📊 比特币BTC 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 13:50

📈 回测结果摘要

测试币种
比特币BTC
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
284次
盈利
161次
亏损
123次
胜率
56.7%
总收益
+136068.2%
最终资金
13616820U
最大回撤
-86.4%
月化收益
+11339.0%

📊 收益与风险

盈利因子
2.72
止盈次数
161
止损次数
123
盈亏比
1.31

📋 交易记录明细(共284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 2020-03-24 11:00 6522.20 2020-03-25 17:00 6865.71 止盈 +5.27% 1000 20 20000 10000 +1052.30 11052
2 做多 2020-03-24 20:00 6660.24 2020-03-28 07:00 6353.64 止损 -4.60% 1105 20 22105 11052 -1016.55 10036
3 做多 2020-03-25 16:00 6779.36 2020-03-25 19:00 6516.58 止损 -3.88% 1004 20 20071 10036 -777.23 9259
4 做多 2020-03-26 08:00 6736.82 2020-03-28 07:00 6353.64 止损 -5.69% 926 20 18517 9259 -1052.17 8206
5 做多 2020-03-27 04:00 6719.31 2020-03-28 07:00 6353.64 止损 -5.44% 821 20 16413 8206 -892.30 7314
6 做多 2020-03-28 06:00 6653.70 2020-03-28 07:00 6353.64 止损 -4.51% 731 20 14628 7314 -659.02 6655
7 做多 2020-03-29 06:00 6207.92 2020-03-30 03:00 5896.50 止损 -5.02% 666 20 13310 6655 -667.03 5988
8 做多 2020-03-30 14:00 6212.21 2020-03-31 05:00 6523.30 止盈 +5.01% 599 20 11976 5988 +599.12 6587
9 做多 2020-04-01 02:00 6457.45 2020-04-01 20:00 6214.67 止损 -3.76% 659 20 13174 6587 -494.82 6092
10 做多 2020-04-02 06:00 6515.54 2020-04-03 00:00 6909.38 止盈 +6.04% 609 20 12185 6092 +735.78 6828
11 做多 2020-04-03 15:00 6925.99 2020-04-03 23:00 6708.32 止损 -3.14% 683 20 13656 6828 -428.76 6399
12 做多 2020-04-04 17:00 6831.74 2020-04-07 01:00 7201.68 止盈 +5.42% 640 20 12799 6399 +692.36 7092
13 做多 2020-04-05 02:00 6766.42 2020-04-06 20:00 7129.90 止盈 +5.37% 709 20 14183 7092 +761.14 7853
14 做多 2020-04-06 08:00 6862.44 2020-04-07 02:00 7236.53 止盈 +5.45% 785 20 15706 7853 +855.30 8708
15 做多 2020-04-08 13:00 7407.19 2020-04-09 19:00 7179.77 止损 -3.07% 871 20 17416 8708 -534.19 8174
16 做多 2020-04-09 16:00 7324.88 2020-04-10 13:00 6952.11 止损 -5.09% 817 20 16348 8174 -831.13 7343
17 做多 2020-04-10 08:00 7288.01 2020-04-10 13:00 6952.11 止损 -4.61% 734 20 14686 7343 -676.18 6667
18 做多 2020-04-11 11:00 6905.50 2020-04-13 09:00 6685.01 止损 -3.19% 667 20 13333 6667 -425.30 6241
19 做多 2020-04-12 09:00 6846.41 2020-04-13 21:00 6616.41 止损 -3.36% 624 20 12483 6241 -418.93 5822
20 做多 2020-04-12 17:00 6840.56 2020-04-13 21:00 6616.41 止损 -3.28% 582 20 11645 5822 -381.19 5441
21 做多 2020-04-14 02:00 6745.58 2020-04-17 06:00 7148.50 止盈 +5.97% 544 20 10882 5441 +649.37 6091
22 做多 2020-04-14 21:00 6884.52 2020-04-16 07:00 6616.89 止损 -3.89% 609 20 12181 6091 -473.06 5618
23 做多 2020-04-15 11:00 6901.70 2020-04-16 07:00 6616.89 止损 -4.13% 562 20 11235 5618 -463.17 5154
24 做多 2020-04-16 16:00 7039.61 2020-04-21 03:00 6766.71 止损 -3.88% 515 20 10309 5154 -399.23 4755
25 做多 2020-04-17 17:00 7099.05 2020-04-21 01:00 6869.96 止损 -3.23% 476 20 9510 4755 -306.59 4449
26 做多 2020-04-18 10:00 7075.03 2020-04-21 02:00 6862.12 止损 -3.01% 445 20 8897 4449 -267.47 4181
27 做多 2020-04-20 06:00 7170.51 2020-04-21 01:00 6869.96 止损 -4.19% 418 20 8362 4181 -350.15 3831
28 做多 2020-04-22 02:00 6873.62 2020-04-23 21:00 7230.44 止盈 +5.19% 383 20 7662 3831 +397.34 4228
29 做多 2020-04-23 20:00 7162.55 2020-04-23 22:00 7538.61 止盈 +5.25% 423 20 8457 4228 +443.55 4672
30 做多 2020-04-25 13:00 7563.01 2020-04-29 14:00 7942.99 止盈 +5.02% 467 20 9344 4672 +468.97 5141
31 做多 2020-04-26 10:00 7562.21 2020-04-29 14:00 7942.99 止盈 +5.04% 514 20 10282 5141 +517.19 5658
32 做多 2020-04-26 17:00 7577.36 2020-04-29 17:00 7972.99 止盈 +5.22% 566 20 11316 5658 +590.24 6248
33 做多 2020-04-28 06:00 7761.63 2020-04-29 20:00 8238.50 止盈 +6.14% 625 20 12496 6248 +767.00 7015
34 做多 2020-04-28 17:00 7741.55 2020-04-29 20:00 8238.50 止盈 +6.42% 702 20 14030 7015 +899.75 7915
35 做多 2020-04-29 03:00 7713.60 2020-04-29 18:00 8107.61 止盈 +5.11% 791 20 15830 7915 +807.78 8723
36 做多 2020-05-01 14:00 8765.99 2020-05-06 18:00 9230.41 止盈 +5.30% 872 20 17445 8723 +923.33 9646
37 做多 2020-05-02 08:00 8834.43 2020-05-06 19:00 9321.44 止盈 +5.51% 965 20 19292 9646 +1062.44 10709
38 做多 2020-05-04 23:00 8848.00 2020-05-06 19:00 9321.44 止盈 +5.35% 1071 20 21417 10709 +1144.84 11853
39 做多 2020-05-06 06:00 8971.75 2020-05-07 21:00 9493.38 止盈 +5.81% 1185 20 23707 11853 +1376.96 13230
40 做多 2020-05-07 12:00 9280.21 2020-05-08 01:00 9839.62 止盈 +6.03% 1323 20 26461 13230 +1593.45 14824
41 做多 2020-05-08 19:00 9912.70 2020-05-09 15:00 9609.65 止损 -3.06% 1482 20 29648 14824 -905.48 13918
42 做多 2020-05-08 22:00 9965.54 2020-05-09 15:00 9609.65 止损 -3.57% 1392 20 27837 13918 -993.11 12925
43 做多 2020-05-10 04:00 9666.01 2020-05-10 08:00 8695.84 止损 -10.04% 1293 20 25850 12925 -2591.99 10333
44 做多 2020-05-11 07:00 8719.53 2020-05-14 04:00 9281.00 止盈 +6.44% 1033 20 20666 10333 +1329.43 11663
45 做多 2020-05-11 18:00 8798.95 2020-05-12 01:00 8500.60 止损 -3.39% 1166 20 23325 11663 -790.11 10873
46 做多 2020-05-12 15:00 8651.42 2020-05-13 20:00 9085.21 止盈 +5.01% 1087 20 21745 10873 +1089.23 11962
47 做多 2020-05-16 14:00 9465.90 2020-05-21 22:00 9078.84 止损 -4.09% 1196 20 23923 11962 -977.25 10984
48 做多 2020-05-17 08:00 9478.00 2020-05-21 22:00 9078.84 止损 -4.21% 1098 20 21969 10984 -924.28 10060
49 做多 2020-05-19 07:00 9731.10 2020-05-20 23:00 9410.03 止损 -3.30% 1006 20 20120 10060 -663.19 9397
50 做多 2020-05-19 17:00 9789.36 2020-05-20 23:00 9410.03 止损 -3.87% 940 20 18794 9397 -727.53 8669
51 做多 2020-05-22 17:00 9104.81 2020-05-25 07:00 8711.37 止损 -4.32% 867 20 17339 8669 -748.51 7921
52 做多 2020-05-24 06:00 9222.23 2020-05-25 00:00 8934.00 止损 -3.13% 792 20 15842 7921 -494.63 7426
53 做多 2020-05-26 01:00 8889.01 2020-05-28 20:00 9415.70 止盈 +5.93% 743 20 14853 7426 +879.17 8306
54 做多 2020-05-27 08:00 8880.83 2020-05-28 20:00 9415.70 止盈 +6.02% 831 20 16611 8306 +999.44 9305
55 做多 2020-05-30 13:00 9554.69 2020-06-02 07:00 10232.48 止盈 +7.09% 930 20 18610 9305 +1318.83 10624
56 做多 2020-05-31 06:00 9725.14 2020-06-02 07:00 10232.48 止盈 +5.22% 1062 20 21248 10624 +1107.33 11731
57 做多 2020-06-01 12:00 9544.98 2020-06-02 07:00 10232.48 止盈 +7.20% 1173 20 23462 11731 +1688.24 13419
58 做多 2020-06-03 17:00 9519.00 2020-06-12 00:00 9083.01 止损 -4.58% 1342 20 26839 13419 -1228.04 12191
59 做多 2020-06-04 22:00 9743.00 2020-06-07 21:00 9446.36 止损 -3.04% 1219 20 24383 12191 -741.62 11450
60 做多 2020-06-06 20:00 9646.81 2020-06-12 00:00 9083.01 止损 -5.84% 1145 20 22899 11450 -1337.00 10113
61 做多 2020-06-08 05:00 9705.19 2020-06-12 00:00 9083.01 止损 -6.41% 1011 20 20225 10113 -1295.31 8817
62 做多 2020-06-09 08:00 9702.99 2020-06-12 00:00 9083.01 止损 -6.39% 882 20 17635 8817 -1125.66 7692
63 做多 2020-06-09 22:00 9712.62 2020-06-12 00:00 9083.01 止损 -6.48% 769 20 15383 7692 -996.22 6696
64 做多 2020-06-11 02:00 9831.10 2020-06-11 23:00 9525.02 止损 -3.11% 670 20 13391 6696 -416.50 6279
65 做多 2020-06-12 16:00 9468.96 2020-06-15 11:00 9160.68 止损 -3.26% 628 20 12558 6279 -408.44 5871
66 做多 2020-06-13 06:00 9473.18 2020-06-15 11:00 9160.68 止损 -3.30% 587 20 11741 5871 -386.93 5484
67 做多 2020-06-13 17:00 9437.15 2020-06-15 13:00 9034.86 止损 -4.26% 548 20 10967 5484 -467.05 5017
68 做多 2020-06-14 00:00 9426.98 2020-06-15 13:00 9034.86 止损 -4.16% 502 20 10033 5017 -416.92 4600
69 做多 2020-06-14 08:00 9449.03 2020-06-15 11:00 9160.68 止损 -3.05% 460 20 9199 4600 -280.45 4319
70 做多 2020-06-16 00:00 9356.08 2020-06-28 03:00 8932.93 止损 -4.52% 432 20 8638 4319 -390.30 3929
71 做多 2020-06-17 07:00 9519.12 2020-06-25 11:00 9099.65 止损 -4.41% 393 20 7858 3929 -345.92 3583
72 做多 2020-06-17 17:00 9479.95 2020-06-25 11:00 9099.65 止损 -4.01% 358 20 7166 3583 -287.19 3296
73 做多 2020-06-18 10:00 9406.01 2020-06-25 11:00 9099.65 止损 -3.26% 330 20 6592 3296 -214.48 3081
74 做多 2020-06-18 14:00 9424.44 2020-06-25 11:00 9099.65 止损 -3.45% 308 20 6163 3081 -212.17 2869
75 做多 2020-06-19 19:00 9382.26 2020-06-25 11:00 9099.65 止损 -3.01% 287 20 5738 2869 -172.68 2696
76 做多 2020-06-21 05:00 9329.39 2020-06-28 03:00 8932.93 止损 -4.25% 270 20 5393 2696 -228.95 2468
77 做多 2020-06-22 11:00 9380.13 2020-06-26 22:00 9086.35 止损 -3.13% 247 20 4935 2468 -154.41 2313
78 做多 2020-06-23 23:00 9695.89 2020-06-24 18:00 9384.16 止损 -3.22% 231 20 4626 2313 -148.59 2165
79 做多 2020-06-24 11:00 9657.09 2020-06-24 19:00 9337.26 止损 -3.31% 216 20 4329 2165 -143.23 2021
80 做多 2020-06-25 20:00 9184.00 2020-07-26 01:00 9688.10 止盈 +5.49% 202 20 4043 2021 +221.67 2243
81 做多 2020-06-26 01:00 9278.40 2020-06-28 03:00 8932.93 止损 -3.72% 224 20 4486 2243 -166.86 2076
82 做多 2020-06-27 08:00 9142.85 2020-07-24 00:00 9628.10 止盈 +5.31% 208 20 4152 2076 +220.16 2296
83 做多 2020-06-27 14:00 9182.99 2020-07-26 01:00 9688.10 止盈 +5.50% 230 20 4593 2296 +252.36 2549
84 做多 2020-06-28 17:00 9071.25 2020-07-23 23:00 9527.40 止盈 +5.03% 255 20 5097 2549 +256.06 2805
85 做多 2020-06-30 02:00 9141.14 2020-07-24 00:00 9628.10 止盈 +5.33% 280 20 5609 2805 +298.52 3103
86 做多 2020-07-01 01:00 9148.60 2020-07-24 00:00 9628.10 止盈 +5.24% 310 20 6206 3103 +324.97 3428
87 做多 2020-07-01 16:00 9174.61 2020-07-26 01:00 9688.10 止盈 +5.60% 343 20 6856 3428 +383.36 3812
88 做多 2020-07-03 17:00 9076.50 2020-07-24 00:00 9628.10 止盈 +6.08% 381 20 7623 3812 +462.81 4274
89 做多 2020-07-05 01:00 9169.98 2020-07-26 01:00 9688.10 止盈 +5.65% 427 20 8549 4274 +482.54 4757
90 做多 2020-07-06 08:00 9064.73 2020-07-23 07:00 9518.25 止盈 +5.00% 476 20 9514 4757 +475.51 5232
91 做多 2020-07-08 10:00 9301.64 2020-07-26 16:00 9775.00 止盈 +5.09% 523 20 10465 5232 +532.02 5764
92 做多 2020-07-11 00:00 9223.78 2020-07-26 01:00 9688.10 止盈 +5.03% 576 20 11529 5764 +579.78 6344
93 做多 2020-07-12 09:00 9268.51 2020-07-26 16:00 9775.00 止盈 +5.46% 634 20 12688 6344 +692.68 7037
94 做多 2020-07-13 07:00 9300.69 2020-07-26 16:00 9775.00 止盈 +5.10% 704 20 14074 7037 +717.01 7754
95 做多 2020-07-14 23:00 9220.79 2020-07-26 01:00 9688.10 止盈 +5.07% 775 20 15508 7754 +785.15 8539
96 做多 2020-07-17 07:00 9132.00 2020-07-24 00:00 9628.10 止盈 +5.43% 854 20 17078 8539 +926.85 9466
97 做多 2020-07-17 20:00 9162.06 2020-07-24 00:00 9628.10 止盈 +5.09% 947 20 18932 9466 +962.03 10428
98 做多 2020-07-18 18:00 9167.69 2020-07-24 00:00 9628.10 止盈 +5.02% 1043 20 20856 10428 +1046.35 11474
99 做多 2020-07-20 03:00 9167.09 2020-07-24 00:00 9628.10 止盈 +5.03% 1147 20 22949 11474 +1152.92 12627
100 做多 2020-07-21 11:00 9181.65 2020-07-26 01:00 9688.10 止盈 +5.52% 1263 20 25254 12627 +1391.61 14019
101 做多 2020-07-23 02:00 9364.03 2020-07-26 17:00 9837.17 止盈 +5.05% 1402 20 28038 14019 +1415.25 15434
102 做多 2020-07-25 02:00 9580.43 2020-07-27 09:00 10093.44 止盈 +5.35% 1543 20 30868 15434 +1651.27 17085
103 做多 2020-07-28 22:00 11184.67 2020-08-02 01:00 11745.01 止盈 +5.01% 1709 20 34171 17085 +1710.20 18796
104 做多 2020-07-29 05:00 11007.94 2020-08-01 13:00 11614.52 止盈 +5.51% 1880 20 37591 18796 +2069.34 20865
105 做多 2020-07-29 15:00 11027.64 2020-08-01 13:00 11614.52 止盈 +5.32% 2086 20 41730 20865 +2218.60 23083
106 做多 2020-07-31 02:00 11102.00 2020-08-01 15:00 11666.32 止盈 +5.08% 2308 20 46167 23083 +2344.34 25428
107 做多 2020-07-31 15:00 11140.65 2020-08-01 17:00 11712.84 止盈 +5.14% 2543 20 50856 25428 +2609.36 28037
108 做多 2020-08-03 13:00 11212.21 2020-08-06 05:00 11776.81 止盈 +5.04% 2804 20 56074 28037 +2820.85 30858
109 做多 2020-08-04 11:00 11270.58 2020-08-06 21:00 11878.99 止盈 +5.40% 3086 20 61716 30858 +3328.23 34186
110 做多 2020-08-05 12:00 11258.94 2020-08-06 21:00 11878.99 止盈 +5.51% 3419 20 68373 34186 +3761.63 37948
111 做多 2020-08-06 17:00 11749.01 2020-08-12 03:00 11395.40 止损 -3.01% 3795 20 75896 37948 -2281.95 35666
112 做多 2020-08-08 17:00 11744.64 2020-08-12 04:00 11219.00 止损 -4.48% 3567 20 71332 35666 -3189.32 32477
113 做多 2020-08-10 06:00 11689.27 2020-08-12 04:00 11219.00 止损 -4.02% 3248 20 64953 32477 -2610.52 29866
114 做多 2020-08-10 23:00 11930.80 2020-08-11 23:00 11493.15 止损 -3.67% 2987 20 59732 29866 -2188.93 27677
115 做多 2020-08-11 11:00 11846.10 2020-08-12 00:00 11433.68 止损 -3.48% 2768 20 55354 27677 -1925.23 25752
116 做多 2020-08-12 17:00 11479.98 2020-08-17 21:00 12132.85 止盈 +5.69% 2575 20 51504 25752 +2926.11 28678
117 做多 2020-08-14 04:00 11609.26 2020-08-17 23:00 12443.99 止盈 +7.19% 2868 20 57356 28678 +4119.90 32798
118 做多 2020-08-16 05:00 11901.76 2020-08-22 05:00 11540.97 止损 -3.03% 3280 20 65596 32798 -1986.49 30811
119 做多 2020-08-17 06:00 11917.40 2020-08-22 05:00 11540.97 止损 -3.16% 3081 20 61623 30811 -1944.51 28867
120 做多 2020-08-17 19:00 11919.01 2020-08-22 05:00 11540.97 止损 -3.17% 2887 20 57734 28867 -1829.34 27038
121 做多 2020-08-20 17:00 11788.00 2020-08-22 08:00 11429.20 止损 -3.04% 2704 20 54075 27038 -1644.28 25393
122 做多 2020-08-22 18:00 11576.36 2020-08-28 01:00 11197.94 止损 -3.27% 2539 20 50787 25393 -1658.51 23735
123 做多 2020-08-24 00:00 11639.71 2020-08-26 01:00 11243.99 止损 -3.40% 2373 20 47470 23735 -1612.23 22123
124 做多 2020-08-26 15:00 11353.29 2020-09-01 15:00 11933.08 止盈 +5.11% 2212 20 44245 22123 +2257.26 24380
125 做多 2020-08-28 10:00 11376.83 2020-09-01 17:00 11950.81 止盈 +5.05% 2438 20 48760 24380 +2457.55 26837
126 做多 2020-08-30 02:00 11527.69 2020-09-03 20:00 10826.30 止损 -6.08% 2684 20 53675 26837 -3262.52 23575
127 做多 2020-08-30 09:00 11623.40 2020-09-02 22:00 11255.58 止损 -3.16% 2357 20 47150 23575 -1490.55 22084
128 做多 2020-08-31 21:00 11720.96 2020-09-02 21:00 11347.66 止损 -3.18% 2208 20 44169 22084 -1405.32 20679
129 做多 2020-09-01 13:00 11805.78 2020-09-02 19:00 11417.49 止损 -3.29% 2068 20 41358 20679 -1358.90 19320
130 做多 2020-09-04 20:00 10467.00 2020-09-05 20:00 10007.37 止损 -4.39% 1932 20 38640 19320 -1695.09 17625
131 做多 2020-09-06 16:00 10240.94 2020-09-15 18:00 10840.11 止盈 +5.85% 1763 20 35250 17625 +2060.33 19685
132 做多 2020-09-08 03:00 10150.63 2020-09-14 23:00 10688.00 止盈 +5.29% 1969 20 39371 19685 +2082.19 21768
133 做多 2020-09-09 09:00 10122.07 2020-09-14 21:00 10636.80 止盈 +5.09% 2177 20 43535 21768 +2211.64 23979
134 做多 2020-09-09 15:00 10191.96 2020-09-15 00:00 10717.87 止盈 +5.16% 2398 20 47958 23979 +2472.20 26451
135 做多 2020-09-10 21:00 10435.57 2020-09-16 23:00 10998.00 止盈 +5.39% 2645 20 52903 26451 +2848.37 29300
136 做多 2020-09-11 08:00 10337.96 2020-09-15 20:00 10900.23 止盈 +5.44% 2930 20 58600 29300 +3183.98 32484
137 做多 2020-09-12 00:00 10308.89 2020-09-15 18:00 10840.11 止盈 +5.15% 3248 20 64967 32484 +3344.44 35828
138 做多 2020-09-12 19:00 10340.62 2020-09-15 20:00 10900.23 止盈 +5.41% 3583 20 71656 35828 +3874.00 39702
139 做多 2020-09-13 01:00 10375.00 2020-09-15 20:00 10900.23 止盈 +5.06% 3970 20 79404 39702 +4015.79 43718
140 做多 2020-09-14 12:00 10340.42 2020-09-15 20:00 10900.23 止盈 +5.41% 4372 20 87436 43718 +4728.88 48447
141 做多 2020-09-16 15:00 10910.70 2020-09-21 20:00 10569.37 止损 -3.13% 4845 20 96894 48447 -3028.19 45419
142 做多 2020-09-18 04:00 10925.99 2020-09-21 20:00 10569.37 止损 -3.26% 4542 20 90837 45419 -2961.93 42457
143 做多 2020-09-19 08:00 10963.11 2020-09-21 20:00 10569.37 止损 -3.59% 4246 20 84913 42457 -3046.62 39410
144 做多 2020-09-21 09:00 10937.57 2020-09-21 20:00 10569.37 止损 -3.37% 3941 20 78820 39410 -2650.73 36759
145 做多 2020-09-22 20:00 10486.29 2020-10-09 19:00 11049.28 止盈 +5.37% 3676 20 73519 36759 +3943.14 40703
146 做多 2020-09-24 18:00 10364.49 2020-09-28 08:00 10884.23 止盈 +5.01% 4070 20 81405 40703 +4078.07 44781
147 做多 2020-09-26 02:00 10701.63 2020-10-10 10:00 11390.93 止盈 +6.44% 4478 20 89561 44781 +5762.93 50544
148 做多 2020-09-27 00:00 10746.85 2020-10-10 10:00 11390.93 止盈 +5.99% 5054 20 101087 50544 +6052.29 56596
149 做多 2020-09-28 02:00 10712.84 2020-10-10 10:00 11390.93 止盈 +6.33% 5660 20 113192 56596 +7157.52 63753
150 做多 2020-09-29 22:00 10755.06 2020-10-02 19:00 10430.13 止损 -3.02% 6375 20 127507 63753 -3848.36 59905
151 做多 2020-09-30 05:00 10765.79 2020-10-02 13:00 10436.39 止损 -3.06% 5990 20 119810 59905 -3662.15 56243
152 做多 2020-10-01 00:00 10777.89 2020-10-02 13:00 10436.39 止损 -3.17% 5624 20 112486 56243 -3560.57 52682
153 做多 2020-10-01 08:00 10785.98 2020-10-02 13:00 10436.39 止损 -3.24% 5268 20 105365 52682 -3411.61 49271
154 做多 2020-10-03 02:00 10546.49 2020-10-09 23:00 11083.37 止盈 +5.09% 4927 20 98541 49271 +5011.33 54282
155 做多 2020-10-03 22:00 10530.00 2020-10-09 20:00 11063.43 止盈 +5.07% 5428 20 108564 54282 +5494.15 59776
156 做多 2020-10-04 00:00 10575.07 2020-10-10 10:00 11390.93 止盈 +7.71% 5978 20 119552 59776 +9214.16 68990
157 做多 2020-10-04 14:00 10611.02 2020-10-10 10:00 11390.93 止盈 +7.35% 6899 20 137981 68990 +10131.43 79122
158 做多 2020-10-07 20:00 10618.09 2020-10-10 10:00 11390.93 止盈 +7.28% 7912 20 158243 79122 +11506.27 90628
159 做多 2020-10-08 22:00 10909.99 2020-10-12 21:00 11492.00 止盈 +5.33% 9063 20 181256 90628 +9659.71 100288
160 做多 2020-10-09 18:00 10980.92 2020-10-12 23:00 11551.71 止盈 +5.20% 10029 20 200575 100288 +10415.51 110703
161 做多 2020-10-11 13:00 11339.01 2020-10-20 21:00 11929.74 止盈 +5.21% 11070 20 221406 110703 +11523.11 122226
162 做多 2020-10-11 17:00 11356.49 2020-10-20 21:00 11929.74 止盈 +5.05% 12223 20 244453 122226 +12327.08 134553
163 做多 2020-10-12 10:00 11398.81 2020-10-21 09:00 11981.88 止盈 +5.12% 13455 20 269107 134553 +13751.54 148305
164 做多 2020-10-12 23:00 11551.71 2020-10-21 11:00 12172.67 止盈 +5.38% 14830 20 296610 148305 +15928.26 164233
165 做多 2020-10-14 08:00 11475.30 2020-10-21 10:00 12115.48 止盈 +5.58% 16423 20 328466 164233 +18306.04 182539
166 做多 2020-10-14 16:00 11435.17 2020-10-21 10:00 12115.48 止盈 +5.95% 18254 20 365078 182539 +21697.81 204237
167 做多 2020-10-15 08:00 11390.87 2020-10-21 00:00 11961.05 止盈 +5.01% 20424 20 408474 204237 +20426.08 224663
168 做多 2020-10-16 00:00 11378.89 2020-10-21 00:00 11961.05 止盈 +5.12% 22466 20 449326 224663 +22965.17 247628
169 做多 2020-10-17 12:00 11345.98 2020-10-20 21:00 11929.74 止盈 +5.15% 24763 20 495257 247628 +25455.88 273084
170 做多 2020-10-18 02:00 11345.00 2020-10-20 21:00 11929.74 止盈 +5.15% 27308 20 546168 273084 +28122.27 301206
171 做多 2020-10-18 05:00 11341.28 2020-10-20 21:00 11929.74 止盈 +5.19% 30121 20 602413 301206 +31225.87 332432
172 做多 2020-10-19 16:00 11462.54 2020-10-21 10:00 12115.48 止盈 +5.70% 33243 20 664865 332432 +37834.77 370267
173 做多 2020-10-22 18:00 12959.11 2020-10-28 00:00 13638.99 止盈 +5.25% 37027 20 740534 370267 +38812.15 409079
174 做多 2020-10-24 07:00 12925.82 2020-10-27 23:00 13605.24 止盈 +5.26% 40908 20 818158 409079 +42961.87 452041
175 做多 2020-10-26 07:00 13023.81 2020-10-28 05:00 13686.38 止盈 +5.09% 45204 20 904082 452041 +45948.05 497989
176 做多 2020-10-27 09:00 13089.16 2020-10-28 10:00 13835.97 止盈 +5.71% 49799 20 995978 497989 +56769.32 554758
177 做多 2020-10-29 12:00 13226.03 2020-10-31 17:00 13890.98 止盈 +5.03% 55476 20 1109517 554758 +55726.13 610485
178 做多 2020-10-29 23:00 13429.04 2020-11-05 06:00 14132.49 止盈 +5.24% 61048 20 1220969 610485 +63893.76 674378
179 做多 2020-10-31 00:00 13512.75 2020-11-05 10:00 14228.71 止盈 +5.30% 67438 20 1348757 674378 +71391.11 745769
180 做多 2020-11-01 23:00 13790.77 2020-11-02 20:00 13295.39 止损 -3.59% 74577 20 1491539 745769 -53524.18 692245
181 做多 2020-11-03 06:00 13571.41 2020-11-05 11:00 14302.06 止盈 +5.38% 69225 20 1384491 692245 +74462.90 766708
182 做多 2020-11-03 19:00 13523.49 2020-11-05 10:00 14228.71 止盈 +5.21% 76671 20 1533416 766708 +79884.30 846593
183 做多 2020-11-04 22:00 13827.00 2020-11-05 18:00 14648.80 止盈 +5.94% 84659 20 1693185 846593 +100532.87 947125
184 做多 2020-11-07 08:00 15620.73 2020-11-08 02:00 14940.00 止损 -4.36% 94713 20 1894251 947125 -82466.30 864659
185 做多 2020-11-08 18:00 15162.72 2020-11-12 17:00 16061.21 止盈 +5.93% 86466 20 1729318 864659 +102370.90 967030
186 做多 2020-11-09 19:00 15807.88 2020-11-09 21:00 15282.60 止损 -3.32% 96703 20 1934060 967030 -64202.61 902827
187 做多 2020-11-10 11:00 15333.01 2020-11-12 23:00 16123.99 止盈 +5.16% 90283 20 1805655 902827 +93054.69 995882
188 做多 2020-11-11 06:00 15367.43 2020-11-13 04:00 16139.09 止盈 +5.02% 99588 20 1991764 995882 +99914.41 1095796
189 做多 2020-11-12 15:00 15863.10 2020-11-17 01:00 16688.82 止盈 +5.21% 109580 20 2191593 1095796 +113964.64 1209761
190 做多 2020-11-14 06:00 16312.00 2020-11-14 17:00 15791.99 止损 -3.19% 120976 20 2419522 1209761 -77054.78 1132706
191 做多 2020-11-15 07:00 16064.51 2020-11-17 19:00 17001.99 止盈 +5.84% 113271 20 2265413 1132706 +132070.96 1264777
192 做多 2020-11-16 00:00 15997.78 2020-11-17 04:00 16820.35 止盈 +5.14% 126478 20 2529555 1264777 +129933.96 1394711
193 做多 2020-11-16 12:00 16027.64 2020-11-17 19:00 17001.99 止盈 +6.08% 139471 20 2789423 1394711 +169404.60 1564116
194 做多 2020-11-19 13:00 17910.00 2020-11-21 08:00 18875.09 止盈 +5.39% 156412 20 3128232 1564116 +168397.88 1732514
195 做多 2020-11-19 22:00 18135.29 2020-11-24 19:00 19089.69 止盈 +5.26% 173251 20 3465027 1732514 +182170.52 1914684
196 做多 2020-11-21 23:00 18812.73 2020-11-22 18:00 18200.91 止损 -3.25% 191468 20 3829369 1914684 -124412.64 1790272
197 做多 2020-11-23 02:00 18529.56 2020-11-26 11:00 17930.00 止损 -3.24% 179027 20 3580543 1790272 -115739.59 1674532
198 做多 2020-11-23 14:00 18558.00 2020-11-26 11:00 17930.00 止损 -3.38% 167453 20 3349064 1674532 -113218.50 1561314
199 做多 2020-11-24 16:00 18643.82 2020-11-26 11:00 17930.00 止损 -3.83% 156131 20 3122627 1561314 -119437.15 1441876
200 做多 2020-11-25 18:00 19309.82 2020-11-26 10:00 18420.06 止损 -4.61% 144188 20 2883753 1441876 -132745.00 1309131
201 做多 2020-11-27 08:00 17400.00 2020-11-27 16:00 16857.75 止损 -3.12% 130913 20 2618263 1309131 -81513.40 1227618
202 做多 2020-11-28 07:00 17144.10 2020-11-29 16:00 18143.52 止盈 +5.83% 122762 20 2455236 1227618 +142985.52 1370603
203 做多 2020-12-02 17:00 19047.14 2020-12-09 06:00 18316.00 止损 -3.84% 137060 20 2741207 1370603 -105118.24 1265485
204 做多 2020-12-03 15:00 19213.55 2020-12-09 06:00 18316.00 止损 -4.67% 126549 20 2530971 1265485 -118114.61 1147371
205 做多 2020-12-05 15:00 18919.13 2020-12-09 06:00 18316.00 止损 -3.19% 114737 20 2294741 1147371 -73081.76 1074289
206 做多 2020-12-07 04:00 19172.12 2020-12-09 06:00 18316.00 止损 -4.47% 107429 20 2148578 1074289 -95847.56 978441
207 做多 2020-12-08 10:00 19183.78 2020-12-09 06:00 18316.00 止损 -4.52% 97844 20 1956883 978441 -88431.24 890010
208 做多 2020-12-09 22:00 18441.08 2020-12-11 10:00 17808.25 止损 -3.43% 89001 20 1780020 890010 -61022.66 828987
209 做多 2020-12-11 05:00 18350.21 2020-12-11 17:00 17797.70 止损 -3.01% 82899 20 1657975 828987 -49870.36 779117
210 做多 2020-12-12 00:00 17972.24 2020-12-13 14:00 18969.99 止盈 +5.55% 77912 20 1558234 779117 +86420.69 865538
211 做多 2020-12-15 00:00 19149.72 2020-12-16 21:00 20354.12 止盈 +6.29% 86554 20 1731076 865538 +108765.16 974303
212 做多 2020-12-15 21:00 19351.25 2020-12-16 21:00 20354.12 止盈 +5.18% 97430 20 1948606 974303 +100884.65 1075188
213 做多 2020-12-16 17:00 19518.83 2020-12-16 22:00 20673.27 止盈 +5.91% 107519 20 2150375 1075188 +127056.62 1202244
214 做多 2020-12-18 16:00 23147.49 2020-12-21 20:00 22326.36 止损 -3.55% 120224 20 2404488 1202244 -85211.10 1117033
215 做多 2020-12-19 07:00 23124.35 2020-12-21 20:00 22326.36 止损 -3.45% 111703 20 2234066 1117033 -77017.50 1040016
216 做多 2020-12-21 00:00 23663.90 2020-12-21 18:00 22471.63 止损 -5.04% 104002 20 2080031 1040016 -104694.44 935321
217 做多 2020-12-21 11:00 23962.82 2020-12-21 18:00 22471.63 止损 -6.22% 93532 20 1870642 935321 -116292.39 819029
218 做多 2020-12-22 13:00 22689.66 2020-12-23 07:00 23826.99 止盈 +5.01% 81903 20 1638058 819029 +82026.30 901055
219 做多 2020-12-22 20:00 23187.82 2020-12-25 19:00 24605.23 止盈 +6.11% 90106 20 1802110 901055 +110048.06 1011103
220 做多 2020-12-23 17:00 23651.45 2020-12-24 10:00 22806.35 止损 -3.57% 101110 20 2022206 1011103 -72184.05 938919
221 做多 2020-12-24 00:00 23407.51 2020-12-25 19:00 24605.23 止盈 +5.12% 93892 20 1877838 938919 +95989.50 1034909
222 做多 2020-12-24 19:00 23235.65 2020-12-25 19:00 24605.23 止盈 +5.89% 103491 20 2069817 1034909 +121879.33 1156788
223 做多 2020-12-28 13:00 26960.24 2020-12-30 14:00 28412.14 止盈 +5.39% 115679 20 2313576 1156788 +124469.28 1281257
224 做多 2020-12-29 21:00 26904.01 2020-12-30 14:00 28412.14 止盈 +5.61% 128126 20 2562514 1281257 +143500.55 1424758
225 做多 2020-12-30 04:00 27019.99 2020-12-30 14:00 28412.14 止盈 +5.15% 142476 20 2849515 1424758 +146668.67 1571426
226 做多 2021-01-01 05:00 28990.83 2021-01-02 20:00 30660.12 止盈 +5.76% 157143 20 3142853 1571426 +180784.28 1752211
227 做多 2021-01-02 08:00 29215.89 2021-01-02 21:00 31616.51 止盈 +8.22% 175221 20 3504421 1752211 +287664.39 2039875
228 做多 2021-01-05 08:00 32496.46 2021-01-05 11:00 31217.58 止损 -3.94% 203988 20 4079750 2039875 -160395.73 1879479
229 做多 2021-01-05 20:00 31618.00 2021-01-06 02:00 33411.50 止盈 +5.67% 187948 20 3758959 1879479 +213010.01 2092489
230 做多 2021-01-08 18:00 40839.01 2021-01-09 04:00 39111.84 止损 -4.23% 209249 20 4184979 2092489 -176814.80 1915675
231 做多 2021-01-09 09:00 40249.00 2021-01-09 14:00 39017.98 止损 -3.06% 191567 20 3831349 1915675 -117065.04 1798609
232 做多 2021-01-09 19:00 40639.04 2021-01-10 19:00 39233.99 止损 -3.46% 179861 20 3597219 1798609 -124245.51 1674364
233 做多 2021-01-10 16:00 40888.59 2021-01-10 19:00 39233.99 止损 -4.05% 167436 20 3348728 1674364 -135374.31 1538990
234 做多 2021-01-12 07:00 35408.46 2021-01-12 09:00 34317.15 止损 -3.08% 153899 20 3077979 1538990 -94770.31 1444219
235 做多 2021-01-13 17:00 34389.97 2021-01-14 04:00 36265.01 止盈 +5.45% 144422 20 2888439 1444219 +157328.50 1601548
236 做多 2021-01-16 16:00 37515.85 2021-01-17 05:00 35942.74 止损 -4.19% 160155 20 3203096 1601548 -134177.50 1467370
237 做多 2021-01-18 02:00 35710.22 2021-01-20 19:00 34463.47 止损 -3.49% 146737 20 2934741 1467370 -102358.07 1365012
238 做多 2021-01-18 17:00 36630.20 2021-01-20 11:00 35097.16 止损 -4.19% 136501 20 2730025 1365012 -114142.20 1250870
239 做多 2021-01-19 06:00 36519.61 2021-01-20 11:00 35097.16 止损 -3.90% 125087 20 2501740 1250870 -97346.10 1153524
240 做多 2021-01-21 06:00 34982.24 2021-01-21 16:00 33277.88 止损 -4.87% 115352 20 2307048 1153524 -112288.64 1041235
241 做多 2021-01-22 16:00 31536.96 2021-01-23 02:00 33292.51 止盈 +5.57% 104124 20 2082471 1041235 +115807.79 1157043
242 做多 2021-01-24 12:00 32814.74 2021-01-25 00:00 31750.16 止损 -3.24% 115704 20 2314086 1157043 -74998.81 1082044
243 做多 2021-01-25 09:00 32891.37 2021-01-25 21:00 34564.99 止盈 +5.09% 108204 20 2164089 1082044 +110005.76 1192050
244 做多 2021-01-27 03:00 32219.68 2021-01-27 16:00 31170.01 止损 -3.26% 119205 20 2384100 1192050 -77592.82 1114457
245 做多 2021-01-28 08:00 30685.20 2021-01-29 00:00 32442.90 止盈 +5.73% 111446 20 2228915 1114457 +127548.31 1242006
246 做多 2021-01-28 11:00 31424.01 2021-01-29 05:00 33197.11 止盈 +5.64% 124201 20 2484011 1242006 +140020.19 1382026
247 做多 2021-01-31 00:00 33986.08 2021-01-31 23:00 32875.93 止损 -3.27% 138203 20 2764052 1382026 -90197.02 1291829
248 做多 2021-02-01 11:00 33600.37 2021-02-02 17:00 35399.51 止盈 +5.35% 129183 20 2583657 1291829 +138204.23 1430033
249 做多 2021-02-02 05:00 33696.01 2021-02-02 17:00 35399.51 止盈 +5.06% 143003 20 2860066 1430033 +144445.89 1574479
250 做多 2021-02-02 13:00 34020.31 2021-02-03 03:00 35805.48 止盈 +5.25% 157448 20 3148958 1574479 +165072.08 1739551
251 做多 2021-02-05 06:00 37292.27 2021-02-06 10:00 39424.27 止盈 +5.72% 173955 20 3479102 1739551 +198701.44 1938252
252 做多 2021-02-05 14:00 37422.39 2021-02-06 10:00 39424.27 止盈 +5.35% 193825 20 3876505 1938252 +207163.07 2145415
253 做多 2021-02-08 08:00 38774.60 2021-02-08 20:00 43506.10 止盈 +12.20% 214542 20 4290831 2145415 +523068.30 2668484
254 做多 2021-02-08 14:00 39067.83 2021-02-08 20:00 43506.10 止盈 +11.36% 266848 20 5336967 2668484 +605695.68 3274179
255 做多 2021-02-09 23:00 46835.77 2021-02-10 22:00 44993.48 止损 -3.93% 327418 20 6548359 3274179 -257322.81 3016857
256 做多 2021-02-10 01:00 46567.55 2021-02-10 22:00 44993.48 止损 -3.38% 301686 20 6033713 3016857 -203746.80 2813110
257 做多 2021-02-10 18:00 46778.49 2021-02-10 22:00 44993.48 止损 -3.82% 281311 20 5626220 2813110 -214474.97 2598635
258 做多 2021-02-11 17:00 45550.41 2021-02-11 22:00 47984.81 止盈 +5.34% 259863 20 5197270 2598635 +277485.56 2876120
259 做多 2021-02-12 21:00 47947.00 2021-02-17 14:00 50627.99 止盈 +5.59% 287612 20 5752241 2876120 +321318.92 3197439
260 做多 2021-02-13 04:00 47650.01 2021-02-17 14:00 50627.99 止盈 +6.25% 319744 20 6394879 3197439 +399260.71 3596700
261 做多 2021-02-14 08:00 47654.91 2021-02-17 14:00 50627.99 止盈 +6.24% 359670 20 7193400 3596700 +448330.87 4045031
262 做多 2021-02-15 23:00 47978.09 2021-02-17 14:00 50627.99 止盈 +5.52% 404503 20 8090062 4045031 +446379.10 4491410
263 做多 2021-02-17 09:00 49365.51 2021-02-18 03:00 52250.27 止盈 +5.84% 449141 20 8982820 4491410 +524401.89 5015812
264 做多 2021-02-19 04:00 52161.36 2021-02-20 01:00 54884.00 止盈 +5.22% 501581 20 10031624 5015812 +523091.95 5538904
265 做多 2021-02-19 17:00 52782.10 2021-02-20 02:00 55548.25 止盈 +5.24% 553890 20 11077808 5538904 +579973.79 6118878
266 做多 2021-02-21 17:00 56884.89 2021-02-22 17:00 54853.08 止损 -3.57% 611888 20 12237755 6118878 -436670.07 5682208
267 做多 2021-02-24 08:00 48490.08 2021-02-25 20:00 51557.64 止盈 +6.33% 568221 20 11364415 5682208 +718212.14 6400420
268 做多 2021-02-25 10:00 50686.10 2021-02-25 17:00 49008.90 止损 -3.31% 640042 20 12800839 6400420 -423155.43 5977264
269 做多 2021-02-27 00:00 48145.24 2021-02-27 04:00 46314.33 止损 -3.80% 597726 20 11954529 5977264 -454162.82 5523101
270 做多 2021-02-27 10:00 47449.99 2021-02-28 06:00 45857.58 止损 -3.36% 552310 20 11046203 5523101 -370337.15 5152764
271 做多 2021-02-27 21:00 47468.83 2021-02-28 06:00 45857.58 止损 -3.39% 515276 20 10305529 5152764 -349454.12 4803310
272 做多 2021-03-01 06:00 45220.69 2021-03-01 18:00 47610.29 止盈 +5.28% 480331 20 9606620 4803310 +507135.65 5310446
273 做多 2021-03-02 20:00 48838.47 2021-03-03 17:00 51480.18 止盈 +5.41% 531045 20 10620892 5310446 +573917.62 5884363
274 做多 2021-03-03 10:00 48605.41 2021-03-03 17:00 51480.18 止盈 +5.91% 588436 20 11768727 5884363 +695366.02 6579729
275 做多 2021-03-05 21:00 48069.92 2021-03-07 17:00 50961.29 止盈 +6.01% 657973 20 13159459 6579729 +790740.15 7370470
276 做多 2021-03-07 04:00 48538.66 2021-03-08 00:00 51072.46 止盈 +5.22% 737047 20 14740939 7370470 +768732.41 8139202
277 做多 2021-03-08 08:00 51510.00 2021-03-08 15:00 49783.97 止损 -3.35% 813920 20 16278404 8139202 -544921.70 7594280
278 做多 2021-03-08 22:00 50784.38 2021-03-09 09:00 53638.46 止盈 +5.62% 759428 20 15188561 7594280 +852742.87 8447023
279 做多 2021-03-10 17:00 55282.48 2021-03-13 18:00 59553.57 止盈 +7.73% 844702 20 16894046 8447023 +1303918.29 9750942
280 做多 2021-03-11 22:00 56913.75 2021-03-13 19:00 59905.92 止盈 +5.26% 975094 20 19501883 9750942 +1024262.09 10775204
281 做多 2021-03-13 02:00 57411.41 2021-03-14 01:00 60364.27 止盈 +5.14% 1077520 20 21550407 10775204 +1107300.80 11882504
282 做多 2021-03-13 15:00 57389.96 2021-03-14 01:00 60364.27 止盈 +5.18% 1188250 20 23765009 11882504 +1230421.12 13112926
283 做多 2021-03-16 18:00 55833.98 2021-03-18 07:00 58959.00 止盈 +5.60% 1311293 20 26225851 13112926 +1466389.33 14579315
284 做多 2021-03-19 01:00 59319.72 2021-03-19 03:00 57359.68 止损 -3.30% 1457931 20 29158630 14579315 -962494.91 13616820

⚙️ 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