📊 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 18:15

📈 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
114次
盈利
56次
亏损
58次
胜率
49.1%
总收益
+325.3%
最终资金
42531U
最大回撤
-88.8%
月化收益
+27.1%

📊 收益与风险

盈利因子
1.54
止盈次数
56
止损次数
58
盈亏比
0.97

📋 交易记录明细(共114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 2023-06-03 18:00 27127.10 2023-06-05 23:00 25991.90 止损 -4.18% 1000 20 20000 10000 -836.11 9164
2 做多 2023-06-04 01:00 27147.60 2023-06-05 23:00 25991.90 止损 -4.26% 916 20 18328 9164 -779.45 8384
3 做多 2023-06-05 04:00 27233.20 2023-06-05 23:00 25991.90 止损 -4.56% 838 20 16769 8384 -763.57 7621
4 做多 2023-06-07 09:00 27084.30 2023-06-08 05:00 26141.90 止损 -3.48% 762 20 15242 7621 -529.81 7091
5 做多 2023-06-09 14:00 26482.10 2023-06-10 13:00 25504.60 止损 -3.69% 709 20 14182 7091 -522.96 6568
6 做多 2023-06-12 08:00 25955.30 2023-06-15 04:00 24920.10 止损 -3.99% 657 20 13136 6568 -523.40 6045
7 做多 2023-06-16 17:00 25581.60 2023-06-20 08:00 26971.40 止盈 +5.43% 604 20 12089 6045 +656.14 6701
8 做多 2023-06-20 06:00 26743.50 2023-06-21 04:00 28147.30 止盈 +5.25% 670 20 13402 6701 +702.77 7404
9 做多 2023-06-23 23:00 31232.90 2023-06-26 09:00 30166.00 止损 -3.42% 740 20 14807 7404 -505.30 6898
10 做多 2023-06-26 03:00 30420.00 2023-07-24 17:00 29162.00 止损 -4.14% 690 20 13797 6898 -569.98 6328
11 做多 2023-06-27 22:00 30795.50 2023-07-18 02:00 29783.90 止损 -3.28% 633 20 12657 6328 -415.34 5913
12 做多 2023-06-30 03:00 30571.50 2023-07-24 17:00 29162.00 止损 -4.61% 591 20 11826 5913 -544.69 5368
13 做多 2023-07-02 08:00 30567.90 2023-07-24 17:00 29162.00 止损 -4.60% 537 20 10737 5368 -493.31 4875
14 做多 2023-07-08 20:00 30154.70 2023-07-24 17:00 29162.00 止损 -3.29% 487 20 9750 4875 -320.65 4554
15 做多 2023-07-09 16:00 30291.90 2023-07-24 17:00 29162.00 止损 -3.73% 455 20 9109 4554 -339.42 4215
16 做多 2023-07-09 19:00 30257.30 2023-07-24 17:00 29162.00 止损 -3.62% 421 20 8430 4215 -304.85 3910
17 做多 2023-07-09 22:00 30328.00 2023-07-24 17:00 29162.00 止损 -3.84% 391 20 7820 3910 -300.35 3610
18 做多 2023-07-11 04:00 30773.20 2023-07-18 02:00 29783.90 止损 -3.21% 361 20 7219 3610 -231.86 3378
19 做多 2023-07-14 03:00 31600.60 2023-07-15 02:00 30074.70 止损 -4.83% 338 20 6756 3378 -325.89 3052
20 做多 2023-07-17 03:00 30239.50 2023-07-24 17:00 29162.00 止损 -3.56% 305 20 6104 3052 -217.28 2835
21 做多 2023-07-17 08:00 30200.50 2023-07-24 17:00 29162.00 止损 -3.44% 283 20 5669 2835 -194.76 2640
22 做多 2023-07-20 01:00 29980.10 2023-07-24 22:00 29032.30 止损 -3.16% 264 20 5280 2640 -166.75 2473
23 做多 2023-07-22 17:00 29921.00 2023-08-01 10:00 28917.40 止损 -3.35% 247 20 4946 2473 -165.74 2307
24 做多 2023-07-24 01:00 30110.10 2023-07-24 17:00 29162.00 止损 -3.15% 231 20 4615 2307 -145.17 2162
25 做多 2023-07-26 15:00 29205.30 2023-08-17 23:00 27920.90 止损 -4.40% 216 20 4325 2162 -190.00 1972
26 做多 2023-07-29 12:00 29367.20 2023-08-17 21:00 28393.30 止损 -3.32% 197 20 3945 1972 -130.68 1842
27 做多 2023-07-31 00:00 29367.40 2023-08-17 21:00 28393.30 止损 -3.32% 184 20 3683 1842 -122.05 1720
28 做多 2023-07-31 11:00 29411.80 2023-08-17 20:00 28490.10 止损 -3.13% 172 20 3439 1720 -107.67 1612
29 做多 2023-08-02 12:00 29667.30 2023-08-17 07:00 28714.40 止损 -3.21% 161 20 3224 1612 -103.44 1508
30 做多 2023-08-04 17:00 29190.90 2023-08-17 23:00 27920.90 止损 -4.35% 151 20 3017 1508 -131.12 1377
31 做多 2023-08-07 02:00 29076.00 2023-08-17 23:00 27920.90 止损 -3.97% 138 20 2755 1377 -109.32 1268
32 做多 2023-08-13 06:00 29419.00 2023-08-17 18:00 28532.30 止损 -3.01% 127 20 2536 1268 -76.36 1192
33 做多 2023-08-15 01:00 29475.20 2023-08-17 08:00 28566.50 止损 -3.08% 119 20 2383 1192 -73.40 1118
34 做多 2023-08-20 16:00 26099.90 2023-08-29 22:00 27484.80 止盈 +5.31% 112 20 2236 1118 +118.55 1237
35 做多 2023-08-24 01:00 26526.90 2023-08-30 00:00 27988.40 止盈 +5.51% 124 20 2474 1237 +136.14 1373
36 做多 2023-08-26 23:00 26040.20 2023-08-29 22:00 27484.80 止盈 +5.55% 137 20 2746 1373 +152.18 1525
37 做多 2023-08-27 20:00 26059.20 2023-08-29 22:00 27484.80 止盈 +5.47% 153 20 3050 1525 +166.70 1692
38 做多 2023-08-29 10:00 26091.10 2023-08-29 22:00 27484.80 止盈 +5.34% 169 20 3384 1692 +180.56 1872
39 做多 2023-08-29 22:00 27484.80 2023-09-01 00:00 26223.30 止损 -4.59% 187 20 3745 1872 -171.70 1701
40 做多 2023-09-03 13:00 25884.90 2023-09-11 23:00 25102.50 止损 -3.02% 170 20 3401 1701 -102.71 1598
41 做多 2023-09-07 20:00 25649.00 2023-09-18 18:00 27116.70 止盈 +5.72% 160 20 3196 1598 +182.69 1781
42 做多 2023-09-07 22:00 25760.00 2023-09-18 18:00 27116.70 止盈 +5.27% 178 20 3561 1781 +187.37 1968
43 做多 2023-09-12 23:00 26192.40 2023-10-02 06:00 27989.70 止盈 +6.86% 197 20 3936 1968 +269.82 2238
44 做多 2023-09-16 21:00 26535.90 2023-10-02 06:00 27989.70 止盈 +5.48% 224 20 4476 2238 +244.96 2483
45 做多 2023-09-18 12:00 26613.50 2023-10-02 06:00 27989.70 止盈 +5.17% 248 20 4966 2483 +256.52 2739
46 做多 2023-09-24 19:00 26587.60 2023-10-02 06:00 27989.70 止盈 +5.27% 274 20 5479 2739 +288.63 3028
47 做多 2023-09-24 21:00 26576.40 2023-10-02 06:00 27989.70 止盈 +5.32% 303 20 6056 3028 +321.72 3350
48 做多 2023-09-25 00:00 26562.50 2023-10-02 06:00 27989.70 止盈 +5.37% 335 20 6699 3350 +359.59 3709
49 做多 2023-09-27 04:00 26153.50 2023-10-02 06:00 27989.70 止盈 +7.02% 371 20 7419 3709 +520.32 4230
50 做多 2023-09-27 19:00 26755.80 2023-10-02 11:00 28114.80 止盈 +5.08% 423 20 8459 4230 +429.23 4659
51 做多 2023-10-01 05:00 26984.00 2023-10-02 21:00 28540.00 止盈 +5.77% 466 20 9318 4659 +536.75 5196
52 做多 2023-10-05 05:00 27671.00 2023-10-11 23:00 26769.10 止损 -3.26% 520 20 10391 5196 -338.35 4857
53 做多 2023-10-07 03:00 27939.10 2023-10-11 11:00 27000.70 止损 -3.36% 486 20 9714 4857 -325.96 4531
54 做多 2023-10-13 22:00 26745.40 2023-10-16 22:00 28181.40 止盈 +5.37% 453 20 9063 4531 +486.09 5017
55 做多 2023-10-15 23:00 26885.60 2023-10-17 02:00 28536.90 止盈 +6.14% 502 20 10035 5017 +615.71 5633
56 做多 2023-10-20 02:00 28631.50 2023-10-22 01:00 30132.40 止盈 +5.24% 563 20 11266 5633 +589.99 6223
57 做多 2023-10-28 23:00 34199.90 2023-11-09 09:00 35914.10 止盈 +5.01% 622 20 12446 6223 +623.21 6846
58 做多 2023-11-01 09:00 34507.00 2023-11-09 10:00 36382.50 止盈 +5.44% 685 20 13693 6846 +743.46 7590
59 做多 2023-11-04 21:00 34696.10 2023-11-09 11:00 36455.50 止盈 +5.07% 759 20 15179 7590 +768.96 8359
60 做多 2023-11-08 08:00 35378.10 2023-11-09 21:00 37179.70 止盈 +5.09% 836 20 16717 8359 +850.47 9209
61 做多 2023-11-13 06:00 37185.00 2023-11-15 02:00 35239.50 止损 -5.23% 921 20 18418 9209 -962.67 8246
62 做多 2023-11-16 05:00 37644.50 2023-11-16 23:00 36423.10 止损 -3.24% 825 20 16493 8246 -534.59 7712
63 做多 2023-11-18 20:00 36460.20 2023-11-29 16:00 38335.50 止盈 +5.14% 771 20 15424 7712 +792.52 8504
64 做多 2023-11-23 10:00 37350.10 2023-12-03 03:00 39416.40 止盈 +5.53% 850 20 17009 8504 +940.03 9444
65 做多 2023-11-29 01:00 38202.50 2023-12-04 08:00 40217.60 止盈 +5.27% 944 20 18889 9444 +995.35 10440
66 做多 2023-12-01 17:00 38706.10 2023-12-04 10:00 40697.60 止盈 +5.15% 1044 20 20880 10440 +1073.22 11513
67 做多 2023-12-09 04:00 44393.20 2023-12-11 10:00 41962.20 止损 -5.48% 1151 20 23026 11513 -1259.66 10253
68 做多 2023-12-14 04:00 42880.10 2023-12-18 07:00 41396.50 止损 -3.46% 1025 20 20507 10253 -708.80 9545
69 做多 2023-12-19 10:00 43099.00 2023-12-30 06:00 41794.80 止损 -3.03% 954 20 19089 9545 -577.07 8967
70 做多 2023-12-24 12:00 43828.30 2023-12-26 17:00 42449.00 止损 -3.15% 897 20 17935 8967 -563.86 8404
71 做多 2023-12-26 11:00 43487.90 2023-12-27 01:00 42049.00 止损 -3.31% 840 20 16807 8404 -555.55 7848
72 做多 2023-12-28 05:00 43388.10 2023-12-30 00:00 42002.90 止损 -3.19% 785 20 15696 7848 -500.61 7347
73 做多 2023-12-31 14:00 42289.20 2024-01-02 08:00 45179.80 止盈 +6.84% 735 20 14695 7347 +1003.44 8351
74 做多 2024-01-05 11:00 43469.10 2024-01-09 01:00 45643.00 止盈 +5.00% 835 20 16702 8351 +834.43 9185
75 做多 2024-01-07 08:00 44119.00 2024-01-09 02:00 46970.20 止盈 +6.46% 919 20 18371 9185 +1186.02 10371
76 做多 2024-01-08 20:00 45102.90 2024-01-11 20:00 47451.10 止盈 +5.21% 1037 20 20743 10371 +1078.85 11450
77 做多 2024-01-11 17:00 46212.80 2024-01-11 22:00 48577.90 止盈 +5.12% 1145 20 22900 11450 +1170.84 12621
78 做多 2024-01-16 14:00 42744.40 2024-01-19 03:00 41014.20 止损 -4.05% 1262 20 25242 12621 -1020.72 11600
79 做多 2024-01-20 19:00 41583.60 2024-01-23 02:00 40320.70 止损 -3.04% 1160 20 23201 11600 -703.90 10896
80 做多 2024-01-24 22:00 39907.00 2024-01-27 00:00 41944.30 止盈 +5.11% 1090 20 21793 10896 +1111.44 12008
81 做多 2024-01-26 19:00 41272.00 2024-01-30 09:00 43422.10 止盈 +5.21% 1201 20 24016 12008 +1249.87 13258
82 做多 2024-01-30 00:00 43182.50 2024-02-08 23:00 45406.30 止盈 +5.15% 1326 20 26515 13258 +1364.12 14622
83 做多 2024-02-02 12:00 42950.70 2024-02-08 23:00 45406.30 止盈 +5.72% 1462 20 29244 14622 +1670.26 16292
84 做多 2024-02-06 06:00 42480.90 2024-02-08 08:00 44656.70 止盈 +5.12% 1629 20 32584 16292 +1667.24 17959
85 做多 2024-02-07 01:00 43163.90 2024-02-08 23:00 45406.30 止盈 +5.20% 1796 20 35919 17959 +1864.14 19823
86 做多 2024-02-14 18:00 51330.60 2024-02-27 03:00 54531.30 止盈 +6.24% 1982 20 39647 19823 +2469.70 22293
87 做多 2024-02-17 12:00 52037.60 2024-02-27 05:00 54683.20 止盈 +5.08% 2229 20 44586 22293 +2264.51 24558
88 做多 2024-02-19 02:00 51825.00 2024-02-27 03:00 54531.30 止盈 +5.22% 2456 20 49115 24558 +2562.24 27120
89 做多 2024-02-21 12:00 51985.90 2024-02-27 05:00 54683.20 止盈 +5.19% 2712 20 54240 27120 +2811.44 29931
90 做多 2024-02-23 00:00 51511.40 2024-02-27 03:00 54531.30 止盈 +5.86% 2993 20 59863 29931 +3506.00 33437
91 做多 2024-02-25 05:00 51590.20 2024-02-27 03:00 54531.30 止盈 +5.70% 3344 20 66875 33437 +3808.64 37246
92 做多 2024-02-27 00:00 53438.90 2024-02-27 10:00 56428.80 止盈 +5.59% 3725 20 74492 37246 +4163.65 41410
93 做多 2024-03-02 07:00 62430.60 2024-03-04 22:00 66223.80 止盈 +6.08% 4141 20 82819 41410 +5026.96 46437
94 做多 2024-03-04 04:00 62828.80 2024-03-04 22:00 66223.80 止盈 +5.40% 4644 20 92873 46437 +5013.46 51450
95 做多 2024-03-07 06:00 65972.60 2024-03-10 12:00 69492.50 止盈 +5.34% 5145 20 102900 51450 +5484.64 56935
96 做多 2024-03-13 20:00 72875.90 2024-03-15 02:00 70154.00 止损 -3.73% 5693 20 113869 56935 -4248.75 52686
97 做多 2024-03-18 11:00 68038.10 2024-03-19 09:00 65899.10 止损 -3.14% 5269 20 105372 52686 -3309.40 49377
98 做多 2024-03-21 08:00 67696.20 2024-03-22 02:00 65194.50 止损 -3.70% 4938 20 98753 49377 -3645.76 45731
99 做多 2024-03-24 05:00 64980.10 2024-03-25 22:00 69434.70 止盈 +6.86% 4573 20 91462 45731 +6263.73 51995
100 做多 2024-03-28 22:00 71598.50 2024-03-29 23:00 69240.10 止损 -3.29% 5199 20 103989 51995 -3421.90 48573
101 做多 2024-03-31 10:00 70060.80 2024-04-02 10:00 67025.70 止损 -4.33% 4857 20 97145 48573 -4204.22 44368
102 做多 2024-04-04 11:00 65637.20 2024-04-07 06:00 69040.60 止盈 +5.19% 4437 20 88737 44368 +4596.56 48965
103 做多 2024-04-04 16:00 66236.60 2024-04-07 22:00 69595.30 止盈 +5.07% 4897 20 97930 48965 +4960.83 53926
104 做多 2024-04-11 13:00 70639.10 2024-04-13 01:00 68191.30 止损 -3.47% 5393 20 107852 53926 -3733.56 50192
105 做多 2024-04-15 18:00 66437.40 2024-04-15 22:00 64221.30 止损 -3.34% 5019 20 100385 50192 -3345.10 46847
106 做多 2024-04-17 21:00 62606.60 2024-04-17 23:00 60272.00 止损 -3.73% 4685 20 93694 46847 -3490.37 43357
107 做多 2024-04-19 06:00 63471.90 2024-04-19 09:00 61000.00 止损 -3.89% 4336 20 86714 43357 -3373.67 39983
108 做多 2024-04-26 19:00 64213.60 2024-04-29 11:00 62259.90 止损 -3.04% 3998 20 79966 39983 -2430.54 37553
109 做多 2024-04-28 18:00 63663.80 2024-04-30 17:00 61659.00 止损 -3.15% 3755 20 75105 37553 -2362.73 35190
110 做多 2024-04-30 15:00 63123.80 2024-04-30 19:00 61182.30 止损 -3.08% 3519 20 70380 35190 -2162.51 33027
111 做多 2024-05-03 06:00 59300.80 2024-05-04 04:00 62880.00 止盈 +6.04% 3303 20 66055 33027 +3982.86 37010
112 做多 2024-05-10 11:00 62880.00 2024-05-10 23:00 60893.80 止损 -3.16% 3701 20 74020 37010 -2335.76 34674
113 做多 2024-05-12 21:00 61172.60 2024-05-15 22:00 64465.70 止盈 +5.38% 3467 20 69349 34674 +3729.52 38404
114 做多 2024-05-15 23:00 64685.50 2024-05-21 00:00 68164.40 止盈 +5.38% 3840 20 76808 38404 +4126.74 42531

⚙️ 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