📊 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 16:40

📈 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
287次
盈利
140次
亏损
147次
胜率
48.8%
总收益
+3065.1%
最终资金
316510U
最大回撤
-97.9%
月化收益
+255.4%

📊 收益与风险

盈利因子
1.70
止盈次数
140
止损次数
147
盈亏比
0.95

📋 交易记录明细(共287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 2023-04-01 07:00 1820.81 2023-04-05 08:00 1912.97 止盈 +5.06% 1000 20 20000 10000 +1011.28 11011
2 做多 2023-04-01 11:00 1825.60 2023-04-03 09:00 1770.83 止损 -3.00% 1101 20 22023 11011 -660.04 10351
3 做多 2023-04-01 17:00 1823.74 2023-04-05 20:00 1921.02 止盈 +5.33% 1035 20 20702 10351 +1103.19 11454
4 做多 2023-04-01 19:00 1823.45 2023-04-05 20:00 1921.02 止盈 +5.35% 1145 20 22909 11454 +1224.59 12679
5 做多 2023-04-01 21:00 1824.58 2023-04-05 20:00 1921.02 止盈 +5.29% 1268 20 25358 12679 +1338.98 14018
6 做多 2023-04-02 15:00 1819.82 2023-04-05 08:00 1912.97 止盈 +5.12% 1402 20 28036 14018 +1433.63 15452
7 做多 2023-04-03 17:00 1808.86 2023-04-05 08:00 1912.97 止盈 +5.76% 1545 20 30903 15452 +1776.88 17229
8 做多 2023-04-04 09:00 1806.59 2023-04-05 08:00 1912.97 止盈 +5.89% 1723 20 34457 17229 +2026.95 19255
9 做多 2023-04-06 07:00 1907.48 2023-04-07 15:00 1850.01 止损 -3.01% 1926 20 38511 19255 -1159.13 18096
10 做多 2023-04-07 09:00 1874.38 2023-04-13 17:00 1981.19 止盈 +5.70% 1810 20 36193 18096 +2060.35 20157
11 做多 2023-04-08 07:00 1862.87 2023-04-13 16:00 1962.99 止盈 +5.37% 2016 20 40313 20157 +2164.48 22321
12 做多 2023-04-10 03:00 1855.60 2023-04-13 16:00 1962.99 止盈 +5.79% 2232 20 44642 22321 +2581.02 24902
13 做多 2023-04-11 00:00 1882.21 2023-04-13 17:00 1981.19 止盈 +5.26% 2490 20 49804 24902 +2616.45 27519
14 做多 2023-04-12 22:00 1913.45 2023-04-14 01:00 2009.79 止盈 +5.03% 2752 20 55037 27519 +2768.29 30287
15 做多 2023-04-15 07:00 2099.77 2023-04-19 16:00 1986.63 止损 -5.39% 3029 20 60574 30287 -3260.58 27026
16 做多 2023-04-15 15:00 2097.06 2023-04-19 16:00 1986.63 止损 -5.27% 2703 20 54053 27026 -2843.54 24183
17 做多 2023-04-16 16:00 2097.60 2023-04-19 16:00 1986.63 止损 -5.29% 2418 20 48366 24183 -2556.14 21627
18 做多 2023-04-17 01:00 2097.77 2023-04-19 16:00 1986.63 止损 -5.30% 2163 20 43253 21627 -2289.27 19337
19 做多 2023-04-18 13:00 2088.49 2023-04-19 16:00 1986.63 止损 -4.88% 1934 20 38675 19337 -1884.36 17453
20 做多 2023-04-20 21:00 1971.04 2023-04-21 14:00 1906.79 止损 -3.26% 1745 20 34906 17453 -1136.69 16316
21 做多 2023-04-22 22:00 1864.64 2023-04-26 20:00 1959.98 止盈 +5.11% 1632 20 32633 16316 +1666.86 17983
22 做多 2023-04-23 15:00 1873.23 2023-04-25 00:00 1813.32 止损 -3.20% 1798 20 35966 17983 -1149.13 16834
23 做多 2023-04-24 09:00 1870.94 2023-04-25 00:00 1813.32 止损 -3.08% 1683 20 33668 16834 -1035.85 15798
24 做多 2023-04-26 03:00 1836.82 2023-04-26 20:00 1959.98 止盈 +6.71% 1580 20 31596 15798 +2116.44 17915
25 做多 2023-04-28 01:00 1903.16 2023-05-01 09:00 1834.90 止损 -3.59% 1791 20 35829 17915 -1283.79 16631
26 做多 2023-04-29 13:00 1898.15 2023-05-01 09:00 1834.90 止损 -3.33% 1663 20 33262 16631 -1107.24 15524
27 做多 2023-04-30 06:00 1902.85 2023-05-01 09:00 1834.90 止损 -3.57% 1552 20 31047 15524 -1107.58 14416
28 做多 2023-04-30 17:00 1903.26 2023-05-01 09:00 1834.90 止损 -3.59% 1442 20 28832 14416 -1034.54 13382
29 做多 2023-05-02 16:00 1831.84 2023-05-05 21:00 1931.78 止盈 +5.46% 1338 20 26763 13382 +1458.65 14840
30 做多 2023-05-04 02:00 1884.38 2023-05-06 00:00 1991.57 止盈 +5.69% 1484 20 29680 14840 +1686.63 16527
31 做多 2023-05-05 11:00 1895.76 2023-05-06 00:00 1991.57 止盈 +5.05% 1653 20 33054 16527 +1668.83 18196
32 做多 2023-05-07 15:00 1904.48 2023-05-08 16:00 1841.34 止损 -3.32% 1820 20 36391 18196 -1205.29 16990
33 做多 2023-05-09 19:00 1845.70 2023-05-12 01:00 1782.14 止损 -3.44% 1699 20 33981 16990 -1169.01 15821
34 做多 2023-05-10 20:00 1876.22 2023-05-11 16:00 1818.10 止损 -3.10% 1582 20 31643 15821 -979.22 14842
35 做多 2023-05-13 03:00 1789.13 2023-05-29 06:00 1906.38 止盈 +6.55% 1484 20 29684 14842 +1943.40 16785
36 做多 2023-05-14 08:00 1799.60 2023-05-29 06:00 1906.38 止盈 +5.93% 1679 20 33571 16785 +1989.96 18775
37 做多 2023-05-14 12:00 1802.40 2023-05-29 06:00 1906.38 止盈 +5.77% 1878 20 37551 18775 +2164.14 20940
38 做多 2023-05-15 10:00 1822.24 2023-05-29 08:00 1914.07 止盈 +5.04% 2094 20 41879 20940 +2108.35 23048
39 做多 2023-05-16 23:00 1819.37 2023-05-29 08:00 1914.07 止盈 +5.21% 2305 20 46096 23048 +2396.94 25445
40 做多 2023-05-18 03:00 1827.30 2023-06-10 13:00 1750.34 止损 -4.21% 2544 20 50890 25445 -2141.17 23304
41 做多 2023-05-19 15:00 1804.53 2023-05-29 06:00 1906.38 止盈 +5.64% 2330 20 46607 23304 +2627.95 25932
42 做多 2023-05-20 19:00 1812.48 2023-05-29 06:00 1906.38 止盈 +5.18% 2593 20 51863 25932 +2684.22 28616
43 做多 2023-05-22 16:00 1810.89 2023-05-29 06:00 1906.38 止盈 +5.27% 2862 20 57232 28616 +3014.87 31631
44 做多 2023-05-25 20:00 1800.87 2023-05-29 06:00 1906.38 止盈 +5.86% 3163 20 63261 31631 +3702.68 35333
45 做多 2023-05-28 07:00 1828.85 2023-06-10 13:00 1750.34 止损 -4.29% 3533 20 70667 35333 -3030.60 32303
46 做多 2023-05-29 02:00 1850.72 2023-06-10 12:00 1787.31 止损 -3.43% 3230 20 64606 32303 -2211.33 30091
47 做多 2023-05-30 11:00 1899.78 2023-06-05 23:00 1818.95 止损 -4.25% 3009 20 60183 30091 -2558.05 27533
48 做多 2023-06-01 07:00 1872.84 2023-06-06 00:00 1812.59 止损 -3.22% 2753 20 55067 27533 -1769.75 25764
49 做多 2023-06-01 23:00 1862.79 2023-06-06 02:00 1806.32 止损 -3.03% 2576 20 51527 25764 -1560.48 24203
50 做多 2023-06-04 14:00 1897.50 2023-06-05 23:00 1818.95 止损 -4.14% 2420 20 48406 24203 -2001.86 22201
51 做多 2023-06-06 17:00 1816.27 2023-06-10 13:00 1750.34 止损 -3.63% 2220 20 44403 22201 -1610.19 20591
52 做多 2023-06-08 17:00 1838.51 2023-06-10 13:00 1750.34 止损 -4.80% 2059 20 41182 20591 -1973.02 18618
53 做多 2023-06-09 20:00 1851.36 2023-06-10 12:00 1787.31 止损 -3.46% 1862 20 37236 18618 -1286.95 17331
54 做多 2023-06-11 07:00 1750.64 2023-06-15 04:00 1637.21 止损 -6.48% 1733 20 34662 17331 -2243.65 15088
55 做多 2023-06-12 03:00 1761.49 2023-06-15 04:00 1637.21 止损 -7.06% 1509 20 30175 15088 -2126.84 12961
56 做多 2023-06-13 08:00 1732.07 2023-06-15 04:00 1637.21 止损 -5.48% 1296 20 25921 12961 -1418.21 11542
57 做多 2023-06-14 10:00 1746.05 2023-06-15 04:00 1637.21 止损 -6.23% 1154 20 23085 11542 -1437.56 10105
58 做多 2023-06-16 01:00 1649.64 2023-06-17 13:00 1759.00 止盈 +6.63% 1010 20 20210 10105 +1338.44 11443
59 做多 2023-06-16 23:00 1681.64 2023-06-21 01:00 1768.24 止盈 +5.15% 1144 20 22887 11443 +1177.43 12621
60 做多 2023-06-18 17:00 1732.68 2023-06-21 13:00 1820.52 止盈 +5.07% 1262 20 25242 12621 +1278.37 13899
61 做多 2023-06-19 23:00 1720.81 2023-06-21 09:00 1808.21 止盈 +5.08% 1390 20 27798 13899 +1410.47 15310
62 做多 2023-06-20 05:00 1731.37 2023-06-21 13:00 1820.52 止盈 +5.15% 1531 20 30619 15310 +1575.04 16885
63 做多 2023-06-21 01:00 1768.24 2023-06-22 00:00 1869.90 止盈 +5.75% 1688 20 33769 16885 +1939.53 18824
64 做多 2023-06-23 16:00 1883.49 2023-06-29 06:00 1826.69 止损 -3.02% 1882 20 37648 18824 -1134.22 17690
65 做多 2023-06-23 23:00 1916.53 2023-06-27 00:00 1851.71 止损 -3.38% 1769 20 35380 17690 -1195.41 16495
66 做多 2023-06-24 22:00 1892.43 2023-06-29 03:00 1831.43 止损 -3.22% 1649 20 32989 16495 -1062.30 15432
67 做多 2023-06-25 12:00 1906.06 2023-06-27 01:00 1845.83 止损 -3.16% 1543 20 30865 15432 -974.32 14458
68 做多 2023-06-26 23:00 1888.45 2023-06-29 03:00 1831.43 止损 -3.02% 1446 20 28916 14458 -872.22 13586
69 做多 2023-06-27 12:00 1869.80 2023-07-03 15:00 1968.01 止盈 +5.25% 1359 20 27171 13586 +1425.74 15011
70 做多 2023-06-29 16:00 1847.95 2023-07-03 06:00 1942.31 止盈 +5.11% 1501 20 30023 15011 +1531.50 16543
71 做多 2023-06-30 11:00 1872.73 2023-07-03 15:00 1968.01 止盈 +5.09% 1654 20 33086 16543 +1681.65 18225
72 做多 2023-07-01 01:00 1931.79 2023-07-07 06:00 1867.70 止损 -3.32% 1822 20 36449 18225 -1208.05 17017
73 做多 2023-07-02 05:00 1922.79 2023-07-07 07:00 1844.82 止损 -4.06% 1702 20 34033 17017 -1378.68 15638
74 做多 2023-07-02 22:00 1925.20 2023-07-07 07:00 1844.82 止损 -4.18% 1564 20 31276 15638 -1304.51 14333
75 做多 2023-07-03 06:00 1942.31 2023-07-06 22:00 1879.61 止损 -3.23% 1433 20 28667 14333 -924.47 13409
76 做多 2023-07-04 21:00 1955.59 2023-07-06 21:00 1891.63 止损 -3.27% 1341 20 26818 13409 -876.23 12533
77 做多 2023-07-06 12:00 1910.44 2023-07-07 07:00 1844.82 止损 -3.43% 1253 20 25065 12533 -860.09 11673
78 做多 2023-07-07 21:00 1872.25 2023-07-14 01:00 1988.75 止盈 +6.22% 1167 20 23345 11673 +1451.19 13124
79 做多 2023-07-09 09:00 1867.41 2023-07-14 00:00 1962.58 止盈 +5.10% 1312 20 26248 13124 +1336.33 14460
80 做多 2023-07-10 21:00 1862.65 2023-07-14 00:00 1962.58 止盈 +5.36% 1446 20 28920 14460 +1550.00 16010
81 做多 2023-07-12 06:00 1878.33 2023-07-14 01:00 1988.75 止盈 +5.88% 1601 20 32020 16010 +1880.47 17891
82 做多 2023-07-13 18:00 1881.30 2023-07-14 01:00 1988.75 止盈 +5.71% 1789 20 35781 17891 +2041.59 19932
83 做多 2023-07-15 18:00 1941.51 2023-07-18 02:00 1882.67 止损 -3.03% 1993 20 39864 19932 -1206.93 18725
84 做多 2023-07-16 20:00 1930.20 2023-07-23 07:00 1865.60 止损 -3.35% 1873 20 37451 18725 -1252.14 17473
85 做多 2023-07-17 15:00 1927.99 2023-07-23 07:00 1865.60 止损 -3.24% 1747 20 34946 17473 -1129.73 16343
86 做多 2023-07-18 09:00 1914.52 2023-07-24 17:00 1841.46 止损 -3.82% 1634 20 32687 16343 -1246.11 15097
87 做多 2023-07-19 08:00 1910.58 2023-07-24 17:00 1841.46 止损 -3.62% 1510 20 30195 15097 -1091.27 14006
88 做多 2023-07-20 15:00 1911.69 2023-07-24 17:00 1841.46 止损 -3.67% 1401 20 28012 14006 -1028.05 12978
89 做多 2023-07-22 01:00 1897.52 2023-08-01 10:00 1827.98 止损 -3.66% 1298 20 25956 12978 -950.28 12028
90 做多 2023-07-24 00:00 1882.67 2023-08-01 11:00 1825.62 止损 -3.03% 1203 20 24055 12028 -728.21 11299
91 做多 2023-07-25 11:00 1850.30 2023-08-17 16:00 1792.14 止损 -3.14% 1130 20 22599 11299 -709.64 10590
92 做多 2023-07-26 23:00 1859.88 2023-08-17 08:00 1796.01 止损 -3.43% 1059 20 21180 10590 -726.60 9863
93 做多 2023-07-28 18:00 1865.98 2023-08-17 04:00 1809.34 止损 -3.04% 986 20 19726 9863 -598.18 9265
94 做多 2023-07-30 01:00 1876.21 2023-08-07 23:00 1817.41 止损 -3.13% 927 20 18530 9265 -580.15 8685
95 做多 2023-07-31 02:00 1876.30 2023-08-07 23:00 1817.41 止损 -3.14% 868 20 17370 8685 -544.63 8140
96 做多 2023-07-31 20:00 1871.94 2023-08-08 00:00 1814.99 止损 -3.04% 814 20 16281 8140 -494.81 7645
97 做多 2023-08-02 02:00 1852.72 2023-08-17 08:00 1796.01 止损 -3.06% 765 20 15291 7645 -467.57 7178
98 做多 2023-08-03 22:00 1846.89 2023-08-17 18:00 1787.58 止损 -3.21% 718 20 14356 7178 -460.55 6717
99 做多 2023-08-04 22:00 1846.47 2023-08-17 18:00 1787.58 止损 -3.19% 672 20 13435 6717 -428.05 6289
100 做多 2023-08-05 20:00 1830.06 2023-08-17 23:00 1738.32 止损 -5.01% 629 20 12579 6289 -629.93 5659
101 做多 2023-08-07 04:00 1831.72 2023-08-17 23:00 1738.32 止损 -5.10% 566 20 11319 5659 -576.57 5083
102 做多 2023-08-07 09:00 1840.43 2023-08-17 21:00 1784.72 止损 -3.03% 508 20 10166 5083 -307.41 4775
103 做多 2023-08-08 09:00 1826.20 2023-08-17 23:00 1738.32 止损 -4.81% 478 20 9551 4775 -459.14 4316
104 做多 2023-08-10 20:00 1856.36 2023-08-17 08:00 1796.01 止损 -3.25% 432 20 8632 4316 -280.36 4036
105 做多 2023-08-11 21:00 1852.00 2023-08-17 08:00 1796.01 止损 -3.02% 404 20 8072 4036 -243.78 3792
106 做多 2023-08-12 09:00 1848.28 2023-08-17 16:00 1792.14 止损 -3.04% 379 20 7584 3792 -230.13 3562
107 做多 2023-08-13 09:00 1850.70 2023-08-17 16:00 1792.14 止损 -3.16% 356 20 7124 3562 -225.19 3337
108 做多 2023-08-13 18:00 1849.67 2023-08-17 16:00 1792.14 止损 -3.11% 334 20 6674 3337 -207.36 3129
109 做多 2023-08-14 03:00 1858.18 2023-08-17 08:00 1796.01 止损 -3.35% 313 20 6259 3129 -209.20 2920
110 做多 2023-08-14 15:00 1848.90 2023-08-17 16:00 1792.14 止损 -3.07% 292 20 5840 2920 -179.12 2741
111 做多 2023-08-19 19:00 1659.02 2023-08-23 05:00 1603.41 止损 -3.35% 274 20 5482 2741 -183.58 2558
112 做多 2023-08-19 22:00 1662.15 2023-08-23 05:00 1603.41 止损 -3.53% 256 20 5115 2558 -180.58 2377
113 做多 2023-08-20 20:00 1675.50 2023-08-23 03:00 1624.20 止损 -3.06% 238 20 4754 2377 -145.41 2232
114 做多 2023-08-22 07:00 1666.79 2023-08-23 05:00 1603.41 止损 -3.80% 223 20 4463 2232 -169.54 2062
115 做多 2023-08-23 15:00 1644.53 2023-08-30 00:00 1734.33 止盈 +5.46% 206 20 4124 2062 +224.97 2287
116 做多 2023-08-25 11:00 1654.61 2023-09-11 17:00 1593.01 止损 -3.72% 229 20 4574 2287 -170.11 2117
117 做多 2023-08-25 17:00 1652.12 2023-08-30 02:00 1734.96 止盈 +5.01% 212 20 4234 2117 +212.07 2329
118 做多 2023-08-25 20:00 1653.77 2023-09-11 17:00 1593.01 止损 -3.67% 233 20 4658 2329 -170.96 2158
119 做多 2023-08-26 06:00 1653.29 2023-09-11 17:00 1593.01 止损 -3.65% 216 20 4316 2158 -157.20 2001
120 做多 2023-08-27 13:00 1651.13 2023-08-30 00:00 1734.33 止盈 +5.04% 200 20 4002 2001 +201.43 2202
121 做多 2023-08-28 23:00 1647.99 2023-08-30 00:00 1734.33 止盈 +5.24% 220 20 4404 2202 +230.52 2433
122 做多 2023-08-29 22:00 1721.13 2023-09-01 00:00 1649.75 止损 -4.15% 243 20 4865 2433 -201.58 2231
123 做多 2023-08-31 16:00 1705.65 2023-09-01 00:00 1649.75 止损 -3.28% 223 20 4462 2231 -146.10 2085
124 做多 2023-09-02 13:00 1632.75 2023-09-11 22:00 1558.26 止损 -4.56% 209 20 4170 2085 -190.06 1895
125 做多 2023-09-03 06:00 1636.02 2023-09-11 19:00 1585.86 止损 -3.07% 189 20 3790 1895 -116.08 1779
126 做多 2023-09-03 14:00 1635.59 2023-09-11 19:00 1585.86 止损 -3.04% 178 20 3558 1779 -108.07 1671
127 做多 2023-09-04 04:00 1642.06 2023-09-11 18:00 1588.74 止损 -3.25% 167 20 3342 1671 -108.40 1562
128 做多 2023-09-05 18:00 1632.49 2023-09-11 22:00 1558.26 止损 -4.55% 156 20 3125 1562 -141.95 1420
129 做多 2023-09-07 04:00 1627.99 2023-09-11 22:00 1558.26 止损 -4.28% 142 20 2841 1420 -121.56 1299
130 做多 2023-09-07 07:00 1632.33 2023-09-11 22:00 1558.26 止损 -4.54% 130 20 2598 1299 -117.76 1181
131 做多 2023-09-08 02:00 1635.79 2023-09-11 19:00 1585.86 止损 -3.05% 118 20 2362 1181 -72.03 1109
132 做多 2023-09-09 07:00 1635.78 2023-09-11 19:00 1585.86 止损 -3.05% 111 20 2218 1109 -67.63 1041
133 做多 2023-09-10 03:00 1633.18 2023-09-11 22:00 1558.26 止损 -4.59% 104 20 2083 1041 -95.46 946
134 做多 2023-09-10 06:00 1634.87 2023-09-11 22:00 1558.26 止损 -4.69% 95 20 1892 946 -88.57 857
135 做多 2023-09-12 12:00 1581.57 2023-09-18 20:00 1664.58 止盈 +5.25% 86 20 1715 857 +89.92 947
136 做多 2023-09-13 19:00 1603.83 2023-09-29 15:00 1685.59 止盈 +5.10% 95 20 1895 947 +96.49 1044
137 做多 2023-09-15 10:00 1631.89 2023-09-21 21:00 1575.52 止损 -3.45% 104 20 2088 1044 -72.04 972
138 做多 2023-09-16 06:00 1648.96 2023-09-21 18:00 1590.92 止损 -3.52% 97 20 1944 972 -68.34 903
139 做多 2023-09-17 20:00 1630.69 2023-09-21 21:00 1575.52 止损 -3.38% 90 20 1807 903 -61.07 842
140 做多 2023-09-18 13:00 1629.20 2023-09-21 21:00 1575.52 止损 -3.29% 84 20 1685 842 -55.46 787
141 做多 2023-09-19 17:00 1652.78 2023-09-21 18:00 1590.92 止损 -3.74% 79 20 1574 787 -58.85 728
142 做多 2023-09-22 12:00 1593.33 2023-09-29 15:00 1685.59 止盈 +5.79% 73 20 1456 728 +84.24 812
143 做多 2023-09-23 09:00 1595.01 2023-09-29 15:00 1685.59 止盈 +5.68% 81 20 1625 812 +92.17 905
144 做多 2023-09-23 17:00 1592.18 2023-09-29 15:00 1685.59 止盈 +5.87% 90 20 1809 905 +106.03 1011
145 做多 2023-09-24 04:00 1592.55 2023-09-29 15:00 1685.59 止盈 +5.84% 101 20 2021 1011 +117.96 1128
146 做多 2023-09-24 10:00 1593.38 2023-09-29 15:00 1685.59 止盈 +5.79% 113 20 2257 1128 +130.48 1259
147 做多 2023-09-24 16:00 1593.82 2023-09-29 15:00 1685.59 止盈 +5.76% 126 20 2518 1259 +144.84 1404
148 做多 2023-09-26 00:00 1590.00 2023-09-29 15:00 1685.59 止盈 +6.01% 140 20 2808 1404 +168.62 1572
149 做多 2023-09-27 07:00 1593.30 2023-09-29 15:00 1685.59 止盈 +5.79% 157 20 3145 1572 +181.98 1754
150 做多 2023-09-28 12:00 1609.00 2023-10-02 06:00 1734.10 止盈 +7.78% 175 20 3509 1754 +272.54 2027
151 做多 2023-09-30 11:00 1669.63 2023-10-05 23:00 1617.40 止损 -3.13% 203 20 4054 2027 -126.69 1900
152 做多 2023-10-01 15:00 1677.52 2023-10-05 23:00 1617.40 止损 -3.58% 190 20 3801 1900 -136.07 1764
153 做多 2023-10-02 06:00 1734.10 2023-10-03 02:00 1657.52 止损 -4.42% 176 20 3528 1764 -155.66 1609
154 做多 2023-10-04 20:00 1645.44 2023-10-09 17:00 1591.58 止损 -3.27% 161 20 3217 1609 -105.20 1503
155 做多 2023-10-05 05:00 1643.02 2023-10-09 17:00 1591.58 止损 -3.13% 150 20 3007 1503 -94.04 1409
156 做多 2023-10-06 14:00 1621.38 2023-10-10 00:00 1568.67 止损 -3.25% 141 20 2819 1409 -91.54 1318
157 做多 2023-10-08 12:00 1632.61 2023-10-10 00:00 1568.67 止损 -3.92% 132 20 2636 1318 -103.12 1215
158 做多 2023-10-09 01:00 1631.34 2023-10-10 00:00 1568.67 止损 -3.84% 121 20 2429 1215 -93.23 1121
159 做多 2023-10-10 13:00 1585.43 2023-10-13 00:00 1528.18 止损 -3.61% 112 20 2243 1121 -80.91 1041
160 做多 2023-10-11 18:00 1575.41 2023-10-23 06:00 1665.90 止盈 +5.74% 104 20 2081 1041 +119.41 1160
161 做多 2023-10-12 07:00 1566.07 2023-10-23 06:00 1665.90 止盈 +6.37% 116 20 2320 1160 +147.73 1308
162 做多 2023-10-13 11:00 1538.25 2023-10-20 17:00 1617.89 止盈 +5.18% 131 20 2615 1308 +135.27 1443
163 做多 2023-10-14 04:00 1558.83 2023-10-22 01:00 1637.80 止盈 +5.07% 144 20 2886 1443 +146.05 1589
164 做多 2023-10-15 00:00 1555.11 2023-10-22 01:00 1637.80 止盈 +5.32% 159 20 3178 1589 +168.81 1758
165 做多 2023-10-16 02:00 1564.45 2023-10-22 14:00 1644.33 止盈 +5.11% 176 20 3516 1758 +179.32 1937
166 做多 2023-10-18 13:00 1572.03 2023-10-23 06:00 1665.90 止盈 +5.97% 194 20 3874 1937 +231.11 2168
167 做多 2023-10-19 23:00 1560.34 2023-10-22 13:00 1641.24 止盈 +5.18% 217 20 4336 2168 +224.61 2393
168 做多 2023-10-21 17:00 1606.35 2023-10-23 11:00 1693.62 止盈 +5.43% 239 20 4786 2393 +259.74 2653
169 做多 2023-10-23 04:00 1639.62 2023-10-24 06:00 1786.17 止盈 +8.94% 265 20 5305 2653 +473.70 3126
170 做多 2023-10-25 21:00 1792.99 2023-11-05 11:00 1889.85 止盈 +5.40% 313 20 6253 3126 +337.43 3464
171 做多 2023-10-26 05:00 1788.47 2023-11-05 11:00 1889.85 止盈 +5.67% 346 20 6927 3464 +392.29 3856
172 做多 2023-10-28 10:00 1792.28 2023-11-05 11:00 1889.85 止盈 +5.44% 386 20 7712 3856 +419.41 4275
173 做多 2023-10-29 17:00 1789.19 2023-11-05 11:00 1889.85 止盈 +5.63% 428 20 8551 4275 +480.59 4756
174 做多 2023-10-30 17:00 1817.40 2023-11-06 22:00 1913.96 止盈 +5.31% 476 20 9512 4756 +504.87 5261
175 做多 2023-10-31 06:00 1810.35 2023-11-06 01:00 1901.12 止盈 +5.01% 526 20 10522 5261 +527.02 5788
176 做多 2023-10-31 20:00 1799.63 2023-11-05 11:00 1889.85 止盈 +5.01% 579 20 11576 5788 +579.74 6368
177 做多 2023-11-01 03:00 1812.43 2023-11-06 20:00 1906.61 止盈 +5.20% 637 20 12735 6368 +661.10 7029
178 做多 2023-11-02 03:00 1836.87 2023-11-09 22:00 1990.00 止盈 +8.34% 703 20 14057 7029 +1170.72 8199
179 做多 2023-11-03 22:00 1806.28 2023-11-06 01:00 1901.12 止盈 +5.25% 820 20 16399 8199 +860.17 9060
180 做多 2023-11-06 09:00 1886.68 2023-11-09 22:00 1990.00 止盈 +5.48% 906 20 18119 9060 +991.27 10051
181 做多 2023-11-06 19:00 1899.39 2023-11-09 23:00 2039.56 止盈 +7.38% 1005 20 20102 10051 +1481.97 11533
182 做多 2023-11-08 04:00 1902.18 2023-11-09 23:00 2039.56 止盈 +7.22% 1153 20 23066 11533 +1664.19 13197
183 做多 2023-11-08 22:00 1886.95 2023-11-09 22:00 1990.00 止盈 +5.46% 1320 20 26394 13197 +1439.99 14637
184 做多 2023-11-11 22:00 2083.00 2023-11-15 02:00 1966.47 止损 -5.59% 1464 20 29274 14637 -1636.05 13001
185 做多 2023-11-12 23:00 2058.35 2023-11-15 02:00 1966.47 止损 -4.46% 1300 20 26002 13001 -1159.51 11841
186 做多 2023-11-13 19:00 2048.38 2023-11-15 02:00 1966.47 止损 -4.00% 1184 20 23683 11841 -946.08 10895
187 做多 2023-11-15 19:00 2013.96 2023-11-17 21:00 1952.50 止损 -3.05% 1090 20 21791 10895 -664.32 10231
188 做多 2023-11-18 09:00 1950.37 2023-11-21 01:00 2058.06 止盈 +5.52% 1023 20 20462 10231 +1128.69 11360
189 做多 2023-11-19 00:00 1964.49 2023-11-23 02:00 2063.63 止盈 +5.05% 1136 20 22720 11360 +1145.42 12505
190 做多 2023-11-19 14:00 1962.60 2023-11-23 02:00 2063.63 止盈 +5.15% 1251 20 25010 12505 +1286.19 13791
191 做多 2023-11-20 00:00 1969.16 2023-11-23 03:00 2077.35 止盈 +5.49% 1379 20 27583 13791 +1513.94 15305
192 做多 2023-11-22 14:00 1994.62 2023-11-24 17:00 2110.49 止盈 +5.81% 1531 20 30611 15305 +1776.43 17082
193 做多 2023-11-24 05:00 2069.35 2023-11-27 23:00 2003.15 止损 -3.20% 1708 20 34163 17082 -1091.82 15990
194 做多 2023-11-26 05:00 2083.96 2023-11-27 20:00 2018.40 止损 -3.15% 1599 20 31980 15990 -1005.06 14985
195 做多 2023-11-26 14:00 2090.22 2023-11-27 18:00 2024.32 止损 -3.15% 1498 20 29970 14985 -943.93 14041
196 做多 2023-11-28 09:00 2026.36 2023-12-03 02:00 2148.02 止盈 +6.00% 1404 20 28082 14041 +1684.31 15725
197 做多 2023-11-28 19:00 2027.98 2023-12-03 02:00 2148.02 止盈 +5.92% 1573 20 31450 15725 +1859.75 17585
198 做多 2023-11-30 14:00 2034.75 2023-12-03 02:00 2148.02 止盈 +5.57% 1758 20 35170 17585 +1955.88 19541
199 做多 2023-11-30 19:00 2045.23 2023-12-03 02:00 2148.02 止盈 +5.03% 1954 20 39082 19541 +1962.22 21503
200 做多 2023-12-02 11:00 2092.47 2023-12-04 06:00 2205.94 止盈 +5.42% 2150 20 43006 21503 +2329.80 23833
201 做多 2023-12-04 04:00 2167.79 2023-12-06 01:00 2292.99 止盈 +5.78% 2383 20 47666 23833 +2750.17 26583
202 做多 2023-12-05 09:00 2240.11 2023-12-08 05:00 2370.57 止盈 +5.82% 2658 20 53166 26583 +3093.20 29676
203 做多 2023-12-06 01:00 2292.99 2023-12-11 22:00 2220.45 止损 -3.16% 2968 20 59352 29676 -1875.77 27800
204 做多 2023-12-07 14:00 2260.55 2023-12-08 10:00 2379.16 止盈 +5.25% 2780 20 55601 27800 +2914.44 30715
205 做多 2023-12-07 23:00 2322.81 2023-12-11 10:00 2230.13 止损 -3.99% 3071 20 61430 30715 -2448.60 28266
206 做多 2023-12-09 07:00 2360.82 2023-12-11 10:00 2230.13 止损 -5.54% 2827 20 56533 28266 -3126.40 25140
207 做多 2023-12-10 15:00 2355.38 2023-12-11 10:00 2230.13 止损 -5.32% 2514 20 50280 25140 -2671.01 22469
208 做多 2023-12-11 00:00 2349.68 2023-12-11 10:00 2230.13 止损 -5.09% 2247 20 44938 22469 -2284.12 20185
209 做多 2023-12-12 09:00 2236.07 2023-12-13 11:00 2167.28 止损 -3.08% 2018 20 40370 20185 -1240.68 18944
210 做多 2023-12-13 20:00 2184.17 2023-12-14 19:00 2308.57 止盈 +5.70% 1894 20 37888 18944 +2155.78 21100
211 做多 2023-12-16 13:00 2249.14 2023-12-18 09:00 2171.03 止损 -3.47% 2110 20 42200 21100 -1464.08 19636
212 做多 2023-12-18 01:00 2227.92 2023-12-18 17:00 2159.78 止损 -3.06% 1964 20 39272 19636 -1199.90 18436
213 做多 2023-12-19 03:00 2175.42 2023-12-22 16:00 2293.31 止盈 +5.42% 1844 20 36872 18436 +1996.15 20432
214 做多 2023-12-20 13:00 2211.20 2023-12-22 22:00 2342.35 止盈 +5.93% 2043 20 40864 20432 +2421.30 22853
215 做多 2023-12-21 17:00 2222.49 2023-12-22 22:00 2342.35 止盈 +5.39% 2285 20 45707 22853 +2462.52 25316
216 做多 2023-12-24 02:00 2306.52 2023-12-26 13:00 2236.12 止损 -3.05% 2532 20 50632 25316 -1543.85 23772
217 做多 2023-12-25 16:00 2274.32 2023-12-27 01:00 2201.02 止损 -3.22% 2377 20 47544 23772 -1530.78 22241
218 做多 2023-12-25 20:00 2301.71 2023-12-26 14:00 2229.81 止损 -3.12% 2224 20 44482 22241 -1388.14 20853
219 做多 2023-12-27 16:00 2250.39 2023-12-28 00:00 2368.87 止盈 +5.26% 2085 20 41706 20853 +2193.58 23047
220 做多 2023-12-29 18:00 2367.79 2023-12-30 05:00 2287.52 止损 -3.39% 2305 20 46093 23047 -1561.04 21486
221 做多 2023-12-30 23:00 2314.41 2024-01-03 21:00 2224.29 止损 -3.89% 2149 20 42971 21486 -1671.57 19814
222 做多 2023-12-31 18:00 2312.13 2024-01-02 16:00 2429.28 止盈 +5.07% 1981 20 39628 19814 +2005.85 21820
223 做多 2024-01-01 18:00 2304.19 2024-01-02 16:00 2429.28 止盈 +5.43% 2182 20 43640 21820 +2366.75 24187
224 做多 2024-01-03 13:00 2378.74 2024-01-03 20:00 2249.55 止损 -5.43% 2419 20 48373 24187 -2624.54 21562
225 做多 2024-01-04 14:00 2239.62 2024-01-09 03:00 2355.24 止盈 +5.16% 2156 20 43124 21562 +2224.06 23786
226 做多 2024-01-06 06:00 2248.00 2024-01-10 08:00 2399.46 止盈 +6.74% 2379 20 47572 23786 +3202.01 26988
227 做多 2024-01-07 02:00 2246.85 2024-01-10 08:00 2399.46 止盈 +6.79% 2699 20 53976 26988 +3662.51 30651
228 做多 2024-01-08 05:00 2239.20 2024-01-09 03:00 2355.24 止盈 +5.18% 3065 20 61301 30651 +3173.59 33824
229 做多 2024-01-08 18:00 2226.22 2024-01-09 03:00 2355.24 止盈 +5.80% 3382 20 67649 33824 +3916.64 37741
230 做多 2024-01-10 06:00 2341.19 2024-01-11 03:00 2478.06 止盈 +5.85% 3774 20 75482 37741 +4408.39 42149
231 做多 2024-01-12 18:00 2621.80 2024-01-13 05:00 2527.75 止损 -3.59% 4215 20 84299 42149 -3020.96 39128
232 做多 2024-01-13 23:00 2564.29 2024-01-15 07:00 2474.36 止损 -3.51% 3913 20 78257 39128 -2741.73 36387
233 做多 2024-01-15 17:00 2529.29 2024-01-19 03:00 2439.37 止损 -3.56% 3639 20 72773 36387 -2584.61 33802
234 做多 2024-01-16 14:00 2535.32 2024-01-19 03:00 2439.37 止损 -3.78% 3380 20 67604 33802 -2555.94 31246
235 做多 2024-01-18 16:00 2537.75 2024-01-19 03:00 2439.37 止损 -3.88% 3125 20 62492 31246 -2420.19 28826
236 做多 2024-01-19 18:00 2490.86 2024-01-22 16:00 2411.24 止损 -3.20% 2883 20 57652 28826 -1840.99 26985
237 做多 2024-01-20 04:00 2485.05 2024-01-22 17:00 2389.26 止损 -3.85% 2698 20 53970 26985 -2078.27 24907
238 做多 2024-01-21 09:00 2469.55 2024-01-22 17:00 2389.26 止损 -3.25% 2491 20 49813 24907 -1617.91 23289
239 做多 2024-01-24 10:00 2222.11 2024-01-30 23:00 2340.43 止盈 +5.32% 2329 20 46577 23289 +2477.61 25766
240 做多 2024-01-25 18:00 2237.54 2024-01-31 00:00 2368.76 止盈 +5.86% 2577 20 51533 25766 +3019.10 28785
241 做多 2024-01-26 05:00 2219.03 2024-01-30 23:00 2340.43 止盈 +5.47% 2879 20 57571 28785 +3146.47 31932
242 做多 2024-01-26 19:00 2253.11 2024-01-31 00:00 2368.76 止盈 +5.13% 3193 20 63864 31932 +3274.79 35207
243 做多 2024-01-27 23:00 2269.29 2024-02-08 00:00 2397.03 止盈 +5.63% 3521 20 70413 35207 +3959.66 39166
244 做多 2024-01-28 01:00 2264.75 2024-01-31 05:00 2379.24 止盈 +5.06% 3917 20 78333 39166 +3956.00 43122
245 做多 2024-01-28 03:00 2272.00 2024-02-08 00:00 2397.03 止盈 +5.50% 4312 20 86245 43122 +4741.37 47864
246 做多 2024-01-29 13:00 2263.85 2024-01-31 05:00 2379.24 止盈 +5.10% 4786 20 95727 47864 +4874.42 52738
247 做多 2024-01-30 01:00 2302.17 2024-02-08 03:00 2418.66 止盈 +5.06% 5274 20 105476 52738 +5331.77 58070
248 做多 2024-02-01 02:00 2334.31 2024-02-01 09:00 2244.23 止损 -3.86% 5807 20 116140 58070 -4477.30 53593
249 做多 2024-02-01 22:00 2296.56 2024-02-08 02:00 2416.97 止盈 +5.24% 5359 20 107185 53593 +5614.16 59207
250 做多 2024-02-03 09:00 2325.11 2024-02-08 23:00 2452.52 止盈 +5.48% 5921 20 118414 59207 +6482.27 65689
251 做多 2024-02-04 20:00 2302.17 2024-02-08 03:00 2418.66 止盈 +5.06% 6569 20 131378 65689 +6641.09 72330
252 做多 2024-02-05 15:00 2309.74 2024-02-08 04:00 2438.64 止盈 +5.58% 7233 20 144660 72330 +8065.00 80395
253 做多 2024-02-06 11:00 2315.79 2024-02-08 04:00 2438.64 止盈 +5.30% 8040 20 160790 80395 +8521.21 88916
254 做多 2024-02-08 00:00 2397.03 2024-02-11 11:00 2528.28 止盈 +5.48% 8892 20 177833 88916 +9727.54 98644
255 做多 2024-02-08 23:00 2452.52 2024-02-13 01:00 2609.01 止盈 +6.38% 9864 20 197288 98644 +12575.92 111220
256 做多 2024-02-09 10:00 2456.19 2024-02-13 01:00 2609.01 止盈 +6.22% 11122 20 222440 111220 +13825.98 125046
257 做多 2024-02-11 05:00 2509.99 2024-02-13 04:00 2642.46 止盈 +5.28% 12505 20 250092 125046 +13185.91 138232
258 做多 2024-02-12 23:00 2557.33 2024-02-14 16:00 2708.94 止盈 +5.93% 13823 20 276463 138232 +16373.60 154605
259 做多 2024-02-14 14:00 2646.28 2024-02-15 05:00 2780.11 止盈 +5.06% 15461 20 309211 154605 +15622.03 170227
260 做多 2024-02-18 06:00 2786.95 2024-02-19 15:00 2927.89 止盈 +5.06% 17023 20 340455 170227 +17200.06 187427
261 做多 2024-02-20 21:00 3001.77 2024-02-21 00:00 2898.91 止损 -3.43% 18743 20 374855 187427 -12832.10 174595
262 做多 2024-02-21 03:00 2988.23 2024-02-21 22:00 2892.94 止损 -3.19% 17460 20 349191 174595 -11124.01 163471
263 做多 2024-02-22 07:00 2969.65 2024-02-26 23:00 3149.10 止盈 +6.04% 16347 20 326943 163471 +19736.73 183208
264 做多 2024-02-24 05:00 2943.71 2024-02-26 04:00 3102.70 止盈 +5.40% 18321 20 366416 183208 +19770.37 202978
265 做多 2024-02-24 14:00 2949.14 2024-02-26 04:00 3102.70 止盈 +5.21% 20298 20 405957 202978 +21116.79 224095
266 做多 2024-02-27 00:00 3156.57 2024-02-28 16:00 3334.12 止盈 +5.62% 22410 20 448190 224095 +25184.49 249280
267 做多 2024-02-28 12:00 3270.39 2024-02-29 08:00 3456.72 止盈 +5.70% 24928 20 498559 249280 +28376.94 277657
268 做多 2024-02-29 07:00 3387.07 2024-03-04 23:00 3562.65 止盈 +5.18% 27766 20 555313 277657 +28757.71 306414
269 做多 2024-03-01 17:00 3432.13 2024-03-05 06:00 3611.32 止盈 +5.22% 30641 20 612829 306414 +31963.52 338378
270 做多 2024-03-03 09:00 3434.33 2024-03-05 06:00 3611.32 止盈 +5.15% 33838 20 676756 338378 +34842.08 373220
271 做多 2024-03-03 23:00 3424.31 2024-03-05 02:00 3600.89 止盈 +5.16% 37322 20 746440 373220 +38452.87 411673
272 做多 2024-03-06 14:00 3752.42 2024-03-08 16:00 3944.80 止盈 +5.13% 41167 20 823346 411673 +42169.27 453842
273 做多 2024-03-07 23:00 3840.37 2024-03-11 17:00 4045.64 止盈 +5.35% 45384 20 907684 453842 +48467.72 502310
274 做多 2024-03-09 04:00 3943.17 2024-03-11 09:00 3821.74 止损 -3.08% 50231 20 1004620 502310 -30906.34 471403
275 做多 2024-03-09 14:00 3941.23 2024-03-11 09:00 3821.74 止损 -3.03% 47140 20 942807 471403 -28555.38 442848
276 做多 2024-03-09 23:00 3920.24 2024-03-15 03:00 3789.88 止损 -3.33% 44285 20 885696 442848 -29422.66 413425
277 做多 2024-03-10 09:00 3934.60 2024-03-15 02:00 3815.37 止损 -3.03% 41343 20 826851 413425 -25030.96 388394
278 做多 2024-03-11 15:00 4013.37 2024-03-14 21:00 3881.10 止损 -3.30% 38839 20 776789 388394 -25575.29 362819
279 做多 2024-03-13 10:00 4036.01 2024-03-14 21:00 3881.10 止损 -3.84% 36282 20 725638 362819 -27823.57 334996
280 做多 2024-03-16 06:00 3732.38 2024-03-17 02:00 3598.36 止损 -3.59% 33500 20 669991 334996 -24033.57 310962
281 做多 2024-03-16 08:00 3763.28 2024-03-16 21:00 3649.68 止损 -3.02% 31096 20 621924 310962 -18754.89 292207
282 做多 2024-03-17 20:00 3543.42 2024-03-19 09:00 3394.45 止损 -4.20% 29221 20 584414 292207 -24544.97 267662
283 做多 2024-03-18 14:00 3629.59 2024-03-18 22:00 3515.91 止损 -3.13% 26766 20 535324 267662 -16749.77 250912
284 做多 2024-03-20 19:00 3294.54 2024-03-21 04:00 3462.88 止盈 +5.11% 25091 20 501825 250912 +25615.93 276528
285 做多 2024-03-22 13:00 3533.97 2024-03-22 19:00 3407.74 止损 -3.57% 27653 20 553057 276528 -19734.89 256793
286 做多 2024-03-23 15:00 3367.61 2024-03-25 22:00 3565.10 止盈 +5.86% 25679 20 513587 256793 +30088.65 286882
287 做多 2024-03-24 19:00 3389.88 2024-03-25 22:00 3565.10 止盈 +5.17% 28688 20 573764 286882 +29627.72 316510

⚙️ 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