📊 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 14:15

📈 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
开仓比例
10%
杠杆
20x
天数
360天
交易次数
124次
盈利
72次
亏损
52次
胜率
58.1%
总收益
+3561.6%
最终资金
366165U
最大回撤
-56.8%
月化收益
+296.8%

📊 收益与风险

盈利因子
1.67
止盈次数
72
止损次数
52
盈亏比
1.38

📋 交易记录明细(共124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 2020-04-03 04:00 6735.99 2020-04-06 14:00 7073.27 止盈 +5.01% 1000 20 20000 10000 +1000.43 11000
2 做多 2020-04-03 07:00 6791.63 2020-04-06 23:00 7139.13 止盈 +5.12% 1100 20 22001 11000 +1124.57 12125
3 做多 2020-04-03 21:00 6837.41 2020-04-07 01:00 7201.68 止盈 +5.33% 1212 20 24250 12125 +1290.65 13416
4 做多 2020-04-04 07:00 6729.80 2020-04-06 14:00 7073.27 止盈 +5.10% 1342 20 26831 13416 +1368.02 14784
5 做多 2020-04-04 10:00 6678.29 2020-04-06 14:00 7073.27 止盈 +5.91% 1478 20 29567 14784 +1746.98 16531
6 做多 2020-04-04 14:00 6724.76 2020-04-06 14:00 7073.27 止盈 +5.18% 1653 20 33061 16531 +1711.68 18242
7 做多 2020-04-04 19:00 6692.68 2020-04-06 14:00 7073.27 止盈 +5.69% 1824 20 36485 18242 +2072.68 20315
8 做多 2020-04-05 07:00 6851.10 2020-04-07 01:00 7201.68 止盈 +5.12% 2032 20 40630 20315 +2077.01 22392
9 做多 2020-04-08 14:00 7314.91 2020-04-10 13:00 6952.11 止损 -4.96% 2239 20 44784 22392 -2218.95 20173
10 做多 2020-04-09 06:00 7354.93 2020-04-10 13:00 6952.11 止损 -5.48% 2017 20 40346 20173 -2207.50 17966
11 做多 2020-04-09 21:00 7322.34 2020-04-10 13:00 6952.11 止损 -5.06% 1797 20 35931 17966 -1814.92 16151
12 做多 2020-04-10 05:00 7308.40 2020-04-10 13:00 6952.11 止损 -4.88% 1615 20 32301 16151 -1573.14 14578
13 做多 2020-04-12 22:00 6961.46 2020-04-13 08:00 6712.62 止损 -3.57% 1458 20 29155 14578 -1041.12 13536
14 做多 2020-04-14 12:00 6880.79 2020-04-16 07:00 6616.89 止损 -3.84% 1354 20 27073 13536 -1037.29 12499
15 做多 2020-04-16 19:00 7019.97 2020-04-21 03:00 6766.71 止损 -3.61% 1250 20 24998 12499 -900.96 11598
16 做多 2020-04-20 14:00 7163.69 2020-04-21 01:00 6869.96 止损 -4.10% 1160 20 23196 11598 -950.16 10648
17 做多 2020-04-22 18:00 6931.68 2020-04-23 22:00 7538.61 止盈 +8.76% 1065 20 21296 10648 +1862.79 12511
18 做多 2020-05-02 14:00 8828.71 2020-05-06 19:00 9321.44 止盈 +5.58% 1251 20 25022 12511 +1395.06 13906
19 做多 2020-05-05 10:00 8854.53 2020-05-06 19:00 9321.44 止盈 +5.27% 1391 20 27812 13906 +1465.08 15371
20 做多 2020-05-12 17:00 8782.50 2020-05-14 04:00 9281.00 止盈 +5.68% 1537 20 30742 15371 +1743.18 17114
21 做多 2020-05-17 13:00 9491.08 2020-05-21 22:00 9078.84 止损 -4.34% 1711 20 34228 17114 -1485.20 15629
22 做多 2020-05-20 00:00 9691.54 2020-05-21 16:00 9371.77 止损 -3.30% 1563 20 31258 15629 -1030.31 14599
23 做多 2020-05-20 07:00 9773.64 2020-05-20 23:00 9410.03 止损 -3.72% 1460 20 29197 14599 -1085.14 13513
24 做多 2020-05-23 09:00 9231.81 2020-05-25 00:00 8934.00 止损 -3.23% 1351 20 27027 13513 -870.99 12642
25 做多 2020-05-26 18:00 8858.41 2020-05-28 20:00 9415.70 止盈 +6.29% 1264 20 25285 12642 +1589.10 14232
26 做多 2020-05-27 12:00 8854.98 2020-05-28 20:00 9415.70 止盈 +6.33% 1423 20 28463 14232 +1800.56 16032
27 做多 2020-06-02 00:00 9579.45 2020-06-02 07:00 10232.48 止盈 +6.82% 1603 20 32064 16032 +2183.63 18216
28 做多 2020-06-04 16:00 9637.81 2020-06-12 00:00 9083.01 止损 -5.76% 1822 20 36431 18216 -2095.08 16121
29 做多 2020-06-08 08:00 9759.28 2020-06-12 00:00 9083.01 止损 -6.93% 1612 20 32241 16121 -2231.93 13889
30 做多 2020-06-10 04:00 9740.63 2020-06-12 00:00 9083.01 止损 -6.75% 1389 20 27777 13889 -1873.47 12015
31 做多 2020-06-13 21:00 9426.20 2020-06-15 13:00 9034.86 止损 -4.15% 1202 20 24031 12015 -996.66 11019
32 做多 2020-06-16 06:00 9412.00 2020-06-25 11:00 9099.65 止损 -3.32% 1102 20 22037 11019 -730.60 10288
33 做多 2020-06-21 09:00 9368.17 2020-06-26 22:00 9086.35 止损 -3.01% 1029 20 20576 10288 -618.36 9670
34 做多 2020-06-29 02:00 9149.48 2020-07-24 00:00 9628.10 止盈 +5.23% 967 20 19339 9670 +1010.65 10680
35 做多 2020-07-01 18:00 9150.99 2020-07-24 00:00 9628.10 止盈 +5.21% 1068 20 21361 10680 +1112.57 11793
36 做多 2020-07-05 03:00 9131.33 2020-07-24 00:00 9628.10 止盈 +5.44% 1179 20 23586 11793 +1281.85 13075
37 做多 2020-07-06 14:00 9222.00 2020-07-26 01:00 9688.10 止盈 +5.05% 1307 20 26149 13075 +1320.33 14395
38 做多 2020-07-11 13:00 9261.78 2020-07-26 16:00 9775.00 止盈 +5.54% 1440 20 28790 14395 +1593.74 15989
39 做多 2020-07-12 07:00 9233.50 2020-07-26 04:00 9715.57 止盈 +5.22% 1599 20 31978 15989 +1667.84 17657
40 做多 2020-07-13 08:00 9275.50 2020-07-26 16:00 9775.00 止盈 +5.39% 1766 20 35313 17657 +1899.77 19556
41 做多 2020-07-15 09:00 9249.69 2020-07-26 04:00 9715.57 止盈 +5.04% 1956 20 39113 19556 +1968.03 21524
42 做多 2020-07-18 02:00 9158.62 2020-07-24 00:00 9628.10 止盈 +5.13% 2152 20 43049 21524 +2204.52 23729
43 做多 2020-07-20 07:00 9210.51 2020-07-26 01:00 9688.10 止盈 +5.19% 2373 20 47458 23729 +2458.36 26187
44 做多 2020-07-31 06:00 11178.04 2020-08-02 01:00 11745.01 止盈 +5.07% 2619 20 52375 26187 +2653.88 28841
45 做多 2020-07-31 19:00 11231.87 2020-08-02 04:00 11844.90 止盈 +5.46% 2884 20 57682 28841 +3145.13 31986
46 做多 2020-08-04 04:00 11383.88 2020-08-10 10:00 12018.90 止盈 +5.58% 3199 20 63973 31986 +3564.98 35551
47 做多 2020-08-05 17:00 11401.20 2020-08-10 10:00 12018.90 止盈 +5.42% 3555 20 71103 35551 +3848.38 39400
48 做多 2020-08-09 01:00 11716.43 2020-08-12 04:00 11219.00 止损 -4.25% 3940 20 78799 39400 -3342.14 36058
49 做多 2020-08-10 10:00 12018.90 2020-08-11 21:00 11655.41 止损 -3.02% 3606 20 72115 36058 -2178.81 33879
50 做多 2020-08-13 08:00 11640.00 2020-08-17 23:00 12443.99 止盈 +6.91% 3388 20 67757 33879 +4675.41 38554
51 做多 2020-08-17 08:00 11855.31 2020-08-22 08:00 11429.20 止损 -3.59% 3855 20 77108 38554 -2768.69 35785
52 做多 2020-08-17 11:00 11856.27 2020-08-22 08:00 11429.20 止损 -3.60% 3579 20 71571 35785 -2575.45 33210
53 做多 2020-08-17 21:00 12132.85 2020-08-19 12:00 11766.81 止损 -3.02% 3321 20 66420 33210 -2001.84 31208
54 做多 2020-08-21 02:00 11867.46 2020-08-22 08:00 11429.20 止损 -3.69% 3121 20 62416 31208 -2302.70 28905
55 做多 2020-08-23 14:00 11611.38 2020-08-26 01:00 11243.99 止损 -3.16% 2891 20 57811 28905 -1827.34 27078
56 做多 2020-08-24 00:00 11639.71 2020-08-26 01:00 11243.99 止损 -3.40% 2708 20 54156 27078 -1839.33 25239
57 做多 2020-08-27 07:00 11466.22 2020-09-01 23:00 12049.13 止盈 +5.08% 2524 20 50478 25239 +2563.57 27802
58 做多 2020-08-28 16:00 11398.29 2020-09-01 23:00 12049.13 止盈 +5.71% 2780 20 55605 27802 +3171.84 30974
59 做多 2020-09-07 08:00 10282.80 2020-09-07 20:00 9950.84 止损 -3.23% 3097 20 61948 30974 -1997.88 28976
60 做多 2020-09-08 07:00 10378.76 2020-09-08 17:00 10018.33 止损 -3.47% 2898 20 57953 28976 -2010.54 26966
61 做多 2020-09-09 20:00 10192.51 2020-09-15 00:00 10717.87 止盈 +5.15% 2697 20 53931 26966 +2777.05 29743
62 做多 2020-09-12 05:00 10342.99 2020-09-15 20:00 10900.23 止盈 +5.39% 2974 20 59486 29743 +3201.65 32944
63 做多 2020-09-14 20:00 10501.89 2020-09-17 00:00 11050.00 止盈 +5.22% 3294 20 65889 32944 +3435.41 36380
64 做多 2020-09-18 07:00 10935.33 2020-09-21 20:00 10569.37 止损 -3.35% 3638 20 72760 36380 -2432.53 33947
65 做多 2020-09-19 10:00 10963.54 2020-09-21 19:00 10634.48 止损 -3.00% 3395 20 67895 33947 -2035.75 31912
66 做多 2020-09-23 23:00 10446.46 2020-10-09 18:00 10980.92 止盈 +5.12% 3191 20 63823 31912 +3262.04 35174
67 做多 2020-09-25 01:00 10649.90 2020-10-10 10:00 11390.93 止盈 +6.96% 3517 20 70347 35174 +4889.93 40064
68 做多 2020-09-28 06:00 10745.09 2020-10-10 10:00 11390.93 止盈 +6.01% 4006 20 80127 40064 +4811.27 44875
69 做多 2020-10-01 06:00 10741.00 2020-10-10 10:00 11390.93 止盈 +6.05% 4487 20 89750 44875 +5425.25 50300
70 做多 2020-10-04 01:00 10575.76 2020-10-10 10:00 11390.93 止盈 +7.71% 5030 20 100600 50300 +7746.41 58046
71 做多 2020-10-08 11:00 10634.23 2020-10-10 10:00 11390.93 止盈 +7.12% 5805 20 116093 58046 +8252.57 66299
72 做多 2020-10-08 22:00 10909.99 2020-10-12 21:00 11492.00 止盈 +5.33% 6630 20 132598 66299 +7066.57 73366
73 做多 2020-10-12 23:00 11551.71 2020-10-21 11:00 12172.67 止盈 +5.38% 7337 20 146731 73366 +7879.62 81245
74 做多 2020-10-16 03:00 11518.48 2020-10-21 10:00 12115.48 止盈 +5.18% 8125 20 162490 81245 +8413.42 89659
75 做多 2020-10-18 10:00 11373.00 2020-10-21 00:00 11961.05 止盈 +5.17% 8966 20 179317 89659 +9262.47 98921
76 做多 2020-10-24 11:00 12971.48 2020-10-28 00:00 13638.99 止盈 +5.15% 9892 20 197842 98921 +10170.75 109092
77 做多 2020-10-26 11:00 13086.21 2020-10-28 10:00 13835.97 止盈 +5.73% 10909 20 218184 109092 +12488.10 121580
78 做多 2020-10-27 12:00 13115.99 2020-10-28 10:00 13835.97 止盈 +5.49% 12158 20 243160 121580 +13334.51 134914
79 做多 2020-10-30 05:00 13504.30 2020-11-05 10:00 14228.71 止盈 +5.36% 13491 20 269829 134914 +14459.94 149374
80 做多 2020-10-30 23:00 13540.01 2020-11-05 10:00 14228.71 止盈 +5.09% 14937 20 298749 149374 +15180.39 164555
81 做多 2020-11-04 01:00 13720.79 2020-11-05 15:00 14469.71 止盈 +5.46% 16455 20 329110 164555 +17945.78 182501
82 做多 2020-11-09 02:00 15528.94 2020-11-09 23:00 15006.90 止损 -3.36% 18250 20 365001 182501 -12258.06 170243
83 做多 2020-11-10 09:00 15389.12 2020-11-13 06:00 16225.42 止盈 +5.43% 17024 20 340485 170243 +18484.68 188727
84 做多 2020-11-10 16:00 15377.65 2020-11-13 06:00 16225.42 止盈 +5.51% 18873 20 377454 188727 +20788.26 209515
85 做多 2020-11-11 10:00 15388.00 2020-11-13 06:00 16225.42 止盈 +5.44% 20952 20 419031 209515 +22781.00 232296
86 做多 2020-11-16 14:00 16230.01 2020-11-17 20:00 17078.66 止盈 +5.23% 23230 20 464593 232296 +24268.78 256565
87 做多 2020-11-20 02:00 17953.89 2020-11-21 08:00 18875.09 止盈 +5.13% 25657 20 513130 256565 +26301.99 282867
88 做多 2020-11-23 19:00 18606.18 2020-11-26 11:00 17930.00 止损 -3.63% 28287 20 565734 282867 -20539.19 262328
89 做多 2020-11-24 17:00 19033.28 2020-11-26 10:00 18420.06 止损 -3.22% 26233 20 524656 262328 -16886.63 245441
90 做多 2020-11-28 15:00 17021.77 2020-11-29 16:00 18143.52 止盈 +6.59% 24544 20 490883 245441 +32317.27 277759
91 做多 2020-12-03 11:00 19096.00 2020-12-09 06:00 18316.00 止损 -4.08% 27776 20 555517 277759 -22668.11 255091
92 做多 2020-12-06 05:00 19009.00 2020-12-09 06:00 18316.00 止损 -3.65% 25509 20 510181 255091 -18580.78 236510
93 做多 2020-12-08 14:00 19165.03 2020-12-09 06:00 18316.00 止损 -4.43% 23651 20 473020 236510 -20934.29 215576
94 做多 2020-12-12 11:00 18271.24 2020-12-13 15:00 19243.57 止盈 +5.32% 21558 20 431151 215576 +22921.37 238497
95 做多 2020-12-23 02:00 23450.69 2020-12-26 07:00 24730.00 止盈 +5.46% 23850 20 476994 238497 +25995.51 264492
96 做多 2020-12-25 07:00 23737.44 2020-12-26 09:00 24928.28 止盈 +5.02% 26449 20 528985 264492 +26511.13 291004
97 做多 2020-12-30 08:00 27665.99 2020-12-31 08:00 29163.25 止盈 +5.41% 29100 20 582007 291004 +31466.23 322470
98 做多 2021-01-06 02:00 33411.50 2021-01-06 12:00 35470.73 止盈 +6.16% 32247 20 644940 322470 +39709.40 362179
99 做多 2021-01-13 21:00 34618.06 2021-01-14 05:00 37354.27 止盈 +7.90% 36218 20 724358 362179 +57196.00 419375
100 做多 2021-01-18 21:00 36830.01 2021-01-19 01:00 35717.07 止损 -3.02% 41938 20 838750 419375 -25320.26 394055
101 做多 2021-01-23 05:00 33306.00 2021-01-23 10:00 32286.00 止损 -3.06% 39405 20 788110 394055 -24111.82 369943
102 做多 2021-01-24 05:00 32368.97 2021-01-25 03:00 31293.67 止损 -3.32% 36994 20 739886 369943 -24554.50 345389
103 做多 2021-01-24 14:00 32789.00 2021-01-25 00:00 31750.16 止损 -3.17% 34539 20 690777 345389 -21863.71 323525
104 做多 2021-01-25 12:00 33415.01 2021-01-26 07:00 32253.68 止损 -3.48% 32352 20 647050 323525 -22465.56 301059
105 做多 2021-01-28 19:00 31477.14 2021-01-29 05:00 33197.11 止盈 +5.46% 30106 20 602119 301059 +32867.99 333927
106 做多 2021-02-01 18:00 34213.60 2021-02-01 23:00 33178.13 止损 -3.03% 33393 20 667855 333927 -20192.32 313735
107 做多 2021-02-08 20:00 43506.10 2021-02-09 07:00 46451.32 止盈 +6.77% 31373 20 627470 313735 +42435.18 356170
108 做多 2021-02-11 23:00 48070.75 2021-02-12 22:00 46598.95 止损 -3.06% 35617 20 712340 356170 -21788.18 334382
109 做多 2021-02-14 13:00 49026.56 2021-02-15 10:00 46929.10 止损 -4.28% 33438 20 668764 334382 -28582.53 305799
110 做多 2021-02-16 03:00 48722.66 2021-02-17 15:00 51181.48 止盈 +5.05% 30580 20 611599 305799 +30833.86 336633
111 做多 2021-02-19 19:00 52832.04 2021-02-20 02:00 55548.25 止盈 +5.14% 33663 20 673267 336633 +34579.49 371213
112 做多 2021-02-24 20:00 50797.73 2021-02-25 03:00 49021.21 止损 -3.50% 37121 20 742426 371213 -25938.46 345274
113 做多 2021-02-24 23:00 49863.34 2021-02-26 05:00 48126.74 止损 -3.48% 34527 20 690549 345274 -24025.82 321249
114 做多 2021-02-25 01:00 50103.00 2021-02-26 05:00 48126.74 止损 -3.94% 32125 20 642497 321249 -25317.28 295931
115 做多 2021-02-25 08:00 50544.29 2021-02-25 17:00 49008.90 止损 -3.04% 29593 20 591862 295931 -17961.10 277970
116 做多 2021-02-28 03:00 47439.35 2021-02-28 06:00 45857.58 止损 -3.33% 27797 20 555940 277970 -18518.18 259452
117 做多 2021-03-01 14:00 45887.24 2021-03-01 23:00 49184.51 止盈 +7.19% 25945 20 518904 259452 +37249.04 296701
118 做多 2021-03-03 13:00 49082.72 2021-03-03 19:00 51721.40 止盈 +5.38% 29670 20 593402 296701 +31869.31 328570
119 做多 2021-03-06 08:00 48825.58 2021-03-06 21:00 47350.00 止损 -3.02% 32857 20 657141 328570 -19839.89 308730
120 做多 2021-03-07 06:00 48935.29 2021-03-08 08:00 51510.00 止盈 +5.26% 30873 20 617461 308730 +32454.96 341185
121 做多 2021-03-17 12:00 55613.52 2021-03-18 05:00 58466.22 止盈 +5.13% 34119 20 682371 341185 +34967.26 376153
122 做多 2021-03-18 04:00 57764.37 2021-03-21 17:00 56009.76 止损 -3.04% 37615 20 752305 376153 -22828.65 353324
123 做多 2021-03-24 19:00 56591.65 2021-03-25 03:00 54789.04 止损 -3.19% 35332 20 706648 353324 -22486.30 330838
124 做多 2021-03-26 21:00 53329.88 2021-03-28 00:00 56180.01 止盈 +5.34% 33084 20 661675 330838 +35326.82 366165

⚙️ 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