📊 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

📈 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
10%
杠杆
20x
天数
360天
交易
269次
盈利
125次
亏损
144次
胜率
46.5%
总收益
+967.4%
最终资金
106743U
最大回撤
-87.2%
月化
+80.6%

📊 收益与风险

盈利因子
1.45
止盈次数
125
止损次数
144
盈亏比
0.87

📋 交易记录明细(共269笔)

序号方向入场时间入场价出场时间出场价结果盈亏%盈亏U
1 做多 2024-08-20 2659.57 2024-08-20 2573.34 止损 -3.24% -647.80U
2 做多 2024-08-21 2599.22 2024-08-24 2744.58 止盈 +5.59% +1044.99U
3 做多 2024-08-21 2600.44 2024-08-24 2744.58 止盈 +5.54% +1151.46U
4 做多 2024-08-23 2637.42 2024-08-24 2771.08 止盈 +5.07% +1169.36U
5 做多 2024-08-25 2812.71 2024-08-26 2724.57 止损 -3.13% -796.27U
6 做多 2024-08-25 2762.79 2024-08-27 2679.25 止损 -3.02% -720.25U
7 做多 2024-08-28 2524.82 2024-08-30 2448.04 止损 -3.04% -680.60U
8 做多 2024-08-31 2517.15 2024-09-02 2405.09 止损 -4.45% -935.81U
9 做多 2024-08-31 2521.48 2024-09-02 2405.09 止损 -4.62% -884.00U
10 做多 2024-09-02 2500.14 2024-09-02 2405.09 止损 -3.80% -660.93U
11 做多 2024-09-02 2515.00 2024-09-04 2439.21 止损 -3.01% -484.10U
12 做多 2024-09-04 2436.98 2024-09-06 2362.71 止损 -3.05% -460.10U
13 做多 2024-09-06 2391.56 2024-09-06 2289.02 止损 -4.29% -607.88U
14 做多 2024-09-07 2287.03 2024-09-13 2406.83 止盈 +5.24% +679.04U
15 做多 2024-09-08 2296.52 2024-09-14 2420.00 止盈 +5.38% +769.96U
16 做多 2024-09-09 2295.89 2024-09-14 2420.00 止盈 +5.41% +857.26U
17 做多 2024-09-11 2379.59 2024-09-11 2286.35 止损 -3.92% -688.49U
18 做多 2024-09-12 2339.44 2024-09-16 2260.22 止损 -3.39% -548.42U
19 做多 2024-09-13 2348.03 2024-09-16 2276.37 止损 -3.05% -460.83U
20 做多 2024-09-13 2353.22 2024-09-16 2276.37 止损 -3.27% -463.05U
21 做多 2024-09-15 2418.51 2024-09-16 2345.16 止损 -3.03% -401.97U
22 做多 2024-09-17 2298.24 2024-09-19 2415.48 止盈 +5.10% +635.14U
23 做多 2024-09-19 2325.01 2024-09-20 2471.23 止盈 +6.29% +862.83U
24 做多 2024-09-21 2560.29 2024-09-28 2716.62 止盈 +6.11% +942.98U
25 做多 2024-09-21 2547.87 2024-09-23 2675.37 止盈 +5.00% +867.11U
26 做多 2024-09-23 2612.56 2024-10-01 2523.54 止损 -3.41% -649.45U
27 做多 2024-09-24 2636.28 2024-10-01 2548.59 止损 -3.33% -590.83U
28 做多 2024-09-25 2649.38 2024-09-26 2569.69 止损 -3.01% -498.77U
29 做多 2024-09-26 2612.09 2024-10-01 2523.54 止损 -3.39% -528.35U
30 做多 2024-09-27 2652.68 2024-10-01 2548.59 止损 -3.92% -570.15U
31 做多 2024-09-29 2673.48 2024-10-01 2588.06 止损 -3.20% -427.85U
32 做多 2024-09-30 2662.17 2024-10-01 2579.72 止损 -3.10% -388.25U
33 做多 2024-10-01 2629.33 2024-10-01 2548.59 止损 -3.07% -361.13U
34 做多 2024-10-04 2376.78 2024-10-07 2495.93 止盈 +5.01% +553.38U
35 做多 2024-10-05 2418.68 2024-10-14 2541.48 止盈 +5.08% +616.58U
36 做多 2024-10-05 2421.68 2024-10-14 2554.28 止盈 +5.48% +732.42U
37 做多 2024-10-06 2419.87 2024-10-14 2541.48 止盈 +5.03% +745.76U
38 做多 2024-10-07 2497.42 2024-10-08 2415.21 止损 -3.29% -537.54U
39 做多 2024-10-08 2447.00 2024-10-10 2355.01 止损 -3.76% -573.51U
40 做多 2024-10-10 2381.69 2024-10-14 2520.05 止盈 +5.81% +819.68U
41 做多 2024-10-11 2405.79 2024-10-14 2541.48 止盈 +5.64% +888.18U
42 做多 2024-10-14 2465.78 2024-10-14 2621.97 止盈 +6.33% +1109.90U
43 做多 2024-10-16 2618.51 2024-10-23 2539.53 止损 -3.02% -595.39U
44 做多 2024-10-17 2614.02 2024-10-21 2747.27 止盈 +5.10% +945.59U
45 做多 2024-10-18 2643.42 2024-10-23 2563.01 止损 -3.04% -621.74U
46 做多 2024-10-20 2636.52 2024-10-23 2539.53 止损 -3.68% -706.21U
47 做多 2024-10-20 2642.40 2024-10-23 2563.01 止损 -3.00% -534.38U
48 做多 2024-10-20 2649.97 2024-10-23 2563.01 止损 -3.28% -548.62U
49 做多 2024-10-24 2544.19 2024-10-26 2463.11 止损 -3.19% -497.86U
50 做多 2024-10-25 2532.62 2024-10-26 2440.10 止损 -3.65% -534.36U
51 做多 2024-10-25 2544.71 2024-10-26 2463.11 止损 -3.21% -434.82U
52 做多 2024-10-26 2470.71 2024-10-29 2612.41 止盈 +5.74% +727.86U
53 做多 2024-10-27 2501.10 2024-10-29 2631.00 止盈 +5.19% +734.67U
54 做多 2024-10-28 2512.29 2024-10-29 2648.12 止盈 +5.41% +844.15U
55 做多 2024-10-29 2518.92 2024-10-29 2648.12 止盈 +5.13% +887.34U
56 做多 2024-10-30 2653.87 2024-10-31 2556.05 止损 -3.69% -703.01U
57 做多 2024-11-01 2536.82 2024-11-03 2434.36 止损 -4.04% -713.60U
58 做多 2024-11-04 2469.90 2024-11-05 2370.29 止损 -4.03% -655.05U
59 做多 2024-11-05 2442.32 2024-11-06 2567.76 止盈 +5.14% +767.01U
60 做多 2024-11-06 2481.33 2024-11-06 2607.40 止盈 +5.08% +836.60U
61 做多 2024-11-11 3204.63 2024-11-12 3375.02 止盈 +5.32% +964.38U
62 做多 2024-11-11 3174.24 2024-11-12 3355.36 止盈 +5.71% +1144.86U
63 做多 2024-11-13 3312.05 2024-11-14 3160.21 止损 -4.58% -1024.72U
64 做多 2024-11-14 3224.53 2024-11-14 3110.91 止损 -3.52% -715.45U
65 做多 2024-11-15 3105.73 2024-11-21 3288.05 止盈 +5.87% +1108.05U
66 做多 2024-11-16 3102.60 2024-11-21 3288.05 止盈 +5.98% +1260.54U
67 做多 2024-11-17 3140.55 2024-11-21 3350.79 止盈 +6.69% +1580.37U
68 做多 2024-11-18 3114.72 2024-11-21 3288.05 止盈 +5.56% +1489.44U
69 做多 2024-11-19 3171.68 2024-11-21 3065.54 止损 -3.35% -995.28U
70 做多 2024-11-20 3125.38 2024-11-21 3288.05 止盈 +5.20% +1444.46U
71 做多 2024-11-21 3109.59 2024-11-21 3288.05 止盈 +5.74% +1758.34U
72 做多 2024-11-23 3346.37 2024-11-25 3521.26 止盈 +5.23% +1784.85U
73 做多 2024-11-25 3340.65 2024-11-25 3521.26 止盈 +5.41% +2039.18U
74 做多 2024-11-27 3366.68 2024-11-27 3555.07 止盈 +5.60% +2338.56U
75 做多 2024-11-28 3624.52 2024-12-04 3824.39 止盈 +5.51% +2562.23U
76 做多 2024-11-29 3580.65 2024-12-04 3781.70 止盈 +5.61% +2896.38U
77 做多 2024-11-29 3596.63 2024-12-04 3781.70 止盈 +5.15% +2952.10U
78 做多 2024-11-30 3598.44 2024-12-04 3781.70 止盈 +5.09% +3222.14U
79 做多 2024-12-01 3731.00 2024-12-02 3606.02 止损 -3.35% -2335.02U
80 做多 2024-12-03 3639.63 2024-12-04 3824.39 止盈 +5.08% +3301.73U
81 做多 2024-12-04 3616.82 2024-12-04 3824.39 止盈 +5.74% +4111.34U
82 做多 2024-12-06 3905.51 2024-12-10 3745.41 止损 -4.10% -3273.44U
83 做多 2024-12-06 3891.28 2024-12-10 3745.41 止损 -3.75% -2748.22U
84 做多 2024-12-07 4007.66 2024-12-09 3869.70 止损 -3.44% -2334.69U
85 做多 2024-12-08 3993.92 2024-12-09 3869.70 止损 -3.11% -1964.32U
86 做多 2024-12-11 3659.54 2024-12-12 3879.36 止盈 +6.01% +3557.93U
87 做多 2024-12-13 3929.44 2024-12-19 3768.82 止损 -4.09% -2711.75U
88 做多 2024-12-14 3914.57 2024-12-19 3768.82 止损 -3.72% -2268.32U
89 做多 2024-12-15 3873.07 2024-12-17 4087.25 止盈 +5.53% +3118.39U
90 做多 2024-12-15 3882.99 2024-12-17 4087.25 止盈 +5.26% +3294.11U
91 做多 2024-12-17 4033.65 2024-12-18 3881.46 止损 -3.77% -2611.03U
92 做多 2024-12-19 3878.09 2024-12-19 3693.99 止损 -4.75% -3037.53U
93 做多 2024-12-19 3677.18 2024-12-20 3478.32 止损 -5.41% -3132.12U
94 做多 2024-12-21 3435.98 2024-12-22 3316.86 止损 -3.47% -1790.94U
95 做多 2024-12-22 3377.94 2024-12-22 3276.50 止损 -3.00% -1443.87U
96 做多 2024-12-23 3275.59 2024-12-24 3458.12 止盈 +5.57% +2518.51U
97 做多 2024-12-27 3377.48 2025-01-03 3564.32 止盈 +5.53% +2778.57U
98 做多 2024-12-28 3343.99 2025-01-03 3526.53 止盈 +5.46% +3044.86U
99 做多 2024-12-30 3416.56 2025-01-04 3604.63 止盈 +5.50% +3405.35U
100 做多 2024-12-31 3388.40 2025-01-03 3564.32 止盈 +5.19% +3565.08U
101 做多 2025-01-01 3352.07 2025-01-03 3526.53 止盈 +5.20% +3944.53U
102 做多 2025-01-03 3480.31 2025-01-05 3659.29 止盈 +5.14% +4302.91U
103 做多 2025-01-04 3643.76 2025-01-07 3461.21 止损 -5.01% -4622.59U
104 做多 2025-01-06 3636.92 2025-01-07 3461.21 止损 -4.83% -4011.54U
105 做多 2025-01-06 3684.50 2025-01-07 3567.95 止损 -3.16% -2372.99U
106 做多 2025-01-09 3344.66 2025-01-09 3219.70 止损 -3.74% -2625.59U
107 做多 2025-01-10 3276.55 2025-01-13 3168.74 止损 -3.29% -2139.72U
108 做多 2025-01-11 3285.22 2025-01-13 3168.74 止损 -3.55% -2154.12U
109 做多 2025-01-11 3266.40 2025-01-13 3155.00 止损 -3.41% -1925.26U
110 做多 2025-01-13 3287.52 2025-01-13 3168.74 止损 -3.61% -1900.63U
111 做多 2025-01-14 3132.56 2025-01-15 3297.01 止盈 +5.25% +2562.22U
112 做多 2025-01-15 3328.36 2025-01-18 3513.94 止盈 +5.58% +3006.78U
113 做多 2025-01-17 3372.05 2025-01-18 3269.83 止损 -3.03% -1816.83U
114 做多 2025-01-19 3315.67 2025-01-19 3174.21 止损 -4.27% -2402.15U
115 做多 2025-01-20 3410.90 2025-01-20 3232.40 止损 -5.23% -2695.34U
116 做多 2025-01-20 3383.33 2025-01-21 3226.09 止损 -4.65% -2143.38U
117 做多 2025-01-21 3306.63 2025-01-23 3196.00 止损 -3.35% -1399.73U
118 做多 2025-01-23 3258.50 2025-01-27 3155.73 止损 -3.15% -1231.28U
119 做多 2025-01-25 3332.87 2025-01-27 3230.50 止损 -3.07% -1123.56U
120 做多 2025-01-27 3337.51 2025-01-27 3230.50 止损 -3.21% -1100.88U
121 做多 2025-01-28 3169.42 2025-01-29 3052.38 止损 -3.69% -1186.69U
122 做多 2025-01-29 3155.64 2025-01-31 3334.22 止盈 +5.66% +1684.39U
123 做多 2025-01-30 3138.97 2025-01-31 3334.22 止盈 +6.22% +2060.74U
124 做多 2025-01-31 3268.84 2025-02-02 3162.46 止损 -3.25% -1212.16U
125 做多 2025-02-04 2704.23 2025-02-04 2867.86 止盈 +6.05% +2107.24U
126 做多 2025-02-04 2816.73 2025-02-05 2731.33 止损 -3.03% -1183.51U
127 做多 2025-02-05 2771.95 2025-02-07 2685.25 止损 -3.13% -1146.98U
128 做多 2025-02-06 2787.00 2025-02-07 2698.40 止损 -3.18% -1092.93U
129 做多 2025-02-07 2728.31 2025-02-08 2586.45 止损 -5.20% -1674.03U
130 做多 2025-02-09 2634.36 2025-02-10 2550.75 止损 -3.17% -915.68U
131 做多 2025-02-10 2636.00 2025-02-15 2772.79 止盈 +5.19% +1402.22U
132 做多 2025-02-12 2628.32 2025-02-15 2772.79 止盈 +5.50% +1639.27U
133 做多 2025-02-14 2673.98 2025-02-17 2825.54 止盈 +5.67% +1875.99U
134 做多 2025-02-15 2721.15 2025-02-19 2633.97 止损 -3.20% -1180.48U
135 做多 2025-02-16 2702.42 2025-02-19 2618.84 止损 -3.09% -1066.63U
136 做多 2025-02-17 2713.91 2025-02-19 2618.84 止损 -3.50% -1133.48U
137 做多 2025-02-19 2689.79 2025-02-21 2835.20 止盈 +5.41% +1626.77U
138 做多 2025-02-21 2748.52 2025-02-22 2638.47 止损 -4.00% -1335.02U
139 做多 2025-02-21 2735.18 2025-02-22 2638.47 止损 -3.54% -1084.60U
140 做多 2025-02-22 2713.73 2025-02-25 2506.67 止损 -7.63% -2175.18U
141 做多 2025-02-26 2492.07 2025-02-26 2415.74 止损 -3.06% -740.06U
142 做多 2025-02-27 2358.35 2025-02-28 2255.10 止损 -4.38% -993.09U
143 做多 2025-03-01 2208.67 2025-03-03 2441.68 止盈 +10.55% +2183.71U
144 做多 2025-03-02 2228.35 2025-03-03 2441.68 止盈 +9.57% +2399.31U
145 做多 2025-03-03 2441.68 2025-03-03 2344.19 止损 -3.99% -1192.07U
146 做多 2025-03-05 2146.83 2025-03-06 2261.84 止盈 +5.36% +1471.85U
147 做多 2025-03-06 2217.28 2025-03-07 2116.38 止损 -4.55% -1384.07U
148 做多 2025-03-07 2195.72 2025-03-08 2127.20 止损 -3.12% -862.84U
149 做多 2025-03-08 2189.25 2025-03-09 2103.20 止损 -3.93% -1019.03U
150 做多 2025-03-10 2066.00 2025-03-11 1916.65 止损 -7.23% -1726.97U
151 做多 2025-03-11 1916.17 2025-03-14 1856.93 止损 -3.09% -631.89U
152 做多 2025-03-12 1928.40 2025-03-12 1860.03 止损 -3.55% -679.89U
153 做多 2025-03-13 1909.61 2025-03-14 1825.99 止损 -4.38% -780.24U
154 做多 2025-03-13 1899.63 2025-03-14 1825.99 止损 -3.88% -630.30U
155 做多 2025-03-14 1880.45 2025-03-19 2026.99 止盈 +7.79% +1168.92U
156 做多 2025-03-15 1930.99 2025-03-16 1872.61 止损 -3.02% -524.11U
157 做多 2025-03-15 1922.01 2025-03-19 2026.99 止盈 +5.46% +889.66U
158 做多 2025-03-17 1908.08 2025-03-19 2026.99 止盈 +6.23% +1125.85U
159 做多 2025-03-19 1910.80 2025-03-19 2026.99 止盈 +6.08% +1235.31U
160 做多 2025-03-21 1986.99 2025-03-24 2089.51 止盈 +5.16% +1175.52U
161 做多 2025-03-22 1973.89 2025-03-24 2089.51 止盈 +5.86% +1472.11U
162 做多 2025-03-23 2007.53 2025-03-28 1936.31 止损 -3.55% -995.94U
163 做多 2025-03-24 2039.57 2025-03-28 1936.31 止损 -5.06% -1320.56U
164 做多 2025-03-25 2066.46 2025-03-27 1993.95 止损 -3.51% -822.66U
165 做多 2025-03-26 2072.22 2025-03-27 2005.55 止损 -3.22% -701.42U
166 做多 2025-03-27 2029.96 2025-03-28 1936.31 止损 -4.61% -941.13U
167 做多 2025-03-29 1909.04 2025-03-29 1843.71 止损 -3.42% -633.76U
168 做多 2025-03-30 1837.20 2025-04-03 1758.57 止损 -4.28% -738.42U
169 做多 2025-03-31 1817.66 2025-04-01 1917.89 止盈 +5.51% +870.03U
170 做多 2025-04-03 1901.99 2025-04-03 1796.94 止损 -5.52% -967.45U
171 做多 2025-04-04 1810.31 2025-04-06 1747.57 止损 -3.47% -540.07U
172 做多 2025-04-05 1805.54 2025-04-06 1747.57 止损 -3.21% -465.68U
173 做多 2025-04-06 1809.75 2025-04-06 1747.57 止损 -3.44% -466.37U
174 做多 2025-04-08 1528.49 2025-04-09 1480.05 止损 -3.17% -400.64U
175 做多 2025-04-09 1478.71 2025-04-10 1631.82 止盈 +10.35% +1226.10U
176 做多 2025-04-11 1548.45 2025-04-12 1637.94 止盈 +5.78% +825.94U
177 做多 2025-04-12 1581.24 2025-04-14 1678.40 止盈 +6.14% +979.53U
178 做多 2025-04-14 1593.09 2025-04-14 1678.40 止盈 +5.36% +958.47U
179 做多 2025-04-14 1634.64 2025-04-16 1580.00 止损 -3.34% -662.29U
180 做多 2025-04-15 1644.18 2025-04-16 1594.39 止损 -3.03% -559.93U
181 做多 2025-04-17 1586.97 2025-04-22 1674.63 止盈 +5.52% +959.56U
182 做多 2025-04-18 1600.01 2025-04-22 1702.41 止盈 +6.40% +1234.47U
183 做多 2025-04-18 1592.45 2025-04-22 1674.63 止盈 +5.16% +1122.70U
184 做多 2025-04-19 1597.20 2025-04-22 1702.41 止盈 +6.59% +1580.81U
185 做多 2025-04-21 1609.49 2025-04-22 1702.41 止盈 +5.77% +1567.83U
186 做多 2025-04-22 1627.07 2025-04-23 1753.65 止盈 +7.78% +2356.40U
187 做多 2025-04-24 1789.10 2025-04-24 1733.80 止损 -3.09% -1081.75U
188 做多 2025-04-25 1761.32 2025-05-01 1851.99 止盈 +5.15% +1690.35U
189 做多 2025-04-25 1776.19 2025-05-08 1900.50 止盈 +7.00% +2534.47U
190 做多 2025-04-27 1803.78 2025-04-30 1740.14 止损 -3.53% -1456.32U
191 做多 2025-04-28 1802.14 2025-04-30 1740.14 止损 -3.44% -1319.98U
192 做多 2025-04-28 1803.95 2025-04-30 1740.14 止损 -3.54% -1263.86U
193 做多 2025-04-29 1799.22 2025-04-30 1740.14 止损 -3.28% -1090.34U
194 做多 2025-05-01 1794.57 2025-05-08 1900.50 止盈 +5.90% +1831.44U
195 做多 2025-05-02 1848.00 2025-05-05 1790.79 止损 -3.10% -1073.79U
196 做多 2025-05-04 1826.23 2025-05-06 1769.10 止损 -3.13% -1017.96U
197 做多 2025-05-04 1838.04 2025-05-06 1769.10 止损 -3.75% -1144.22U
198 做多 2025-05-05 1822.77 2025-05-06 1758.16 止损 -3.54% -1000.30U
199 做多 2025-05-06 1815.65 2025-05-06 1758.16 止损 -3.17% -830.27U
200 做多 2025-05-07 1810.24 2025-05-08 1910.38 止盈 +5.53% +1358.78U
201 做多 2025-05-08 1840.86 2025-05-08 1934.06 止盈 +5.06% +1381.03U
202 做多 2025-05-10 2335.98 2025-05-11 2459.90 止盈 +5.30% +1593.41U
203 做多 2025-05-12 2502.16 2025-05-13 2424.07 止损 -3.12% -1036.78U
204 做多 2025-05-13 2481.03 2025-05-14 2609.60 止盈 +5.18% +1614.18U
205 做多 2025-05-16 2572.99 2025-05-17 2474.51 止损 -3.83% -1315.66U
206 做多 2025-05-18 2481.75 2025-05-19 2406.78 止损 -3.02% -958.99U
207 做多 2025-05-18 2476.19 2025-05-19 2392.37 止损 -3.39% -1009.74U
208 做多 2025-05-19 2446.23 2025-05-20 2569.99 止盈 +5.06% +1407.07U
209 做多 2025-05-21 2523.09 2025-05-22 2662.88 止盈 +5.54% +1696.67U
210 做多 2025-05-22 2574.00 2025-05-23 2704.83 止盈 +5.08% +1728.81U
211 做多 2025-05-23 2674.80 2025-05-23 2565.32 止损 -4.09% -1533.55U
212 做多 2025-05-24 2545.79 2025-05-28 2694.85 止盈 +5.86% +2014.38U
213 做多 2025-05-26 2510.49 2025-05-27 2637.53 止盈 +5.06% +1944.61U
214 做多 2025-05-27 2549.99 2025-05-28 2694.85 止盈 +5.68% +2403.75U
215 做多 2025-05-27 2568.63 2025-05-29 2721.21 止盈 +5.94% +2798.76U
216 做多 2025-05-28 2627.46 2025-05-29 2770.21 止盈 +5.43% +2863.63U
217 做多 2025-05-29 2680.40 2025-05-30 2572.24 止损 -4.04% -2357.76U
218 做多 2025-05-31 2541.17 2025-06-06 2397.53 止损 -5.65% -3036.46U
219 做多 2025-06-02 2537.88 2025-06-04 2666.91 止盈 +5.08% +2422.70U
220 做多 2025-06-02 2543.24 2025-06-06 2397.53 止损 -5.73% -3007.46U
221 做多 2025-06-04 2636.47 2025-06-06 2528.08 止损 -4.11% -1911.03U
222 做多 2025-06-06 2474.20 2025-06-10 2642.59 止盈 +6.81% +2903.74U
223 做多 2025-06-07 2500.41 2025-06-10 2642.59 止盈 +5.69% +2755.97U
224 做多 2025-06-09 2522.21 2025-06-10 2664.86 止盈 +5.66% +3052.61U
225 做多 2025-06-09 2540.74 2025-06-10 2679.12 止盈 +5.45% +3271.82U
226 做多 2025-06-11 2839.76 2025-06-12 2739.45 止损 -3.53% -2352.88U
227 做多 2025-06-14 2560.63 2025-06-18 2460.25 止损 -3.92% -2426.90U
228 做多 2025-06-15 2527.93 2025-06-17 2659.20 止盈 +5.19% +2962.99U
229 做多 2025-06-15 2547.71 2025-06-18 2460.25 止损 -3.43% -2162.02U
230 做多 2025-06-16 2553.35 2025-06-18 2460.25 止损 -3.65% -2138.86U
231 做多 2025-06-18 2536.12 2025-06-21 2417.86 止损 -4.66% -2536.06U
232 做多 2025-06-19 2523.49 2025-06-21 2417.86 止损 -4.19% -2064.45U
233 做多 2025-06-20 2524.79 2025-06-21 2417.86 止损 -4.24% -1914.09U
234 做多 2025-06-21 2443.83 2025-06-22 2280.35 止损 -6.69% -2767.47U
235 做多 2025-06-23 2237.83 2025-06-24 2405.81 止盈 +7.51% +2690.36U
236 做多 2025-06-26 2457.75 2025-07-03 2581.41 止盈 +5.03% +2073.77U
237 做多 2025-06-27 2438.17 2025-07-03 2565.98 止盈 +5.24% +2377.78U
238 做多 2025-06-28 2430.55 2025-07-03 2559.78 止盈 +5.32% +2664.33U
239 做多 2025-06-29 2439.58 2025-07-03 2565.98 止盈 +5.18% +2872.15U
240 做多 2025-06-30 2501.00 2025-07-01 2418.54 止损 -3.30% -2016.90U
241 做多 2025-07-01 2514.78 2025-07-01 2436.26 止损 -3.12% -1784.19U
242 做多 2025-07-02 2443.18 2025-07-03 2565.98 止盈 +5.03% +2692.95U
243 做多 2025-07-04 2594.33 2025-07-04 2515.37 止损 -3.04% -1794.43U
244 做多 2025-07-05 2515.19 2025-07-09 2659.00 止盈 +5.72% +3166.04U
245 做多 2025-07-06 2519.01 2025-07-09 2659.00 止盈 +5.56% +3428.82U
246 做多 2025-07-08 2557.91 2025-07-10 2716.89 止盈 +6.22% +4260.52U
247 做多 2025-07-12 3006.64 2025-07-12 2914.83 止损 -3.05% -2353.15U
248 做多 2025-07-12 2974.67 2025-07-16 3137.62 止盈 +5.48% +3963.85U
249 做多 2025-07-13 2952.70 2025-07-16 3137.62 止盈 +6.26% +5027.75U
250 做多 2025-07-14 3036.37 2025-07-16 3194.39 止盈 +5.20% +4700.77U
251 做多 2025-07-15 3050.52 2025-07-16 3250.70 止盈 +6.56% +6543.65U
252 做多 2025-07-19 3584.82 2025-07-20 3766.73 止盈 +5.07% +5723.58U
253 做多 2025-07-20 3575.83 2025-07-20 3755.70 止盈 +5.03% +6248.86U
254 做多 2025-07-21 3786.36 2025-07-22 3654.73 止损 -3.48% -4752.73U
255 做多 2025-07-23 3710.48 2025-07-23 3586.65 止损 -3.34% -4245.62U
256 做多 2025-07-24 3649.02 2025-07-28 3837.43 止盈 +5.16% +6130.61U
257 做多 2025-07-24 3654.32 2025-07-28 3837.43 止盈 +5.01% +6563.29U
258 做多 2025-07-25 3720.00 2025-07-28 3929.11 止盈 +5.62% +8100.02U
259 做多 2025-07-26 3718.85 2025-07-28 3929.11 止盈 +5.65% +9062.10U
260 做多 2025-07-27 3748.40 2025-08-01 3607.81 止损 -3.75% -6690.69U
261 做多 2025-07-29 3876.56 2025-07-29 3759.52 止损 -3.02% -4982.20U
262 做多 2025-07-30 3807.14 2025-08-01 3680.01 止损 -3.34% -5177.98U
263 做多 2025-07-31 3803.63 2025-08-01 3680.01 止损 -3.25% -4703.43U
264 做多 2025-07-31 3842.61 2025-08-01 3707.49 止损 -3.52% -4758.38U
265 做多 2025-08-03 3439.01 2025-08-04 3619.62 止盈 +5.25% +6607.50U
266 做多 2025-08-06 3630.95 2025-08-07 3819.33 止盈 +5.19% +7212.38U
267 做多 2025-08-11 4247.20 2025-08-12 4470.98 止盈 +5.27% +8083.84U
268 做多 2025-08-12 4310.91 2025-08-13 4620.25 止盈 +7.18% +12168.45U
269 做多 2025-08-12 4284.20 2025-08-13 4498.55 止盈 +5.00% +9700.84U

⚙️ 策略参数

  • 计算方式:复利(每次用当前资金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