09:00 1.53 止盈 +8.19% 935 20 18700 9350 +1529.06 10879
3 做多 2020-11-08 19:00 2.17 2020-11-09 05:00 2.08 止损 -3.96% 1088 20 21758 10879 -860.78 10018
4 做多 2020-11-09 20:00 2.13 2020-11-09 21:00 2.04 止损 -3.96% 1002 20 20036 10018 -792.63 9226
5 做多 2020-11-10 11:00 2.14 2020-11-11 01:00 2.26 止盈 +5.35% 923 20 18451 9226 +985.35 10211
6 做多 2020-11-13 11:00 1.96 2020-11-13 22:00 2.06 止盈 +5.36% 1021 20 20422 10211 +1094.47 11305
7 做多 2020-11-15 06:00 1.93 2020-11-15 14:00 2.04 止盈 +5.74% 1131 20 22611 11305 +1297.20 12603
8 做多 2020-11-16 11:00 2.15 2020-11-16 16:00 2.31 止盈 +7.50% 1260 20 25205 12603 +1888.70 14491
9 做多 2020-11-17 09:00 2.29 2020-11-17 21:00 2.19 止损 -4.52% 1449 20 28982 14491 -1309.69 13182
10 做多 2020-11-19 05:00 2.10 2020-11-19 16:00 2.03 止损 -3.42% 1318 20 26363 13182 -900.82 12281
11 做多 2020-11-19 22:00 2.15 2020-11-20 05:00 2.07 止损 -3.45% 1228 20 24561 12281 -846.26 11434
12 做多 2020-11-20 15:00 2.17 2020-11-21 07:00 2.11 止损 -3.08% 1143 20 22869 11434 -703.65 10731
13 做多 2020-11-21 17:00 2.21 2020-11-21 22:00 2.36 止盈 +6.59% 1073 20 21462 10731 +1413.13 12144
14 做多 2020-11-23 02:00 2.24 2020-11-23 07:00 2.15 止损 -4.00% 1214 20 24288 12144 -969.59 11174
15 做多 2020-11-23 13:00 2.28 2020-11-23 23:00 2.20 止损 -3.45% 1117 20 22349 11174 -770.28 10404
16 做多 2020-11-24 08:00 2.32 2020-11-24 12:00 2.44 止盈 +5.45% 1040 20 20808 10404 +1133.32 11537
17 做多 2020-11-25 08:00 2.32 2020-11-25 10:00 2.24 止损 -3.54% 1154 20 23075 11537 -815.30 10722
18 做多 2020-11-25 17:00 2.28 2020-11-25 22:00 2.45 止盈 +7.35% 1072 20 21444 10722 +1573.59 12296
19 做多 2020-11-27 07:00 1.90 2020-11-27 16:00 1.84 止损 -3.15% 1230 20 24591 12296 -774.49 11521
20 做多 2020-11-28 09:00 1.86 2020-11-30 08:00 1.96 止盈 +5.50% 1152 20 23042 11521 +1265.17 12786
21 做多 2020-11-28 18:00 1.85 2020-11-30 08:00 1.96 止盈 +5.99% 1279 20 25573 12786 +1529.32 14316
22 做多 2020-11-29 17:00 1.94 2020-11-30 03:00 1.87 止损 -3.70% 1432 20 28631 14316 -1058.71 13257
23 做多 2020-11-30 08:00 1.96 2020-12-01 14:00 2.07 止盈 +5.51% 1326 20 26514 13257 +1459.60 14717
24 做多 2020-12-01 13:00 2.05 2020-12-01 20:00 1.96 止损 -4.54% 1472 20 29433 14717 -1334.97 13382
25 做多 2020-12-02 11:00 2.02 2020-12-03 01:00 2.15 止盈 +6.53% 1338 20 26763 13382 +1747.13 15129
26 做多 2020-12-05 18:00 1.92 2020-12-06 20:00 1.85 止损 -3.56% 1513 20 30257 15129 -1077.41 14051
27 做多 2020-12-07 14:00 1.86 2020-12-08 11:00 1.79 止损 -3.42% 1405 20 28103 14051 -959.32 13092
28 做多 2020-12-07 22:00 1.87 2020-12-08 10:00 1.81 止损 -3.04% 1309 20 26184 13092 -794.02 12298
29 做多 2020-12-09 23:00 1.65 2020-12-10 14:00 1.58 止损 -3.84% 1230 20 24596 12298 -944.59 11353
30 做多 2020-12-10 06:00 1.66 2020-12-10 13:00 1.60 止损 -3.62% 1135 20 22707 11353 -820.42 10533
31 做多 2020-12-11 03:00 1.61 2020-12-11 08:00 1.51 止损 -6.34% 1053 20 21066 10533 -1334.38 9199
32 做多 2020-12-12 08:00 1.51 2020-12-13 11:00 1.47 止损 -3.01% 920 20 18397 9199 -552.77 8646
33 做多 2020-12-13 05:00 1.50 2020-12-13 20:00 1.62 止盈 +7.43% 865 20 17292 8646 +1283.41 9929
34 做多 2020-12-13 16:00 1.52 2020-12-13 20:00 1.62 止盈 +6.09% 993 20 19858 9929 +1208.18 11137
35 做多 2020-12-14 14:00 1.59 2020-12-14 19:00 1.54 止损 -3.07% 1114 20 22275 11137 -684.22 10453
36 做多 2020-12-15 08:00 1.60 2020-12-15 11:00 1.73 止盈 +8.49% 1045 20 20906 10453 +1772.73 12226
37 做多 2020-12-16 07:00 1.75 2020-12-16 08:00 1.67 止损 -4.78% 1223 20 24452 12226 -1167.46 11058
38 做多 2020-12-17 00:00 1.74 2020-12-17 12:00 1.69 止损 -3.09% 1106 20 22117 11058 -682.49 10376
39 做多 2020-12-17 18:00 1.79 2020-12-17 20:00 1.73 止损 -3.15% 1038 20 20752 10376 -652.81 9723
40 做多 2020-12-18 18:00 1.70 2020-12-20 08:00 1.64 止损 -3.18% 972 20 19446 9723 -617.18 9106
41 做多 2020-12-19 05:00 1.68 2020-12-21 01:00 1.62 止损 -3.39% 911 20 18212 9106 -616.46 8490
42 做多 2020-12-20 19:00 1.67 2020-12-21 02:00 1.61 止损 -3.60% 849 20 16979 8490 -609.79 7880
43 做多 2020-12-22 12:00 1.56 2020-12-22 16:00 1.50 止损 -3.85% 788 20 15759 7880 -606.42 7273
44 做多 2020-12-22 23:00 1.55 2020-12-23 05:00 1.48 止损 -4.51% 727 20 14547 7273 -656.12 6617
45 做多 2020-12-24 16:00 1.29 2020-12-25 06:00 1.38 止盈 +7.51% 662 20 13234 6617 +992.77 7610
46 做多 2020-12-26 05:00 1.43 2020-12-26 15:00 1.38 止损 -3.74% 761 20 15220 7610 -569.40 7041
47 做多 2020-12-27 23:00 1.40 2020-12-28 02:00 1.34 止损 -4.15% 704 20 14081 7041 -583.94 6457
48 做多 2020-12-28 11:00 1.33 2020-12-29 00:00 1.42 止盈 +7.16% 646 20 12913 6457 +923.95 7381
49 做多 2020-12-28 17:00 1.38 2020-12-29 05:00 1.48 止盈 +7.79% 738 20 14761 7381 +1149.09 8530
50 做多 2021-01-01 03:00 1.54 2021-01-01 18:00 1.62 止盈 +5.31% 853 20 17059 8530 +905.75 9435
51 做多 2021-01-03 00:00 1.80 2021-01-03 01:00 1.91 止盈 +6.20% 944 20 18871 9435 +1167.92 10603
52 做多 2021-01-04 08:00 2.21 2021-01-04 12:00 2.33 止盈 +5.18% 1060 20 21207 10603 +1097.75 11701
53 做多 2021-01-05 00:00 2.18 2021-01-05 03:00 2.42 止盈 +11.36% 1170 20 23402 11701 +2656.14 14357
54 做多 2021-01-05 20:00 2.34 2021-01-05 21:00 2.20 止损 -6.13% 1436 20 28714 14357 -1758.04 12599
55 做多 2021-01-06 22:00 2.05 2021-01-07 00:00 1.95 止损 -4.60% 1260 20 25198 12599 -1157.81 11441
56 做多 2021-01-07 10:00 2.12 2021-01-07 15:00 2.04 止损 -3.57% 1144 20 22883 11441 -815.38 10626
57 做多 2021-01-08 17:00 2.73 2021-01-08 18:00 2.94 止盈 +7.94% 1063 20 21252 10626 +1685.56 12312
58 做多 2021-01-09 20:00 3.16 2021-01-10 00:00 2.99 止损 -5.54% 1231 20 24623 12312 -1362.39 10949
59 做多 2021-01-10 02:00 3.39 2021-01-10 03:00 3.66 止盈 +7.73% 1095 20 21898 10949 +1691.93 12641
60 做多 2021-01-12 07:00 3.10 2021-01-12 11:00 3.28 止盈 +5.71% 1264 20 25282 12641 +1442.64 14084
61 做多 2021-01-14 00:00 3.50 2021-01-14 11:00 3.38 止损 -3.48% 1408 20 28167 14084 -978.58 13105
62 做多 2021-01-14 22:00 3.49 2021-01-15 00:00 3.29 止损 -5.69% 1311 20 26210 13105 -1489.00 11616
63 做多 2021-01-15 11:00 3.33 2021-01-15 23:00 3.10 止损 -6.76% 1162 20 23232 11616 -1568.29 10048
64 做多 2021-01-15 18:00 3.38 2021-01-15 23:00 3.10 止损 -8.32% 1005 20 20096 10048 -1670.25 8378
65 做多 2021-01-16 09:00 3.37 2021-01-16 17:00 3.55 止盈 +5.42% 838 20 16755 8378 +907.24 9285
66 做多 2021-01-17 03:00 3.59 2021-01-17 05:00 3.41 止损 -4.95% 928 20 18570 9285 -917.39 8367
67 做多 2021-01-17 10:00 3.54 2021-01-17 11:00 3.72 止盈 +5.24% 837 20 16735 8367 +876.05 9243
68 做多 2021-01-17 21:00 3.55 2021-01-18 01:00 3.94 止盈 +10.76% 924 20 18487 9243 +1986.34 11230
69 做多 2021-01-19 13:00 3.88 2021-01-20 02:00 3.71 止损 -4.24% 1123 20 22460 11230 -950.51 10279
70 做多 2021-01-19 17:00 3.94 2021-01-19 22:00 3.80 止损 -3.45% 1028 20 20559 10279 -709.00 9570
71 做多 2021-01-21 02:00 3.60 2021-01-21 16:00 3.46 止损 -3.79% 957 20 19141 9570 -725.14 8845
72 做多 2021-01-22 18:00 3.20 2021-01-22 23:00 3.38 止盈 +5.84% 885 20 17690 8845 +1031.67 9877
73 做多 2021-01-26 00:00 3.77 2021-01-26 19:00 4.01 止盈 +6.17% 988 20 19754 9877 +1217.12 11094
74 做多 2021-01-27 02:00 3.95 2021-01-27 13:00 3.73 止损 -5.57% 1109 20 22188 11094 -1233.86 9860
75 做多 2021-01-28 07:00 3.67 2021-01-28 21:00 3.93 止盈 +6.96% 986 20 19720 9860 +1370.51 11231
76 做多 2021-01-28 12:00 3.77 2021-01-30 22:00 3.98 止盈 +5.56% 1123 20 22461 11231 +1246.80 12477
77 做多 2021-01-29 22:00 3.83 2021-01-30 23:00 4.04 止盈 +5.59% 1248 20 24955 12477 +1393.49 13871
78 做多 2021-02-01 19:00 4.38 2021-02-01 22:00 4.24 止损 -3.10% 1387 20 27742 13871 -858.70 13012
79 做多 2021-02-03 21:00 5.33 2021-02-03 23:00 5.62 止盈 +5.54% 1301 20 26024 13012 +1441.45 14454
80 做多 2021-02-05 04:00 6.10 2021-02-05 07:00 6.44 止盈 +5.50% 1445 20 28907 14454 +1589.23 16043
81 做多 2021-02-07 05:00 6.34 2021-02-07 07:00 6.13 止损 -3.35% 1604 20 32086 16043 -1073.02 14970
82 做多 2021-02-07 17:00 6.38 2021-02-07 20:00 6.73 止盈 +5.48% 1497 20 29940 14970 +1637.71 16608
83 做多 2021-02-10 07:00 7.83 2021-02-10 09:00 8.41 止盈 +7.35% 1661 20 33215 16608 +2440.31 19048
84 做多 2021-02-11 04:00 8.80 2021-02-11 13:00 9.31 止盈 +5.84% 1905 20 38096 19048 +2222.07 21270
85 做多 2021-02-12 11:00 9.42 2021-02-12 20:00 9.92 止盈 +5.29% 2127 20 42540 21270 +2249.64 23520
86 做多 2021-02-14 12:00 8.96 2021-02-14 18:00 8.62 止损 -3.78% 2352 20 47039 23520 -1774.10 21746
87 做多 2021-02-15 02:00 8.92 2021-02-15 09:00 8.41 止损 -5.66% 2175 20 43491 21746 -2458.59 19287
88 做多 2021-02-15 21:00 8.68 2021-02-16 02:00 9.24 止盈 +6.40% 1929 20 38574 19287 +2466.30 21753
89 做多 2021-02-17 20:00 8.16 2021-02-18 12:00 8.57 止盈 +5.01% 2175 20 43506 21753 +2178.29 23931
90 做多 2021-02-19 15:00 9.52 2021-02-19 20:00 10.83 止盈 +13.73% 2393 20 47863 23931 +6566.80 30498
91 做多 2021-02-21 19:00 10.74 2021-02-22 01:00 11.38 止盈 +6.02% 3050 20 60997 30498 +3667.11 34165
92 做多 2021-02-23 01:00 11.71 2021-02-23 02:00 12.32 止盈 +5.18% 3417 20 68331 34165 +3534.51 37700
93 做多 2021-02-23 21:00 15.70 2021-02-23 22:00 14.81 止损 -5.66% 3770 20 75400 37700 -4265.70 33434
94 做多 2021-02-26 23:00 14.46 2021-02-27 01:00 15.35 止盈 +6.13% 3343 20 66868 33434 +4093.39 37528
95 做多 2021-03-01 04:00 13.66 2021-03-01 07:00 13.11 止损 -4.05% 3753 20 75055 37528 -3034.34 34493
96 做多 2021-03-02 21:00 14.95 2021-03-03 00:00 14.26 止损 -4.56% 3449 20 68987 34493 -3144.06 31349
97 做多 2021-03-03 16:00 14.49 2021-03-03 22:00 14.02 止损 -3.24% 3135 20 62698 31349 -2028.64 29321
98 做多 2021-03-05 22:00 12.84 2021-03-06 00:00 12.45 止损 -3.00% 2932 20 58641 29321 -1757.78 27563
99 做多 2021-03-07 01:00 12.46 2021-03-07 04:00 13.17 止盈 +5.68% 2756 20 55126 27563 +3126.53 30689
100 做多 2021-03-09 01:00 13.73 2021-03-09 21:00 14.57 止盈 +6.09% 3069 20 61379 30689 +3731.20 34421
101 做多 2021-03-10 20:00 14.80 2021-03-11 07:00 14.23 止损 -3.84% 3442 20 68841 34421 -2643.60 31777
102 做多 2021-03-11 22:00 14.53 2021-03-12 01:00 15.85 止盈 +9.12% 3178 20 63554 31777 +5787.18 37564
103 做多 2021-03-13 19:00 14.68 2021-03-15 13:00 14.10 止损 -3.90% 3756 20 75128 37564 -2926.72 34637
104 做多 2021-03-15 04:00 14.85 2021-03-15 13:00 14.10 止损 -5.02% 3464 20 69275 34637 -3474.86 31163
105 做多 2021-03-16 05:00 14.30 2021-03-16 09:00 13.66 止损 -4.50% 3116 20 62325 31163 -2798.74 28364
106 做多 2021-03-17 02:00 13.75 2021-03-17 17:00 13.19 止损 -4.06% 2836 20 56728 28364 -2302.63 26061
107 做多 2021-03-18 01:00 13.97 2021-03-19 01:00 14.69 止盈 +5.22% 2606 20 52122 26061 +2717.67 28779
108 做多 2021-03-19 01:00 14.69 2021-03-19 07:00 14.22 止损 -3.24% 2878 20 57558 28779 -1863.39 26915
109 做多 2021-03-19 22:00 14.29 2021-03-21 17:00 13.79 止损 -3.55% 2692 20 53831 26915 -1910.40 25005
110 做多 2021-03-20 12:00 14.34 2021-03-21 12:00 13.90 止损 -3.05% 2501 20 50010 25005 -1521.46 23484
111 做多 2021-03-22 02:00 14.24 2021-03-22 11:00 15.14 止盈 +6.28% 2348 20 46967 23484 +2947.40 26431
112 做多 2021-03-24 15:00 14.67 2021-03-25 06:00 13.79 止损 -6.04% 2643 20 52862 26431 -3187.19 23244
113 做多 2021-03-26 09:00 13.30 2021-03-26 10:00 12.39 止损 -6.83% 2324 20 46488 23244 -3170.77 20073
114 做多 2021-03-26 13:00 13.46 2021-03-26 16:00 14.21 止盈 +5.53% 2007 20 40146 20073 +2216.55 22290
115 做多 2021-03-29 20:00 18.50 2021-03-30 08:00 19.57 止盈 +5.77% 2229 20 44579 22290 +2569.97 24860
116 做多 2021-03-31 21:00 19.59 2021-04-02 01:00 18.89 止损 -3.57% 2486 20 49719 24860 -1770.82 23089
117 做多 2021-04-02 17:00 19.20 2021-04-03 08:00 20.31 止盈 +5.77% 2309 20 46177 23089 +2661.24 25750
118 做多 2021-04-04 04:00 21.81 2021-04-04 05:00 23.33 止盈 +6.97% 2575 20 51500 25750 +3587.41 29337
119 做多 2021-04-05 21:00 23.70 2021-04-06 08:00 22.66 止损 -4.39% 2934 20 58675 29337 -2573.17 26764
120 做多 2021-04-07 01:00 24.14 2021-04-07 13:00 25.82 止盈 +6.97% 2676 20 53528 26764 +3724.86 30489
121 做多 2021-04-07 21:00 26.33 2021-04-08 16:00 27.82 止盈 +5.63% 3049 20 60978 30489 +3428.32 33917
122 做多 2021-04-09 09:00 27.15 2021-04-09 17:00 28.54 止盈 +5.12% 3392 20 67835 33917 +3471.67 37389
123 做多 2021-04-11 22:00 27.14 2021-04-12 03:00 28.60 止盈 +5.35% 3739 20 74778 37389 +3996.60 41386
124 做多 2021-04-13 07:00 28.59 2021-04-13 13:00 27.06 止损 -5.33% 4139 20 82771 41386 -4410.25 36975
125 做多 2021-04-14 01:00 28.07 2021-04-14 08:00 26.88 止损 -4.24% 3698 20 73951 36975 -3134.05 33841
126 做多 2021-04-15 08:00 26.46 2021-04-15 10:00 25.61 止损 -3.21% 3384 20 67683 33841 -2170.53 31671
127 做多 2021-04-15 15:00 26.79 2021-04-16 18:00 25.80 止损 -3.69% 3167 20 63342 31671 -2337.40 29333
128 做多 2021-04-17 13:00 25.76 2021-04-18 07:00 24.84 止损 -3.57% 2933 20 58667 29333 -2092.30 27241
129 做多 2021-04-18 16:00 27.59 2021-04-18 19:00 25.47 止损 -7.67% 2724 20 54482 27241 -4171.89 23069
130 做多 2021-04-21 03:00 31.78 2021-04-21 08:00 30.63 止损 -3.62% 2307 20 46138 23069 -1668.87 21400
131 做多 2021-04-21 22:00 34.78 2021-04-22 00:00 33.69 止损 -3.12% 2140 20 42801 21400 -1335.38 20065
132 做多 2021-04-24 04:00 36.74 2021-04-24 08:00 35.56 止损 -3.22% 2006 20 40130 20065 -1292.02 18773
133 做多 2021-04-25 00:00 38.82 2021-04-25 02:00 41.53 止盈 +6.99% 1877 20 37546 18773 +2622.29 21395
134 做多 2021-04-27 01:00 46.57 2021-04-27 04:00 44.13 止损 -5.25% 2140 20 42791 21395 -2243.89 19151
135 做多 2021-04-27 17:00 45.65 2021-04-27 20:00 44.23 止损 -3.11% 1915 20 38303 19151 -1189.83 17962
136 做多 2021-04-28 21:00 46.50 2021-04-29 04:00 44.68 止损 -3.92% 1796 20 35923 17962 -1407.94 16554
137 做多 2021-04-30 15:00 43.10 2021-05-01 22:00 46.95 止盈 +8.93% 1655 20 33107 16554 +2952.99 19507
138 做多 2021-05-01 18:00 44.06 2021-05-01 22:00 46.95 止盈 +6.56% 1951 20 39013 19507 +2557.54 22064
139 做多 2021-05-03 03:00 47.93 2021-05-04 04:00 45.73 止损 -4.60% 2206 20 44128 22064 -2026.23 20038
140 做多 2021-05-03 11:00 47.68 2021-05-04 04:00 45.73 止损 -4.09% 2004 20 40076 20038 -1638.29 18400
141 做多 2021-05-04 17:00 46.47 2021-05-04 22:00 44.71 止损 -3.80% 1840 20 36799 18400 -1395.28 17004
142 做多 2021-05-05 16:00 45.21 2021-05-06 14:00 43.36 止损 -4.09% 1700 20 34009 17004 -1390.38 15614
143 做多 2021-05-07 21:00 43.08 2021-05-08 00:00 45.32 止盈 +5.19% 1561 20 31228 15614 +1620.20 17234
144 做多 2021-05-08 18:00 44.38 2021-05-09 08:00 46.61 止盈 +5.03% 1723 20 34468 17234 +1730.59 18965
145 做多 2021-05-10 09:00 45.11 2021-05-10 22:00 43.23 止损 -4.18% 1896 20 37929 18965 -1582.94 17382
146 做多 2021-05-12 01:00 41.97 2021-05-12 05:00 44.47 止盈 +5.95% 1738 20 34764 17382 +2066.19 19448
147 做多 2021-05-13 05:00 48.85 2021-05-13 07:00 43.48 止损 -10.98% 1945 20 38896 19448 -4266.90 15181
148 做多 2021-05-14 11:00 40.81 2021-05-14 21:00 42.95 止盈 +5.25% 1518 20 30362 15181 +1593.56 16775
149 做多 2021-05-14 15:00 41.12 2021-05-14 22:00 43.76 止盈 +6.43% 1677 20 33549 16775 +2155.97 18931
150 做多 2021-05-16 05:00 42.47 2021-05-16 06:00 44.91 止盈 +5.73% 1893 20 37861 18931 +2165.76 21096
151 做多 2021-05-17 14:00 49.70 2021-05-18 01:00 46.85 止损 -5.75% 2110 20 42193 21096 -2422.03 18674
152 做多 2021-05-18 14:00 50.27 2021-05-18 17:00 53.08 止盈 +5.61% 1867 20 37349 18674 +2091.74 20766
153 做多 2021-05-20 16:00 41.54 2021-05-20 23:00 45.82 止盈 +10.30% 2077 20 41532 20766 +4272.61 25039
154 做多 2021-05-24 08:00 25.64 2021-05-24 14:00 27.57 止盈 +7.56% 2504 20 50077 25039 +3781.91 28821
155 做多 2021-05-26 02:00 28.92 2021-05-26 06:00 30.93 止盈 +6.96% 2882 20 57641 28821 +4007.87 32828
156 做多 2021-05-27 19:00 35.02 2021-05-27 20:00 33.79 止损 -3.52% 3283 20 65657 32828 -2309.10 30519
157 做多 2021-05-30 14:00 28.94 2021-05-30 22:00 27.72 止损 -4.24% 3052 20 61039 30519 -2585.07 27934
158 做多 2021-05-31 15:00 30.61 2021-05-31 23:00 32.63 止盈 +6.59% 2793 20 55869 27934 +3675.75 31610
159 做多 2021-06-02 14:00 31.26 2021-06-02 20:00 33.38 止盈 +6.80% 3161 20 63220 31610 +4293.71 35904
160 做多 2021-06-05 02:00 37.99 2021-06-05 09:00 40.45 止盈 +6.46% 3590 20 71808 35904 +4633.35 40537
161 做多 2021-06-06 13:00 40.28 2021-06-06 23:00 42.78 止盈 +6.21% 4054 20 81074 40537 +5028.89 45566
162 做多 2021-06-09 02:00 39.87 2021-06-09 04:00 41.91 止盈 +5.13% 4557 20 91132 45566 +4672.51 50239
163 做多 2021-06-10 17:00 42.62 2021-06-10 23:00 41.12 止损 -3.51% 5024 20 100477 50239 -3528.02 46710
164 做多 2021-06-12 19:00 36.62 2021-06-13 21:00 35.47 止损 -3.12% 4671 20 93421 46710 -2915.93 43795
165 做多 2021-06-14 02:00 38.37 2021-06-14 16:00 37.16 止损 -3.17% 4379 20 87589 43795 -2772.98 41022
166 做多 2021-06-14 23:00 39.87 2021-06-16 19:00 38.09 止损 -4.45% 4102 20 82043 41022 -3651.03 37371
167 做多 2021-06-17 03:00 39.50 2021-06-18 17:00 38.23 止损 -3.21% 3737 20 74741 37371 -2399.02 34972
168 做多 2021-06-21 04:00 35.76 2021-06-21 09:00 33.97 止损 -5.01% 3497 20 69943 34972 -3503.62 31468
169 做多 2021-06-23 02:00 27.25 2021-06-23 03:00 26.42 止损 -3.04% 3147 20 62936 31468 -1910.69 29557
170 做多 2021-06-24 17:00 29.89 2021-06-25 00:00 32.34 止盈 +8.19% 2956 20 59114 29557 +4835.00 34392
171 做多 2021-06-26 12:00 29.74 2021-06-26 15:00 27.27 止损 -8.30% 3439 20 68784 34392 -5704.55 28688
172 做多 2021-06-27 07:00 29.64 2021-06-28 06:00 31.32 止盈 +5.68% 2869 20 57375 28688 +3256.64 31944
173 做多 2021-06-28 07:00 31.85 2021-06-28 23:00 34.00 止盈 +6.74% 3194 20 63889 31944 +4300.00 36244
174 做多 2021-07-01 03:00 34.30 2021-07-01 15:00 32.40 止损 -5.55% 3624 20 72489 36244 -4019.95 32224
175 做多 2021-07-02 04:00 33.84 2021-07-02 11:00 32.16 止损 -4.96% 3222 20 64449 32224 -3192.48 29032
176 做多 2021-07-03 01:00 32.83 2021-07-03 15:00 34.77 止盈 +5.91% 2903 20 58064 29032 +3428.00 32460
177 做多 2021-07-04 15:00 35.33 2021-07-05 06:00 34.25 止损 -3.05% 3246 20 64920 32460 -1975.37 30485
178 做多 2021-07-06 12:00 34.04 2021-07-07 18:00 36.38 止盈 +6.88% 3048 20 60969 30485 +4192.72 34677
179 做多 2021-07-07 09:00 34.69 2021-07-07 19:00 36.94 止盈 +6.49% 3468 20 69354 34677 +4495.84 39173
180 做多 2021-07-09 22:00 34.12 2021-07-10 03:00 32.93 止损 -3.48% 3917 20 78346 39173 -2723.26 36450
181 做多 2021-07-11 19:00 32.19 2021-07-12 23:00 31.07 止损 -3.48% 3645 20 72900 36450 -2531.71 33918
182 做多 2021-07-14 21:00 30.42 2021-07-15 18:00 29.34 止损 -3.54% 3392 20 67836 33918 -2399.37 31519
183 做多 2021-07-16 12:00 29.13 2021-07-16 16:00 27.73 止损 -4.81% 3152 20 63037 31519 -3030.90 28488
184 做多 2021-07-18 01:00 26.59 2021-07-19 15:00 25.70 止损 -3.35% 2849 20 56976 28488 -1909.13 26579
185 做多 2021-07-21 01:00 23.42 2021-07-21 12:00 25.03 止盈 +6.87% 2658 20 53157 26579 +3650.63 30229
186 做多 2021-07-24 08:00 28.65 2021-07-25 20:00 27.78 止损 -3.02% 3023 20 60459 30229 -1825.71 28404
187 做多 2021-07-26 08:00 29.30 2021-07-26 09:00 30.81 止盈 +5.15% 2840 20 56807 28404 +2924.68 31328
188 做多 2021-07-27 20:00 28.83 2021-07-27 23:00 27.70 止损 -3.92% 3133 20 62657 31328 -2455.64 28873
189 做多 2021-07-28 09:00 28.36 2021-07-28 14:00 27.45 止损 -3.20% 2887 20 57745 28873 -1845.20 27027
190 做多 2021-07-28 16:00 27.92 2021-07-29 23:00 29.57 止盈 +5.93% 2703 20 54055 27027 +3200.98 30228
191 做多 2021-07-29 15:00 28.15 2021-07-29 23:00 29.57 止盈 +5.05% 3023 20 60457 30228 +3048.35 33277
192 做多 2021-07-31 05:00 32.27 2021-07-31 18:00 34.13 止盈 +5.76% 3328 20 66554 33277 +3828.22 37105
193 做多 2021-08-02 15:00 35.42 2021-08-02 20:00 33.97 止损 -4.10% 3711 20 74210 37105 -3041.29 34064
194 做多 2021-08-03 18:00 33.81 2021-08-03 20:00 35.52 止盈 +5.06% 3406 20 68127 34064 +3442.42 37506
195 做多 2021-08-04 21:00 35.08 2021-08-05 11:00 37.27 止盈 +6.22% 3751 20 75012 37506 +4663.02 42169
196 做多 2021-08-06 18:00 37.13 2021-08-06 23:00 39.69 止盈 +6.88% 4217 20 84338 42169 +5799.67 47969
197 做多 2021-08-07 18:00 40.21 2021-08-07 20:00 38.79 止损 -3.52% 4797 20 95938 47969 -3370.48 44598
198 做多 2021-08-08 15:00 38.80 2021-08-08 22:00 37.38 止损 -3.67% 4460 20 89197 44598 -3267.87 41330
199 做多 2021-08-09 16:00 38.55 2021-08-10 19:00 40.84 止盈 +5.96% 4133 20 82661 41330 +4921.06 46252
200 做多 2021-08-10 10:00 40.42 2021-08-11 14:00 42.54 止盈 +5.23% 4625 20 92503 46252 +4834.84 51086
201 做多 2021-08-11 04:00 40.85 2021-08-11 21:00 43.11 止盈 +5.54% 5109 20 102173 51086 +5657.26 56744
202 做多 2021-08-12 12:00 42.48 2021-08-12 13:00 40.74 止损 -4.09% 5674 20 113487 56744 -4635.62 52108
203 做多 2021-08-13 09:00 42.26 2021-08-14 07:00 44.90 止盈 +6.24% 5211 20 104216 52108 +6501.29 58609
204 做多 2021-08-15 08:00 44.71 2021-08-15 20:00 47.01 止盈 +5.13% 5861 20 117219 58609 +6002.65 64612
205 做多 2021-08-17 09:00 70.19 2021-08-17 10:00 73.81 止盈 +5.17% 6461 20 129224 64612 +6671.22 71283
206 做多 2021-08-18 14:00 69.13 2021-08-18 19:00 74.95 止盈 +8.42% 7128 20 142566 71283 +11995.36 83279
207 做多 2021-08-20 02:00 73.56 2021-08-20 15:00 71.33 止损 -3.03% 8328 20 166557 83279 -5048.86 78230
208 做多 2021-08-21 00:00 76.43 2021-08-22 03:00 73.29 止损 -4.11% 7823 20 156459 78230 -6423.16 71807
209 做多 2021-08-22 15:00 75.59 2021-08-23 02:00 72.87 止损 -3.60% 7181 20 143613 71807 -5164.58 66642
210 做多 2021-08-23 13:00 73.74 2021-08-24 11:00 78.33 止盈 +6.23% 6664 20 133284 66642 +8289.53 74931
211 做多 2021-08-24 06:00 75.16 2021-08-24 17:00 79.02 止盈 +5.14% 7493 20 149863 74931 +7697.21 82629
212 做多 2021-08-26 01:00 70.92 2021-08-26 13:00 68.34 止损 -3.64% 8263 20 165257 82629 -6010.12 76619
213 做多 2021-08-26 23:00 74.78 2021-08-27 08:00 80.26 止盈 +7.33% 7662 20 153237 76619 +11219.98 87839
214 做多 2021-08-30 05:00 93.70 2021-08-30 09:00 98.71 止盈 +5.34% 8784 20 175677 87839 +9374.04 97213
215 做多 2021-09-01 18:00 113.42 2021-09-02 23:00 121.95 止盈 +7.52% 9721 20 194425 97213 +14614.66 111827
216 做多 2021-09-02 15:00 114.65 2021-09-02 23:00 121.95 止盈 +6.37% 11183 20 223655 111827 +14236.42 126064
217 做多 2021-09-05 11:00 140.86 2021-09-05 23:00 136.50 止损 -3.10% 12606 20 252127 126064 -7803.21 118260
218 做多 2021-09-06 06:00 143.21 2021-09-06 23:00 151.46 止盈 +5.77% 11826 20 236521 118260 +13623.73 131884
219 做多 2021-09-08 11:00 173.24 2021-09-08 13:00 161.69 止损 -6.66% 13188 20 263768 131884 -17560.69 114324
220 做多 2021-09-09 02:00 182.98 2021-09-09 03:00 194.75 止盈 +6.43% 11432 20 228647 114324 +14693.70 129017
221 做多 2021-09-11 10:00 185.77 2021-09-11 14:00 179.92 止损 -3.15% 12902 20 258034 129017 -8114.92 120902
222 做多 2021-09-12 21:00 179.07 2021-09-13 04:00 171.94 止损 -3.98% 12090 20 241805 120902 -9619.67 111283
223 做多 2021-09-14 03:00 164.16 2021-09-14 21:00 156.88 止损 -4.44% 11128 20 222565 111283 -9865.40 101417
224 做多 2021-09-15 13:00 161.47 2021-09-15 20:00 155.45 止损 -3.73% 10142 20 202834 101417 -7559.39 93858
225 做多 2021-09-16 16:00 159.75 2021-09-16 22:00 154.55 止损 -3.26% 9386 20 187716 93858 -6109.99 87748
226 做多 2021-09-18 06:00 144.79 2021-09-18 14:00 155.48 止盈 +7.38% 8775 20 175496 87748 +12934.03 100682
227 做多 2021-09-21 16:00 143.55 2021-09-21 22:00 136.83 止损 -4.68% 10068 20 201364 100682 -9419.87 91262
228 做多 2021-09-22 16:00 132.34 2021-09-22 23:00 141.61 止盈 +7.01% 9126 20 182524 91262 +12781.20 104043
229 做多 2021-09-24 01:00 150.90 2021-09-24 10:00 145.96 止损 -3.28% 10404 20 208086 104043 -6809.25 97234
230 做多 2021-09-25 05:00 141.51 2021-09-26 02:00 136.64 止损 -3.44% 9723 20 194468 97234 -6688.43 90546
231 做多 2021-09-26 20:00 137.39 2021-09-27 18:00 146.89 止盈 +6.91% 9055 20 181091 90546 +12503.97 103049
232 做多 2021-09-29 08:00 136.32 2021-09-30 03:00 132.04 止损 -3.14% 10305 20 206099 103049 -6459.92 96590
233 做多 2021-09-30 10:00 138.41 2021-10-01 18:00 147.79 止盈 +6.78% 9659 20 193179 96590 +13081.57 109671
234 做多 2021-10-02 21:00 167.42 2021-10-03 21:00 176.95 止盈 +5.69% 10967 20 219342 109671 +12466.23 122137
235 做多 2021-10-03 20:00 173.70 2021-10-04 11:00 167.27 止损 -3.70% 12214 20 244275 122137 -9040.45 113097
236 做多 2021-10-05 01:00 171.83 2021-10-05 06:00 166.24 止损 -3.26% 11310 20 226194 113097 -7357.62 105739
237 做多 2021-10-05 19:00 168.45 2021-10-05 23:00 162.50 止损 -3.53% 10574 20 211479 105739 -7462.39 98277
238 做多 2021-10-07 00:00 161.09 2021-10-07 04:00 154.98 止损 -3.79% 9828 20 196554 98277 -7442.96 90834
239 做多 2021-10-07 16:00 158.78 2021-10-08 22:00 166.96 止盈 +5.16% 9083 20 181668 90834 +9359.15 100193
240 做多 2021-10-08 16:00 161.12 2021-10-10 08:00 154.14 止损 -4.33% 10019 20 200386 100193 -8667.64 91525
241 做多 2021-10-11 17:00 151.88 2021-10-12 00:00 146.35 止损 -3.64% 9153 20 183051 91525 -6656.94 84869
242 做多 2021-10-13 01:00 146.67 2021-10-14 22:00 154.32 止盈 +5.22% 8487 20 169737 84869 +8851.27 93720
243 做多 2021-10-14 07:00 148.08 2021-10-15 14:00 161.97 止盈 +9.38% 9372 20 187440 93720 +17558.05 111278
244 做多 2021-10-15 13:00 154.94 2021-10-16 07:00 163.24 止盈 +5.36% 11128 20 222556 111278 +11905.96 123184
245 做多 2021-10-16 18:00 162.76 2021-10-17 05:00 157.16 止损 -3.44% 12318 20 246368 123184 -8459.20 114725
246 做多 2021-10-17 11:00 163.11 2021-10-18 04:00 155.25 止损 -4.82% 11472 20 229449 114725 -11047.06 103678
247 做多 2021-10-19 11:00 158.62 2021-10-20 23:00 168.99 止盈 +6.53% 10368 20 207355 103678 +13535.61 117213
248 做多 2021-10-20 10:00 156.41 2021-10-20 23:00 168.99 止盈 +8.04% 11721 20 234426 117213 +18835.97 136049
249 做多 2021-10-22 07:00 190.65 2021-10-22 08:00 200.27 止盈 +5.05% 13605 20 272098 136049 +13714.85 149764
250 做多 2021-10-23 14:00 201.31 2021-10-24 03:00 193.96 止损 -3.65% 14976 20 299528 149764 -10919.36 138845
251 做多 2021-10-25 06:00 202.10 2021-10-25 16:00 212.24 止盈 +5.02% 13884 20 277689 138845 +13924.11 152769
252 做多 2021-10-28 14:00 187.71 2021-10-28 16:00 197.66 止盈 +5.30% 15277 20 305537 152769 +16172.93 168942
253 做多 2021-10-28 16:00 197.66 2021-10-31 06:00 191.35 止损 -3.19% 16894 20 337883 168942 -10768.96 158173
254 做多 2021-10-30 00:00 202.28 2021-10-30 20:00 195.71 止损 -3.25% 15817 20 316345 158173 -10259.85 147913

⚙️ 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