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🎯 月化收益 0.01%

策略参数

币种
BTC
策略
RSI超卖+突破
周期
4小时
初始资金
10000U
杠杆
5x
仓位
5%
止盈
12%
止损
2%
回测天数
约26天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
158
盈利次数
37
亏损次数
121
胜率
23.4%
最大连续盈利
3次
最大连续亏损
24次
总收益
26.56%
最终资金
12656U
最大回撤
18.35%
月化收益
0.01%
盈利因子
1.23

📜 交易记录 (158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 2020-01-22T00:00 8656.76 2020-01-24T00:00 8423.00 500U 5x 2500U 10000U -69.9U 9930U
2 做多 2020-01-24T20:00 8340.00 2020-01-29T12:00 9374.21 497U 5x 2483U 9930U +305.1U 10235U
3 做多 2020-02-17T08:00 9745.57 2020-02-25T20:00 9520.16 512U 5x 2559U 10235U -61.7U 10173U
4 做多 2020-02-26T16:00 9170.13 2020-02-27T08:00 8831.14 509U 5x 2543U 10173U -96.5U 10077U
5 做多 2020-03-09T04:00 8400.83 2020-03-09T12:00 8033.31 504U 5x 2519U 10077U -112.6U 9964U
6 做多 2020-03-11T04:00 7767.28 2020-03-12T20:00 7392.13 498U 5x 2491U 9964U -122.7U 9842U
7 做多 2020-03-13T00:00 6067.01 2020-03-13T12:00 4800.00 492U 5x 2460U 9842U -515.8U 9326U
8 做多 2020-03-14T20:00 5500.40 2020-03-15T04:00 5311.38 466U 5x 2331U 9326U -82.4U 9244U
9 做多 2020-03-16T20:00 4785.67 2020-03-17T00:00 4565.59 462U 5x 2311U 9244U -108.5U 9135U
10 做多 2020-03-23T08:00 5911.03 2020-03-25T00:00 6731.00 457U 5x 2284U 9135U +314.2U 9449U
11 做多 2020-03-29T20:00 6153.90 2020-03-30T08:00 5905.29 472U 5x 2362U 9449U -97.7U 9352U
12 做多 2020-04-11T04:00 6766.43 2020-04-16T12:00 6621.24 468U 5x 2338U 9352U -52.5U 9299U
13 做多 2020-05-10T16:00 8622.78 2020-05-15T00:00 9686.71 465U 5x 2325U 9299U +284.2U 9583U
14 做多 2020-05-22T08:00 9065.53 2020-05-25T12:00 8720.34 479U 5x 2396U 9583U -93.5U 9490U
15 做多 2020-05-26T00:00 8752.41 2020-06-02T12:00 10200.77 474U 5x 2372U 9490U +389.8U 9880U
16 做多 2020-06-12T08:00 9280.93 2020-06-28T08:00 8938.04 494U 5x 2470U 9880U -93.6U 9786U
17 做多 2020-06-28T16:00 8971.80 2020-07-27T16:00 10248.84 489U 5x 2446U 9786U +345.4U 10131U
18 做多 2020-08-20T12:00 11754.59 2020-08-22T16:00 11474.02 507U 5x 2533U 10131U -62.9U 10068U
19 做多 2020-09-04T04:00 10670.28 2020-09-04T12:00 10140.85 503U 5x 2517U 10068U -127.3U 9941U
20 做多 2020-09-06T00:00 10225.66 2020-09-06T08:00 9956.66 497U 5x 2485U 9941U -67.8U 9873U
21 做多 2020-09-22T08:00 10498.55 2020-09-24T12:00 10241.46 494U 5x 2468U 9873U -62.9U 9811U
22 做多 2020-11-27T08:00 16516.87 2020-11-30T16:00 18579.50 491U 5x 2453U 9811U +303.5U 10114U
23 做多 2020-12-09T20:00 17924.07 2020-12-17T04:00 20661.37 506U 5x 2529U 10114U +383.2U 10497U
24 做多 2021-01-12T04:00 31580.00 2021-01-12T12:00 35404.47 525U 5x 2624U 10497U +314.9U 10812U
25 做多 2021-01-22T04:00 31384.09 2021-01-28T00:00 30639.05 541U 5x 2703U 10812U -66.8U 10745U
26 做多 2021-01-28T12:00 30366.15 2021-01-30T00:00 37025.32 537U 5x 2686U 10745U +585.8U 11331U
27 做多 2021-02-01T08:00 32808.80 2021-02-04T04:00 36850.00 567U 5x 2833U 11331U +345.7U 11677U
28 做多 2021-02-24T00:00 46369.29 2021-02-26T20:00 44973.68 584U 5x 2919U 11677U -90.7U 11586U
29 做多 2021-03-16T16:00 54272.86 2021-03-25T12:00 52303.65 579U 5x 2897U 11586U -107.9U 11478U
30 做多 2021-04-05T00:00 57275.55 2021-04-08T12:00 55953.45 574U 5x 2870U 11478U -69.0U 11409U
31 做多 2021-04-18T16:00 55014.46 2021-04-19T00:00 53308.92 570U 5x 2852U 11409U -91.2U 11318U
32 做多 2021-04-23T16:00 50298.76 2021-04-23T20:00 47942.44 566U 5x 2830U 11318U -135.3U 11183U
33 做多 2021-05-13T12:00 49631.32 2021-05-14T08:00 48568.85 559U 5x 2796U 11183U -62.6U 11120U
34 做多 2021-05-14T16:00 49157.93 2021-05-16T08:00 48108.40 556U 5x 2780U 11120U -62.1U 11058U
35 做多 2021-05-20T04:00 37318.52 2021-05-22T08:00 36062.12 553U 5x 2765U 11058U -95.7U 10962U
36 做多 2021-05-24T08:00 33051.73 2021-05-25T00:00 37600.01 548U 5x 2741U 10962U +374.0U 11337U
37 做多 2021-05-30T08:00 34025.43 2021-06-03T20:00 38634.09 567U 5x 2834U 11337U +380.7U 11717U
38 做多 2021-06-09T04:00 31705.24 2021-06-10T04:00 36357.11 586U 5x 2929U 11717U +426.4U 12144U
39 做多 2021-06-19T04:00 36355.10 2021-06-19T08:00 35327.24 607U 5x 3036U 12144U -88.8U 12055U
40 做多 2021-06-21T00:00 33872.90 2021-06-21T20:00 33025.50 603U 5x 3014U 12055U -78.3U 11976U
41 做多 2021-06-22T12:00 31608.93 2021-06-26T20:00 30720.37 599U 5x 2994U 11976U -87.1U 11889U
42 做多 2021-07-14T20:00 31920.01 2021-07-17T00:00 31086.53 594U 5x 2972U 11889U -80.5U 11809U
43 做多 2021-07-21T00:00 29692.79 2021-07-24T12:00 33634.09 590U 5x 2952U 11809U +388.5U 12197U
44 做多 2021-08-04T00:00 38490.01 2021-08-07T16:00 43691.86 610U 5x 3049U 12197U +408.7U 12606U
45 做多 2021-09-08T20:00 45080.30 2021-09-21T00:00 43739.75 630U 5x 3152U 12606U -96.8U 12509U
46 做多 2021-10-23T12:00 60688.22 2021-10-28T00:00 58564.00 625U 5x 3127U 12509U -112.5U 12397U
47 做多 2021-10-28T12:00 58413.44 2021-11-08T20:00 65941.89 620U 5x 3099U 12397U +395.9U 12793U
48 做多 2021-11-13T12:00 64122.23 2021-11-16T16:00 60907.41 640U 5x 3198U 12793U -163.4U 12629U
49 做多 2021-11-17T00:00 60574.49 2021-11-17T16:00 59039.99 631U 5x 3157U 12629U -83.1U 12546U
50 做多 2021-11-28T12:00 54721.03 2021-12-04T12:00 53601.05 627U 5x 3137U 12546U -67.3U 12479U
51 做多 2021-12-05T12:00 49152.47 2021-12-06T04:00 47951.57 624U 5x 3120U 12479U -79.3U 12400U
52 做多 2021-12-18T20:00 46364.08 2022-01-06T08:00 44685.93 620U 5x 3100U 12400U -115.2U 12285U
53 做多 2022-01-06T16:00 42835.00 2022-01-07T16:00 41803.11 614U 5x 3071U 12285U -77.0U 12208U
54 做多 2022-01-08T12:00 41566.48 2022-01-21T12:00 40680.91 610U 5x 3052U 12208U -68.0U 12140U
55 做多 2022-01-22T12:00 36445.31 2022-01-22T20:00 35400.02 607U 5x 3035U 12140U -90.0U 12050U
56 做多 2022-01-24T04:00 35287.58 2022-01-25T00:00 33697.11 602U 5x 3012U 12050U -138.7U 11911U
57 做多 2022-02-13T12:00 42217.87 2022-02-18T08:00 41201.62 596U 5x 2978U 11911U -74.6U 11836U
58 做多 2022-02-18T12:00 40515.70 2022-02-20T20:00 38796.64 592U 5x 2959U 11836U -128.4U 11708U
59 做多 2022-02-21T00:00 38343.99 2022-02-22T12:00 37008.16 585U 5x 2927U 11708U -104.8U 11603U
60 做多 2022-03-04T20:00 41436.98 2022-03-05T08:00 39782.13 580U 5x 2901U 11603U -118.6U 11485U
61 做多 2022-03-12T12:00 38729.57 2022-03-14T12:00 37777.34 574U 5x 2871U 11485U -73.4U 11411U
62 做多 2022-04-01T08:00 45581.97 2022-04-01T16:00 44599.98 571U 5x 2853U 11411U -64.3U 11347U
63 做多 2022-04-07T16:00 43294.04 2022-04-09T12:00 42252.01 567U 5x 2837U 11347U -71.0U 11276U
64 做多 2022-04-12T12:00 39530.45 2022-04-25T20:00 38453.92 564U 5x 2819U 11276U -79.5U 11196U
65 做多 2022-05-07T08:00 36001.35 2022-05-08T16:00 34480.24 560U 5x 2799U 11196U -120.9U 11075U
66 做多 2022-05-09T12:00 34038.40 2022-05-10T00:00 33122.31 554U 5x 2769U 11075U -77.2U 10998U
67 做多 2022-06-04T00:00 29758.19 2022-06-11T08:00 28980.02 550U 5x 2750U 10998U -74.6U 10924U
68 做多 2022-06-12T00:00 28734.01 2022-06-12T16:00 27553.23 546U 5x 2731U 10924U -114.8U 10809U
69 做多 2022-06-13T08:00 27424.71 2022-06-13T12:00 26574.53 540U 5x 2702U 10809U -86.4U 10722U
70 做多 2022-06-18T20:00 19258.58 2022-06-19T08:00 18067.60 536U 5x 2681U 10722U -168.3U 10554U
71 做多 2022-06-29T08:00 20255.01 2022-06-30T20:00 19435.90 528U 5x 2639U 10554U -109.2U 10445U
72 做多 2022-07-03T20:00 19139.74 2022-07-08T08:00 21812.47 522U 5x 2611U 10445U +361.7U 10807U
73 做多 2022-07-11T12:00 20862.47 2022-07-11T20:00 20439.91 540U 5x 2702U 10807U -57.4U 10749U
74 做多 2022-07-26T20:00 21066.86 2022-07-29T04:00 23745.57 537U 5x 2687U 10749U +338.7U 11088U
75 做多 2022-08-18T00:00 23746.65 2022-08-19T12:00 23191.20 554U 5x 2772U 11088U -67.5U 11020U
76 做多 2022-08-19T16:00 22769.05 2022-08-19T20:00 21905.88 551U 5x 2755U 11020U -107.1U 10913U
77 做多 2022-08-27T12:00 20241.05 2022-08-29T12:00 19555.61 546U 5x 2728U 10913U -95.0U 10818U
78 做多 2022-09-07T16:00 18745.85 2022-09-10T04:00 21266.79 541U 5x 2705U 10818U +360.6U 11179U
79 做多 2022-09-15T04:00 20178.79 2022-09-16T04:00 19737.36 559U 5x 2795U 11179U -63.9U 11115U
80 做多 2022-09-19T20:00 18468.74 2022-10-27T04:00 20846.66 556U 5x 2779U 11115U +354.6U 11470U
81 做多 2022-11-08T00:00 20733.46 2022-11-08T16:00 20148.66 573U 5x 2867U 11470U -83.7U 11386U
82 做多 2022-11-21T20:00 16039.73 2022-12-15T04:00 18061.83 569U 5x 2846U 11386U +355.6U 11742U
83 做多 2022-12-17T08:00 16864.81 2022-12-20T12:00 16438.88 587U 5x 2935U 11742U -77.0U 11665U
84 做多 2022-12-29T20:00 16556.37 2023-01-13T08:00 18885.35 583U 5x 2916U 11665U +406.9U 12071U
85 做多 2023-02-06T12:00 22932.91 2023-02-10T08:00 22032.71 604U 5x 3018U 12071U -121.4U 11950U
86 做多 2023-02-10T16:00 21825.59 2023-02-16T16:00 24732.42 598U 5x 2988U 11950U +394.5U 12345U
87 做多 2023-02-23T08:00 23791.67 2023-02-25T08:00 23182.27 617U 5x 3086U 12345U -82.1U 12263U
88 做多 2023-02-26T00:00 22983.85 2023-03-03T16:00 22319.69 613U 5x 3066U 12263U -91.6U 12171U
89 做多 2023-03-04T04:00 22336.33 2023-03-09T12:00 21705.44 609U 5x 3043U 12171U -88.9U 12082U
90 做多 2023-03-09T20:00 21688.54 2023-03-10T08:00 20854.93 604U 5x 3021U 12082U -119.0U 11963U
91 做多 2023-04-17T20:00 29838.30 2023-04-20T08:00 29227.07 598U 5x 2991U 11963U -64.2U 11899U
92 做多 2023-04-21T08:00 28104.38 2023-04-22T08:00 27279.91 595U 5x 2975U 11899U -90.2U 11809U
93 做多 2023-05-02T08:00 27843.36 2023-05-12T04:00 27179.42 590U 5x 2952U 11809U -73.3U 11735U
94 做多 2023-05-13T12:00 26795.01 2023-05-25T08:00 26252.33 587U 5x 2934U 11735U -62.3U 11673U
95 做多 2023-05-26T00:00 26296.62 2023-06-06T08:00 25629.99 584U 5x 2918U 11673U -76.8U 11596U
96 做多 2023-06-16T00:00 25014.97 2023-06-21T12:00 28307.99 580U 5x 2899U 11596U +378.4U 11975U
97 做多 2023-07-16T16:00 30188.00 2023-07-25T00:00 29269.99 599U 5x 2994U 11975U -93.9U 11881U
98 做多 2023-07-26T16:00 29242.81 2023-08-17T16:00 28657.31 594U 5x 2970U 11881U -62.4U 11818U
99 做多 2023-09-01T12:00 25940.78 2023-09-12T04:00 25115.97 591U 5x 2955U 11818U -96.8U 11722U
100 做多 2023-09-22T12:00 26568.08 2023-10-21T00:00 29839.99 586U 5x 2930U 11722U +357.6U 12079U
101 做多 2023-11-14T16:00 36448.07 2023-11-15T08:00 35293.99 604U 5x 3020U 12079U -98.5U 11981U
102 做多 2023-11-27T12:00 37447.43 2023-12-05T08:00 41987.28 599U 5x 2995U 11981U +359.8U 12340U
103 做多 2023-12-11T20:00 42132.51 2023-12-12T08:00 40779.99 617U 5x 3085U 12340U -102.0U 12238U
104 做多 2024-01-13T16:00 42609.94 2024-01-15T12:00 41732.35 612U 5x 3060U 12238U -66.0U 12172U
105 做多 2024-01-19T16:00 41055.87 2024-01-23T08:00 39820.31 609U 5x 3043U 12172U -94.5U 12078U
106 做多 2024-03-20T12:00 61937.40 2024-03-26T04:00 69792.05 604U 5x 3019U 12078U +379.5U 12457U
107 做多 2024-04-03T04:00 64890.00 2024-04-14T16:00 63437.55 623U 5x 3114U 12457U -72.8U 12385U
108 做多 2024-04-15T00:00 64166.05 2024-04-17T04:00 61762.20 619U 5x 3096U 12385U -119.0U 12266U
109 做多 2024-04-18T04:00 60304.95 2024-05-01T20:00 57499.99 613U 5x 3066U 12266U -145.6U 12120U
110 做多 2024-06-10T08:00 69710.26 2024-06-11T20:00 67570.18 606U 5x 3030U 12120U -96.0U 12024U
111 做多 2024-06-12T04:00 66244.48 2024-06-19T04:00 64706.00 601U 5x 3006U 12024U -72.7U 11951U
112 做多 2024-06-24T16:00 62862.00 2024-06-25T00:00 61291.95 598U 5x 2988U 11951U -77.5U 11874U
113 做多 2024-07-04T00:00 60386.01 2024-07-04T16:00 59102.00 594U 5x 2968U 11874U -66.0U 11808U
114 做多 2024-07-25T16:00 64093.59 2024-08-03T08:00 62633.57 590U 5x 2952U 11808U -70.1U 11738U
115 做多 2024-08-04T20:00 60373.99 2024-08-05T04:00 59086.01 587U 5x 2934U 11738U -65.5U 11672U
116 做多 2024-08-06T08:00 53470.09 2024-08-09T12:00 61685.99 584U 5x 2918U 11672U +445.0U 12117U
117 做多 2024-08-28T00:00 62417.00 2024-08-28T12:00 59415.00 606U 5x 3029U 12117U -148.6U 11969U
118 做多 2024-08-29T04:00 59000.00 2024-09-02T12:00 57301.86 598U 5x 2992U 11969U -89.0U 11880U
119 做多 2024-09-07T12:00 53962.97 2024-09-14T12:00 60498.00 594U 5x 2970U 11880U +356.3U 12236U
120 做多 2024-10-01T00:00 63819.44 2024-10-02T08:00 61755.99 612U 5x 3059U 12236U -101.9U 12134U
121 做多 2024-10-10T12:00 60636.02 2024-10-18T20:00 67969.70 607U 5x 3034U 12134U +363.5U 12498U
122 做多 2024-10-23T20:00 66852.34 2024-11-07T08:00 75823.55 625U 5x 3124U 12498U +415.7U 12913U
123 做多 2024-11-25T04:00 95901.51 2024-11-26T12:00 93010.01 646U 5x 3228U 12913U -100.5U 12813U
124 做多 2024-12-19T12:00 100204.01 2024-12-20T08:00 97199.72 641U 5x 3203U 12813U -99.1U 12714U
125 做多 2024-12-24T04:00 93250.37 2025-01-14T00:00 90851.22 636U 5x 3178U 12714U -84.9U 12629U
126 做多 2025-01-27T12:00 102620.00 2025-01-27T20:00 99048.02 631U 5x 3157U 12629U -112.9U 12516U
127 做多 2025-02-02T12:00 100635.65 2025-02-03T08:00 98273.16 626U 5x 3129U 12516U -76.5U 12439U
128 做多 2025-02-06T16:00 97355.67 2025-02-12T08:00 95040.82 622U 5x 3110U 12439U -77.0U 12362U
129 做多 2025-02-17T16:00 96215.33 2025-02-19T08:00 94104.14 618U 5x 3091U 12362U -70.8U 12291U
130 做多 2025-02-25T12:00 91552.88 2025-02-25T20:00 89320.01 615U 5x 3073U 12291U -77.9U 12214U
131 做多 2025-02-28T20:00 79204.59 2025-03-03T08:00 93522.00 611U 5x 3053U 12214U +548.3U 12762U
132 做多 2025-03-10T04:00 83080.41 2025-03-10T12:00 80734.37 638U 5x 3190U 12762U -93.2U 12669U
133 做多 2025-03-11T08:00 79060.84 2025-04-07T20:00 75126.01 633U 5x 3167U 12669U -160.6U 12508U
134 做多 2025-05-05T12:00 94277.62 2025-05-19T12:00 106454.26 625U 5x 3127U 12508U +400.3U 12908U
135 做多 2025-05-30T12:00 105589.75 2025-06-06T08:00 101914.77 645U 5x 3227U 12908U -115.4U 12793U
136 做多 2025-06-06T12:00 101508.68 2025-06-23T04:00 98906.21 640U 5x 3198U 12793U -85.1U 12708U
137 做多 2025-07-02T08:00 105398.53 2025-07-12T08:00 118108.81 635U 5x 3177U 12708U +379.6U 13087U
138 做多 2025-07-25T16:00 115419.66 2025-08-03T04:00 112840.71 654U 5x 3272U 13087U -76.3U 13011U
139 做多 2025-08-16T16:00 117429.63 2025-08-19T00:00 114947.27 651U 5x 3253U 13011U -71.9U 12939U
140 做多 2025-08-20T08:00 113132.48 2025-08-26T08:00 110716.13 647U 5x 3235U 12939U -72.3U 12867U
141 做多 2025-08-26T16:00 109879.56 2025-09-01T16:00 107660.01 643U 5x 3217U 12867U -68.1U 12799U
142 做多 2025-09-22T20:00 112519.99 2025-09-26T08:00 109360.00 640U 5x 3200U 12799U -93.0U 12706U
143 做多 2025-09-27T04:00 109027.78 2025-10-04T04:00 122258.05 635U 5x 3176U 12706U +381.9U 13088U
144 做多 2025-10-11T12:00 112774.50 2025-10-11T20:00 110384.61 654U 5x 3272U 13088U -72.5U 13015U
145 做多 2025-10-17T20:00 105633.75 2025-11-05T04:00 103197.01 651U 5x 3254U 13015U -78.2U 12937U
146 做多 2025-11-05T20:00 101993.02 2025-11-14T08:00 98682.14 647U 5x 3234U 12937U -108.1U 12829U
147 做多 2025-11-15T08:00 95778.29 2025-11-18T08:00 91678.93 641U 5x 3207U 12829U -140.3U 12688U
148 做多 2025-11-20T08:00 88884.56 2025-11-21T08:00 86921.28 634U 5x 3172U 12688U -73.2U 12615U
149 做多 2025-11-21T16:00 85821.34 2025-11-21T20:00 84049.39 631U 5x 3154U 12615U -68.2U 12547U
150 做多 2025-11-23T00:00 84098.94 2026-01-06T08:00 94303.40 627U 5x 3137U 12547U +377.1U 12924U
151 做多 2026-01-09T20:00 90741.84 2026-01-21T12:00 88427.66 646U 5x 3231U 12924U -85.5U 12839U
152 做多 2026-01-26T08:00 86495.16 2026-01-30T08:00 84012.11 642U 5x 3210U 12839U -95.3U 12743U
153 做多 2026-01-30T16:00 82676.43 2026-02-01T08:00 77750.01 637U 5x 3186U 12743U -192.8U 12551U
154 做多 2026-02-01T20:00 78343.00 2026-02-02T16:00 76292.98 628U 5x 3138U 12551U -85.2U 12465U
155 做多 2026-02-05T12:00 73165.83 2026-02-05T16:00 71223.25 623U 5x 3116U 12465U -85.8U 12380U
156 做多 2026-02-24T16:00 63595.51 2026-03-05T04:00 73396.88 619U 5x 3095U 12380U +473.4U 12853U
157 做多 2026-03-07T12:00 68114.02 2026-03-09T12:00 65971.20 643U 5x 3213U 12853U -104.2U 12749U
158 做多 2026-03-19T20:00 70191.17 2026-03-23T00:00 68217.95 637U 5x 3187U 12749U -92.7U 12656U