📊 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 14:35

📈 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
123次
盈利
60次
亏损
63次
胜率
48.8%
总收益
+471.7%
最终资金
57170U
最大回撤
-56.7%
月化收益
+39.3%

📊 收益与风险

盈利因子
1.57
止盈次数
60
止损次数
63
盈亏比
0.95

📋 交易记录明细(共123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 2024-10-19 05:00 2641.38 2024-10-23 23:00 2539.53 止损 -3.86% 1000 20 20000 10000 -770.42 9230
2 做多 2024-10-19 12:00 2639.57 2024-10-23 23:00 2539.53 止损 -3.79% 923 20 18459 9230 -698.90 8531
3 做多 2024-10-19 15:00 2639.98 2024-10-23 23:00 2539.53 止损 -3.80% 853 20 17061 8531 -648.53 7882
4 做多 2024-10-19 18:00 2638.71 2024-10-23 23:00 2539.53 止损 -3.76% 788 20 15764 7882 -591.93 7290
5 做多 2024-10-20 00:00 2636.52 2024-10-23 23:00 2539.53 止损 -3.68% 729 20 14580 7290 -535.84 6754
6 做多 2024-10-20 08:00 2641.80 2024-10-23 23:00 2539.53 止损 -3.87% 675 20 13509 6754 -522.43 6232
7 做多 2024-10-20 19:00 2648.89 2024-10-23 22:00 2563.01 止损 -3.24% 623 20 12464 6232 -403.69 5828
8 做多 2024-10-25 23:00 2524.26 2024-10-26 07:00 2440.10 止损 -3.33% 583 20 11657 5828 -388.25 5440
9 做多 2024-10-27 22:00 2492.78 2024-10-29 12:00 2621.23 止盈 +5.15% 544 20 10880 5440 +560.07 6000
10 做多 2024-11-04 18:00 2466.98 2024-11-05 05:00 2370.29 止损 -3.92% 600 20 12000 6000 -469.86 5530
11 做多 2024-11-06 00:00 2461.43 2024-11-06 13:00 2596.99 止盈 +5.51% 553 20 11060 5530 +608.53 6139
12 做多 2024-11-06 09:00 2481.33 2024-11-06 16:00 2607.40 止盈 +5.08% 614 20 12278 6139 +623.17 6762
13 做多 2024-11-16 14:00 3115.78 2024-11-21 20:00 3288.05 止盈 +5.53% 676 20 13524 6762 +746.98 7509
14 做多 2024-11-17 19:00 3107.80 2024-11-21 20:00 3288.05 止盈 +5.80% 751 20 15018 7509 +870.15 8379
15 做多 2024-11-19 02:00 3167.50 2024-11-21 01:00 3065.54 止损 -3.22% 838 20 16758 8379 -538.89 7840
16 做多 2024-11-21 17:00 3127.80 2024-11-21 20:00 3288.05 止盈 +5.12% 784 20 15680 7840 +802.56 8643
17 做多 2024-11-25 18:00 3504.57 2024-11-26 15:00 3396.98 止损 -3.07% 864 20 17285 8643 -530.13 8113
18 做多 2024-11-27 18:00 3457.97 2024-11-28 05:00 3635.29 止盈 +5.13% 811 20 16225 8113 +831.17 8944
19 做多 2024-11-30 01:00 3585.30 2024-12-04 22:00 3781.70 止盈 +5.48% 894 20 17888 8944 +978.89 9923
20 做多 2024-12-04 11:00 3664.90 2024-12-05 04:00 3882.41 止盈 +5.93% 992 20 19845 9923 +1176.63 11099
21 做多 2024-12-11 23:00 3786.75 2024-12-12 22:00 3981.00 止盈 +5.13% 1110 20 22199 11099 +1137.59 12237
22 做多 2024-12-14 15:00 3920.31 2024-12-19 03:00 3768.82 止损 -3.86% 1224 20 24474 12237 -944.78 11292
23 做多 2024-12-16 03:00 3902.12 2024-12-19 03:00 3768.82 止损 -3.42% 1129 20 22584 11292 -770.73 10521
24 做多 2024-12-21 13:00 3531.72 2024-12-21 20:00 3402.05 止损 -3.67% 1052 20 21043 10521 -771.83 9750
25 做多 2024-12-24 01:00 3335.33 2024-12-25 18:00 3513.09 止盈 +5.33% 975 20 19499 9750 +1038.19 10788
26 做多 2024-12-29 00:00 3386.67 2025-01-03 23:00 3564.32 止盈 +5.25% 1079 20 21575 10788 +1130.62 11918
27 做多 2024-12-30 12:00 3390.46 2025-01-03 23:00 3564.32 止盈 +5.13% 1192 20 23837 11918 +1221.10 13139
28 做多 2024-12-31 21:00 3427.91 2025-01-04 02:00 3604.63 止盈 +5.16% 1314 20 26279 13139 +1353.41 14493
29 做多 2025-01-02 09:00 3383.01 2025-01-03 23:00 3564.32 止盈 +5.36% 1449 20 28986 14493 +1551.92 16045
30 做多 2025-01-10 22:00 3255.48 2025-01-13 17:00 3155.00 止损 -3.09% 1604 20 32090 16045 -989.45 15055
31 做多 2025-01-12 01:00 3270.90 2025-01-13 16:00 3168.74 止损 -3.12% 1506 20 30111 15055 -939.51 14116
32 做多 2025-01-13 03:00 3279.12 2025-01-13 16:00 3168.74 止损 -3.37% 1412 20 28232 14116 -949.37 13166
33 做多 2025-01-14 19:00 3216.22 2025-01-16 03:00 3433.76 止盈 +6.76% 1317 20 26333 13166 +1779.33 14946
34 做多 2025-01-20 04:00 3378.21 2025-01-20 05:00 3232.40 止损 -4.32% 1495 20 29892 14946 -1288.89 13657
35 做多 2025-01-20 17:00 3364.16 2025-01-21 08:00 3226.09 止损 -4.10% 1366 20 27314 13657 -1119.88 12537
36 做多 2025-01-22 02:00 3345.17 2025-01-23 06:00 3237.04 止损 -3.23% 1254 20 25074 12537 -809.69 11727
37 做多 2025-01-24 09:00 3297.67 2025-01-27 09:00 3193.70 止损 -3.15% 1173 20 23455 11727 -738.75 10989
38 做多 2025-01-27 04:00 3328.26 2025-01-27 08:00 3212.69 止损 -3.47% 1099 20 21977 10989 -762.37 10226
39 做多 2025-01-28 18:00 3192.93 2025-01-29 04:00 3094.31 止损 -3.09% 1023 20 20452 10226 -631.08 9595
40 做多 2025-01-30 12:00 3196.05 2025-01-31 23:00 3426.21 止盈 +7.20% 960 20 19190 9595 +1380.58 10976
41 做多 2025-02-04 23:00 2775.60 2025-02-05 05:00 2637.94 止损 -4.96% 1098 20 21951 10976 -1087.63 9888
42 做多 2025-02-05 15:00 2758.17 2025-02-08 03:00 2657.82 止损 -3.64% 989 20 19776 9888 -718.79 9169
43 做多 2025-02-06 09:00 2788.73 2025-02-06 23:00 2704.25 止损 -3.03% 917 20 18339 9169 -554.98 8614
44 做多 2025-02-09 16:00 2666.13 2025-02-10 05:00 2550.75 止损 -4.33% 861 20 17229 8614 -744.84 7869
45 做多 2025-02-10 19:00 2652.25 2025-02-17 22:00 2825.54 止盈 +6.53% 787 20 15739 7869 +1027.31 8897
46 做多 2025-02-13 06:00 2744.00 2025-02-13 19:00 2654.70 止损 -3.25% 890 20 17794 8897 -578.49 8318
47 做多 2025-02-14 10:00 2689.39 2025-02-17 22:00 2825.54 止盈 +5.06% 832 20 16637 8318 +841.38 9160
48 做多 2025-02-17 19:00 2753.93 2025-02-18 14:00 2661.83 止损 -3.34% 916 20 18319 9160 -612.04 8548
49 做多 2025-02-19 19:00 2725.99 2025-02-22 03:00 2638.47 止损 -3.21% 855 20 17095 8548 -548.31 7999
50 做多 2025-02-23 00:00 2773.28 2025-02-24 16:00 2680.23 止损 -3.36% 800 20 15999 7999 -536.26 7463
51 做多 2025-03-01 15:00 2228.15 2025-03-01 21:00 2151.73 止损 -3.43% 746 20 14926 7463 -511.42 6952
52 做多 2025-03-02 07:00 2216.60 2025-03-03 00:00 2441.68 止盈 +10.15% 695 20 13903 6952 +1410.37 8362
53 做多 2025-03-05 15:00 2206.02 2025-03-07 08:00 2116.38 止损 -4.06% 836 20 16724 8362 -678.89 7683
54 做多 2025-03-09 02:00 2207.76 2025-03-09 18:00 2132.84 止损 -3.39% 768 20 15366 7683 -520.93 7162
55 做多 2025-03-14 15:00 1892.33 2025-03-19 19:00 2026.99 止盈 +7.12% 716 20 14324 7162 +1018.32 8181
56 做多 2025-03-18 02:00 1947.86 2025-03-18 21:00 1878.79 止损 -3.55% 818 20 16361 8181 -579.57 7601
57 做多 2025-03-19 09:00 1930.71 2025-03-19 22:00 2029.98 止盈 +5.14% 760 20 15202 7601 +780.84 8382
58 做多 2025-03-22 15:00 1983.16 2025-03-24 16:00 2089.51 止盈 +5.36% 838 20 16764 8382 +898.07 9280
59 做多 2025-03-24 11:00 2013.49 2025-03-28 12:00 1936.31 止损 -3.83% 928 20 18560 9280 -710.71 8569
60 做多 2025-04-01 01:00 1824.57 2025-04-01 23:00 1917.89 止盈 +5.11% 857 20 17138 8569 +875.68 9445
61 做多 2025-04-05 06:00 1818.41 2025-04-06 21:00 1747.57 止损 -3.90% 944 20 18890 9445 -735.15 8710
62 做多 2025-04-06 15:00 1796.84 2025-04-07 00:00 1730.25 止损 -3.71% 871 20 17419 8710 -644.91 8065
63 做多 2025-04-10 03:00 1639.73 2025-04-10 21:00 1568.24 止损 -4.36% 806 20 16130 8065 -702.52 7362
64 做多 2025-04-12 08:00 1561.30 2025-04-12 22:00 1653.13 止盈 +5.88% 736 20 14725 7362 +865.18 8227
65 做多 2025-04-14 15:00 1634.92 2025-04-16 08:00 1580.00 止损 -3.36% 823 20 16455 8227 -552.20 7675
66 做多 2025-04-17 18:00 1592.91 2025-04-22 22:00 1674.63 止盈 +5.13% 768 20 15350 7675 +786.73 8462
67 做多 2025-04-19 00:00 1586.71 2025-04-22 22:00 1674.63 止盈 +5.54% 846 20 16924 8462 +936.82 9399
68 做多 2025-04-21 11:00 1634.06 2025-04-22 01:00 1577.72 止损 -3.45% 940 20 18798 9399 -647.46 8751
69 做多 2025-04-22 19:00 1630.14 2025-04-23 05:00 1753.65 止盈 +7.58% 875 20 17503 8751 +1324.79 10076
70 做多 2025-04-25 20:00 1772.00 2025-05-08 11:00 1900.50 止盈 +7.25% 1008 20 20152 10076 +1459.92 11536
71 做多 2025-04-28 20:00 1805.70 2025-04-30 21:00 1740.14 止损 -3.63% 1154 20 23072 11536 -836.84 10699
72 做多 2025-04-29 12:00 1791.72 2025-05-08 11:00 1900.50 止盈 +6.07% 1070 20 21398 10699 +1297.85 11997
73 做多 2025-04-30 19:00 1814.79 2025-04-30 21:00 1740.14 止损 -4.11% 1200 20 23994 11997 -985.99 11011
74 做多 2025-05-01 14:00 1805.59 2025-05-08 11:00 1900.50 止盈 +5.26% 1101 20 22022 11011 +1156.42 12167
75 做多 2025-05-04 10:00 1833.19 2025-05-06 19:00 1769.10 止损 -3.50% 1217 20 24335 12167 -849.92 11318
76 做多 2025-05-07 11:00 1825.60 2025-05-08 15:00 1927.80 止盈 +5.60% 1132 20 22635 11318 +1265.88 12583
77 做多 2025-05-13 23:00 2564.89 2025-05-14 08:00 2694.93 止盈 +5.07% 1258 20 25167 12583 +1274.68 13858
78 做多 2025-05-16 17:00 2610.43 2025-05-17 08:00 2499.63 止损 -4.24% 1386 20 27716 13858 -1175.24 12683
79 做多 2025-05-18 22:00 2556.82 2025-05-19 02:00 2461.59 止损 -3.72% 1268 20 25366 12683 -943.81 11739
80 做多 2025-05-20 04:00 2519.59 2025-05-22 16:00 2662.88 止盈 +5.69% 1174 20 23478 11739 +1333.87 13073
81 做多 2025-05-26 09:00 2557.53 2025-05-28 01:00 2694.85 止盈 +5.37% 1307 20 26146 13073 +1402.43 14475
82 做多 2025-06-02 06:00 2534.05 2025-06-04 23:00 2666.91 止盈 +5.24% 1448 20 28951 14475 +1516.36 15992
83 做多 2025-06-03 03:00 2531.21 2025-06-04 23:00 2666.91 止盈 +5.36% 1599 20 31983 15992 +1712.94 17705
84 做多 2025-06-07 21:00 2506.10 2025-06-10 05:00 2642.59 止盈 +5.45% 1770 20 35409 17705 +1926.57 19631
85 做多 2025-06-09 23:00 2532.98 2025-06-10 06:00 2664.86 止盈 +5.21% 1963 20 39262 19631 +2042.16 21673
86 做多 2025-06-16 02:00 2547.63 2025-06-18 00:00 2460.25 止损 -3.43% 2167 20 43347 21673 -1485.24 20188
87 做多 2025-06-19 14:00 2518.19 2025-06-21 01:00 2417.86 止损 -3.98% 2019 20 40376 20188 -1607.07 18581
88 做多 2025-06-20 12:00 2503.11 2025-06-21 01:00 2417.86 止损 -3.41% 1858 20 37162 18581 -1264.39 17317
89 做多 2025-06-24 02:00 2304.30 2025-06-24 14:00 2424.11 止盈 +5.20% 1732 20 34633 17317 +1798.93 19116
90 做多 2025-06-26 10:00 2492.21 2025-06-27 05:00 2412.80 止损 -3.19% 1912 20 38231 19116 -1216.95 17899
91 做多 2025-06-27 18:00 2444.93 2025-07-03 02:00 2581.41 止盈 +5.58% 1790 20 35797 17899 +1996.27 19895
92 做多 2025-06-29 00:00 2433.82 2025-07-03 00:00 2559.78 止盈 +5.18% 1989 20 39790 19895 +2057.23 21952
93 做多 2025-07-02 23:00 2497.74 2025-07-03 21:00 2623.76 止盈 +5.05% 2195 20 43904 21952 +2212.92 24165
94 做多 2025-07-06 16:00 2511.90 2025-07-09 20:00 2659.00 止盈 +5.86% 2417 20 48330 24165 +2827.44 26993
95 做多 2025-07-06 20:00 2518.99 2025-07-09 20:00 2659.00 止盈 +5.56% 2699 20 53985 26993 +2997.59 29990
96 做多 2025-07-08 20:00 2581.94 2025-07-10 02:00 2716.89 止盈 +5.23% 2999 20 59980 29990 +3131.84 33122
97 做多 2025-07-13 20:00 2985.01 2025-07-16 07:00 3137.62 止盈 +5.11% 3312 20 66244 33122 +3383.36 36505
98 做多 2025-07-16 01:00 3096.41 2025-07-17 00:00 3284.43 止盈 +6.07% 3651 20 73011 36505 +4428.91 40934
99 做多 2025-07-20 11:00 3657.11 2025-07-21 22:00 3840.52 止盈 +5.02% 4093 20 81868 40934 +4101.73 45036
100 做多 2025-07-25 01:00 3723.81 2025-07-25 11:00 3594.25 止损 -3.48% 4504 20 90072 45036 -3130.68 41905
101 做多 2025-07-29 21:00 3837.88 2025-08-01 06:00 3707.49 止损 -3.40% 4191 20 83811 41905 -2844.57 39061
102 做多 2025-07-31 11:00 3861.97 2025-08-01 03:00 3736.19 止损 -3.26% 3906 20 78121 39061 -2541.78 36519
103 做多 2025-08-04 01:00 3488.41 2025-08-05 00:00 3683.05 止盈 +5.58% 3652 20 73038 36519 +4071.16 40590
104 做多 2025-08-07 02:00 3675.76 2025-08-08 03:00 3865.48 止盈 +5.16% 4059 20 81180 40590 +4185.83 44776
105 做多 2025-08-17 17:00 4540.90 2025-08-18 09:00 4394.70 止损 -3.22% 4478 20 89552 44776 -2880.35 41896
106 做多 2025-08-21 01:00 4341.76 2025-08-22 22:00 4611.80 止盈 +6.22% 4190 20 83791 41896 +5206.26 47102
107 做多 2025-08-22 15:00 4325.99 2025-08-22 22:00 4611.80 止盈 +6.61% 4710 20 94204 47102 +6217.63 53319
108 做多 2025-08-27 06:00 4599.26 2025-08-29 03:00 4436.18 止损 -3.55% 5332 20 106639 53319 -3777.41 49542
109 做多 2025-08-28 18:00 4608.55 2025-08-29 00:00 4463.14 止损 -3.16% 4954 20 99084 49542 -3123.20 46419
110 做多 2025-08-31 09:00 4454.36 2025-09-02 01:00 4320.55 止损 -3.00% 4642 20 92838 46419 -2786.08 43633
111 做多 2025-09-03 21:00 4417.45 2025-09-05 02:00 4271.51 止损 -3.30% 4363 20 87266 43633 -2880.12 40753
112 做多 2025-09-05 21:00 4441.23 2025-09-05 22:00 4271.00 止损 -3.83% 4075 20 81505 40753 -3120.93 37632
113 做多 2025-09-07 23:00 4297.16 2025-09-12 12:00 4519.25 止盈 +5.17% 3763 20 75263 37632 +3885.95 41518
114 做多 2025-09-08 10:00 4306.97 2025-09-12 13:00 4556.60 止盈 +5.80% 4152 20 83035 41518 +4807.88 46326
115 做多 2025-09-09 14:00 4363.99 2025-09-13 01:00 4611.34 止盈 +5.67% 4633 20 92651 46326 +5246.19 51572
116 做多 2025-09-10 19:00 4329.58 2025-09-12 13:00 4556.60 止盈 +5.24% 5157 20 103143 51572 +5402.88 56975
117 做多 2025-09-17 15:00 4542.33 2025-09-22 08:00 4333.45 止损 -4.60% 5697 20 113949 56975 -5234.74 51740
118 做多 2025-09-18 07:00 4588.30 2025-09-20 02:00 4446.67 止损 -3.09% 5174 20 103480 51740 -3190.98 48549
119 做多 2025-09-22 02:00 4495.28 2025-09-22 08:00 4333.45 止损 -3.60% 4855 20 97098 48549 -3492.02 45057
120 做多 2025-09-27 05:00 4021.37 2025-09-30 04:00 4224.86 止盈 +5.06% 4506 20 90114 45057 +4555.39 49612
121 做多 2025-09-29 02:00 4040.73 2025-10-01 16:00 4289.99 止盈 +6.17% 4961 20 99225 49612 +6114.73 55727
122 做多 2025-10-01 17:00 4308.43 2025-10-03 23:00 4533.20 止盈 +5.22% 5573 20 111454 55727 +5808.72 61536
123 做多 2025-10-05 12:00 4573.16 2025-10-09 10:00 4410.76 止损 -3.55% 6154 20 123071 61536 -4366.09 57170

⚙️ 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