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🎯 月化收益 0.10%

策略参数

币种
BTC
策略
突破100
周期
4小时
初始资金
10000U
杠杆
40x
仓位
8%
止盈
18%
止损
1%
回测天数
约22天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
132
盈利次数
20
亏损次数
112
胜率
15.2%
最大连续盈利
4次
最大连续亏损
21次
总收益
571.78%
最终资金
67178U
最大回撤
79.52%
月化收益
0.10%
盈利因子
1.11

📜 交易记录 (132笔)

#方向开仓时间开仓价平仓时间平仓价本金杠杆仓位价值前资金盈亏后资金
1 做多 2020-01-19T16:00 9157.61 2020-01-20T00:00 8681.44 800U 40x 32000U 10000U -1694.2U 8306U
2 做多 2020-01-29T12:00 9374.21 2020-01-30T16:00 9280.30 664U 40x 26578U 8306U -292.6U 8013U
3 做多 2020-01-31T08:00 9506.82 2020-01-31T20:00 9374.56 641U 40x 25642U 8013U -382.0U 7631U
4 做多 2020-02-03T16:00 9385.59 2020-02-04T04:00 9270.00 610U 40x 24420U 7631U -324.9U 7306U
5 做多 2020-02-06T08:00 9655.99 2020-02-21T08:00 9551.96 585U 40x 23380U 7306U -275.0U 7031U
6 做多 2020-04-03T08:00 6803.25 2020-04-04T04:00 6711.90 563U 40x 22500U 7031U -324.3U 6707U
7 做多 2020-04-07T08:00 7265.86 2020-04-10T00:00 7183.98 537U 40x 21462U 6707U -263.1U 6444U
8 做多 2020-04-24T04:00 7530.10 2020-04-30T16:00 9288.98 516U 40x 20620U 6444U +4791.1U 11235U
9 做多 2020-04-30T20:00 9177.01 2020-05-01T00:00 8839.63 899U 40x 35952U 11235U -1356.4U 9879U
10 做多 2020-05-08T04:00 9515.51 2020-05-10T16:00 8622.78 790U 40x 31612U 9879U -2994.4U 6884U
11 做多 2020-06-02T12:00 10200.77 2020-06-02T16:00 10096.86 551U 40x 22029U 6884U -246.2U 6638U
12 做多 2020-07-23T12:00 9518.16 2020-08-01T04:00 11346.90 531U 40x 21242U 6638U +4055.9U 10694U
13 做多 2020-08-01T08:00 11317.26 2020-08-03T00:00 11109.86 856U 40x 34220U 10694U -660.7U 10033U
14 做多 2020-08-18T04:00 12421.55 2020-08-18T12:00 12281.13 803U 40x 32106U 10033U -394.7U 9638U
15 做多 2020-10-10T00:00 11050.43 2020-10-23T08:00 13072.48 771U 40x 30843U 9638U +5607.3U 15246U
16 做多 2020-10-25T16:00 13295.50 2020-10-25T20:00 13027.24 1220U 40x 48786U 15246U -1032.2U 14214U
17 做多 2020-10-28T00:00 13449.80 2020-10-29T04:00 13221.26 1137U 40x 45484U 14214U -817.6U 13396U
18 做多 2020-11-01T00:00 13940.00 2020-11-01T08:00 13781.87 1072U 40x 42867U 13396U -528.7U 12867U
19 做多 2020-11-05T08:00 14102.26 2020-11-17T08:00 16779.01 1029U 40x 41176U 12867U +7766.6U 20634U
20 做多 2020-11-17T12:00 16713.57 2020-11-27T08:00 16516.87 1651U 40x 66029U 20634U -842.3U 19792U
21 做多 2020-12-01T04:00 19291.88 2020-12-02T08:00 19069.79 1583U 40x 63333U 19792U -791.7U 19000U
22 做多 2020-12-17T04:00 20661.37 2020-12-26T00:00 24574.40 1520U 40x 60800U 19000U +11442.5U 30442U
23 做多 2020-12-26T12:00 24712.47 2021-01-01T16:00 29278.40 2435U 40x 97416U 30442U +17883.3U 48326U
24 做多 2021-01-02T04:00 29188.67 2021-01-03T20:00 34452.34 3866U 40x 154642U 48326U +27704.5U 76030U
25 做多 2021-01-06T20:00 34676.40 2021-01-09T00:00 41286.67 6082U 40x 243297U 76030U +46089.3U 122120U
26 做多 2021-01-09T04:00 40829.08 2021-01-09T08:00 40365.09 9770U 40x 390783U 122120U -4827.3U 117292U
27 做多 2021-02-05T00:00 37321.75 2021-02-05T04:00 36564.23 9383U 40x 375335U 117292U -7985.9U 109306U
28 做多 2021-02-06T16:00 39384.74 2021-02-07T16:00 38841.46 8745U 40x 349780U 109306U -5169.9U 104136U
29 做多 2021-02-09T04:00 43716.32 2021-02-09T08:00 43051.95 8331U 40x 333237U 104136U -5392.5U 98744U
30 做多 2021-02-09T12:00 46374.87 2021-02-11T04:00 44353.04 7900U 40x 315981U 98744U -14078.2U 84666U
31 做多 2021-02-12T04:00 47960.85 2021-02-12T20:00 47318.81 6773U 40x 270931U 84666U -3894.2U 80772U
32 做多 2021-02-14T20:00 48725.18 2021-02-15T16:00 47120.30 6462U 40x 258469U 80772U -8763.3U 72008U
33 做多 2021-02-16T20:00 49163.46 2021-02-17T08:00 48537.39 5761U 40x 230427U 72008U -3161.9U 68847U
34 做多 2021-02-17T20:00 51112.39 2021-02-23T20:00 49640.33 5508U 40x 220309U 68847U -6559.0U 62288U
35 做多 2021-03-12T08:00 56827.84 2021-03-16T00:00 56150.79 4983U 40x 199320U 62288U -2571.7U 59716U
36 做多 2021-04-02T16:00 59869.79 2021-04-03T08:00 58850.00 4777U 40x 191091U 59716U -3442.8U 56273U
37 做多 2021-04-10T20:00 60480.40 2021-04-11T08:00 59567.38 4502U 40x 180074U 56273U -2895.8U 53377U
38 做多 2021-04-14T00:00 62942.21 2021-04-15T08:00 62150.04 4270U 40x 170808U 53377U -2318.4U 51059U
39 做多 2021-05-09T00:00 58556.09 2021-05-09T04:00 57599.87 4085U 40x 163389U 51059U -2828.9U 48230U
40 做多 2021-05-09T12:00 58862.05 2021-05-09T20:00 57965.59 3858U 40x 154336U 48230U -2502.5U 45728U
41 做多 2021-06-14T16:00 38975.14 2021-06-17T12:00 38349.01 3658U 40x 146328U 45728U -2494.7U 43233U
42 做多 2021-07-25T20:00 34695.51 2021-07-26T04:00 34174.08 3459U 40x 138345U 43233U -2215.4U 41017U
43 做多 2021-07-26T12:00 35381.02 2021-07-31T12:00 42206.37 3281U 40x 131256U 41017U +25164.0U 66181U
44 做多 2021-07-31T16:00 41810.01 2021-08-01T08:00 41303.63 5295U 40x 211781U 66181U -2774.2U 63407U
45 做多 2021-08-01T16:00 42435.13 2021-08-01T20:00 41701.26 5073U 40x 202903U 63407U -3708.4U 59699U
46 做多 2021-08-07T08:00 42901.17 2021-09-06T08:00 50684.56 4776U 40x 191036U 59699U +34433.3U 94132U
47 做多 2021-09-06T12:00 51756.88 2021-09-08T00:00 50941.48 7531U 40x 301223U 94132U -5042.1U 89090U
48 做多 2021-10-04T08:00 48774.76 2021-10-04T12:00 48200.01 7127U 40x 285088U 89090U -3641.1U 85449U
49 做多 2021-10-05T08:00 49380.00 2021-10-15T16:00 59431.71 6836U 40x 273437U 85449U +55331.2U 140780U
50 做多 2021-10-15T20:00 59231.50 2021-10-28T00:00 58564.00 11262U 40x 450497U 140780U -5522.2U 135258U
51 做多 2021-11-08T16:00 65199.99 2021-11-12T20:00 64488.12 10821U 40x 432825U 135258U -5153.8U 130104U
52 做多 2021-12-25T08:00 51126.40 2021-12-26T12:00 50399.66 10408U 40x 416333U 130104U -6328.4U 123776U
53 做多 2021-12-28T08:00 51204.64 2021-12-28T16:00 49828.06 9902U 40x 396082U 123776U -11033.7U 112742U
54 做多 2022-02-07T12:00 42380.87 2022-02-14T16:00 41916.43 9019U 40x 360775U 112742U -4310.4U 108432U
55 做多 2022-03-02T04:00 43643.69 2022-03-04T04:00 42547.34 8675U 40x 346981U 108432U -9054.6U 99377U
56 做多 2022-03-22T20:00 42215.94 2022-04-12T00:00 41067.63 7950U 40x 318006U 99377U -8959.4U 90418U
57 做多 2022-05-31T12:00 31734.22 2022-06-02T04:00 30742.59 7233U 40x 289336U 90418U -9321.5U 81096U
58 做多 2022-07-08T16:00 22130.56 2022-07-08T20:00 21797.64 6488U 40x 259508U 81096U -4159.5U 76937U
59 做多 2022-07-19T04:00 22675.83 2022-07-19T08:00 21617.92 6155U 40x 246197U 76937U -11720.7U 65216U
60 做多 2022-07-19T16:00 21903.55 2022-07-26T12:00 21310.90 5217U 40x 208691U 65216U -5849.7U 59366U
61 做多 2022-07-29T20:00 23943.26 2022-07-31T12:00 23643.51 4749U 40x 189972U 59366U -2565.9U 56800U
62 做多 2022-08-11T20:00 24431.88 2022-08-12T12:00 23934.39 4544U 40x 181761U 56800U -3879.1U 52921U
63 做多 2022-08-14T20:00 24873.32 2022-08-15T00:00 24564.49 4234U 40x 169348U 52921U -2269.9U 50651U
64 做多 2022-08-15T16:00 24867.39 2022-08-15T20:00 24027.05 4052U 40x 162084U 50651U -5633.9U 45017U
65 做多 2022-09-12T16:00 21656.87 2022-09-14T04:00 20829.77 3601U 40x 144056U 45017U -5640.2U 39377U
66 做多 2022-10-05T12:00 20337.82 2022-10-06T00:00 20027.43 3150U 40x 126007U 39377U -2047.2U 37330U
67 做多 2022-10-26T08:00 20273.14 2022-11-08T20:00 19796.90 2986U 40x 119456U 37330U -2922.8U 34407U
68 做多 2022-12-01T12:00 17163.64 2022-12-02T04:00 16977.67 2753U 40x 110103U 34407U -1301.9U 33105U
69 做多 2022-12-05T16:00 17196.88 2022-12-06T08:00 16926.65 2648U 40x 105937U 33105U -1769.0U 31336U
70 做多 2022-12-14T00:00 17444.63 2022-12-17T00:00 17027.09 2507U 40x 100277U 31336U -2498.0U 28838U
71 做多 2023-01-07T12:00 16950.65 2023-01-14T16:00 20967.23 2307U 40x 92283U 28838U +21753.0U 50591U
72 做多 2023-01-16T16:00 21075.68 2023-01-17T00:00 20817.56 4047U 40x 161892U 50591U -2142.7U 48449U
73 做多 2023-01-17T12:00 21185.65 2023-01-19T08:00 20906.54 3876U 40x 155036U 48449U -2195.5U 46253U
74 做多 2023-01-21T12:00 22667.21 2023-02-10T08:00 22032.71 3700U 40x 148010U 46253U -4287.0U 41966U
75 做多 2023-02-16T12:00 24324.05 2023-02-17T12:00 23517.72 3357U 40x 134292U 41966U -4581.6U 37385U
76 做多 2023-03-14T04:00 23981.72 2023-03-23T04:00 28595.07 2991U 40x 119631U 37385U +22870.7U 60255U
77 做多 2023-03-23T08:00 26667.33 2023-05-12T20:00 26311.52 4820U 40x 192817U 60255U -2762.9U 57492U
78 做多 2023-05-29T08:00 27525.99 2023-05-31T20:00 27167.90 4599U 40x 183976U 57492U -2575.0U 54918U
79 做多 2023-06-21T08:00 27982.77 2023-08-18T12:00 26623.41 4393U 40x 175736U 54918U -8704.2U 46213U
80 做多 2023-09-19T00:00 27196.98 2023-09-19T08:00 26814.79 3697U 40x 147883U 46213U -2223.9U 43989U
81 做多 2023-09-20T00:00 27237.56 2023-09-21T08:00 26930.61 3519U 40x 140766U 43989U -1725.5U 42264U
82 做多 2023-10-02T12:00 27992.57 2023-10-03T12:00 27494.51 3381U 40x 135244U 42264U -2539.2U 39725U
83 做多 2023-10-17T04:00 28064.16 2023-10-24T16:00 34061.60 3178U 40x 127119U 39725U +27011.6U 66736U
84 做多 2023-11-02T12:00 35421.43 2023-11-03T04:00 34640.01 5339U 40x 213556U 66736U -4920.0U 61816U
85 做多 2023-11-09T12:00 35624.72 2023-12-06T04:00 42268.29 4945U 40x 197812U 61816U +36654.8U 98471U
86 做多 2023-12-06T08:00 43814.36 2023-12-08T00:00 43188.03 7878U 40x 315107U 98471U -4815.1U 93656U
87 做多 2023-12-09T12:00 44170.99 2023-12-10T12:00 43713.60 7492U 40x 299699U 93656U -3400.0U 90256U
88 做多 2024-01-02T16:00 45402.38 2024-01-03T12:00 44946.91 7220U 40x 288819U 90256U -3183.3U 87073U
89 做多 2024-01-09T08:00 46979.35 2024-01-10T12:00 46110.00 6966U 40x 278633U 87073U -5429.6U 81643U
90 做多 2024-01-12T04:00 46783.78 2024-01-12T16:00 45994.00 6531U 40x 261258U 81643U -4667.3U 76976U
91 做多 2024-01-30T16:00 43519.71 2024-01-31T12:00 42941.10 6158U 40x 246323U 76976U -3518.0U 73458U
92 做多 2024-02-08T12:00 44349.60 2024-02-15T16:00 52343.32 5877U 40x 235065U 73458U +42091.5U 115549U
93 做多 2024-02-16T04:00 51948.23 2024-02-18T04:00 50984.56 9244U 40x 369758U 115549U -7222.1U 108327U
94 做多 2024-02-21T04:00 51680.00 2024-02-22T00:00 50965.53 8666U 40x 346647U 108327U -5134.2U 103193U
95 做多 2024-02-27T08:00 54487.11 2024-03-05T00:00 65230.00 8255U 40x 330218U 103193U +64711.7U 167905U
96 做多 2024-03-05T04:00 66451.65 2024-03-06T08:00 61410.98 13432U 40x 537295U 167905U -41252.9U 126652U
97 做多 2024-03-09T04:00 67617.60 2024-03-17T08:00 66911.52 10132U 40x 405286U 126652U -4633.1U 122019U
98 做多 2024-04-09T00:00 72404.00 2024-04-09T12:00 71620.00 9761U 40x 390460U 122019U -4614.2U 117404U
99 做多 2024-05-16T08:00 66006.23 2024-05-17T08:00 65186.85 9392U 40x 375694U 117404U -5034.8U 112370U
100 做多 2024-05-18T04:00 67195.10 2024-05-20T08:00 66034.01 8990U 40x 359583U 112370U -6566.7U 105803U
101 做多 2024-05-21T08:00 69999.99 2024-05-22T08:00 69285.99 8464U 40x 338569U 105803U -3788.5U 102014U
102 做多 2024-06-08T04:00 71111.54 2024-06-08T08:00 69255.00 8161U 40x 326446U 102014U -8840.6U 93174U
103 做多 2024-07-16T12:00 64724.14 2024-07-16T20:00 62895.01 7454U 40x 298156U 93174U -8715.7U 84458U
104 做多 2024-07-17T08:00 65165.43 2024-07-18T12:00 64087.99 6757U 40x 270266U 84458U -4734.4U 79724U
105 做多 2024-07-20T08:00 67157.26 2024-07-21T00:00 66483.69 6378U 40x 255116U 79724U -2811.3U 76912U
106 做多 2024-07-21T08:00 67224.00 2024-07-24T08:00 65536.01 6153U 40x 246120U 76912U -6420.0U 70492U
107 做多 2024-07-28T04:00 68844.00 2024-07-28T12:00 67896.50 5639U 40x 225576U 70492U -3327.1U 67165U
108 做多 2024-07-29T16:00 69347.67 2024-07-30T04:00 68104.00 5373U 40x 214929U 67165U -4065.6U 63100U
109 做多 2024-08-24T08:00 63628.84 2024-08-27T12:00 62834.00 5048U 40x 201919U 63100U -2721.7U 60378U
110 做多 2024-09-18T04:00 61135.50 2024-09-18T08:00 59967.99 4830U 40x 193210U 60378U -3879.3U 56499U
111 做多 2024-09-19T12:00 61759.99 2024-10-02T12:00 60805.78 4520U 40x 180796U 56499U -2971.4U 53527U
112 做多 2024-10-15T04:00 65870.00 2024-11-10T20:00 78832.37 4282U 40x 171288U 53527U +33502.2U 87030U
113 做多 2024-11-11T00:00 79844.01 2024-11-21T04:00 94739.97 6962U 40x 278495U 87030U +51626.5U 138656U
114 做多 2024-11-21T08:00 94000.00 2024-11-26T12:00 93010.01 11092U 40x 443700U 138656U -5112.0U 133544U
115 做多 2024-12-05T16:00 102964.00 2024-12-06T04:00 101292.01 10684U 40x 427341U 133544U -7359.8U 126184U
116 做多 2024-12-16T12:00 104463.99 2024-12-19T08:00 102817.82 10095U 40x 403790U 126184U -6760.4U 119424U
117 做多 2025-01-07T04:00 102147.95 2025-01-08T00:00 100830.86 9554U 40x 382156U 119424U -5304.7U 114119U
118 做多 2025-01-18T04:00 104000.00 2025-01-18T20:00 102821.75 9130U 40x 365181U 114119U -4498.3U 109621U
119 做多 2025-01-20T08:00 106200.00 2025-01-20T12:00 101331.57 8770U 40x 350787U 109621U -16415.5U 93205U
120 做多 2025-01-20T20:00 107120.65 2025-01-21T04:00 104957.99 7456U 40x 298257U 93205U -6313.8U 86892U
121 做多 2025-03-25T04:00 88350.01 2025-03-25T16:00 86520.88 6951U 40x 278053U 86892U -6028.9U 80863U
122 做多 2025-04-21T16:00 87205.56 2025-05-09T12:00 103261.60 6469U 40x 258761U 80863U +47335.9U 128199U
123 做多 2025-05-09T20:00 103628.77 2025-05-13T04:00 102527.26 10256U 40x 410235U 128199U -4766.4U 123432U
124 做多 2025-05-19T08:00 103883.97 2025-06-06T08:00 101914.77 9875U 40x 394983U 123432U -7874.7U 115557U
125 做多 2025-07-03T08:00 109676.14 2025-07-05T04:00 107573.29 9245U 40x 369784U 115557U -7452.7U 108105U
126 做多 2025-07-10T08:00 111750.00 2025-08-26T12:00 110111.98 8648U 40x 345935U 108105U -5411.5U 102693U
127 做多 2025-09-11T04:00 113853.99 2025-09-22T20:00 112519.99 8215U 40x 328618U 102693U -4175.1U 98518U
128 做多 2025-10-02T08:00 117439.53 2025-10-11T12:00 112774.50 7881U 40x 315258U 98518U -12825.7U 85692U
129 做多 2025-12-10T08:00 93800.83 2025-12-10T12:00 92678.80 6855U 40x 274216U 85692U -3551.1U 82141U
130 做多 2026-01-03T08:00 89897.23 2026-01-21T12:00 88427.66 6571U 40x 262852U 82141U -4555.5U 77586U
131 做多 2026-03-05T00:00 71111.40 2026-03-07T00:00 70212.95 6207U 40x 248275U 77586U -3381.9U 74204U
132 做多 2026-03-16T16:00 73573.32 2026-03-19T04:00 71467.82 5936U 40x 237453U 74204U -7026.0U 67178U