📊 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 19:20

📈 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
109次
盈利
56次
亏损
53次
胜率
51.4%
总收益
+659.4%
最终资金
75937U
最大回撤
-62.3%
月化收益
+54.9%

📊 收益与风险

盈利因子
1.23
止盈次数
56
止损次数
53
盈亏比
1.06

📋 交易记录明细(共109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 2023-07-18 19:00 29871.90 2023-08-01 10:00 28917.40 止损 -3.20% 1000 20 20000 10000 -638.42 9362
2 做多 2023-07-19 22:00 29810.90 2023-08-01 11:00 28820.10 止损 -3.32% 936 20 18723 9362 -621.66 8740
3 做多 2023-07-22 17:00 29921.00 2023-08-01 10:00 28917.40 止损 -3.35% 874 20 17480 8740 -585.72 8154
4 做多 2023-07-24 01:00 30110.10 2023-07-24 17:00 29162.00 止损 -3.15% 815 20 16308 8154 -513.00 7641
5 做多 2023-07-26 15:00 29205.30 2023-08-17 23:00 27920.90 止损 -4.40% 764 20 15282 7641 -671.42 6970
6 做多 2023-07-29 12:00 29367.20 2023-08-17 21:00 28393.30 止损 -3.32% 697 20 13940 6970 -461.81 6508
7 做多 2023-07-31 00:00 29367.40 2023-08-17 21:00 28393.30 止损 -3.32% 651 20 13016 6508 -431.30 6077
8 做多 2023-07-31 11:00 29411.80 2023-08-17 20:00 28490.10 止损 -3.13% 608 20 12153 6077 -380.48 5696
9 做多 2023-08-02 12:00 29667.30 2023-08-17 07:00 28714.40 止损 -3.21% 570 20 11392 5696 -365.55 5331
10 做多 2023-08-04 17:00 29190.90 2023-08-17 23:00 27920.90 止损 -4.35% 533 20 10661 5331 -463.37 4867
11 做多 2023-08-07 02:00 29076.00 2023-08-17 23:00 27920.90 止损 -3.97% 487 20 9735 4867 -386.34 4481
12 做多 2023-08-13 06:00 29419.00 2023-08-17 18:00 28532.30 止损 -3.01% 448 20 8962 4481 -269.84 4211
13 做多 2023-08-15 01:00 29475.20 2023-08-17 08:00 28566.50 止损 -3.08% 421 20 8422 4211 -259.39 3952
14 做多 2023-08-20 16:00 26099.90 2023-08-29 22:00 27484.80 止盈 +5.31% 395 20 7903 3952 +418.95 4371
15 做多 2023-08-24 01:00 26526.90 2023-08-30 00:00 27988.40 止盈 +5.51% 437 20 8741 4371 +481.12 4852
16 做多 2023-08-26 23:00 26040.20 2023-08-29 22:00 27484.80 止盈 +5.55% 485 20 9704 4852 +537.77 5390
17 做多 2023-08-27 20:00 26059.20 2023-08-29 22:00 27484.80 止盈 +5.47% 539 20 10779 5390 +589.09 5979
18 做多 2023-08-29 10:00 26091.10 2023-08-29 22:00 27484.80 止盈 +5.34% 598 20 11957 5979 +638.08 6617
19 做多 2023-08-29 22:00 27484.80 2023-09-01 00:00 26223.30 止损 -4.59% 662 20 13233 6617 -606.78 6010
20 做多 2023-09-03 13:00 25884.90 2023-09-11 23:00 25102.50 止损 -3.02% 601 20 12020 6010 -362.95 5647
21 做多 2023-09-07 20:00 25649.00 2023-09-18 18:00 27116.70 止盈 +5.72% 565 20 11294 5647 +645.62 6293
22 做多 2023-09-07 22:00 25760.00 2023-09-18 18:00 27116.70 止盈 +5.27% 629 20 12585 6293 +662.16 6955
23 做多 2023-09-12 23:00 26192.40 2023-10-02 06:00 27989.70 止盈 +6.86% 695 20 13909 6955 +953.50 7908
24 做多 2023-09-16 21:00 26535.90 2023-10-02 06:00 27989.70 止盈 +5.48% 791 20 15817 7908 +865.66 8774
25 做多 2023-09-18 12:00 26613.50 2023-10-02 06:00 27989.70 止盈 +5.17% 877 20 17548 8774 +906.50 9680
26 做多 2023-09-24 19:00 26587.60 2023-10-02 06:00 27989.70 止盈 +5.27% 968 20 19361 9680 +1019.97 10700
27 做多 2023-09-24 21:00 26576.40 2023-10-02 06:00 27989.70 止盈 +5.32% 1070 20 21401 10700 +1136.93 11837
28 做多 2023-09-25 00:00 26562.50 2023-10-02 06:00 27989.70 止盈 +5.37% 1184 20 23675 11837 +1270.76 13108
29 做多 2023-09-27 04:00 26153.50 2023-10-02 06:00 27989.70 止盈 +7.02% 1311 20 26216 13108 +1838.76 14947
30 做多 2023-09-27 19:00 26755.80 2023-10-02 11:00 28114.80 止盈 +5.08% 1495 20 29894 14947 +1516.86 16464
31 做多 2023-10-01 05:00 26984.00 2023-10-02 21:00 28540.00 止盈 +5.77% 1646 20 32927 16464 +1896.82 18361
32 做多 2023-10-05 05:00 27671.00 2023-10-11 23:00 26769.10 止损 -3.26% 1836 20 36721 18361 -1195.68 17165
33 做多 2023-10-07 03:00 27939.10 2023-10-11 11:00 27000.70 止损 -3.36% 1716 20 34330 17165 -1151.89 16013
34 做多 2023-10-13 22:00 26745.40 2023-10-16 22:00 28181.40 止盈 +5.37% 1601 20 32026 16013 +1717.80 17731
35 做多 2023-10-15 23:00 26885.60 2023-10-17 02:00 28536.90 止盈 +6.14% 1773 20 35461 17731 +2175.85 19907
36 做多 2023-10-20 02:00 28631.50 2023-10-22 01:00 30132.40 止盈 +5.24% 1991 20 39813 19907 +2084.97 21992
37 做多 2023-10-28 23:00 34199.90 2023-11-09 09:00 35914.10 止盈 +5.01% 2199 20 43983 21992 +2202.36 24194
38 做多 2023-11-01 09:00 34507.00 2023-11-09 10:00 36382.50 止盈 +5.44% 2419 20 48388 24194 +2627.31 26821
39 做多 2023-11-04 21:00 34696.10 2023-11-09 11:00 36455.50 止盈 +5.07% 2682 20 53642 26821 +2717.43 29539
40 做多 2023-11-08 08:00 35378.10 2023-11-09 21:00 37179.70 止盈 +5.09% 2954 20 59077 29539 +3005.46 32544
41 做多 2023-11-13 06:00 37185.00 2023-11-15 02:00 35239.50 止损 -5.23% 3254 20 65088 32544 -3401.98 29142
42 做多 2023-11-16 05:00 37644.50 2023-11-16 23:00 36423.10 止损 -3.24% 2914 20 58284 29142 -1889.18 27253
43 做多 2023-11-18 20:00 36460.20 2023-11-29 16:00 38335.50 止盈 +5.14% 2725 20 54506 27253 +2800.66 30054
44 做多 2023-11-23 10:00 37350.10 2023-12-03 03:00 39416.40 止盈 +5.53% 3005 20 60107 30054 +3321.96 33376
45 做多 2023-11-29 01:00 38202.50 2023-12-04 08:00 40217.60 止盈 +5.27% 3338 20 66751 33376 +3517.46 36893
46 做多 2023-12-01 17:00 38706.10 2023-12-04 10:00 40697.60 止盈 +5.15% 3689 20 73786 36893 +3792.63 40686
47 做多 2023-12-09 04:00 44393.20 2023-12-11 10:00 41962.20 止损 -5.48% 4069 20 81371 40686 -4451.49 36234
48 做多 2023-12-14 04:00 42880.10 2023-12-18 07:00 41396.50 止损 -3.46% 3623 20 72468 36234 -2504.81 33729
49 做多 2023-12-19 10:00 43099.00 2023-12-30 06:00 41794.80 止损 -3.03% 3373 20 67459 33729 -2039.30 31690
50 做多 2023-12-24 12:00 43828.30 2023-12-26 17:00 42449.00 止损 -3.15% 3169 20 63380 31690 -1992.61 29697
51 做多 2023-12-26 11:00 43487.90 2023-12-27 01:00 42049.00 止损 -3.31% 2970 20 59395 29697 -1963.26 27734
52 做多 2023-12-28 05:00 43388.10 2023-12-30 00:00 42002.90 止损 -3.19% 2773 20 55468 27734 -1769.10 25965
53 做多 2023-12-31 14:00 42289.20 2024-01-02 08:00 45179.80 止盈 +6.84% 2597 20 51930 25965 +3546.04 29511
54 做多 2024-01-05 11:00 43469.10 2024-01-09 01:00 45643.00 止盈 +5.00% 2951 20 59022 29511 +2948.77 32460
55 做多 2024-01-07 08:00 44119.00 2024-01-09 02:00 46970.20 止盈 +6.46% 3246 20 64920 32460 +4191.26 36651
56 做多 2024-01-08 20:00 45102.90 2024-01-11 20:00 47451.10 止盈 +5.21% 3665 20 73302 36651 +3812.54 40464
57 做多 2024-01-11 17:00 46212.80 2024-01-11 22:00 48577.90 止盈 +5.12% 4046 20 80927 40464 +4137.60 44601
58 做多 2024-01-16 14:00 42744.40 2024-01-19 03:00 41014.20 止损 -4.05% 4460 20 89203 44601 -3607.12 40994
59 做多 2024-01-20 19:00 41583.60 2024-01-23 02:00 40320.70 止损 -3.04% 4099 20 81988 40994 -2487.51 38507
60 做多 2024-01-24 22:00 39907.00 2024-01-27 00:00 41944.30 止盈 +5.11% 3851 20 77013 38507 +3927.69 42434
61 做多 2024-01-26 19:00 41272.00 2024-01-30 09:00 43422.10 止盈 +5.21% 4243 20 84869 42434 +4416.89 46851
62 做多 2024-01-30 00:00 43182.50 2024-02-08 23:00 45406.30 止盈 +5.15% 4685 20 93703 46851 +4820.64 51672
63 做多 2024-02-02 12:00 42950.70 2024-02-08 23:00 45406.30 止盈 +5.72% 5167 20 103344 51672 +5902.52 57574
64 做多 2024-02-06 06:00 42480.90 2024-02-08 08:00 44656.70 止盈 +5.12% 5757 20 115149 57574 +5891.83 63466
65 做多 2024-02-07 01:00 43163.90 2024-02-08 23:00 45406.30 止盈 +5.20% 6347 20 126933 63466 +6587.66 70054
66 做多 2024-02-14 18:00 51330.60 2024-02-27 03:00 54531.30 止盈 +6.24% 7005 20 140108 70054 +8727.64 78782
67 做多 2024-02-17 12:00 52037.60 2024-02-27 05:00 54683.20 止盈 +5.08% 7878 20 157563 78782 +8002.52 86784
68 做多 2024-02-19 02:00 51825.00 2024-02-27 03:00 54531.30 止盈 +5.22% 8678 20 173568 86784 +9054.66 95839
69 做多 2024-02-21 12:00 51985.90 2024-02-27 05:00 54683.20 止盈 +5.19% 9584 20 191677 95839 +9935.28 105774
70 做多 2024-02-23 00:00 51511.40 2024-02-27 03:00 54531.30 止盈 +5.86% 10577 20 211548 105774 +12389.78 118164
71 做多 2024-02-25 05:00 51590.20 2024-02-27 03:00 54531.30 止盈 +5.70% 11816 20 236328 118164 +13459.30 131623
72 做多 2024-02-27 00:00 53438.90 2024-02-27 10:00 56428.80 止盈 +5.59% 13162 20 263246 131623 +14713.87 146337
73 做多 2024-03-02 07:00 62430.60 2024-03-04 22:00 66223.80 止盈 +6.08% 14634 20 292674 146337 +17764.70 164102
74 做多 2024-03-04 04:00 62828.80 2024-03-04 22:00 66223.80 止盈 +5.40% 16410 20 328203 164102 +17716.97 181819
75 做多 2024-03-07 06:00 65972.60 2024-03-10 12:00 69492.50 止盈 +5.34% 18182 20 363637 181819 +19382.09 201201
76 做多 2024-03-13 20:00 72875.90 2024-03-15 02:00 70154.00 止损 -3.73% 20120 20 402402 201201 -15014.58 186186
77 做多 2024-03-18 11:00 68038.10 2024-03-19 09:00 65899.10 止损 -3.14% 18619 20 372372 186186 -11695.03 174491
78 做多 2024-03-21 08:00 67696.20 2024-03-22 02:00 65194.50 止损 -3.70% 17449 20 348982 174491 -12883.68 161607
79 做多 2024-03-24 05:00 64980.10 2024-03-25 22:00 69434.70 止盈 +6.86% 16161 20 323215 161607 +22135.29 183743
80 做多 2024-03-28 22:00 71598.50 2024-03-29 23:00 69240.10 止损 -3.29% 18374 20 367485 183743 -12092.59 171650
81 做多 2024-03-31 10:00 70060.80 2024-04-02 10:00 67025.70 止损 -4.33% 17165 20 343300 171650 -14857.22 156793
82 做多 2024-04-04 11:00 65637.20 2024-04-07 06:00 69040.60 止盈 +5.19% 15679 20 313586 156793 +16243.70 173037
83 做多 2024-04-04 16:00 66236.60 2024-04-07 22:00 69595.30 止盈 +5.07% 17304 20 346073 173037 +17531.00 190568
84 做多 2024-04-11 13:00 70639.10 2024-04-13 01:00 68191.30 止损 -3.47% 19057 20 381135 190568 -13193.97 177374
85 做多 2024-04-15 18:00 66437.40 2024-04-15 22:00 64221.30 止损 -3.34% 17737 20 354747 177374 -11821.19 165552
86 做多 2024-04-17 21:00 62606.60 2024-04-17 23:00 60272.00 止损 -3.73% 16555 20 331105 165552 -12334.56 153218
87 做多 2024-04-19 06:00 63471.90 2024-04-19 09:00 61000.00 止损 -3.89% 15322 20 306436 153218 -11922.15 141296
88 做多 2024-04-26 19:00 64213.60 2024-04-29 11:00 62259.90 止损 -3.04% 14130 20 282592 141296 -8589.26 132707
89 做多 2024-04-28 18:00 63663.80 2024-04-30 17:00 61659.00 止损 -3.15% 13271 20 265413 132707 -8349.61 124357
90 做多 2024-04-30 15:00 63123.80 2024-04-30 19:00 61182.30 止损 -3.08% 12436 20 248714 124357 -7642.05 116715
91 做多 2024-05-03 06:00 59300.80 2024-05-04 04:00 62880.00 止盈 +6.04% 11671 20 233430 116715 +14074.96 130790
92 做多 2024-05-10 11:00 62880.00 2024-05-10 23:00 60893.80 止损 -3.16% 13079 20 261580 130790 -8254.29 122536
93 做多 2024-05-12 21:00 61172.60 2024-05-15 22:00 64465.70 止盈 +5.38% 12254 20 245071 122536 +13179.70 135715
94 做多 2024-05-15 23:00 64685.50 2024-05-21 00:00 68164.40 止盈 +5.38% 13572 20 271430 135715 +14583.41 150299
95 做多 2024-05-21 01:00 68294.70 2024-06-07 19:00 71750.00 止盈 +5.06% 15030 20 300597 150299 +15193.20 165492
96 做多 2024-05-25 12:00 68807.00 2024-06-11 23:00 66266.00 止损 -3.69% 16549 20 330984 165492 -12210.80 153281
97 做多 2024-05-28 02:00 70044.60 2024-05-28 12:00 67809.10 止损 -3.19% 15328 20 306562 153281 -9774.26 143507
98 做多 2024-05-31 01:00 69366.50 2024-05-31 23:00 67252.70 止损 -3.05% 14351 20 287014 143507 -8737.40 134769
99 做多 2024-06-02 15:00 67743.00 2024-06-05 12:00 71220.20 止盈 +5.13% 13477 20 269539 134769 +13821.40 148591
100 做多 2024-06-07 23:00 71150.00 2024-06-11 09:00 68741.40 止损 -3.39% 14859 20 297182 148591 -10050.26 138541
101 做多 2024-06-10 02:00 69767.00 2024-06-11 15:00 67582.00 止损 -3.13% 13854 20 277081 138541 -8669.09 129871
102 做多 2024-06-13 01:00 69804.00 2024-06-13 03:00 67523.20 止损 -3.27% 12987 20 259743 129871 -8478.44 121393
103 做多 2024-06-16 19:00 66471.40 2024-06-19 03:00 64400.00 止损 -3.12% 12139 20 242786 121393 -7558.20 113835
104 做多 2024-06-20 17:00 65697.20 2024-06-21 16:00 63613.60 止损 -3.17% 11383 20 227670 113835 -7213.37 106621
105 做多 2024-06-23 05:00 64300.10 2024-06-24 13:00 62296.40 止损 -3.12% 10662 20 213243 106621 -6638.36 99983
106 做多 2024-06-26 07:00 61777.80 2024-07-04 03:00 59661.20 止损 -3.43% 9998 20 199966 99983 -6844.29 93139
107 做多 2024-06-28 08:00 61536.90 2024-07-04 03:00 59661.20 止损 -3.05% 9314 20 186278 93139 -5672.23 87467
108 做多 2024-06-30 13:00 60788.70 2024-07-04 09:00 58561.70 止损 -3.66% 8747 20 174933 87467 -6402.28 81064
109 做多 2024-07-06 20:00 56725.70 2024-07-08 09:00 54930.00 止损 -3.17% 8106 20 162129 81064 -5127.18 75937

⚙️ 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