📊 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 15:20

📈 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
279次
盈利
135次
亏损
144次
胜率
48.4%
总收益
+4423.3%
最终资金
452325U
最大回撤
-93.9%
月化收益
+368.6%

📊 收益与风险

盈利因子
1.04
止盈次数
135
止损次数
144
盈亏比
0.94

📋 交易记录明细(共279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 2023-10-05 14:00 1637.31 2023-10-09 20:00 1586.04 止损 -3.13% 1000 20 20000 10000 -625.64 9374
2 做多 2023-10-05 19:00 1635.70 2023-10-09 20:00 1586.04 止损 -3.04% 937 20 18749 9374 -568.64 8806
3 做多 2023-10-05 23:00 1617.40 2023-10-10 00:00 1568.67 止损 -3.01% 881 20 17611 8806 -530.08 8276
4 做多 2023-10-06 14:00 1621.38 2023-10-10 00:00 1568.67 止损 -3.25% 828 20 16551 8276 -537.53 7738
5 做多 2023-10-08 12:00 1632.61 2023-10-10 00:00 1568.67 止损 -3.92% 774 20 15476 7738 -605.51 7133
6 做多 2023-10-09 01:00 1631.34 2023-10-10 00:00 1568.67 止损 -3.84% 713 20 14265 7133 -547.47 6585
7 做多 2023-10-10 13:00 1585.43 2023-10-13 00:00 1528.18 止损 -3.61% 659 20 13170 6585 -475.10 6110
8 做多 2023-10-11 18:00 1575.41 2023-10-23 06:00 1665.90 止盈 +5.74% 611 20 12220 6110 +701.21 6811
9 做多 2023-10-12 07:00 1566.07 2023-10-23 06:00 1665.90 止盈 +6.37% 681 20 13622 6811 +867.50 7679
10 做多 2023-10-13 11:00 1538.25 2023-10-20 17:00 1617.89 止盈 +5.18% 768 20 15357 7679 +794.31 8473
11 做多 2023-10-14 04:00 1558.83 2023-10-22 01:00 1637.80 止盈 +5.07% 847 20 16946 8473 +857.63 9331
12 做多 2023-10-15 00:00 1555.11 2023-10-22 01:00 1637.80 止盈 +5.32% 933 20 18661 9331 +991.29 10322
13 做多 2023-10-16 02:00 1564.45 2023-10-22 14:00 1644.33 止盈 +5.11% 1032 20 20644 10322 +1053.01 11375
14 做多 2023-10-18 13:00 1572.03 2023-10-23 06:00 1665.90 止盈 +5.97% 1137 20 22750 11375 +1357.10 12732
15 做多 2023-10-19 23:00 1560.34 2023-10-22 13:00 1641.24 止盈 +5.18% 1273 20 25464 12732 +1318.94 14051
16 做多 2023-10-21 17:00 1606.35 2023-10-23 11:00 1693.62 止盈 +5.43% 1405 20 28102 14051 +1525.20 15576
17 做多 2023-10-23 04:00 1639.62 2023-10-24 06:00 1786.17 止盈 +8.94% 1558 20 31152 15576 +2781.63 18358
18 做多 2023-10-25 21:00 1792.99 2023-11-05 11:00 1889.85 止盈 +5.40% 1836 20 36716 18358 +1981.45 20339
19 做多 2023-10-26 05:00 1788.47 2023-11-05 11:00 1889.85 止盈 +5.67% 2034 20 40679 20339 +2303.57 22643
20 做多 2023-10-28 10:00 1792.28 2023-11-05 11:00 1889.85 止盈 +5.44% 2264 20 45286 22643 +2462.85 25106
21 做多 2023-10-29 17:00 1789.19 2023-11-05 11:00 1889.85 止盈 +5.63% 2511 20 50211 25106 +2822.07 27928
22 做多 2023-10-30 17:00 1817.40 2023-11-06 22:00 1913.96 止盈 +5.31% 2793 20 55856 27928 +2964.69 30892
23 做多 2023-10-31 06:00 1810.35 2023-11-06 01:00 1901.12 止盈 +5.01% 3089 20 61785 30892 +3094.77 33987
24 做多 2023-10-31 20:00 1799.63 2023-11-05 11:00 1889.85 止盈 +5.01% 3399 20 67974 33987 +3404.32 37392
25 做多 2023-11-01 03:00 1812.43 2023-11-06 20:00 1906.61 止盈 +5.20% 3739 20 74783 37392 +3882.10 41274
26 做多 2023-11-02 03:00 1836.87 2023-11-09 22:00 1990.00 止盈 +8.34% 4127 20 82547 41274 +6874.65 48148
27 做多 2023-11-03 22:00 1806.28 2023-11-06 01:00 1901.12 止盈 +5.25% 4815 20 96297 48148 +5051.07 53199
28 做多 2023-11-06 09:00 1886.68 2023-11-09 22:00 1990.00 止盈 +5.48% 5320 20 106399 53199 +5820.87 59020
29 做多 2023-11-06 19:00 1899.39 2023-11-09 23:00 2039.56 止盈 +7.38% 5902 20 118040 59020 +8702.37 67723
30 做多 2023-11-08 04:00 1902.18 2023-11-09 23:00 2039.56 止盈 +7.22% 6772 20 135445 67723 +9772.40 77495
31 做多 2023-11-08 22:00 1886.95 2023-11-09 22:00 1990.00 止盈 +5.46% 7750 20 154990 77495 +8455.84 85951
32 做多 2023-11-11 22:00 2083.00 2023-11-15 02:00 1966.47 止损 -5.59% 8595 20 171902 85951 -9607.14 76344
33 做多 2023-11-12 23:00 2058.35 2023-11-15 02:00 1966.47 止损 -4.46% 7634 20 152687 76344 -6808.80 69535
34 做多 2023-11-13 19:00 2048.38 2023-11-15 02:00 1966.47 止损 -4.00% 6953 20 139070 69535 -5555.52 63979
35 做多 2023-11-15 19:00 2013.96 2023-11-17 21:00 1952.50 止损 -3.05% 6398 20 127959 63979 -3901.01 60078
36 做多 2023-11-18 09:00 1950.37 2023-11-21 01:00 2058.06 止盈 +5.52% 6008 20 120157 60078 +6627.84 66706
37 做多 2023-11-19 00:00 1964.49 2023-11-23 02:00 2063.63 止盈 +5.05% 6671 20 133412 66706 +6726.06 73432
38 做多 2023-11-19 14:00 1962.60 2023-11-23 02:00 2063.63 止盈 +5.15% 7343 20 146865 73432 +7552.68 80985
39 做多 2023-11-20 00:00 1969.16 2023-11-23 03:00 2077.35 止盈 +5.49% 8098 20 161970 80985 +8890.09 89875
40 做多 2023-11-22 14:00 1994.62 2023-11-24 17:00 2110.49 止盈 +5.81% 8988 20 179750 89875 +10431.47 100307
41 做多 2023-11-24 05:00 2069.35 2023-11-27 23:00 2003.15 止损 -3.20% 10031 20 200613 100307 -6411.34 93895
42 做多 2023-11-26 05:00 2083.96 2023-11-27 20:00 2018.40 止损 -3.15% 9390 20 187790 93895 -5901.85 87993
43 做多 2023-11-26 14:00 2090.22 2023-11-27 18:00 2024.32 止损 -3.15% 8799 20 175987 87993 -5542.92 82450
44 做多 2023-11-28 09:00 2026.36 2023-12-03 02:00 2148.02 止盈 +6.00% 8245 20 164901 82450 +9890.53 92341
45 做多 2023-11-28 19:00 2027.98 2023-12-03 02:00 2148.02 止盈 +5.92% 9234 20 184682 92341 +10920.74 103262
46 做多 2023-11-30 14:00 2034.75 2023-12-03 02:00 2148.02 止盈 +5.57% 10326 20 206523 103262 +11485.20 114747
47 做多 2023-11-30 19:00 2045.23 2023-12-03 02:00 2148.02 止盈 +5.03% 11475 20 229494 114747 +11522.46 126269
48 做多 2023-12-02 11:00 2092.47 2023-12-04 06:00 2205.94 止盈 +5.42% 12627 20 252539 126269 +13680.92 139950
49 做多 2023-12-04 04:00 2167.79 2023-12-06 01:00 2292.99 止盈 +5.78% 13995 20 279900 139950 +16149.39 156100
50 做多 2023-12-05 09:00 2240.11 2023-12-08 05:00 2370.57 止盈 +5.82% 15610 20 312199 156100 +18163.75 174263
51 做多 2023-12-06 01:00 2292.99 2023-12-11 22:00 2220.45 止损 -3.16% 17426 20 348527 174263 -11014.81 163249
52 做多 2023-12-07 14:00 2260.55 2023-12-08 10:00 2379.16 止盈 +5.25% 16325 20 326497 163249 +17114.02 180363
53 做多 2023-12-07 23:00 2322.81 2023-12-11 10:00 2230.13 止损 -3.99% 18036 20 360725 180363 -14378.52 165984
54 做多 2023-12-09 07:00 2360.82 2023-12-11 10:00 2230.13 止损 -5.54% 16598 20 331968 165984 -18358.68 147625
55 做多 2023-12-10 15:00 2355.38 2023-12-11 10:00 2230.13 止损 -5.32% 14763 20 295251 147625 -15684.59 131941
56 做多 2023-12-11 00:00 2349.68 2023-12-11 10:00 2230.13 止损 -5.09% 13194 20 263882 131941 -13412.68 118528
57 做多 2023-12-12 09:00 2236.07 2023-12-13 11:00 2167.28 止损 -3.08% 11853 20 237056 118528 -7285.46 111243
58 做多 2023-12-13 20:00 2184.17 2023-12-14 19:00 2308.57 止盈 +5.70% 11124 20 222485 111243 +12659.04 123902
59 做多 2023-12-16 13:00 2249.14 2023-12-18 09:00 2171.03 止损 -3.47% 12390 20 247803 123902 -8597.32 115304
60 做多 2023-12-18 01:00 2227.92 2023-12-18 17:00 2159.78 止损 -3.06% 11530 20 230609 115304 -7046.02 108258
61 做多 2023-12-19 03:00 2175.42 2023-12-22 16:00 2293.31 止盈 +5.42% 10826 20 216517 108258 +11721.71 119980
62 做多 2023-12-20 13:00 2211.20 2023-12-22 22:00 2342.35 止盈 +5.93% 11998 20 239960 119980 +14218.21 134198
63 做多 2023-12-21 17:00 2222.49 2023-12-22 22:00 2342.35 止盈 +5.39% 13420 20 268397 134198 +14460.29 148659
64 做多 2023-12-24 02:00 2306.52 2023-12-26 13:00 2236.12 止损 -3.05% 14866 20 297317 148659 -9065.69 139593
65 做多 2023-12-25 16:00 2274.32 2023-12-27 01:00 2201.02 止损 -3.22% 13959 20 279186 139593 -8989.00 130604
66 做多 2023-12-25 20:00 2301.71 2023-12-26 14:00 2229.81 止损 -3.12% 13060 20 261208 130604 -8151.36 122453
67 做多 2023-12-27 16:00 2250.39 2023-12-28 00:00 2368.87 止盈 +5.26% 12245 20 244905 122453 +12881.03 135334
68 做多 2023-12-29 18:00 2367.79 2023-12-30 05:00 2287.52 止损 -3.39% 13533 20 270667 135334 -9166.66 126167
69 做多 2023-12-30 23:00 2314.41 2024-01-03 21:00 2224.29 止损 -3.89% 12617 20 252334 126167 -9815.71 116351
70 做多 2023-12-31 18:00 2312.13 2024-01-02 16:00 2429.28 止盈 +5.07% 11635 20 232702 116351 +11778.67 128130
71 做多 2024-01-01 18:00 2304.19 2024-01-02 16:00 2429.28 止盈 +5.43% 12813 20 256260 128130 +13897.93 142028
72 做多 2024-01-03 13:00 2378.74 2024-01-03 20:00 2249.55 止损 -5.43% 14203 20 284056 142028 -15411.71 126616
73 做多 2024-01-04 14:00 2239.62 2024-01-09 03:00 2355.24 止盈 +5.16% 12662 20 253232 126616 +13059.99 139676
74 做多 2024-01-06 06:00 2248.00 2024-01-10 08:00 2399.46 止盈 +6.74% 13968 20 279352 139676 +18802.65 158479
75 做多 2024-01-07 02:00 2246.85 2024-01-10 08:00 2399.46 止盈 +6.79% 15848 20 316957 158479 +21506.78 179986
76 做多 2024-01-08 05:00 2239.20 2024-01-09 03:00 2355.24 止盈 +5.18% 17999 20 359971 179986 +18635.79 198621
77 做多 2024-01-08 18:00 2226.22 2024-01-09 03:00 2355.24 止盈 +5.80% 19862 20 397243 198621 +22999.07 221620
78 做多 2024-01-10 06:00 2341.19 2024-01-11 03:00 2478.06 止盈 +5.85% 22162 20 443241 221620 +25886.70 247507
79 做多 2024-01-12 18:00 2621.80 2024-01-13 05:00 2527.75 止损 -3.59% 24751 20 495014 247507 -17739.54 229768
80 做多 2024-01-13 23:00 2564.29 2024-01-15 07:00 2474.36 止损 -3.51% 22977 20 459535 229768 -16099.84 213668
81 做多 2024-01-15 17:00 2529.29 2024-01-19 03:00 2439.37 止损 -3.56% 21367 20 427335 213668 -15177.21 198490
82 做多 2024-01-16 14:00 2535.32 2024-01-19 03:00 2439.37 止损 -3.78% 19849 20 396981 198490 -15008.85 183482
83 做多 2024-01-18 16:00 2537.75 2024-01-19 03:00 2439.37 止损 -3.88% 18348 20 366963 183482 -14211.70 169270
84 做多 2024-01-19 18:00 2490.86 2024-01-22 16:00 2411.24 止损 -3.20% 16927 20 338540 169270 -10810.56 158459
85 做多 2024-01-20 04:00 2485.05 2024-01-22 17:00 2389.26 止损 -3.85% 15846 20 316919 158459 -12203.89 146255
86 做多 2024-01-21 09:00 2469.55 2024-01-22 17:00 2389.26 止损 -3.25% 14626 20 292511 146255 -9500.60 136755
87 做多 2024-01-24 10:00 2222.11 2024-01-30 23:00 2340.43 止盈 +5.32% 13675 20 273510 136755 +14548.92 151304
88 做多 2024-01-25 18:00 2237.54 2024-01-31 00:00 2368.76 止盈 +5.86% 15130 20 302608 151304 +17728.60 169032
89 做多 2024-01-26 05:00 2219.03 2024-01-30 23:00 2340.43 止盈 +5.47% 16903 20 338065 169032 +18476.55 187509
90 做多 2024-01-26 19:00 2253.11 2024-01-31 00:00 2368.76 止盈 +5.13% 18751 20 375018 187509 +19230.06 206739
91 做多 2024-01-27 23:00 2269.29 2024-02-08 00:00 2397.03 止盈 +5.63% 20674 20 413478 206739 +23251.71 229991
92 做多 2024-01-28 01:00 2264.75 2024-01-31 05:00 2379.24 止盈 +5.06% 22999 20 459981 229991 +23230.21 253221
93 做多 2024-01-28 03:00 2272.00 2024-02-08 00:00 2397.03 止盈 +5.50% 25322 20 506442 253221 +27842.04 281063
94 做多 2024-01-29 13:00 2263.85 2024-01-31 05:00 2379.24 止盈 +5.10% 28106 20 562126 281063 +28623.30 309686
95 做多 2024-01-30 01:00 2302.17 2024-02-08 03:00 2418.66 止盈 +5.06% 30969 20 619373 309686 +31308.96 340995
96 做多 2024-02-01 02:00 2334.31 2024-02-01 09:00 2244.23 止损 -3.86% 34100 20 681990 340995 -26291.40 314704
97 做多 2024-02-01 22:00 2296.56 2024-02-08 02:00 2416.97 止盈 +5.24% 31470 20 629408 314704 +32967.22 347671
98 做多 2024-02-03 09:00 2325.11 2024-02-08 23:00 2452.52 止盈 +5.48% 34767 20 695342 347671 +38064.84 385736
99 做多 2024-02-04 20:00 2302.17 2024-02-08 03:00 2418.66 止盈 +5.06% 38574 20 771472 385736 +38997.50 424733
100 做多 2024-02-05 15:00 2309.74 2024-02-08 04:00 2438.64 止盈 +5.58% 42473 20 849467 424733 +47358.91 472092
101 做多 2024-02-06 11:00 2315.79 2024-02-08 04:00 2438.64 止盈 +5.30% 47209 20 944185 472092 +50037.82 522130
102 做多 2024-02-08 00:00 2397.03 2024-02-11 11:00 2528.28 止盈 +5.48% 52213 20 1044260 522130 +57121.56 579252
103 做多 2024-02-08 23:00 2452.52 2024-02-13 01:00 2609.01 止盈 +6.38% 57925 20 1158503 579252 +73847.67 653099
104 做多 2024-02-09 10:00 2456.19 2024-02-13 01:00 2609.01 止盈 +6.22% 65310 20 1306199 653099 +81188.21 734288
105 做多 2024-02-11 05:00 2509.99 2024-02-13 04:00 2642.46 止盈 +5.28% 73429 20 1468575 734288 +77429.63 811717
106 做多 2024-02-12 23:00 2557.33 2024-02-14 16:00 2708.94 止盈 +5.93% 81172 20 1623434 811717 +96148.23 907865
107 做多 2024-02-14 14:00 2646.28 2024-02-15 05:00 2780.11 止盈 +5.06% 90787 20 1815731 907865 +91734.91 999600
108 做多 2024-02-18 06:00 2786.95 2024-02-19 15:00 2927.89 止盈 +5.06% 99960 20 1999201 999600 +101001.30 1100602
109 做多 2024-02-20 21:00 3001.77 2024-02-21 00:00 2898.91 止损 -3.43% 110060 20 2201203 1100602 -75351.99 1025250
110 做多 2024-02-21 03:00 2988.23 2024-02-21 22:00 2892.94 止损 -3.19% 102525 20 2050499 1025250 -65321.84 959928
111 做多 2024-02-22 07:00 2969.65 2024-02-26 23:00 3149.10 止盈 +6.04% 95993 20 1919856 959928 +115897.02 1075825
112 做多 2024-02-24 05:00 2943.71 2024-02-26 04:00 3102.70 止盈 +5.40% 107582 20 2151650 1075825 +116094.55 1191919
113 做多 2024-02-24 14:00 2949.14 2024-02-26 04:00 3102.70 止盈 +5.21% 119192 20 2383839 1191919 +124000.97 1315920
114 做多 2024-02-27 00:00 3156.57 2024-02-28 16:00 3334.12 止盈 +5.62% 131592 20 2631841 1315920 +147887.12 1463807
115 做多 2024-02-28 12:00 3270.39 2024-02-29 08:00 3456.72 止盈 +5.70% 146381 20 2927615 1463807 +166633.64 1630441
116 做多 2024-02-29 07:00 3387.07 2024-03-04 23:00 3562.65 止盈 +5.18% 163044 20 3260882 1630441 +168869.60 1799311
117 做多 2024-03-01 17:00 3432.13 2024-03-05 06:00 3611.32 止盈 +5.22% 179931 20 3598621 1799311 +187694.56 1987005
118 做多 2024-03-03 09:00 3434.33 2024-03-05 06:00 3611.32 止盈 +5.15% 198701 20 3974011 1987005 +204597.92 2191603
119 做多 2024-03-03 23:00 3424.31 2024-03-05 02:00 3600.89 止盈 +5.16% 219160 20 4383206 2191603 +225800.99 2417404
120 做多 2024-03-06 14:00 3752.42 2024-03-08 16:00 3944.80 止盈 +5.13% 241740 20 4834808 2417404 +247624.28 2665028
121 做多 2024-03-07 23:00 3840.37 2024-03-11 17:00 4045.64 止盈 +5.35% 266503 20 5330057 2665028 +284609.73 2949638
122 做多 2024-03-09 04:00 3943.17 2024-03-11 09:00 3821.74 止损 -3.08% 294964 20 5899276 2949638 -181486.67 2768152
123 做多 2024-03-09 14:00 3941.23 2024-03-11 09:00 3821.74 止损 -3.03% 276815 20 5536303 2768152 -167681.49 2600470
124 做多 2024-03-09 23:00 3920.24 2024-03-15 03:00 3789.88 止损 -3.33% 260047 20 5200940 2600470 -172774.26 2427696
125 做多 2024-03-10 09:00 3934.60 2024-03-15 02:00 3815.37 止损 -3.03% 242770 20 4855392 2427696 -146985.57 2280710
126 做多 2024-03-11 15:00 4013.37 2024-03-14 21:00 3881.10 止损 -3.30% 228071 20 4561420 2280710 -150181.95 2130528
127 做多 2024-03-13 10:00 4036.01 2024-03-14 21:00 3881.10 止损 -3.84% 213053 20 4261057 2130528 -163384.18 1967144
128 做多 2024-03-16 06:00 3732.38 2024-03-17 02:00 3598.36 止损 -3.59% 196714 20 3934288 1967144 -141128.72 1826015
129 做多 2024-03-16 08:00 3763.28 2024-03-16 21:00 3649.68 止损 -3.02% 182602 20 3652031 1826015 -110131.54 1715884
130 做多 2024-03-17 20:00 3543.42 2024-03-19 09:00 3394.45 止损 -4.20% 171588 20 3431768 1715884 -144131.71 1571752
131 做多 2024-03-18 14:00 3629.59 2024-03-18 22:00 3515.91 止损 -3.13% 157175 20 3143504 1571752 -98357.17 1473395
132 做多 2024-03-20 19:00 3294.54 2024-03-21 04:00 3462.88 止盈 +5.11% 147339 20 2946790 1473395 +150420.56 1623815
133 做多 2024-03-22 13:00 3533.97 2024-03-22 19:00 3407.74 止损 -3.57% 162382 20 3247631 1623815 -115886.24 1507929
134 做多 2024-03-23 15:00 3367.61 2024-03-25 22:00 3565.10 止盈 +5.86% 150793 20 3015858 1507929 +176685.04 1684614
135 做多 2024-03-24 19:00 3389.88 2024-03-25 22:00 3565.10 止盈 +5.17% 168461 20 3369229 1684614 +173978.39 1858593
136 做多 2024-03-27 11:00 3605.42 2024-03-28 02:00 3464.23 止损 -3.92% 185859 20 3717185 1858593 -145421.22 1713171
137 做多 2024-03-28 15:00 3577.28 2024-04-01 23:00 3446.04 止损 -3.67% 171317 20 3426343 1713171 -125576.85 1587595
138 做多 2024-03-30 17:00 3518.89 2024-04-02 10:00 3367.77 止损 -4.29% 158759 20 3175189 1587595 -136223.29 1451371
139 做多 2024-03-31 12:00 3545.70 2024-04-02 10:00 3367.77 止损 -5.02% 145137 20 2902743 1451371 -145519.51 1305852
140 做多 2024-04-03 11:00 3317.32 2024-04-08 16:00 3601.22 止盈 +8.56% 130585 20 2611704 1305852 +223289.04 1529141
141 做多 2024-04-04 17:00 3340.12 2024-04-08 16:00 3601.22 止盈 +7.82% 152914 20 3058282 1529141 +238829.39 1767970
142 做多 2024-04-06 00:00 3322.48 2024-04-08 16:00 3601.22 止盈 +8.39% 176797 20 3535940 1767970 +296351.65 2064322
143 做多 2024-04-08 06:00 3422.73 2024-04-08 16:00 3601.22 止盈 +5.21% 206432 20 4128644 2064322 +215086.99 2279409
144 做多 2024-04-10 15:00 3538.91 2024-04-13 00:00 3425.56 止损 -3.20% 227941 20 4558818 2279409 -145871.26 2133538
145 做多 2024-04-11 03:00 3524.00 2024-04-13 01:00 3326.89 止损 -5.59% 213354 20 4267075 2133538 -238434.20 1895103
146 做多 2024-04-12 12:00 3549.52 2024-04-12 23:00 3442.42 止损 -3.02% 189510 20 3790207 1895103 -114247.91 1780856
147 做多 2024-04-13 18:00 3276.81 2024-04-14 03:00 3083.37 止损 -5.90% 178086 20 3561711 1780856 -210048.31 1570807
148 做多 2024-04-14 18:00 3054.30 2024-04-15 14:00 3238.85 止盈 +6.04% 157081 20 3141614 1570807 +189635.97 1760443
149 做多 2024-04-17 05:00 3100.89 2024-04-17 22:00 2981.19 止损 -3.86% 176044 20 3520886 1760443 -135776.71 1624666
150 做多 2024-04-18 12:00 3012.60 2024-04-21 10:00 3180.08 止盈 +5.56% 162467 20 3249333 1624666 +180460.10 1805127
151 做多 2024-04-18 19:00 3045.00 2024-04-19 09:00 2940.44 止损 -3.43% 180513 20 3610253 1805127 -123845.84 1681281
152 做多 2024-04-19 16:00 3110.05 2024-04-24 12:00 3270.01 止盈 +5.14% 168128 20 3362561 1681281 +172774.54 1854055
153 做多 2024-04-20 23:00 3108.48 2024-04-24 12:00 3270.01 止盈 +5.20% 185406 20 3708111 1854055 +192496.69 2046552
154 做多 2024-04-22 11:00 3189.23 2024-04-25 18:00 3082.06 止损 -3.36% 204655 20 4093104 2046552 -137405.99 1909146
155 做多 2024-04-23 08:00 3216.31 2024-04-25 18:00 3082.06 止损 -4.17% 190915 20 3818292 1909146 -159217.58 1749928
156 做多 2024-04-23 22:00 3246.16 2024-04-25 02:00 3128.30 止损 -3.63% 174993 20 3499857 1749928 -126944.03 1622984
157 做多 2024-04-26 01:00 3158.97 2024-04-28 14:00 3320.01 止盈 +5.10% 162298 20 3245969 1622984 +165309.60 1788294
158 做多 2024-04-27 04:00 3143.29 2024-04-28 10:00 3309.03 止盈 +5.27% 178829 20 3576588 1788294 +188398.43 1976692
159 做多 2024-04-27 21:00 3149.61 2024-04-28 10:00 3309.03 止盈 +5.06% 197669 20 3953385 1976692 +199903.59 2176596
160 做多 2024-04-30 06:00 3213.78 2024-04-30 16:00 3066.00 止损 -4.60% 217660 20 4353192 2176596 -199973.68 1976622
161 做多 2024-05-01 12:00 3005.01 2024-05-01 15:00 2868.49 止损 -4.54% 197662 20 3953245 1976622 -179419.46 1797203
162 做多 2024-05-02 04:00 2939.39 2024-05-04 04:00 3111.99 止盈 +5.87% 179720 20 3594406 1797203 +210851.24 2008054
163 做多 2024-05-02 18:00 2964.31 2024-05-04 08:00 3115.95 止盈 +5.12% 200805 20 4016108 2008054 +205239.55 2213294
164 做多 2024-05-03 21:00 3059.45 2024-05-09 04:00 2950.29 止损 -3.57% 221329 20 4426587 2213294 -157781.00 2055513
165 做多 2024-05-05 17:00 3142.02 2024-05-08 02:00 3046.51 止损 -3.04% 205551 20 4111025 2055513 -124840.51 1930672
166 做多 2024-05-06 13:00 3177.65 2024-05-06 22:00 3075.75 止损 -3.21% 193067 20 3861344 1930672 -123700.70 1806971
167 做多 2024-05-07 16:00 3118.05 2024-05-08 07:00 3004.55 止损 -3.64% 180697 20 3613943 1806971 -131419.43 1675552
168 做多 2024-05-09 01:00 3010.06 2024-05-10 23:00 2917.03 止损 -3.09% 167555 20 3351104 1675552 -103466.86 1572085
169 做多 2024-05-09 13:00 3002.62 2024-05-11 01:00 2891.50 止损 -3.70% 157209 20 3144170 1572085 -116242.09 1455843
170 做多 2024-05-09 23:00 3004.82 2024-05-11 01:00 2891.50 止损 -3.77% 145584 20 2911686 1455843 -109697.86 1346145
171 做多 2024-05-11 17:00 2910.18 2024-05-17 20:00 3078.31 止盈 +5.78% 134615 20 2692290 1346145 +155386.31 1501532
172 做多 2024-05-12 00:00 2923.18 2024-05-17 20:00 3078.31 止盈 +5.31% 150153 20 3003063 1501532 +159209.94 1660741
173 做多 2024-05-12 11:00 2919.42 2024-05-17 20:00 3078.31 止盈 +5.44% 166074 20 3321483 1660741 +180591.58 1841333
174 做多 2024-05-12 20:00 2928.69 2024-05-17 20:00 3078.31 止盈 +5.11% 184133 20 3682666 1841333 +187950.76 2029284
175 做多 2024-05-13 17:00 2984.67 2024-05-14 20:00 2893.42 止损 -3.06% 202928 20 4058568 2029284 -123958.08 1905326
176 做多 2024-05-15 13:00 2905.91 2024-05-17 20:00 3078.31 止盈 +5.93% 190533 20 3810651 1905326 +225849.86 2131176
177 做多 2024-05-17 15:00 3023.58 2024-05-21 03:00 3438.29 止盈 +13.72% 213118 20 4262351 2131176 +584033.50 2715209
178 做多 2024-05-20 12:00 3122.11 2024-05-21 03:00 3438.29 止盈 +10.13% 271521 20 5430418 2715209 +549395.32 3264604
179 做多 2024-05-23 05:00 3776.71 2024-05-27 23:00 3966.13 止盈 +5.02% 326460 20 6529209 3264604 +327143.46 3591748
180 做多 2024-05-24 09:00 3812.00 2024-05-24 14:00 3674.99 止损 -3.59% 359175 20 7183496 3591748 -257929.31 3333819
181 做多 2024-05-24 12:00 3805.90 2024-05-24 14:00 3674.99 止损 -3.44% 333382 20 6667637 3333819 -229114.67 3104704
182 做多 2024-05-25 05:00 3737.87 2024-05-27 21:00 3932.73 止盈 +5.21% 310470 20 6209408 3104704 +323380.76 3428085
183 做多 2024-05-26 00:00 3750.51 2024-05-27 22:00 3945.85 止盈 +5.21% 342808 20 6856169 3428085 +356736.77 3784821
184 做多 2024-05-26 11:00 3773.44 2024-05-27 23:00 3966.13 止盈 +5.11% 378482 20 7569643 3784821 +386155.84 4170977
185 做多 2024-05-28 20:00 3895.64 2024-05-29 23:00 3763.04 止损 -3.40% 417098 20 8341955 4170977 -283659.95 3887317
186 做多 2024-05-29 13:00 3869.88 2024-05-30 03:00 3752.83 止损 -3.02% 388732 20 7774635 3887317 -234919.68 3652398
187 做多 2024-05-30 13:00 3787.31 2024-06-09 10:00 3669.79 止损 -3.10% 365240 20 7304795 3652398 -226440.69 3425957
188 做多 2024-05-30 23:00 3778.40 2024-06-10 15:00 3649.16 止损 -3.42% 342596 20 6851914 3425957 -234135.03 3191822
189 做多 2024-05-31 20:00 3827.00 2024-06-08 02:00 3681.01 止损 -3.81% 319182 20 6383644 3191822 -243275.73 2948546
190 做多 2024-06-01 13:00 3792.00 2024-06-09 04:00 3674.76 止损 -3.09% 294855 20 5897092 2948546 -182142.34 2766404
191 做多 2024-06-03 10:00 3810.97 2024-06-08 02:00 3681.01 止损 -3.41% 276640 20 5532808 2766404 -188488.66 2577915
192 做多 2024-06-04 22:00 3780.90 2024-06-10 15:00 3649.16 止损 -3.48% 257792 20 5155830 2577915 -179467.82 2398447
193 做多 2024-06-06 01:00 3844.66 2024-06-08 01:00 3725.33 止损 -3.10% 239845 20 4796895 2398447 -148736.44 2249711
194 做多 2024-06-07 19:00 3838.30 2024-06-08 02:00 3681.01 止损 -4.10% 224971 20 4499422 2249711 -184197.78 2065513
195 做多 2024-06-09 02:00 3690.01 2024-06-11 12:00 3566.31 止损 -3.35% 206551 20 4131026 2065513 -138345.68 1927167
196 做多 2024-06-09 16:00 3688.25 2024-06-11 12:00 3566.31 止损 -3.31% 192717 20 3854335 1927167 -127303.63 1799864
197 做多 2024-06-11 00:00 3699.80 2024-06-11 12:00 3566.31 止损 -3.61% 179986 20 3599728 1799864 -129749.48 1670114
198 做多 2024-06-12 12:00 3522.00 2024-06-15 00:00 3402.17 止损 -3.40% 167011 20 3340229 1670114 -113531.90 1556582
199 做多 2024-06-14 11:00 3490.70 2024-06-24 13:00 3370.58 止损 -3.44% 155658 20 3113165 1556582 -107021.35 1449561
200 做多 2024-06-15 09:00 3477.01 2024-06-24 13:00 3370.58 止损 -3.06% 144956 20 2899122 1449561 -88652.33 1360909
201 做多 2024-06-16 21:00 3592.25 2024-06-18 08:00 3471.00 止损 -3.38% 136091 20 2721818 1360909 -91778.23 1269131
202 做多 2024-06-18 05:00 3522.79 2024-06-18 09:00 3406.56 止损 -3.30% 126913 20 2538261 1269131 -83662.97 1185468
203 做多 2024-06-19 05:00 3471.93 2024-06-24 15:00 3367.68 止损 -3.00% 118547 20 2370935 1185468 -71119.76 1114348
204 做多 2024-06-22 03:00 3533.49 2024-06-24 06:00 3424.36 止损 -3.09% 111435 20 2228696 1114348 -68763.27 1045585
205 做多 2024-06-22 13:00 3507.66 2024-06-24 11:00 3401.59 止损 -3.02% 104558 20 2091169 1045585 -63172.74 982412
206 做多 2024-06-23 01:00 3496.46 2024-06-24 13:00 3370.58 止损 -3.60% 98241 20 1964824 982412 -70667.09 911745
207 做多 2024-06-23 08:00 3506.39 2024-06-24 13:00 3370.58 止损 -3.87% 91174 20 1823489 911745 -70557.03 841188
208 做多 2024-06-25 08:00 3346.29 2024-07-01 09:00 3517.57 止盈 +5.12% 84119 20 1682375 841188 +86026.35 927214
209 做多 2024-06-27 05:00 3389.21 2024-07-04 03:00 3265.24 止损 -3.66% 92721 20 1854428 927214 -67763.15 859451
210 做多 2024-06-27 11:00 3382.89 2024-07-04 03:00 3265.24 止损 -3.48% 85945 20 1718902 859451 -59720.11 799731
211 做多 2024-06-27 17:00 3398.48 2024-07-03 20:00 3288.99 止损 -3.22% 79973 20 1599462 799731 -51478.87 748252
212 做多 2024-06-29 17:00 3393.28 2024-07-03 20:00 3288.99 止损 -3.07% 74825 20 1496504 748252 -45947.97 702304
213 做多 2024-06-30 17:00 3388.85 2024-07-04 03:00 3265.24 止损 -3.65% 70230 20 1404608 702304 -51182.54 651121
214 做多 2024-07-06 01:00 2989.67 2024-07-08 08:00 2886.11 止损 -3.46% 65112 20 1302243 651121 -45063.64 606058
215 做多 2024-07-08 17:00 3050.00 2024-07-14 16:00 3209.10 止盈 +5.22% 60606 20 1212116 606058 +63165.49 669223
216 做多 2024-07-10 12:00 3117.40 2024-07-15 08:00 3276.80 止盈 +5.11% 66922 20 1338446 669223 +68369.48 737593
217 做多 2024-07-11 09:00 3120.24 2024-07-15 08:00 3276.80 止盈 +5.02% 73759 20 1475185 737593 +73944.34 811537
218 做多 2024-07-11 16:00 3121.70 2024-07-15 10:00 3330.10 止盈 +6.68% 81154 20 1623074 811537 +108245.64 919783
219 做多 2024-07-12 23:00 3130.18 2024-07-15 10:00 3330.10 止盈 +6.39% 91978 20 1839565 919783 +117372.85 1037156
220 做多 2024-07-15 05:00 3253.20 2024-07-16 04:00 3430.89 止盈 +5.46% 103716 20 2074311 1037156 +113185.71 1150341
221 做多 2024-07-17 01:00 3457.11 2024-07-25 05:00 3335.00 止损 -3.53% 115034 20 2300683 1150341 -81182.09 1069159
222 做多 2024-07-18 14:00 3445.58 2024-07-25 05:00 3335.00 止损 -3.21% 106916 20 2138318 1069159 -68557.05 1000602
223 做多 2024-07-19 14:00 3438.78 2024-07-25 05:00 3335.00 止损 -3.02% 100060 20 2001204 1000602 -60334.56 940268
224 做多 2024-07-19 22:00 3466.41 2024-07-25 03:00 3362.22 止损 -3.01% 94027 20 1880535 940268 -56466.78 883801
225 做多 2024-07-21 00:00 3496.87 2024-07-25 02:00 3381.95 止损 -3.29% 88380 20 1767602 883801 -58031.79 825769
226 做多 2024-07-22 00:00 3516.00 2024-07-24 00:00 3401.99 止损 -3.24% 82577 20 1651538 825769 -53499.30 772270
227 做多 2024-07-22 06:00 3532.42 2024-07-24 00:00 3401.99 止损 -3.69% 77227 20 1544539 772270 -56973.07 715297
228 做多 2024-07-23 12:00 3453.62 2024-07-25 05:00 3335.00 止损 -3.43% 71530 20 1430593 715297 -49086.83 666210
229 做多 2024-07-23 17:00 3521.12 2024-07-24 00:00 3401.99 止损 -3.38% 66621 20 1332420 666210 -45034.65 621175
230 做多 2024-07-24 07:00 3481.01 2024-07-25 03:00 3362.22 止损 -3.41% 62118 20 1242350 621175 -42353.00 578822
231 做多 2024-07-24 18:00 3468.35 2024-07-25 03:00 3362.22 止损 -3.06% 57882 20 1157644 578822 -35387.99 543434
232 做多 2024-07-26 08:00 3191.28 2024-07-29 13:00 3366.50 止盈 +5.49% 54343 20 1086868 543434 +59615.77 603050
233 做多 2024-07-27 14:00 3269.04 2024-08-01 12:00 3146.00 止损 -3.76% 60305 20 1206100 603050 -45349.74 557700
234 做多 2024-07-28 20:00 3269.68 2024-08-01 12:00 3146.00 止损 -3.78% 55770 20 1115400 557700 -42149.31 515551
235 做多 2024-07-30 15:00 3339.51 2024-08-01 04:00 3221.69 止损 -3.53% 51555 20 1031102 515551 -36341.54 479209
236 做多 2024-07-31 15:00 3316.25 2024-08-01 09:00 3210.44 止损 -3.19% 47921 20 958419 479209 -30549.22 448660
237 做多 2024-08-02 07:00 3201.67 2024-08-02 22:00 3036.44 止损 -5.16% 44866 20 897320 448660 -46262.09 402398
238 做多 2024-08-03 20:00 3008.67 2024-08-04 01:00 2901.09 止损 -3.58% 40240 20 804796 402398 -28748.04 373650
239 做多 2024-08-04 20:00 2922.10 2024-08-04 23:00 2826.06 止损 -3.29% 37365 20 747300 373650 -24536.78 349113
240 做多 2024-08-06 01:00 2468.44 2024-08-06 02:00 2373.70 止损 -3.84% 34911 20 698226 349113 -26771.49 322342
241 做多 2024-08-07 00:00 2529.46 2024-08-07 21:00 2446.41 止损 -3.28% 32234 20 644683 322342 -21145.78 301196
242 做多 2024-08-07 11:00 2506.07 2024-08-07 22:00 2388.78 止损 -4.68% 30120 20 602392 301196 -28165.17 273031
243 做多 2024-08-08 12:00 2421.37 2024-08-09 00:00 2584.04 止盈 +6.72% 27303 20 546061 273031 +36648.26 309679
244 做多 2024-08-10 13:00 2604.83 2024-08-14 18:00 2741.45 止盈 +5.24% 30968 20 619358 309679 +32452.05 342131
245 做多 2024-08-11 10:00 2623.62 2024-08-12 08:00 2536.41 止损 -3.32% 34213 20 684262 342131 -22722.35 319409
246 做多 2024-08-12 18:00 2639.88 2024-08-16 02:00 2552.33 止损 -3.32% 31941 20 638817 319409 -21164.80 298244
247 做多 2024-08-14 01:00 2712.00 2024-08-15 14:00 2623.00 止损 -3.28% 29824 20 596488 298244 -19555.43 278688
248 做多 2024-08-15 23:00 2667.05 2024-08-16 02:00 2552.33 止损 -4.30% 27869 20 557377 278688 -23950.93 254738
249 做多 2024-08-16 15:00 2616.00 2024-08-24 04:00 2751.32 止盈 +5.17% 25474 20 509475 254738 +26327.69 281065
250 做多 2024-08-17 03:00 2619.10 2024-08-24 04:00 2751.32 止盈 +5.05% 28107 20 562130 281065 +28349.65 309415
251 做多 2024-08-17 13:00 2599.59 2024-08-24 03:00 2744.58 止盈 +5.58% 30941 20 618830 309415 +34480.21 343895
252 做多 2024-08-17 22:00 2612.33 2024-08-24 03:00 2744.58 止盈 +5.06% 34390 20 687790 343895 +34784.77 378680
253 做多 2024-08-18 17:00 2644.00 2024-08-25 00:00 2812.71 止盈 +6.38% 37868 20 757360 378680 +48277.75 426958
254 做多 2024-08-20 05:00 2613.94 2024-08-24 04:00 2751.32 止盈 +5.26% 42696 20 853915 426958 +44834.07 471792
255 做多 2024-08-21 15:00 2599.22 2024-08-24 03:00 2744.58 止盈 +5.59% 47179 20 943583 471792 +52716.63 524508
256 做多 2024-08-21 23:00 2600.44 2024-08-24 03:00 2744.58 止盈 +5.54% 52451 20 1049017 524508 +58087.88 582596
257 做多 2024-08-23 08:00 2637.42 2024-08-24 05:00 2771.08 止盈 +5.07% 58260 20 1165192 582596 +58990.93 641587
258 做多 2024-08-25 00:00 2812.71 2024-08-26 20:00 2724.57 止损 -3.13% 64159 20 1283174 641587 -40169.76 601417
259 做多 2024-08-25 23:00 2762.79 2024-08-27 07:00 2679.25 止损 -3.02% 60142 20 1202835 601417 -36334.40 565083
260 做多 2024-08-28 20:00 2524.82 2024-08-30 23:00 2448.04 止损 -3.04% 56508 20 1130166 565083 -34334.08 530749
261 做多 2024-08-31 05:00 2517.15 2024-09-02 06:00 2405.09 止损 -4.45% 53075 20 1061498 530749 -47209.14 483540
262 做多 2024-08-31 22:00 2521.48 2024-09-02 06:00 2405.09 止损 -4.62% 48354 20 967079 483540 -44595.17 438945
263 做多 2024-09-02 03:00 2500.14 2024-09-02 06:00 2405.09 止损 -3.80% 43894 20 877889 438945 -33342.10 405602
264 做多 2024-09-02 17:00 2515.00 2024-09-04 00:00 2439.21 止损 -3.01% 40560 20 811205 405602 -24421.37 381181
265 做多 2024-09-04 22:00 2436.98 2024-09-06 03:00 2362.71 止损 -3.05% 38118 20 762362 381181 -23210.70 357970
266 做多 2024-09-06 11:00 2391.56 2024-09-06 23:00 2289.02 止损 -4.29% 35797 20 715941 357970 -30665.82 327305
267 做多 2024-09-07 15:00 2287.03 2024-09-13 23:00 2406.83 止盈 +5.24% 32730 20 654609 327305 +34255.67 361560
268 做多 2024-09-08 12:00 2296.52 2024-09-14 02:00 2420.00 止盈 +5.38% 36156 20 723120 361560 +38842.09 400402
269 做多 2024-09-09 07:00 2295.89 2024-09-14 02:00 2420.00 止盈 +5.41% 40040 20 800805 400402 +43246.18 443649
270 做多 2024-09-11 03:00 2379.59 2024-09-11 21:00 2286.35 止损 -3.92% 44365 20 887297 443649 -34732.39 408916
271 做多 2024-09-12 03:00 2339.44 2024-09-16 10:00 2260.22 止损 -3.39% 40892 20 817832 408916 -27666.40 381250
272 做多 2024-09-13 05:00 2348.03 2024-09-16 09:00 2276.37 止损 -3.05% 38125 20 762499 381250 -23247.60 358002
273 做多 2024-09-13 19:00 2353.22 2024-09-16 09:00 2276.37 止损 -3.27% 35800 20 716004 358002 -23359.44 334643
274 做多 2024-09-15 08:00 2418.51 2024-09-16 06:00 2345.16 止损 -3.03% 33464 20 669285 334643 -20278.18 314364
275 做多 2024-09-17 14:00 2298.24 2024-09-19 12:00 2415.48 止盈 +5.10% 31436 20 628729 314364 +32041.25 346406
276 做多 2024-09-19 04:00 2325.01 2024-09-20 00:00 2471.23 止盈 +6.29% 34641 20 692811 346406 +43527.38 389933
277 做多 2024-09-21 07:00 2560.29 2024-09-28 00:00 2716.62 止盈 +6.11% 38993 20 779866 389933 +47570.62 437504
278 做多 2024-09-21 16:00 2547.87 2024-09-23 11:00 2675.37 止盈 +5.00% 43750 20 875007 437504 +43743.16 481247
279 做多 2024-09-25 03:00 2649.38 2024-09-26 03:00 2569.69 止损 -3.01% 48125 20 962494 481247 -28921.65 452325

⚙️ 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