📊 Solana SOL 均线10-50 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 15:15

📈 回测结果摘要

测试币种
Solana SOL
策略
MA10-50
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
116次
盈利
57次
亏损
59次
胜率
49.1%
总收益
+797.8%
最终资金
89777U
最大回撤
-57.4%
月化收益
+66.5%

📊 收益与风险

盈利因子
1.35
止盈次数
57
止损次数
59
盈亏比
0.97

📋 交易记录明细(共116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 2023-06-17 22:00 15.67 2023-06-21 06:00 16.52 止盈 +5.39% 1000 20 20000 10000 +1076.07 11076
2 做多 2023-06-18 07:00 15.63 2023-06-21 04:00 16.43 止盈 +5.07% 1108 20 22152 11076 +1122.57 12199
3 做多 2023-06-19 03:00 15.80 2023-06-21 07:00 16.63 止盈 +5.24% 1220 20 24397 12199 +1276.94 13476
4 做多 2023-06-20 03:00 15.85 2023-06-21 08:00 16.79 止盈 +5.96% 1348 20 26951 13476 +1603.66 15079
5 做多 2023-06-24 07:00 17.13 2023-06-24 23:00 16.61 止损 -3.01% 1508 20 30158 15079 -905.84 14173
6 做多 2023-06-25 17:00 17.25 2023-06-26 08:00 16.72 止损 -3.04% 1417 20 28347 14173 -860.42 13313
7 做多 2023-06-26 22:00 16.83 2023-06-27 01:00 16.24 止损 -3.52% 1331 20 26626 13313 -935.75 12377
8 做多 2023-06-28 04:00 16.70 2023-06-28 14:00 16.18 止损 -3.16% 1238 20 24754 12377 -780.30 11597
9 做多 2023-06-29 18:00 17.49 2023-06-30 09:00 18.53 止盈 +5.93% 1160 20 23194 11597 +1373.89 12971
10 做多 2023-07-02 12:00 19.28 2023-07-05 18:00 18.61 止损 -3.46% 1297 20 25942 12971 -897.82 12073
11 做多 2023-07-04 23:00 19.85 2023-07-05 07:00 19.13 止损 -3.63% 1207 20 24146 12073 -876.12 11197
12 做多 2023-07-06 13:00 19.51 2023-07-07 02:00 20.75 止盈 +6.39% 1120 20 22394 11197 +1430.11 12627
13 做多 2023-07-11 09:00 21.68 2023-07-13 23:00 24.09 止盈 +11.11% 1263 20 25254 12627 +2802.68 15430
14 做多 2023-07-13 22:00 22.32 2023-07-13 23:00 24.09 止盈 +7.96% 1543 20 30859 15430 +2453.24 17883
15 做多 2023-07-16 19:00 28.06 2023-07-17 17:00 27.21 止损 -3.04% 1788 20 35766 17883 -1086.09 16797
16 做多 2023-07-19 17:00 26.33 2023-07-21 00:00 25.51 止损 -3.12% 1680 20 33594 16797 -1047.76 15749
17 做多 2023-07-22 17:00 25.68 2023-07-23 07:00 24.51 止损 -4.53% 1575 20 31498 15749 -1426.51 14323
18 做多 2023-07-26 15:00 23.46 2023-07-26 23:00 24.89 止盈 +6.10% 1432 20 28645 14323 +1746.68 16069
19 做多 2023-07-29 07:00 24.80 2023-07-31 23:00 23.92 止损 -3.52% 1607 20 32138 16069 -1131.58 14938
20 做多 2023-07-29 15:00 25.06 2023-07-31 03:00 24.24 止损 -3.28% 1494 20 29875 14938 -980.08 13958
21 做多 2023-08-02 14:00 23.65 2023-08-03 15:00 22.70 止损 -4.01% 1396 20 27915 13958 -1118.04 12840
22 做多 2023-08-04 22:00 23.39 2023-08-05 08:00 22.65 止损 -3.17% 1284 20 25679 12840 -812.53 12027
23 做多 2023-08-06 16:00 23.25 2023-08-09 03:00 24.57 止盈 +5.66% 1203 20 24054 12027 +1359.85 13387
24 做多 2023-08-08 12:00 23.21 2023-08-09 03:00 24.57 止盈 +5.87% 1339 20 26774 13387 +1570.84 14958
25 做多 2023-08-13 01:00 24.66 2023-08-16 06:00 23.83 止损 -3.37% 1496 20 29915 14958 -1005.84 13952
26 做多 2023-08-15 01:00 24.80 2023-08-16 03:00 24.04 止损 -3.06% 1395 20 27904 13952 -853.27 13099
27 做多 2023-08-20 02:00 21.88 2023-08-21 18:00 21.09 止损 -3.59% 1310 20 26197 13099 -940.23 12158
28 做多 2023-08-24 01:00 21.29 2023-08-25 12:00 20.49 止损 -3.75% 1216 20 24317 12158 -911.89 11246
29 做多 2023-08-27 17:00 20.53 2023-08-29 22:00 21.74 止盈 +5.90% 1125 20 22493 11246 +1326.55 12573
30 做多 2023-08-29 02:00 20.64 2023-08-29 22:00 21.74 止盈 +5.36% 1257 20 25146 12573 +1347.65 13921
31 做多 2023-08-30 00:00 21.69 2023-08-30 22:00 20.90 止损 -3.64% 1392 20 27841 13921 -1012.89 12908
32 做多 2023-09-03 13:00 19.56 2023-09-10 12:00 18.36 止损 -6.11% 1291 20 25816 12908 -1577.00 11331
33 做多 2023-09-04 08:00 19.71 2023-09-10 12:00 18.36 止损 -6.83% 1133 20 22662 11331 -1546.09 9785
34 做多 2023-09-05 22:00 20.12 2023-09-06 22:00 19.43 止损 -3.47% 978 20 19569 9785 -679.06 9106
35 做多 2023-09-08 07:00 19.90 2023-09-10 09:00 19.28 止损 -3.13% 911 20 18211 9106 -568.65 8537
36 做多 2023-09-12 19:00 18.30 2023-09-13 01:00 17.71 止损 -3.20% 854 20 17074 8537 -545.26 7992
37 做多 2023-09-13 10:00 17.97 2023-09-14 08:00 19.25 止盈 +7.14% 799 20 15983 7992 +1139.90 9132
38 做多 2023-09-16 11:00 19.20 2023-09-19 16:00 20.16 止盈 +5.03% 913 20 18263 9132 +917.00 10049
39 做多 2023-09-17 07:00 19.11 2023-09-19 16:00 20.16 止盈 +5.51% 1005 20 20097 10049 +1106.18 11155
40 做多 2023-09-17 20:00 19.05 2023-09-19 16:00 20.16 止盈 +5.87% 1115 20 22310 11155 +1308.19 12463
41 做多 2023-09-18 16:00 19.15 2023-09-19 16:00 20.16 止盈 +5.32% 1246 20 24926 12463 +1325.30 13788
42 做多 2023-09-24 11:00 19.56 2023-09-27 06:00 18.94 止损 -3.19% 1379 20 27577 13788 -877.46 12911
43 做多 2023-09-26 00:00 19.58 2023-09-27 05:00 18.99 止损 -3.00% 1291 20 25822 12911 -774.82 12136
44 做多 2023-09-28 13:00 19.22 2023-09-29 09:00 20.21 止盈 +5.15% 1214 20 24272 12136 +1247.71 13384
45 做多 2023-10-06 17:00 23.29 2023-10-09 17:00 22.38 止损 -3.91% 1338 20 26767 13384 -1045.84 12338
46 做多 2023-10-11 17:00 22.35 2023-10-12 09:00 21.59 止损 -3.41% 1234 20 24676 12338 -839.39 11498
47 做多 2023-10-14 03:00 21.56 2023-10-16 13:00 22.70 止盈 +5.29% 1150 20 22997 11498 +1215.66 12714
48 做多 2023-10-16 10:00 22.04 2023-10-16 20:00 23.38 止盈 +6.10% 1271 20 25428 12714 +1549.21 14263
49 做多 2023-10-19 20:00 24.13 2023-10-20 10:00 25.39 止盈 +5.22% 1426 20 28527 14263 +1487.85 15751
50 做多 2023-10-25 11:00 31.04 2023-10-25 20:00 33.28 止盈 +7.22% 1575 20 31502 15751 +2272.26 18023
51 做多 2023-10-27 11:00 32.39 2023-10-30 17:00 34.78 止盈 +7.38% 1802 20 36047 18023 +2659.40 20683
52 做多 2023-10-28 17:00 32.17 2023-10-30 16:00 33.82 止盈 +5.13% 2068 20 41366 20683 +2119.46 22802
53 做多 2023-10-29 19:00 32.25 2023-10-30 17:00 34.78 止盈 +7.85% 2280 20 45605 22802 +3576.92 26379
54 做多 2023-11-04 15:00 41.69 2023-11-06 12:00 40.25 止损 -3.44% 2638 20 52759 26379 -1814.21 24565
55 做多 2023-11-07 12:00 41.23 2023-11-08 02:00 43.99 止盈 +6.69% 2457 20 49130 24565 +3283.01 27848
56 做多 2023-11-13 17:00 58.75 2023-11-13 22:00 56.03 止损 -4.64% 2785 20 55696 27848 -2580.72 25267
57 做多 2023-11-15 06:00 57.22 2023-11-15 19:00 63.04 止盈 +10.17% 2527 20 50535 25267 +5136.46 30404
58 做多 2023-11-19 05:00 58.42 2023-11-20 05:00 61.35 止盈 +5.00% 3040 20 60808 30404 +3038.17 33442
59 做多 2023-11-23 03:00 57.31 2023-11-27 18:00 55.07 止损 -3.92% 3344 20 66884 33442 -2617.28 30825
60 做多 2023-11-25 10:00 59.62 2023-11-25 19:00 57.83 止损 -3.02% 3082 20 61649 30825 -1857.25 28967
61 做多 2023-11-29 00:00 57.26 2023-11-29 16:00 61.24 止盈 +6.94% 2897 20 57935 28967 +4017.62 32985
62 做多 2023-12-01 11:00 60.79 2023-12-03 08:00 65.29 止盈 +7.41% 3299 20 65970 32985 +4883.07 37868
63 做多 2023-12-06 10:00 63.66 2023-12-08 05:00 68.77 止盈 +8.01% 3787 20 75736 37868 +6063.49 43932
64 做多 2023-12-12 17:00 71.80 2023-12-12 22:00 69.29 止损 -3.48% 4393 20 87863 43932 -3058.86 40873
65 做多 2023-12-14 06:00 71.32 2023-12-15 06:00 75.79 止盈 +6.26% 4087 20 81745 40873 +5115.72 45988
66 做多 2023-12-17 00:00 76.43 2023-12-17 04:00 73.56 止损 -3.75% 4599 20 91977 45988 -3447.80 42541
67 做多 2023-12-19 06:00 74.55 2023-12-20 01:00 72.07 止损 -3.33% 4254 20 85081 42541 -2833.06 39708
68 做多 2023-12-29 18:00 107.95 2023-12-30 00:00 103.94 止损 -3.71% 3971 20 79415 39708 -2946.23 36761
69 做多 2024-01-01 00:00 103.52 2024-01-02 03:00 108.89 止盈 +5.18% 3676 20 73523 36761 +3805.70 40567
70 做多 2024-01-01 09:00 104.22 2024-01-02 07:00 110.05 止盈 +5.59% 4057 20 81134 40567 +4530.08 45097
71 做多 2024-01-01 18:00 104.28 2024-01-02 07:00 110.05 止盈 +5.53% 4510 20 90194 45097 +4979.38 50077
72 做多 2024-01-05 05:00 105.64 2024-01-05 09:00 101.02 止损 -4.37% 5008 20 100153 50077 -4369.24 45707
73 做多 2024-01-09 02:00 98.20 2024-01-09 12:00 103.36 止盈 +5.25% 4571 20 91415 45707 +4797.77 50505
74 做多 2024-01-11 09:00 99.37 2024-01-11 19:00 104.50 止盈 +5.17% 5051 20 101010 50505 +5212.72 55718
75 做多 2024-01-14 10:00 95.80 2024-01-15 00:00 101.61 止盈 +6.06% 5572 20 111436 55718 +6751.71 62470
76 做多 2024-01-16 18:00 96.86 2024-01-17 18:00 101.93 止盈 +5.23% 6247 20 124939 62470 +6530.50 69000
77 做多 2024-01-21 18:00 93.58 2024-01-22 09:00 90.26 止损 -3.55% 6900 20 138000 69000 -4888.18 64112
78 做多 2024-01-24 16:00 86.48 2024-01-26 19:00 91.91 止盈 +6.28% 6411 20 128224 64112 +8043.27 72155
79 做多 2024-01-26 10:00 88.11 2024-01-27 00:00 93.14 止盈 +5.70% 7216 20 144310 72155 +8223.47 80379
80 做多 2024-02-02 11:00 98.96 2024-02-05 06:00 95.74 止损 -3.25% 8038 20 160757 80379 -5214.40 75164
81 做多 2024-02-05 21:00 98.22 2024-02-06 05:00 94.89 止损 -3.40% 7516 20 150328 75164 -5105.06 70059
82 做多 2024-02-07 06:00 97.44 2024-02-08 21:00 103.45 止盈 +6.17% 7006 20 140118 70059 +8633.62 78693
83 做多 2024-02-08 01:00 97.40 2024-02-08 21:00 103.45 止盈 +6.21% 7869 20 157385 78693 +9767.83 88461
84 做多 2024-02-13 05:00 110.29 2024-02-14 17:00 116.09 止盈 +5.26% 8846 20 176921 88461 +9299.71 97760
85 做多 2024-02-18 19:00 111.83 2024-02-20 22:00 107.81 止损 -3.60% 9776 20 195521 97760 -7033.41 90727
86 做多 2024-02-22 22:00 104.72 2024-02-23 10:00 101.55 止损 -3.02% 9073 20 181454 90727 -5480.41 85246
87 做多 2024-02-24 23:00 102.04 2024-02-27 01:00 109.68 止盈 +7.49% 8525 20 170493 85246 +12762.75 98009
88 做多 2024-02-27 01:00 109.68 2024-02-29 00:00 116.34 止盈 +6.07% 9801 20 196018 98009 +11892.10 109901
89 做多 2024-03-04 03:00 130.32 2024-03-05 22:00 137.28 止盈 +5.34% 10990 20 219803 109901 +11734.27 121636
90 做多 2024-03-06 21:00 128.07 2024-03-07 08:00 134.76 止盈 +5.22% 12164 20 243271 121636 +12697.26 134333
91 做多 2024-03-10 16:00 148.06 2024-03-10 23:00 143.02 止损 -3.40% 13433 20 268666 134333 -9132.55 125200
92 做多 2024-03-11 20:00 149.28 2024-03-13 23:00 157.36 止盈 +5.41% 12520 20 250401 125200 +13537.89 138738
93 做多 2024-03-17 13:00 188.10 2024-03-17 15:00 181.94 止损 -3.27% 13874 20 277476 138738 -9072.06 129666
94 做多 2024-03-21 07:00 191.92 2024-03-21 23:00 185.43 止损 -3.38% 12967 20 259332 129666 -8754.29 120912
95 做多 2024-03-24 00:00 175.51 2024-03-25 06:00 185.06 止盈 +5.44% 12091 20 241824 120912 +13140.80 134053
96 做多 2024-03-24 17:00 174.21 2024-03-25 06:00 185.06 止盈 +6.23% 13405 20 268105 134053 +16682.84 150735
97 做多 2024-03-24 20:00 176.60 2024-03-25 13:00 186.00 止盈 +5.32% 15074 20 301471 150735 +16025.42 166761
98 做多 2024-03-29 06:00 190.20 2024-03-29 15:00 183.85 止损 -3.34% 16676 20 333522 166761 -11116.96 155644
99 做多 2024-03-30 03:00 187.91 2024-03-30 12:00 198.55 止盈 +5.66% 15564 20 311288 155644 +17608.38 173252
100 做多 2024-04-03 17:00 190.34 2024-04-04 04:00 183.60 止损 -3.54% 17325 20 346505 173252 -12261.01 160991
101 做多 2024-04-04 22:00 188.32 2024-04-05 04:00 182.65 止损 -3.01% 16099 20 321983 160991 -9676.33 151315
102 做多 2024-04-07 05:00 177.79 2024-04-09 22:00 171.58 止损 -3.49% 15131 20 302630 151315 -10564.87 140750
103 做多 2024-04-08 18:00 183.37 2024-04-09 11:00 177.60 止损 -3.14% 14075 20 281500 140750 -8841.52 131909
104 做多 2024-04-11 13:00 173.90 2024-04-12 21:00 167.87 止损 -3.47% 13191 20 263817 131909 -9138.58 122770
105 做多 2024-04-15 09:00 148.24 2024-04-15 23:00 143.24 止损 -3.38% 12277 20 245540 122770 -8286.63 114483
106 做多 2024-04-17 17:00 139.01 2024-04-17 19:00 134.25 止损 -3.42% 11448 20 228967 114483 -7826.11 106657
107 做多 2024-04-19 01:00 136.85 2024-04-19 09:00 132.25 止损 -3.37% 10666 20 213315 106657 -7178.38 99479
108 做多 2024-04-28 08:00 141.88 2024-04-29 10:00 136.29 止损 -3.94% 9948 20 198958 99479 -7825.67 91653
109 做多 2024-05-02 07:00 134.54 2024-05-02 09:00 129.62 止损 -3.66% 9165 20 183306 91653 -6696.59 84957
110 做多 2024-05-10 04:00 150.16 2024-05-11 10:00 144.42 止损 -3.82% 8496 20 169913 84957 -6484.20 78472
111 做多 2024-05-13 23:00 147.21 2024-05-15 01:00 142.79 止损 -3.00% 7847 20 156945 78472 -4706.61 73766
112 做多 2024-05-15 22:00 152.42 2024-05-16 08:00 161.46 止盈 +5.93% 7377 20 147532 73766 +8743.43 82509
113 做多 2024-05-20 14:00 175.99 2024-05-21 03:00 187.24 止盈 +6.39% 8251 20 165018 82509 +10540.98 93050
114 做多 2024-05-27 20:00 166.94 2024-06-08 02:00 161.11 止损 -3.49% 9305 20 186100 93050 -6491.64 86559
115 做多 2024-06-02 02:00 167.43 2024-06-03 01:00 162.35 止损 -3.03% 8656 20 173117 86559 -5247.21 81311
116 做多 2024-06-04 02:00 166.25 2024-06-05 23:00 174.92 止盈 +5.21% 8131 20 162623 81311 +8465.26 89777

⚙️ 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:MA10 / MA50
  • 开仓条件:MA10上穿MA50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