📊 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 14:20

📈 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
285次
盈利
133次
亏损
152次
胜率
46.7%
总收益
+1698.8%
最终资金
179875U
最大回撤
-69.0%
月化收益
+141.6%

📊 收益与风险

盈利因子
1.22
止盈次数
133
止损次数
152
盈亏比
0.87

📋 交易记录明细(共285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 2025-02-09 19:00 2653.88 2025-02-10 05:00 2550.75 止损 -3.89% 1000 20 20000 10000 -776.42 9224
2 做多 2025-02-10 02:00 2635.62 2025-02-10 05:00 2550.75 止损 -3.22% 922 20 18447 9224 -593.43 8630
3 做多 2025-02-10 09:00 2573.21 2025-02-11 08:00 2704.38 止盈 +5.10% 863 20 17260 8630 +878.97 9509
4 做多 2025-02-10 15:00 2636.00 2025-02-15 01:00 2772.79 止盈 +5.19% 951 20 19018 9509 +985.93 10495
5 做多 2025-02-12 17:00 2628.32 2025-02-15 01:00 2772.79 止盈 +5.50% 1050 20 20990 10495 +1152.60 11648
6 做多 2025-02-14 08:00 2673.98 2025-02-17 22:00 2825.54 止盈 +5.67% 1165 20 23295 11648 +1319.05 12967
7 做多 2025-02-15 13:00 2721.15 2025-02-19 00:00 2633.97 止损 -3.20% 1297 20 25933 12967 -830.02 12137
8 做多 2025-02-16 12:00 2702.42 2025-02-19 01:00 2618.84 止损 -3.09% 1214 20 24273 12137 -749.97 11387
9 做多 2025-02-17 16:00 2713.91 2025-02-19 01:00 2618.84 止损 -3.50% 1139 20 22773 11387 -796.97 10590
10 做多 2025-02-19 10:00 2689.79 2025-02-21 21:00 2835.20 止盈 +5.41% 1059 20 21179 10590 +1143.82 11734
11 做多 2025-02-21 04:00 2748.52 2025-02-22 03:00 2638.47 止损 -4.00% 1173 20 23467 11734 -938.68 10795
12 做多 2025-02-21 10:00 2735.18 2025-02-22 03:00 2638.47 止损 -3.54% 1079 20 21590 10795 -762.60 10032
13 做多 2025-02-22 17:00 2713.73 2025-02-25 06:00 2506.67 止损 -7.63% 1003 20 20065 10032 -1529.41 8503
14 做多 2025-02-26 04:00 2492.07 2025-02-26 21:00 2415.74 止损 -3.06% 850 20 17006 8503 -520.35 7983
15 做多 2025-02-27 17:00 2358.35 2025-02-28 04:00 2255.10 止损 -4.38% 798 20 15965 7983 -698.26 7284
16 做多 2025-03-01 01:00 2208.67 2025-03-03 00:00 2441.68 止盈 +10.55% 728 20 14568 7284 +1535.41 8820
17 做多 2025-03-02 05:00 2228.35 2025-03-03 00:00 2441.68 止盈 +9.57% 882 20 17639 8820 +1687.00 10507
18 做多 2025-03-03 00:00 2441.68 2025-03-03 16:00 2344.19 止损 -3.99% 1051 20 21013 10507 -838.17 9668
19 做多 2025-03-05 02:00 2146.83 2025-03-06 09:00 2261.84 止盈 +5.36% 967 20 19337 9668 +1034.89 10703
20 做多 2025-03-06 03:00 2217.28 2025-03-07 08:00 2116.38 止损 -4.55% 1070 20 21407 10703 -973.17 9730
21 做多 2025-03-07 18:00 2195.72 2025-03-08 16:00 2127.20 止损 -3.12% 973 20 19460 9730 -606.68 9124
22 做多 2025-03-08 21:00 2189.25 2025-03-09 21:00 2103.20 止损 -3.93% 912 20 18247 9124 -716.50 8407
23 做多 2025-03-10 14:00 2066.00 2025-03-11 01:00 1916.65 止损 -7.23% 841 20 16814 8407 -1214.26 7193
24 做多 2025-03-11 17:00 1916.17 2025-03-14 00:00 1856.93 止损 -3.09% 719 20 14386 7193 -444.30 6748
25 做多 2025-03-12 20:00 1928.40 2025-03-12 22:00 1860.03 止损 -3.55% 675 20 13497 6748 -478.05 6270
26 做多 2025-03-13 06:00 1909.61 2025-03-14 01:00 1825.99 止损 -4.38% 627 20 12541 6270 -548.60 5722
27 做多 2025-03-13 19:00 1899.63 2025-03-14 01:00 1825.99 止损 -3.88% 572 20 11444 5722 -443.17 5279
28 做多 2025-03-14 09:00 1880.45 2025-03-19 19:00 2026.99 止盈 +7.79% 528 20 10557 5279 +821.89 6101
29 做多 2025-03-15 12:00 1930.99 2025-03-16 19:00 1872.61 止损 -3.02% 610 20 12201 6101 -368.51 5732
30 做多 2025-03-15 20:00 1922.01 2025-03-19 19:00 2026.99 止盈 +5.46% 573 20 11464 5732 +625.54 6358
31 做多 2025-03-17 11:00 1908.08 2025-03-19 19:00 2026.99 止盈 +6.23% 636 20 12715 6358 +791.60 7149
32 做多 2025-03-19 05:00 1910.80 2025-03-19 19:00 2026.99 止盈 +6.08% 715 20 14298 7149 +868.57 8018
33 做多 2025-03-21 10:00 1986.99 2025-03-24 16:00 2089.51 止盈 +5.16% 802 20 16035 8018 +826.53 8844
34 做多 2025-03-22 04:00 1973.89 2025-03-24 16:00 2089.51 止盈 +5.86% 884 20 17689 8844 +1035.07 9879
35 做多 2025-03-23 11:00 2007.53 2025-03-28 12:00 1936.31 止损 -3.55% 988 20 19759 9879 -700.27 9179
36 做多 2025-03-24 12:00 2039.57 2025-03-28 12:00 1936.31 止损 -5.06% 918 20 18358 9179 -928.51 8251
37 做多 2025-03-25 23:00 2066.46 2025-03-27 02:00 1993.95 止损 -3.51% 825 20 16501 8251 -578.43 7672
38 做多 2025-03-26 18:00 2072.22 2025-03-27 01:00 2005.55 止损 -3.22% 767 20 15344 7672 -493.18 7179
39 做多 2025-03-27 12:00 2029.96 2025-03-28 12:00 1936.31 止损 -4.61% 718 20 14358 7179 -661.72 6517
40 做多 2025-03-29 09:00 1909.04 2025-03-29 19:00 1843.71 止损 -3.42% 652 20 13034 6517 -445.61 6072
41 做多 2025-03-30 13:00 1837.20 2025-04-03 20:00 1758.57 止损 -4.28% 607 20 12143 6072 -519.20 5552
42 做多 2025-03-31 21:00 1817.66 2025-04-01 23:00 1917.89 止盈 +5.51% 555 20 11105 5552 +611.73 6164
43 做多 2025-04-03 00:00 1901.99 2025-04-03 06:00 1796.94 止损 -5.52% 616 20 12328 6164 -680.23 5484
44 做多 2025-04-04 06:00 1810.31 2025-04-06 21:00 1747.57 止损 -3.47% 548 20 10968 5484 -379.73 5104
45 做多 2025-04-05 02:00 1805.54 2025-04-06 21:00 1747.57 止损 -3.21% 510 20 10208 5104 -327.43 4777
46 做多 2025-04-06 09:00 1809.75 2025-04-06 21:00 1747.57 止损 -3.44% 478 20 9554 4777 -327.91 4449
47 做多 2025-04-08 00:00 1528.49 2025-04-09 01:00 1480.05 止损 -3.17% 445 20 8898 4449 -281.70 4167
48 做多 2025-04-09 17:00 1478.71 2025-04-10 01:00 1631.82 止盈 +10.35% 417 20 8334 4167 +862.09 5029
49 做多 2025-04-11 13:00 1548.45 2025-04-12 21:00 1637.94 止盈 +5.78% 503 20 10058 5029 +580.73 5610
50 做多 2025-04-12 15:00 1581.24 2025-04-14 18:00 1678.40 止盈 +6.14% 561 20 11220 5610 +688.73 6299
51 做多 2025-04-14 05:00 1593.09 2025-04-14 18:00 1678.40 止盈 +5.36% 630 20 12597 6299 +673.92 6973
52 做多 2025-04-14 10:00 1634.64 2025-04-16 08:00 1580.00 止损 -3.34% 697 20 13945 6973 -465.67 6507
53 做多 2025-04-15 15:00 1644.18 2025-04-16 04:00 1594.39 止损 -3.03% 651 20 13014 6507 -393.70 6113
54 做多 2025-04-17 06:00 1586.97 2025-04-22 22:00 1674.63 止盈 +5.52% 611 20 12226 6113 +674.68 6788
55 做多 2025-04-18 02:00 1600.01 2025-04-22 23:00 1702.41 止盈 +6.40% 679 20 13576 6788 +867.98 7656
56 做多 2025-04-18 20:00 1592.45 2025-04-22 22:00 1674.63 止盈 +5.16% 766 20 15312 7656 +789.39 8445
57 做多 2025-04-19 11:00 1597.20 2025-04-22 23:00 1702.41 止盈 +6.59% 845 20 16891 8445 +1111.50 9557
58 做多 2025-04-21 08:00 1609.49 2025-04-22 23:00 1702.41 止盈 +5.77% 956 20 19114 9557 +1102.37 10659
59 做多 2025-04-22 16:00 1627.07 2025-04-23 05:00 1753.65 止盈 +7.78% 1066 20 21318 10659 +1656.83 12316
60 做多 2025-04-24 08:00 1789.10 2025-04-24 16:00 1733.80 止损 -3.09% 1232 20 24632 12316 -760.60 11555
61 做多 2025-04-25 04:00 1761.32 2025-05-01 23:00 1851.99 止盈 +5.15% 1156 20 23111 11555 +1188.52 12744
62 做多 2025-04-25 14:00 1776.19 2025-05-08 11:00 1900.50 止盈 +7.00% 1274 20 25488 12744 +1782.03 14526
63 做多 2025-04-27 01:00 1803.78 2025-04-30 21:00 1740.14 止损 -3.53% 1453 20 29052 14526 -1023.97 13502
64 做多 2025-04-28 05:00 1802.14 2025-04-30 21:00 1740.14 止损 -3.44% 1350 20 27004 13502 -928.10 12574
65 做多 2025-04-28 15:00 1803.95 2025-04-30 21:00 1740.14 止损 -3.54% 1257 20 25148 12574 -888.65 11685
66 做多 2025-04-29 07:00 1799.22 2025-04-30 21:00 1740.14 止损 -3.28% 1169 20 23370 11685 -766.64 10919
67 做多 2025-05-01 06:00 1794.57 2025-05-08 11:00 1900.50 止盈 +5.90% 1092 20 21837 10919 +1287.72 12206
68 做多 2025-05-02 22:00 1848.00 2025-05-05 09:00 1790.79 止损 -3.10% 1221 20 24413 12206 -755.01 11451
69 做多 2025-05-04 00:00 1826.23 2025-05-06 19:00 1769.10 止损 -3.13% 1145 20 22903 11451 -715.75 10736
70 做多 2025-05-04 04:00 1838.04 2025-05-06 19:00 1769.10 止损 -3.75% 1074 20 21471 10736 -804.52 9931
71 做多 2025-05-05 17:00 1822.77 2025-05-06 21:00 1758.16 止损 -3.54% 993 20 19862 9931 -703.33 9228
72 做多 2025-05-06 03:00 1815.65 2025-05-06 21:00 1758.16 止损 -3.17% 923 20 18455 9228 -583.78 8644
73 做多 2025-05-07 06:00 1810.24 2025-05-08 14:00 1910.38 止盈 +5.53% 864 20 17288 8644 +955.39 9599
74 做多 2025-05-08 10:00 1840.86 2025-05-08 16:00 1934.06 止盈 +5.06% 960 20 19199 9599 +971.03 10570
75 做多 2025-05-10 12:00 2335.98 2025-05-11 00:00 2459.90 止盈 +5.30% 1057 20 21141 10570 +1120.36 11691
76 做多 2025-05-12 06:00 2502.16 2025-05-13 11:00 2424.07 止损 -3.12% 1169 20 23381 11691 -728.98 10962
77 做多 2025-05-13 18:00 2481.03 2025-05-14 01:00 2609.60 止盈 +5.18% 1096 20 21923 10962 +1134.96 12097
78 做多 2025-05-16 10:00 2572.99 2025-05-17 09:00 2474.51 止损 -3.83% 1210 20 24193 12097 -925.06 11172
79 做多 2025-05-18 08:00 2481.75 2025-05-19 03:00 2406.78 止损 -3.02% 1117 20 22343 11172 -674.28 10497
80 做多 2025-05-18 11:00 2476.19 2025-05-19 04:00 2392.37 止损 -3.39% 1050 20 20995 10497 -709.97 9787
81 做多 2025-05-19 22:00 2446.23 2025-05-20 12:00 2569.99 止盈 +5.06% 979 20 19575 9787 +989.34 10777
82 做多 2025-05-21 07:00 2523.09 2025-05-22 16:00 2662.88 止盈 +5.54% 1078 20 21553 10777 +1192.96 11970
83 做多 2025-05-22 09:00 2574.00 2025-05-23 10:00 2704.83 止盈 +5.08% 1197 20 23939 11970 +1215.56 13185
84 做多 2025-05-23 09:00 2674.80 2025-05-23 19:00 2565.32 止损 -4.09% 1319 20 26370 13185 -1078.27 12107
85 做多 2025-05-24 15:00 2545.79 2025-05-28 01:00 2694.85 止盈 +5.86% 1211 20 24214 12107 +1416.35 13523
86 做多 2025-05-26 00:00 2510.49 2025-05-27 17:00 2637.53 止盈 +5.06% 1352 20 27047 13523 +1367.29 14891
87 做多 2025-05-27 08:00 2549.99 2025-05-28 01:00 2694.85 止盈 +5.68% 1489 20 29781 14891 +1690.12 16581
88 做多 2025-05-27 14:00 2568.63 2025-05-29 08:00 2721.21 止盈 +5.94% 1658 20 33161 16581 +1967.86 18549
89 做多 2025-05-28 22:00 2627.46 2025-05-29 10:00 2770.21 止盈 +5.43% 1855 20 37097 18549 +2013.47 20562
90 做多 2025-05-29 07:00 2680.40 2025-05-30 08:00 2572.24 止损 -4.04% 2056 20 41124 20562 -1657.79 18904
91 做多 2025-05-31 22:00 2541.17 2025-06-06 04:00 2397.53 止损 -5.65% 1890 20 37809 18904 -2135.00 16769
92 做多 2025-06-02 01:00 2537.88 2025-06-04 23:00 2666.91 止盈 +5.08% 1677 20 33539 16769 +1703.45 18473
93 做多 2025-06-02 23:00 2543.24 2025-06-06 04:00 2397.53 止损 -5.73% 1847 20 36945 18473 -2114.60 16358
94 做多 2025-06-04 12:00 2636.47 2025-06-06 03:00 2528.08 止损 -4.11% 1636 20 32716 16358 -1343.68 15014
95 做多 2025-06-06 20:00 2474.20 2025-06-10 05:00 2642.59 止盈 +6.81% 1501 20 30029 15014 +2041.67 17056
96 做多 2025-06-07 14:00 2500.41 2025-06-10 05:00 2642.59 止盈 +5.69% 1706 20 34112 17056 +1937.77 18994
97 做多 2025-06-09 01:00 2522.21 2025-06-10 06:00 2664.86 止盈 +5.66% 1899 20 37988 18994 +2146.35 21140
98 做多 2025-06-09 19:00 2540.74 2025-06-10 07:00 2679.12 止盈 +5.45% 2114 20 42280 21140 +2300.48 23441
99 做多 2025-06-11 22:00 2839.76 2025-06-12 15:00 2739.45 止损 -3.53% 2344 20 46881 23441 -1654.36 21786
100 做多 2025-06-14 00:00 2560.63 2025-06-18 00:00 2460.25 止损 -3.92% 2179 20 43573 21786 -1706.40 20080
101 做多 2025-06-15 09:00 2527.93 2025-06-17 03:00 2659.20 止盈 +5.19% 2008 20 40160 20080 +2083.33 22163
102 做多 2025-06-15 22:00 2547.71 2025-06-18 00:00 2460.25 止损 -3.43% 2216 20 44327 22163 -1520.16 20643
103 做多 2025-06-16 09:00 2553.35 2025-06-18 00:00 2460.25 止损 -3.65% 2064 20 41286 20643 -1503.87 19139
104 做多 2025-06-18 12:00 2536.12 2025-06-21 01:00 2417.86 止损 -4.66% 1914 20 38279 19139 -1783.15 17356
105 做多 2025-06-19 07:00 2523.49 2025-06-21 01:00 2417.86 止损 -4.19% 1736 20 34712 17356 -1451.56 15905
106 做多 2025-06-20 08:00 2524.79 2025-06-21 01:00 2417.86 止损 -4.24% 1590 20 31809 15905 -1345.83 14559
107 做多 2025-06-21 17:00 2443.83 2025-06-22 05:00 2280.35 止损 -6.69% 1456 20 29117 14559 -1945.86 12613
108 做多 2025-06-23 10:00 2237.83 2025-06-24 06:00 2405.81 止盈 +7.51% 1261 20 25226 12613 +1891.64 14505
109 做多 2025-06-26 09:00 2457.75 2025-07-03 02:00 2581.41 止盈 +5.03% 1450 20 29009 14505 +1458.11 15963
110 做多 2025-06-27 13:00 2438.17 2025-07-03 01:00 2565.98 止盈 +5.24% 1596 20 31925 15963 +1671.86 17634
111 做多 2025-06-28 15:00 2430.55 2025-07-03 00:00 2559.78 止盈 +5.32% 1763 20 35269 17634 +1873.34 19508
112 做多 2025-06-29 15:00 2439.58 2025-07-03 01:00 2565.98 止盈 +5.18% 1951 20 39016 19508 +2019.46 21527
113 做多 2025-06-30 06:00 2501.00 2025-07-01 22:00 2418.54 止损 -3.30% 2153 20 43055 21527 -1418.12 20109
114 做多 2025-07-01 03:00 2514.78 2025-07-01 20:00 2436.26 止损 -3.12% 2011 20 40218 20109 -1254.50 18855
115 做多 2025-07-02 13:00 2443.18 2025-07-03 01:00 2565.98 止盈 +5.03% 1885 20 37709 18855 +1893.46 20748
116 做多 2025-07-04 05:00 2594.33 2025-07-04 22:00 2515.37 止损 -3.04% 2075 20 41496 20748 -1261.70 19486
117 做多 2025-07-05 12:00 2515.19 2025-07-09 20:00 2659.00 止盈 +5.72% 1949 20 38973 19486 +2226.11 21713
118 做多 2025-07-06 08:00 2519.01 2025-07-09 20:00 2659.00 止盈 +5.56% 2171 20 43425 21713 +2410.87 24123
119 做多 2025-07-08 14:00 2557.91 2025-07-10 02:00 2716.89 止盈 +6.22% 2412 20 48247 24123 +2995.65 27119
120 做多 2025-07-12 03:00 3006.64 2025-07-12 23:00 2914.83 止损 -3.05% 2712 20 54238 27119 -1654.54 25464
121 做多 2025-07-12 18:00 2974.67 2025-07-16 07:00 3137.62 止盈 +5.48% 2546 20 50929 25464 +2787.06 28252
122 做多 2025-07-13 10:00 2952.70 2025-07-16 07:00 3137.62 止盈 +6.26% 2825 20 56503 28252 +3535.11 31787
123 做多 2025-07-14 11:00 3036.37 2025-07-16 21:00 3194.39 止盈 +5.20% 3179 20 63573 31787 +3305.20 35092
124 做多 2025-07-15 21:00 3050.52 2025-07-16 22:00 3250.70 止盈 +6.56% 3509 20 70184 35092 +4600.96 39693
125 做多 2025-07-19 13:00 3584.82 2025-07-20 22:00 3766.73 止盈 +5.07% 3969 20 79386 39693 +4024.36 43717
126 做多 2025-07-20 06:00 3575.83 2025-07-20 19:00 3755.70 止盈 +5.03% 4372 20 87434 43717 +4393.69 48111
127 做多 2025-07-21 14:00 3786.36 2025-07-22 12:00 3654.73 止损 -3.48% 4811 20 96222 48111 -3341.73 44769
128 做多 2025-07-23 02:00 3710.48 2025-07-23 21:00 3586.65 止损 -3.34% 4477 20 89538 44769 -2985.18 41784
129 做多 2025-07-24 10:00 3649.02 2025-07-28 01:00 3837.43 止盈 +5.16% 4178 20 83568 41784 +4310.55 46095
130 做多 2025-07-24 19:00 3654.32 2025-07-28 01:00 3837.43 止盈 +5.01% 4609 20 92189 46095 +4614.77 50709
131 做多 2025-07-25 19:00 3720.00 2025-07-28 13:00 3929.11 止盈 +5.62% 5071 20 101419 50709 +5695.28 56405
132 做多 2025-07-26 05:00 3718.85 2025-07-28 13:00 3929.11 止盈 +5.65% 5640 20 112809 56405 +6371.74 62776
133 做多 2025-07-27 06:00 3748.40 2025-08-01 16:00 3607.81 止损 -3.75% 6278 20 125553 62776 -4704.35 58072
134 做多 2025-07-29 15:00 3876.56 2025-07-29 23:00 3759.52 止损 -3.02% 5807 20 116144 58072 -3503.08 54569
135 做多 2025-07-30 12:00 3807.14 2025-08-01 08:00 3680.01 止损 -3.34% 5457 20 109138 54569 -3640.74 50928
136 做多 2025-07-31 01:00 3803.63 2025-08-01 08:00 3680.01 止损 -3.25% 5093 20 101856 50928 -3307.07 47621
137 做多 2025-07-31 08:00 3842.61 2025-08-01 06:00 3707.49 止损 -3.52% 4762 20 95242 47621 -3345.71 44275
138 做多 2025-08-03 14:00 3439.01 2025-08-04 21:00 3619.62 止盈 +5.25% 4428 20 88551 44275 +4645.86 48921
139 做多 2025-08-06 14:00 3630.95 2025-08-07 18:00 3819.33 止盈 +5.19% 4892 20 97842 48921 +5071.16 53992
140 做多 2025-08-11 03:00 4247.20 2025-08-12 23:00 4470.98 止盈 +5.27% 5399 20 107985 53992 +5683.90 59676
141 做多 2025-08-12 00:00 4310.91 2025-08-13 04:00 4620.25 止盈 +7.18% 5968 20 119353 59676 +8555.87 68232
142 做多 2025-08-12 11:00 4284.20 2025-08-13 01:00 4498.55 止盈 +5.00% 6823 20 136464 68232 +6820.85 75053
143 做多 2025-08-15 12:00 4623.50 2025-08-15 23:00 4428.72 止损 -4.21% 7505 20 150106 75053 -6317.38 68736
144 做多 2025-08-17 06:00 4424.76 2025-08-18 14:00 4251.57 止损 -3.91% 6874 20 137471 68736 -5375.39 63360
145 做多 2025-08-19 02:00 4365.57 2025-08-19 11:00 4217.43 止损 -3.39% 6336 20 126720 63360 -4295.79 59064
146 做多 2025-08-19 21:00 4290.83 2025-08-20 00:00 4141.19 止损 -3.49% 5906 20 118129 59064 -4115.55 54949
147 做多 2025-08-20 15:00 4183.66 2025-08-22 22:00 4611.80 止盈 +10.23% 5495 20 109898 54949 +11235.27 66184
148 做多 2025-08-22 11:00 4276.98 2025-08-22 22:00 4611.80 止盈 +7.83% 6618 20 132368 66184 +10351.98 76536
149 做多 2025-08-24 02:00 4752.36 2025-08-25 15:00 4589.60 止损 -3.42% 7654 20 153072 76536 -5237.21 71299
150 做多 2025-08-24 23:00 4796.28 2025-08-25 14:00 4629.11 止损 -3.49% 7130 20 142598 71299 -4965.15 66334
151 做多 2025-08-26 20:00 4494.85 2025-08-29 16:00 4332.51 止损 -3.61% 6633 20 132668 66334 -4786.75 61547
152 做多 2025-08-28 15:00 4594.81 2025-08-29 03:00 4436.18 止损 -3.45% 6155 20 123094 61547 -4245.42 57302
153 做多 2025-08-30 14:00 4394.15 2025-09-02 05:00 4259.22 止损 -3.07% 5730 20 114603 57302 -3515.57 53786
154 做多 2025-08-31 08:00 4465.37 2025-09-02 01:00 4320.55 止损 -3.24% 5379 20 107572 53786 -3485.27 50301
155 做多 2025-09-01 18:00 4406.39 2025-09-02 05:00 4259.22 止损 -3.34% 5030 20 100602 50301 -3356.65 46944
156 做多 2025-09-02 13:00 4382.64 2025-09-13 01:00 4611.34 止盈 +5.22% 4694 20 93888 46944 +4894.48 51839
157 做多 2025-09-03 12:00 4338.00 2025-09-12 13:00 4556.60 止盈 +5.04% 5184 20 103677 51839 +5219.26 57058
158 做多 2025-09-03 17:00 4349.92 2025-09-13 00:00 4573.66 止盈 +5.14% 5706 20 114116 57058 +5863.72 62922
159 做多 2025-09-05 14:00 4330.49 2025-09-12 13:00 4556.60 止盈 +5.22% 6292 20 125843 62922 +6564.14 69486
160 做多 2025-09-07 11:00 4295.07 2025-09-12 08:00 4510.81 止盈 +5.02% 6949 20 138971 69486 +6973.51 76459
161 做多 2025-09-08 07:00 4303.84 2025-09-12 12:00 4519.25 止盈 +5.01% 7646 20 152918 76459 +7646.02 84105
162 做多 2025-09-08 17:00 4317.70 2025-09-12 13:00 4556.60 止盈 +5.53% 8411 20 168210 84105 +9297.84 93403
163 做多 2025-09-09 14:00 4363.99 2025-09-13 01:00 4611.34 止盈 +5.67% 9340 20 186806 93403 +10577.55 103981
164 做多 2025-09-10 13:00 4306.33 2025-09-12 13:00 4556.60 止盈 +5.81% 10398 20 207961 103981 +12073.95 116055
165 做多 2025-09-11 09:00 4363.69 2025-09-13 01:00 4611.34 止盈 +5.68% 11605 20 232109 116055 +13159.59 129214
166 做多 2025-09-14 13:00 4674.24 2025-09-15 16:00 4508.27 止损 -3.55% 12921 20 258428 129214 -9166.94 120047
167 做多 2025-09-14 16:00 4653.83 2025-09-15 16:00 4508.27 止损 -3.13% 12005 20 240094 120047 -7502.04 112545
168 做多 2025-09-15 12:00 4640.98 2025-09-15 23:00 4497.46 止损 -3.09% 11255 20 225090 112545 -6953.85 105591
169 做多 2025-09-16 11:00 4518.97 2025-09-22 08:00 4333.45 止损 -4.11% 10559 20 211183 105591 -8661.14 96930
170 做多 2025-09-17 06:00 4517.90 2025-09-22 08:00 4333.45 止损 -4.08% 9693 20 193860 96930 -7906.73 89023
171 做多 2025-09-18 06:00 4585.15 2025-09-20 02:00 4446.67 止损 -3.02% 8902 20 178047 89023 -5371.97 83652
172 做多 2025-09-19 08:00 4607.48 2025-09-20 01:00 4457.66 止损 -3.25% 8365 20 167303 83652 -5434.70 78217
173 做多 2025-09-20 15:00 4480.72 2025-09-22 08:00 4333.45 止损 -3.29% 7822 20 156434 78217 -5136.44 73080
174 做多 2025-09-20 22:00 4485.45 2025-09-22 08:00 4333.45 止损 -3.39% 7308 20 146161 73080 -4948.05 68132
175 做多 2025-09-22 01:00 4489.52 2025-09-22 08:00 4333.45 止损 -3.48% 6813 20 136265 68132 -4732.26 63400
176 做多 2025-09-23 08:00 4189.92 2025-09-25 11:00 4059.76 止损 -3.11% 6340 20 126800 63400 -3935.11 59465
177 做多 2025-09-23 14:00 4203.10 2025-09-25 11:00 4059.76 止损 -3.41% 5946 20 118930 59465 -4051.86 55413
178 做多 2025-09-24 17:00 4181.12 2025-09-25 12:00 4000.18 止损 -4.33% 5541 20 110826 55413 -4791.26 50622
179 做多 2025-09-25 01:00 4181.34 2025-09-25 12:00 4000.18 止损 -4.33% 5062 20 101244 50622 -4382.08 46240
180 做多 2025-09-26 12:00 3944.30 2025-09-29 21:00 4166.99 止盈 +5.65% 4624 20 92480 46240 +5216.05 51456
181 做多 2025-09-26 22:00 3929.64 2025-09-29 06:00 4130.47 止盈 +5.11% 5146 20 102912 51456 +5254.19 56710
182 做多 2025-09-27 23:00 4017.20 2025-09-30 04:00 4224.86 止盈 +5.17% 5671 20 113420 56710 +5857.13 62567
183 做多 2025-09-28 07:00 4017.01 2025-09-30 04:00 4224.86 止盈 +5.17% 6257 20 125134 62567 +6468.28 69035
184 做多 2025-09-29 00:00 4031.85 2025-10-01 16:00 4289.99 止盈 +6.40% 6904 20 138071 69035 +8831.17 77867
185 做多 2025-10-01 07:00 4142.75 2025-10-02 09:00 4390.86 止盈 +5.99% 7787 20 155733 77867 +9317.56 87184
186 做多 2025-10-01 16:00 4289.99 2025-10-03 10:00 4508.00 止盈 +5.08% 8718 20 174368 87184 +8852.24 96036
187 做多 2025-10-03 22:00 4480.92 2025-10-07 02:00 4710.00 止盈 +5.11% 9604 20 192073 96036 +9809.60 105846
188 做多 2025-10-05 08:00 4469.59 2025-10-07 01:00 4694.31 止盈 +5.03% 10585 20 211692 105846 +10632.71 116479
189 做多 2025-10-06 12:00 4523.03 2025-10-09 16:00 4326.26 止损 -4.35% 11648 20 232957 116479 -10124.45 106354
190 做多 2025-10-07 20:00 4746.00 2025-10-07 22:00 4591.68 止损 -3.25% 10635 20 212708 106354 -6909.47 99445
191 做多 2025-10-08 19:00 4485.21 2025-10-09 16:00 4326.26 止损 -3.54% 9944 20 198890 99445 -7041.34 92403
192 做多 2025-10-09 01:00 4536.99 2025-10-09 16:00 4326.26 止损 -4.64% 9240 20 184807 92403 -8575.16 83828
193 做多 2025-10-10 08:00 4378.92 2025-10-10 23:00 4100.48 止损 -6.36% 8383 20 167657 83828 -10650.02 73178
194 做多 2025-10-11 23:00 3822.58 2025-10-12 04:00 3693.73 止损 -3.37% 7318 20 146356 73178 -4928.39 68250
195 做多 2025-10-12 14:00 3830.55 2025-10-12 23:00 4032.38 止盈 +5.27% 6825 20 136500 68250 +7184.92 75435
196 做多 2025-10-14 01:00 4233.60 2025-10-14 12:00 4097.95 止损 -3.20% 7543 20 150870 75435 -4829.22 70606
197 做多 2025-10-15 02:00 4118.84 2025-10-15 23:00 3979.23 止损 -3.39% 7061 20 141211 70606 -4781.63 65824
198 做多 2025-10-16 14:00 4039.98 2025-10-16 23:00 3905.04 止损 -3.34% 6582 20 131648 65824 -4392.79 61431
199 做多 2025-10-18 04:00 3855.57 2025-10-20 12:00 4052.88 止盈 +5.12% 6143 20 122862 61431 +6281.23 67712
200 做多 2025-10-19 11:00 3904.70 2025-10-23 04:00 3779.44 止损 -3.21% 6771 20 135425 67712 -4339.98 63372
201 做多 2025-10-21 23:00 4080.41 2025-10-22 04:00 3952.27 止损 -3.14% 6337 20 126745 63372 -3976.27 59396
202 做多 2025-10-23 11:00 3825.18 2025-10-26 19:00 4043.08 止盈 +5.70% 5940 20 118792 59396 +6760.19 66156
203 做多 2025-10-24 11:00 3889.43 2025-10-27 06:00 4158.55 止盈 +6.92% 6616 20 132313 66156 +9145.90 75302
204 做多 2025-10-25 10:00 3932.44 2025-10-27 06:00 4158.55 止盈 +5.75% 7530 20 150604 75302 +8650.89 83953
205 做多 2025-10-25 13:00 3929.86 2025-10-27 06:00 4158.55 止盈 +5.82% 8395 20 167906 83953 +9761.18 93714
206 做多 2025-10-26 16:00 3958.31 2025-10-27 06:00 4158.55 止盈 +5.06% 9371 20 187429 93714 +9472.01 103186
207 做多 2025-10-28 01:00 4219.10 2025-10-28 11:00 4092.48 止损 -3.00% 10319 20 206373 103186 -6187.28 96999
208 做多 2025-10-28 21:00 4157.08 2025-10-29 04:00 3977.01 止损 -4.33% 9700 20 193998 96999 -8394.90 88604
209 做多 2025-10-31 10:00 3820.05 2025-11-03 17:00 3701.71 止损 -3.10% 8860 20 177208 88604 -5484.18 83120
210 做多 2025-11-01 12:00 3864.74 2025-11-03 11:00 3734.73 止损 -3.36% 8312 20 166240 83120 -5586.72 77533
211 做多 2025-11-02 12:00 3907.21 2025-11-03 11:00 3734.73 止损 -4.41% 7753 20 155066 77533 -6838.41 70695
212 做多 2025-11-05 18:00 3274.86 2025-11-06 02:00 3460.24 止盈 +5.66% 7069 20 141390 70695 +7995.63 78690
213 做多 2025-11-07 13:00 3365.40 2025-11-07 19:00 3258.62 止损 -3.17% 7869 20 157381 78690 -4988.51 73702
214 做多 2025-11-08 02:00 3424.85 2025-11-10 08:00 3634.14 止盈 +6.11% 7370 20 147404 73702 +8998.73 82701
215 做多 2025-11-09 15:00 3421.05 2025-11-10 08:00 3634.14 止盈 +6.23% 8270 20 165401 82701 +10292.19 92993
216 做多 2025-11-11 10:00 3613.77 2025-11-11 23:00 3479.62 止损 -3.71% 9299 20 185986 92993 -6897.24 86096
217 做多 2025-11-12 17:00 3482.07 2025-11-14 00:00 3326.74 止损 -4.46% 8610 20 172191 86096 -7673.51 78422
218 做多 2025-11-13 13:00 3527.67 2025-11-13 23:00 3385.52 止损 -4.03% 7842 20 156844 78422 -6313.83 72108
219 做多 2025-11-15 02:00 3167.74 2025-11-17 00:00 3059.60 止损 -3.41% 7211 20 144216 72108 -4918.33 67190
220 做多 2025-11-15 12:00 3170.70 2025-11-17 00:00 3059.60 止损 -3.50% 6719 20 134380 67190 -4703.90 62486
221 做多 2025-11-15 21:00 3191.29 2025-11-17 00:00 3059.60 止损 -4.13% 6249 20 124972 62486 -5151.87 57334
222 做多 2025-11-16 12:00 3193.38 2025-11-17 00:00 3059.60 止损 -4.19% 5733 20 114668 57334 -4798.99 52535
223 做多 2025-11-17 12:00 3184.35 2025-11-18 01:00 3057.52 止损 -3.98% 5254 20 105070 52535 -4180.68 48354
224 做多 2025-11-18 18:00 3064.50 2025-11-19 23:00 2971.58 止损 -3.03% 4835 20 96709 48354 -2929.42 45425
225 做多 2025-11-20 10:00 3042.59 2025-11-21 00:00 2861.21 止损 -5.96% 4543 20 90850 45425 -5410.49 40015
226 做多 2025-11-22 04:00 2736.46 2025-11-25 01:00 2938.62 止盈 +7.39% 4001 20 80029 40015 +5906.36 45921
227 做多 2025-11-23 02:00 2751.06 2025-11-25 01:00 2938.62 止盈 +6.82% 4592 20 91842 45921 +6255.27 52176
228 做多 2025-11-24 06:00 2836.85 2025-11-27 01:00 3025.66 止盈 +6.66% 5218 20 104352 52176 +6938.35 59115
229 做多 2025-11-24 12:00 2823.71 2025-11-25 04:00 2971.25 止盈 +5.23% 5911 20 118229 59115 +6171.34 65286
230 做多 2025-11-25 00:00 2857.46 2025-11-27 01:00 3025.66 止盈 +5.89% 6529 20 130572 65286 +7678.22 72964
231 做多 2025-11-26 03:00 2921.19 2025-11-28 21:00 3072.56 止盈 +5.18% 7296 20 145928 72964 +7554.14 80518
232 做多 2025-11-27 01:00 3025.66 2025-12-01 08:00 2834.82 止损 -6.31% 8052 20 161036 80518 -10147.03 70371
233 做多 2025-11-28 04:00 3037.38 2025-12-01 08:00 2834.82 止损 -6.67% 7037 20 140742 70371 -9376.59 60995
234 做多 2025-11-28 16:00 3063.61 2025-11-30 01:00 2968.63 止损 -3.10% 6099 20 121989 60995 -3778.21 57216
235 做多 2025-11-30 11:00 3000.44 2025-12-01 08:00 2834.82 止损 -5.52% 5722 20 114433 57216 -6310.21 50906
236 做多 2025-12-02 10:00 2799.69 2025-12-02 23:00 3005.55 止盈 +7.35% 5091 20 101812 50906 +7478.74 58385
237 做多 2025-12-05 12:00 3167.17 2025-12-06 00:00 3031.69 止损 -4.28% 5838 20 116770 58385 -4990.00 53395
238 做多 2025-12-06 20:00 3030.37 2025-12-09 23:00 3244.91 止盈 +7.08% 5339 20 106790 53395 +7552.80 60948
239 做多 2025-12-08 02:00 3127.89 2025-12-08 06:00 3031.64 止损 -3.08% 6095 20 121895 60948 -3747.16 57201
240 做多 2025-12-09 07:00 3123.14 2025-12-10 00:00 3365.02 止盈 +7.74% 5720 20 114401 57201 +8851.25 66052
241 做多 2025-12-09 22:00 3115.91 2025-12-10 00:00 3365.02 止盈 +7.99% 6605 20 132104 66052 +10550.83 76603
242 做多 2025-12-10 21:00 3332.90 2025-12-11 10:00 3209.80 止损 -3.69% 7660 20 153205 76603 -5652.95 70950
243 做多 2025-12-10 23:00 3326.63 2025-12-11 10:00 3209.80 止损 -3.51% 7095 20 141899 70950 -4978.47 65971
244 做多 2025-12-12 05:00 3247.48 2025-12-12 23:00 3070.00 止损 -5.47% 6597 20 131942 65971 -7203.66 58768
245 做多 2025-12-13 17:00 3116.57 2025-12-15 23:00 3009.48 止损 -3.44% 5877 20 117535 58768 -4034.65 54733
246 做多 2025-12-15 11:00 3107.48 2025-12-15 23:00 3009.48 止损 -3.15% 5473 20 109466 54733 -3448.75 51284
247 做多 2025-12-16 20:00 2950.18 2025-12-18 01:00 2846.33 止损 -3.52% 5128 20 102568 51284 -3606.92 47677
248 做多 2025-12-17 02:00 2950.74 2025-12-18 01:00 2846.33 止损 -3.54% 4768 20 95355 47677 -3370.68 44307
249 做多 2025-12-18 18:00 2858.00 2025-12-21 17:00 3001.81 止盈 +5.03% 4431 20 88613 44307 +4454.41 48761
250 做多 2025-12-19 13:00 2921.63 2026-01-02 22:00 3081.29 止盈 +5.46% 4876 20 97522 48761 +5324.01 54085
251 做多 2025-12-21 16:00 2990.79 2026-01-04 08:00 3155.90 止盈 +5.52% 5409 20 108170 54085 +5965.68 60051
252 做多 2025-12-22 02:00 2986.98 2026-01-04 08:00 3155.90 止盈 +5.66% 6005 20 120101 60051 +6785.19 66836
253 做多 2025-12-24 06:00 2959.86 2026-01-03 00:00 3130.67 止盈 +5.77% 6684 20 133672 66836 +7706.32 74542
254 做多 2025-12-25 03:00 2944.78 2026-01-03 00:00 3130.67 止盈 +6.31% 7454 20 149084 74542 +9401.58 83944
255 做多 2025-12-26 01:00 2951.48 2026-01-03 00:00 3130.67 止盈 +6.07% 8394 20 167888 83944 +10182.58 94126
256 做多 2025-12-26 12:00 2970.28 2026-01-03 00:00 3130.67 止盈 +5.40% 9413 20 188253 94126 +10155.16 104282
257 做多 2025-12-27 16:00 2932.67 2026-01-02 22:00 3081.29 止盈 +5.07% 10428 20 208563 104282 +10558.86 114840
258 做多 2025-12-28 06:00 2932.00 2026-01-02 22:00 3081.29 止盈 +5.09% 11484 20 229681 114840 +11683.07 126523
259 做多 2025-12-29 07:00 2949.60 2026-01-03 00:00 3130.67 止盈 +6.14% 12652 20 253047 126523 +15518.50 142042
260 做多 2025-12-30 12:00 2944.57 2026-01-03 00:00 3130.67 止盈 +6.32% 14204 20 284084 142042 +17936.45 159978
261 做多 2025-12-31 18:00 2979.71 2026-01-03 00:00 3130.67 止盈 +5.07% 15998 20 319957 159978 +16193.65 176172
262 做多 2026-01-01 17:00 2982.60 2026-01-03 06:00 3132.22 止盈 +5.02% 17617 20 352344 176172 +17657.42 193829
263 做多 2026-01-04 03:00 3112.00 2026-01-06 22:00 3276.67 止盈 +5.29% 19383 20 387659 193829 +20492.28 214322
264 做多 2026-01-05 07:00 3143.32 2026-01-14 06:00 3330.21 止盈 +5.95% 21432 20 428643 214322 +25460.05 239782
265 做多 2026-01-07 06:00 3276.43 2026-01-07 23:00 3163.53 止损 -3.45% 23978 20 479564 239782 -16508.39 223273
266 做多 2026-01-09 09:00 3104.31 2026-01-14 06:00 3330.21 止盈 +7.28% 22327 20 446547 223273 +32462.62 255736
267 做多 2026-01-09 12:00 3115.14 2026-01-14 06:00 3330.21 止盈 +6.90% 25574 20 511472 255736 +35276.84 291013
268 做多 2026-01-10 01:00 3113.04 2026-01-14 06:00 3330.21 止盈 +6.98% 29101 20 582026 291013 +40562.32 331575
269 做多 2026-01-10 18:00 3101.97 2026-01-14 06:00 3330.21 止盈 +7.36% 33158 20 663150 331575 +48745.18 380320
270 做多 2026-01-11 12:00 3096.67 2026-01-14 06:00 3330.21 止盈 +7.54% 38032 20 760641 380320 +57307.49 437628
271 做多 2026-01-13 13:00 3130.68 2026-01-14 06:00 3330.21 止盈 +6.37% 43763 20 875256 437628 +55727.55 493355
272 做多 2026-01-15 18:00 3363.08 2026-01-19 08:00 3210.67 止损 -4.53% 49336 20 986711 493355 -44671.61 448684
273 做多 2026-01-16 17:00 3306.41 2026-01-19 09:00 3205.51 止损 -3.05% 44868 20 897368 448684 -27357.12 421327
274 做多 2026-01-17 13:00 3290.22 2026-01-20 06:00 3187.31 止损 -3.13% 42133 20 842653 421327 -26329.77 394997
275 做多 2026-01-18 14:00 3314.07 2026-01-19 08:00 3210.67 止损 -3.12% 39500 20 789994 394997 -24623.40 370373
276 做多 2026-01-20 02:00 3213.31 2026-01-20 14:00 3115.20 止损 -3.05% 37037 20 740747 370373 -22594.15 347779
277 做多 2026-01-22 05:00 3030.00 2026-01-23 02:00 2938.26 止损 -3.03% 34778 20 695559 347779 -21038.53 326741
278 做多 2026-01-23 12:00 2976.30 2026-01-26 01:00 2883.04 止损 -3.13% 32674 20 653482 326741 -20455.85 306285
279 做多 2026-01-24 01:00 2986.02 2026-01-26 00:00 2895.46 止损 -3.03% 30628 20 612570 306285 -18559.44 287726
280 做多 2026-01-24 20:00 2961.48 2026-01-26 02:00 2846.01 止损 -3.90% 28773 20 575451 287726 -22414.77 265311
281 做多 2026-01-25 02:00 2962.06 2026-01-26 02:00 2846.01 止损 -3.92% 26531 20 530622 265311 -20768.33 244542
282 做多 2026-01-26 15:00 2902.99 2026-01-30 02:00 2762.34 止损 -4.85% 24454 20 489085 244542 -23672.49 220870
283 做多 2026-01-28 00:00 2989.59 2026-01-29 22:00 2874.79 止损 -3.84% 22087 20 441740 220870 -16945.81 203924
284 做多 2026-01-29 05:00 3020.14 2026-01-29 19:00 2928.08 止损 -3.05% 20392 20 407848 203924 -12419.61 191505
285 做多 2026-02-02 20:00 2310.09 2026-02-04 00:00 2239.88 止损 -3.04% 19150 20 383009 191505 -11629.06 179875

⚙️ 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