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🎯 月化收益 -1.36%

策略参数

币种
ETH
策略
RSI21超卖30
周期
4小时
初始资金
10000U
杠杆
40x
仓位
8%
止盈
3%
止损
2%
回测天数
约28天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
170
盈利次数
67
亏损次数
103
胜率
39.4%
最大连续盈利
4次
最大连续亏损
5次
总收益
-99.80%
最终资金
20U
最大回撤
99.88%
月化收益
-1.36%
盈利因子
0.31

📜 交易记录 (170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 2020-02-26T20:00 226.35 2020-02-27T08:00 218.85 800U 40x 32000U 10000U -1091.2U 8909U
2 做多 2020-02-28T04:00 227.79 2020-02-28T16:00 220.57 713U 40x 28508U 8909U -931.2U 7978U
3 做多 2020-03-10T12:00 198.99 2020-03-11T20:00 191.86 638U 40x 25528U 7978U -939.3U 7038U
4 做多 2020-03-12T12:00 171.61 2020-03-12T16:00 136.59 563U 40x 22522U 7038U -4614.0U 2424U
5 做多 2020-05-11T12:00 187.31 2020-05-13T20:00 198.15 194U 40x 7758U 2424U +440.7U 2865U
6 做多 2020-05-21T20:00 199.21 2020-05-23T00:00 207.65 229U 40x 9168U 2865U +378.9U 3244U
7 做多 2020-06-27T20:00 227.56 2020-06-28T00:00 217.84 260U 40x 10380U 3244U -453.3U 2791U
8 做多 2020-07-18T04:00 232.67 2020-07-21T12:00 241.77 223U 40x 8930U 2791U +340.0U 3130U
9 做多 2020-08-22T04:00 387.97 2020-08-24T16:00 406.97 250U 40x 10018U 3130U +480.1U 3611U
10 做多 2020-09-05T00:00 391.24 2020-09-05T12:00 380.61 289U 40x 11554U 3611U -325.2U 3285U
11 做多 2020-09-06T20:00 344.49 2020-09-07T16:00 335.72 263U 40x 10513U 3285U -277.9U 3008U
12 做多 2020-09-21T16:00 352.49 2020-09-21T20:00 340.22 241U 40x 9624U 3008U -344.3U 2663U
13 做多 2020-09-23T04:00 344.21 2020-09-23T12:00 335.72 213U 40x 8522U 2663U -218.5U 2445U
14 做多 2020-10-27T04:00 392.52 2020-10-27T20:00 405.96 196U 40x 7823U 2445U +259.8U 2704U
15 做多 2020-11-27T00:00 500.14 2020-11-27T04:00 519.83 216U 40x 8654U 2704U +331.7U 3036U
16 做多 2020-11-27T12:00 517.48 2020-11-27T20:00 496.33 243U 40x 9716U 3036U -406.4U 2630U
17 做多 2020-12-09T12:00 538.34 2020-12-09T16:00 561.89 210U 40x 8415U 2630U +359.3U 2989U
18 做多 2021-02-23T12:00 1586.64 2021-02-23T16:00 1453.07 239U 40x 9565U 2989U -814.0U 2175U
19 做多 2021-03-23T04:00 1680.97 2021-03-25T00:00 1635.56 174U 40x 6960U 2175U -194.8U 1980U
20 做多 2021-03-25T04:00 1581.84 2021-03-26T12:00 1629.54 158U 40x 6337U 1980U +184.6U 2165U
21 做多 2021-05-20T00:00 2601.13 2021-05-20T04:00 2438.92 173U 40x 6928U 2165U -438.5U 1726U
22 做多 2021-05-22T00:00 2349.50 2021-05-22T04:00 2430.98 138U 40x 5524U 1726U +185.9U 1912U
23 做多 2021-06-18T16:00 2319.89 2021-06-18T20:00 2215.00 153U 40x 6119U 1912U -282.5U 1630U
24 做多 2021-07-11T00:00 2093.42 2021-07-12T08:00 2163.80 130U 40x 5215U 1630U +169.9U 1800U
25 做多 2021-07-14T00:00 1924.32 2021-07-14T08:00 1884.33 144U 40x 5759U 1800U -125.3U 1674U
26 做多 2021-07-15T20:00 1913.79 2021-07-16T16:00 1852.27 134U 40x 5358U 1674U -177.4U 1497U
27 做多 2021-08-27T04:00 3093.20 2021-08-27T20:00 3238.97 120U 40x 4790U 1497U +220.7U 1718U
28 做多 2021-09-07T20:00 3452.70 2021-09-08T12:00 3258.22 137U 40x 5497U 1718U -314.8U 1403U
29 做多 2021-09-10T12:00 3403.12 2021-09-10T20:00 3298.99 112U 40x 4489U 1403U -141.7U 1261U
30 做多 2021-09-20T00:00 3337.93 2021-09-20T08:00 3187.09 101U 40x 4036U 1261U -186.2U 1075U
31 做多 2021-09-21T20:00 3035.24 2021-09-22T00:00 2886.84 86U 40x 3440U 1075U -171.5U 903U
32 做多 2021-09-22T16:00 2894.48 2021-09-22T20:00 3007.22 72U 40x 2891U 903U +109.6U 1013U
33 做多 2021-11-17T04:00 4209.76 2021-11-17T08:00 4122.11 81U 40x 3242U 1013U -70.7U 942U
34 做多 2021-11-18T20:00 4071.77 2021-11-19T20:00 4216.17 75U 40x 3016U 942U +103.8U 1046U
35 做多 2021-12-04T12:00 3893.51 2021-12-04T20:00 4036.54 84U 40x 3348U 1046U +119.5U 1166U
36 做多 2021-12-29T00:00 3807.96 2021-12-30T00:00 3725.68 93U 40x 3730U 1166U -84.3U 1082U
37 做多 2022-01-06T16:00 3349.49 2022-01-07T08:00 3238.74 87U 40x 3461U 1082U -117.8U 964U
38 做多 2022-01-19T08:00 3099.38 2022-01-20T20:00 3261.42 77U 40x 3084U 964U +158.0U 1122U
39 做多 2022-01-21T08:00 2837.22 2022-01-22T00:00 2741.92 90U 40x 3589U 1122U -124.0U 998U
40 做多 2022-01-24T08:00 2459.69 2022-01-24T12:00 2386.65 80U 40x 3193U 998U -97.9U 900U
41 做多 2022-02-13T12:00 2923.09 2022-02-14T00:00 2856.97 72U 40x 2879U 900U -67.9U 832U
42 做多 2022-02-19T16:00 2722.69 2022-02-20T12:00 2654.17 67U 40x 2662U 832U -69.6U 762U
43 做多 2022-03-05T00:00 2617.20 2022-03-07T04:00 2551.29 61U 40x 2439U 762U -63.8U 698U
44 做多 2022-03-08T00:00 2460.67 2022-03-08T08:00 2549.27 56U 40x 2235U 698U +78.2U 777U
45 做多 2022-04-07T00:00 3225.33 2022-04-11T16:00 3051.57 62U 40x 2485U 777U -136.2U 640U
46 做多 2022-04-11T20:00 3003.39 2022-04-14T04:00 3118.28 51U 40x 2049U 640U +76.3U 717U
47 做多 2022-04-24T04:00 2933.03 2022-04-25T12:00 2811.41 57U 40x 2293U 717U -97.3U 619U
48 做多 2022-05-08T04:00 2635.34 2022-05-08T08:00 2545.08 50U 40x 1982U 619U -69.8U 550U
49 做多 2022-05-11T04:00 2342.05 2022-05-11T20:00 2264.53 44U 40x 1759U 550U -59.9U 490U
50 做多 2022-05-12T04:00 2084.99 2022-05-12T08:00 1971.56 39U 40x 1567U 490U -86.7U 403U
51 做多 2022-05-26T16:00 1816.57 2022-05-27T08:00 1768.00 32U 40x 1289U 403U -35.7U 367U
52 做多 2022-05-28T20:00 1795.11 2022-05-30T08:00 1880.07 29U 40x 1175U 367U +54.4U 422U
53 做多 2022-06-03T16:00 1762.35 2022-06-06T00:00 1821.21 34U 40x 1349U 422U +43.7U 465U
54 做多 2022-06-11T12:00 1667.46 2022-06-11T16:00 1575.96 37U 40x 1489U 465U -83.1U 382U
55 做多 2022-06-30T04:00 1100.21 2022-06-30T12:00 1057.42 31U 40x 1223U 382U -48.7U 333U
56 做多 2022-07-02T04:00 1059.73 2022-07-02T08:00 1038.00 27U 40x 1067U 333U -22.9U 310U
57 做多 2022-07-11T12:00 1143.37 2022-07-12T04:00 1096.40 25U 40x 994U 310U -41.8U 269U
58 做多 2022-07-26T20:00 1368.68 2022-07-27T04:00 1449.12 21U 40x 860U 269U +49.6U 318U
59 做多 2022-08-02T08:00 1577.35 2022-08-02T20:00 1629.93 25U 40x 1019U 318U +32.9U 351U
60 做多 2022-08-19T12:00 1744.63 2022-08-19T16:00 1707.73 28U 40x 1124U 351U -24.9U 326U
61 做多 2022-08-28T04:00 1491.06 2022-08-29T04:00 1426.76 26U 40x 1044U 326U -46.0U 280U
62 做多 2022-09-14T16:00 1595.28 2022-09-15T20:00 1492.94 22U 40x 897U 280U -58.4U 222U
63 做多 2022-09-16T00:00 1497.63 2022-09-16T20:00 1452.31 18U 40x 710U 222U -22.2U 200U
64 做多 2022-09-18T16:00 1434.01 2022-09-19T00:00 1380.78 16U 40x 639U 200U -24.3U 175U
65 做多 2022-09-22T04:00 1245.78 2022-09-22T16:00 1308.50 14U 40x 561U 175U +27.7U 203U
66 做多 2022-10-09T20:00 1326.52 2022-10-11T04:00 1290.03 16U 40x 650U 203U -18.5U 185U
67 做多 2022-10-12T00:00 1282.51 2022-10-13T16:00 1243.09 15U 40x 591U 185U -18.7U 166U
68 做多 2022-11-08T12:00 1492.00 2022-11-09T00:00 1315.39 13U 40x 531U 166U -63.3U 103U
69 做多 2022-11-21T12:00 1123.48 2022-11-22T00:00 1091.22 8U 40x 328U 103U -9.7U 93U
70 做多 2022-12-17T04:00 1166.83 2022-12-20T12:00 1208.31 7U 40x 297U 93U +10.3U 103U
71 做多 2022-12-30T16:00 1190.70 2023-01-04T08:00 1250.74 8U 40x 330U 103U +16.3U 119U
72 做多 2023-01-25T04:00 1555.97 2023-01-26T04:00 1611.94 10U 40x 382U 119U +13.3U 133U
73 做多 2023-02-11T04:00 1513.06 2023-02-13T20:00 1475.71 11U 40x 425U 133U -10.9U 122U
74 做多 2023-02-22T20:00 1613.73 2023-02-23T08:00 1667.44 10U 40x 390U 122U +12.6U 134U
75 做多 2023-03-05T00:00 1559.47 2023-03-10T00:00 1488.27 11U 40x 430U 134U -20.0U 114U
76 做多 2023-03-10T04:00 1437.32 2023-03-10T16:00 1384.60 9U 40x 366U 114U -13.8U 101U
77 做多 2023-04-09T12:00 1835.49 2023-04-11T04:00 1910.20 8U 40x 322U 101U +12.8U 113U
78 做多 2023-04-20T04:00 1933.73 2023-04-22T00:00 1842.70 9U 40x 363U 113U -17.4U 96U
79 做多 2023-04-23T08:00 1861.80 2023-04-25T12:00 1815.63 8U 40x 307U 96U -7.9U 88U
80 做多 2023-05-02T00:00 1812.97 2023-05-03T00:00 1868.37 7U 40x 282U 88U +8.3U 96U
81 做多 2023-05-09T12:00 1848.62 2023-05-11T20:00 1807.70 8U 40x 308U 96U -7.1U 89U
82 做多 2023-06-06T00:00 1806.49 2023-06-07T00:00 1891.82 7U 40x 285U 89U +13.2U 102U
83 做多 2023-06-10T12:00 1731.78 2023-06-15T04:00 1650.95 8U 40x 328U 102U -15.6U 87U
84 做多 2023-06-15T12:00 1639.95 2023-06-17T00:00 1722.19 7U 40x 278U 87U +13.6U 100U
85 做多 2023-07-07T00:00 1885.21 2023-07-07T04:00 1846.17 8U 40x 321U 100U -7.0U 93U
86 做多 2023-07-08T04:00 1870.91 2023-07-13T20:00 1932.80 7U 40x 299U 93U +9.6U 103U
87 做多 2023-07-17T20:00 1908.81 2023-07-23T04:00 1866.52 8U 40x 330U 103U -7.6U 95U
88 做多 2023-07-24T20:00 1843.09 2023-08-17T08:00 1798.52 8U 40x 305U 95U -7.7U 88U
89 做多 2023-09-02T08:00 1632.46 2023-09-11T16:00 1586.53 7U 40x 281U 88U -8.2U 80U
90 做多 2023-09-22T04:00 1583.94 2023-09-28T20:00 1652.58 6U 40x 255U 80U +10.8U 90U
91 做多 2023-10-05T16:00 1636.66 2023-10-09T16:00 1590.65 7U 40x 289U 90U -8.4U 82U
92 做多 2023-10-10T04:00 1580.13 2023-10-12T20:00 1541.67 7U 40x 262U 82U -6.6U 75U
93 做多 2023-11-13T16:00 2046.73 2023-11-15T00:00 1978.99 6U 40x 241U 75U -8.2U 67U
94 做多 2023-12-11T20:00 2219.34 2023-12-13T08:00 2166.03 5U 40x 215U 67U -5.4U 62U
95 做多 2023-12-18T16:00 2142.19 2023-12-19T04:00 2219.43 5U 40x 197U 62U +6.9U 69U
96 做多 2024-01-05T20:00 2224.99 2024-01-09T00:00 2354.56 5U 40x 220U 69U +12.6U 81U
97 做多 2024-01-15T04:00 2472.87 2024-01-16T20:00 2559.44 6U 40x 260U 81U +8.8U 90U
98 做多 2024-01-23T00:00 2321.87 2024-01-23T16:00 2218.14 7U 40x 288U 90U -13.1U 77U
99 做多 2024-03-15T16:00 3689.33 2024-03-17T00:00 3600.60 6U 40x 246U 77U -6.2U 71U
100 做多 2024-03-19T16:00 3276.51 2024-03-20T04:00 3158.64 6U 40x 226U 71U -8.4U 62U
101 做多 2024-04-04T00:00 3314.29 2024-04-05T16:00 3243.51 5U 40x 199U 62U -4.5U 58U
102 做多 2024-04-13T00:00 3206.17 2024-04-14T00:00 3085.20 5U 40x 185U 58U -7.2U 51U
103 做多 2024-05-01T12:00 2869.71 2024-05-02T04:00 2972.46 4U 40x 162U 51U +5.6U 56U
104 做多 2024-05-02T08:00 2929.33 2024-05-03T20:00 3075.52 5U 40x 180U 56U +8.8U 65U
105 做多 2024-06-09T12:00 3685.99 2024-06-11T08:00 3595.60 5U 40x 209U 65U -5.3U 60U
106 做多 2024-06-11T20:00 3447.75 2024-06-12T20:00 3618.32 5U 40x 192U 60U +9.3U 69U
107 做多 2024-06-24T12:00 3369.19 2024-06-24T20:00 3280.30 6U 40x 221U 69U -6.1U 63U
108 做多 2024-07-04T12:00 3182.21 2024-07-05T04:00 3059.70 5U 40x 202U 63U -8.0U 55U
109 做多 2024-07-07T16:00 3015.51 2024-07-08T04:00 2931.00 4U 40x 176U 55U -5.1U 50U
110 做多 2024-07-25T08:00 3168.30 2024-07-27T00:00 3274.19 4U 40x 160U 50U +5.2U 55U
111 做多 2024-08-01T20:00 3117.18 2024-08-02T20:00 3038.99 4U 40x 177U 55U -4.6U 51U
112 做多 2024-08-06T16:00 2458.91 2024-08-08T00:00 2350.45 4U 40x 162U 51U -7.3U 43U
113 做多 2024-08-27T16:00 2626.67 2024-08-28T04:00 2457.33 3U 40x 139U 43U -9.1U 34U
114 做多 2024-08-29T08:00 2523.40 2024-08-30T20:00 2448.75 3U 40x 110U 34U -3.3U 31U
115 做多 2024-09-06T20:00 2290.21 2024-09-07T00:00 2222.56 2U 40x 99U 31U -3.0U 28U
116 做多 2024-09-17T16:00 2308.12 2024-09-17T20:00 2383.79 2U 40x 89U 28U +2.8U 31U
117 做多 2024-10-01T20:00 2524.81 2024-10-02T04:00 2447.79 2U 40x 98U 31U -3.1U 28U
118 做多 2024-10-24T08:00 2544.80 2024-10-25T12:00 2484.07 2U 40x 88U 28U -2.2U 25U
119 做多 2024-10-26T00:00 2476.10 2024-10-29T04:00 2567.48 2U 40x 81U 25U +2.9U 28U
120 做多 2024-11-02T08:00 2506.70 2024-11-03T08:00 2449.59 2U 40x 91U 28U -2.2U 26U
121 做多 2024-11-05T04:00 2398.21 2024-11-06T08:00 2579.31 2U 40x 84U 26U +6.2U 32U
122 做多 2024-12-10T08:00 3682.40 2024-12-10T20:00 3567.75 3U 40x 104U 32U -3.3U 29U
123 做多 2024-12-20T00:00 3439.44 2024-12-20T16:00 3104.56 2U 40x 93U 29U -9.1U 20U
124 做多 2025-01-08T08:00 3360.31 2025-01-09T00:00 3280.68 2U 40x 64U 20U -1.6U 18U
125 做多 2025-01-14T00:00 3025.07 2025-01-14T04:00 3137.51 1U 40x 59U 18U +2.1U 20U
126 做多 2025-01-27T16:00 3058.94 2025-01-28T04:00 3182.44 2U 40x 66U 20U +2.6U 23U
127 做多 2025-02-03T08:00 2527.12 2025-02-03T12:00 2622.35 2U 40x 74U 23U +2.7U 26U
128 做多 2025-02-04T08:00 2811.00 2025-02-04T12:00 2703.53 2U 40x 82U 26U -3.2U 23U
129 做多 2025-02-27T00:00 2296.29 2025-02-28T08:00 2147.49 2U 40x 72U 23U -4.7U 18U
130 做多 2025-03-01T20:00 2173.29 2025-03-02T16:00 2238.88 1U 40x 57U 18U +1.7U 19U
131 做多 2025-03-10T00:00 2040.47 2025-03-10T16:00 2128.12 2U 40x 62U 19U +2.6U 22U
132 做多 2025-03-11T00:00 1869.30 2025-03-12T00:00 1951.91 2U 40x 71U 22U +3.0U 25U
133 做多 2025-03-28T12:00 1910.21 2025-03-29T16:00 1844.55 2U 40x 80U 25U -2.8U 22U
134 做多 2025-04-07T00:00 1626.24 2025-04-07T04:00 1580.76 2U 40x 71U 22U -2.1U 20U
135 做多 2025-04-08T00:00 1545.41 2025-04-09T00:00 1466.67 2U 40x 65U 20U -3.4U 17U
136 做多 2025-04-09T16:00 1455.33 2025-04-10T00:00 1640.92 1U 40x 54U 17U +6.8U 24U
137 做多 2025-05-17T12:00 2492.89 2025-05-18T20:00 2578.99 2U 40x 76U 24U +2.5U 26U
138 做多 2025-06-01T16:00 2497.35 2025-06-03T04:00 2607.41 2U 40x 84U 26U +3.6U 30U
139 做多 2025-06-14T16:00 2538.52 2025-06-16T12:00 2628.68 2U 40x 95U 30U +3.3U 33U
140 做多 2025-06-22T04:00 2295.73 2025-06-22T20:00 2174.91 3U 40x 106U 33U -5.7U 27U
141 做多 2025-08-02T00:00 3518.40 2025-08-03T00:00 3383.20 2U 40x 88U 27U -3.5U 24U
142 做多 2025-08-26T12:00 4429.70 2025-08-27T00:00 4596.70 2U 40x 77U 24U +2.8U 27U
143 做多 2025-09-16T20:00 4468.20 2025-09-18T08:00 4614.42 2U 40x 86U 27U +2.7U 29U
144 做多 2025-09-22T08:00 4305.87 2025-09-22T12:00 4193.38 2U 40x 94U 29U -2.6U 27U
145 做多 2025-09-23T16:00 4192.08 2025-09-25T08:00 4062.78 2U 40x 86U 27U -2.7U 24U
146 做多 2025-09-26T16:00 3906.00 2025-09-27T00:00 4024.07 2U 40x 77U 24U +2.3U 26U
147 做多 2025-10-10T12:00 4323.39 2025-10-10T20:00 4103.11 2U 40x 85U 26U -4.4U 22U
148 做多 2025-10-17T12:00 3756.49 2025-10-18T08:00 3870.57 2U 40x 71U 22U +2.1U 24U
149 做多 2025-10-30T16:00 3881.10 2025-10-30T20:00 3773.69 2U 40x 77U 24U -2.2U 22U
150 做多 2025-10-31T12:00 3831.49 2025-11-03T08:00 3736.23 2U 40x 70U 22U -1.8U 20U
151 做多 2025-11-04T04:00 3603.83 2025-11-04T12:00 3494.56 2U 40x 64U 20U -2.0U 18U
152 做多 2025-11-04T20:00 3507.58 2025-11-05T00:00 3230.94 1U 40x 58U 18U -4.6U 13U
153 做多 2025-11-06T16:00 3399.40 2025-11-06T20:00 3300.00 1U 40x 43U 13U -1.3U 12U
154 做多 2025-11-17T00:00 3091.09 2025-11-17T12:00 3198.44 1U 40x 39U 12U +1.3U 13U
155 做多 2025-11-22T12:00 2756.21 2025-11-24T08:00 2856.44 1U 40x 43U 13U +1.5U 15U
156 做多 2025-12-01T12:00 2840.21 2025-12-01T20:00 2745.72 1U 40x 48U 15U -1.6U 13U
157 做多 2025-12-07T20:00 3027.01 2025-12-08T00:00 3137.92 1U 40x 43U 13U +1.5U 15U
158 做多 2025-12-13T12:00 3094.72 2025-12-15T20:00 3010.96 1U 40x 48U 15U -1.3U 14U
159 做多 2025-12-18T00:00 2820.28 2025-12-18T20:00 2965.19 1U 40x 43U 14U +2.2U 16U
160 做多 2025-12-19T00:00 2781.93 2025-12-19T08:00 2909.01 1U 40x 50U 16U +2.2U 18U
161 做多 2026-01-10T16:00 3096.99 2026-01-14T00:00 3215.90 1U 40x 58U 18U +2.1U 20U
162 做多 2026-01-20T16:00 3109.88 2026-01-20T20:00 3032.99 2U 40x 64U 20U -1.7U 18U
163 做多 2026-01-22T04:00 2982.27 2026-01-26T00:00 2812.96 1U 40x 59U 18U -3.4U 15U
164 做多 2026-01-31T12:00 2680.06 2026-01-31T20:00 2534.20 1U 40x 48U 15U -2.7U 12U
165 做多 2026-02-06T04:00 1826.83 2026-02-06T08:00 1891.82 1U 40x 40U 12U +1.4U 14U
166 做多 2026-02-13T12:00 1935.75 2026-02-13T20:00 2034.93 1U 40x 44U 14U +2.2U 16U
167 做多 2026-02-24T16:00 1826.75 2026-02-25T08:00 1906.14 1U 40x 51U 16U +2.2U 18U
168 做多 2026-03-08T08:00 1947.67 2026-03-09T20:00 2022.63 1U 40x 58U 18U +2.2U 20U
169 做多 2026-03-20T12:00 2150.54 2026-03-22T04:00 2084.87 2U 40x 65U 20U -2.0U 18U
170 做多 2026-03-22T16:00 2069.98 2026-03-23T16:00 2134.78 1U 40x 58U 18U +1.8U 20U