📊 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 19:25

📈 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
120次
盈利
62次
亏损
58次
胜率
51.7%
总收益
+989.8%
最终资金
108978U
最大回撤
-56.7%
月化收益
+82.5%

📊 收益与风险

盈利因子
1.85
止盈次数
62
止损次数
58
盈亏比
1.07

📋 交易记录明细(共120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 2024-08-21 20:00 2577.00 2024-08-24 01:00 2725.99 止盈 +5.78% 1000 20 20000 10000 +1155.15 11155
2 做多 2024-08-22 09:00 2626.91 2024-08-24 05:00 2771.08 止盈 +5.49% 1116 20 22310 11155 +1223.21 12378
3 做多 2024-08-22 17:00 2622.82 2024-08-24 05:00 2771.08 止盈 +5.65% 1238 20 24757 12378 +1398.02 13776
4 做多 2024-08-22 20:00 2624.22 2024-08-24 05:00 2771.08 止盈 +5.60% 1378 20 27553 13776 +1540.40 15317
5 做多 2024-08-23 12:00 2637.39 2024-08-24 05:00 2771.08 止盈 +5.07% 1532 20 30634 15317 +1551.27 16868
6 做多 2024-08-26 01:00 2770.17 2024-08-27 03:00 2679.96 止损 -3.26% 1687 20 33736 16868 -1097.51 15771
7 做多 2024-08-26 03:00 2764.77 2024-08-27 03:00 2679.96 止损 -3.07% 1577 20 31541 15771 -966.56 14804
8 做多 2024-08-29 17:00 2542.60 2024-08-30 22:00 2461.40 止损 -3.19% 1480 20 29608 14804 -944.61 13859
9 做多 2024-09-02 22:00 2518.49 2024-09-03 23:00 2442.93 止损 -3.00% 1386 20 27719 13859 -830.79 13029
10 做多 2024-09-05 07:00 2449.67 2024-09-05 22:00 2375.71 止损 -3.02% 1303 20 26057 13029 -785.93 12243
11 做多 2024-09-08 16:00 2295.40 2024-09-14 02:00 2420.00 止盈 +5.43% 1224 20 24485 12243 +1327.79 13570
12 做多 2024-09-09 08:00 2306.60 2024-09-14 05:00 2446.10 止盈 +6.05% 1357 20 27141 13570 +1639.80 15210
13 做多 2024-09-12 09:00 2371.90 2024-09-16 08:00 2298.92 止损 -3.08% 1521 20 30421 15210 -935.06 14275
14 做多 2024-09-13 07:00 2360.79 2024-09-16 09:00 2276.37 止损 -3.58% 1428 20 28550 14275 -1019.92 13255
15 做多 2024-09-17 23:00 2382.68 2024-09-18 17:00 2294.08 止损 -3.72% 1326 20 26511 13255 -984.81 12270
16 做多 2024-09-19 07:00 2373.93 2024-09-20 11:00 2519.90 止盈 +6.15% 1227 20 24541 12270 +1507.48 13778
17 做多 2024-09-25 09:00 2648.05 2024-10-01 22:00 2548.59 止损 -3.76% 1378 20 27556 13778 -1033.96 12744
18 做多 2024-09-26 20:00 2629.11 2024-10-01 22:00 2548.59 止损 -3.06% 1274 20 25488 12744 -779.82 11964
19 做多 2024-10-01 17:00 2634.20 2024-10-01 22:00 2548.59 止损 -3.25% 1196 20 23928 11964 -776.88 11187
20 做多 2024-10-04 20:00 2396.10 2024-10-14 11:00 2520.05 止盈 +5.17% 1119 20 22375 11187 +1156.28 12344
21 做多 2024-10-11 16:00 2402.01 2024-10-14 12:00 2541.48 止盈 +5.81% 1234 20 24687 12344 +1432.00 13776
22 做多 2024-10-14 11:00 2520.05 2024-10-15 06:00 2649.31 止盈 +5.13% 1378 20 27551 13776 +1411.76 15187
23 做多 2024-10-18 14:00 2626.27 2024-10-23 23:00 2539.53 止损 -3.30% 1519 20 30375 15187 -1002.21 14185
24 做多 2024-10-25 23:00 2524.26 2024-10-26 07:00 2440.10 止损 -3.33% 1419 20 28370 14185 -944.93 13240
25 做多 2024-10-27 22:00 2492.78 2024-10-29 12:00 2621.23 止盈 +5.15% 1324 20 26480 13240 +1363.14 14603
26 做多 2024-11-04 18:00 2466.98 2024-11-05 05:00 2370.29 止损 -3.92% 1460 20 29207 14603 -1143.57 13460
27 做多 2024-11-06 00:00 2461.43 2024-11-06 13:00 2596.99 止盈 +5.51% 1346 20 26919 13460 +1481.07 14941
28 做多 2024-11-06 09:00 2481.33 2024-11-06 16:00 2607.40 止盈 +5.08% 1494 20 29882 14941 +1516.69 16458
29 做多 2024-11-16 14:00 3115.78 2024-11-21 20:00 3288.05 止盈 +5.53% 1646 20 32915 16458 +1818.04 18276
30 做多 2024-11-17 19:00 3107.80 2024-11-21 20:00 3288.05 止盈 +5.80% 1828 20 36551 18276 +2117.82 20393
31 做多 2024-11-19 02:00 3167.50 2024-11-21 01:00 3065.54 止损 -3.22% 2039 20 40787 20393 -1311.59 19082
32 做多 2024-11-21 17:00 3127.80 2024-11-21 20:00 3288.05 止盈 +5.12% 1908 20 38164 19082 +1953.32 21035
33 做多 2024-11-25 18:00 3504.57 2024-11-26 15:00 3396.98 止损 -3.07% 2104 20 42070 21035 -1290.26 19745
34 做多 2024-11-27 18:00 3457.97 2024-11-28 05:00 3635.29 止盈 +5.13% 1974 20 39490 19745 +2022.95 21768
35 做多 2024-11-30 01:00 3585.30 2024-12-04 22:00 3781.70 止盈 +5.48% 2177 20 43536 21768 +2382.46 24150
36 做多 2024-12-04 11:00 3664.90 2024-12-05 04:00 3882.41 止盈 +5.93% 2415 20 48300 24150 +2863.74 27014
37 做多 2024-12-11 23:00 3786.75 2024-12-12 22:00 3981.00 止盈 +5.13% 2701 20 54028 27014 +2768.72 29783
38 做多 2024-12-14 15:00 3920.31 2024-12-19 03:00 3768.82 止损 -3.86% 2978 20 59565 29783 -2299.45 27483
39 做多 2024-12-16 03:00 3902.12 2024-12-19 03:00 3768.82 止损 -3.42% 2748 20 54967 27483 -1875.83 25607
40 做多 2024-12-21 13:00 3531.72 2024-12-21 20:00 3402.05 止损 -3.67% 2561 20 51215 25607 -1878.52 23729
41 做多 2024-12-24 01:00 3335.33 2024-12-25 18:00 3513.09 止盈 +5.33% 2373 20 47458 23729 +2526.79 26256
42 做多 2024-12-29 00:00 3386.67 2025-01-03 23:00 3564.32 止盈 +5.25% 2626 20 52511 26256 +2751.77 29007
43 做多 2024-12-30 12:00 3390.46 2025-01-03 23:00 3564.32 止盈 +5.13% 2901 20 58015 29007 +2971.98 31979
44 做多 2024-12-31 21:00 3427.91 2025-01-04 02:00 3604.63 止盈 +5.16% 3198 20 63959 31979 +3293.99 35273
45 做多 2025-01-02 09:00 3383.01 2025-01-03 23:00 3564.32 止盈 +5.36% 3527 20 70547 35273 +3777.13 39051
46 做多 2025-01-10 22:00 3255.48 2025-01-13 17:00 3155.00 止损 -3.09% 3905 20 78101 39051 -2408.17 36642
47 做多 2025-01-12 01:00 3270.90 2025-01-13 16:00 3168.74 止损 -3.12% 3664 20 73285 36642 -2286.62 34356
48 做多 2025-01-13 03:00 3279.12 2025-01-13 16:00 3168.74 止损 -3.37% 3436 20 68712 34356 -2310.62 32045
49 做多 2025-01-14 19:00 3216.22 2025-01-16 03:00 3433.76 止盈 +6.76% 3205 20 64090 32045 +4330.63 36376
50 做多 2025-01-20 04:00 3378.21 2025-01-20 05:00 3232.40 止损 -4.32% 3638 20 72752 36376 -3136.96 33239
51 做多 2025-01-20 17:00 3364.16 2025-01-21 08:00 3226.09 止损 -4.10% 3324 20 66478 33239 -2725.61 30513
52 做多 2025-01-22 02:00 3345.17 2025-01-23 06:00 3237.04 止损 -3.23% 3051 20 61026 30513 -1970.66 28543
53 做多 2025-01-24 09:00 3297.67 2025-01-27 09:00 3193.70 止损 -3.15% 2854 20 57085 28543 -1798.00 26745
54 做多 2025-01-27 04:00 3328.26 2025-01-27 08:00 3212.69 止损 -3.47% 2674 20 53489 26745 -1855.49 24889
55 做多 2025-01-28 18:00 3192.93 2025-01-29 04:00 3094.31 止损 -3.09% 2489 20 49778 24889 -1535.96 23353
56 做多 2025-01-30 12:00 3196.05 2025-01-31 23:00 3426.21 止盈 +7.20% 2335 20 46706 23353 +3360.14 26713
57 做多 2025-02-04 23:00 2775.60 2025-02-05 05:00 2637.94 止损 -4.96% 2671 20 53427 26713 -2647.12 24066
58 做多 2025-02-05 15:00 2758.17 2025-02-08 03:00 2657.82 止损 -3.64% 2407 20 48132 24066 -1749.44 22317
59 做多 2025-02-06 09:00 2788.73 2025-02-06 23:00 2704.25 止损 -3.03% 2232 20 44633 22317 -1350.74 20966
60 做多 2025-02-09 16:00 2666.13 2025-02-10 05:00 2550.75 止损 -4.33% 2097 20 41932 20966 -1812.84 19153
61 做多 2025-02-10 19:00 2652.25 2025-02-17 22:00 2825.54 止盈 +6.53% 1915 20 38306 19153 +2500.31 21653
62 做多 2025-02-13 06:00 2744.00 2025-02-13 19:00 2654.70 止损 -3.25% 2165 20 43307 21653 -1407.96 20245
63 做多 2025-02-14 10:00 2689.39 2025-02-17 22:00 2825.54 止盈 +5.06% 2025 20 40491 20245 +2047.80 22293
64 做多 2025-02-17 19:00 2753.93 2025-02-18 14:00 2661.83 止损 -3.34% 2229 20 44587 22293 -1489.62 20804
65 做多 2025-02-19 19:00 2725.99 2025-02-22 03:00 2638.47 止损 -3.21% 2080 20 41607 20804 -1334.50 19469
66 做多 2025-02-23 00:00 2773.28 2025-02-24 16:00 2680.23 止损 -3.36% 1947 20 38938 19469 -1305.16 18164
67 做多 2025-03-01 15:00 2228.15 2025-03-01 21:00 2151.73 止损 -3.43% 1816 20 36328 18164 -1244.71 16919
68 做多 2025-03-02 07:00 2216.60 2025-03-03 00:00 2441.68 止盈 +10.15% 1692 20 33839 16919 +3432.63 20352
69 做多 2025-03-05 15:00 2206.02 2025-03-07 08:00 2116.38 止损 -4.06% 2035 20 40704 20352 -1652.32 18700
70 做多 2025-03-09 02:00 2207.76 2025-03-09 18:00 2132.84 止损 -3.39% 1870 20 37399 18700 -1267.87 17432
71 做多 2025-03-14 15:00 1892.33 2025-03-19 19:00 2026.99 止盈 +7.12% 1743 20 34863 17432 +2478.43 19910
72 做多 2025-03-18 02:00 1947.86 2025-03-18 21:00 1878.79 止损 -3.55% 1991 20 39820 19910 -1410.59 18500
73 做多 2025-03-19 09:00 1930.71 2025-03-19 22:00 2029.98 止盈 +5.14% 1850 20 36999 18500 +1900.46 20400
74 做多 2025-03-22 15:00 1983.16 2025-03-24 16:00 2089.51 止盈 +5.36% 2040 20 40800 20400 +2185.78 22586
75 做多 2025-03-24 11:00 2013.49 2025-03-28 12:00 1936.31 止损 -3.83% 2259 20 45172 22586 -1729.76 20856
76 做多 2025-04-01 01:00 1824.57 2025-04-01 23:00 1917.89 止盈 +5.11% 2086 20 41712 20856 +2131.28 22987
77 做多 2025-04-05 06:00 1818.41 2025-04-06 21:00 1747.57 止损 -3.90% 2299 20 45975 22987 -1789.25 21198
78 做多 2025-04-06 15:00 1796.84 2025-04-07 00:00 1730.25 止损 -3.71% 2120 20 42396 21198 -1569.61 19628
79 做多 2025-04-10 03:00 1639.73 2025-04-10 21:00 1568.24 止损 -4.36% 1963 20 39257 19628 -1709.84 17919
80 做多 2025-04-12 08:00 1561.30 2025-04-12 22:00 1653.13 止盈 +5.88% 1792 20 35837 17919 +2105.71 20024
81 做多 2025-04-14 15:00 1634.92 2025-04-16 08:00 1580.00 止损 -3.36% 2002 20 40049 20024 -1343.96 18680
82 做多 2025-04-17 18:00 1592.91 2025-04-22 22:00 1674.63 止盈 +5.13% 1868 20 37361 18680 +1914.78 20595
83 做多 2025-04-19 00:00 1586.71 2025-04-22 22:00 1674.63 止盈 +5.54% 2060 20 41190 20595 +2280.08 22875
84 做多 2025-04-21 11:00 1634.06 2025-04-22 01:00 1577.72 止损 -3.45% 2288 20 45750 22875 -1575.83 21299
85 做多 2025-04-22 19:00 1630.14 2025-04-23 05:00 1753.65 止盈 +7.58% 2130 20 42599 21299 +3224.33 24524
86 做多 2025-04-25 20:00 1772.00 2025-05-08 11:00 1900.50 止盈 +7.25% 2452 20 49047 24524 +3553.21 28077
87 做多 2025-04-28 20:00 1805.70 2025-04-30 21:00 1740.14 止损 -3.63% 2808 20 56154 28077 -2036.75 26040
88 做多 2025-04-29 12:00 1791.72 2025-05-08 11:00 1900.50 止盈 +6.07% 2604 20 52080 26040 +3158.77 29199
89 做多 2025-04-30 19:00 1814.79 2025-04-30 21:00 1740.14 止损 -4.11% 2920 20 58398 29199 -2399.75 26799
90 做多 2025-05-01 14:00 1805.59 2025-05-08 11:00 1900.50 止盈 +5.26% 2680 20 53598 26799 +2814.56 29614
91 做多 2025-05-04 10:00 1833.19 2025-05-06 19:00 1769.10 止损 -3.50% 2961 20 59228 29614 -2068.58 27545
92 做多 2025-05-07 11:00 1825.60 2025-05-08 15:00 1927.80 止盈 +5.60% 2755 20 55090 27545 +3080.96 30626
93 做多 2025-05-13 23:00 2564.89 2025-05-14 08:00 2694.93 止盈 +5.07% 3063 20 61252 30626 +3102.39 33729
94 做多 2025-05-16 17:00 2610.43 2025-05-17 08:00 2499.63 止损 -4.24% 3373 20 67457 33729 -2860.36 30868
95 做多 2025-05-18 22:00 2556.82 2025-05-19 02:00 2461.59 止损 -3.72% 3087 20 61736 30868 -2297.10 28571
96 做多 2025-05-20 04:00 2519.59 2025-05-22 16:00 2662.88 止盈 +5.69% 2857 20 57142 28571 +3246.45 31818
97 做多 2025-05-26 09:00 2557.53 2025-05-28 01:00 2694.85 止盈 +5.37% 3182 20 63635 31818 +3413.30 35231
98 做多 2025-06-02 06:00 2534.05 2025-06-04 23:00 2666.91 止盈 +5.24% 3523 20 70462 35231 +3690.60 38921
99 做多 2025-06-03 03:00 2531.21 2025-06-04 23:00 2666.91 止盈 +5.36% 3892 20 77843 38921 +4169.04 43090
100 做多 2025-06-07 21:00 2506.10 2025-06-10 05:00 2642.59 止盈 +5.45% 4309 20 86181 43090 +4688.99 47779
101 做多 2025-06-09 23:00 2532.98 2025-06-10 06:00 2664.86 止盈 +5.21% 4778 20 95559 47779 +4970.32 52750
102 做多 2025-06-16 02:00 2547.63 2025-06-18 00:00 2460.25 止损 -3.43% 5275 20 105500 52750 -3614.86 49135
103 做多 2025-06-19 14:00 2518.19 2025-06-21 01:00 2417.86 止损 -3.98% 4913 20 98270 49135 -3911.36 45224
104 做多 2025-06-20 12:00 2503.11 2025-06-21 01:00 2417.86 止损 -3.41% 4522 20 90447 45224 -3077.33 42146
105 做多 2025-06-24 02:00 2304.30 2025-06-24 14:00 2424.11 止盈 +5.20% 4215 20 84292 42146 +4378.33 46525
106 做多 2025-06-26 10:00 2492.21 2025-06-27 05:00 2412.80 止损 -3.19% 4652 20 93049 46525 -2961.89 43563
107 做多 2025-06-27 18:00 2444.93 2025-07-03 02:00 2581.41 止盈 +5.58% 4356 20 87125 43563 +4858.62 48421
108 做多 2025-06-29 00:00 2433.82 2025-07-03 00:00 2559.78 止盈 +5.18% 4842 20 96843 48421 +5006.98 53428
109 做多 2025-07-02 23:00 2497.74 2025-07-03 21:00 2623.76 止盈 +5.05% 5343 20 106857 53428 +5385.91 58814
110 做多 2025-07-06 16:00 2511.90 2025-07-09 20:00 2659.00 止盈 +5.86% 5881 20 117628 58814 +6881.57 65696
111 做多 2025-07-06 20:00 2518.99 2025-07-09 20:00 2659.00 止盈 +5.56% 6570 20 131391 65696 +7295.67 72991
112 做多 2025-07-08 20:00 2581.94 2025-07-10 02:00 2716.89 止盈 +5.23% 7299 20 145983 72991 +7622.44 80614
113 做多 2025-07-13 20:00 2985.01 2025-07-16 07:00 3137.62 止盈 +5.11% 8061 20 161228 80614 +8234.60 88848
114 做多 2025-07-16 01:00 3096.41 2025-07-17 00:00 3284.43 止盈 +6.07% 8885 20 177697 88848 +10779.31 99628
115 做多 2025-07-20 11:00 3657.11 2025-07-21 22:00 3840.52 止盈 +5.02% 9963 20 199256 99628 +9983.00 109611
116 做多 2025-07-25 01:00 3723.81 2025-07-25 11:00 3594.25 止损 -3.48% 10961 20 219222 109611 -7619.60 101991
117 做多 2025-07-29 21:00 3837.88 2025-08-01 06:00 3707.49 止损 -3.40% 10199 20 203982 101991 -6923.26 95068
118 做多 2025-07-31 11:00 3861.97 2025-08-01 03:00 3736.19 止损 -3.26% 9507 20 190136 95068 -6186.32 88882
119 做多 2025-08-04 01:00 3488.41 2025-08-05 00:00 3683.05 止盈 +5.58% 8888 20 177763 88882 +9908.59 98790
120 做多 2025-08-07 02:00 3675.76 2025-08-08 03:00 3865.48 止盈 +5.16% 9879 20 197580 98790 +10187.68 108978

⚙️ 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