📊 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

📈 回测结果摘要

📊 收益与风险

📋 交易记录明细（共254笔）

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	2020-11-24	2.24	2020-11-24	2.37	止盈	+6.08%	1000	20	20000	10000	+1215.08	11215
2	做多	2020-11-24	2.23	2020-11-24	2.37	止盈	+6.29%	1122	20	22430	11215	+1408.51	12624
3	做多	2020-11-24	2.29	2020-11-24	2.45	止盈	+6.99%	1262	20	25247	12624	+1762.28	14386
4	做多	2020-11-25	2.32	2020-11-25	2.24	止损	-3.54%	1439	20	28772	14386	-1016.58	13369
5	做多	2020-11-25	2.28	2020-11-25	2.45	止盈	+7.35%	1337	20	26739	13369	+1962.09	15331
6	做多	2020-11-27	1.90	2020-11-27	1.84	止损	-3.15%	1533	20	30663	15331	-965.70	14366
7	做多	2020-11-28	1.86	2020-11-30	1.96	止盈	+5.50%	1437	20	28731	14366	+1577.53	15943
8	做多	2020-11-28	1.85	2020-11-30	1.96	止盈	+5.99%	1594	20	31886	15943	+1906.90	17850
9	做多	2020-11-29	1.94	2020-11-30	1.87	止损	-3.70%	1785	20	35700	17850	-1320.09	16530
10	做多	2020-11-30	1.96	2020-12-01	2.07	止盈	+5.51%	1653	20	33060	16530	+1819.96	18350
11	做多	2020-12-01	2.05	2020-12-01	1.96	止损	-4.54%	1835	20	36700	18350	-1664.56	16685
12	做多	2020-12-02	2.02	2020-12-03	2.15	止盈	+6.53%	1669	20	33371	16685	+2178.49	18864
13	做多	2020-12-05	1.92	2020-12-06	1.85	止损	-3.56%	1886	20	37728	18864	-1343.41	17520
14	做多	2020-12-07	1.86	2020-12-08	1.79	止损	-3.42%	1752	20	35041	17520	-1196.17	16324
15	做多	2020-12-07	1.87	2020-12-08	1.81	止损	-3.04%	1632	20	32649	16324	-990.05	15334
16	做多	2020-12-09	1.65	2020-12-10	1.58	止损	-3.84%	1533	20	30669	15334	-1177.81	14156
17	做多	2020-12-10	1.66	2020-12-10	1.60	止损	-3.62%	1416	20	28313	14156	-1022.97	13133
18	做多	2020-12-11	1.61	2020-12-11	1.51	止损	-6.34%	1313	20	26267	13133	-1663.83	11470
19	做多	2020-12-12	1.51	2020-12-13	1.47	止损	-3.01%	1147	20	22939	11470	-689.25	10780
20	做多	2020-12-13	1.50	2020-12-13	1.62	止盈	+7.43%	1078	20	21561	10780	+1600.27	12381
21	做多	2020-12-13	1.52	2020-12-13	1.62	止盈	+6.09%	1238	20	24761	12381	+1506.47	13887
22	做多	2020-12-14	1.59	2020-12-14	1.54	止损	-3.07%	1389	20	27774	13887	-853.15	13034
23	做多	2020-12-15	1.60	2020-12-15	1.73	止盈	+8.49%	1303	20	26068	13034	+2210.40	15244
24	做多	2020-12-16	1.75	2020-12-16	1.67	止损	-4.78%	1524	20	30489	15244	-1455.69	13789
25	做多	2020-12-17	1.74	2020-12-17	1.69	止损	-3.09%	1379	20	27577	13789	-851.00	12938
26	做多	2020-12-17	1.79	2020-12-17	1.73	止损	-3.15%	1294	20	25875	12938	-813.99	12124
27	做多	2020-12-18	1.70	2020-12-20	1.64	止损	-3.18%	1212	20	24247	12124	-769.56	11354
28	做多	2020-12-19	1.68	2020-12-21	1.62	止损	-3.39%	1135	20	22708	11354	-768.66	10586
29	做多	2020-12-20	1.67	2020-12-21	1.61	止损	-3.60%	1059	20	21171	10586	-760.34	9825
30	做多	2020-12-22	1.56	2020-12-22	1.50	止损	-3.85%	983	20	19650	9825	-756.14	9069
31	做多	2020-12-22	1.55	2020-12-23	1.48	止损	-4.51%	907	20	18138	9069	-818.11	8251
32	做多	2020-12-24	1.29	2020-12-25	1.38	止盈	+7.51%	825	20	16502	8251	+1237.87	9489
33	做多	2020-12-26	1.43	2020-12-26	1.38	止损	-3.74%	949	20	18978	9489	-709.99	8779
34	做多	2020-12-27	1.40	2020-12-28	1.34	止损	-4.15%	878	20	17558	8779	-728.12	8051
35	做多	2020-12-28	1.33	2020-12-29	1.42	止盈	+7.16%	805	20	16101	8051	+1152.07	9203
36	做多	2020-12-28	1.38	2020-12-29	1.48	止盈	+7.79%	920	20	18406	9203	+1432.80	10636
37	做多	2021-01-01	1.54	2021-01-01	1.62	止盈	+5.31%	1064	20	21271	10636	+1129.37	11765
38	做多	2021-01-03	1.80	2021-01-03	1.91	止盈	+6.20%	1176	20	23530	11765	+1456.27	13221
39	做多	2021-01-04	2.21	2021-01-04	2.33	止盈	+5.18%	1322	20	26442	13221	+1368.77	14590
40	做多	2021-01-05	2.18	2021-01-05	2.42	止盈	+11.36%	1459	20	29180	14590	+3311.91	17902
41	做多	2021-01-05	2.34	2021-01-05	2.20	止损	-6.13%	1790	20	35804	17902	-2192.09	15710
42	做多	2021-01-06	2.05	2021-01-07	1.95	止损	-4.60%	1571	20	31420	15710	-1443.66	14266
43	做多	2021-01-07	2.12	2021-01-07	2.04	止损	-3.57%	1427	20	28532	14266	-1016.69	13249
44	做多	2021-01-08	2.73	2021-01-08	2.94	止盈	+7.94%	1325	20	26499	13249	+2101.71	15351
45	做多	2021-01-09	3.16	2021-01-10	2.99	止损	-5.54%	1535	20	30702	15351	-1698.75	13652
46	做多	2021-01-10	3.39	2021-01-10	3.66	止盈	+7.73%	1365	20	27305	13652	+2109.65	15762
47	做多	2021-01-12	3.10	2021-01-12	3.28	止盈	+5.71%	1576	20	31524	15762	+1798.82	17561
48	做多	2021-01-14	3.50	2021-01-14	3.38	止损	-3.48%	1756	20	35122	17561	-1220.19	16341
49	做多	2021-01-14	3.49	2021-01-15	3.29	止损	-5.69%	1634	20	32681	16341	-1856.62	14484
50	做多	2021-01-15	3.33	2021-01-15	3.10	止损	-6.76%	1448	20	28968	14484	-1955.49	12529
51	做多	2021-01-15	3.38	2021-01-15	3.10	止损	-8.32%	1253	20	25057	12529	-2082.61	10446
52	做多	2021-01-16	3.37	2021-01-16	3.55	止盈	+5.42%	1045	20	20892	10446	+1131.22	11577
53	做多	2021-01-17	3.59	2021-01-17	3.41	止损	-4.95%	1158	20	23154	11577	-1143.88	10433
54	做多	2021-01-17	3.54	2021-01-17	3.72	止盈	+5.24%	1043	20	20867	10433	+1092.33	11526
55	做多	2021-01-17	3.55	2021-01-18	3.94	止盈	+10.76%	1153	20	23051	11526	+2476.75	14002
56	做多	2021-01-19	3.88	2021-01-20	3.71	止损	-4.24%	1400	20	28005	14002	-1185.19	12817
57	做多	2021-01-19	3.94	2021-01-19	3.80	止损	-3.45%	1282	20	25634	12817	-884.05	11933
58	做多	2021-01-21	3.60	2021-01-21	3.46	止损	-3.79%	1193	20	23866	11933	-904.17	11029
59	做多	2021-01-22	3.20	2021-01-22	3.38	止盈	+5.84%	1103	20	22058	11029	+1286.38	12315
60	做多	2021-01-26	3.77	2021-01-26	4.01	止盈	+6.17%	1232	20	24631	12315	+1517.62	13833
61	做多	2021-01-27	3.95	2021-01-27	3.73	止损	-5.57%	1383	20	27666	13833	-1538.49	12294
62	做多	2021-01-28	3.67	2021-01-28	3.93	止盈	+6.96%	1229	20	24589	12294	+1708.88	14003
63	做多	2021-01-28	3.77	2021-01-30	3.98	止盈	+5.56%	1400	20	28007	14003	+1554.62	15558
64	做多	2021-01-29	3.83	2021-01-30	4.04	止盈	+5.59%	1556	20	31116	15558	+1737.54	17296
65	做多	2021-02-01	4.38	2021-02-01	4.24	止损	-3.10%	1730	20	34591	17296	-1070.71	16225
66	做多	2021-02-03	5.33	2021-02-03	5.62	止盈	+5.54%	1622	20	32450	16225	+1797.34	18022
67	做多	2021-02-05	6.10	2021-02-05	6.44	止盈	+5.50%	1802	20	36044	18022	+1981.60	20004
68	做多	2021-02-07	6.34	2021-02-07	6.13	止损	-3.35%	2000	20	40007	20004	-1337.94	18666
69	做多	2021-02-07	6.38	2021-02-07	6.73	止盈	+5.48%	1867	20	37332	18666	+2042.05	20708
70	做多	2021-02-10	7.83	2021-02-10	8.41	止盈	+7.35%	2071	20	41416	20708	+3042.79	23751
71	做多	2021-02-11	8.80	2021-02-11	9.31	止盈	+5.84%	2375	20	47501	23751	+2770.68	26521
72	做多	2021-02-12	9.42	2021-02-12	9.92	止盈	+5.29%	2652	20	53043	26521	+2805.05	29326
73	做多	2021-02-14	8.96	2021-02-14	8.62	止损	-3.78%	2933	20	58653	29326	-2212.11	27114
74	做多	2021-02-15	8.92	2021-02-15	8.41	止损	-5.66%	2711	20	54229	27114	-3065.60	24049
75	做多	2021-02-15	8.68	2021-02-16	9.24	止盈	+6.40%	2405	20	48097	24049	+3075.21	27124
76	做多	2021-02-17	8.16	2021-02-18	8.57	止盈	+5.01%	2712	20	54248	27124	+2716.09	29840
77	做多	2021-02-19	9.52	2021-02-19	10.83	止盈	+13.73%	2984	20	59680	29840	+8188.08	38028
78	做多	2021-02-21	10.74	2021-02-22	11.38	止盈	+6.02%	3803	20	76056	38028	+4572.49	42601
79	做多	2021-02-23	11.71	2021-02-23	12.32	止盈	+5.18%	4260	20	85201	42601	+4407.14	47008
80	做多	2021-02-23	15.70	2021-02-23	14.81	止损	-5.66%	4701	20	94015	47008	-5318.86	41689
81	做多	2021-02-26	14.46	2021-02-27	15.35	止盈	+6.13%	4169	20	83378	41689	+5104.01	46793
82	做多	2021-03-01	13.66	2021-03-01	13.11	止损	-4.05%	4679	20	93586	46793	-3783.49	43009
83	做多	2021-03-02	14.95	2021-03-03	14.26	止损	-4.56%	4301	20	86019	43009	-3920.30	39089
84	做多	2021-03-03	14.49	2021-03-03	14.02	止损	-3.24%	3909	20	78178	39089	-2529.49	36560
85	做多	2021-03-05	12.84	2021-03-06	12.45	止损	-3.00%	3656	20	73119	36560	-2191.76	34368
86	做多	2021-03-07	12.46	2021-03-07	13.17	止盈	+5.68%	3437	20	68736	34368	+3898.45	38266
87	做多	2021-03-09	13.73	2021-03-09	14.57	止盈	+6.09%	3827	20	76532	38266	+4652.40	42919
88	做多	2021-03-10	14.80	2021-03-11	14.23	止损	-3.84%	4292	20	85837	42919	-3296.28	39622
89	做多	2021-03-11	14.53	2021-03-12	15.85	止盈	+9.12%	3962	20	79245	39622	+7215.99	46838
90	做多	2021-03-13	14.68	2021-03-15	14.10	止损	-3.90%	4684	20	93677	46838	-3649.30	43189
91	做多	2021-03-15	14.85	2021-03-15	14.10	止损	-5.02%	4319	20	86378	43189	-4332.77	38856
92	做多	2021-03-16	14.30	2021-03-16	13.66	止损	-4.50%	3886	20	77713	38856	-3489.72	35367
93	做多	2021-03-17	13.75	2021-03-17	13.19	止损	-4.06%	3537	20	70733	35367	-2871.13	32495
94	做多	2021-03-18	13.97	2021-03-19	14.69	止盈	+5.22%	3250	20	64991	32495	+3388.64	35884
95	做多	2021-03-19	14.69	2021-03-19	14.22	止损	-3.24%	3588	20	71768	35884	-2323.44	33561
96	做多	2021-03-19	14.29	2021-03-21	13.79	止损	-3.55%	3356	20	67121	33561	-2382.06	31179
97	做多	2021-03-20	14.34	2021-03-21	13.90	止损	-3.05%	3118	20	62357	31179	-1897.09	29281
98	做多	2021-03-22	14.24	2021-03-22	15.14	止盈	+6.28%	2928	20	58563	29281	+3675.09	32957
99	做多	2021-03-24	14.67	2021-03-25	13.79	止损	-6.04%	3296	20	65913	32957	-3974.08	28982
100	做多	2021-03-26	13.30	2021-03-26	12.39	止损	-6.83%	2898	20	57965	28982	-3953.61	25029
101	做多	2021-03-26	13.46	2021-03-26	14.21	止盈	+5.53%	2503	20	50058	25029	+2763.80	27793
102	做多	2021-03-29	18.50	2021-03-30	19.57	止盈	+5.77%	2779	20	55585	27793	+3204.48	30997
103	做多	2021-03-31	19.59	2021-04-02	18.89	止损	-3.57%	3100	20	61994	30997	-2208.02	28789
104	做多	2021-04-02	19.20	2021-04-03	20.31	止盈	+5.77%	2879	20	57578	28789	+3318.28	32107
105	做多	2021-04-04	21.81	2021-04-04	23.33	止盈	+6.97%	3211	20	64215	32107	+4473.11	36581
106	做多	2021-04-05	23.70	2021-04-06	22.66	止损	-4.39%	3658	20	73161	36581	-3208.46	33372
107	做多	2021-04-07	24.14	2021-04-07	25.82	止盈	+6.97%	3337	20	66744	33372	+4644.50	38017
108	做多	2021-04-07	26.33	2021-04-08	27.82	止盈	+5.63%	3802	20	76033	38017	+4274.74	42291
109	做多	2021-04-09	27.15	2021-04-09	28.54	止盈	+5.12%	4229	20	84583	42291	+4328.79	46620
110	做多	2021-04-11	27.14	2021-04-12	28.60	止盈	+5.35%	4662	20	93240	46620	+4983.33	51603
111	做多	2021-04-13	28.59	2021-04-13	27.06	止损	-5.33%	5160	20	103207	51603	-5499.10	46104
112	做多	2021-04-14	28.07	2021-04-14	26.88	止损	-4.24%	4610	20	92209	46104	-3907.82	42196
113	做多	2021-04-15	26.46	2021-04-15	25.61	止损	-3.21%	4220	20	84393	42196	-2706.42	39490
114	做多	2021-04-15	26.79	2021-04-16	25.80	止损	-3.69%	3949	20	78980	39490	-2914.49	36576
115	做多	2021-04-17	25.76	2021-04-18	24.84	止损	-3.57%	3658	20	73151	36576	-2608.88	33967
116	做多	2021-04-18	27.59	2021-04-18	25.47	止损	-7.67%	3397	20	67933	33967	-5201.90	28765
117	做多	2021-04-21	31.78	2021-04-21	30.63	止损	-3.62%	2876	20	57530	28765	-2080.90	26684
118	做多	2021-04-21	34.78	2021-04-22	33.69	止损	-3.12%	2668	20	53368	26684	-1665.07	25019
119	做多	2021-04-24	36.74	2021-04-24	35.56	止损	-3.22%	2502	20	50038	25019	-1611.00	23408
120	做多	2021-04-25	38.82	2021-04-25	41.53	止盈	+6.99%	2341	20	46816	23408	+3269.71	26678
121	做多	2021-04-27	46.57	2021-04-27	44.13	止损	-5.25%	2668	20	53355	26678	-2797.89	23880
122	做多	2021-04-27	45.65	2021-04-27	44.23	止损	-3.11%	2388	20	47759	23880	-1483.59	22396
123	做多	2021-04-28	46.50	2021-04-29	44.68	止损	-3.92%	2240	20	44792	22396	-1755.55	20641
124	做多	2021-04-30	43.10	2021-05-01	46.95	止盈	+8.93%	2064	20	41281	20641	+3682.06	24323
125	做多	2021-05-01	44.06	2021-05-01	46.95	止盈	+6.56%	2432	20	48645	24323	+3188.97	27512
126	做多	2021-05-03	47.93	2021-05-04	45.73	止损	-4.60%	2751	20	55023	27512	-2526.48	24985
127	做多	2021-05-03	47.68	2021-05-04	45.73	止损	-4.09%	2499	20	49970	24985	-2042.77	22942
128	做多	2021-05-04	46.47	2021-05-04	44.71	止损	-3.80%	2294	20	45885	22942	-1739.76	21203
129	做多	2021-05-05	45.21	2021-05-06	43.36	止损	-4.09%	2120	20	42405	21203	-1733.65	19469
130	做多	2021-05-07	43.08	2021-05-08	45.32	止盈	+5.19%	1947	20	38938	19469	+2020.22	21489
131	做多	2021-05-08	44.38	2021-05-09	46.61	止盈	+5.03%	2149	20	42978	21489	+2157.85	23647
132	做多	2021-05-10	45.11	2021-05-10	43.23	止损	-4.18%	2365	20	47294	23647	-1973.76	21673
133	做多	2021-05-12	41.97	2021-05-12	44.47	止盈	+5.95%	2167	20	43346	21673	+2576.31	24250
134	做多	2021-05-13	48.85	2021-05-13	43.48	止损	-10.98%	2425	20	48499	24250	-5320.35	18929
135	做多	2021-05-14	40.81	2021-05-14	42.95	止盈	+5.25%	1893	20	37858	18929	+1986.99	20916
136	做多	2021-05-14	41.12	2021-05-14	43.76	止盈	+6.43%	2092	20	41832	20916	+2688.26	23604
137	做多	2021-05-16	42.47	2021-05-16	44.91	止盈	+5.73%	2360	20	47209	23604	+2700.47	26305
138	做多	2021-05-17	49.70	2021-05-18	46.85	止损	-5.75%	2630	20	52610	26305	-3020.00	23285
139	做多	2021-05-18	50.27	2021-05-18	53.08	止盈	+5.61%	2328	20	46570	23285	+2608.17	25893
140	做多	2021-05-20	41.54	2021-05-20	45.82	止盈	+10.30%	2589	20	51786	25893	+5327.48	31221
141	做多	2021-05-24	25.64	2021-05-24	27.57	止盈	+7.56%	3122	20	62441	31221	+4715.62	35936
142	做多	2021-05-26	28.92	2021-05-26	30.93	止盈	+6.96%	3594	20	71872	35936	+4997.38	40934
143	做多	2021-05-27	35.02	2021-05-27	33.79	止损	-3.52%	4093	20	81867	40934	-2879.20	38054
144	做多	2021-05-30	28.94	2021-05-30	27.72	止损	-4.24%	3805	20	76109	38054	-3223.30	34831
145	做多	2021-05-31	30.61	2021-05-31	32.63	止盈	+6.59%	3483	20	69662	34831	+4583.26	39414
146	做多	2021-06-02	31.26	2021-06-02	33.38	止盈	+6.80%	3941	20	78829	39414	+5353.78	44768
147	做多	2021-06-05	37.99	2021-06-05	40.45	止盈	+6.46%	4477	20	89536	44768	+5777.28	50545
148	做多	2021-06-06	40.28	2021-06-06	42.78	止盈	+6.21%	5055	20	101091	50545	+6270.48	56816
149	做多	2021-06-09	39.87	2021-06-09	41.91	止盈	+5.13%	5682	20	113632	56816	+5826.11	62642
150	做多	2021-06-10	42.62	2021-06-10	41.12	止损	-3.51%	6264	20	125284	62642	-4399.05	58243
151	做多	2021-06-12	36.62	2021-06-13	35.47	止损	-3.12%	5824	20	116486	58243	-3635.85	54607
152	做多	2021-06-14	38.37	2021-06-14	37.16	止损	-3.17%	5461	20	109214	54607	-3457.60	51149
153	做多	2021-06-14	39.87	2021-06-16	38.09	止损	-4.45%	5115	20	102299	51149	-4552.44	46597
154	做多	2021-06-17	39.50	2021-06-18	38.23	止损	-3.21%	4660	20	93194	46597	-2991.31	43606
155	做多	2021-06-21	35.76	2021-06-21	33.97	止损	-5.01%	4361	20	87211	43606	-4368.64	39237
156	做多	2021-06-23	27.25	2021-06-23	26.42	止损	-3.04%	3924	20	78474	39237	-2382.43	36855
157	做多	2021-06-24	29.89	2021-06-25	32.34	止盈	+8.19%	3685	20	73709	36855	+6028.71	42883
158	做多	2021-06-26	29.74	2021-06-26	27.27	止损	-8.30%	4288	20	85767	42883	-7112.95	35770
159	做多	2021-06-27	29.64	2021-06-28	31.32	止盈	+5.68%	3577	20	71541	35770	+4060.67	39831
160	做多	2021-06-28	31.85	2021-06-28	34.00	止盈	+6.74%	3983	20	79662	39831	+5361.63	45193
161	做多	2021-07-01	34.30	2021-07-01	32.40	止损	-5.55%	4519	20	90385	45193	-5012.44	40180
162	做多	2021-07-02	33.84	2021-07-02	32.16	止损	-4.96%	4018	20	80361	40180	-3980.68	36200
163	做多	2021-07-03	32.83	2021-07-03	34.77	止盈	+5.91%	3620	20	72399	36200	+4274.35	40474
164	做多	2021-07-04	35.33	2021-07-05	34.25	止损	-3.05%	4047	20	80948	40474	-2463.07	38011
165	做多	2021-07-06	34.04	2021-07-07	36.38	止盈	+6.88%	3801	20	76022	38011	+5227.86	43239
166	做多	2021-07-07	34.69	2021-07-07	36.94	止盈	+6.49%	4324	20	86477	43239	+5605.83	48845
167	做多	2021-07-09	34.12	2021-07-10	32.93	止损	-3.48%	4884	20	97689	48845	-3395.60	45449
168	做多	2021-07-11	32.19	2021-07-12	31.07	止损	-3.48%	4545	20	90898	45449	-3156.76	42292
169	做多	2021-07-14	30.42	2021-07-15	29.34	止损	-3.54%	4229	20	84584	42292	-2991.76	39300
170	做多	2021-07-16	29.13	2021-07-16	27.73	止损	-4.81%	3930	20	78601	39300	-3779.20	35521
171	做多	2021-07-18	26.59	2021-07-19	25.70	止损	-3.35%	3552	20	71042	35521	-2380.48	33141
172	做多	2021-07-21	23.42	2021-07-21	25.03	止盈	+6.87%	3314	20	66281	33141	+4551.94	37693
173	做多	2021-07-24	28.65	2021-07-25	27.78	止损	-3.02%	3769	20	75385	37693	-2276.47	35416
174	做多	2021-07-26	29.30	2021-07-26	30.81	止盈	+5.15%	3542	20	70832	35416	+3646.76	39063
175	做多	2021-07-27	28.83	2021-07-27	27.70	止损	-3.92%	3906	20	78126	39063	-3061.92	36001
176	做多	2021-07-28	28.36	2021-07-28	27.45	止损	-3.20%	3600	20	72002	36001	-2300.77	33700
177	做多	2021-07-28	27.92	2021-07-29	29.57	止盈	+5.93%	3370	20	67401	33700	+3991.28	37692
178	做多	2021-07-29	28.15	2021-07-29	29.57	止盈	+5.05%	3769	20	75383	37692	+3800.96	41493
179	做多	2021-07-31	32.27	2021-07-31	34.13	止盈	+5.76%	4149	20	82985	41493	+4773.38	46266
180	做多	2021-08-02	35.42	2021-08-02	33.97	止损	-4.10%	4627	20	92532	46266	-3792.15	42474
181	做多	2021-08-03	33.81	2021-08-03	35.52	止盈	+5.06%	4247	20	84948	42474	+4292.33	46766
182	做多	2021-08-04	35.08	2021-08-05	37.27	止盈	+6.22%	4677	20	93532	46766	+5814.28	52580
183	做多	2021-08-06	37.13	2021-08-06	39.69	止盈	+6.88%	5258	20	105161	52580	+7231.55	59812
184	做多	2021-08-07	40.21	2021-08-07	38.79	止损	-3.52%	5981	20	119624	59812	-4202.62	55609
185	做多	2021-08-08	38.80	2021-08-08	37.38	止损	-3.67%	5561	20	111219	55609	-4074.68	51535
186	做多	2021-08-09	38.55	2021-08-10	40.84	止盈	+5.96%	5153	20	103069	51535	+6136.03	57671
187	做多	2021-08-10	40.42	2021-08-11	42.54	止盈	+5.23%	5767	20	115341	57671	+6028.52	63699
188	做多	2021-08-11	40.85	2021-08-11	43.11	止盈	+5.54%	6370	20	127398	63699	+7053.99	70753
189	做多	2021-08-12	42.48	2021-08-12	40.74	止损	-4.09%	7075	20	141506	70753	-5780.11	64973
190	做多	2021-08-13	42.26	2021-08-14	44.90	止盈	+6.24%	6497	20	129946	64973	+8106.40	73079
191	做多	2021-08-15	44.71	2021-08-15	47.01	止盈	+5.13%	7308	20	146159	73079	+7484.65	80564
192	做多	2021-08-17	70.19	2021-08-17	73.81	止盈	+5.17%	8056	20	161128	80564	+8318.29	88882
193	做多	2021-08-18	69.13	2021-08-18	74.95	止盈	+8.42%	8888	20	177765	88882	+14956.91	103839
194	做多	2021-08-20	73.56	2021-08-20	71.33	止损	-3.03%	10384	20	207679	103839	-6295.37	97544
195	做多	2021-08-21	76.43	2021-08-22	73.29	止损	-4.11%	9754	20	195088	97544	-8008.98	89535
196	做多	2021-08-22	75.59	2021-08-23	72.87	止损	-3.60%	8953	20	179070	89535	-6439.67	83095
197	做多	2021-08-23	73.74	2021-08-24	78.33	止盈	+6.23%	8310	20	166191	83095	+10336.14	93431
198	做多	2021-08-24	75.16	2021-08-24	79.02	止盈	+5.14%	9343	20	186863	93431	+9597.58	103029
199	做多	2021-08-26	70.92	2021-08-26	68.34	止损	-3.64%	10303	20	206058	103029	-7493.97	95535
200	做多	2021-08-26	74.78	2021-08-27	80.26	止盈	+7.33%	9554	20	191070	95535	+13990.10	109525
201	做多	2021-08-30	93.70	2021-08-30	98.71	止盈	+5.34%	10953	20	219050	109525	+11688.40	121214
202	做多	2021-09-01	113.42	2021-09-02	121.95	止盈	+7.52%	12121	20	242427	121214	+18222.89	139436
203	做多	2021-09-02	114.65	2021-09-02	121.95	止盈	+6.37%	13944	20	278873	139436	+17751.26	157188
204	做多	2021-09-05	140.86	2021-09-05	136.50	止损	-3.10%	15719	20	314375	157188	-9729.75	147458
205	做多	2021-09-06	143.21	2021-09-06	151.46	止盈	+5.77%	14746	20	294916	147458	+16987.31	164445
206	做多	2021-09-08	173.24	2021-09-08	161.69	止损	-6.66%	16445	20	328890	164445	-21896.27	142549
207	做多	2021-09-09	182.98	2021-09-09	194.75	止盈	+6.43%	14255	20	285098	142549	+18321.45	160870
208	做多	2021-09-11	185.77	2021-09-11	179.92	止损	-3.15%	16087	20	321741	160870	-10118.42	150752
209	做多	2021-09-12	179.07	2021-09-13	171.94	止损	-3.98%	15075	20	301504	150752	-11994.68	138757
210	做多	2021-09-14	164.16	2021-09-14	156.88	止损	-4.44%	13876	20	277515	138757	-12301.08	126456
211	做多	2021-09-15	161.47	2021-09-15	155.45	止损	-3.73%	12646	20	252912	126456	-9425.74	117030
212	做多	2021-09-16	159.75	2021-09-16	154.55	止损	-3.26%	11703	20	234061	117030	-7618.49	109412
213	做多	2021-09-18	144.79	2021-09-18	155.48	止盈	+7.38%	10941	20	218824	109412	+16127.33	125539
214	做多	2021-09-21	143.55	2021-09-21	136.83	止损	-4.68%	12554	20	251079	125539	-11745.56	113794
215	做多	2021-09-22	132.34	2021-09-22	141.61	止盈	+7.01%	11379	20	227588	113794	+15936.76	129731
216	做多	2021-09-24	150.90	2021-09-24	145.96	止损	-3.28%	12973	20	259461	129731	-8490.39	121240
217	做多	2021-09-25	141.51	2021-09-26	136.64	止损	-3.44%	12124	20	242480	121240	-8339.75	112900
218	做多	2021-09-26	137.39	2021-09-27	146.89	止盈	+6.91%	11290	20	225801	112900	+15591.09	128491
219	做多	2021-09-29	136.32	2021-09-30	132.04	止损	-3.14%	12849	20	256983	128491	-8054.82	120437
220	做多	2021-09-30	138.41	2021-10-01	147.79	止盈	+6.78%	12044	20	240873	120437	+16311.30	136748
221	做多	2021-10-02	167.42	2021-10-03	176.95	止盈	+5.69%	13675	20	273496	136748	+15544.03	152292
222	做多	2021-10-03	173.70	2021-10-04	167.27	止损	-3.70%	15229	20	304584	152292	-11272.46	141020
223	做多	2021-10-05	171.83	2021-10-05	166.24	止损	-3.26%	14102	20	282039	141020	-9174.15	131845
224	做多	2021-10-05	168.45	2021-10-05	162.50	止损	-3.53%	13185	20	263691	131845	-9304.79	122541
225	做多	2021-10-07	161.09	2021-10-07	154.98	止损	-3.79%	12254	20	245081	122541	-9280.57	113260
226	做多	2021-10-07	158.78	2021-10-08	166.96	止盈	+5.16%	11326	20	226520	113260	+11669.85	124930
227	做多	2021-10-08	161.12	2021-10-10	154.14	止损	-4.33%	12493	20	249860	124930	-10807.61	114122
228	做多	2021-10-11	151.88	2021-10-12	146.35	止损	-3.64%	11412	20	228245	114122	-8300.48	105822
229	做多	2021-10-13	146.67	2021-10-14	154.32	止盈	+5.22%	10582	20	211644	105822	+11036.57	116858
230	做多	2021-10-14	148.08	2021-10-15	161.97	止盈	+9.38%	11686	20	233717	116858	+21892.97	138751
231	做多	2021-10-15	154.94	2021-10-16	163.24	止盈	+5.36%	13875	20	277503	138751	+14845.44	153597
232	做多	2021-10-16	162.76	2021-10-17	157.16	止损	-3.44%	15360	20	307194	153597	-10547.70	143049
233	做多	2021-10-17	163.11	2021-10-18	155.25	止损	-4.82%	14305	20	286098	143049	-13774.48	129275
234	做多	2021-10-19	158.62	2021-10-20	168.99	止盈	+6.53%	12927	20	258549	129275	+16877.43	146152
235	做多	2021-10-20	156.41	2021-10-20	168.99	止盈	+8.04%	14615	20	292304	146152	+23486.40	169638
236	做多	2021-10-22	190.65	2021-10-22	200.27	止盈	+5.05%	16964	20	339277	169638	+17100.93	186739
237	做多	2021-10-23	201.31	2021-10-24	193.96	止损	-3.65%	18674	20	373479	186739	-13615.25	173124
238	做多	2021-10-25	202.10	2021-10-25	212.24	止盈	+5.02%	17312	20	346248	173124	+17361.85	190486
239	做多	2021-10-28	187.71	2021-10-28	197.66	止盈	+5.30%	19049	20	380972	190486	+20165.88	210652
240	做多	2021-10-28	197.66	2021-10-31	191.35	止损	-3.19%	21065	20	421304	210652	-13427.73	197224
241	做多	2021-10-30	202.28	2021-10-30	195.71	止损	-3.25%	19722	20	394448	197224	-12792.92	184431
242	做多	2021-11-01	197.17	2021-11-01	208.23	止盈	+5.61%	18443	20	368862	184431	+20668.52	205100
243	做多	2021-11-02	205.45	2021-11-03	217.49	止盈	+5.86%	20510	20	410199	205100	+24014.67	229114
244	做多	2021-11-04	234.75	2021-11-05	248.75	止盈	+5.96%	22911	20	458229	229114	+27296.93	256411
245	做多	2021-11-05	241.61	2021-11-05	232.56	止损	-3.74%	25641	20	512823	256411	-19185.54	237226
246	做多	2021-11-05	248.75	2021-11-05	238.32	止损	-4.19%	23723	20	474452	237226	-19872.19	217354
247	做多	2021-11-06	239.88	2021-11-06	253.30	止盈	+5.59%	21735	20	434707	217354	+24291.49	241645
248	做多	2021-11-09	250.00	2021-11-09	240.87	止损	-3.65%	24165	20	483290	241645	-17624.38	224021
249	做多	2021-11-10	242.08	2021-11-11	230.12	止损	-4.94%	22402	20	448041	224021	-22105.93	201915
250	做多	2021-11-11	243.09	2021-11-12	235.32	止损	-3.20%	20191	20	403830	201915	-12891.73	189023
251	做多	2021-11-13	230.00	2021-11-14	241.57	止盈	+5.03%	18902	20	378046	189023	+19000.23	208023
252	做多	2021-11-13	234.84	2021-11-16	226.76	止损	-3.44%	20802	20	416047	208023	-14282.96	193740
253	做多	2021-11-15	237.61	2021-11-16	230.18	止损	-3.13%	19374	20	387481	193740	-12102.62	181638
254	做多	2021-11-18	217.65	2021-11-18	209.36	止损	-3.81%	18164	20	363275	181638	-13819.76	167818

⚙️ 策略参数

⚠️ 风险提示