📊 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 (8640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
280次
盈利
136次
亏损
144次
胜率
48.6%
总收益
+4946.1%
最终资金
504608U
最大回撤
-93.9%
月化收益
+412.2%

📊 收益与风险

盈利因子
1.02
止盈次数
136
止损次数
144
盈亏比
0.94

📋 交易记录明细(共280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 2023-10-11 1558.70 2023-10-22 1637.80 止盈 +5.07% 1000 20 20000 10000 +1013.93 11014
2 做多 2023-10-11 1571.78 2023-10-23 1665.90 止盈 +5.99% 1101 20 22028 11014 +1317.74 12332
3 做多 2023-10-12 1566.07 2023-10-23 1665.90 止盈 +6.37% 1233 20 24663 12332 +1570.61 13902
4 做多 2023-10-13 1538.25 2023-10-20 1617.89 止盈 +5.18% 1390 20 27805 13902 +1438.09 15340
5 做多 2023-10-14 1558.83 2023-10-22 1637.80 止盈 +5.07% 1534 20 30681 15340 +1552.72 16893
6 做多 2023-10-15 1555.11 2023-10-22 1637.80 止盈 +5.32% 1689 20 33786 16893 +1794.72 18688
7 做多 2023-10-16 1564.45 2023-10-22 1644.33 止盈 +5.11% 1869 20 37376 18688 +1906.47 20594
8 做多 2023-10-18 1572.03 2023-10-23 1665.90 止盈 +5.97% 2059 20 41189 20594 +2457.02 23051
9 做多 2023-10-19 1560.34 2023-10-22 1641.24 止盈 +5.18% 2305 20 46103 23051 +2387.92 25439
10 做多 2023-10-21 1606.35 2023-10-23 1693.62 止盈 +5.43% 2544 20 50878 25439 +2761.37 28201
11 做多 2023-10-23 1639.62 2023-10-24 1786.17 止盈 +8.94% 2820 20 56401 28201 +5036.12 33237
12 做多 2023-10-25 1792.99 2023-11-05 1889.85 止盈 +5.40% 3324 20 66473 33237 +3587.40 36824
13 做多 2023-10-26 1788.47 2023-11-05 1889.85 止盈 +5.67% 3682 20 73648 36824 +4170.60 40995
14 做多 2023-10-28 1792.28 2023-11-05 1889.85 止盈 +5.44% 4099 20 81989 40995 +4458.96 45454
15 做多 2023-10-29 1789.19 2023-11-05 1889.85 止盈 +5.63% 4545 20 90907 45454 +5109.34 50563
16 做多 2023-10-30 1817.40 2023-11-06 1913.96 止盈 +5.31% 5056 20 101126 50563 +5367.54 55931
17 做多 2023-10-31 1810.35 2023-11-06 1901.12 止盈 +5.01% 5593 20 111861 55931 +5603.05 61534
18 做多 2023-10-31 1799.63 2023-11-05 1889.85 止盈 +5.01% 6153 20 123067 61534 +6163.50 67697
19 做多 2023-11-01 1812.43 2023-11-06 1906.61 止盈 +5.20% 6770 20 135394 67697 +7028.50 74726
20 做多 2023-11-02 1836.87 2023-11-09 1990.00 止盈 +8.34% 7473 20 149451 74726 +12446.48 87172
21 做多 2023-11-03 1806.28 2023-11-06 1901.12 止盈 +5.25% 8717 20 174344 87172 +9144.91 96317
22 做多 2023-11-06 1886.68 2023-11-09 1990.00 止盈 +5.48% 9632 20 192634 96317 +10538.64 106856
23 做多 2023-11-06 1899.39 2023-11-09 2039.56 止盈 +7.38% 10686 20 213711 106856 +15755.56 122611
24 做多 2023-11-08 1902.18 2023-11-09 2039.56 止盈 +7.22% 12261 20 245222 122611 +17692.84 140304
25 做多 2023-11-08 1886.95 2023-11-09 1990.00 止盈 +5.46% 14030 20 280608 140304 +15309.22 155613
26 做多 2023-11-11 2083.00 2023-11-15 1966.47 止损 -5.59% 15561 20 311226 155613 -17393.64 138220
27 做多 2023-11-12 2058.35 2023-11-15 1966.47 止损 -4.46% 13822 20 276439 138220 -12327.27 125892
28 做多 2023-11-13 2048.38 2023-11-15 1966.47 止损 -4.00% 12589 20 251785 125892 -10058.22 115834
29 做多 2023-11-15 2013.96 2023-11-17 1952.50 止损 -3.05% 11583 20 231668 115834 -7062.75 108771
30 做多 2023-11-18 1950.37 2023-11-21 2058.06 止盈 +5.52% 10877 20 217543 108771 +11999.65 120771
31 做多 2023-11-19 1964.49 2023-11-23 2063.63 止盈 +5.05% 12077 20 241542 120771 +12177.48 132948
32 做多 2023-11-19 1962.60 2023-11-23 2063.63 止盈 +5.15% 13295 20 265897 132948 +13674.06 146623
33 做多 2023-11-20 1969.16 2023-11-23 2077.35 止盈 +5.49% 14662 20 293245 146623 +16095.42 162718
34 做多 2023-11-22 1994.62 2023-11-24 2110.49 止盈 +5.81% 16272 20 325436 162718 +18886.08 181604
35 做多 2023-11-24 2069.35 2023-11-27 2003.15 止损 -3.20% 18160 20 363208 181604 -11607.67 169996
36 做多 2023-11-26 2083.96 2023-11-27 2018.40 止损 -3.15% 17000 20 339993 169996 -10685.25 159311
37 做多 2023-11-26 2090.22 2023-11-27 2024.32 止损 -3.15% 15931 20 318622 159311 -10035.41 149276
38 做多 2023-11-28 2026.36 2023-12-03 2148.02 止盈 +6.00% 14928 20 298551 149276 +17906.71 167182
39 做多 2023-11-28 2027.98 2023-12-03 2148.02 止盈 +5.92% 16718 20 334365 167182 +19771.90 186954
40 做多 2023-11-30 2034.75 2023-12-03 2148.02 止盈 +5.57% 18695 20 373909 186954 +20793.85 207748
41 做多 2023-11-30 2045.23 2023-12-03 2148.02 止盈 +5.03% 20775 20 415496 207748 +20861.30 228609
42 做多 2023-12-02 2092.47 2023-12-04 2205.94 止盈 +5.42% 22861 20 457219 228609 +24769.17 253379
43 做多 2023-12-04 2167.79 2023-12-06 2292.99 止盈 +5.78% 25338 20 506757 253379 +29238.33 282617
44 做多 2023-12-05 2240.11 2023-12-08 2370.57 止盈 +5.82% 28262 20 565234 282617 +32885.30 315502
45 做多 2023-12-06 2292.99 2023-12-11 2220.45 止损 -3.16% 31550 20 631005 315502 -19942.21 295560
46 做多 2023-12-07 2260.55 2023-12-08 2379.16 止盈 +5.25% 29556 20 591120 295560 +30984.78 326545
47 做多 2023-12-07 2322.81 2023-12-11 2230.13 止损 -3.99% 32654 20 653090 326545 -26032.19 300513
48 做多 2023-12-09 2360.82 2023-12-11 2230.13 止损 -5.54% 30051 20 601025 300513 -33238.22 267274
49 做多 2023-12-10 2355.38 2023-12-11 2230.13 止损 -5.32% 26727 20 534549 267274 -28396.82 238878
50 做多 2023-12-11 2349.68 2023-12-11 2230.13 止损 -5.09% 23888 20 477755 238878 -24283.53 214594
51 做多 2023-12-12 2236.07 2023-12-13 2167.28 止损 -3.08% 21459 20 429188 214594 -13190.25 201404
52 做多 2023-12-13 2184.17 2023-12-14 2308.57 止盈 +5.70% 20140 20 402808 201404 +22919.08 224323
53 做多 2023-12-16 2249.14 2023-12-18 2171.03 止损 -3.47% 22432 20 448646 224323 -15565.36 208758
54 做多 2023-12-18 2227.92 2023-12-18 2159.78 止损 -3.06% 20876 20 417515 208758 -12756.76 196001
55 做多 2023-12-19 2175.42 2023-12-22 2293.31 止盈 +5.42% 19600 20 392002 196001 +21222.04 217223
56 做多 2023-12-20 2211.20 2023-12-22 2342.35 止盈 +5.93% 21722 20 434446 217223 +25741.94 242965
57 做多 2023-12-21 2222.49 2023-12-22 2342.35 止盈 +5.39% 24296 20 485930 242965 +26180.22 269145
58 做多 2023-12-24 2306.52 2023-12-26 2236.12 止损 -3.05% 26915 20 538290 269145 -16413.35 252732
59 做多 2023-12-25 2274.32 2023-12-27 2201.02 止损 -3.22% 25273 20 505463 252732 -16274.50 236457
60 做多 2023-12-25 2301.71 2023-12-26 2229.81 止损 -3.12% 23646 20 472914 236457 -14757.96 221699
61 做多 2023-12-27 2250.39 2023-12-28 2368.87 止盈 +5.26% 22170 20 443398 221699 +23320.98 245020
62 做多 2023-12-29 2367.79 2023-12-30 2287.52 止损 -3.39% 24502 20 490040 245020 -16596.15 228424
63 做多 2023-12-30 2314.41 2024-01-03 2224.29 止损 -3.89% 22842 20 456848 228424 -17771.26 210653
64 做多 2023-12-31 2312.13 2024-01-02 2429.28 止盈 +5.07% 21065 20 421306 210653 +21325.18 231978
65 做多 2024-01-01 2304.19 2024-01-02 2429.28 止盈 +5.43% 23198 20 463956 231978 +25162.08 257140
66 做多 2024-01-03 2378.74 2024-01-03 2249.55 止损 -5.43% 25714 20 514280 257140 -27902.76 229237
67 做多 2024-01-04 2239.62 2024-01-09 2355.24 止盈 +5.16% 22924 20 458475 229237 +23645.00 252882
68 做多 2024-01-06 2248.00 2024-01-10 2399.46 止盈 +6.74% 25288 20 505765 252882 +34042.04 286924
69 做多 2024-01-07 2246.85 2024-01-10 2399.46 止盈 +6.79% 28692 20 573849 286924 +38937.83 325862
70 做多 2024-01-08 2239.20 2024-01-09 2355.24 止盈 +5.18% 32586 20 651724 325862 +33739.93 359602
71 做多 2024-01-08 2226.22 2024-01-09 2355.24 止盈 +5.80% 35960 20 719204 359602 +41639.61 401242
72 做多 2024-01-10 2341.19 2024-01-11 2478.06 止盈 +5.85% 40124 20 802483 401242 +46867.65 448109
73 做多 2024-01-12 2621.80 2024-01-13 2527.75 止损 -3.59% 44811 20 896219 448109 -32117.28 415992
74 做多 2024-01-13 2564.29 2024-01-15 2474.36 止损 -3.51% 41599 20 831984 415992 -29148.62 386843
75 做多 2024-01-15 2529.29 2024-01-19 2439.37 止损 -3.56% 38684 20 773687 386843 -27478.21 359365
76 做多 2024-01-16 2535.32 2024-01-19 2439.37 止损 -3.78% 35937 20 718730 359365 -27173.38 332192
77 做多 2024-01-18 2537.75 2024-01-19 2439.37 止损 -3.88% 33219 20 664384 332192 -25730.16 306462
78 做多 2024-01-19 2490.86 2024-01-22 2411.24 止损 -3.20% 30646 20 612923 306462 -19572.42 286889
79 做多 2024-01-20 2485.05 2024-01-22 2389.26 止损 -3.85% 28689 20 573779 286889 -22095.04 264794
80 做多 2024-01-21 2469.55 2024-01-22 2389.26 止损 -3.25% 26479 20 529588 264794 -17200.76 247593
81 做多 2024-01-24 2222.11 2024-01-30 2340.43 止盈 +5.32% 24759 20 495187 247593 +26340.70 273934
82 做多 2024-01-25 2237.54 2024-01-31 2368.76 止盈 +5.86% 27393 20 547868 273934 +32097.48 306032
83 做多 2024-01-26 2219.03 2024-01-30 2340.43 止盈 +5.47% 30603 20 612063 306032 +33451.63 339483
84 做多 2024-01-26 2253.11 2024-01-31 2368.76 止盈 +5.13% 33948 20 678967 339483 +34815.86 374299
85 做多 2024-01-27 2269.29 2024-02-08 2397.03 止盈 +5.63% 37430 20 748598 374299 +42097.01 416396
86 做多 2024-01-28 2264.75 2024-01-31 2379.24 止盈 +5.06% 41640 20 832792 416396 +42058.08 458454
87 做多 2024-01-28 2272.00 2024-02-08 2397.03 止盈 +5.50% 45845 20 916908 458454 +50407.76 508862
88 做多 2024-01-29 2263.85 2024-01-31 2379.24 止盈 +5.10% 50886 20 1017724 508862 +51822.22 560684
89 做多 2024-01-30 2302.17 2024-02-08 2418.66 止盈 +5.06% 56068 20 1121368 560684 +56684.60 617369
90 做多 2024-02-01 2334.31 2024-02-01 2244.23 止损 -3.86% 61737 20 1234738 617369 -47600.34 569768
91 做多 2024-02-01 2296.56 2024-02-08 2416.97 止盈 +5.24% 56977 20 1139537 569768 +59686.85 629455
92 做多 2024-02-03 2325.11 2024-02-08 2452.52 止盈 +5.48% 62946 20 1258911 629455 +68916.05 698371
93 做多 2024-02-04 2302.17 2024-02-08 2418.66 止盈 +5.06% 69837 20 1396743 698371 +70604.63 768976
94 做多 2024-02-05 2309.74 2024-02-08 2438.64 止盈 +5.58% 76898 20 1537952 768976 +85742.88 854719
95 做多 2024-02-06 2315.79 2024-02-08 2438.64 止盈 +5.30% 85472 20 1709438 854719 +90593.03 945312
96 做多 2024-02-08 2397.03 2024-02-11 2528.28 止盈 +5.48% 94531 20 1890624 945312 +103418.08 1048730
97 做多 2024-02-08 2452.52 2024-02-13 2609.01 止盈 +6.38% 104873 20 2097460 1048730 +133700.55 1182431
98 做多 2024-02-09 2456.19 2024-02-13 2609.01 止盈 +6.22% 118243 20 2364861 1182431 +146990.53 1329421
99 做多 2024-02-11 2509.99 2024-02-13 2642.46 止盈 +5.28% 132942 20 2658842 1329421 +140185.66 1469607
100 做多 2024-02-12 2557.33 2024-02-14 2708.94 止盈 +5.93% 146961 20 2939213 1469607 +174075.52 1643682
101 做多 2024-02-14 2646.28 2024-02-15 2780.11 止盈 +5.06% 164368 20 3287364 1643682 +166085.24 1809767
102 做多 2024-02-18 2786.95 2024-02-19 2927.89 止盈 +5.06% 180977 20 3619535 1809767 +182861.95 1992629
103 做多 2024-02-20 3001.77 2024-02-21 2898.91 止损 -3.43% 199263 20 3985259 1992629 -136424.11 1856205
104 做多 2024-02-21 2988.23 2024-02-21 2892.94 止损 -3.19% 185621 20 3712411 1856205 -118264.61 1737941
105 做多 2024-02-22 2969.65 2024-02-26 3149.10 止盈 +6.04% 173794 20 3475881 1737941 +209830.51 1947771
106 做多 2024-02-24 2943.71 2024-02-26 3102.70 止盈 +5.40% 194777 20 3895542 1947771 +210188.14 2157959
107 做多 2024-02-24 2949.14 2024-02-26 3102.70 止盈 +5.21% 215796 20 4315919 2157959 +224502.64 2382462
108 做多 2024-02-27 3156.57 2024-02-28 3334.12 止盈 +5.62% 238246 20 4764924 2382462 +267748.30 2650210
109 做多 2024-02-28 3270.39 2024-02-29 3456.72 止盈 +5.70% 265021 20 5300421 2650210 +301688.71 2951899
110 做多 2024-02-29 3387.07 2024-03-04 3562.65 止盈 +5.18% 295190 20 5903798 2951899 +305736.90 3257636
111 做多 2024-03-01 3432.13 2024-03-05 3611.32 止盈 +5.22% 325764 20 6515272 3257636 +339819.32 3597455
112 做多 2024-03-03 3434.33 2024-03-05 3611.32 止盈 +5.15% 359746 20 7194910 3597455 +370422.70 3967878
113 做多 2024-03-03 3424.31 2024-03-05 3600.89 止盈 +5.16% 396788 20 7935756 3967878 +408810.67 4376689
114 做多 2024-03-06 3752.42 2024-03-08 3944.80 止盈 +5.13% 437669 20 8753377 4376689 +448321.55 4825010
115 做多 2024-03-07 3840.37 2024-03-11 4045.64 止盈 +5.35% 482501 20 9650020 4825010 +515283.37 5340294
116 做多 2024-03-09 3943.17 2024-03-11 3821.74 止损 -3.08% 534029 20 10680587 5340294 -328579.99 5011714
117 做多 2024-03-09 3941.23 2024-03-11 3821.74 止损 -3.03% 501171 20 10023427 5011714 -303585.84 4708128
118 做多 2024-03-09 3920.24 2024-03-15 3789.88 止损 -3.33% 470813 20 9416255 4708128 -312806.24 4395321
119 做多 2024-03-10 3934.60 2024-03-15 3815.37 止损 -3.03% 439532 20 8790643 4395321 -266116.06 4129205
120 做多 2024-03-11 4013.37 2024-03-14 3881.10 止损 -3.30% 412921 20 8258411 4129205 -271903.08 3857302
121 做多 2024-03-13 4036.01 2024-03-14 3881.10 止损 -3.84% 385730 20 7714605 3857302 -295805.59 3561497
122 做多 2024-03-16 3732.38 2024-03-17 3598.36 止损 -3.59% 356150 20 7122993 3561497 -255512.29 3305984
123 做多 2024-03-16 3763.28 2024-03-16 3649.68 止损 -3.02% 330598 20 6611969 3305984 -199392.16 3106592
124 做多 2024-03-17 3543.42 2024-03-19 3394.45 止损 -4.20% 310659 20 6213185 3106592 -260949.17 2845643
125 做多 2024-03-18 3629.59 2024-03-18 3515.91 止损 -3.13% 284564 20 5691286 2845643 -178074.78 2667568
126 做多 2024-03-20 3294.54 2024-03-21 3462.88 止盈 +5.11% 266757 20 5335137 2667568 +272335.07 2939903
127 做多 2024-03-22 3533.97 2024-03-22 3407.74 止损 -3.57% 293990 20 5879807 2939903 -209811.01 2730092
128 做多 2024-03-23 3367.61 2024-03-25 3565.10 止盈 +5.86% 273009 20 5460185 2730092 +319886.67 3049979
129 做多 2024-03-24 3389.88 2024-03-25 3565.10 止盈 +5.17% 304998 20 6099958 3049979 +314986.32 3364965
130 做多 2024-03-27 3605.42 2024-03-28 3464.23 止损 -3.92% 336497 20 6729931 3364965 -263283.81 3101682
131 做多 2024-03-28 3577.28 2024-04-01 3446.04 止损 -3.67% 310168 20 6203363 3101682 -227355.77 2874326
132 做多 2024-03-30 3518.89 2024-04-02 3367.77 止损 -4.29% 287433 20 5748652 2874326 -246631.04 2627695
133 做多 2024-03-31 3545.70 2024-04-02 3367.77 止损 -5.02% 262769 20 5255390 2627695 -263461.76 2364233
134 做多 2024-04-03 3317.32 2024-04-08 3601.22 止盈 +8.56% 236423 20 4728466 2364233 +404262.80 2768496
135 做多 2024-04-04 3340.12 2024-04-08 3601.22 止盈 +7.82% 276850 20 5536992 2768496 +432398.48 3200894
136 做多 2024-04-06 3322.48 2024-04-08 3601.22 止盈 +8.39% 320089 20 6401789 3200894 +536542.01 3737436
137 做多 2024-04-08 3422.73 2024-04-08 3601.22 止盈 +5.21% 373744 20 7474873 3737436 +389413.08 4126849
138 做多 2024-04-10 3538.91 2024-04-13 3425.56 止损 -3.20% 412685 20 8253699 4126849 -264098.61 3862751
139 做多 2024-04-11 3524.00 2024-04-13 3326.89 止损 -5.59% 386275 20 7725502 3862751 -431682.98 3431068
140 做多 2024-04-12 3549.52 2024-04-12 3442.42 止损 -3.02% 343107 20 6862136 3431068 -206844.81 3224223
141 做多 2024-04-13 3276.81 2024-04-14 3083.37 止损 -5.90% 322422 20 6448446 3224223 -380290.59 2843932
142 做多 2024-04-14 3054.30 2024-04-15 3238.85 止盈 +6.04% 284393 20 5687865 2843932 +343334.23 3187267
143 做多 2024-04-17 3100.89 2024-04-17 2981.19 止损 -3.86% 318727 20 6374533 3187267 -245822.52 2941444
144 做多 2024-04-18 3012.60 2024-04-21 3180.08 止盈 +5.56% 294144 20 5882888 2941444 +326721.39 3268165
145 做多 2024-04-18 3045.00 2024-04-19 2940.44 止损 -3.43% 326817 20 6536331 3268165 -224221.78 3043944
146 做多 2024-04-19 3110.05 2024-04-24 3270.01 止盈 +5.14% 304394 20 6087887 3043944 +312806.76 3356750
147 做多 2024-04-20 3108.48 2024-04-24 3270.01 止盈 +5.20% 335675 20 6713501 3356750 +348513.54 3705264
148 做多 2024-04-22 3189.23 2024-04-25 3082.06 止损 -3.36% 370526 20 7410528 3705264 -248772.31 3456492
149 做多 2024-04-23 3216.31 2024-04-25 3082.06 止损 -4.17% 345649 20 6912983 3456492 -288262.00 3168230
150 做多 2024-04-23 3246.16 2024-04-25 3128.30 止损 -3.63% 316823 20 6336459 3168230 -229831.03 2938399
151 做多 2024-04-26 3158.97 2024-04-28 3320.01 止盈 +5.10% 293840 20 5876797 2938399 +299291.56 3237690
152 做多 2024-04-27 3143.29 2024-04-28 3309.03 止盈 +5.27% 323769 20 6475380 3237690 +341093.67 3578784
153 做多 2024-04-27 3149.61 2024-04-28 3309.03 止盈 +5.06% 357878 20 7157568 3578784 +361923.67 3940708
154 做多 2024-04-30 3213.78 2024-04-30 3066.00 止损 -4.60% 394071 20 7881415 3940708 -362050.55 3578657
155 做多 2024-05-01 3005.01 2024-05-01 2868.49 止损 -4.54% 357866 20 7157314 3578657 -324837.32 3253820
156 做多 2024-05-02 2939.39 2024-05-04 3111.99 止盈 +5.87% 325382 20 6507639 3253820 +381744.29 3635564
157 做多 2024-05-02 2964.31 2024-05-04 3115.95 止盈 +5.12% 363556 20 7271128 3635564 +371584.37 4007148
158 做多 2024-05-03 3059.45 2024-05-09 2950.29 止损 -3.57% 400715 20 8014297 4007148 -285661.08 3721487
159 做多 2024-05-05 3142.02 2024-05-08 3046.51 止损 -3.04% 372149 20 7442975 3721487 -226022.63 3495465
160 做多 2024-05-06 3177.65 2024-05-06 3075.75 止损 -3.21% 349546 20 6990929 3495465 -223959.00 3271506
161 做多 2024-05-07 3118.05 2024-05-08 3004.55 止损 -3.64% 327151 20 6543011 3271506 -237933.69 3033572
162 做多 2024-05-09 3010.06 2024-05-10 2917.03 止损 -3.09% 303357 20 6067144 3033572 -187325.82 2846246
163 做多 2024-05-09 3002.62 2024-05-11 2891.50 止损 -3.70% 284625 20 5692492 2846246 -210455.27 2635791
164 做多 2024-05-09 3004.82 2024-05-11 2891.50 止损 -3.77% 263579 20 5271582 2635791 -198606.99 2437184
165 做多 2024-05-11 2910.18 2024-05-17 3078.31 止盈 +5.78% 243718 20 4874368 2437184 +281325.53 2718509
166 做多 2024-05-12 2923.18 2024-05-17 3078.31 止盈 +5.31% 271851 20 5437019 2718509 +288248.17 3006758
167 做多 2024-05-12 2919.42 2024-05-17 3078.31 止盈 +5.44% 300676 20 6013515 3006758 +326959.44 3333717
168 做多 2024-05-12 2928.69 2024-05-17 3078.31 止盈 +5.11% 333372 20 6667434 3333717 +340283.16 3674000
169 做多 2024-05-13 2984.67 2024-05-14 2893.42 止损 -3.06% 367400 20 7348000 3674000 -224424.99 3449575
170 做多 2024-05-15 2905.91 2024-05-17 3078.31 止盈 +5.93% 344958 20 6899150 3449575 +408899.14 3858474
171 做多 2024-05-17 3023.58 2024-05-21 3438.29 止盈 +13.72% 385847 20 7716949 3858474 +1057387.43 4915862
172 做多 2024-05-20 3122.11 2024-05-21 3438.29 止盈 +10.13% 491586 20 9831723 4915862 +994675.31 5910537
173 做多 2024-05-23 3776.71 2024-05-27 3966.13 止盈 +5.02% 591054 20 11821074 5910537 +592290.30 6502827
174 做多 2024-05-24 3812.00 2024-05-24 3674.99 止损 -3.59% 650283 20 13005655 6502827 -466978.71 6035849
175 做多 2024-05-24 3805.90 2024-05-24 3674.99 止损 -3.44% 603585 20 12071697 6035849 -414810.05 5621039
176 做多 2024-05-25 3737.87 2024-05-27 3932.73 止盈 +5.21% 562104 20 11242077 5621039 +585477.97 6206517
177 做多 2024-05-26 3750.51 2024-05-27 3945.85 止盈 +5.21% 620652 20 12413033 6206517 +645868.73 6852385
178 做多 2024-05-26 3773.44 2024-05-27 3966.13 止盈 +5.11% 685239 20 13704771 6852385 +699131.69 7551517
179 做多 2024-05-28 3895.64 2024-05-29 3763.04 止损 -3.40% 755152 20 15103034 7551517 -513563.79 7037953
180 做多 2024-05-29 3869.88 2024-05-30 3752.83 止损 -3.02% 703795 20 14075906 7037953 -425319.97 6612633
181 做多 2024-05-30 3787.31 2024-06-09 3669.79 止损 -3.10% 661263 20 13225266 6612633 -409968.84 6202664
182 做多 2024-05-30 3778.40 2024-06-10 3649.16 止损 -3.42% 620266 20 12405329 6202664 -423899.38 5778765
183 做多 2024-05-31 3827.00 2024-06-08 3681.01 止损 -3.81% 577876 20 11557530 5778765 -440448.53 5338316
184 做多 2024-06-01 3792.00 2024-06-09 3674.76 止损 -3.09% 533832 20 10676633 5338316 -329767.07 5008549
185 做多 2024-06-03 3810.97 2024-06-08 3681.01 止损 -3.41% 500855 20 10017099 5008549 -341257.04 4667292
186 做多 2024-06-04 3780.90 2024-06-10 3649.16 止损 -3.48% 466729 20 9334585 4667292 -324924.87 4342367
187 做多 2024-06-06 3844.66 2024-06-08 3725.33 止损 -3.10% 434237 20 8684735 4342367 -269285.99 4073081
188 做多 2024-06-07 3838.30 2024-06-08 3681.01 止损 -4.10% 407308 20 8146163 4073081 -333488.44 3739593
189 做多 2024-06-09 3690.01 2024-06-11 3566.31 止损 -3.35% 373959 20 7479186 3739593 -250473.62 3489119
190 做多 2024-06-09 3688.25 2024-06-11 3566.31 止损 -3.31% 348912 20 6978239 3489119 -230482.08 3258637
191 做多 2024-06-11 3699.80 2024-06-11 3566.31 止损 -3.61% 325864 20 6517275 3258637 -234910.27 3023727
192 做多 2024-06-12 3522.00 2024-06-15 3402.17 止损 -3.40% 302373 20 6047454 3023727 -205548.49 2818179
193 做多 2024-06-14 3490.70 2024-06-24 3370.58 止损 -3.44% 281818 20 5636357 2818179 -193761.19 2624417
194 做多 2024-06-15 3477.01 2024-06-24 3370.58 止损 -3.06% 262442 20 5248835 2624417 -160504.24 2463913
195 做多 2024-06-16 3592.25 2024-06-18 3471.00 止损 -3.38% 246391 20 4927826 2463913 -166163.67 2297750
196 做多 2024-06-18 3522.79 2024-06-18 3406.56 止损 -3.30% 229775 20 4595499 2297750 -151471.05 2146278
197 做多 2024-06-19 3471.93 2024-06-24 3367.68 止损 -3.00% 214628 20 4292557 2146278 -128761.69 2017517
198 做多 2024-06-22 3533.49 2024-06-24 3424.36 止损 -3.09% 201752 20 4035034 2017517 -124495.29 1893021
199 做多 2024-06-22 3507.66 2024-06-24 3401.59 止损 -3.02% 189302 20 3786043 1893021 -114373.68 1778648
200 做多 2024-06-23 3496.46 2024-06-24 3370.58 止损 -3.60% 177865 20 3557296 1778648 -127942.14 1650706
201 做多 2024-06-23 3506.39 2024-06-24 3370.58 止损 -3.87% 165071 20 3301411 1650706 -127742.87 1522963
202 做多 2024-06-25 3346.29 2024-07-01 3517.57 止盈 +5.12% 152296 20 3045926 1522963 +155749.93 1678713
203 做多 2024-06-27 3389.21 2024-07-04 3265.24 止损 -3.66% 167871 20 3357425 1678713 -122684.58 1556028
204 做多 2024-06-27 3382.89 2024-07-04 3265.24 止损 -3.48% 155603 20 3112056 1556028 -108122.73 1447905
205 做多 2024-06-27 3398.48 2024-07-03 3288.99 止损 -3.22% 144791 20 2895811 1447905 -93202.04 1354703
206 做多 2024-06-29 3393.28 2024-07-03 3288.99 止损 -3.07% 135470 20 2709407 1354703 -83188.38 1271515
207 做多 2024-06-30 3388.85 2024-07-04 3265.24 止损 -3.65% 127151 20 2543030 1271515 -92665.53 1178849
208 做多 2024-07-06 2989.67 2024-07-08 2886.11 止损 -3.46% 117885 20 2357699 1178849 -81587.31 1097262
209 做多 2024-07-08 3050.00 2024-07-14 3209.10 止盈 +5.22% 109726 20 2194524 1097262 +114360.55 1211623
210 做多 2024-07-10 3117.40 2024-07-15 3276.80 止盈 +5.11% 121162 20 2423245 1211623 +123782.33 1335405
211 做多 2024-07-11 3120.24 2024-07-15 3276.80 止盈 +5.02% 133541 20 2670810 1335405 +133875.56 1469281
212 做多 2024-07-11 3121.70 2024-07-15 3330.10 止盈 +6.68% 146928 20 2938561 1469281 +195977.75 1665258
213 做多 2024-07-12 3130.18 2024-07-15 3330.10 止盈 +6.39% 166526 20 3330517 1665258 +212502.49 1877761
214 做多 2024-07-15 3253.20 2024-07-16 3430.89 止盈 +5.46% 187776 20 3755522 1877761 +204921.72 2082683
215 做多 2024-07-17 3457.11 2024-07-25 3335.00 止损 -3.53% 208268 20 4165365 2082683 -146979.44 1935703
216 做多 2024-07-18 3445.58 2024-07-25 3335.00 止损 -3.21% 193570 20 3871406 1935703 -124121.92 1811581
217 做多 2024-07-19 3438.78 2024-07-25 3335.00 止损 -3.02% 181158 20 3623162 1811581 -109235.19 1702346
218 做多 2024-07-19 3466.41 2024-07-25 3362.22 止损 -3.01% 170235 20 3404692 1702346 -102232.61 1600113
219 做多 2024-07-21 3496.87 2024-07-25 3381.95 止损 -3.29% 160011 20 3200227 1600113 -105066.04 1495047
220 做多 2024-07-22 3516.00 2024-07-24 3401.99 止损 -3.24% 149505 20 2990095 1495047 -96860.01 1398187
221 做多 2024-07-22 3532.42 2024-07-24 3401.99 止损 -3.69% 139819 20 2796375 1398187 -103149.23 1295038
222 做多 2024-07-23 3453.62 2024-07-25 3335.00 止损 -3.43% 129504 20 2590076 1295038 -88871.27 1206167
223 做多 2024-07-23 3521.12 2024-07-24 3401.99 止损 -3.38% 120617 20 2412334 1206167 -81534.83 1124632
224 做多 2024-07-24 3481.01 2024-07-25 3362.22 止损 -3.41% 112463 20 2249264 1124632 -76679.72 1047952
225 做多 2024-07-24 3468.35 2024-07-25 3362.22 止损 -3.06% 104795 20 2095905 1047952 -64069.63 983883
226 做多 2024-07-26 3191.28 2024-07-29 3366.50 止盈 +5.49% 98388 20 1967765 983883 +107933.82 1091816
227 做多 2024-07-27 3269.04 2024-08-01 3146.00 止损 -3.76% 109182 20 2183633 1091816 -82105.30 1009711
228 做多 2024-07-28 3269.68 2024-08-01 3146.00 止损 -3.78% 100971 20 2019422 1009711 -76310.95 933400
229 做多 2024-07-30 3339.51 2024-08-01 3221.69 止损 -3.53% 93340 20 1866800 933400 -65796.02 867604
230 做多 2024-07-31 3316.25 2024-08-01 3210.44 止损 -3.19% 86760 20 1735208 867604 -55309.10 812295
231 做多 2024-08-02 3201.67 2024-08-02 3036.44 止损 -5.16% 81230 20 1624590 812295 -83757.10 728538
232 做多 2024-08-03 3008.67 2024-08-04 2901.09 止损 -3.58% 72854 20 1457076 728538 -52048.07 676490
233 做多 2024-08-04 2922.10 2024-08-04 2826.06 止损 -3.29% 67649 20 1352980 676490 -44423.61 632066
234 做多 2024-08-06 2468.44 2024-08-06 2373.70 止损 -3.84% 63207 20 1264133 632066 -48469.54 583597
235 做多 2024-08-07 2529.46 2024-08-07 2446.41 止损 -3.28% 58360 20 1167194 583597 -38284.25 545313
236 做多 2024-08-07 2506.07 2024-08-07 2388.78 止损 -4.68% 54531 20 1090625 545313 -50992.78 494320
237 做多 2024-08-08 2421.37 2024-08-09 2584.04 止盈 +6.72% 49432 20 988639 494320 +66351.34 560671
238 做多 2024-08-10 2604.83 2024-08-14 2741.45 止盈 +5.24% 56067 20 1121342 560671 +58754.15 619425
239 做多 2024-08-11 2623.62 2024-08-12 2536.41 止损 -3.32% 61943 20 1238850 619425 -41138.62 578287
240 做多 2024-08-12 2639.88 2024-08-16 2552.33 止损 -3.32% 57829 20 1156573 578287 -38318.68 539968
241 做多 2024-08-14 2712.00 2024-08-15 2623.00 止损 -3.28% 53997 20 1079936 539968 -35404.93 504563
242 做多 2024-08-15 2667.05 2024-08-16 2552.33 止损 -4.30% 50456 20 1009126 504563 -43362.95 461200
243 做多 2024-08-16 2616.00 2024-08-24 2751.32 止盈 +5.17% 46120 20 922400 461200 +47666.04 508866
244 做多 2024-08-17 2619.10 2024-08-24 2751.32 止盈 +5.05% 50887 20 1017732 508866 +51326.78 560193
245 做多 2024-08-17 2599.59 2024-08-24 2744.58 止盈 +5.58% 56019 20 1120386 560193 +62426.10 622619
246 做多 2024-08-17 2612.33 2024-08-24 2744.58 止盈 +5.06% 62262 20 1245238 622619 +62977.51 685596
247 做多 2024-08-18 2644.00 2024-08-25 2812.71 止盈 +6.38% 68560 20 1371193 685596 +87406.44 773003
248 做多 2024-08-20 2613.94 2024-08-24 2751.32 止盈 +5.26% 77300 20 1546006 773003 +81171.67 854175
249 做多 2024-08-21 2599.22 2024-08-24 2744.58 止盈 +5.59% 85417 20 1708349 854175 +95442.98 949618
250 做多 2024-08-21 2600.44 2024-08-24 2744.58 止盈 +5.54% 94962 20 1899235 949618 +105167.58 1054785
251 做多 2024-08-23 2637.42 2024-08-24 2771.08 止盈 +5.07% 105479 20 2109570 1054785 +106802.56 1161588
252 做多 2024-08-25 2812.71 2024-08-26 2724.57 止损 -3.13% 116159 20 2323175 1161588 -72726.98 1088861
253 做多 2024-08-25 2762.79 2024-08-27 2679.25 止损 -3.02% 108886 20 2177721 1088861 -65783.11 1023078
254 做多 2024-08-28 2524.82 2024-08-30 2448.04 止损 -3.04% 102308 20 2046155 1023078 -62161.54 960916
255 做多 2024-08-31 2517.15 2024-09-02 2405.09 止损 -4.45% 96092 20 1921832 960916 -85471.72 875444
256 做多 2024-08-31 2521.48 2024-09-02 2405.09 止损 -4.62% 87544 20 1750889 875444 -80739.15 794705
257 做多 2024-09-02 2500.14 2024-09-02 2405.09 止损 -3.80% 79471 20 1589410 794705 -60365.57 734340
258 做多 2024-09-02 2515.00 2024-09-04 2439.21 止损 -3.01% 73434 20 1468679 734340 -44214.67 690125
259 做多 2024-09-04 2436.98 2024-09-06 2362.71 止损 -3.05% 69012 20 1380250 690125 -42022.77 648102
260 做多 2024-09-06 2391.56 2024-09-06 2289.02 止损 -4.29% 64810 20 1296204 648102 -55520.20 592582
261 做多 2024-09-07 2287.03 2024-09-13 2406.83 止盈 +5.24% 59258 20 1185164 592582 +62019.59 654602
262 做多 2024-09-08 2296.52 2024-09-14 2420.00 止盈 +5.38% 65460 20 1309203 654602 +70323.25 724925
263 做多 2024-09-09 2295.89 2024-09-14 2420.00 止盈 +5.41% 72492 20 1449850 724925 +78296.82 803222
264 做多 2024-09-11 2379.59 2024-09-11 2286.35 止损 -3.92% 80322 20 1606443 803222 -62882.68 740339
265 做多 2024-09-12 2339.44 2024-09-16 2260.22 止损 -3.39% 74034 20 1480678 740339 -50089.77 690249
266 做多 2024-09-13 2348.03 2024-09-16 2276.37 止损 -3.05% 69025 20 1380498 690249 -42089.58 648160
267 做多 2024-09-13 2353.22 2024-09-16 2276.37 止损 -3.27% 64816 20 1296319 648160 -42292.06 605868
268 做多 2024-09-15 2418.51 2024-09-16 2345.16 止损 -3.03% 60587 20 1211735 605868 -36713.47 569154
269 做多 2024-09-17 2298.24 2024-09-19 2415.48 止盈 +5.10% 56915 20 1138308 569154 +58010.39 627164
270 做多 2024-09-19 2325.01 2024-09-20 2471.23 止盈 +6.29% 62716 20 1254329 627164 +78805.93 705970
271 做多 2024-09-21 2560.29 2024-09-28 2716.62 止盈 +6.11% 70597 20 1411941 705970 +86126.17 792097
272 做多 2024-09-21 2547.87 2024-09-23 2675.37 止盈 +5.00% 79210 20 1584193 792097 +79196.60 871293
273 做多 2024-09-23 2612.56 2024-10-01 2523.54 止损 -3.41% 87129 20 1742586 871293 -59317.27 811976
274 做多 2024-09-24 2636.28 2024-10-01 2548.59 止损 -3.33% 81198 20 1623952 811976 -53963.14 758013
275 做多 2024-09-25 2649.38 2024-09-26 2569.69 止损 -3.01% 75801 20 1516026 758013 -45554.53 712458
276 做多 2024-09-26 2612.09 2024-10-01 2523.54 止损 -3.39% 71246 20 1424917 712458 -48256.45 664202
277 做多 2024-09-27 2652.68 2024-10-01 2548.59 止损 -3.92% 66420 20 1328404 664202 -52073.85 612128
278 做多 2024-09-29 2673.48 2024-10-01 2588.06 止损 -3.20% 61213 20 1224256 612128 -39076.92 573051
279 做多 2024-09-30 2662.17 2024-10-01 2579.72 止损 -3.10% 57305 20 1146102 573051 -35460.40 537591
280 做多 2024-10-01 2629.33 2024-10-01 2548.59 止损 -3.07% 53759 20 1075181 537591 -32983.05 504608

⚙️ 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