📊 以太坊ETH 均线10-50 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 17:10

📈 回测结果摘要

测试币种
以太坊ETH
策略
MA10-50
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
118次
盈利
61次
亏损
57次
胜率
51.7%
总收益
+837.0%
最终资金
93702U
最大回撤
-46.8%
月化收益
+69.8%

📊 收益与风险

盈利因子
1.48
止盈次数
61
止损次数
57
盈亏比
1.07

📋 交易记录明细(共118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 2025-01-30 07:00 3112.55 2025-01-30 22:00 3269.61 止盈 +5.05% 1000 20 20000 10000 +1008.20 11008
2 做多 2025-01-31 04:00 3230.00 2025-01-31 23:00 3426.21 止盈 +6.07% 1101 20 22016 11008 +1336.07 12344
3 做多 2025-01-31 10:00 3246.22 2025-01-31 23:00 3426.21 止盈 +5.54% 1234 20 24689 12344 +1367.51 13712
4 做多 2025-01-31 15:00 3239.99 2025-01-31 23:00 3426.21 止盈 +5.75% 1371 20 27424 13712 +1574.61 15286
5 做多 2025-01-31 20:00 3349.49 2025-02-01 17:00 3234.93 止损 -3.42% 1529 20 30573 15286 -1044.61 14242
6 做多 2025-02-04 23:00 2775.60 2025-02-05 05:00 2637.94 止损 -4.96% 1424 20 28484 14242 -1411.27 12831
7 做多 2025-02-05 15:00 2758.17 2025-02-08 03:00 2657.82 止损 -3.64% 1283 20 25661 12831 -932.69 11898
8 做多 2025-02-06 09:00 2788.73 2025-02-06 23:00 2704.25 止损 -3.03% 1190 20 23796 11898 -720.13 11178
9 做多 2025-02-09 16:00 2666.13 2025-02-10 05:00 2550.75 止损 -4.33% 1118 20 22355 11178 -966.49 10211
10 做多 2025-02-10 19:00 2652.25 2025-02-17 22:00 2825.54 止盈 +6.53% 1021 20 20422 10211 +1333.00 11544
11 做多 2025-02-13 06:00 2744.00 2025-02-13 19:00 2654.70 止损 -3.25% 1154 20 23088 11544 -750.63 10794
12 做多 2025-02-14 10:00 2689.39 2025-02-17 22:00 2825.54 止盈 +5.06% 1079 20 21587 10794 +1091.75 11885
13 做多 2025-02-17 19:00 2753.93 2025-02-18 14:00 2661.83 止损 -3.34% 1189 20 23771 11885 -794.17 11091
14 做多 2025-02-19 19:00 2725.99 2025-02-22 03:00 2638.47 止损 -3.21% 1109 20 22182 11091 -711.47 10380
15 做多 2025-02-23 00:00 2773.28 2025-02-24 16:00 2680.23 止损 -3.36% 1038 20 20759 10380 -695.83 9684
16 做多 2025-03-01 15:00 2228.15 2025-03-01 21:00 2151.73 止损 -3.43% 968 20 19368 9684 -663.60 9020
17 做多 2025-03-02 07:00 2216.60 2025-03-03 00:00 2441.68 止盈 +10.15% 902 20 18041 9020 +1830.05 10850
18 做多 2025-03-05 15:00 2206.02 2025-03-07 08:00 2116.38 止损 -4.06% 1085 20 21701 10850 -880.91 9969
19 做多 2025-03-09 02:00 2207.76 2025-03-09 18:00 2132.84 止损 -3.39% 997 20 19939 9969 -675.94 9293
20 做多 2025-03-14 15:00 1892.33 2025-03-19 19:00 2026.99 止盈 +7.12% 929 20 18587 9293 +1321.34 10615
21 做多 2025-03-18 02:00 1947.86 2025-03-18 21:00 1878.79 止损 -3.55% 1061 20 21230 10615 -752.04 9863
22 做多 2025-03-19 09:00 1930.71 2025-03-19 22:00 2029.98 止盈 +5.14% 986 20 19726 9863 +1013.20 10876
23 做多 2025-03-22 15:00 1983.16 2025-03-24 16:00 2089.51 止盈 +5.36% 1088 20 21752 10876 +1165.31 12041
24 做多 2025-03-24 11:00 2013.49 2025-03-28 12:00 1936.31 止损 -3.83% 1204 20 24083 12041 -922.20 11119
25 做多 2025-04-01 01:00 1824.57 2025-04-01 23:00 1917.89 止盈 +5.11% 1112 20 22238 11119 +1136.26 12255
26 做多 2025-04-05 06:00 1818.41 2025-04-06 21:00 1747.57 止损 -3.90% 1226 20 24511 12255 -953.91 11301
27 做多 2025-04-06 15:00 1796.84 2025-04-07 00:00 1730.25 止损 -3.71% 1130 20 22603 11301 -836.81 10465
28 做多 2025-04-10 03:00 1639.73 2025-04-10 21:00 1568.24 止损 -4.36% 1046 20 20929 10465 -911.57 9553
29 做多 2025-04-12 08:00 1561.30 2025-04-12 22:00 1653.13 止盈 +5.88% 955 20 19106 9553 +1122.63 10676
30 做多 2025-04-14 15:00 1634.92 2025-04-16 08:00 1580.00 止损 -3.36% 1068 20 21351 10676 -716.51 9959
31 做多 2025-04-17 18:00 1592.91 2025-04-22 22:00 1674.63 止盈 +5.13% 996 20 19918 9959 +1020.83 10980
32 做多 2025-04-19 00:00 1586.71 2025-04-22 22:00 1674.63 止盈 +5.54% 1098 20 21960 10980 +1215.59 12196
33 做多 2025-04-21 11:00 1634.06 2025-04-22 01:00 1577.72 止损 -3.45% 1220 20 24391 12196 -840.13 11355
34 做多 2025-04-22 19:00 1630.14 2025-04-23 05:00 1753.65 止盈 +7.58% 1136 20 22711 11355 +1719.01 13074
35 做多 2025-04-25 20:00 1772.00 2025-05-08 11:00 1900.50 止盈 +7.25% 1307 20 26149 13074 +1894.34 14969
36 做多 2025-04-28 20:00 1805.70 2025-04-30 21:00 1740.14 止损 -3.63% 1497 20 29938 14969 -1085.87 13883
37 做多 2025-04-29 12:00 1791.72 2025-05-08 11:00 1900.50 止盈 +6.07% 1388 20 27766 13883 +1684.05 15567
38 做多 2025-04-30 19:00 1814.79 2025-04-30 21:00 1740.14 止损 -4.11% 1557 20 31134 15567 -1279.39 14288
39 做多 2025-05-01 14:00 1805.59 2025-05-08 11:00 1900.50 止盈 +5.26% 1429 20 28575 14288 +1500.54 15788
40 做多 2025-05-04 10:00 1833.19 2025-05-06 19:00 1769.10 止损 -3.50% 1579 20 31576 15788 -1102.83 14685
41 做多 2025-05-07 11:00 1825.60 2025-05-08 15:00 1927.80 止盈 +5.60% 1469 20 29371 14685 +1642.57 16328
42 做多 2025-05-13 23:00 2564.89 2025-05-14 08:00 2694.93 止盈 +5.07% 1633 20 32656 16328 +1653.99 17982
43 做多 2025-05-16 17:00 2610.43 2025-05-17 08:00 2499.63 止损 -4.24% 1798 20 35964 17982 -1524.96 16457
44 做多 2025-05-18 22:00 2556.82 2025-05-19 02:00 2461.59 止损 -3.72% 1646 20 32914 16457 -1224.67 15232
45 做多 2025-05-20 04:00 2519.59 2025-05-22 16:00 2662.88 止盈 +5.69% 1523 20 30464 15232 +1730.79 16963
46 做多 2025-05-26 09:00 2557.53 2025-05-28 01:00 2694.85 止盈 +5.37% 1696 20 33926 16963 +1819.75 18783
47 做多 2025-06-02 06:00 2534.05 2025-06-04 23:00 2666.91 止盈 +5.24% 1878 20 37566 18783 +1967.59 20750
48 做多 2025-06-03 03:00 2531.21 2025-06-04 23:00 2666.91 止盈 +5.36% 2075 20 41501 20750 +2222.66 22973
49 做多 2025-06-07 21:00 2506.10 2025-06-10 05:00 2642.59 止盈 +5.45% 2297 20 45946 22973 +2499.86 25473
50 做多 2025-06-09 23:00 2532.98 2025-06-10 06:00 2664.86 止盈 +5.21% 2547 20 50946 25473 +2649.85 28123
51 做多 2025-06-16 02:00 2547.63 2025-06-18 00:00 2460.25 止损 -3.43% 2812 20 56246 28123 -1927.21 26196
52 做多 2025-06-19 14:00 2518.19 2025-06-21 01:00 2417.86 止损 -3.98% 2620 20 52391 26196 -2085.28 24110
53 做多 2025-06-20 12:00 2503.11 2025-06-21 01:00 2417.86 止损 -3.41% 2411 20 48221 24110 -1640.63 22470
54 做多 2025-06-24 02:00 2304.30 2025-06-24 14:00 2424.11 止盈 +5.20% 2247 20 44939 22470 +2334.24 24804
55 做多 2025-06-26 10:00 2492.21 2025-06-27 05:00 2412.80 止损 -3.19% 2480 20 49608 24804 -1579.09 23225
56 做多 2025-06-27 18:00 2444.93 2025-07-03 02:00 2581.41 止盈 +5.58% 2322 20 46450 23225 +2590.30 25815
57 做多 2025-06-29 00:00 2433.82 2025-07-03 00:00 2559.78 止盈 +5.18% 2582 20 51630 25815 +2669.40 28484
58 做多 2025-07-02 23:00 2497.74 2025-07-03 21:00 2623.76 止盈 +5.05% 2848 20 56969 28484 +2871.42 31356
59 做多 2025-07-06 16:00 2511.90 2025-07-09 20:00 2659.00 止盈 +5.86% 3136 20 62712 31356 +3668.81 35025
60 做多 2025-07-06 20:00 2518.99 2025-07-09 20:00 2659.00 止盈 +5.56% 3502 20 70049 35025 +3889.58 38914
61 做多 2025-07-08 20:00 2581.94 2025-07-10 02:00 2716.89 止盈 +5.23% 3891 20 77829 38914 +4063.79 42978
62 做多 2025-07-13 20:00 2985.01 2025-07-16 07:00 3137.62 止盈 +5.11% 4298 20 85956 42978 +4390.15 47368
63 做多 2025-07-16 01:00 3096.41 2025-07-17 00:00 3284.43 止盈 +6.07% 4737 20 94736 47368 +5746.83 53115
64 做多 2025-07-20 11:00 3657.11 2025-07-21 22:00 3840.52 止盈 +5.02% 5312 20 106230 53115 +5322.29 58437
65 做多 2025-07-25 01:00 3723.81 2025-07-25 11:00 3594.25 止损 -3.48% 5844 20 116875 58437 -4062.28 54375
66 做多 2025-07-29 21:00 3837.88 2025-08-01 06:00 3707.49 止损 -3.40% 5438 20 108750 54375 -3691.04 50684
67 做多 2025-07-31 11:00 3861.97 2025-08-01 03:00 3736.19 止损 -3.26% 5068 20 101368 50684 -3298.14 47386
68 做多 2025-08-04 01:00 3488.41 2025-08-05 00:00 3683.05 止盈 +5.58% 4739 20 94772 47386 +5282.62 52669
69 做多 2025-08-07 02:00 3675.76 2025-08-08 03:00 3865.48 止盈 +5.16% 5267 20 105337 52669 +5431.41 58100
70 做多 2025-08-17 17:00 4540.90 2025-08-18 09:00 4394.70 止损 -3.22% 5810 20 116200 58100 -3737.46 54362
71 做多 2025-08-21 01:00 4341.76 2025-08-22 22:00 4611.80 止盈 +6.22% 5436 20 108725 54362 +6755.49 61118
72 做多 2025-08-22 15:00 4325.99 2025-08-22 22:00 4611.80 止盈 +6.61% 6112 20 122236 61118 +8067.82 69186
73 做多 2025-08-27 06:00 4599.26 2025-08-29 03:00 4436.18 止损 -3.55% 6919 20 138372 69186 -4901.45 64284
74 做多 2025-08-28 18:00 4608.55 2025-08-29 00:00 4463.14 止损 -3.16% 6428 20 128569 64284 -4052.57 60232
75 做多 2025-08-31 09:00 4454.36 2025-09-02 01:00 4320.55 止损 -3.00% 6023 20 120463 60232 -3615.13 56617
76 做多 2025-09-03 21:00 4417.45 2025-09-05 02:00 4271.51 止损 -3.30% 5662 20 113233 56617 -3737.16 52879
77 做多 2025-09-05 21:00 4441.23 2025-09-05 22:00 4271.00 止损 -3.83% 5288 20 105759 52879 -4049.63 48830
78 做多 2025-09-07 23:00 4297.16 2025-09-12 12:00 4519.25 止盈 +5.17% 4883 20 97660 48830 +5042.29 53872
79 做多 2025-09-08 10:00 4306.97 2025-09-12 13:00 4556.60 止盈 +5.80% 5387 20 107744 53872 +6238.56 60111
80 做多 2025-09-09 14:00 4363.99 2025-09-13 01:00 4611.34 止盈 +5.67% 6011 20 120221 60111 +6807.31 66918
81 做多 2025-09-10 19:00 4329.58 2025-09-12 13:00 4556.60 止盈 +5.24% 6692 20 133836 66918 +7010.62 73929
82 做多 2025-09-17 15:00 4542.33 2025-09-22 08:00 4333.45 止损 -4.60% 7393 20 147857 73929 -6792.45 67136
83 做多 2025-09-18 07:00 4588.30 2025-09-20 02:00 4446.67 止损 -3.09% 6714 20 134272 67136 -4140.53 62996
84 做多 2025-09-22 02:00 4495.28 2025-09-22 08:00 4333.45 止损 -3.60% 6300 20 125991 62996 -4531.15 58464
85 做多 2025-09-27 05:00 4021.37 2025-09-30 04:00 4224.86 止盈 +5.06% 5846 20 116929 58464 +5910.94 64375
86 做多 2025-09-29 02:00 4040.73 2025-10-01 16:00 4289.99 止盈 +6.17% 6438 20 128751 64375 +7934.30 72310
87 做多 2025-10-01 17:00 4308.43 2025-10-03 23:00 4533.20 止盈 +5.22% 7231 20 144619 72310 +7537.22 79847
88 做多 2025-10-05 12:00 4573.16 2025-10-09 10:00 4410.76 止损 -3.55% 7985 20 159694 79847 -5665.31 74182
89 做多 2025-10-12 23:00 4032.38 2025-10-14 03:00 4250.00 止盈 +5.40% 7418 20 148363 74182 +7998.88 82181
90 做多 2025-10-15 16:00 4180.13 2025-10-15 21:00 4053.11 止损 -3.04% 8218 20 164361 82181 -4989.38 77191
91 做多 2025-10-18 19:00 3880.78 2025-10-21 23:00 4080.41 止盈 +5.14% 7719 20 154382 77191 +7933.59 85125
92 做多 2025-10-22 05:00 3943.69 2025-10-22 18:00 3818.83 止损 -3.17% 8512 20 170249 85125 -5384.83 79740
93 做多 2025-10-23 23:00 3874.87 2025-10-26 20:00 4070.99 止盈 +5.06% 7974 20 159480 79740 +8063.73 87804
94 做多 2025-11-01 04:00 3858.96 2025-11-03 11:00 3734.73 止损 -3.22% 8780 20 175607 87804 -5647.60 82156
95 做多 2025-11-06 07:00 3423.06 2025-11-06 23:00 3300.01 止损 -3.59% 8216 20 164312 82156 -5900.68 76255
96 做多 2025-11-08 06:00 3444.52 2025-11-10 08:00 3634.14 止盈 +5.50% 7626 20 152511 76255 +8387.28 84643
97 做多 2025-11-13 16:00 3522.85 2025-11-13 23:00 3385.52 止损 -3.90% 8464 20 169285 84643 -6592.59 78050
98 做多 2025-11-16 03:00 3196.70 2025-11-17 00:00 3059.60 止损 -4.29% 7805 20 156100 78050 -6688.12 71362
99 做多 2025-11-17 17:00 3193.80 2025-11-18 01:00 3057.52 止损 -4.27% 7136 20 142724 71362 -6083.96 65278
100 做多 2025-11-19 03:00 3144.64 2025-11-19 12:00 3047.46 止损 -3.09% 6528 20 130556 65278 -4030.58 61247
101 做多 2025-11-19 22:00 3058.99 2025-11-20 00:00 2948.87 止损 -3.60% 6125 20 122495 61247 -4405.26 56842
102 做多 2025-11-23 08:00 2771.78 2025-11-25 01:00 2938.62 止盈 +6.02% 5684 20 113684 56842 +6836.08 63678
103 做多 2025-11-27 02:00 3032.73 2025-12-01 08:00 2834.82 止损 -6.53% 6368 20 127356 63678 -8302.72 55375
104 做多 2025-11-30 23:00 3027.65 2025-12-01 08:00 2834.82 止损 -6.37% 5538 20 110751 55375 -7046.64 48329
105 做多 2025-12-03 00:00 2994.08 2025-12-04 05:00 3163.09 止盈 +5.64% 4833 20 96658 48329 +5450.68 53780
106 做多 2025-12-08 02:00 3127.89 2025-12-08 06:00 3031.64 止损 -3.08% 5378 20 107559 53780 -3306.45 50473
107 做多 2025-12-15 15:00 3127.34 2025-12-15 23:00 3009.48 止损 -3.77% 5047 20 100946 50473 -3800.55 46673
108 做多 2025-12-19 15:00 2950.40 2026-01-03 00:00 3130.67 止盈 +6.11% 4667 20 93345 46673 +5697.70 52370
109 做多 2025-12-22 07:00 3000.62 2025-12-24 01:00 2909.40 止损 -3.04% 5237 20 104740 52370 -3180.97 49189
110 做多 2025-12-25 12:00 2943.64 2026-01-03 00:00 3130.67 止盈 +6.35% 4919 20 98379 49189 +6244.42 55434
111 做多 2025-12-26 04:00 2948.86 2026-01-03 00:00 3130.67 止盈 +6.17% 5543 20 110867 55434 +6828.62 62262
112 做多 2025-12-26 10:00 2972.34 2026-01-03 00:00 3130.67 止盈 +5.33% 6226 20 124525 62262 +6626.52 68889
113 做多 2025-12-28 12:00 2937.73 2026-01-02 23:00 3085.09 止盈 +5.02% 6889 20 137778 68889 +6904.18 75793
114 做多 2025-12-30 19:00 2977.85 2026-01-03 00:00 3130.67 止盈 +5.13% 7579 20 151586 75793 +7771.45 83564
115 做多 2026-01-11 16:00 3101.99 2026-01-14 06:00 3330.21 止盈 +7.36% 8356 20 167129 83564 +12283.73 95848
116 做多 2026-01-13 17:00 3137.53 2026-01-14 06:00 3330.21 止盈 +6.14% 9585 20 191696 95848 +11760.56 107609
117 做多 2026-01-17 23:00 3328.13 2026-01-19 08:00 3210.67 止损 -3.53% 10761 20 215217 107609 -7588.09 100021
118 做多 2026-01-22 12:00 3021.84 2026-01-23 16:00 2926.29 止损 -3.16% 10002 20 200041 100021 -6318.94 93702

⚙️ 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:MA10 / MA50
  • 开仓条件:MA10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