📊 比特币BTC 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

📈 回测结果摘要

测试币种
比特币BTC
策略
MA10-50
模式
只做多
周期
1小时
初始资金
10000U
开仓
10%
杠杆
20x
天数
360天
交易
122次
盈利
65次
亏损
57次
胜率
53.3%
总收益
+1614.0%
最终资金
171400U
最大回撤
-63.0%
月化
+134.5%

📊 收益与风险

盈利因子
1.22
止盈次数
65
止损次数
57
盈亏比
1.14

📋 交易记录明细(共122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 做多 2023-10-22 29897.10 2023-10-24 31511.50 止盈 +5.40% +1078.89U
2 做多 2023-10-22 29800.50 2023-10-24 31339.90 止盈 +5.17% +1143.46U
3 做多 2023-10-22 29862.10 2023-10-24 31511.50 止盈 +5.52% +1348.83U
4 做多 2023-10-23 29870.10 2023-10-24 31511.50 止盈 +5.50% +1490.01U
5 做多 2023-10-23 30466.90 2023-10-24 33358.80 止盈 +9.49% +2856.34U
6 做多 2023-10-23 30590.80 2023-10-24 33358.80 止盈 +9.05% +3239.28U
7 做多 2023-10-24 31339.90 2023-10-24 33358.80 止盈 +6.44% +2723.10U
8 做多 2023-10-28 34098.20 2023-11-09 35866.20 止盈 +5.19% +2473.88U
9 做多 2023-11-01 34571.70 2023-11-09 36382.50 止盈 +5.24% +2757.96U
10 做多 2023-11-01 34825.40 2023-11-09 36715.30 止盈 +5.43% +3156.50U
11 做多 2023-11-04 34750.10 2023-11-09 36715.30 止盈 +5.66% +3646.04U
12 做多 2023-11-06 34918.50 2023-11-09 36715.30 止盈 +5.15% +3692.39U
13 做多 2023-11-08 35495.20 2023-11-09 37922.40 止盈 +6.84% +5411.28U
14 做多 2023-11-12 37169.90 2023-11-15 35239.50 止损 -5.19% -4671.29U
15 做多 2023-11-13 37186.40 2023-11-15 35239.50 止损 -5.24% -4220.49U
16 做多 2023-11-16 37413.90 2023-11-17 36259.00 止损 -3.09% -2228.07U
17 做多 2023-11-18 36443.80 2023-11-29 38335.50 止盈 +5.19% +3515.60U
18 做多 2023-11-23 37457.00 2023-12-03 39416.40 止盈 +5.23% +3910.36U
19 做多 2023-11-28 37502.20 2023-12-03 39416.40 止盈 +5.10% +4214.34U
20 做多 2023-12-01 38106.60 2023-12-04 40079.90 止盈 +5.18% +4711.58U
21 做多 2023-12-09 43760.10 2023-12-11 41962.20 止损 -4.11% -4124.95U
22 做多 2023-12-14 42138.10 2023-12-18 40845.90 止损 -3.07% -2826.10U
23 做多 2023-12-17 42314.50 2023-12-18 41001.50 止损 -3.10% -2684.41U
24 做多 2023-12-19 42530.00 2024-01-02 45179.80 止盈 +6.23% +5055.85U
25 做多 2023-12-24 43802.00 2023-12-26 42449.00 止损 -3.09% -2818.60U
26 做多 2023-12-26 43515.80 2023-12-27 42049.00 止损 -3.37% -2885.95U
27 做多 2023-12-28 43120.00 2023-12-30 41794.80 止损 -3.07% -2454.07U
28 做多 2023-12-31 42335.90 2024-01-02 45179.80 止盈 +6.72% +5034.64U
29 做多 2023-12-31 42567.00 2024-01-02 45179.80 止盈 +6.14% +5217.85U
30 做多 2024-01-05 44434.10 2024-01-09 46970.20 止盈 +5.71% +5446.89U
31 做多 2024-01-07 43816.40 2024-01-09 46970.20 止盈 +7.20% +7652.36U
32 做多 2024-01-08 45102.90 2024-01-11 47451.10 止盈 +5.21% +6331.16U
33 做多 2024-01-11 46676.00 2024-01-12 44495.10 止损 -4.67% -6272.96U
34 做多 2024-01-16 42604.70 2024-01-19 41014.20 止损 -3.73% -4544.06U
35 做多 2024-01-20 41590.10 2024-01-23 40320.70 止损 -3.05% -3438.04U
36 做多 2024-01-24 40015.60 2024-01-27 42083.80 止盈 +5.17% +5466.88U
37 做多 2024-01-26 40057.00 2024-01-27 42083.80 止盈 +5.06% +5904.58U
38 做多 2024-01-29 42127.10 2024-02-08 44326.20 止盈 +5.22% +6707.56U
39 做多 2024-01-29 42623.20 2024-02-08 44805.90 止盈 +5.12% +7266.34U
40 做多 2024-02-02 42915.20 2024-02-08 45406.30 止盈 +5.80% +9079.33U
41 做多 2024-02-04 43030.00 2024-02-08 45406.30 止盈 +5.52% +9639.61U
42 做多 2024-02-05 43240.20 2024-02-08 45406.30 止盈 +5.01% +9709.02U
43 做多 2024-02-06 42980.20 2024-02-08 45406.30 止盈 +5.64% +12035.18U
44 做多 2024-02-14 49436.00 2024-02-14 51939.90 止盈 +5.06% +12016.99U
45 做多 2024-02-18 51919.30 2024-02-27 54531.30 止盈 +5.03% +13144.12U
46 做多 2024-02-20 52890.00 2024-02-21 51115.40 止损 -3.36% -9647.42U
47 做多 2024-02-21 52042.50 2024-02-27 54683.20 止盈 +5.07% +13611.59U
48 做多 2024-02-22 51659.20 2024-02-27 54531.30 止盈 +5.56% +16426.21U
49 做多 2024-02-23 51685.00 2024-02-27 54531.30 止盈 +5.51% +18077.91U
50 做多 2024-02-25 51473.60 2024-02-27 54531.30 止盈 +5.94% +21645.97U
51 做多 2024-02-27 53438.90 2024-02-27 56428.80 止盈 +5.59% +22807.35U
52 做多 2024-03-01 62291.40 2024-03-04 66223.80 止盈 +6.31% +28610.61U
53 做多 2024-03-04 62901.80 2024-03-04 66223.80 止盈 +5.28% +26954.01U
54 做多 2024-03-06 66394.10 2024-03-10 69734.70 止盈 +5.03% +28388.87U
55 做多 2024-03-11 71315.00 2024-03-15 69062.40 止损 -3.16% -19613.62U
56 做多 2024-03-13 72798.90 2024-03-15 70154.00 止损 -3.63% -21136.23U
57 做多 2024-03-18 68325.10 2024-03-19 65899.10 止损 -3.55% -19156.90U
58 做多 2024-03-21 67092.20 2024-03-22 64695.90 止损 -3.57% -17903.03U
59 做多 2024-03-24 65697.20 2024-03-25 69434.70 止盈 +5.69% +26481.24U
60 做多 2024-03-24 65295.30 2024-03-25 69434.70 止盈 +6.34% +32863.54U
61 做多 2024-03-28 70864.40 2024-04-01 68281.00 止损 -3.65% -21292.00U
62 做多 2024-03-31 70291.70 2024-04-02 67025.70 止损 -4.65% -25160.58U
63 做多 2024-04-04 66291.80 2024-04-08 70108.00 止盈 +5.76% +28279.16U
64 做多 2024-04-11 70572.00 2024-04-13 68191.30 止损 -3.37% -18477.77U
65 做多 2024-04-15 66428.70 2024-04-15 64221.30 止损 -3.32% -16974.51U
66 做多 2024-04-17 63853.50 2024-04-17 61263.20 止损 -4.06% -19346.47U
67 做多 2024-04-19 63500.00 2024-04-19 61000.00 止损 -3.94% -17254.16U
68 做多 2024-04-28 63921.00 2024-04-29 61990.10 止损 -3.02% -12197.28U
69 做多 2024-04-30 64565.90 2024-04-30 61904.90 止损 -4.12% -15636.96U
70 做多 2024-05-03 59170.00 2024-05-04 62880.00 止盈 +6.27% +21830.44U
71 做多 2024-05-10 63252.70 2024-05-10 61034.80 止损 -3.51% -13737.64U
72 做多 2024-05-12 61172.60 2024-05-15 64465.70 止盈 +5.38% +19613.40U
73 做多 2024-05-15 63735.10 2024-05-17 67170.00 止盈 +5.39% +21747.38U
74 做多 2024-05-20 66903.50 2024-05-21 71466.50 止盈 +6.82% +30485.06U
75 做多 2024-05-25 68809.20 2024-06-11 66266.00 止损 -3.70% -18771.57U
76 做多 2024-05-28 70224.80 2024-05-28 68070.00 止损 -3.07% -14433.31U
77 做多 2024-05-30 68566.40 2024-06-11 66266.00 止损 -3.35% -14813.75U
78 做多 2024-06-02 67865.10 2024-06-05 71625.10 止盈 +5.54% +22823.42U
79 做多 2024-06-02 68284.10 2024-06-07 71750.00 止盈 +5.08% +23223.71U
80 做多 2024-06-07 71332.50 2024-06-08 69186.50 止损 -3.01% -15160.98U
81 做多 2024-06-10 69684.80 2024-06-11 67582.00 止损 -3.02% -14292.98U
82 做多 2024-06-10 70090.90 2024-06-11 67930.40 止损 -3.08% -13719.82U
83 做多 2024-06-12 69960.00 2024-06-13 67523.20 止损 -3.48% -14548.56U
84 做多 2024-06-16 66696.10 2024-06-18 64614.50 止损 -3.12% -12128.86U
85 做多 2024-06-18 66472.10 2024-06-19 64400.00 止损 -3.12% -11358.77U
86 做多 2024-06-20 65438.10 2024-06-24 63194.90 止损 -3.43% -11713.03U
87 做多 2024-06-23 64286.60 2024-06-24 62296.40 止损 -3.10% -9853.61U
88 做多 2024-06-26 61897.00 2024-07-03 60032.30 止损 -3.01% -8995.57U
89 做多 2024-06-28 61820.10 2024-07-04 59661.20 止损 -3.49% -9800.12U
90 做多 2024-06-30 61533.60 2024-07-04 59661.20 止损 -3.04% -7943.34U
91 做多 2024-07-06 56725.70 2024-07-08 54930.00 止损 -3.17% -7761.22U
92 做多 2024-07-09 57260.40 2024-07-14 60231.40 止盈 +5.19% +11916.51U
93 做多 2024-07-11 58145.50 2024-07-15 61260.10 止盈 +5.36% +13577.67U
94 做多 2024-07-13 58271.20 2024-07-15 61260.10 止盈 +5.13% +14393.08U
95 做多 2024-07-18 64644.80 2024-07-22 68169.80 止盈 +5.45% +16869.17U
96 做多 2024-07-19 65791.50 2024-07-27 69205.90 止盈 +5.19% +17804.27U
97 做多 2024-07-23 68193.50 2024-07-23 66072.00 止损 -3.11% -11779.50U
98 做多 2024-07-26 66402.10 2024-07-29 69776.00 止盈 +5.08% +18042.93U
99 做多 2024-07-29 68687.50 2024-07-30 66572.00 止损 -3.08% -12047.14U
100 做多 2024-08-06 55180.10 2024-08-08 58880.80 止盈 +6.71% +24618.83U
101 做多 2024-08-08 57191.90 2024-08-09 61154.70 止盈 +6.93% +28843.36U
102 做多 2024-08-14 61121.00 2024-08-15 59090.50 止损 -3.32% -15743.49U
103 做多 2024-08-17 59431.70 2024-08-24 62966.30 止盈 +5.95% +26313.76U
104 做多 2024-08-20 60415.30 2024-08-24 63577.20 止盈 +5.23% +25907.48U
105 做多 2024-08-22 61538.10 2024-08-28 59467.60 止损 -3.36% -18397.02U
106 做多 2024-08-29 60780.90 2024-08-30 58760.80 止损 -3.32% -16951.15U
107 做多 2024-09-03 58316.70 2024-09-04 56223.10 止损 -3.59% -17094.35U
108 做多 2024-09-05 57944.80 2024-09-05 55947.00 止损 -3.45% -15239.27U
109 做多 2024-09-08 54573.90 2024-09-10 57424.90 止盈 +5.22% +21500.15U
110 做多 2024-09-12 57330.30 2024-09-14 60237.90 止盈 +5.07% +23051.40U
111 做多 2024-09-17 58937.00 2024-09-19 62206.60 止盈 +5.55% +27769.73U
112 做多 2024-09-22 63237.40 2024-10-02 60778.70 止损 -3.89% -21619.65U
113 做多 2024-09-23 63558.40 2024-10-02 60778.70 止损 -4.37% -22429.64U
114 做多 2024-09-24 63493.50 2024-10-02 60778.70 止损 -4.28% -20012.21U
115 做多 2024-09-26 64373.00 2024-10-02 62437.20 止损 -3.01% -12872.44U
116 做多 2024-09-29 65822.60 2024-09-30 63512.10 止损 -3.51% -14122.92U
117 做多 2024-09-29 65788.90 2024-09-30 63512.10 止损 -3.46% -12947.51U
118 做多 2024-09-30 65926.30 2024-09-30 63512.10 止损 -3.66% -12752.93U
119 做多 2024-10-04 61403.90 2024-10-11 59468.50 止损 -3.15% -10173.54U
120 做多 2024-10-06 62679.70 2024-10-10 60388.60 止损 -3.66% -11055.17U
121 做多 2024-10-11 61349.90 2024-10-14 64599.60 止盈 +5.30% +14850.55U
122 做多 2024-10-14 64281.60 2024-10-15 67646.70 止盈 +5.23% +16229.85U

⚙️ 策略参数

  • 计算方式:复利(每次用当前资金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