📊 以太坊ETH 均线5-20 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 16:15

📈 回测结果摘要

测试币种
以太坊ETH
策略
MA5-20
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
286次
盈利
141次
亏损
145次
胜率
49.3%
总收益
+8347.1%
最终资金
844715U
最大回撤
-93.9%
月化收益
+695.6%

📊 收益与风险

盈利因子
1.04
止盈次数
141
止损次数
145
盈亏比
0.97

📋 交易记录明细(共286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 2023-09-20 19:00 1629.03 2023-09-21 21:00 1575.52 止损 -3.28% 1000 20 20000 10000 -656.30 9344
2 做多 2023-09-20 22:00 1626.71 2023-09-21 21:00 1575.52 止损 -3.15% 934 20 18687 9344 -587.48 8756
3 做多 2023-09-21 00:00 1626.84 2023-09-21 21:00 1575.52 止损 -3.15% 876 20 17512 8756 -551.89 8204
4 做多 2023-09-21 03:00 1615.37 2023-10-02 06:00 1734.10 止盈 +7.35% 820 20 16409 8204 +1204.83 9409
5 做多 2023-09-21 06:00 1622.23 2023-09-25 17:00 1572.44 止损 -3.07% 941 20 18818 9409 -577.00 8832
6 做多 2023-09-22 12:00 1593.33 2023-09-29 15:00 1685.59 止盈 +5.79% 883 20 17664 8832 +1021.81 9854
7 做多 2023-09-23 09:00 1595.01 2023-09-29 15:00 1685.59 止盈 +5.68% 985 20 19708 9854 +1118.09 10972
8 做多 2023-09-23 17:00 1592.18 2023-09-29 15:00 1685.59 止盈 +5.87% 1097 20 21944 10972 +1286.13 12258
9 做多 2023-09-24 04:00 1592.55 2023-09-29 15:00 1685.59 止盈 +5.84% 1226 20 24516 12258 +1430.87 13689
10 做多 2023-09-24 10:00 1593.38 2023-09-29 15:00 1685.59 止盈 +5.79% 1369 20 27378 13689 +1582.81 15272
11 做多 2023-09-24 16:00 1593.82 2023-09-29 15:00 1685.59 止盈 +5.76% 1527 20 30544 15272 +1756.91 17029
12 做多 2023-09-26 00:00 1590.00 2023-09-29 15:00 1685.59 止盈 +6.01% 1703 20 34058 17029 +2045.48 19074
13 做多 2023-09-27 07:00 1593.30 2023-09-29 15:00 1685.59 止盈 +5.79% 1907 20 38149 19074 +2207.50 21282
14 做多 2023-09-28 12:00 1609.00 2023-10-02 06:00 1734.10 止盈 +7.78% 2128 20 42564 21282 +3306.01 24588
15 做多 2023-09-30 11:00 1669.63 2023-10-05 23:00 1617.40 止损 -3.13% 2459 20 49176 24588 -1536.79 23051
16 做多 2023-10-01 15:00 1677.52 2023-10-05 23:00 1617.40 止损 -3.58% 2305 20 46102 23051 -1650.58 21400
17 做多 2023-10-02 06:00 1734.10 2023-10-03 02:00 1657.52 止损 -4.42% 2140 20 42801 21400 -1888.25 19512
18 做多 2023-10-04 20:00 1645.44 2023-10-09 17:00 1591.58 止损 -3.27% 1951 20 39024 19512 -1276.10 18236
19 做多 2023-10-05 05:00 1643.02 2023-10-09 17:00 1591.58 止损 -3.13% 1824 20 36472 18236 -1140.73 17095
20 做多 2023-10-06 14:00 1621.38 2023-10-10 00:00 1568.67 止损 -3.25% 1710 20 34191 17095 -1110.40 15985
21 做多 2023-10-08 12:00 1632.61 2023-10-10 00:00 1568.67 止损 -3.92% 1598 20 31970 15985 -1250.82 14734
22 做多 2023-10-09 01:00 1631.34 2023-10-10 00:00 1568.67 止损 -3.84% 1473 20 29468 14734 -1130.93 13603
23 做多 2023-10-10 13:00 1585.43 2023-10-13 00:00 1528.18 止损 -3.61% 1360 20 27206 13603 -981.44 12622
24 做多 2023-10-11 18:00 1575.41 2023-10-23 06:00 1665.90 止盈 +5.74% 1262 20 25243 12622 +1448.51 14070
25 做多 2023-10-12 07:00 1566.07 2023-10-23 06:00 1665.90 止盈 +6.37% 1407 20 28140 14070 +1792.04 15862
26 做多 2023-10-13 11:00 1538.25 2023-10-20 17:00 1617.89 止盈 +5.18% 1586 20 31725 15862 +1640.84 17503
27 做多 2023-10-14 04:00 1558.83 2023-10-22 01:00 1637.80 止盈 +5.07% 1750 20 35006 17503 +1771.63 19275
28 做多 2023-10-15 00:00 1555.11 2023-10-22 01:00 1637.80 止盈 +5.32% 1927 20 38549 19275 +2047.74 21322
29 做多 2023-10-16 02:00 1564.45 2023-10-22 14:00 1644.33 止盈 +5.11% 2132 20 42645 21322 +2175.25 23498
30 做多 2023-10-18 13:00 1572.03 2023-10-23 06:00 1665.90 止盈 +5.97% 2350 20 46995 23498 +2803.42 26301
31 做多 2023-10-19 23:00 1560.34 2023-10-22 13:00 1641.24 止盈 +5.18% 2630 20 52602 26301 +2724.58 29026
32 做多 2023-10-21 17:00 1606.35 2023-10-23 11:00 1693.62 止盈 +5.43% 2903 20 58051 29026 +3150.67 32176
33 做多 2023-10-23 04:00 1639.62 2023-10-24 06:00 1786.17 止盈 +8.94% 3218 20 64353 32176 +5746.13 37923
34 做多 2023-10-25 21:00 1792.99 2023-11-05 11:00 1889.85 止盈 +5.40% 3792 20 75845 37923 +4093.17 42016
35 做多 2023-10-26 05:00 1788.47 2023-11-05 11:00 1889.85 止盈 +5.67% 4202 20 84031 42016 +4758.58 46774
36 做多 2023-10-28 10:00 1792.28 2023-11-05 11:00 1889.85 止盈 +5.44% 4677 20 93549 46774 +5087.60 51862
37 做多 2023-10-29 17:00 1789.19 2023-11-05 11:00 1889.85 止盈 +5.63% 5186 20 103724 51862 +5829.67 57692
38 做多 2023-10-30 17:00 1817.40 2023-11-06 22:00 1913.96 止盈 +5.31% 5769 20 115383 57692 +6124.27 63816
39 做多 2023-10-31 06:00 1810.35 2023-11-06 01:00 1901.12 止盈 +5.01% 6382 20 127632 63816 +6392.98 70209
40 做多 2023-10-31 20:00 1799.63 2023-11-05 11:00 1889.85 止盈 +5.01% 7021 20 140418 70209 +7032.45 77241
41 做多 2023-11-01 03:00 1812.43 2023-11-06 20:00 1906.61 止盈 +5.20% 7724 20 154483 77241 +8019.41 85261
42 做多 2023-11-02 03:00 1836.87 2023-11-09 22:00 1990.00 止盈 +8.34% 8526 20 170521 85261 +14201.23 99462
43 做多 2023-11-03 22:00 1806.28 2023-11-06 01:00 1901.12 止盈 +5.25% 9946 20 198924 99462 +10434.19 109896
44 做多 2023-11-06 09:00 1886.68 2023-11-09 22:00 1990.00 止盈 +5.48% 10990 20 219792 109896 +12024.41 121921
45 做多 2023-11-06 19:00 1899.39 2023-11-09 23:00 2039.56 止盈 +7.38% 12192 20 243841 121921 +17976.83 139897
46 做多 2023-11-08 04:00 1902.18 2023-11-09 23:00 2039.56 止盈 +7.22% 13990 20 279795 139897 +20187.23 160085
47 做多 2023-11-08 22:00 1886.95 2023-11-09 22:00 1990.00 止盈 +5.46% 16008 20 320169 160085 +17467.57 177552
48 做多 2023-11-11 22:00 2083.00 2023-11-15 02:00 1966.47 止损 -5.59% 17755 20 355104 177552 -19845.86 157706
49 做多 2023-11-12 23:00 2058.35 2023-11-15 02:00 1966.47 止损 -4.46% 15771 20 315413 157706 -14065.21 143641
50 做多 2023-11-13 19:00 2048.38 2023-11-15 02:00 1966.47 止损 -4.00% 14364 20 287282 143641 -11476.26 132165
51 做多 2023-11-15 19:00 2013.96 2023-11-17 21:00 1952.50 止损 -3.05% 13216 20 264330 132165 -8058.48 124106
52 做多 2023-11-18 09:00 1950.37 2023-11-21 01:00 2058.06 止盈 +5.52% 12411 20 248213 124106 +13691.40 137798
53 做多 2023-11-19 00:00 1964.49 2023-11-23 02:00 2063.63 止盈 +5.05% 13780 20 275595 137798 +13894.30 151692
54 做多 2023-11-19 14:00 1962.60 2023-11-23 02:00 2063.63 止盈 +5.15% 15169 20 303384 151692 +15601.88 167294
55 做多 2023-11-20 00:00 1969.16 2023-11-23 03:00 2077.35 止盈 +5.49% 16729 20 334588 167294 +18364.61 185659
56 做多 2023-11-22 14:00 1994.62 2023-11-24 17:00 2110.49 止盈 +5.81% 18566 20 371317 185659 +21548.71 207207
57 做多 2023-11-24 05:00 2069.35 2023-11-27 23:00 2003.15 止损 -3.20% 20721 20 414414 207207 -13244.16 193963
58 做多 2023-11-26 05:00 2083.96 2023-11-27 20:00 2018.40 止损 -3.15% 19396 20 387926 193963 -12191.69 181771
59 做多 2023-11-26 14:00 2090.22 2023-11-27 18:00 2024.32 止损 -3.15% 18177 20 363543 181771 -11450.23 170321
60 做多 2023-11-28 09:00 2026.36 2023-12-03 02:00 2148.02 止盈 +6.00% 17032 20 340642 170321 +20431.26 190752
61 做多 2023-11-28 19:00 2027.98 2023-12-03 02:00 2148.02 止盈 +5.92% 19075 20 381505 190752 +22559.41 213312
62 做多 2023-11-30 14:00 2034.75 2023-12-03 02:00 2148.02 止盈 +5.57% 21331 20 426624 213312 +23725.44 237037
63 做多 2023-11-30 19:00 2045.23 2023-12-03 02:00 2148.02 止盈 +5.03% 23704 20 474074 237037 +23802.40 260840
64 做多 2023-12-02 11:00 2092.47 2023-12-04 06:00 2205.94 止盈 +5.42% 26084 20 521679 260840 +28261.22 289101
65 做多 2023-12-04 04:00 2167.79 2023-12-06 01:00 2292.99 止盈 +5.78% 28910 20 578202 289101 +33360.46 322461
66 做多 2023-12-05 09:00 2240.11 2023-12-08 05:00 2370.57 止盈 +5.82% 32246 20 644923 322461 +37521.58 359983
67 做多 2023-12-06 01:00 2292.99 2023-12-11 22:00 2220.45 止损 -3.16% 35998 20 719966 359983 -22753.74 337229
68 做多 2023-12-07 14:00 2260.55 2023-12-08 10:00 2379.16 止盈 +5.25% 33723 20 674458 337229 +35353.12 372582
69 做多 2023-12-07 23:00 2322.81 2023-12-11 10:00 2230.13 止损 -3.99% 37258 20 745165 372582 -29702.30 342880
70 做多 2023-12-09 07:00 2360.82 2023-12-11 10:00 2230.13 止损 -5.54% 34288 20 685760 342880 -37924.26 304956
71 做多 2023-12-10 15:00 2355.38 2023-12-11 10:00 2230.13 止损 -5.32% 30496 20 609911 304956 -32400.30 272555
72 做多 2023-12-11 00:00 2349.68 2023-12-11 10:00 2230.13 止损 -5.09% 27256 20 545111 272555 -27707.11 244848
73 做多 2023-12-12 09:00 2236.07 2023-12-13 11:00 2167.28 止损 -3.08% 24485 20 489697 244848 -15049.86 229798
74 做多 2023-12-13 20:00 2184.17 2023-12-14 19:00 2308.57 止盈 +5.70% 22980 20 459597 229798 +26150.29 255949
75 做多 2023-12-16 13:00 2249.14 2023-12-18 09:00 2171.03 止损 -3.47% 25595 20 511898 255949 -17759.82 238189
76 做多 2023-12-18 01:00 2227.92 2023-12-18 17:00 2159.78 止损 -3.06% 23819 20 476378 238189 -14555.25 223634
77 做多 2023-12-19 03:00 2175.42 2023-12-22 16:00 2293.31 止盈 +5.42% 22363 20 447267 223634 +24214.00 247848
78 做多 2023-12-20 13:00 2211.20 2023-12-22 22:00 2342.35 止盈 +5.93% 24785 20 495695 247848 +29371.13 277219
79 做多 2023-12-21 17:00 2222.49 2023-12-22 22:00 2342.35 止盈 +5.39% 27722 20 554438 277219 +29871.20 307090
80 做多 2023-12-24 02:00 2306.52 2023-12-26 13:00 2236.12 止损 -3.05% 30709 20 614180 307090 -18727.36 288363
81 做多 2023-12-25 16:00 2274.32 2023-12-27 01:00 2201.02 止损 -3.22% 28836 20 576725 288363 -18568.93 269794
82 做多 2023-12-25 20:00 2301.71 2023-12-26 14:00 2229.81 止损 -3.12% 26979 20 539587 269794 -16838.59 252955
83 做多 2023-12-27 16:00 2250.39 2023-12-28 00:00 2368.87 止盈 +5.26% 25296 20 505910 252955 +26608.86 279564
84 做多 2023-12-29 18:00 2367.79 2023-12-30 05:00 2287.52 止损 -3.39% 27956 20 559128 279564 -18935.94 260628
85 做多 2023-12-30 23:00 2314.41 2024-01-03 21:00 2224.29 止损 -3.89% 26063 20 521256 260628 -20276.71 240351
86 做多 2023-12-31 18:00 2312.13 2024-01-02 16:00 2429.28 止盈 +5.07% 24035 20 480703 240351 +24331.68 264683
87 做多 2024-01-01 18:00 2304.19 2024-01-02 16:00 2429.28 止盈 +5.43% 26468 20 529366 264683 +28709.52 293393
88 做多 2024-01-03 13:00 2378.74 2024-01-03 20:00 2249.55 止损 -5.43% 29339 20 586785 293393 -31836.58 261556
89 做多 2024-01-04 14:00 2239.62 2024-01-09 03:00 2355.24 止盈 +5.16% 26156 20 523112 261556 +26978.56 288535
90 做多 2024-01-06 06:00 2248.00 2024-01-10 08:00 2399.46 止盈 +6.74% 28853 20 577069 288535 +38841.40 327376
91 做多 2024-01-07 02:00 2246.85 2024-01-10 08:00 2399.46 止盈 +6.79% 32738 20 654752 327376 +44427.42 371803
92 做多 2024-01-08 05:00 2239.20 2024-01-09 03:00 2355.24 止盈 +5.18% 37180 20 743607 371803 +38496.71 410300
93 做多 2024-01-08 18:00 2226.22 2024-01-09 03:00 2355.24 止盈 +5.80% 41030 20 820600 410300 +47510.11 457810
94 做多 2024-01-10 06:00 2341.19 2024-01-11 03:00 2478.06 止盈 +5.85% 45781 20 915620 457810 +53475.21 511285
95 做多 2024-01-12 18:00 2621.80 2024-01-13 05:00 2527.75 止损 -3.59% 51129 20 1022571 511285 -36645.28 474640
96 做多 2024-01-13 23:00 2564.29 2024-01-15 07:00 2474.36 止损 -3.51% 47464 20 949280 474640 -33258.09 441382
97 做多 2024-01-15 17:00 2529.29 2024-01-19 03:00 2439.37 止损 -3.56% 44138 20 882764 441382 -31352.18 410030
98 做多 2024-01-16 14:00 2535.32 2024-01-19 03:00 2439.37 止损 -3.78% 41003 20 820060 410030 -31004.38 379025
99 做多 2024-01-18 16:00 2537.75 2024-01-19 03:00 2439.37 止损 -3.88% 37903 20 758051 379025 -29357.68 349668
100 做多 2024-01-19 18:00 2490.86 2024-01-22 16:00 2411.24 止损 -3.20% 34967 20 699335 349668 -22331.81 327336
101 做多 2024-01-20 04:00 2485.05 2024-01-22 17:00 2389.26 止损 -3.85% 32734 20 654672 327336 -25210.08 302126
102 做多 2024-01-21 09:00 2469.55 2024-01-22 17:00 2389.26 止损 -3.25% 30213 20 604252 302126 -19625.78 282500
103 做多 2024-01-24 10:00 2222.11 2024-01-30 23:00 2340.43 止盈 +5.32% 28250 20 565000 282500 +30054.30 312554
104 做多 2024-01-25 18:00 2237.54 2024-01-31 00:00 2368.76 止盈 +5.86% 31255 20 625109 312554 +36622.69 349177
105 做多 2024-01-26 05:00 2219.03 2024-01-30 23:00 2340.43 止盈 +5.47% 34918 20 698354 349177 +38167.76 387345
106 做多 2024-01-26 19:00 2253.11 2024-01-31 00:00 2368.76 止盈 +5.13% 38734 20 774690 387345 +39724.32 427069
107 做多 2024-01-27 23:00 2269.29 2024-02-08 00:00 2397.03 止盈 +5.63% 42707 20 854138 427069 +48031.99 475101
108 做多 2024-01-28 01:00 2264.75 2024-01-31 05:00 2379.24 止盈 +5.06% 47510 20 950202 475101 +47987.58 523089
109 做多 2024-01-28 03:00 2272.00 2024-02-08 00:00 2397.03 止盈 +5.50% 52309 20 1046177 523089 +57514.42 580603
110 做多 2024-01-29 13:00 2263.85 2024-01-31 05:00 2379.24 止盈 +5.10% 58060 20 1161206 580603 +59128.30 639731
111 做多 2024-01-30 01:00 2302.17 2024-02-08 03:00 2418.66 止盈 +5.06% 63973 20 1279463 639731 +64676.19 704408
112 做多 2024-02-01 02:00 2334.31 2024-02-01 09:00 2244.23 止损 -3.86% 70441 20 1408815 704408 -54311.20 650096
113 做多 2024-02-01 22:00 2296.56 2024-02-08 02:00 2416.97 止盈 +5.24% 65010 20 1300193 650096 +68101.71 718198
114 做多 2024-02-03 09:00 2325.11 2024-02-08 23:00 2452.52 止盈 +5.48% 71820 20 1436396 718198 +78632.08 796830
115 做多 2024-02-04 20:00 2302.17 2024-02-08 03:00 2418.66 止盈 +5.06% 79683 20 1593660 796830 +80558.71 877389
116 做多 2024-02-05 15:00 2309.74 2024-02-08 04:00 2438.64 止盈 +5.58% 87739 20 1754778 877389 +97831.22 975220
117 做多 2024-02-06 11:00 2315.79 2024-02-08 04:00 2438.64 止盈 +5.30% 97522 20 1950440 975220 +103365.15 1078585
118 做多 2024-02-08 00:00 2397.03 2024-02-11 11:00 2528.28 止盈 +5.48% 107859 20 2157171 1078585 +117998.32 1196584
119 做多 2024-02-08 23:00 2452.52 2024-02-13 01:00 2609.01 止盈 +6.38% 119658 20 2393167 1196584 +152550.12 1349134
120 做多 2024-02-09 10:00 2456.19 2024-02-13 01:00 2609.01 止盈 +6.22% 134913 20 2698267 1349134 +167713.77 1516848
121 做多 2024-02-11 05:00 2509.99 2024-02-13 04:00 2642.46 止盈 +5.28% 151685 20 3033695 1516848 +159949.52 1676797
122 做多 2024-02-12 23:00 2557.33 2024-02-14 16:00 2708.94 止盈 +5.93% 167680 20 3353594 1676797 +198617.29 1875414
123 做多 2024-02-14 14:00 2646.28 2024-02-15 05:00 2780.11 止盈 +5.06% 187541 20 3750829 1875414 +189500.51 2064915
124 做多 2024-02-18 06:00 2786.95 2024-02-19 15:00 2927.89 止盈 +5.06% 206491 20 4129830 2064915 +208642.47 2273557
125 做多 2024-02-20 21:00 3001.77 2024-02-21 00:00 2898.91 止损 -3.43% 227356 20 4547115 2273557 -155657.66 2117900
126 做多 2024-02-21 03:00 2988.23 2024-02-21 22:00 2892.94 止损 -3.19% 211790 20 4235799 2117900 -134937.97 1982962
127 做多 2024-02-22 07:00 2969.65 2024-02-26 23:00 3149.10 止盈 +6.04% 198296 20 3965923 1982962 +239413.15 2222375
128 做多 2024-02-24 05:00 2943.71 2024-02-26 04:00 3102.70 止盈 +5.40% 222237 20 4444750 2222375 +239821.20 2462196
129 做多 2024-02-24 14:00 2949.14 2024-02-26 04:00 3102.70 止盈 +5.21% 246220 20 4924392 2462196 +256153.81 2718350
130 做多 2024-02-27 00:00 3156.57 2024-02-28 16:00 3334.12 止盈 +5.62% 271835 20 5436700 2718350 +305496.39 3023846
131 做多 2024-02-28 12:00 3270.39 2024-02-29 08:00 3456.72 止盈 +5.70% 302385 20 6047692 3023846 +344221.84 3368068
132 做多 2024-02-29 07:00 3387.07 2024-03-04 23:00 3562.65 止盈 +5.18% 336807 20 6736136 3368068 +348840.75 3716909
133 做多 2024-03-01 17:00 3432.13 2024-03-05 06:00 3611.32 止盈 +5.22% 371691 20 7433818 3716909 +387728.24 4104637
134 做多 2024-03-03 09:00 3434.33 2024-03-05 06:00 3611.32 止盈 +5.15% 410464 20 8209274 4104637 +422646.18 4527283
135 做多 2024-03-03 23:00 3424.31 2024-03-05 02:00 3600.89 止盈 +5.16% 452728 20 9054567 4527283 +466446.23 4993729
136 做多 2024-03-06 14:00 3752.42 2024-03-08 16:00 3944.80 止盈 +5.13% 499373 20 9987459 4993729 +511527.49 5505257
137 做多 2024-03-07 23:00 3840.37 2024-03-11 17:00 4045.64 止盈 +5.35% 550526 20 11010514 5505257 +587929.83 6093187
138 做多 2024-03-09 04:00 3943.17 2024-03-11 09:00 3821.74 止损 -3.08% 609319 20 12186374 6093187 -374904.34 5718282
139 做多 2024-03-09 14:00 3941.23 2024-03-11 09:00 3821.74 止损 -3.03% 571828 20 11436565 5718282 -346386.43 5371896
140 做多 2024-03-09 23:00 3920.24 2024-03-15 03:00 3789.88 止损 -3.33% 537190 20 10743792 5371896 -356906.76 5014989
141 做多 2024-03-10 09:00 3934.60 2024-03-15 02:00 3815.37 止损 -3.03% 501499 20 10029979 5014989 -303634.03 4711355
142 做多 2024-03-11 15:00 4013.37 2024-03-14 21:00 3881.10 止损 -3.30% 471136 20 9422710 4711355 -310236.93 4401118
143 做多 2024-03-13 10:00 4036.01 2024-03-14 21:00 3881.10 止损 -3.84% 440112 20 8802237 4401118 -337509.30 4063609
144 做多 2024-03-16 06:00 3732.38 2024-03-17 02:00 3598.36 止损 -3.59% 406361 20 8127218 4063609 -291535.31 3772074
145 做多 2024-03-16 08:00 3763.28 2024-03-16 21:00 3649.68 止损 -3.02% 377207 20 7544147 3772074 -227503.17 3544571
146 做多 2024-03-17 20:00 3543.42 2024-03-19 09:00 3394.45 止损 -4.20% 354457 20 7089141 3544571 -297738.70 3246832
147 做多 2024-03-18 14:00 3629.59 2024-03-18 22:00 3515.91 止损 -3.13% 324683 20 6493664 3246832 -203180.38 3043651
148 做多 2024-03-20 19:00 3294.54 2024-03-21 04:00 3462.88 止盈 +5.11% 304365 20 6087303 3043651 +310729.82 3354381
149 做多 2024-03-22 13:00 3533.97 2024-03-22 19:00 3407.74 止损 -3.57% 335438 20 6708763 3354381 -239390.90 3114990
150 做多 2024-03-23 15:00 3367.61 2024-03-25 22:00 3565.10 止盈 +5.86% 311499 20 6229981 3114990 +364985.42 3479976
151 做多 2024-03-24 19:00 3389.88 2024-03-25 22:00 3565.10 止盈 +5.17% 347998 20 6959952 3479976 +359394.19 3839370
152 做多 2024-03-27 11:00 3605.42 2024-03-28 02:00 3464.23 止损 -3.92% 383937 20 7678740 3839370 -300402.49 3538967
153 做多 2024-03-28 15:00 3577.28 2024-04-01 23:00 3446.04 止损 -3.67% 353897 20 7077935 3538967 -259409.18 3279558
154 做多 2024-03-30 17:00 3518.89 2024-04-02 10:00 3367.77 止损 -4.29% 327956 20 6559117 3279558 -281401.94 2998156
155 做多 2024-03-31 12:00 3545.70 2024-04-02 10:00 3367.77 止损 -5.02% 299816 20 5996313 2998156 -300605.52 2697551
156 做多 2024-04-03 11:00 3317.32 2024-04-08 16:00 3601.22 止盈 +8.56% 269755 20 5395102 2697551 +461257.19 3158808
157 做多 2024-04-04 17:00 3340.12 2024-04-08 16:00 3601.22 止盈 +7.82% 315881 20 6317616 3158808 +493359.53 3652168
158 做多 2024-04-06 00:00 3322.48 2024-04-08 16:00 3601.22 止盈 +8.39% 365217 20 7304335 3652168 +612185.58 4264353
159 做多 2024-04-08 06:00 3422.73 2024-04-08 16:00 3601.22 止盈 +5.21% 426435 20 8528706 4264353 +444313.89 4708667
160 做多 2024-04-10 15:00 3538.91 2024-04-13 00:00 3425.56 止损 -3.20% 470867 20 9417334 4708667 -301332.15 4407335
161 做多 2024-04-11 03:00 3524.00 2024-04-13 01:00 3326.89 止损 -5.59% 440733 20 8814670 4407335 -492543.16 3914792
162 做多 2024-04-12 12:00 3549.52 2024-04-12 23:00 3442.42 止损 -3.02% 391479 20 7829583 3914792 -236006.51 3678785
163 做多 2024-04-13 18:00 3276.81 2024-04-14 03:00 3083.37 止损 -5.90% 367879 20 7357570 3678785 -433905.28 3244880
164 做多 2024-04-14 18:00 3054.30 2024-04-15 14:00 3238.85 止盈 +6.04% 324488 20 6489760 3244880 +391738.69 3636619
165 做多 2024-04-17 05:00 3100.89 2024-04-17 22:00 2981.19 止损 -3.86% 363662 20 7273237 3636619 -280479.44 3356139
166 做多 2024-04-18 12:00 3012.60 2024-04-21 10:00 3180.08 止盈 +5.56% 335614 20 6712278 3356139 +372783.71 3728923
167 做多 2024-04-18 19:00 3045.00 2024-04-19 09:00 2940.44 止损 -3.43% 372892 20 7457846 3728923 -255833.35 3473090
168 做多 2024-04-19 16:00 3110.05 2024-04-24 12:00 3270.01 止盈 +5.14% 347309 20 6946179 3473090 +356907.35 3829997
169 做多 2024-04-20 23:00 3108.48 2024-04-24 12:00 3270.01 止盈 +5.20% 383000 20 7659994 3829997 +397648.20 4227645
170 做多 2024-04-22 11:00 3189.23 2024-04-25 18:00 3082.06 止损 -3.36% 422765 20 8455290 4227645 -283845.10 3943800
171 做多 2024-04-23 08:00 3216.31 2024-04-25 18:00 3082.06 止损 -4.17% 394380 20 7887600 3943800 -328902.19 3614898
172 做多 2024-04-23 22:00 3246.16 2024-04-25 02:00 3128.30 止损 -3.63% 361490 20 7229796 3614898 -262233.41 3352664
173 做多 2024-04-26 01:00 3158.97 2024-04-28 14:00 3320.01 止盈 +5.10% 335266 20 6705329 3352664 +341486.73 3694151
174 做多 2024-04-27 04:00 3143.29 2024-04-28 10:00 3309.03 止盈 +5.27% 369415 20 7388302 3694151 +389182.25 4083333
175 做多 2024-04-27 21:00 3149.61 2024-04-28 10:00 3309.03 止盈 +5.06% 408333 20 8166667 4083333 +412948.93 4496282
176 做多 2024-04-30 06:00 3213.78 2024-04-30 16:00 3066.00 止损 -4.60% 449628 20 8992565 4496282 -413093.70 4083189
177 做多 2024-05-01 12:00 3005.01 2024-05-01 15:00 2868.49 止损 -4.54% 408319 20 8166377 4083189 -370634.02 3712555
178 做多 2024-05-02 04:00 2939.39 2024-05-04 04:00 3111.99 止盈 +5.87% 371255 20 7425109 3712555 +435563.93 4148119
179 做多 2024-05-02 18:00 2964.31 2024-05-04 08:00 3115.95 止盈 +5.12% 414812 20 8296237 4148119 +423971.63 4572090
180 做多 2024-05-03 21:00 3059.45 2024-05-09 04:00 2950.29 止损 -3.57% 457209 20 9144180 4572090 -325934.58 4246156
181 做多 2024-05-05 17:00 3142.02 2024-05-08 02:00 3046.51 止损 -3.04% 424616 20 8492311 4246156 -257888.09 3988267
182 做多 2024-05-06 13:00 3177.65 2024-05-06 22:00 3075.75 止损 -3.21% 398827 20 7976535 3988267 -255533.52 3732734
183 做多 2024-05-07 16:00 3118.05 2024-05-08 07:00 3004.55 止损 -3.64% 373273 20 7465468 3732734 -271478.42 3461256
184 做多 2024-05-09 01:00 3010.06 2024-05-10 23:00 2917.03 止损 -3.09% 346126 20 6922511 3461256 -213735.67 3247520
185 做多 2024-05-09 13:00 3002.62 2024-05-11 01:00 2891.50 止损 -3.70% 324752 20 6495040 3247520 -240125.98 3007394
186 做多 2024-05-09 23:00 3004.82 2024-05-11 01:00 2891.50 止损 -3.77% 300739 20 6014788 3007394 -226607.30 2780787
187 做多 2024-05-11 17:00 2910.18 2024-05-17 20:00 3078.31 止盈 +5.78% 278079 20 5561573 2780787 +320987.78 3101774
188 做多 2024-05-12 00:00 2923.18 2024-05-17 20:00 3078.31 止盈 +5.31% 310177 20 6203549 3101774 +328886.40 3430661
189 做多 2024-05-12 11:00 2919.42 2024-05-17 20:00 3078.31 止盈 +5.44% 343066 20 6861322 3430661 +373055.33 3803716
190 做多 2024-05-12 20:00 2928.69 2024-05-17 20:00 3078.31 止盈 +5.11% 380372 20 7607432 3803716 +388257.47 4191974
191 做多 2024-05-13 17:00 2984.67 2024-05-14 20:00 2893.42 止损 -3.06% 419197 20 8383947 4191974 -256065.21 3935908
192 做多 2024-05-15 13:00 2905.91 2024-05-17 20:00 3078.31 止盈 +5.93% 393591 20 7871817 3935908 +466547.17 4402456
193 做多 2024-05-17 15:00 3023.58 2024-05-21 03:00 3438.29 止盈 +13.72% 440246 20 8804911 4402456 +1206461.60 5608917
194 做多 2024-05-20 12:00 3122.11 2024-05-21 03:00 3438.29 止盈 +10.13% 560892 20 11217834 5608917 +1134908.12 6743825
195 做多 2024-05-23 05:00 3776.71 2024-05-27 23:00 3966.13 止盈 +5.02% 674383 20 13487650 6743825 +675793.46 7419619
196 做多 2024-05-24 09:00 3812.00 2024-05-24 14:00 3674.99 止损 -3.59% 741962 20 14839237 7419619 -532815.00 6886804
197 做多 2024-05-24 12:00 3805.90 2024-05-24 14:00 3674.99 止损 -3.44% 688680 20 13773607 6886804 -473291.43 6413512
198 做多 2024-05-25 05:00 3737.87 2024-05-27 21:00 3932.73 止盈 +5.21% 641351 20 12827025 6413512 +668020.70 7081533
199 做多 2024-05-26 00:00 3750.51 2024-05-27 22:00 3945.85 止盈 +5.21% 708153 20 14163066 7081533 +736925.56 7818459
200 做多 2024-05-26 11:00 3773.44 2024-05-27 23:00 3966.13 止盈 +5.11% 781846 20 15636917 7818459 +797697.72 8616156
201 做多 2024-05-28 20:00 3895.64 2024-05-29 23:00 3763.04 止损 -3.40% 861616 20 17232313 8616156 -585967.81 8030188
202 做多 2024-05-29 13:00 3869.88 2024-05-30 03:00 3752.83 止损 -3.02% 803019 20 16060377 8030188 -485283.07 7544905
203 做多 2024-05-30 13:00 3787.31 2024-06-09 10:00 3669.79 止损 -3.10% 754491 20 15089811 7544905 -467767.68 7077138
204 做多 2024-05-30 23:00 3778.40 2024-06-10 15:00 3649.16 止损 -3.42% 707714 20 14154275 7077138 -483662.20 6593475
205 做多 2024-05-31 20:00 3827.00 2024-06-08 02:00 3681.01 止损 -3.81% 659348 20 13186951 6593475 -502544.50 6090931
206 做多 2024-06-01 13:00 3792.00 2024-06-09 04:00 3674.76 止损 -3.09% 609093 20 12181862 6090931 -376258.78 5714672
207 做多 2024-06-03 10:00 3810.97 2024-06-08 02:00 3681.01 止损 -3.41% 571467 20 11429344 5714672 -389368.65 5325304
208 做多 2024-06-04 22:00 3780.90 2024-06-10 15:00 3649.16 止损 -3.48% 532530 20 10650607 5325304 -370733.92 4954570
209 做多 2024-06-06 01:00 3844.66 2024-06-08 01:00 3725.33 止损 -3.10% 495457 20 9909139 4954570 -307250.87 4647319
210 做多 2024-06-07 19:00 3838.30 2024-06-08 02:00 3681.01 止损 -4.10% 464732 20 9294638 4647319 -380504.80 4266814
211 做多 2024-06-09 02:00 3690.01 2024-06-11 12:00 3566.31 止损 -3.35% 426681 20 8533628 4266814 -285786.26 3981028
212 做多 2024-06-09 16:00 3688.25 2024-06-11 12:00 3566.31 止损 -3.31% 398103 20 7962055 3981028 -262976.25 3718051
213 做多 2024-06-11 00:00 3699.80 2024-06-11 12:00 3566.31 止损 -3.61% 371805 20 7436103 3718051 -268028.74 3450023
214 做多 2024-06-12 12:00 3522.00 2024-06-15 00:00 3402.17 止损 -3.40% 345002 20 6900045 3450023 -234527.43 3215495
215 做多 2024-06-14 11:00 3490.70 2024-06-24 13:00 3370.58 止损 -3.44% 321550 20 6430991 3215495 -221078.32 2994417
216 做多 2024-06-15 09:00 3477.01 2024-06-24 13:00 3370.58 止损 -3.06% 299442 20 5988834 2994417 -183132.69 2811284
217 做多 2024-06-16 21:00 3592.25 2024-06-18 08:00 3471.00 止损 -3.38% 281128 20 5622569 2811284 -189590.01 2621694
218 做多 2024-06-18 05:00 3522.79 2024-06-18 09:00 3406.56 止损 -3.30% 262169 20 5243389 2621694 -172825.97 2448868
219 做多 2024-06-19 05:00 3471.93 2024-06-24 15:00 3367.68 止损 -3.00% 244887 20 4897737 2448868 -146914.96 2301953
220 做多 2024-06-22 03:00 3533.49 2024-06-24 06:00 3424.36 止损 -3.09% 230195 20 4603907 2301953 -142047.07 2159906
221 做多 2024-06-22 13:00 3507.66 2024-06-24 11:00 3401.59 止损 -3.02% 215991 20 4319813 2159906 -130498.48 2029408
222 做多 2024-06-23 01:00 3496.46 2024-06-24 13:00 3370.58 止损 -3.60% 202941 20 4058816 2029408 -145979.87 1883428
223 做多 2024-06-23 08:00 3506.39 2024-06-24 13:00 3370.58 止损 -3.87% 188343 20 3766856 1883428 -145752.50 1737675
224 做多 2024-06-25 08:00 3346.29 2024-07-01 09:00 3517.57 止盈 +5.12% 173768 20 3475351 1737675 +177708.10 1915384
225 做多 2024-06-27 05:00 3389.21 2024-07-04 03:00 3265.24 止损 -3.66% 191538 20 3830767 1915384 -139981.08 1775402
226 做多 2024-06-27 11:00 3382.89 2024-07-04 03:00 3265.24 止损 -3.48% 177540 20 3550805 1775402 -123366.25 1652036
227 做多 2024-06-27 17:00 3398.48 2024-07-03 20:00 3288.99 止损 -3.22% 165204 20 3304072 1652036 -106341.99 1545694
228 做多 2024-06-29 17:00 3393.28 2024-07-03 20:00 3288.99 止损 -3.07% 154569 20 3091388 1545694 -94916.57 1450778
229 做多 2024-06-30 17:00 3388.85 2024-07-04 03:00 3265.24 止损 -3.65% 145078 20 2901555 1450778 -105729.84 1345048
230 做多 2024-07-06 01:00 2989.67 2024-07-08 08:00 2886.11 止损 -3.46% 134505 20 2690096 1345048 -93089.78 1251958
231 做多 2024-07-08 17:00 3050.00 2024-07-14 16:00 3209.10 止盈 +5.22% 125196 20 2503916 1251958 +130483.50 1382441
232 做多 2024-07-10 12:00 3117.40 2024-07-15 08:00 3276.80 止盈 +5.11% 138244 20 2764883 1382441 +141233.60 1523675
233 做多 2024-07-11 09:00 3120.24 2024-07-15 08:00 3276.80 止盈 +5.02% 152368 20 3047350 1523675 +152749.81 1676425
234 做多 2024-07-11 16:00 3121.70 2024-07-15 10:00 3330.10 止盈 +6.68% 167642 20 3352850 1676425 +223607.38 1900032
235 做多 2024-07-12 23:00 3130.18 2024-07-15 10:00 3330.10 止盈 +6.39% 190003 20 3800065 1900032 +242461.84 2142494
236 做多 2024-07-15 05:00 3253.20 2024-07-16 04:00 3430.89 止盈 +5.46% 214249 20 4284988 2142494 +233812.30 2376306
237 做多 2024-07-17 01:00 3457.11 2024-07-25 05:00 3335.00 止损 -3.53% 237631 20 4752613 2376306 -167701.12 2208605
238 做多 2024-07-18 14:00 3445.58 2024-07-25 05:00 3335.00 止损 -3.21% 220861 20 4417211 2208605 -141621.06 2066984
239 做多 2024-07-19 14:00 3438.78 2024-07-25 05:00 3335.00 止损 -3.02% 206698 20 4133968 2066984 -124635.55 1942349
240 做多 2024-07-19 22:00 3466.41 2024-07-25 03:00 3362.22 止损 -3.01% 194235 20 3884697 1942349 -116645.72 1825703
241 做多 2024-07-21 00:00 3496.87 2024-07-25 02:00 3381.95 止损 -3.29% 182570 20 3651406 1825703 -119878.62 1705824
242 做多 2024-07-22 00:00 3516.00 2024-07-24 00:00 3401.99 止损 -3.24% 170582 20 3411649 1705824 -110515.67 1595309
243 做多 2024-07-22 06:00 3532.42 2024-07-24 00:00 3401.99 止损 -3.69% 159531 20 3190617 1595309 -117691.57 1477617
244 做多 2024-07-23 12:00 3453.62 2024-07-25 05:00 3335.00 止损 -3.43% 147762 20 2955234 1477617 -101400.66 1376216
245 做多 2024-07-23 17:00 3521.12 2024-07-24 00:00 3401.99 止损 -3.38% 137622 20 2752433 1376216 -93029.90 1283187
246 做多 2024-07-24 07:00 3481.01 2024-07-25 03:00 3362.22 止损 -3.41% 128319 20 2566373 1283187 -87490.30 1195696
247 做多 2024-07-24 18:00 3468.35 2024-07-25 03:00 3362.22 止损 -3.06% 119570 20 2391393 1195696 -73102.39 1122594
248 做多 2024-07-26 08:00 3191.28 2024-07-29 13:00 3366.50 止盈 +5.49% 112259 20 2245188 1122594 +123150.71 1245745
249 做多 2024-07-27 14:00 3269.04 2024-08-01 12:00 3146.00 止损 -3.76% 124574 20 2491489 1245745 -93680.80 1152064
250 做多 2024-07-28 20:00 3269.68 2024-08-01 12:00 3146.00 止损 -3.78% 115206 20 2304128 1152064 -87069.54 1064994
251 做多 2024-07-30 15:00 3339.51 2024-08-01 04:00 3221.69 止损 -3.53% 106499 20 2129988 1064994 -75072.18 989922
252 做多 2024-07-31 15:00 3316.25 2024-08-01 09:00 3210.44 止损 -3.19% 98992 20 1979844 989922 -63106.77 926815
253 做多 2024-08-02 07:00 3201.67 2024-08-02 22:00 3036.44 止损 -5.16% 92682 20 1853631 926815 -95565.47 831250
254 做多 2024-08-03 20:00 3008.67 2024-08-04 01:00 2901.09 止损 -3.58% 83125 20 1662500 831250 -59385.99 771864
255 做多 2024-08-04 20:00 2922.10 2024-08-04 23:00 2826.06 止损 -3.29% 77186 20 1543728 771864 -50686.61 721177
256 做多 2024-08-06 01:00 2468.44 2024-08-06 02:00 2373.70 止损 -3.84% 72118 20 1442354 721177 -55302.95 665874
257 做多 2024-08-07 00:00 2529.46 2024-08-07 21:00 2446.41 止损 -3.28% 66587 20 1331749 665874 -43681.70 622193
258 做多 2024-08-07 11:00 2506.07 2024-08-07 22:00 2388.78 止损 -4.68% 62219 20 1244385 622193 -58181.93 564011
259 做多 2024-08-08 12:00 2421.37 2024-08-09 00:00 2584.04 止盈 +6.72% 56401 20 1128021 564011 +75705.79 639716
260 做多 2024-08-10 13:00 2604.83 2024-08-14 18:00 2741.45 止盈 +5.24% 63972 20 1279433 639716 +67037.51 706754
261 做多 2024-08-11 10:00 2623.62 2024-08-12 08:00 2536.41 止损 -3.32% 70675 20 1413508 706754 -46938.49 659815
262 做多 2024-08-12 18:00 2639.88 2024-08-16 02:00 2552.33 止损 -3.32% 65982 20 1319631 659815 -43720.98 616094
263 做多 2024-08-14 01:00 2712.00 2024-08-15 14:00 2623.00 止损 -3.28% 61609 20 1232189 616094 -40396.44 575698
264 做多 2024-08-15 23:00 2667.05 2024-08-16 02:00 2552.33 止损 -4.30% 57570 20 1151396 575698 -49476.41 526222
265 做多 2024-08-16 15:00 2616.00 2024-08-24 04:00 2751.32 止盈 +5.17% 52622 20 1052443 526222 +54386.16 580608
266 做多 2024-08-17 03:00 2619.10 2024-08-24 04:00 2751.32 止盈 +5.05% 58061 20 1161216 580608 +58563.01 639171
267 做多 2024-08-17 13:00 2599.59 2024-08-24 03:00 2744.58 止盈 +5.58% 63917 20 1278342 639171 +71227.15 710398
268 做多 2024-08-17 22:00 2612.33 2024-08-24 03:00 2744.58 止盈 +5.06% 71040 20 1420796 710398 +71856.30 782254
269 做多 2024-08-18 17:00 2644.00 2024-08-25 00:00 2812.71 止盈 +6.38% 78225 20 1564508 782254 +99729.30 881984
270 做多 2024-08-20 05:00 2613.94 2024-08-24 04:00 2751.32 止盈 +5.26% 88198 20 1763967 881984 +92615.54 974599
271 做多 2024-08-21 15:00 2599.22 2024-08-24 03:00 2744.58 止盈 +5.59% 97460 20 1949198 974599 +108898.87 1083498
272 做多 2024-08-21 23:00 2600.44 2024-08-24 03:00 2744.58 止盈 +5.54% 108350 20 2166996 1083498 +119994.48 1203492
273 做多 2024-08-23 08:00 2637.42 2024-08-24 05:00 2771.08 止盈 +5.07% 120349 20 2406985 1203492 +121859.95 1325352
274 做多 2024-08-25 00:00 2812.71 2024-08-26 20:00 2724.57 止损 -3.13% 132535 20 2650705 1325352 -82980.29 1242372
275 做多 2024-08-25 23:00 2762.79 2024-08-27 07:00 2679.25 止损 -3.02% 124237 20 2484744 1242372 -75057.44 1167315
276 做多 2024-08-28 20:00 2524.82 2024-08-30 23:00 2448.04 止损 -3.04% 116731 20 2334629 1167315 -70925.29 1096389
277 做多 2024-08-31 05:00 2517.15 2024-09-02 06:00 2405.09 止损 -4.45% 109639 20 2192779 1096389 -97521.82 998868
278 做多 2024-08-31 22:00 2521.48 2024-09-02 06:00 2405.09 止损 -4.62% 99887 20 1997735 998868 -92122.04 906746
279 做多 2024-09-02 03:00 2500.14 2024-09-02 06:00 2405.09 止损 -3.80% 90675 20 1813491 906746 -68876.12 837869
280 做多 2024-09-02 17:00 2515.00 2024-09-04 00:00 2439.21 止损 -3.01% 83787 20 1675739 837869 -50448.21 787421
281 做多 2024-09-04 22:00 2436.98 2024-09-06 03:00 2362.71 止损 -3.05% 78742 20 1574842 787421 -47947.29 739474
282 做多 2024-09-06 11:00 2391.56 2024-09-06 23:00 2289.02 止损 -4.29% 73947 20 1478948 739474 -63347.63 676126
283 做多 2024-09-07 15:00 2287.03 2024-09-13 23:00 2406.83 止盈 +5.24% 67613 20 1352253 676126 +70763.33 746890
284 做多 2024-09-08 12:00 2296.52 2024-09-14 02:00 2420.00 止盈 +5.38% 74689 20 1493779 746890 +80237.66 827127
285 做多 2024-09-09 07:00 2295.89 2024-09-14 02:00 2420.00 止盈 +5.41% 82713 20 1654255 827127 +89335.39 916463
286 做多 2024-09-11 03:00 2379.59 2024-09-11 21:00 2286.35 止损 -3.92% 91646 20 1832925 916463 -71748.10 844715

⚙️ 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: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