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🎯 月化收益 -0.10%

策略参数

币种
BTC
策略
MA10/30死叉
周期
4小时
初始资金
10000U
杠杆
50x
仓位
5%
止盈
15%
止损
3%
回测天数
约21天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
126
盈利次数
27
亏损次数
99
胜率
21.4%
最大连续盈利
4次
最大连续亏损
16次
总收益
-82.87%
最终资金
1713U
最大回撤
97.29%
月化收益
-0.10%
盈利因子
0.88

📜 交易记录 (126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 2020-01-21T00:00 8615.25 2020-01-24T16:00 8320.57 500U 50x 25000U 10000U -879.3U 9121U
2 做多 2020-02-04T04:00 9270.00 2020-02-27T08:00 8831.14 456U 50x 22802U 9121U -1101.2U 8020U
3 做多 2020-03-09T04:00 8400.83 2020-03-09T12:00 8033.31 401U 50x 20049U 8020U -896.3U 7123U
4 做多 2020-03-24T08:00 6266.28 2020-03-30T08:00 5905.29 356U 50x 17808U 7123U -1042.7U 6081U
5 做多 2020-04-11T04:00 6766.43 2020-04-29T16:00 7815.30 304U 50x 15201U 6081U +2338.8U 8419U
6 做多 2020-05-05T08:00 8830.14 2020-05-11T08:00 8502.94 421U 50x 21049U 8419U -800.2U 7619U
7 做多 2020-05-21T20:00 9457.83 2020-05-22T04:00 9084.38 381U 50x 19048U 7619U -770.4U 6849U
8 做多 2020-06-04T12:00 9666.24 2020-06-12T08:00 9280.93 342U 50x 17122U 6849U -698.9U 6150U
9 做多 2020-06-12T12:00 9280.40 2020-06-28T08:00 8938.04 307U 50x 15375U 6150U -582.0U 5568U
10 做多 2020-07-04T00:00 9097.00 2020-07-28T08:00 10792.00 278U 50x 13920U 5568U +2577.1U 8145U
11 做多 2020-08-04T04:00 11382.37 2020-09-04T04:00 10670.28 407U 50x 20362U 8145U -1293.0U 6852U
12 做多 2020-09-22T00:00 10636.47 2020-09-24T08:00 10293.00 343U 50x 17130U 6852U -569.7U 6282U
13 做多 2020-10-01T00:00 10681.00 2020-10-22T00:00 12335.00 314U 50x 15706U 6282U +2413.9U 8696U
14 做多 2020-11-04T00:00 13532.14 2020-11-06T12:00 15590.02 435U 50x 21740U 8696U +3281.1U 11977U
15 做多 2020-11-11T08:00 15297.94 2020-11-18T08:00 17685.22 599U 50x 29943U 11977U +4638.1U 16615U
16 做多 2020-11-27T04:00 16905.18 2020-12-01T12:00 19695.87 831U 50x 41538U 16615U +6808.7U 23424U
17 做多 2020-12-05T16:00 18818.85 2020-12-09T20:00 17924.07 1171U 50x 58560U 23424U -2840.1U 20584U
18 做多 2020-12-23T00:00 23119.48 2020-12-27T20:00 27639.38 1029U 50x 51460U 20584U +9998.9U 30583U
19 做多 2021-01-12T00:00 34198.56 2021-01-12T04:00 31580.00 1529U 50x 76457U 30583U -5924.9U 24658U
20 做多 2021-01-17T16:00 36177.00 2021-01-17T20:00 34760.90 1233U 50x 61645U 24658U -2472.2U 22186U
21 做多 2021-01-21T04:00 34192.17 2021-01-22T00:00 32208.62 1109U 50x 55464U 22186U -3269.8U 18916U
22 做多 2021-01-27T16:00 31800.86 2021-01-28T00:00 30639.05 946U 50x 47290U 18916U -1773.2U 17143U
23 做多 2021-02-02T12:00 33526.37 2021-02-06T16:00 39384.74 857U 50x 42857U 17143U +7438.4U 24581U
24 做多 2021-02-23T20:00 49640.33 2021-02-24T00:00 46369.29 1229U 50x 61453U 24581U -4106.8U 20474U
25 做多 2021-03-06T04:00 47867.45 2021-03-11T04:00 56328.81 1024U 50x 51186U 20474U +8987.7U 29462U
26 做多 2021-03-16T16:00 54272.86 2021-03-25T12:00 52303.65 1473U 50x 73655U 29462U -2743.4U 26718U
27 做多 2021-04-04T16:00 57492.42 2021-04-18T16:00 55014.46 1336U 50x 66796U 26718U -2942.9U 23776U
28 做多 2021-05-05T08:00 54541.13 2021-05-13T12:00 49631.32 1189U 50x 59439U 23776U -5404.8U 18371U
29 做多 2021-05-29T08:00 35789.30 2021-05-30T04:00 34416.27 919U 50x 45927U 18371U -1806.1U 16565U
30 做多 2021-06-06T00:00 35869.42 2021-06-08T12:00 33552.79 828U 50x 41412U 16565U -2713.3U 13851U
31 做多 2021-06-14T00:00 35904.03 2021-06-21T00:00 33872.90 693U 50x 34628U 13851U -1991.6U 11860U
32 做多 2021-06-27T00:00 31777.73 2021-07-20T04:00 30687.96 593U 50x 29649U 11860U -1045.4U 10814U
33 做多 2021-08-03T08:00 39177.85 2021-08-04T16:00 37976.81 541U 50x 27036U 10814U -855.0U 9959U
34 做多 2021-08-13T20:00 46103.51 2021-08-18T12:00 44695.95 498U 50x 24898U 9959U -784.3U 9175U
35 做多 2021-08-25T16:00 47975.93 2021-09-08T16:00 46450.41 459U 50x 22937U 9175U -751.6U 8423U
36 做多 2021-09-20T16:00 45542.76 2021-09-21T00:00 43739.75 421U 50x 21059U 8423U -853.9U 7570U
37 做多 2021-09-26T00:00 42485.03 2021-09-29T12:00 41026.54 378U 50x 18924U 7570U -667.9U 6902U
38 做多 2021-10-23T08:00 61032.70 2021-10-28T00:00 58564.00 345U 50x 17254U 6902U -714.5U 6187U
39 做多 2021-10-28T04:00 58819.14 2021-11-09T16:00 68490.00 309U 50x 15468U 6187U +2525.2U 8712U
40 做多 2021-11-12T16:00 64826.63 2021-11-16T16:00 60907.41 436U 50x 21781U 8712U -1337.3U 7375U
41 做多 2021-11-16T20:00 60805.27 2021-11-19T04:00 58100.04 369U 50x 18438U 7375U -837.9U 6537U
42 做多 2021-11-23T04:00 58194.79 2021-11-23T08:00 55993.03 327U 50x 16343U 6537U -634.0U 5903U
43 做多 2021-11-27T08:00 54326.76 2021-12-04T16:00 52000.00 295U 50x 14758U 5903U -646.2U 5257U
44 做多 2021-12-10T08:00 47613.53 2021-12-18T12:00 46131.20 263U 50x 13142U 5257U -421.9U 4835U
45 做多 2021-12-29T00:00 49200.39 2021-12-29T08:00 47689.46 242U 50x 12088U 4835U -382.9U 4452U
46 做多 2022-01-04T08:00 46360.01 2022-01-06T08:00 44685.93 223U 50x 11130U 4452U -412.6U 4039U
47 做多 2022-01-17T20:00 42656.03 2022-01-19T20:00 41287.10 202U 50x 10099U 4039U -333.9U 3706U
48 做多 2022-02-03T20:00 37024.16 2022-02-07T16:00 42818.99 185U 50x 9264U 3706U +1439.2U 5145U
49 做多 2022-02-12T12:00 42373.73 2022-02-18T12:00 40515.70 257U 50x 12862U 5145U -576.3U 4569U
50 做多 2022-02-18T16:00 40691.98 2022-02-20T20:00 38796.64 228U 50x 11421U 4569U -542.9U 4026U
51 做多 2022-03-05T08:00 39782.13 2022-03-07T00:00 38352.48 201U 50x 10064U 4026U -371.4U 3654U
52 做多 2022-03-12T04:00 39080.26 2022-03-14T12:00 37777.34 183U 50x 9136U 3654U -313.4U 3341U
53 做多 2022-03-22T12:00 41002.25 2022-03-29T00:00 47252.54 167U 50x 8352U 3341U +1263.6U 4604U
54 做多 2022-04-01T16:00 44599.98 2022-04-07T12:00 43170.47 230U 50x 11511U 4604U -380.1U 4224U
55 做多 2022-04-17T12:00 40378.71 2022-04-18T20:00 38919.85 211U 50x 10561U 4224U -391.7U 3833U
56 做多 2022-04-23T12:00 39709.18 2022-04-25T20:00 38453.92 192U 50x 9582U 3833U -312.2U 3520U
57 做多 2022-04-30T16:00 38656.37 2022-05-06T04:00 36909.67 176U 50x 8801U 3520U -406.1U 3114U
58 做多 2022-05-06T16:00 36461.82 2022-05-08T16:00 34480.24 156U 50x 7786U 3114U -430.5U 2684U
59 做多 2022-05-19T12:00 28715.32 2022-06-12T16:00 27553.23 134U 50x 6710U 2684U -278.0U 2406U
60 做多 2022-06-28T16:00 20735.03 2022-06-29T20:00 20093.75 120U 50x 6015U 2406U -191.8U 2214U
61 做多 2022-07-11T20:00 20439.91 2022-07-12T20:00 19730.99 111U 50x 5535U 2214U -197.3U 2017U
62 做多 2022-07-24T04:00 22215.61 2022-07-26T12:00 21310.90 101U 50x 5042U 2017U -210.2U 1807U
63 做多 2022-08-02T04:00 23326.73 2022-08-05T08:00 22451.24 90U 50x 4516U 1807U -173.9U 1633U
64 做多 2022-08-11T04:00 23997.10 2022-08-18T08:00 23275.04 82U 50x 4082U 1633U -126.8U 1506U
65 做多 2022-08-27T08:00 20644.47 2022-08-28T04:00 19977.36 75U 50x 3765U 1506U -125.3U 1381U
66 做多 2022-09-02T12:00 20131.46 2022-09-07T08:00 18824.41 69U 50x 3452U 1381U -227.3U 1153U
67 做多 2022-09-14T20:00 20243.89 2022-09-17T08:00 19618.91 58U 50x 2883U 1153U -91.8U 1061U
68 做多 2022-09-25T00:00 19051.63 2022-11-09T08:00 18256.64 53U 50x 2654U 1061U -113.3U 948U
69 做多 2022-11-18T00:00 16595.08 2022-11-21T16:00 16073.75 47U 50x 2371U 948U -76.8U 871U
70 做多 2022-11-28T08:00 16555.39 2023-01-14T04:00 19261.19 44U 50x 2179U 871U +353.5U 1225U
71 做多 2023-01-20T00:00 20743.72 2023-01-30T08:00 23897.84 61U 50x 3062U 1225U +462.1U 1687U
72 做多 2023-02-01T04:00 23121.80 2023-02-10T08:00 22032.71 84U 50x 4218U 1687U -202.7U 1484U
73 做多 2023-02-23T00:00 24160.87 2023-02-25T04:00 23351.31 74U 50x 3711U 1484U -127.9U 1356U
74 做多 2023-03-03T16:00 22319.69 2023-03-10T04:00 21648.57 68U 50x 3391U 1356U -105.3U 1251U
75 做多 2023-03-24T20:00 28274.59 2023-03-26T08:00 27189.68 63U 50x 3128U 1251U -123.0U 1128U
76 做多 2023-04-03T16:00 27753.85 2023-05-12T08:00 26843.05 56U 50x 2821U 1128U -95.3U 1033U
77 做多 2023-05-18T08:00 27385.09 2023-05-25T04:00 26314.69 52U 50x 2582U 1033U -103.4U 930U
78 做多 2023-05-25T08:00 26252.33 2023-06-15T12:00 25128.60 46U 50x 2324U 930U -101.7U 828U
79 做多 2023-06-15T16:00 25065.35 2023-06-21T20:00 28872.28 41U 50x 2070U 828U +311.9U 1140U
80 做多 2023-06-27T16:00 30371.57 2023-07-25T00:00 29269.99 57U 50x 2849U 1140U -106.1U 1034U
81 做多 2023-08-01T08:00 29157.48 2023-08-18T04:00 27934.02 52U 50x 2584U 1034U -110.9U 923U
82 做多 2023-08-26T12:00 26060.01 2023-09-12T04:00 25115.97 46U 50x 2307U 923U -85.8U 837U
83 做多 2023-09-22T16:00 26627.77 2023-10-23T16:00 30736.69 42U 50x 2092U 837U +320.5U 1157U
84 做多 2023-10-29T08:00 34112.07 2023-12-03T08:00 39420.00 58U 50x 2894U 1157U +446.9U 1604U
85 做多 2023-12-11T16:00 42309.58 2023-12-12T08:00 40779.99 80U 50x 4011U 1604U -148.9U 1455U
86 做多 2023-12-18T00:00 41960.07 2024-01-23T08:00 39820.31 73U 50x 3639U 1455U -189.0U 1266U
87 做多 2024-02-02T08:00 43218.94 2024-02-13T04:00 49917.80 63U 50x 3166U 1266U +487.1U 1754U
88 做多 2024-02-19T12:00 52137.67 2024-02-29T04:00 60966.22 88U 50x 4384U 1754U +737.2U 2491U
89 做多 2024-03-16T00:00 67757.76 2024-03-17T12:00 65300.63 125U 50x 6227U 2491U -231.8U 2259U
90 做多 2024-03-23T08:00 63866.93 2024-04-17T04:00 61762.20 113U 50x 5647U 2259U -191.6U 2067U
91 做多 2024-04-25T20:00 64017.99 2024-05-01T00:00 61204.42 103U 50x 5168U 2067U -232.1U 1835U
92 做多 2024-05-08T20:00 62208.00 2024-06-06T04:00 71580.00 92U 50x 4588U 1835U +685.9U 2521U
93 做多 2024-06-09T00:00 69365.93 2024-06-12T00:00 66890.01 126U 50x 6303U 2521U -231.1U 2290U
94 做多 2024-07-04T04:00 60186.25 2024-07-04T20:00 58219.99 115U 50x 5725U 2290U -192.6U 2098U
95 做多 2024-07-13T16:00 57814.00 2024-07-20T08:00 67157.26 105U 50x 5244U 2098U +841.4U 2939U
96 做多 2024-07-24T20:00 66078.00 2024-07-25T16:00 64093.59 147U 50x 7347U 2939U -227.8U 2711U
97 做多 2024-07-31T08:00 65931.02 2024-08-01T16:00 63936.01 136U 50x 6778U 2711U -211.7U 2499U
98 做多 2024-08-13T08:00 59043.98 2024-08-16T08:00 57047.46 125U 50x 6249U 2499U -217.3U 2282U
99 做多 2024-08-28T08:00 62102.01 2024-08-28T12:00 59415.00 114U 50x 5705U 2282U -252.3U 2030U
100 做多 2024-09-17T12:00 58213.99 2024-10-16T08:00 66970.18 101U 50x 5075U 2030U +757.5U 2787U
101 做多 2024-10-23T00:00 67299.15 2024-11-10T20:00 78832.37 139U 50x 6968U 2787U +1186.0U 3973U
102 做多 2024-11-26T04:00 96000.56 2024-11-26T12:00 93010.01 199U 50x 9933U 3973U -319.1U 3654U
103 做多 2024-12-03T16:00 96079.36 2024-12-21T00:00 92723.98 183U 50x 9136U 3654U -327.9U 3326U
104 做多 2024-12-28T04:00 94573.75 2025-01-14T00:00 90851.22 166U 50x 8316U 3326U -335.3U 2991U
105 做多 2025-01-22T16:00 105600.01 2025-01-24T00:00 101944.49 150U 50x 7478U 2991U -266.1U 2725U
106 做多 2025-01-27T16:00 101395.64 2025-02-03T08:00 98273.16 136U 50x 6812U 2725U -216.4U 2509U
107 做多 2025-02-12T20:00 96069.58 2025-02-25T12:00 91552.88 125U 50x 6272U 2509U -300.8U 2208U
108 做多 2025-03-05T16:00 86843.40 2025-03-10T04:00 83080.41 110U 50x 5519U 2208U -244.4U 1963U
109 做多 2025-03-19T04:00 81610.21 2025-04-07T12:00 78430.00 98U 50x 4908U 1963U -196.0U 1767U
110 做多 2025-04-17T12:00 84030.38 2025-05-02T04:00 96854.30 88U 50x 4418U 1767U +669.2U 2437U
111 做多 2025-05-05T12:00 94277.62 2025-05-22T04:00 108973.35 122U 50x 6091U 2437U +942.5U 3379U
112 做多 2025-05-25T12:00 107761.91 2025-05-31T12:00 103985.48 169U 50x 8448U 3379U -304.2U 3075U
113 做多 2025-06-06T04:00 104531.49 2025-06-23T04:00 98906.21 154U 50x 7687U 3075U -420.9U 2654U
114 做多 2025-07-02T04:00 105955.18 2025-07-14T20:00 122736.04 133U 50x 6635U 2654U +1043.1U 3697U
115 做多 2025-07-16T16:00 117482.67 2025-08-02T08:00 113328.68 185U 50x 9242U 3697U -335.7U 3361U
116 做多 2025-08-16T04:00 117275.22 2025-08-20T08:00 113132.48 168U 50x 8403U 3361U -304.9U 3056U
117 做多 2025-08-25T20:00 111511.55 2025-09-01T16:00 107660.01 153U 50x 7641U 3056U -271.3U 2785U
118 做多 2025-09-07T12:00 110187.97 2025-10-17T20:00 105633.75 139U 50x 6963U 2785U -294.4U 2491U
119 做多 2025-10-23T20:00 109269.90 2025-11-04T04:00 105745.71 125U 50x 6226U 2491U -206.8U 2284U
120 做多 2025-11-13T08:00 101297.31 2025-11-14T20:00 97151.98 114U 50x 5709U 2284U -239.1U 2045U
121 做多 2025-12-01T20:00 86550.30 2026-01-30T16:00 82676.43 102U 50x 5112U 2045U -233.7U 1811U
122 做多 2026-02-11T16:00 68187.99 2026-02-13T08:00 65788.36 91U 50x 4527U 1811U -163.7U 1647U
123 做多 2026-02-17T16:00 68474.90 2026-02-19T08:00 66177.14 82U 50x 4118U 1647U -142.2U 1505U
124 做多 2026-02-24T00:00 66207.23 2026-02-24T16:00 63595.51 75U 50x 3763U 1505U -152.0U 1353U
125 做多 2026-03-01T04:00 64841.18 2026-03-17T12:00 74884.67 68U 50x 3383U 1353U +520.0U 1873U
126 做多 2026-03-19T20:00 70191.17 2026-03-23T12:00 67859.00 94U 50x 4683U 1873U -160.1U 1713U