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🎯 月化收益 0.05%

策略参数

币种
BTC
策略
金叉+RSI超卖
周期
4小时
初始资金
10000U
杠杆
50x
仓位
1%
止盈
15%
止损
3%
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
135
盈利次数
38
亏损次数
97
胜率
28.1%
最大连续盈利
4次
最大连续亏损
13次
总收益
137.11%
最终资金
23711U
最大回撤
33.97%
月化收益
0.05%
盈利因子
1.35

📜 交易记录 (135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 2020-01-24T04:00 8359.42 100U 50x 5000U 10000U -176.6U 9823U
2 做多 2020-01-24T20:00 8340.00 2020-02-06T08:00 9655.99 98U 50x 4912U 9823U +769.3U 10593U
3 做多 2020-02-17T08:00 9745.57 2020-02-26T04:00 9397.47 106U 50x 5296U 10593U -194.3U 10398U
4 做多 2020-02-26T16:00 9170.13 2020-02-27T08:00 8831.14 104U 50x 5199U 10398U -197.2U 10201U
5 做多 2020-03-09T04:00 8400.83 2020-03-09T12:00 8033.31 102U 50x 5101U 10201U -228.0U 9973U
6 做多 2020-03-11T04:00 7767.28 2020-03-12T20:00 7392.13 100U 50x 4987U 9973U -245.6U 9728U
7 做多 2020-03-13T00:00 6067.01 2020-03-13T12:00 4800.00 97U 50x 4864U 9728U -1019.6U 8708U
8 做多 2020-03-14T20:00 5500.40 2020-03-15T04:00 5311.38 87U 50x 4354U 8708U -153.8U 8554U
9 做多 2020-03-16T20:00 4785.67 2020-03-17T00:00 4565.59 86U 50x 4277U 8554U -200.8U 8353U
10 做多 2020-03-23T08:00 5911.03 2020-04-03T04:00 6805.00 84U 50x 4177U 8353U +626.9U 8980U
11 做多 2020-04-11T04:00 6766.43 2020-04-29T16:00 7815.30 90U 50x 4490U 8980U +690.8U 9671U
12 做多 2020-05-10T16:00 8622.78 2020-06-02T12:00 10200.77 97U 50x 4836U 9671U +879.2U 10550U
13 做多 2020-06-12T08:00 9280.93 2020-06-28T08:00 8938.04 106U 50x 5275U 10550U -200.0U 10350U
14 做多 2020-06-28T16:00 8971.80 2020-07-28T08:00 10792.00 104U 50x 5175U 10350U +1043.7U 11394U
15 做多 2020-08-20T12:00 11754.59 2020-08-26T08:00 11294.00 114U 50x 5697U 11394U -228.7U 11165U
16 做多 2020-09-04T04:00 10670.28 2020-09-04T12:00 10140.85 112U 50x 5583U 11165U -282.3U 10883U
17 做多 2020-09-06T00:00 10225.66 2020-10-20T04:00 11800.00 109U 50x 5442U 10883U +831.5U 11715U
18 做多 2020-11-27T08:00 16516.87 2020-12-01T04:00 19291.88 117U 50x 5857U 11715U +977.2U 12692U
19 做多 2020-12-09T20:00 17924.07 2020-12-17T04:00 20661.37 127U 50x 6346U 12692U +961.8U 13654U
20 做多 2021-01-12T04:00 31580.00 2021-01-12T20:00 36413.60 137U 50x 6827U 13654U +1037.0U 14691U
21 做多 2021-01-22T04:00 31384.09 2021-01-28T04:00 30322.61 147U 50x 7345U 14691U -255.5U 14435U
22 做多 2021-01-28T12:00 30366.15 2021-01-30T00:00 37025.32 144U 50x 7218U 14435U +1574.0U 16009U
23 做多 2021-02-01T08:00 32808.80 2021-02-04T20:00 37843.40 160U 50x 8005U 16009U +1219.1U 17228U
24 做多 2021-02-24T00:00 46369.29 2021-02-26T20:00 44973.68 172U 50x 8614U 17228U -267.6U 16961U
25 做多 2021-03-16T16:00 54272.86 2021-03-25T12:00 52303.65 170U 50x 8480U 16961U -315.9U 16645U
26 做多 2021-04-05T00:00 57275.55 2021-04-18T16:00 55014.46 166U 50x 8322U 16645U -336.5U 16308U
27 做多 2021-04-19T00:00 53308.92 2021-04-23T12:00 51690.96 163U 50x 8154U 16308U -255.4U 16053U
28 做多 2021-04-23T16:00 50298.76 2021-04-23T20:00 47942.44 161U 50x 8026U 16053U -383.7U 15669U
29 做多 2021-05-13T12:00 49631.32 2021-05-16T08:00 48108.40 157U 50x 7835U 15669U -248.0U 15421U
30 做多 2021-05-20T04:00 37318.52 2021-05-22T08:00 36062.12 154U 50x 7711U 15421U -267.0U 15154U
31 做多 2021-05-24T08:00 33051.73 2021-05-25T08:00 39606.10 152U 50x 7577U 15154U +1493.5U 16648U
32 做多 2021-05-30T08:00 34025.43 2021-06-04T12:00 39246.79 166U 50x 8324U 16648U +1267.7U 17915U
33 做多 2021-06-09T04:00 31705.24 2021-06-10T12:00 37388.05 179U 50x 8958U 17915U +1595.0U 19510U
34 做多 2021-06-19T04:00 36355.10 2021-06-19T16:00 35103.44 195U 50x 9755U 19510U -345.3U 19165U
35 做多 2021-06-21T00:00 33872.90 2021-06-22T00:00 32520.56 192U 50x 9583U 19165U -391.8U 18773U
36 做多 2021-06-22T12:00 31608.93 2021-06-30T08:00 36382.39 188U 50x 9387U 18773U +1406.7U 20180U
37 做多 2021-07-14T20:00 31920.01 2021-07-20T04:00 30687.96 202U 50x 10090U 20180U -399.2U 19781U
38 做多 2021-07-21T00:00 29692.79 2021-07-25T12:00 34258.14 198U 50x 9890U 19781U +1509.3U 21290U
39 做多 2021-08-04T00:00 38490.01 2021-08-08T12:00 44572.54 213U 50x 10645U 21290U +1669.9U 22960U
40 做多 2021-09-08T20:00 45080.30 2021-09-21T12:00 43015.62 230U 50x 11480U 22960U -536.7U 22423U
41 做多 2021-10-23T12:00 60688.22 2021-10-28T00:00 58564.00 224U 50x 11212U 22423U -403.3U 22020U
42 做多 2021-10-28T12:00 58413.44 2021-11-09T12:00 67525.83 220U 50x 11010U 22020U +1704.8U 23725U
43 做多 2021-11-13T12:00 64122.23 2021-11-16T16:00 60907.41 237U 50x 11862U 23725U -606.0U 23119U
44 做多 2021-11-17T00:00 60574.49 2021-11-19T04:00 58100.04 231U 50x 11559U 23119U -483.3U 22636U
45 做多 2021-11-28T12:00 54721.03 2021-12-04T16:00 52000.00 226U 50x 11318U 22636U -573.5U 22062U
46 做多 2021-12-05T12:00 49152.47 2021-12-10T08:00 47613.53 221U 50x 11031U 22062U -356.1U 21706U
47 做多 2021-12-18T20:00 46364.08 2022-01-06T08:00 44685.93 217U 50x 10853U 21706U -403.3U 21303U
48 做多 2022-01-06T16:00 42835.00 2022-01-08T04:00 41319.11 213U 50x 10651U 21303U -387.2U 20916U
49 做多 2022-01-08T12:00 41566.48 2022-01-21T16:00 38465.65 209U 50x 10458U 20916U -789.8U 20126U
50 做多 2022-01-22T12:00 36445.31 2022-01-23T04:00 34838.68 201U 50x 10063U 20126U -453.2U 19672U
51 做多 2022-01-24T04:00 35287.58 2022-01-25T00:00 33697.11 197U 50x 9836U 19672U -452.7U 19220U
52 做多 2022-02-13T12:00 42217.87 2022-02-18T12:00 40515.70 192U 50x 9610U 19220U -396.7U 18823U
53 做多 2022-02-18T20:00 40665.81 2022-02-20T20:00 38796.64 188U 50x 9412U 18823U -441.6U 18382U
54 做多 2022-02-21T00:00 38343.99 2022-02-22T12:00 37008.16 184U 50x 9191U 18382U -329.1U 18052U
55 做多 2022-03-04T20:00 41436.98 2022-03-05T08:00 39782.13 181U 50x 9026U 18052U -369.1U 17683U
56 做多 2022-03-12T12:00 38729.57 2022-03-26T00:00 44585.28 177U 50x 8842U 17683U +1326.6U 19010U
57 做多 2022-04-01T08:00 45581.97 2022-04-07T04:00 44168.35 190U 50x 9505U 19010U -304.0U 18706U
58 做多 2022-04-07T16:00 43294.04 2022-04-12T00:00 41067.63 187U 50x 9353U 18706U -489.9U 18216U
59 做多 2022-04-12T12:00 39530.45 2022-04-27T08:00 38270.03 182U 50x 9108U 18216U -299.2U 17917U
60 做多 2022-05-07T08:00 36001.35 2022-05-08T16:00 34480.24 179U 50x 8958U 17917U -387.1U 17530U
61 做多 2022-05-09T12:00 34038.40 2022-05-10T04:00 32341.53 175U 50x 8765U 17530U -445.3U 17085U
62 做多 2022-06-04T00:00 29758.19 2022-06-12T00:00 28734.01 171U 50x 8542U 17085U -302.2U 16782U
63 做多 2022-06-13T08:00 27424.71 2022-06-13T12:00 26574.53 168U 50x 8391U 16782U -268.3U 16514U
64 做多 2022-06-18T20:00 19258.58 2022-06-19T08:00 18067.60 165U 50x 8257U 16514U -518.4U 15996U
65 做多 2022-06-29T08:00 20255.01 2022-06-30T20:00 19435.90 160U 50x 7998U 15996U -331.1U 15665U
66 做多 2022-07-03T20:00 19139.74 2022-07-08T16:00 22130.56 157U 50x 7832U 15665U +1214.8U 16879U
67 做多 2022-07-11T12:00 20862.47 2022-07-12T12:00 19963.61 169U 50x 8440U 16879U -371.7U 16508U
68 做多 2022-07-26T20:00 21066.86 2022-07-31T04:00 24529.10 165U 50x 8254U 16508U +1346.9U 17855U
69 做多 2022-08-18T00:00 23746.65 2022-08-19T16:00 22769.05 179U 50x 8927U 17855U -376.1U 17478U
70 做多 2022-08-27T12:00 20241.05 2022-08-29T12:00 19555.61 175U 50x 8739U 17478U -304.4U 17174U
71 做多 2022-09-07T16:00 18745.85 2022-09-11T08:00 21579.10 172U 50x 8587U 17174U +1288.0U 18462U
72 做多 2022-09-15T04:00 20178.79 2022-09-19T12:00 19416.18 185U 50x 9231U 18462U -357.7U 18104U
73 做多 2022-09-19T20:00 18468.74 2022-11-05T16:00 21444.61 181U 50x 9052U 18104U +1448.1U 19552U
74 做多 2022-11-08T00:00 20733.46 2022-11-08T20:00 19796.90 196U 50x 9776U 19552U -450.9U 19101U
75 做多 2022-11-21T20:00 16039.73 2023-01-13T08:00 18885.35 191U 50x 9551U 19101U +1683.2U 20785U
76 做多 2023-02-06T12:00 22932.91 2023-02-10T08:00 22032.71 208U 50x 10392U 20785U -417.9U 20367U
77 做多 2023-02-10T16:00 21825.59 2023-03-10T08:00 20854.93 204U 50x 10183U 20367U -462.6U 19904U
78 做多 2023-04-17T20:00 29838.30 2023-04-20T12:00 28797.10 199U 50x 9952U 19904U -356.9U 19547U
79 做多 2023-04-21T08:00 28104.38 2023-05-12T04:00 27179.42 195U 50x 9774U 19547U -331.1U 19216U
80 做多 2023-05-13T12:00 26795.01 2023-06-06T08:00 25629.99 192U 50x 9608U 19216U -426.9U 18789U
81 做多 2023-06-16T00:00 25014.97 2023-06-21T20:00 28872.28 188U 50x 9395U 18789U +1437.8U 20227U
82 做多 2023-07-16T16:00 30188.00 2023-07-25T00:00 29269.99 202U 50x 10113U 20227U -317.4U 19910U
83 做多 2023-07-26T16:00 29242.81 2023-08-18T04:00 27934.02 199U 50x 9955U 19910U -455.0U 19454U
84 做多 2023-09-01T12:00 25940.78 2023-09-12T04:00 25115.97 195U 50x 9727U 19454U -318.7U 19136U
85 做多 2023-09-22T12:00 26568.08 2023-10-23T16:00 30736.69 191U 50x 9568U 19136U +1490.2U 20626U
86 做多 2023-11-14T16:00 36448.07 2023-11-15T08:00 35293.99 206U 50x 10313U 20626U -336.5U 20289U
87 做多 2023-11-27T12:00 37447.43 2023-12-06T08:00 43814.36 203U 50x 10145U 20289U +1713.0U 22002U
88 做多 2023-12-11T20:00 42132.51 2023-12-12T08:00 40779.99 220U 50x 11001U 22002U -363.8U 21639U
89 做多 2024-01-13T16:00 42609.94 2024-01-19T08:00 41022.32 216U 50x 10819U 21639U -413.5U 21225U
90 做多 2024-01-19T16:00 41055.87 2024-01-23T08:00 39820.31 212U 50x 10613U 21225U -329.7U 20895U
91 做多 2024-03-20T12:00 61937.40 2024-03-29T04:00 71290.39 209U 50x 10448U 20895U +1565.6U 22461U
92 做多 2024-04-03T04:00 64890.00 2024-04-17T04:00 61762.20 225U 50x 11231U 22461U -552.0U 21909U
93 做多 2024-04-18T04:00 60304.95 2024-05-01T20:00 57499.99 219U 50x 10955U 21909U -520.0U 21389U
94 做多 2024-06-10T08:00 69710.26 2024-06-11T20:00 67570.18 214U 50x 10695U 21389U -338.7U 21050U
95 做多 2024-06-12T04:00 66244.48 2024-06-21T20:00 64201.63 211U 50x 10525U 21050U -334.8U 20716U
96 做多 2024-06-24T16:00 62862.00 2024-06-25T04:00 60843.99 207U 50x 10358U 20716U -342.5U 20373U
97 做多 2024-07-04T00:00 60386.01 2024-07-04T20:00 58219.99 204U 50x 10187U 20373U -375.2U 19998U
98 做多 2024-07-25T16:00 64093.59 2024-08-03T12:00 61498.33 200U 50x 9999U 19998U -414.5U 19583U
99 做多 2024-08-04T20:00 60373.99 2024-08-05T12:00 58161.00 196U 50x 9792U 19583U -368.3U 19215U
100 做多 2024-08-06T08:00 53470.09 2024-08-09T12:00 61685.99 192U 50x 9608U 19215U +1465.1U 20680U
101 做多 2024-08-28T00:00 62417.00 2024-08-28T12:00 59415.00 207U 50x 10340U 20680U -507.2U 20173U
102 做多 2024-08-29T04:00 59000.00 2024-09-04T16:00 56653.98 202U 50x 10087U 20173U -410.8U 19762U
103 做多 2024-09-07T12:00 53962.97 2024-09-19T16:00 62117.99 198U 50x 9881U 19762U +1481.9U 21244U
104 做多 2024-10-01T00:00 63819.44 2024-10-02T08:00 61755.99 212U 50x 10622U 21244U -353.7U 20890U
105 做多 2024-10-10T12:00 60636.02 2024-10-29T12:00 69962.21 209U 50x 10445U 20890U +1594.5U 22485U
106 做多 2024-11-01T16:00 69369.99 2024-11-11T00:00 79844.01 225U 50x 11242U 22485U +1684.5U 24169U
107 做多 2024-11-25T04:00 95901.51 2024-11-26T12:00 93010.01 242U 50x 12085U 24169U -376.1U 23793U
108 做多 2024-12-19T12:00 100204.01 2024-12-20T16:00 97106.02 238U 50x 11897U 23793U -379.3U 23414U
109 做多 2024-12-24T04:00 93250.37 2025-01-21T00:00 108239.19 234U 50x 11707U 23414U +1868.2U 25282U
110 做多 2025-01-27T12:00 102620.00 2025-01-27T20:00 99048.02 253U 50x 12641U 25282U -452.2U 24830U
111 做多 2025-02-02T12:00 100635.65 2025-02-03T16:00 94038.74 248U 50x 12415U 24830U -825.4U 24005U
112 做多 2025-02-06T16:00 97355.67 2025-02-19T08:00 94104.14 240U 50x 12002U 24005U -412.5U 23592U
113 做多 2025-02-25T12:00 91552.88 2025-02-26T04:00 87231.26 236U 50x 11796U 23592U -568.1U 23024U
114 做多 2025-02-28T20:00 79204.59 2025-03-03T08:00 93522.00 230U 50x 11512U 23024U +2067.4U 25091U
115 做多 2025-03-10T04:00 83080.41 2025-03-11T04:00 80043.85 251U 50x 12546U 25091U -470.6U 24621U
116 做多 2025-03-11T08:00 79060.84 2025-04-07T20:00 75126.01 246U 50x 12310U 24621U -624.4U 23996U
117 做多 2025-05-05T12:00 94277.62 2025-05-22T04:00 108973.35 240U 50x 11998U 23996U +1856.4U 25853U
118 做多 2025-05-30T12:00 105589.75 2025-06-06T08:00 101914.77 259U 50x 12926U 25853U -462.4U 25390U
119 做多 2025-06-06T12:00 101508.68 2025-07-11T16:00 116881.70 254U 50x 12695U 25390U +1908.0U 27298U
120 做多 2025-07-25T16:00 115419.66 2025-08-25T20:00 111511.55 273U 50x 13649U 27298U -475.3U 26823U
121 做多 2025-08-26T16:00 109879.56 2025-10-17T20:00 105633.75 268U 50x 13412U 26823U -531.1U 26292U
122 做多 2025-10-30T04:00 111509.74 2025-10-31T04:00 107711.56 263U 50x 13146U 26292U -460.5U 25831U
123 做多 2025-11-04T04:00 105745.71 2025-11-05T08:00 100542.64 258U 50x 12916U 25831U -647.8U 25184U
124 做多 2025-11-05T20:00 101993.02 2025-11-14T08:00 98682.14 252U 50x 12592U 25184U -420.9U 24763U
125 做多 2025-11-15T08:00 95778.29 2025-11-18T08:00 91678.93 248U 50x 12381U 24763U -541.8U 24221U
126 做多 2025-11-20T08:00 88884.56 2025-11-21T16:00 85821.34 242U 50x 12110U 24221U -429.1U 23792U
127 做多 2025-11-23T00:00 84098.94 2026-01-15T04:00 96764.57 238U 50x 11896U 23792U +1777.9U 25570U
128 做多 2026-01-19T20:00 92841.62 2026-01-21T08:00 89725.76 256U 50x 12785U 25570U -441.4U 25128U
129 做多 2026-01-26T08:00 86495.16 2026-01-30T16:00 82676.43 251U 50x 12564U 25128U -566.7U 24562U
130 做多 2026-01-31T20:00 83546.81 2026-02-01T08:00 77750.01 246U 50x 12281U 24562U -863.5U 23698U
131 做多 2026-02-01T20:00 78343.00 2026-02-04T08:00 74935.00 237U 50x 11849U 23698U -526.8U 23171U
132 做多 2026-02-05T12:00 73165.83 2026-02-05T20:00 70756.85 232U 50x 11586U 23171U -392.7U 22779U
133 做多 2026-02-24T16:00 63595.51 2026-03-05T04:00 73396.88 228U 50x 11389U 22779U +1742.2U 24521U
134 做多 2026-03-07T12:00 68114.02 2026-03-09T12:00 65971.20 245U 50x 12260U 24521U -397.6U 24123U
135 做多 2026-03-19T20:00 70191.17 2026-03-23T12:00 67859.00 241U 50x 12062U 24123U -412.4U 23711U