📊 以太坊ETH 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 17:25

📈 回测结果摘要

测试币种
以太坊ETH
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
137次
盈利
75次
亏损
62次
胜率
54.7%
总收益
+4375.0%
最终资金
447501U
最大回撤
-83.4%
月化收益
+729.2%

📊 收益与风险

盈利因子
1.33
止盈次数
75
止损次数
62
盈亏比
1.21

📋 交易记录明细(共137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 2022-10-14 07:00 1286.38 2022-10-24 06:00 1364.89 止盈 +6.10% 1000 20 20000 10000 +1219.41 11219
2 做多 2022-10-14 13:00 1325.90 2022-10-15 16:00 1279.75 止损 -3.48% 1122 20 22439 11219 -780.24 10439
3 做多 2022-10-16 12:00 1283.95 2022-10-24 06:00 1364.89 止盈 +6.30% 1044 20 20878 10439 +1314.85 11754
4 做多 2022-10-20 16:00 1290.59 2022-10-24 06:00 1364.89 止盈 +5.76% 1175 20 23508 11754 +1352.02 13106
5 做多 2022-10-22 00:00 1296.19 2022-10-24 06:00 1364.89 止盈 +5.30% 1311 20 26212 13106 +1387.89 14494
6 做多 2022-10-24 01:00 1328.08 2022-10-25 23:00 1407.52 止盈 +5.98% 1449 20 28988 14494 +1732.20 16226
7 做多 2022-10-25 06:00 1345.70 2022-10-26 00:00 1427.85 止盈 +6.10% 1623 20 32452 16226 +1979.11 18205
8 做多 2022-10-25 13:00 1349.36 2022-10-26 00:00 1427.85 止盈 +5.82% 1821 20 36410 18205 +2115.82 20321
9 做多 2022-10-28 22:00 1531.81 2022-10-29 16:00 1628.18 止盈 +6.29% 2032 20 40642 20321 +2554.34 22875
10 做多 2022-10-30 14:00 1633.59 2022-10-31 00:00 1581.97 止损 -3.16% 2288 20 45751 22875 -1444.24 21431
11 做多 2022-10-31 15:00 1590.63 2022-11-03 03:00 1535.24 止损 -3.48% 2143 20 42862 21431 -1491.09 19940
12 做多 2022-11-01 11:00 1585.84 2022-11-03 03:00 1535.24 止损 -3.19% 1994 20 39880 19940 -1271.20 18669
13 做多 2022-11-02 10:00 1589.14 2022-11-03 03:00 1535.24 止损 -3.39% 1867 20 37338 18669 -1265.14 17404
14 做多 2022-11-03 13:00 1550.96 2022-11-04 22:00 1659.99 止盈 +7.03% 1740 20 34807 17404 +2444.46 19848
15 做多 2022-11-03 22:00 1551.03 2022-11-04 22:00 1659.99 止盈 +7.03% 1985 20 39696 19848 +2785.89 22634
16 做多 2022-11-04 00:00 1546.02 2022-11-04 22:00 1659.99 止盈 +7.37% 2263 20 45268 22634 +3333.76 25968
17 做多 2022-11-04 12:00 1550.19 2022-11-04 22:00 1659.99 止盈 +7.08% 2597 20 51936 25968 +3674.93 29643
18 做多 2022-11-06 19:00 1619.69 2022-11-07 07:00 1567.42 止损 -3.23% 2964 20 59286 29643 -1911.33 27731
19 做多 2022-11-08 00:00 1577.50 2022-11-08 11:00 1506.37 止损 -4.51% 2773 20 55463 27731 -2498.34 25233
20 做多 2022-11-10 14:00 1175.06 2022-11-10 21:00 1298.86 止盈 +10.54% 2523 20 50466 25233 +5311.62 30545
21 做多 2022-11-11 20:00 1290.33 2022-11-12 00:00 1249.49 止损 -3.17% 3054 20 61089 30545 -1931.60 28613
22 做多 2022-11-12 07:00 1288.64 2022-11-12 13:00 1247.03 止损 -3.23% 2861 20 57226 28613 -1845.98 26767
23 做多 2022-11-12 23:00 1274.28 2022-11-13 16:00 1230.29 止损 -3.45% 2677 20 53534 26767 -1846.23 24921
24 做多 2022-11-13 12:00 1266.00 2022-11-13 17:00 1226.29 止损 -3.14% 2492 20 49842 24921 -1561.80 23359
25 做多 2022-11-14 16:00 1261.34 2022-11-15 03:00 1215.60 止损 -3.63% 2336 20 46718 23359 -1692.45 21667
26 做多 2022-11-15 11:00 1256.01 2022-11-16 21:00 1213.25 止损 -3.40% 2167 20 43333 21667 -1473.78 20193
27 做多 2022-11-16 13:00 1257.07 2022-11-16 21:00 1213.25 止损 -3.49% 2019 20 40386 20193 -1406.39 18786
28 做多 2022-11-18 03:00 1201.89 2022-11-21 05:00 1142.29 止损 -4.96% 1879 20 37573 18786 -1861.33 16925
29 做多 2022-11-19 19:00 1210.99 2022-11-20 19:00 1166.78 止损 -3.65% 1693 20 33850 16925 -1234.55 15691
30 做多 2022-11-19 23:00 1209.18 2022-11-20 19:00 1166.78 止损 -3.51% 1569 20 31381 15691 -1099.28 14591
31 做多 2022-11-20 03:00 1208.01 2022-11-20 19:00 1166.78 止损 -3.41% 1459 20 29183 14591 -995.02 13596
32 做多 2022-11-22 22:00 1121.48 2022-11-24 07:00 1183.83 止盈 +5.56% 1360 20 27193 13596 +1510.29 15107
33 做多 2022-11-25 03:00 1202.42 2022-11-28 09:00 1163.39 止损 -3.25% 1511 20 30213 15107 -979.73 14127
34 做多 2022-11-25 22:00 1192.51 2022-11-30 08:00 1274.46 止盈 +6.87% 1413 20 28254 14127 +1939.67 16067
35 做多 2022-11-27 12:00 1217.91 2022-11-28 09:00 1163.39 止损 -4.48% 1607 20 32133 16067 -1437.01 14630
36 做多 2022-11-29 04:00 1174.17 2022-11-30 08:00 1274.46 止盈 +8.54% 1463 20 29259 14630 +2496.62 17126
37 做多 2022-11-29 10:00 1182.06 2022-11-30 08:00 1274.46 止盈 +7.82% 1713 20 34252 17126 +2674.78 19801
38 做多 2022-12-02 17:00 1277.16 2022-12-07 15:00 1223.73 止损 -4.18% 1980 20 39602 19801 -1655.09 18146
39 做多 2022-12-04 22:00 1259.17 2022-12-13 21:00 1337.71 止盈 +6.24% 1815 20 36292 18146 +2261.41 20407
40 做多 2022-12-07 07:00 1270.72 2022-12-07 15:00 1223.73 止损 -3.70% 2041 20 40815 20407 -1507.77 18899
41 做多 2022-12-08 14:00 1228.26 2022-12-13 21:00 1337.71 止盈 +8.91% 1890 20 37799 18899 +3364.89 22264
42 做多 2022-12-08 18:00 1232.67 2022-12-13 21:00 1337.71 止盈 +8.52% 2226 20 44529 22264 +3790.65 26055
43 做多 2022-12-10 20:00 1266.04 2022-12-13 21:00 1337.71 止盈 +5.66% 2606 20 52110 26055 +2946.98 29002
44 做多 2022-12-11 11:00 1271.91 2022-12-13 21:00 1337.71 止盈 +5.17% 2900 20 58004 29002 +2997.73 32000
45 做多 2022-12-13 02:00 1253.90 2022-12-13 21:00 1337.71 止盈 +6.68% 3200 20 63999 32000 +4273.41 36273
46 做多 2022-12-16 15:00 1277.11 2022-12-16 17:00 1211.99 止损 -5.10% 3627 20 72546 36273 -3695.45 32578
47 做多 2022-12-18 00:00 1177.83 2023-01-04 11:00 1250.33 止盈 +6.16% 3258 20 65155 32578 +4006.56 36584
48 做多 2022-12-18 06:00 1185.50 2023-01-04 11:00 1250.33 止盈 +5.47% 3658 20 73169 36584 +3997.28 40582
49 做多 2022-12-19 06:00 1186.98 2023-01-04 11:00 1250.33 止盈 +5.34% 4058 20 81163 40582 +4327.40 44909
50 做多 2022-12-19 18:00 1185.90 2023-01-04 11:00 1250.33 止盈 +5.43% 4491 20 89818 44909 +4874.93 49784
51 做多 2022-12-20 11:00 1191.85 2023-01-04 15:00 1251.77 止盈 +5.03% 4978 20 99568 49784 +5000.74 54785
52 做多 2022-12-21 18:00 1216.28 2023-01-09 07:00 1289.65 止盈 +6.03% 5478 20 109569 54785 +6602.97 61388
53 做多 2022-12-22 09:00 1212.13 2023-01-07 03:00 1272.76 止盈 +5.00% 6139 20 122775 61388 +6135.00 67523
54 做多 2022-12-23 07:00 1217.39 2023-01-09 07:00 1289.65 止盈 +5.94% 6752 20 135045 67523 +8007.79 75530
55 做多 2022-12-24 19:00 1218.81 2023-01-09 07:00 1289.65 止盈 +5.81% 7553 20 151061 75530 +8771.21 84302
56 做多 2022-12-25 01:00 1219.25 2023-01-09 07:00 1289.65 止盈 +5.77% 8430 20 168603 84302 +9725.48 94027
57 做多 2022-12-26 08:00 1217.97 2023-01-09 07:00 1289.65 止盈 +5.89% 9403 20 188054 94027 +11056.30 105083
58 做多 2022-12-27 07:00 1227.57 2022-12-28 23:00 1188.75 止损 -3.16% 10508 20 210167 105083 -6639.55 98444
59 做多 2022-12-29 14:00 1193.19 2023-01-04 21:00 1253.18 止盈 +5.03% 9844 20 196888 98444 +9889.02 108333
60 做多 2022-12-30 10:00 1197.62 2023-01-05 01:00 1259.83 止盈 +5.19% 10833 20 216666 108333 +11243.38 119576
61 做多 2022-12-31 02:00 1197.48 2023-01-05 01:00 1259.83 止盈 +5.21% 11958 20 239152 119576 +12439.66 132016
62 做多 2022-12-31 18:00 1198.30 2023-01-05 01:00 1259.83 止盈 +5.13% 13202 20 264032 132016 +13543.88 145560
63 做多 2023-01-02 00:00 1197.03 2023-01-05 01:00 1259.83 止盈 +5.25% 14556 20 291119 145560 +15257.78 160818
64 做多 2023-01-02 13:00 1201.91 2023-01-06 23:00 1262.48 止盈 +5.04% 16082 20 321635 160818 +16192.52 177010
65 做多 2023-01-03 17:00 1216.99 2023-01-09 07:00 1289.65 止盈 +5.97% 17701 20 354020 177010 +21115.52 198126
66 做多 2023-01-04 09:00 1223.62 2023-01-09 07:00 1289.65 止盈 +5.40% 19813 20 396251 198126 +21361.45 219487
67 做多 2023-01-06 05:00 1251.96 2023-01-09 17:00 1317.05 止盈 +5.20% 21949 20 438974 219487 +22799.65 242287
68 做多 2023-01-07 00:00 1263.76 2023-01-09 23:00 1335.56 止盈 +5.68% 24229 20 484573 242287 +27503.30 269790
69 做多 2023-01-08 17:00 1262.58 2023-01-09 22:00 1325.82 止盈 +5.01% 26979 20 539580 269790 +26999.41 296789
70 做多 2023-01-08 23:00 1274.01 2023-01-10 01:00 1341.43 止盈 +5.29% 29679 20 593579 296789 +31380.49 328170
71 做多 2023-01-10 18:00 1333.66 2023-01-12 08:00 1415.55 止盈 +6.14% 32817 20 656340 328170 +40260.57 368430
72 做多 2023-01-11 19:00 1335.83 2023-01-12 08:00 1415.55 止盈 +5.97% 36843 20 736861 368430 +43930.59 412361
73 做多 2023-01-12 04:00 1340.84 2023-01-12 08:00 1415.55 止盈 +5.57% 41236 20 824722 412361 +45906.57 458268
74 做多 2023-01-13 01:00 1428.74 2023-01-14 08:00 1542.67 止盈 +7.97% 45827 20 916535 458268 +73012.89 531280
75 做多 2023-01-14 01:00 1416.62 2023-01-14 08:00 1542.67 止盈 +8.90% 53128 20 1062561 531280 +94451.49 625732
76 做多 2023-01-15 07:00 1550.27 2023-01-21 04:00 1641.75 止盈 +5.90% 62573 20 1251464 625732 +73773.88 699506
77 做多 2023-01-15 21:00 1532.51 2023-01-21 04:00 1641.75 止盈 +7.13% 69951 20 1399012 699506 +99624.28 799130
78 做多 2023-01-17 03:00 1591.99 2023-01-19 00:00 1538.67 止损 -3.35% 79913 20 1598260 799130 -53476.48 745654
79 做多 2023-01-17 23:00 1571.38 2023-01-19 04:00 1521.77 止损 -3.16% 74565 20 1491307 745654 -47034.95 698619
80 做多 2023-01-18 22:00 1593.79 2023-01-19 00:00 1538.67 止损 -3.46% 69862 20 1397237 698619 -48274.06 650345
81 做多 2023-01-19 23:00 1533.41 2023-01-21 04:00 1641.75 止盈 +7.07% 65034 20 1300689 650345 +91805.69 742150
82 做多 2023-01-22 23:00 1635.91 2023-01-25 06:00 1561.44 止损 -4.55% 74215 20 1484301 742150 -67500.86 674649
83 做多 2023-01-23 10:00 1641.95 2023-01-25 06:00 1561.44 止损 -4.90% 67465 20 1349299 674649 -66094.23 608555
84 做多 2023-01-23 20:00 1635.90 2023-01-25 06:00 1561.44 止损 -4.55% 60856 20 1217111 608555 -55342.88 553212
85 做多 2023-01-24 08:00 1632.32 2023-01-25 06:00 1561.44 止损 -4.34% 55321 20 1106425 553212 -47996.08 505216
86 做多 2023-01-26 03:00 1561.01 2023-01-30 03:00 1654.93 止盈 +6.02% 50522 20 1010433 505216 +60733.07 565949
87 做多 2023-01-28 01:00 1605.14 2023-01-31 03:00 1554.16 止损 -3.18% 56595 20 1131899 565949 -35913.69 530036
88 做多 2023-01-29 10:00 1592.05 2023-02-02 08:00 1692.25 止盈 +6.29% 53004 20 1060071 530036 +66651.76 596687
89 做多 2023-01-31 18:00 1567.06 2023-02-02 08:00 1692.25 止盈 +7.99% 59669 20 1193375 596687 +95241.54 691929
90 做多 2023-02-02 03:00 1617.60 2023-02-03 02:00 1701.79 止盈 +5.20% 69193 20 1383858 691929 +71952.58 763882
91 做多 2023-02-03 22:00 1662.00 2023-02-10 03:00 1579.08 止损 -4.99% 76388 20 1527763 763882 -76146.47 687735
92 做多 2023-02-04 19:00 1661.64 2023-02-10 03:00 1579.08 止损 -4.97% 68774 20 1375470 687735 -68273.07 619462
93 做多 2023-02-06 18:00 1631.00 2023-02-10 03:00 1579.08 止损 -3.18% 61946 20 1238924 619462 -39399.52 580062
94 做多 2023-02-07 19:00 1640.39 2023-02-10 03:00 1579.08 止损 -3.74% 58006 20 1160125 580062 -43316.61 536746
95 做多 2023-02-11 18:00 1518.07 2023-02-14 01:00 1472.00 止损 -3.03% 53675 20 1073492 536746 -32545.48 504200
96 做多 2023-02-12 05:00 1533.74 2023-02-13 17:00 1481.74 止损 -3.39% 50420 20 1008401 504200 -34154.68 470046
97 做多 2023-02-13 01:00 1540.19 2023-02-13 17:00 1481.74 止损 -3.79% 47005 20 940091 470046 -35640.67 434405
98 做多 2023-02-14 08:00 1500.26 2023-02-15 20:00 1584.47 止盈 +5.61% 43441 20 868810 434405 +48717.78 483123
99 做多 2023-02-15 19:00 1571.62 2023-02-16 04:00 1665.74 止盈 +5.99% 48312 20 966246 483123 +57807.93 540931
100 做多 2023-02-17 23:00 1673.17 2023-02-22 23:00 1612.69 止损 -3.61% 54093 20 1081862 540931 -39066.89 501864
101 做多 2023-02-19 00:00 1693.20 2023-02-22 05:00 1641.78 止损 -3.04% 50186 20 1003728 501864 -30451.26 471413
102 做多 2023-02-19 10:00 1694.50 2023-02-22 05:00 1641.78 止损 -3.11% 47141 20 942825 471413 -29304.24 442108
103 做多 2023-02-20 15:00 1695.86 2023-02-22 05:00 1641.78 止损 -3.19% 44211 20 884217 442108 -28168.97 413939
104 做多 2023-02-21 11:00 1703.09 2023-02-22 05:00 1641.78 止损 -3.60% 41394 20 827879 413939 -29773.23 384166
105 做多 2023-02-23 09:00 1641.32 2023-02-26 02:00 1585.28 止损 -3.41% 38417 20 768332 384166 -26207.13 357959
106 做多 2023-02-24 18:00 1648.29 2023-02-25 00:00 1592.42 止损 -3.39% 35796 20 715918 357959 -24242.30 333717
107 做多 2023-02-26 10:00 1602.95 2023-03-03 09:00 1551.76 止损 -3.19% 33372 20 667433 333717 -21293.09 312424
108 做多 2023-02-28 21:00 1631.92 2023-03-03 09:00 1551.76 止损 -4.91% 31242 20 624847 312424 -30661.84 281762
109 做多 2023-03-01 13:00 1650.23 2023-03-03 09:00 1551.76 止损 -5.97% 28176 20 563524 281762 -33592.09 248170
110 做多 2023-03-02 08:00 1658.26 2023-03-03 09:00 1551.76 止损 -6.42% 24817 20 496339 248170 -31845.00 216325
111 做多 2023-03-03 06:00 1647.81 2023-03-03 09:00 1551.76 止损 -5.83% 21632 20 432649 216325 -25193.70 191131
112 做多 2023-03-04 09:00 1570.47 2023-03-10 02:00 1505.13 止损 -4.16% 19113 20 382262 191131 -15888.25 175243
113 做多 2023-03-05 09:00 1581.46 2023-03-09 07:00 1531.82 止损 -3.14% 17524 20 350486 175243 -10990.29 164252
114 做多 2023-03-06 20:00 1563.95 2023-03-10 02:00 1505.13 止损 -3.76% 16425 20 328505 164252 -12342.68 151910
115 做多 2023-03-07 09:00 1573.29 2023-03-10 00:00 1525.95 止损 -3.01% 15191 20 303820 151910 -9132.73 142777
116 做多 2023-03-08 10:00 1560.70 2023-03-10 02:00 1505.13 止损 -3.56% 14278 20 285554 142777 -10157.22 132620
117 做多 2023-03-11 03:00 1422.73 2023-03-13 01:00 1514.43 止盈 +6.45% 13262 20 265240 132620 +17078.54 149698
118 做多 2023-03-12 04:00 1465.15 2023-03-13 04:00 1540.59 止盈 +5.15% 14970 20 299397 149698 +15400.41 165099
119 做多 2023-03-13 01:00 1514.43 2023-03-13 08:00 1610.78 止盈 +6.36% 16510 20 330198 165099 +20986.59 186085
120 做多 2023-03-14 19:00 1683.15 2023-03-14 23:00 1770.28 止盈 +5.18% 18609 20 372171 186085 +19246.54 205332
121 做多 2023-03-16 15:00 1654.84 2023-03-17 18:00 1744.15 止盈 +5.40% 20533 20 410664 205332 +22140.94 227473
122 做多 2023-03-19 20:00 1782.93 2023-03-21 15:00 1729.11 止损 -3.02% 22747 20 454946 227473 -13719.38 213753
123 做多 2023-03-21 20:00 1804.59 2023-03-23 03:00 1716.12 止损 -4.90% 21375 20 427507 213753 -20937.56 192816
124 做多 2023-03-22 23:00 1805.26 2023-03-23 03:00 1716.12 止损 -4.94% 19282 20 385632 192816 -19022.66 173793
125 做多 2023-03-23 18:00 1750.08 2023-04-04 19:00 1864.18 止盈 +6.52% 17379 20 347587 173793 +22638.94 196432
126 做多 2023-03-26 00:00 1751.86 2023-04-04 19:00 1864.18 止盈 +6.41% 19643 20 392864 196432 +25163.20 221595
127 做多 2023-03-26 10:00 1751.92 2023-04-04 19:00 1864.18 止盈 +6.41% 22160 20 443191 221595 +28370.50 249966
128 做多 2023-03-27 05:00 1763.30 2023-03-27 23:00 1710.39 止损 -3.00% 24997 20 499932 249966 -14986.07 234980
129 做多 2023-03-28 15:00 1723.47 2023-03-29 16:00 1820.12 止盈 +5.61% 23498 20 469960 234980 +26328.38 261308
130 做多 2023-03-30 16:00 1798.34 2023-04-05 08:00 1912.97 止盈 +6.37% 26131 20 522616 261308 +33279.37 294588
131 做多 2023-03-31 08:00 1804.54 2023-04-05 08:00 1912.97 止盈 +6.01% 29459 20 589175 294588 +35366.56 329954
132 做多 2023-03-31 20:00 1806.43 2023-04-05 08:00 1912.97 止盈 +5.90% 32995 20 659908 329954 +38881.29 368835
133 做多 2023-04-01 20:00 1825.80 2023-04-03 09:00 1770.83 止损 -3.01% 36884 20 737671 368835 -22187.11 346648
134 做多 2023-04-02 15:00 1819.82 2023-04-05 08:00 1912.97 止盈 +5.12% 34665 20 693297 346648 +35451.86 382100
135 做多 2023-04-03 17:00 1808.86 2023-04-05 08:00 1912.97 止盈 +5.76% 38210 20 764200 382100 +43940.02 426040
136 做多 2023-04-04 09:00 1806.59 2023-04-05 08:00 1912.97 止盈 +5.89% 42604 20 852080 426040 +50124.08 476164
137 做多 2023-04-06 07:00 1907.48 2023-04-07 15:00 1850.01 止损 -3.01% 47616 20 952329 476164 -28663.78 447501

⚙️ 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