📊 比特币BTC 均线20-50 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 18:50

📈 回测结果摘要

测试币种
比特币BTC
策略
MA20-50
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
100次
盈利
55次
亏损
45次
胜率
55.0%
总收益
+1095.6%
最终资金
119560U
最大回撤
-54.1%
月化收益
+91.3%

📊 收益与风险

盈利因子
1.26
止盈次数
55
止损次数
45
盈亏比
1.22

📋 交易记录明细(共100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 2020-06-24 21:00 9355.29 2020-06-28 03:00 8932.93 止损 -4.51% 1000 20 20000 10000 -902.03 9098
2 做多 2020-06-25 20:00 9184.00 2020-07-26 01:00 9688.10 止盈 +5.49% 910 20 18196 9098 +997.76 10096
3 做多 2020-06-29 09:00 9139.82 2020-07-24 00:00 9628.10 止盈 +5.34% 1010 20 20191 10096 +1077.62 11173
4 做多 2020-07-01 22:00 9218.56 2020-07-26 01:00 9688.10 止盈 +5.09% 1117 20 22347 11173 +1137.07 12310
5 做多 2020-07-05 05:00 9122.52 2020-07-24 00:00 9628.10 止盈 +5.54% 1231 20 24621 12310 +1363.15 13674
6 做多 2020-07-06 18:00 9190.86 2020-07-26 01:00 9688.10 止盈 +5.41% 1367 20 27347 13674 +1478.04 15152
7 做多 2020-07-08 21:00 9433.00 2020-07-10 12:00 9148.55 止损 -3.02% 1515 20 30303 15152 -912.87 14239
8 做多 2020-07-11 17:00 9206.25 2020-07-26 01:00 9688.10 止盈 +5.23% 1424 20 28477 14239 +1489.00 15728
9 做多 2020-07-15 20:00 9244.96 2020-07-26 04:00 9715.57 止盈 +5.09% 1573 20 31455 15728 +1599.62 17327
10 做多 2020-07-18 08:00 9149.66 2020-07-24 00:00 9628.10 止盈 +5.23% 1733 20 34655 17327 +1810.30 19138
11 做多 2020-07-20 10:00 9191.46 2020-07-26 01:00 9688.10 止盈 +5.40% 1914 20 38275 19138 +2066.05 21204
12 做多 2020-07-31 18:00 11185.49 2020-08-02 01:00 11745.01 止盈 +5.00% 2120 20 42407 21204 +2119.18 23323
13 做多 2020-08-04 09:00 11333.22 2020-08-10 10:00 12018.90 止盈 +6.05% 2332 20 46646 23323 +2819.33 26142
14 做多 2020-08-05 20:00 11573.10 2020-08-12 04:00 11219.00 止损 -3.06% 2614 20 52284 26142 -1598.14 24544
15 做多 2020-08-09 07:00 11765.72 2020-08-12 03:00 11395.40 止损 -3.15% 2454 20 49088 24544 -1543.48 23001
16 做多 2020-08-10 11:00 12041.82 2020-08-11 20:00 11677.78 止损 -3.02% 2300 20 46001 23001 -1389.29 21611
17 做多 2020-08-13 11:00 11571.58 2020-08-17 22:00 12179.91 止盈 +5.26% 2161 20 43223 21611 +2269.99 23881
18 做多 2020-08-17 04:00 11849.73 2020-08-17 23:00 12443.99 止盈 +5.01% 2388 20 47763 23881 +2392.88 26274
19 做多 2020-08-17 18:00 11873.50 2020-08-22 08:00 11429.20 止损 -3.74% 2627 20 52548 26274 -1964.37 24310
20 做多 2020-08-21 08:00 11835.74 2020-08-22 08:00 11429.20 止损 -3.43% 2431 20 48620 24310 -1668.34 22641
21 做多 2020-08-23 17:00 11593.86 2020-08-26 01:00 11243.99 止损 -3.02% 2264 20 45283 22641 -1365.15 21276
22 做多 2020-08-27 13:00 11355.53 2020-09-01 15:00 11933.08 止盈 +5.09% 2128 20 42553 21276 +2162.09 23438
23 做多 2020-08-28 23:00 11531.42 2020-09-03 20:00 10826.30 止损 -6.11% 2344 20 46877 23438 -2863.55 20575
24 做多 2020-09-07 10:00 10211.70 2020-09-15 10:00 10752.00 止盈 +5.29% 2057 20 41150 20575 +2175.05 22750
25 做多 2020-09-08 14:00 10310.22 2020-09-08 19:00 9987.07 止损 -3.13% 2275 20 45500 22750 -1424.66 21325
26 做多 2020-09-10 02:00 10324.99 2020-09-15 20:00 10900.23 止盈 +5.57% 2133 20 42651 21325 +2373.83 23699
27 做多 2020-09-12 11:00 10342.39 2020-09-15 20:00 10900.23 止盈 +5.39% 2370 20 47398 23699 +2553.97 26253
28 做多 2020-09-15 00:00 10717.87 2020-09-22 00:00 10381.94 止损 -3.13% 2625 20 52506 26253 -1644.05 24609
29 做多 2020-09-18 18:00 10970.00 2020-09-21 19:00 10634.48 止损 -3.06% 2461 20 49218 24609 -1503.84 23105
30 做多 2020-09-23 18:00 10482.09 2020-10-09 19:00 11049.28 止盈 +5.41% 2311 20 46210 23105 +2497.96 25603
31 做多 2020-09-25 05:00 10638.60 2020-10-10 10:00 11390.93 止盈 +7.07% 2560 20 51206 25603 +3617.54 29221
32 做多 2020-09-28 10:00 10905.33 2020-10-02 00:00 10518.61 止损 -3.55% 2922 20 58441 29221 -2070.35 27150
33 做多 2020-10-01 09:00 10833.13 2020-10-02 01:00 10480.38 止损 -3.26% 2715 20 54301 27150 -1766.38 25384
34 做多 2020-10-04 01:00 10575.76 2020-10-10 10:00 11390.93 止盈 +7.71% 2538 20 50768 25384 +3909.23 29293
35 做多 2020-10-08 18:00 10602.43 2020-10-10 10:00 11390.93 止盈 +7.44% 2929 20 58586 29293 +4352.70 33646
36 做多 2020-10-16 05:00 11491.01 2020-10-21 10:00 12115.48 止盈 +5.43% 3365 20 67292 33646 +3653.26 37299
37 做多 2020-10-18 11:00 11364.54 2020-10-21 00:00 11961.05 止盈 +5.25% 3730 20 74598 37299 +3911.65 41211
38 做多 2020-10-24 08:00 12909.24 2020-10-27 23:00 13605.24 止盈 +5.39% 4121 20 82422 41211 +4439.31 45650
39 做多 2020-10-24 10:00 12990.13 2020-10-28 01:00 13669.60 止盈 +5.23% 4565 20 91300 45650 +4770.83 50421
40 做多 2020-10-24 23:00 13103.61 2020-10-28 10:00 13835.97 止盈 +5.59% 5042 20 100842 50421 +5630.41 56051
41 做多 2020-10-26 20:00 13134.26 2020-10-28 10:00 13835.97 止盈 +5.34% 5605 20 112103 56051 +5983.20 62035
42 做多 2020-10-27 10:00 13065.37 2020-10-28 06:00 13721.49 止盈 +5.02% 6203 20 124069 62035 +6224.30 68259
43 做多 2020-10-30 11:00 13425.56 2020-11-05 06:00 14132.49 止盈 +5.27% 6826 20 136518 68259 +7181.22 75440
44 做多 2020-11-04 06:00 13817.03 2020-11-05 18:00 14648.80 止盈 +6.02% 7544 20 150880 75440 +9073.74 84514
45 做多 2020-11-09 09:00 15509.71 2020-11-09 23:00 15006.90 止损 -3.24% 8451 20 169028 84514 -5474.23 79040
46 做多 2020-11-11 16:00 15397.37 2020-11-13 06:00 16225.42 止盈 +5.38% 7904 20 158079 79040 +8492.78 87532
47 做多 2020-11-16 15:00 16230.87 2020-11-17 20:00 17078.66 止盈 +5.22% 8753 20 175065 87532 +9135.04 96667
48 做多 2020-11-20 04:00 18036.39 2020-11-24 17:00 19033.28 止盈 +5.53% 9667 20 193335 96667 +10675.13 107343
49 做多 2020-11-20 12:00 18207.65 2020-11-24 20:00 19174.57 止盈 +5.31% 10734 20 214685 107343 +11389.48 118732
50 做多 2020-11-24 04:00 18388.29 2020-11-24 22:00 19400.00 止盈 +5.50% 11873 20 237464 118732 +13052.03 131784
51 做多 2020-11-24 17:00 19033.28 2020-11-26 10:00 18420.06 止损 -3.22% 13178 20 263568 131784 -8483.23 123301
52 做多 2020-11-28 20:00 17141.15 2020-11-29 16:00 18143.52 止盈 +5.85% 12330 20 246602 123301 +14406.20 137707
53 做多 2020-12-03 16:00 19405.23 2020-12-05 05:00 18822.00 止损 -3.01% 13771 20 275414 137707 -8269.37 129438
54 做多 2020-12-06 08:00 19270.01 2020-12-09 06:00 18316.00 止损 -4.95% 12944 20 258875 129438 -12803.45 116634
55 做多 2020-12-12 15:00 18368.00 2020-12-13 19:00 19313.43 止盈 +5.15% 11663 20 233268 116634 +11994.69 128629
56 做多 2020-12-19 20:00 23066.84 2020-12-21 20:00 22326.36 止损 -3.21% 12863 20 257258 128629 -8250.10 120379
57 做多 2020-12-23 08:00 24014.73 2020-12-23 19:00 23080.00 止损 -3.89% 12038 20 240758 120379 -9361.68 111017
58 做多 2020-12-25 11:00 23492.62 2020-12-26 07:00 24730.00 止盈 +5.27% 11102 20 222034 111017 +11683.07 122700
59 做多 2020-12-30 10:00 28047.22 2021-01-01 21:00 29493.66 止盈 +5.16% 12270 20 245400 122700 +12643.03 135343
60 做多 2021-01-06 07:00 33999.52 2021-01-07 04:00 36131.01 止盈 +6.27% 13534 20 270686 135343 +16952.84 152296
61 做多 2021-01-13 04:00 34294.85 2021-01-13 08:00 32560.06 止损 -5.06% 15230 20 304592 152296 -15392.25 136904
62 做多 2021-01-14 05:00 37354.27 2021-01-14 22:00 39588.00 止盈 +5.98% 13690 20 273808 136904 +16356.91 153261
63 做多 2021-01-18 21:00 36830.01 2021-01-19 01:00 35717.07 止损 -3.02% 15326 20 306521 153261 -9253.29 144007
64 做多 2021-01-23 10:00 32286.00 2021-01-25 03:00 31293.67 止损 -3.07% 14401 20 288015 144007 -8843.46 135164
65 做多 2021-01-25 13:00 33382.00 2021-01-26 07:00 32253.68 止损 -3.38% 13516 20 270328 135164 -9128.01 126036
66 做多 2021-01-29 01:00 32295.99 2021-01-29 08:00 34166.57 止盈 +5.79% 12604 20 252072 126036 +14585.37 140621
67 做多 2021-02-02 02:00 33760.00 2021-02-03 03:00 35805.48 止盈 +6.06% 14062 20 281243 140621 +17023.13 157644
68 做多 2021-02-08 22:00 43645.89 2021-02-09 07:00 46451.32 止盈 +6.43% 15764 20 315289 157644 +20245.58 177890
69 做多 2021-02-12 03:00 47846.50 2021-02-17 14:00 50627.99 止盈 +5.81% 17789 20 355780 177890 +20662.10 198552
70 做多 2021-02-14 16:00 48838.63 2021-02-15 10:00 46929.10 止损 -3.91% 19855 20 397104 198552 -15510.76 183041
71 做多 2021-02-16 13:00 49284.64 2021-02-18 03:00 52250.27 止盈 +6.02% 18304 20 366083 183041 +22006.46 205048
72 做多 2021-02-25 02:00 49619.98 2021-02-26 05:00 48126.74 止损 -3.01% 20505 20 410096 205048 -12328.88 192719
73 做多 2021-02-28 02:00 47177.01 2021-02-28 10:00 45418.66 止损 -3.73% 19272 20 385438 192719 -14351.42 178368
74 做多 2021-03-01 20:00 47927.40 2021-03-03 16:00 50921.24 止盈 +6.25% 17837 20 356735 178368 +22261.58 200629
75 做多 2021-03-06 13:00 48510.40 2021-03-07 17:00 50961.29 止盈 +5.05% 20063 20 401258 200629 +20252.49 220882
76 做多 2021-03-17 16:00 55828.80 2021-03-18 07:00 58959.00 止盈 +5.61% 22088 20 441763 220882 +24743.94 245626
77 做多 2021-03-20 04:00 58415.45 2021-03-21 17:00 56009.76 止损 -4.12% 24563 20 491251 245626 -20210.68 225415
78 做多 2021-03-24 22:00 56589.12 2021-03-25 03:00 54789.04 止损 -3.18% 22541 20 450830 225415 -14326.39 211088
79 做多 2021-03-27 01:00 53813.89 2021-03-29 16:00 57169.90 止盈 +6.24% 21109 20 422177 211088 +26302.00 237390
80 做多 2021-03-29 17:00 57961.11 2021-04-08 01:00 56120.44 止损 -3.18% 23739 20 474781 237390 -15062.53 222328
81 做多 2021-04-06 00:00 59085.30 2021-04-07 18:00 56857.17 止损 -3.77% 22233 20 444656 222328 -16751.38 205577
82 做多 2021-04-09 04:00 57725.10 2021-04-10 12:00 61252.13 止盈 +6.11% 20558 20 411153 205577 +25096.52 230673
83 做多 2021-04-12 17:00 60114.99 2021-04-13 23:00 63420.34 止盈 +5.50% 23067 20 461346 230673 +25341.19 256014
84 做多 2021-04-21 10:00 56110.08 2021-04-22 06:00 53996.61 止损 -3.77% 25601 20 512029 256014 -19267.03 236747
85 做多 2021-04-25 07:00 50092.40 2021-04-26 04:00 48094.94 止损 -3.99% 23675 20 473494 236747 -18861.95 217885
86 做多 2021-04-26 12:00 52323.95 2021-04-27 19:00 55144.07 止盈 +5.39% 21789 20 435771 217885 +23463.37 241349
87 做多 2021-04-30 23:00 57138.23 2021-05-04 08:00 55318.69 止损 -3.18% 24135 20 482697 241349 -15355.90 225993
88 做多 2021-05-03 16:00 58814.01 2021-05-04 04:00 56861.89 止损 -3.32% 22599 20 451986 225993 -14987.03 211006
89 做多 2021-05-06 03:00 57243.40 2021-05-11 04:00 55271.00 止损 -3.45% 21101 20 422011 211006 -14526.44 196479
90 做多 2021-05-08 06:00 57096.62 2021-05-11 04:00 55271.00 止损 -3.20% 19648 20 392959 196479 -12551.98 183927
91 做多 2021-05-10 21:00 57747.75 2021-05-11 03:00 55828.14 止损 -3.32% 18393 20 367855 183927 -12215.74 171712
92 做多 2021-05-12 15:00 57177.01 2021-05-13 00:00 55070.00 止损 -3.69% 17171 20 343423 171712 -12642.71 159069
93 做多 2021-05-15 06:00 49930.00 2021-05-15 18:00 48408.71 止损 -3.05% 15907 20 318138 159069 -9683.47 149385
94 做多 2021-05-21 04:00 39987.56 2021-05-21 22:00 37802.26 止损 -5.46% 14939 20 298771 149385 -16311.34 133074
95 做多 2021-05-25 00:00 37365.61 2021-05-25 03:00 39563.58 止盈 +5.88% 13307 20 266148 133074 +15640.06 148714
96 做多 2021-05-31 03:00 36096.15 2021-05-31 09:00 34834.73 止损 -3.49% 14871 20 297428 148714 -10383.56 138331
97 做多 2021-06-02 22:00 37845.02 2021-06-04 15:00 36631.46 止损 -3.21% 13833 20 276661 138331 -8862.70 129468
98 做多 2021-06-07 16:00 36109.99 2021-06-08 04:00 34431.11 止损 -4.65% 12947 20 258936 129468 -12026.79 117441
99 做多 2021-06-09 22:00 34662.06 2021-06-10 00:00 36466.63 止盈 +5.21% 11744 20 234882 117441 +12216.16 129657
100 做多 2021-06-14 04:00 39220.62 2021-06-18 01:00 37691.87 止损 -3.90% 12966 20 259314 129657 -10097.51 119560

⚙️ 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:MA20 / MA50
  • 开仓条件:MA20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