📊 Solana SOL 均线5-20 只做空策略(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
Solana SOL
策略
MA5-20
模式
只做空
周期
1小时
初始资金
10000U
开仓
10%
杠杆
20x
天数
360天
交易
263次
盈利
122次
亏损
141次
胜率
46.4%
总收益
+611.3%
最终资金
71129U
最大回撤
-68.3%
月化
+50.9%

📊 收益与风险

盈利因子
1.13
止盈次数
122
止损次数
141
盈亏比
0.87

📋 交易记录明细(共263笔)

序号方向入场时间入场价出场时间出场价结果盈亏%盈亏U
1 做空 2022-06-12 34.44 2022-06-12 31.76 止盈 +7.78% +1554.77U
2 做空 2022-06-12 34.36 2022-06-12 31.76 止盈 +7.57% +1746.94U
3 做空 2022-06-12 32.16 2022-06-12 33.14 止损 -3.05% -809.87U
4 做空 2022-06-13 31.98 2022-06-13 29.55 止盈 +7.60% +1896.49U
5 做空 2022-06-14 26.17 2022-06-14 27.00 止损 -3.17% -911.76U
6 做空 2022-06-14 28.33 2022-06-14 30.34 止损 -7.09% -1910.40U
7 做空 2022-06-15 28.22 2022-06-15 29.56 止损 -4.75% -1097.32U
8 做空 2022-06-16 31.60 2022-06-17 29.75 止盈 +5.85% +1224.56U
9 做空 2022-06-18 30.70 2022-06-18 28.88 止盈 +5.93% +1385.06U
10 做空 2022-06-19 29.19 2022-06-19 30.08 止损 -3.05% -796.73U
11 做空 2022-06-20 31.83 2022-06-20 33.64 止损 -5.69% -1395.40U
12 做空 2022-06-22 36.26 2022-06-22 34.22 止盈 +5.63% +1223.71U
13 做空 2022-06-23 34.59 2022-06-23 35.85 止损 -3.64% -881.38U
14 做空 2022-06-25 40.54 2022-06-26 42.18 止损 -4.05% -907.58U
15 做空 2022-06-26 41.10 2022-06-27 38.58 止盈 +6.13% +1264.39U
16 做空 2022-06-27 38.58 2022-06-29 36.36 止盈 +5.75% +1331.99U
17 做空 2022-06-29 36.83 2022-06-29 34.68 止盈 +5.84% +1506.64U
18 做空 2022-07-01 31.97 2022-07-02 33.13 止损 -3.63% -1045.68U
19 做空 2022-07-02 32.30 2022-07-03 33.93 止损 -5.05% -1348.92U
20 做空 2022-07-03 33.15 2022-07-04 34.40 止损 -3.77% -906.30U
21 做空 2022-07-04 32.83 2022-07-04 34.40 止损 -4.78% -1062.81U
22 做空 2022-07-05 34.51 2022-07-06 35.69 止损 -3.42% -687.30U
23 做空 2022-07-08 37.88 2022-07-11 35.54 止盈 +6.18% +1156.87U
24 做空 2022-07-09 38.14 2022-07-11 35.54 止盈 +6.82% +1434.22U
25 做空 2022-07-10 38.15 2022-07-11 35.54 止盈 +6.84% +1635.41U
26 做空 2022-07-11 36.70 2022-07-11 34.78 止盈 +5.23% +1421.53U
27 做空 2022-07-13 33.13 2022-07-14 34.93 止损 -5.43% -1630.61U
28 做空 2022-07-13 33.18 2022-07-14 34.93 止损 -5.27% -1411.09U
29 做空 2022-07-14 33.99 2022-07-14 35.14 止损 -3.38% -809.80U
30 做空 2022-07-16 36.83 2022-07-17 40.05 止损 -8.74% -1951.14U
31 做空 2022-07-17 39.44 2022-07-18 40.89 止损 -3.68% -677.15U
32 做空 2022-07-19 40.04 2022-07-19 43.53 止损 -8.72% -1487.49U
33 做空 2022-07-20 44.31 2022-07-20 45.78 止损 -3.32% -467.56U
34 做空 2022-07-21 43.24 2022-07-21 40.01 止盈 +7.47% +983.00U
35 做空 2022-07-22 41.67 2022-07-24 39.18 止盈 +5.98% +903.71U
36 做空 2022-07-23 40.93 2022-07-25 38.70 止盈 +5.45% +922.35U
37 做空 2022-07-25 39.02 2022-07-26 36.64 止盈 +6.10% +1144.98U
38 做空 2022-07-29 41.91 2022-07-30 44.79 止损 -6.87% -1447.19U
39 做空 2022-07-31 43.30 2022-08-02 41.08 止盈 +5.13% +931.48U
40 做空 2022-08-01 43.66 2022-08-02 41.17 止盈 +5.70% +1142.30U
41 做空 2022-08-03 38.02 2022-08-03 39.26 止损 -3.26% -727.68U
42 做空 2022-08-04 38.52 2022-08-05 40.09 止损 -4.08% -850.12U
43 做空 2022-08-06 39.59 2022-08-07 40.79 止损 -3.03% -580.73U
44 做空 2022-08-06 40.48 2022-08-08 41.91 止损 -3.53% -635.83U
45 做空 2022-08-07 39.37 2022-08-08 40.64 止损 -3.23% -539.63U
46 做空 2022-08-09 42.48 2022-08-09 40.14 止盈 +5.51% +862.09U
47 做空 2022-08-09 42.41 2022-08-09 40.14 止盈 +5.35% +929.88U
48 做空 2022-08-09 41.60 2022-08-10 39.44 止盈 +5.19% +998.51U
49 做空 2022-08-12 43.27 2022-08-13 44.64 止损 -3.17% -672.04U
50 做空 2022-08-13 46.23 2022-08-14 47.71 止损 -3.20% -636.53U
51 做空 2022-08-14 46.01 2022-08-15 43.58 止盈 +5.28% +982.94U
52 做空 2022-08-15 43.80 2022-08-17 41.38 止盈 +5.53% +1136.79U
53 做空 2022-08-16 42.86 2022-08-17 44.35 止损 -3.48% -794.24U
54 做空 2022-08-17 42.84 2022-08-18 40.53 止盈 +5.39% +1146.34U
55 做空 2022-08-19 40.55 2022-08-19 38.50 止盈 +5.06% +1190.56U
56 做空 2022-08-20 36.18 2022-08-21 34.35 止盈 +5.06% +1311.48U
57 做空 2022-08-20 36.61 2022-08-21 34.42 止盈 +5.98% +1707.79U
58 做空 2022-08-21 36.10 2022-08-22 34.28 止盈 +5.04% +1611.33U
59 做空 2022-08-22 36.10 2022-08-22 34.28 止盈 +5.04% +1773.64U
60 做空 2022-08-23 35.27 2022-08-26 33.25 止盈 +5.73% +2217.83U
61 做空 2022-08-24 34.84 2022-08-24 36.02 止损 -3.39% -1461.64U
62 做空 2022-08-25 35.44 2022-08-26 33.25 止盈 +6.18% +2486.31U
63 做空 2022-08-26 35.57 2022-08-26 33.25 止盈 +6.52% +2948.29U
64 做空 2022-08-29 31.27 2022-08-30 32.39 止损 -3.58% -1830.02U
65 做空 2022-08-30 31.30 2022-08-31 32.28 止损 -3.13% -1485.25U
66 做空 2022-09-01 31.62 2022-09-06 33.16 止损 -4.87% -2165.82U
67 做空 2022-09-03 31.04 2022-09-05 32.15 止损 -3.58% -1435.50U
68 做空 2022-09-04 30.96 2022-09-05 31.95 止损 -3.20% -1191.91U
69 做空 2022-09-05 31.67 2022-09-06 33.16 止损 -4.70% -1641.62U
70 做空 2022-09-07 30.85 2022-09-08 32.09 止损 -4.02% -1270.66U
71 做空 2022-09-10 34.52 2022-09-12 35.75 止损 -3.56% -1035.95U
72 做空 2022-09-11 34.35 2022-09-12 35.75 止损 -4.08% -1100.61U
73 做空 2022-09-12 34.38 2022-09-12 35.82 止损 -4.19% -1038.96U
74 做空 2022-09-12 34.80 2022-09-12 36.07 止损 -3.65% -829.49U
75 做空 2022-09-13 37.90 2022-09-13 35.86 止盈 +5.38% +1134.22U
76 做空 2022-09-13 35.38 2022-09-14 33.37 止盈 +5.68% +1325.88U
77 做空 2022-09-15 33.08 2022-09-15 34.08 止损 -3.02% -785.59U
78 做空 2022-09-15 33.04 2022-09-15 34.69 止损 -4.99% -1219.40U
79 做空 2022-09-15 33.02 2022-09-19 31.33 止盈 +5.12% +1125.03U
80 做空 2022-09-18 33.31 2022-09-19 31.33 止盈 +5.94% +1440.22U
81 做空 2022-09-20 32.26 2022-09-22 30.60 止盈 +5.15% +1394.82U
82 做空 2022-09-22 30.60 2022-09-22 31.73 止损 -3.69% -1103.91U
83 做空 2022-09-23 31.71 2022-09-24 33.48 止损 -5.58% -1545.49U
84 做空 2022-09-25 33.60 2022-09-27 34.68 止损 -3.21% -790.71U
85 做空 2022-09-25 33.58 2022-09-27 34.68 止损 -3.28% -754.08U
86 做空 2022-09-28 32.61 2022-09-29 33.71 止损 -3.37% -725.69U
87 做空 2022-10-01 33.29 2022-10-06 34.44 止损 -3.45% -693.09U
88 做空 2022-10-02 32.33 2022-10-04 33.58 止损 -3.87% -722.19U
89 做空 2022-10-05 33.72 2022-10-11 31.93 止盈 +5.31% +914.95U
90 做空 2022-10-06 33.90 2022-10-11 32.07 止盈 +5.40% +1029.11U
91 做空 2022-10-10 32.89 2022-10-11 31.23 止盈 +5.05% +1065.96U
92 做空 2022-10-12 31.22 2022-10-13 29.41 止盈 +5.80% +1347.92U
93 做空 2022-10-13 31.02 2022-10-13 29.41 止盈 +5.19% +1346.49U
94 做空 2022-10-15 30.66 2022-10-20 28.84 止盈 +5.94% +1699.69U
95 做空 2022-10-18 30.69 2022-10-20 28.84 止盈 +6.03% +1930.73U
96 做空 2022-10-21 28.91 2022-10-21 27.29 止盈 +5.60% +2010.95U
97 做空 2022-10-22 27.60 2022-10-24 28.47 止损 -3.15% -1257.87U
98 做空 2022-10-23 27.81 2022-10-24 28.79 止损 -3.52% -1317.64U
99 做空 2022-10-23 27.99 2022-10-24 28.83 止损 -3.00% -1043.14U
100 做空 2022-10-24 28.62 2022-10-25 29.70 止损 -3.77% -1233.01U
101 做空 2022-10-24 28.43 2022-10-25 29.70 止损 -4.47% -1349.57U
102 做空 2022-10-25 28.16 2022-10-25 29.02 止损 -3.05% -840.29U
103 做空 2022-10-27 31.13 2022-10-29 32.32 止损 -3.82% -987.62U
104 做空 2022-10-27 31.26 2022-10-29 32.32 止损 -3.39% -809.16U
105 做空 2022-10-28 31.25 2022-10-29 32.32 止损 -3.42% -761.70U
106 做空 2022-10-30 33.01 2022-10-31 34.31 止损 -3.94% -816.15U
107 做空 2022-10-30 32.57 2022-10-31 33.93 止损 -4.18% -797.26U
108 做空 2022-11-01 32.88 2022-11-02 31.21 止盈 +5.08% +888.86U
109 做空 2022-11-01 32.45 2022-11-03 30.25 止盈 +6.78% +1306.87U
110 做空 2022-11-03 31.18 2022-11-04 32.47 止损 -4.14% -905.54U
111 做空 2022-11-06 36.09 2022-11-07 34.17 止盈 +5.32% +1068.16U
112 做空 2022-11-08 29.37 2022-11-08 27.73 止盈 +5.58% +1240.32U
113 做空 2022-11-11 17.02 2022-11-11 17.85 止损 -4.86% -1199.43U
114 做空 2022-11-11 16.44 2022-11-12 15.44 止盈 +6.12% +1365.41U
115 做空 2022-11-15 13.93 2022-11-15 14.47 止损 -3.86% -966.19U
116 做空 2022-11-15 13.73 2022-11-15 14.19 止损 -3.37% -778.92U
117 做空 2022-11-16 14.32 2022-11-17 13.08 止盈 +8.62% +1856.03U
118 做空 2022-11-16 14.32 2022-11-17 13.08 止盈 +8.61% +2174.03U
119 做空 2022-11-17 14.21 2022-11-17 13.08 止盈 +7.92% +2344.51U
120 做空 2022-11-18 13.54 2022-11-19 12.85 止盈 +5.05% +1729.16U
121 做空 2022-11-20 12.54 2022-11-20 12.97 止损 -3.49% -1315.14U
122 做空 2022-11-22 11.68 2022-11-22 10.99 止盈 +5.86% +2055.63U
123 做空 2022-11-22 11.60 2022-11-22 10.99 止盈 +5.17% +2028.78U
124 做空 2022-11-24 14.11 2022-11-25 14.64 止损 -3.79% -1640.83U
125 做空 2022-11-25 14.18 2022-11-26 14.83 止损 -4.58% -1829.63U
126 做空 2022-11-27 14.19 2022-11-28 13.03 止盈 +8.20% +2979.99U
127 做空 2022-11-28 13.99 2022-11-28 13.03 止盈 +6.92% +2924.80U
128 做空 2022-11-29 13.22 2022-11-29 13.71 止损 -3.70% -1779.79U
129 做空 2022-11-29 13.43 2022-12-01 13.85 止损 -3.14% -1400.82U
130 做空 2022-11-30 13.52 2022-12-01 14.16 止损 -4.76% -1989.86U
131 做空 2022-12-01 13.72 2022-12-06 14.15 止损 -3.16% -1192.56U
132 做空 2022-12-03 13.56 2022-12-05 14.04 止损 -3.54% -1253.36U
133 做空 2022-12-05 13.75 2022-12-07 14.28 止损 -3.88% -1275.74U
134 做空 2022-12-06 13.98 2022-12-12 12.93 止盈 +7.48% +2269.34U
135 做空 2022-12-07 14.01 2022-12-12 12.93 止盈 +7.66% +2672.82U
136 做空 2022-12-07 13.86 2022-12-12 12.93 止盈 +6.69% +2693.32U
137 做空 2022-12-10 13.62 2022-12-12 12.93 止盈 +5.04% +2300.56U
138 做空 2022-12-11 13.56 2022-12-13 14.07 止损 -3.78% -1899.51U
139 做空 2022-12-12 13.41 2022-12-13 14.07 止损 -4.98% -2309.27U
140 做空 2022-12-13 13.12 2022-12-13 14.07 止损 -7.30% -3053.33U
141 做空 2022-12-15 13.97 2022-12-16 13.25 止盈 +5.14% +1834.80U
142 做空 2022-12-16 14.00 2022-12-16 13.25 止盈 +5.32% +2095.25U
143 做空 2022-12-18 12.41 2022-12-20 11.78 止盈 +5.03% +2190.22U
144 做空 2022-12-19 12.25 2022-12-24 11.35 止盈 +7.31% +3501.95U
145 做空 2022-12-21 12.20 2022-12-24 11.35 止盈 +6.90% +3787.75U
146 做空 2022-12-22 11.82 2022-12-24 11.22 止盈 +5.09% +3177.77U
147 做空 2022-12-23 11.88 2022-12-24 11.24 止盈 +5.36% +3691.26U
148 做空 2022-12-25 11.39 2022-12-27 10.75 止盈 +5.62% +4282.23U
149 做空 2022-12-26 11.30 2022-12-28 10.70 止盈 +5.38% +4560.02U
150 做空 2022-12-27 11.12 2022-12-28 9.92 止盈 +10.82% +10161.45U
151 做空 2022-12-30 9.10 2022-12-30 9.49 止损 -4.26% -4869.14U
152 做空 2023-01-01 9.84 2023-01-02 11.08 止损 -12.67% -13231.11U
153 做空 2023-01-04 13.35 2023-01-08 13.81 止损 -3.45% -2688.00U
154 做空 2023-01-06 13.18 2023-01-08 13.59 止损 -3.13% -2276.56U
155 做空 2023-01-07 13.15 2023-01-08 13.59 止损 -3.35% -2278.21U
156 做空 2023-01-10 16.32 2023-01-11 15.41 止盈 +5.56% +3535.59U
157 做空 2023-01-11 15.99 2023-01-12 16.89 止损 -5.60% -3956.18U
158 做空 2023-01-12 16.07 2023-01-13 16.59 止损 -3.29% -2061.08U
159 做空 2023-01-13 16.64 2023-01-14 17.18 止损 -3.20% -1872.71U
160 做空 2023-01-15 22.57 2023-01-15 23.32 止损 -3.31% -1815.56U
161 做空 2023-01-16 23.25 2023-01-18 21.78 止盈 +6.32% +3238.50U
162 做空 2023-01-17 23.19 2023-01-18 21.78 止盈 +6.08% +3505.43U
163 做空 2023-01-18 23.26 2023-01-18 21.78 止盈 +6.37% +4124.26U
164 做空 2023-01-20 21.01 2023-01-21 22.03 止损 -4.88% -3558.72U
165 做空 2023-01-22 24.56 2023-01-25 22.99 止盈 +6.42% +4228.80U
166 做空 2023-01-22 25.07 2023-01-25 22.99 止盈 +8.30% +6166.29U
167 做空 2023-01-23 24.94 2023-01-25 22.99 止盈 +7.83% +6784.72U
168 做空 2023-01-23 23.99 2023-01-24 24.86 止损 -3.63% -3640.11U
169 做空 2023-01-24 24.46 2023-01-25 22.99 止盈 +6.04% +5611.38U
170 做空 2023-01-26 24.33 2023-01-30 25.06 止损 -3.01% -3136.14U
171 做空 2023-01-28 24.26 2023-01-30 25.06 止损 -3.32% -3246.47U
172 做空 2023-01-30 25.43 2023-01-30 24.02 止盈 +5.52% +5043.27U
173 做空 2023-02-01 23.79 2023-02-02 24.57 止损 -3.31% -3355.37U
174 做空 2023-02-02 24.73 2023-02-03 25.84 止损 -4.49% -4255.80U
175 做空 2023-02-03 24.57 2023-02-06 23.26 止盈 +5.30% +4569.06U
176 做空 2023-02-04 24.46 2023-02-06 23.10 止盈 +5.54% +5277.90U
177 做空 2023-02-05 24.32 2023-02-06 23.07 止盈 +5.12% +5425.20U
178 做空 2023-02-07 23.02 2023-02-08 23.82 止损 -3.45% -4025.43U
179 做空 2023-02-08 23.73 2023-02-09 22.33 止盈 +5.92% +6429.00U
180 做空 2023-02-08 23.73 2023-02-09 22.33 止盈 +5.89% +7159.96U
181 做空 2023-02-13 20.76 2023-02-14 21.46 止损 -3.36% -4567.37U
182 做空 2023-02-15 21.60 2023-02-15 22.45 止损 -3.95% -5009.76U
183 做空 2023-02-16 23.28 2023-02-19 23.98 止损 -3.00% -3504.46U
184 做空 2023-02-17 23.27 2023-02-19 23.98 止损 -3.03% -3328.18U
185 做空 2023-02-18 22.94 2023-02-19 23.63 止损 -3.03% -3121.99U
186 做空 2023-02-21 26.35 2023-02-21 24.95 止盈 +5.33% +5158.08U
187 做空 2023-02-23 24.15 2023-02-25 22.79 止盈 +5.64% +6045.76U
188 做空 2023-02-24 23.79 2023-02-25 22.46 止盈 +5.60% +6677.66U
189 做空 2023-02-27 22.81 2023-03-03 20.52 止盈 +10.05% +13320.69U
190 做空 2023-02-28 22.55 2023-03-03 20.52 止盈 +8.98% +14287.65U
191 做空 2023-03-01 21.88 2023-03-01 22.62 止损 -3.38% -6339.41U
192 做空 2023-03-02 22.15 2023-03-03 20.52 止盈 +7.35% +12864.97U
193 做空 2023-03-03 20.52 2023-03-03 21.17 止损 -3.18% -6387.52U
194 做空 2023-03-04 21.13 2023-03-08 20.00 止盈 +5.36% +10077.14U
195 做空 2023-03-06 21.09 2023-03-08 20.00 止盈 +5.18% +10783.07U
196 做空 2023-03-07 20.59 2023-03-08 19.54 止盈 +5.10% +11721.68U
197 做空 2023-03-07 20.70 2023-03-08 19.64 止盈 +5.11% +12937.76U
198 做空 2023-03-11 17.42 2023-03-12 18.00 止损 -3.36% -9367.74U
199 做空 2023-03-12 17.83 2023-03-13 18.56 止损 -4.10% -10669.63U
200 做空 2023-03-13 19.09 2023-03-13 20.44 止损 -7.12% -16996.98U
201 做空 2023-03-14 20.01 2023-03-14 21.41 止损 -7.01% -14360.86U
202 做空 2023-03-15 20.89 2023-03-15 19.24 止盈 +7.92% +13952.70U
203 做空 2023-03-15 21.16 2023-03-15 20.07 止盈 +5.11% +10438.90U
204 做空 2023-03-18 20.19 2023-03-18 21.20 止损 -5.01% -11267.21U
205 做空 2023-03-19 21.99 2023-03-20 23.11 止损 -5.06% -10245.56U
206 做空 2023-03-21 22.13 2023-03-21 22.86 止损 -3.34% -6078.16U
207 做空 2023-03-22 22.46 2023-03-23 21.09 止盈 +6.11% +10381.46U
208 做空 2023-03-22 22.16 2023-03-25 20.96 止盈 +5.41% +10319.33U
209 做空 2023-03-23 21.09 2023-03-23 21.73 止损 -3.02% -6369.31U
210 做空 2023-03-24 21.92 2023-03-25 20.42 止盈 +6.85% +13591.93U
211 做空 2023-03-26 20.45 2023-03-26 21.11 止损 -3.20% -7225.00U
212 做空 2023-03-27 20.67 2023-03-29 21.43 止损 -3.72% -7848.50U
213 做空 2023-03-30 21.09 2023-04-03 20.03 止盈 +5.03% +9828.49U
214 做空 2023-03-30 21.01 2023-04-09 19.93 止盈 +5.13% +11040.69U
215 做空 2023-03-31 20.43 2023-04-01 21.38 止损 -4.66% -11064.59U
216 做空 2023-04-01 21.07 2023-04-09 19.93 止盈 +5.41% +11629.09U
217 做空 2023-04-02 21.02 2023-04-09 19.93 止盈 +5.18% +12348.90U
218 做空 2023-04-02 20.81 2023-04-11 22.40 止损 -7.66% -20146.01U
219 做空 2023-04-04 20.32 2023-04-04 20.97 止损 -3.18% -7092.76U
220 做空 2023-04-05 20.80 2023-04-11 22.40 止损 -7.73% -16128.50U
221 做空 2023-04-07 20.55 2023-04-11 21.24 止损 -3.35% -5912.50U
222 做空 2023-04-08 20.30 2023-04-11 20.96 止损 -3.25% -5349.09U
223 做空 2023-04-09 20.41 2023-04-11 21.16 止损 -3.67% -5647.21U
224 做空 2023-04-10 20.11 2023-04-11 20.83 止损 -3.55% -5068.05U
225 做空 2023-04-12 22.56 2023-04-12 23.68 止损 -4.99% -6611.78U
226 做空 2023-04-14 24.44 2023-04-17 25.40 止损 -3.94% -4694.16U
227 做空 2023-04-15 24.25 2023-04-17 25.40 止损 -4.72% -5186.52U
228 做空 2023-04-16 24.07 2023-04-17 25.40 止损 -5.51% -5485.11U
229 做空 2023-04-17 24.93 2023-04-19 22.82 止盈 +8.44% +7473.79U
230 做空 2023-04-19 24.63 2023-04-19 22.82 止盈 +7.35% +7607.35U
231 做空 2023-04-21 22.01 2023-04-25 20.87 止盈 +5.17% +6140.71U
232 做空 2023-04-24 21.50 2023-04-26 22.20 止损 -3.26% -4264.05U
233 做空 2023-04-24 21.28 2023-04-26 21.92 止损 -3.02% -3698.99U
234 做空 2023-04-25 21.12 2023-04-26 21.92 止损 -3.78% -4350.82U
235 做空 2023-04-27 21.45 2023-04-27 22.24 止损 -3.69% -3926.76U
236 做空 2023-04-30 23.29 2023-05-01 22.09 止盈 +5.15% +5071.48U
237 做空 2023-05-01 23.02 2023-05-01 21.87 止盈 +5.01% +5439.60U
238 做空 2023-05-03 21.88 2023-05-06 22.63 止损 -3.43% -4100.94U
239 做空 2023-05-04 21.79 2023-05-06 22.50 止损 -3.27% -3636.84U
240 做空 2023-05-05 21.85 2023-05-06 22.63 止损 -3.60% -3742.75U
241 做空 2023-05-06 22.58 2023-05-08 21.12 止盈 +6.48% +6256.12U
242 做空 2023-05-08 21.74 2023-05-09 20.42 止盈 +6.08% +6626.68U
243 做空 2023-05-10 20.44 2023-05-10 21.14 止损 -3.42% -4176.70U
244 做空 2023-05-10 20.55 2023-05-11 21.21 止损 -3.25% -3705.03U
245 做空 2023-05-11 20.68 2023-05-15 21.43 止损 -3.61% -3842.86U
246 做空 2023-05-13 20.86 2023-05-22 19.73 止盈 +5.38% +5323.25U
247 做空 2023-05-15 20.92 2023-05-22 19.73 止盈 +5.68% +6217.77U
248 做空 2023-05-16 21.14 2023-05-21 19.92 止盈 +5.76% +7020.68U
249 做空 2023-05-17 20.57 2023-05-22 19.46 止盈 +5.40% +7348.34U
250 做空 2023-05-18 20.87 2023-05-22 19.73 止盈 +5.42% +8165.12U
251 做空 2023-05-20 20.34 2023-05-24 19.11 止盈 +6.08% +10152.46U
252 做空 2023-05-21 20.25 2023-05-24 19.11 止盈 +5.68% +10630.65U
253 做空 2023-05-21 20.14 2023-05-24 19.11 止盈 +5.12% +10684.28U
254 做空 2023-05-23 19.68 2023-05-28 20.36 止损 -3.46% -7951.99U
255 做空 2023-05-24 19.55 2023-05-28 20.36 止损 -4.19% -8953.73U
256 做空 2023-05-26 19.25 2023-05-28 19.94 止损 -3.61% -7079.19U
257 做空 2023-05-29 20.68 2023-05-31 21.36 止损 -3.29% -5981.93U
258 做空 2023-05-31 21.09 2023-06-04 21.77 止损 -3.21% -5455.53U
259 做空 2023-06-01 20.59 2023-06-02 21.25 止损 -3.16% -5027.55U
260 做空 2023-06-02 20.55 2023-06-02 21.18 止损 -3.10% -4612.71U
261 做空 2023-06-03 21.12 2023-06-04 21.77 止损 -3.06% -4282.40U
262 做空 2023-06-04 21.03 2023-06-04 21.67 止损 -3.02% -3961.85U
263 做空 2023-06-05 21.59 2023-06-05 19.94 止盈 +7.63% +9408.67U

⚙️ 策略参数

  • 计算方式:复利(每次用当前资金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