📊 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 16:10

📈 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
120次
盈利
63次
亏损
57次
胜率
52.5%
总收益
+1509.2%
最终资金
160925U
最大回撤
-63.0%
月化收益
+125.8%

📊 收益与风险

盈利因子
1.36
止盈次数
63
止损次数
57
盈亏比
1.11

📋 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 2024-01-07 04:00 43816.40 2024-01-09 02:00 46970.20 止盈 +7.20% 1000 20 20000 10000 +1438.11 11438
2 做多 2024-01-07 06:00 43865.80 2024-01-09 02:00 46970.20 止盈 +7.08% 1144 20 22876 11438 +1617.34 13055
3 做多 2024-01-07 10:00 43927.60 2024-01-09 02:00 46970.20 止盈 +6.93% 1306 20 26111 13055 +1806.74 14862
4 做多 2024-01-07 13:00 43880.40 2024-01-09 02:00 46970.20 止盈 +7.04% 1486 20 29724 14862 +2090.92 16953
5 做多 2024-01-07 17:00 43923.00 2024-01-09 02:00 46970.20 止盈 +6.94% 1695 20 33906 16953 +2349.92 19303
6 做多 2024-01-07 23:00 44035.00 2024-01-09 02:00 46970.20 止盈 +6.67% 1930 20 38606 19303 +2570.76 21874
7 做多 2024-01-08 04:00 44108.20 2024-01-09 02:00 46970.20 止盈 +6.49% 2187 20 43748 21874 +2835.76 24710
8 做多 2024-01-08 06:00 43851.30 2024-01-09 02:00 46970.20 止盈 +7.11% 2471 20 49419 24710 +3511.39 28221
9 做多 2024-01-08 20:00 45102.90 2024-01-11 20:00 47451.10 止盈 +5.21% 2822 20 56442 28221 +2935.61 31157
10 做多 2024-01-11 08:00 46676.00 2024-01-12 23:00 44495.10 止损 -4.67% 3116 20 62313 31157 -2908.62 28248
11 做多 2024-01-16 08:00 42604.70 2024-01-19 03:00 41014.20 止损 -3.73% 2825 20 56496 28248 -2106.97 26141
12 做多 2024-01-20 16:00 41590.10 2024-01-23 02:00 40320.70 止损 -3.05% 2614 20 52282 26141 -1594.14 24547
13 做多 2024-01-24 17:00 40015.60 2024-01-27 02:00 42083.80 止盈 +5.17% 2455 20 49094 24547 +2534.86 27082
14 做多 2024-01-26 11:00 40057.00 2024-01-27 02:00 42083.80 止盈 +5.06% 2708 20 54163 27082 +2737.81 29820
15 做多 2024-01-29 13:00 42127.10 2024-02-08 07:00 44326.20 止盈 +5.22% 2982 20 59639 29820 +3110.14 32930
16 做多 2024-01-29 23:00 42623.20 2024-02-08 18:00 44805.90 止盈 +5.12% 3293 20 65859 32930 +3369.23 36299
17 做多 2024-02-02 06:00 42915.20 2024-02-08 23:00 45406.30 止盈 +5.80% 3630 20 72598 36299 +4209.87 40509
18 做多 2024-02-04 05:00 43030.00 2024-02-08 23:00 45406.30 止盈 +5.52% 4051 20 81017 40509 +4469.66 44978
19 做多 2024-02-05 20:00 43240.20 2024-02-08 23:00 45406.30 止盈 +5.01% 4498 20 89957 44978 +4501.84 49480
20 做多 2024-02-06 17:00 42980.20 2024-02-08 23:00 45406.30 止盈 +5.64% 4948 20 98960 49480 +5580.43 55061
21 做多 2024-02-14 09:00 49436.00 2024-02-14 22:00 51939.90 止盈 +5.06% 5506 20 110121 55061 +5571.99 60633
22 做多 2024-02-18 22:00 51919.30 2024-02-27 03:00 54531.30 止盈 +5.03% 6063 20 121265 60633 +6094.62 66727
23 做多 2024-02-20 21:00 52890.00 2024-02-21 17:00 51115.40 止损 -3.36% 6673 20 133455 66727 -4473.28 62254
24 做多 2024-02-21 11:00 52042.50 2024-02-27 05:00 54683.20 止盈 +5.07% 6225 20 124508 62254 +6311.37 68565
25 做多 2024-02-22 19:00 51659.20 2024-02-27 03:00 54531.30 止盈 +5.56% 6857 20 137131 68565 +7616.44 76182
26 做多 2024-02-23 05:00 51685.00 2024-02-27 03:00 54531.30 止盈 +5.51% 7618 20 152364 76182 +8382.29 84564
27 做多 2024-02-25 02:00 51473.60 2024-02-27 03:00 54531.30 止盈 +5.94% 8456 20 169128 84564 +10036.72 94601
28 做多 2024-02-27 00:00 53438.90 2024-02-27 10:00 56428.80 止盈 +5.59% 9460 20 189202 94601 +10575.22 105176
29 做多 2024-03-01 20:00 62291.40 2024-03-04 22:00 66223.80 止盈 +6.31% 10518 20 210352 105176 +13266.06 118442
30 做多 2024-03-04 00:00 62901.80 2024-03-04 22:00 66223.80 止盈 +5.28% 11844 20 236884 118442 +12497.93 130940
31 做多 2024-03-06 21:00 66394.10 2024-03-10 16:00 69734.70 止盈 +5.03% 13094 20 261880 130940 +13163.24 144103
32 做多 2024-03-11 16:00 71315.00 2024-03-15 10:00 69062.40 止损 -3.16% 14410 20 288207 144103 -9094.37 135009
33 做多 2024-03-13 14:00 72798.90 2024-03-15 02:00 70154.00 止损 -3.63% 13501 20 270018 135009 -9800.37 125209
34 做多 2024-03-18 04:00 68325.10 2024-03-19 09:00 65899.10 止损 -3.55% 12521 20 250417 125209 -8882.60 116326
35 做多 2024-03-21 04:00 67092.20 2024-03-22 18:00 64695.90 止损 -3.57% 11633 20 232652 116326 -8301.21 108025
36 做多 2024-03-24 00:00 65697.20 2024-03-25 22:00 69434.70 止盈 +5.69% 10802 20 216049 108025 +12278.72 120303
37 做多 2024-03-24 16:00 65295.30 2024-03-25 22:00 69434.70 止盈 +6.34% 12030 20 240607 120303 +15238.04 135541
38 做多 2024-03-28 18:00 70864.40 2024-04-01 23:00 68281.00 止损 -3.65% 13554 20 271083 135541 -9872.59 125669
39 做多 2024-03-31 14:00 70291.70 2024-04-02 10:00 67025.70 止损 -4.65% 12567 20 251338 125669 -11666.36 114003
40 做多 2024-04-04 17:00 66291.80 2024-04-08 00:00 70108.00 止盈 +5.76% 11400 20 228005 114003 +13112.37 127115
41 做多 2024-04-11 08:00 70572.00 2024-04-13 01:00 68191.30 止损 -3.37% 12711 20 254230 127115 -8567.70 118547
42 做多 2024-04-15 14:00 66428.70 2024-04-15 22:00 64221.30 止损 -3.32% 11855 20 237094 118547 -7870.68 110677
43 做多 2024-04-17 14:00 63853.50 2024-04-17 22:00 61263.20 止损 -4.06% 11068 20 221353 110677 -8970.49 101706
44 做多 2024-04-19 00:00 63500.00 2024-04-19 09:00 61000.00 止损 -3.94% 10171 20 203412 101706 -8000.34 93706
45 做多 2024-04-28 13:00 63921.00 2024-04-29 21:00 61990.10 止损 -3.02% 9371 20 187411 93706 -5655.59 88050
46 做多 2024-04-30 08:00 64565.90 2024-04-30 16:00 61904.90 止损 -4.12% 8805 20 176100 88050 -7250.48 80800
47 做多 2024-05-03 01:00 59170.00 2024-05-04 04:00 62880.00 止盈 +6.27% 8080 20 161599 80800 +10122.25 90922
48 做多 2024-05-10 06:00 63252.70 2024-05-10 22:00 61034.80 止损 -3.51% 9092 20 181844 90922 -6369.81 84552
49 做多 2024-05-12 21:00 61172.60 2024-05-15 22:00 64465.70 止盈 +5.38% 8455 20 169104 84552 +9094.27 93646
50 做多 2024-05-15 20:00 63735.10 2024-05-17 23:00 67170.00 止盈 +5.39% 9365 20 187293 93646 +10083.74 103730
51 做多 2024-05-20 20:00 66903.50 2024-05-21 07:00 71466.50 止盈 +6.82% 10373 20 207460 103730 +14135.19 117865
52 做多 2024-05-25 06:00 68809.20 2024-06-11 23:00 66266.00 止损 -3.70% 11787 20 235731 117865 -8703.93 109161
53 做多 2024-05-28 00:00 70224.80 2024-05-28 11:00 68070.00 止损 -3.07% 10916 20 218323 109161 -6692.38 102469
54 做多 2024-05-30 23:00 68566.40 2024-06-11 23:00 66266.00 止损 -3.35% 10247 20 204938 102469 -6868.78 95600
55 做多 2024-06-02 14:00 67865.10 2024-06-05 23:00 71625.10 止盈 +5.54% 9560 20 191200 95600 +10582.68 106183
56 做多 2024-06-02 19:00 68284.10 2024-06-07 19:00 71750.00 止盈 +5.08% 10618 20 212366 106183 +10768.28 116951
57 做多 2024-06-07 17:00 71332.50 2024-06-08 02:00 69186.50 止损 -3.01% 11695 20 233902 116951 -7029.79 109921
58 做多 2024-06-10 01:00 69684.80 2024-06-11 15:00 67582.00 止损 -3.02% 10992 20 219843 109921 -6627.31 103294
59 做多 2024-06-10 23:00 70090.90 2024-06-11 13:00 67930.40 止损 -3.08% 10329 20 206588 103294 -6361.56 96932
60 做多 2024-06-12 22:00 69960.00 2024-06-13 03:00 67523.20 止损 -3.48% 9693 20 193865 96932 -6745.82 90187
61 做多 2024-06-16 18:00 66696.10 2024-06-18 22:00 64614.50 止损 -3.12% 9019 20 180373 90187 -5623.86 84563
62 做多 2024-06-18 07:00 66472.10 2024-06-19 03:00 64400.00 止损 -3.12% 8456 20 169126 84563 -5266.79 79296
63 做多 2024-06-20 14:00 65438.10 2024-06-24 07:00 63194.90 止损 -3.43% 7930 20 158592 79296 -5431.05 73865
64 做多 2024-06-23 06:00 64286.60 2024-06-24 13:00 62296.40 止损 -3.10% 7386 20 147730 73865 -4568.88 69296
65 做多 2024-06-26 04:00 61897.00 2024-07-03 20:00 60032.30 止损 -3.01% 6930 20 138592 69296 -4171.03 65125
66 做多 2024-06-28 01:00 61820.10 2024-07-04 03:00 59661.20 止损 -3.49% 6513 20 130250 65125 -4544.08 60581
67 做多 2024-06-30 15:00 61533.60 2024-07-04 03:00 59661.20 止损 -3.04% 6058 20 121162 60581 -3683.14 56898
68 做多 2024-07-06 20:00 56725.70 2024-07-08 09:00 54930.00 止损 -3.17% 5690 20 113796 56898 -3598.69 53299
69 做多 2024-07-09 12:00 57260.40 2024-07-14 13:00 60231.40 止盈 +5.19% 5330 20 106598 53299 +5525.40 58825
70 做多 2024-07-11 16:00 58145.50 2024-07-15 05:00 61260.10 止盈 +5.36% 5882 20 117649 58825 +6295.64 65120
71 做多 2024-07-13 02:00 58271.20 2024-07-15 05:00 61260.10 止盈 +5.13% 6512 20 130240 65120 +6673.73 71794
72 做多 2024-07-18 15:00 64644.80 2024-07-22 05:00 68169.80 止盈 +5.45% 7179 20 143588 71794 +7821.83 79616
73 做多 2024-07-19 23:00 65791.50 2024-07-27 21:00 69205.90 止盈 +5.19% 7962 20 159231 79616 +8255.41 87871
74 做多 2024-07-23 03:00 68193.50 2024-07-23 21:00 66072.00 止损 -3.11% 8787 20 175742 87871 -5461.87 82409
75 做多 2024-07-26 09:00 66402.10 2024-07-29 20:00 69776.00 止盈 +5.08% 8241 20 164818 82409 +8366.08 90775
76 做多 2024-07-29 08:00 68687.50 2024-07-30 08:00 66572.00 止损 -3.08% 9078 20 181551 90775 -5585.97 85189
77 做多 2024-08-06 21:00 55180.10 2024-08-08 22:00 58880.80 止盈 +6.71% 8519 20 170379 85189 +11415.17 96605
78 做多 2024-08-08 14:00 57191.90 2024-08-09 05:00 61154.70 止盈 +6.93% 9660 20 193209 96605 +13373.98 109978
79 做多 2024-08-14 00:00 61121.00 2024-08-15 00:00 59090.50 止损 -3.32% 10998 20 219957 109978 -7299.88 102679
80 做多 2024-08-17 02:00 59431.70 2024-08-24 01:00 62966.30 止盈 +5.95% 10268 20 205357 102679 +12201.06 114880
81 做多 2024-08-20 09:00 60415.30 2024-08-24 03:00 63577.20 止盈 +5.23% 11488 20 229759 114880 +12012.68 126892
82 做多 2024-08-22 03:00 61538.10 2024-08-28 06:00 59467.60 止损 -3.36% 12689 20 253785 126892 -8530.26 118362
83 做多 2024-08-29 22:00 60780.90 2024-08-30 13:00 58760.80 止损 -3.32% 11836 20 236724 118362 -7859.84 110502
84 做多 2024-09-03 00:00 58316.70 2024-09-04 13:00 56223.10 止损 -3.59% 11050 20 221005 110502 -7926.24 102576
85 做多 2024-09-05 07:00 57944.80 2024-09-05 23:00 55947.00 止损 -3.45% 10258 20 205152 102576 -7066.08 95510
86 做多 2024-09-08 18:00 54573.90 2024-09-10 05:00 57424.90 止盈 +5.22% 9551 20 191020 95510 +9969.11 105479
87 做多 2024-09-12 05:00 57330.30 2024-09-14 05:00 60237.90 止盈 +5.07% 10548 20 210958 105479 +10688.38 116167
88 做多 2024-09-17 21:00 58937.00 2024-09-19 08:00 62206.60 止盈 +5.55% 11617 20 232335 116167 +12876.16 129044
89 做多 2024-09-22 02:00 63237.40 2024-10-02 04:00 60778.70 止损 -3.89% 12904 20 258087 129044 -10024.52 119019
90 做多 2024-09-23 07:00 63558.40 2024-10-02 04:00 60778.70 止损 -4.37% 11902 20 238038 119019 -10400.09 108619
91 做多 2024-09-24 18:00 63493.50 2024-10-02 04:00 60778.70 止损 -4.28% 10862 20 217238 108619 -9279.18 99340
92 做多 2024-09-26 19:00 64373.00 2024-10-02 00:00 62437.20 止损 -3.01% 9934 20 198680 99340 -5968.64 93371
93 做多 2024-09-29 07:00 65822.60 2024-09-30 17:00 63512.10 止损 -3.51% 9337 20 186742 93371 -6548.46 86823
94 做多 2024-09-29 10:00 65788.90 2024-09-30 17:00 63512.10 止损 -3.46% 8682 20 173645 86823 -6003.45 80819
95 做多 2024-09-30 03:00 65926.30 2024-09-30 17:00 63512.10 止损 -3.66% 8082 20 161638 80819 -5913.23 74906
96 做多 2024-10-04 15:00 61403.90 2024-10-11 02:00 59468.50 止损 -3.15% 7491 20 149812 74906 -4717.23 70189
97 做多 2024-10-06 22:00 62679.70 2024-10-10 04:00 60388.60 止损 -3.66% 7019 20 140378 70189 -5126.02 65063
98 做多 2024-10-11 20:00 61349.90 2024-10-14 15:00 64599.60 止盈 +5.30% 6506 20 130126 65063 +6885.85 71949
99 做多 2024-10-14 11:00 64281.60 2024-10-15 21:00 67646.70 止盈 +5.23% 7195 20 143897 71949 +7525.39 79474
100 做多 2024-10-18 12:00 67721.10 2024-10-29 10:00 71173.90 止盈 +5.10% 7947 20 158948 79474 +8095.95 87570
101 做多 2024-10-20 18:00 68350.10 2024-10-23 23:00 66201.60 止损 -3.14% 8757 20 175140 87570 -5499.80 82070
102 做多 2024-10-24 13:00 67338.90 2024-10-29 10:00 71173.90 止盈 +5.70% 8207 20 164140 82070 +9338.56 91409
103 做多 2024-10-27 20:00 67373.50 2024-10-29 10:00 71173.90 止盈 +5.64% 9141 20 182817 91409 +10302.04 101711
104 做多 2024-11-04 13:00 68811.40 2024-11-06 10:00 73078.90 止盈 +6.20% 10171 20 203422 101711 +12603.05 114314
105 做多 2024-11-05 17:00 68750.10 2024-11-06 10:00 73078.90 止盈 +6.30% 11431 20 228628 114314 +14380.98 128695
106 做多 2024-11-16 03:00 90418.40 2024-11-21 11:00 95790.20 止盈 +5.94% 12869 20 257390 128695 +15276.34 143971
107 做多 2024-11-17 20:00 91138.30 2024-11-21 11:00 95790.20 止盈 +5.10% 14397 20 287942 143971 +14682.51 158654
108 做多 2024-11-18 16:00 91889.80 2024-11-21 12:00 97591.20 止盈 +6.20% 15865 20 317307 158654 +19667.98 178322
109 做多 2024-11-25 15:00 98112.90 2024-11-26 03:00 94723.60 止损 -3.45% 17832 20 356643 178322 -12307.88 166014
110 做多 2024-11-27 22:00 94894.80 2024-12-05 10:00 101540.60 止盈 +7.00% 16601 20 332027 166014 +23229.74 189243
111 做多 2024-12-01 23:00 97081.40 2024-12-03 21:00 93775.10 止损 -3.41% 18924 20 378487 189243 -12877.24 176366
112 做多 2024-12-04 10:00 95864.80 2024-12-05 10:00 101540.60 止盈 +5.92% 17637 20 352732 176366 +20863.10 197229
113 做多 2024-12-07 05:00 100463.10 2024-12-10 01:00 97406.20 止损 -3.04% 19723 20 394459 197229 -11990.62 185239
114 做多 2024-12-07 22:00 99528.60 2024-12-10 04:00 96296.70 止损 -3.25% 18524 20 370477 185239 -12018.14 173221
115 做多 2024-12-09 03:00 100182.30 2024-12-10 03:00 97126.80 止损 -3.05% 17322 20 346441 173221 -10555.68 162665
116 做多 2024-12-11 18:00 98203.00 2024-12-16 01:00 103124.30 止盈 +5.01% 16266 20 325330 162665 +16287.12 178952
117 做多 2024-12-14 02:00 101450.00 2024-12-17 00:00 106769.10 止盈 +5.24% 17895 20 357904 178952 +18746.41 197698
118 做多 2024-12-21 16:00 98601.70 2024-12-22 22:00 95330.00 止损 -3.32% 19770 20 395397 197698 -13106.53 184592
119 做多 2024-12-24 23:00 98243.50 2024-12-27 15:00 95074.40 止损 -3.23% 18459 20 369184 184592 -11897.08 172695
120 做多 2024-12-29 12:00 95088.90 2024-12-30 22:00 91845.20 止损 -3.41% 17269 20 345390 172695 -11770.25 160925

⚙️ 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