📊 以太坊ETH 均线5-20 只做空策略（复利计算）

回测周期: 约12个月 (4320根K线) | 发布时间: 2026-03-25

📈 回测结果摘要

测试币种
以太坊ETH
策略
MA5-20
模式
只做空
周期
1小时
初始资金
10000U
开仓
10%
杠杆
20x
天数
180天
交易
147次
盈利
75次
亏损
72次
胜率
51.0%
总收益
+1136.4%
最终资金
123636U
最大回撤
-72.0%
月化
+189.4%

📊 收益与风险

盈利因子
1.50
止盈次数
75
止损次数
72
盈亏比
1.04

📋 交易记录明细（共147笔）

序号方向入场时间入场价出场时间出场价结果盈亏%盈亏U
1 做空 2025-09-22 4179.53 2025-09-25 3969.10 止盈 +5.03% +1005.95U
2 做空 2025-09-23 4179.78 2025-09-25 3969.10 止盈 +5.04% +1108.39U
3 做空 2025-09-23 4175.36 2025-09-26 3938.16 止盈 +5.68% +1375.04U
4 做空 2025-09-23 4178.80 2025-09-25 3969.10 止盈 +5.02% +1352.49U
5 做空 2025-09-25 4170.98 2025-09-26 3938.16 止盈 +5.58% +1655.26U
6 做空 2025-09-25 4158.95 2025-09-26 3938.16 止盈 +5.31% +1749.85U
7 做空 2025-09-26 3913.54 2025-09-27 4042.26 止损 -3.29% -1199.12U
8 做空 2025-09-27 3993.59 2025-09-29 4130.47 止损 -3.43% -1167.46U
9 做空 2025-09-28 4000.01 2025-09-29 4130.47 止损 -3.26% -1034.84U
10 做空 2025-09-28 4000.58 2025-09-29 4130.47 止损 -3.25% -963.04U
11 做空 2025-09-30 4167.33 2025-10-01 4308.43 止损 -3.39% -939.15U
12 做空 2025-10-01 4124.64 2025-10-01 4289.99 止损 -4.01% -1036.72U
13 做空 2025-10-03 4471.75 2025-10-06 4636.81 止损 -3.69% -878.11U
14 做空 2025-10-04 4484.48 2025-10-06 4636.81 止损 -3.40% -748.49U
15 做空 2025-10-06 4526.87 2025-10-06 4671.24 止损 -3.19% -655.04U
16 做空 2025-10-07 4678.64 2025-10-08 4441.83 止盈 +5.06% +973.37U
17 做空 2025-10-07 4591.68 2025-10-09 4326.26 止盈 +5.78% +1224.04U
18 做空 2025-10-08 4445.11 2025-10-10 4100.48 止盈 +7.75% +1831.35U
19 做空 2025-10-09 4410.76 2025-10-10 4100.48 止盈 +7.03% +1919.06U
20 做空 2025-10-10 4321.06 2025-10-10 4100.48 止盈 +5.10% +1588.32U
21 做空 2025-10-12 3758.00 2025-10-12 3973.44 止损 -5.73% -1965.67U
22 做空 2025-10-13 4095.90 2025-10-14 4233.60 止损 -3.36% -1020.69U
23 做空 2025-10-14 4097.95 2025-10-17 3865.97 止盈 +5.66% +1603.23U
24 做空 2025-10-15 4053.11 2025-10-17 3849.67 止盈 +5.02% +1582.33U
25 做空 2025-10-17 3962.79 2025-10-17 3754.79 止盈 +5.25% +1820.61U
26 做空 2025-10-19 3871.49 2025-10-20 3991.44 止损 -3.10% -1187.37U
27 做空 2025-10-21 3947.76 2025-10-21 4080.41 止损 -3.36% -1208.01U
28 做空 2025-10-22 3840.39 2025-10-24 3972.85 止损 -3.45% -1156.75U
29 做空 2025-10-24 3826.71 2025-10-24 3972.85 止损 -3.82% -1192.52U
30 做空 2025-10-25 3886.76 2025-10-26 4043.08 止损 -4.02% -1160.05U
31 做空 2025-10-25 3919.43 2025-10-26 4043.08 止损 -3.15% -836.84U
32 做空 2025-10-26 3929.95 2025-10-26 4070.99 止损 -3.59% -891.97U
33 做空 2025-10-27 4147.75 2025-10-30 3915.29 止盈 +5.60% +1293.05U
34 做空 2025-10-28 4114.56 2025-10-30 3903.54 止盈 +5.13% +1315.76U
35 做空 2025-10-29 4037.26 2025-10-30 3815.66 止盈 +5.49% +1552.48U
36 做空 2025-11-01 3850.59 2025-11-03 3587.38 止盈 +6.84% +2145.42U
37 做空 2025-11-02 3864.73 2025-11-03 3587.38 止盈 +7.18% +2560.02U
38 做空 2025-11-02 3875.91 2025-11-03 3674.56 止盈 +5.19% +2118.87U
39 做空 2025-11-06 3378.90 2025-11-09 3505.01 止损 -3.73% -1680.31U
40 做空 2025-11-07 3258.62 2025-11-08 3384.36 止损 -3.86% -1607.68U
41 做空 2025-11-08 3407.78 2025-11-09 3513.58 止损 -3.10% -1193.79U
42 做空 2025-11-10 3540.00 2025-11-14 3326.74 止盈 +6.02% +2172.75U
43 做空 2025-11-11 3561.19 2025-11-14 3326.74 止盈 +6.58% +2660.22U
44 做空 2025-11-13 3422.85 2025-11-13 3527.67 止损 -3.06% -1400.19U
45 做空 2025-11-13 3385.52 2025-11-14 3212.47 止盈 +5.11% +2194.11U
46 做空 2025-11-15 3136.22 2025-11-16 3247.13 止损 -3.54% -1673.04U
47 做空 2025-11-15 3141.51 2025-11-16 3247.13 止损 -3.36% -1478.18U
48 做空 2025-11-16 3166.55 2025-11-18 2981.00 止盈 +5.86% +2403.22U
49 做空 2025-11-16 3170.48 2025-11-18 2981.00 止盈 +5.98% +2738.05U
50 做空 2025-11-18 3133.15 2025-11-19 2971.58 止盈 +5.16% +2644.66U
51 做空 2025-11-19 3047.46 2025-11-20 2880.79 止盈 +5.47% +3093.85U
52 做空 2025-11-20 2954.53 2025-11-21 2781.62 止盈 +5.85% +3672.40U
53 做空 2025-11-22 2755.13 2025-11-23 2842.47 止损 -3.17% -2221.85U
54 做空 2025-11-24 2807.33 2025-11-25 2938.62 止损 -4.68% -3070.19U
55 做空 2025-11-24 2804.76 2025-11-25 2938.62 止损 -4.77% -2840.39U
56 做空 2025-11-24 2797.85 2025-11-25 2938.62 止损 -5.03% -2708.86U
57 做空 2025-11-25 2870.19 2025-11-26 2968.75 止损 -3.43% -1662.95U
58 做空 2025-11-26 2905.84 2025-11-27 3025.66 止损 -4.12% -1859.85U
59 做空 2025-11-27 2990.24 2025-12-01 2834.82 止盈 +5.20% +2151.20U
60 做空 2025-11-28 2996.78 2025-12-01 2834.82 止盈 +5.40% +2469.12U
61 做空 2025-11-29 3034.49 2025-12-01 2834.82 止盈 +6.58% +3330.81U
62 做空 2025-12-01 2834.82 2025-12-02 3005.55 止损 -6.02% -3449.44U
63 做空 2025-12-04 3143.01 2025-12-07 2941.32 止盈 +6.42% +3233.12U
64 做空 2025-12-05 3133.40 2025-12-07 2941.32 止盈 +6.13% +3484.51U
65 做空 2025-12-07 3033.27 2025-12-08 3127.89 止损 -3.12% -1990.33U
66 做空 2025-12-09 3091.15 2025-12-09 3244.91 止损 -4.97% -2975.97U
67 做空 2025-12-09 3105.85 2025-12-09 3244.91 止损 -4.48% -2412.50U
68 做空 2025-12-10 3316.75 2025-12-12 3070.00 止盈 +7.44% +3649.97U
69 做空 2025-12-10 3317.95 2025-12-12 3070.00 止盈 +7.47% +4211.37U
70 做空 2025-12-11 3278.35 2025-12-12 3070.00 止盈 +6.36% +4116.28U
71 做空 2025-12-12 3070.00 2025-12-16 2909.08 止盈 +5.24% +3826.08U
72 做空 2025-12-14 3105.98 2025-12-16 2935.41 止盈 +5.49% +4428.36U
73 做空 2025-12-15 3009.48 2025-12-18 2846.33 止盈 +5.42% +4851.20U
74 做空 2025-12-17 2918.17 2025-12-22 3020.82 止损 -3.52% -3488.71U
75 做空 2025-12-17 2929.39 2025-12-19 2780.40 止盈 +5.09% +4689.73U
76 做空 2025-12-19 2780.24 2025-12-19 2907.56 止损 -4.58% -4651.72U
77 做空 2025-12-21 2977.21 2026-01-02 3081.29 止损 -3.50% -3226.14U
78 做空 2025-12-21 2973.23 2026-01-02 3081.29 止损 -3.63% -3119.72U
79 做空 2025-12-23 2979.15 2026-01-02 3081.29 止损 -3.43% -2729.25U
80 做空 2025-12-24 2934.49 2025-12-29 3042.30 止损 -3.67% -2724.26U
81 做空 2025-12-25 2929.35 2025-12-29 3042.30 止损 -3.86% -2649.27U
82 做空 2025-12-26 2902.32 2025-12-29 3002.68 止损 -3.46% -2192.86U
83 做空 2025-12-27 2908.36 2025-12-29 3002.68 止损 -3.24% -1914.51U
84 做空 2025-12-27 2928.34 2025-12-29 3042.30 止损 -3.89% -2148.52U
85 做空 2025-12-29 2932.18 2025-12-29 3042.30 止损 -3.76% -1912.19U
86 做空 2025-12-29 2929.56 2026-01-02 3021.04 止损 -3.12% -1470.63U
87 做空 2025-12-31 2968.52 2026-01-02 3081.29 止损 -3.80% -1677.47U
88 做空 2026-01-01 2970.21 2026-01-02 3081.29 止损 -3.74% -1526.05U
89 做空 2026-01-03 3089.51 2026-01-05 3196.49 止损 -3.46% -1307.39U
90 做空 2026-01-04 3134.14 2026-01-06 3240.65 止损 -3.40% -1194.34U
91 做空 2026-01-07 3240.10 2026-01-08 3075.75 止盈 +5.07% +1661.62U
92 做空 2026-01-07 3253.13 2026-01-08 3075.75 止盈 +5.45% +1967.19U
93 做空 2026-01-09 3107.95 2026-01-14 3214.45 止损 -3.43% -1370.97U
94 做空 2026-01-09 3081.56 2026-01-13 3183.11 止损 -3.30% -1228.18U
95 做空 2026-01-10 3072.30 2026-01-13 3183.11 止损 -3.61% -1255.70U
96 做空 2026-01-11 3085.05 2026-01-13 3183.11 止损 -3.18% -1026.88U
97 做空 2026-01-12 3105.42 2026-01-14 3199.61 止损 -3.03% -917.65U
98 做空 2026-01-15 3312.72 2026-01-20 3115.20 止盈 +5.96% +1694.62U
99 做空 2026-01-16 3287.10 2026-01-20 3115.20 止盈 +5.23% +1663.37U
100 做空 2026-01-16 3292.49 2026-01-20 3115.20 止盈 +5.38% +1891.67U
101 做空 2026-01-18 3299.92 2026-01-20 3115.20 止盈 +5.60% +2178.08U
102 做空 2026-01-19 3210.67 2026-01-20 3046.17 止盈 +5.12% +2216.54U
103 做空 2026-01-20 3187.31 2026-01-21 3007.92 止盈 +5.63% +2684.15U
104 做空 2026-01-22 2989.56 2026-01-26 2810.90 止盈 +5.98% +3170.55U
105 做空 2026-01-23 2920.01 2026-01-28 3019.79 止损 -3.42% -2029.36U
106 做空 2026-01-24 2959.93 2026-01-26 2810.90 止盈 +5.03% +2786.00U
107 做空 2026-01-25 2957.42 2026-01-26 2807.76 止盈 +5.06% +3081.84U
108 做空 2026-01-25 2955.03 2026-01-26 2805.78 止盈 +5.05% +3386.88U
109 做空 2026-01-27 2902.53 2026-01-28 3019.79 止损 -4.04% -2982.46U
110 做空 2026-01-29 3013.36 2026-01-29 2822.65 止盈 +6.33% +4295.09U
111 做空 2026-01-29 3007.85 2026-01-29 2822.65 止盈 +6.16% +4707.03U
112 做空 2026-02-03 2315.28 2026-02-04 2194.32 止盈 +5.22% +4485.26U
113 做空 2026-02-04 2197.32 2026-02-05 2086.31 止盈 +5.05% +4790.03U
114 做空 2026-02-07 2013.64 2026-02-08 2096.06 止损 -4.09% -4272.52U
115 做空 2026-02-09 2083.16 2026-02-11 1970.63 止盈 +5.40% +5177.57U
116 做空 2026-02-10 2051.70 2026-02-11 1947.78 止盈 +5.07% +5378.71U
117 做空 2026-02-11 1970.63 2026-02-13 2033.71 止损 -3.20% -3743.22U
118 做空 2026-02-13 1907.82 2026-02-13 1969.66 止损 -3.24% -3548.03U
119 做空 2026-02-15 2058.70 2026-02-16 1941.17 止盈 +5.71% +5844.30U
120 做空 2026-02-15 2060.56 2026-02-16 1941.17 止盈 +5.79% +6608.00U
121 做空 2026-02-17 1978.02 2026-02-23 1854.93 止盈 +6.22% +7918.67U
122 做空 2026-02-17 1984.85 2026-02-23 1854.93 止盈 +6.55% +9364.90U
123 做空 2026-02-18 1969.48 2026-02-23 1854.93 止盈 +5.82% +9409.72U
124 做空 2026-02-19 1946.66 2026-02-24 1839.87 止盈 +5.49% +9906.48U
125 做空 2026-02-20 1932.85 2026-02-22 1991.23 止损 -3.02% -6052.21U
126 做空 2026-02-21 1962.00 2026-02-23 1854.93 止盈 +5.46% +10275.04U
127 做空 2026-02-21 1969.39 2026-02-23 1854.93 止盈 +5.81% +12136.18U
128 做空 2026-02-22 1972.15 2026-02-23 1854.93 止盈 +5.94% +13852.68U
129 做空 2026-02-24 1862.99 2026-02-25 1919.95 止损 -3.06% -7971.99U
130 做空 2026-02-26 2064.38 2026-02-27 1960.79 止盈 +5.02% +12284.59U
131 做空 2026-02-27 1979.60 2026-02-28 1841.51 止盈 +6.98% +18789.37U
132 做空 2026-03-02 1973.35 2026-03-02 2046.39 止损 -3.70% -11359.26U
133 做空 2026-03-02 1942.38 2026-03-02 2046.39 止损 -5.35% -15218.36U
134 做空 2026-03-03 1992.46 2026-03-04 2063.26 止损 -3.55% -9018.36U
135 做空 2026-03-04 1970.08 2026-03-04 2063.26 止损 -4.73% -11151.67U
136 做空 2026-03-05 2104.30 2026-03-06 1980.27 止盈 +5.89% +12583.70U
137 做空 2026-03-05 2086.09 2026-03-06 1980.27 止盈 +5.07% +12105.27U
138 做空 2026-03-08 1976.56 2026-03-10 2041.42 止损 -3.28% -8624.47U
139 做空 2026-03-09 1949.88 2026-03-09 2009.86 止损 -3.08% -7554.64U
140 做空 2026-03-11 2028.11 2026-03-13 2118.16 止损 -4.44% -10234.35U
141 做空 2026-03-12 2022.07 2026-03-13 2118.16 止损 -4.75% -9981.72U
142 做空 2026-03-14 2101.72 2026-03-16 2183.73 止损 -3.90% -7418.05U
143 做空 2026-03-16 2090.59 2026-03-16 2183.73 止损 -4.46% -7809.32U
144 做空 2026-03-17 2326.75 2026-03-18 2189.10 止盈 +5.92% +9446.78U
145 做空 2026-03-18 2319.10 2026-03-18 2189.10 止盈 +5.61% +10009.24U
146 做空 2026-03-18 2330.04 2026-03-18 2189.10 止盈 +6.05% +12010.28U
147 做空 2026-03-18 2316.60 2026-03-18 2189.10 止盈 +5.50% +12248.73U

⚙️ 策略参数

  • 计算方式：复利（每次用当前资金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