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🎯 月化收益 0.09%

策略参数

币种
BTC
策略
MA5/100死叉
周期
1小时
初始资金
10000U
杠杆
5x
仓位
18%
止盈
8%
止损
12%
回测天数
约19天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
119
盈利次数
82
亏损次数
37
胜率
68.9%
最大连续盈利
11次
最大连续亏损
4次
总收益
391.06%
最终资金
49106U
最大回撤
46.38%
月化收益
0.09%
盈利因子
1.24

📜 交易记录 (119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 2020-01-10T02:00 7810.64 2020-01-14T11:00 8461.84 1800U 5x 9000U 10000U +740.6U 10741U
2 做多 2020-01-19T21:00 8629.00 2020-01-29T07:00 9374.21 1933U 5x 9667U 10741U +824.3U 11565U
3 做多 2020-02-02T09:00 9336.43 2020-02-09T12:00 10091.27 2082U 5x 10408U 11565U +830.3U 12395U
4 做多 2020-02-10T19:00 9821.43 2020-02-28T17:00 8604.50 2231U 5x 11156U 12395U -1392.0U 11003U
5 做多 2020-03-08T04:00 8877.40 2020-03-09T19:00 7804.92 1981U 5x 9903U 11003U -1205.1U 9798U
6 做多 2020-03-17T20:00 5206.25 2020-03-19T20:00 5848.68 1764U 5x 8818U 9798U +1078.2U 10876U
7 做多 2020-03-23T02:00 5990.12 2020-03-24T08:00 6576.56 1958U 5x 9789U 10876U +947.6U 11824U
8 做多 2020-03-28T01:00 6633.74 2020-04-07T01:00 7205.48 2128U 5x 10642U 11824U +905.6U 12729U
9 做多 2020-04-10T12:00 7140.06 2020-04-27T08:00 7741.66 2291U 5x 11457U 12729U +952.9U 13682U
10 做多 2020-05-04T01:00 8818.29 2020-05-08T00:00 9631.03 2463U 5x 12314U 13682U +1121.5U 14804U
11 做多 2020-05-10T08:00 8703.67 2020-05-14T13:00 9437.77 2665U 5x 13323U 14804U +1109.3U 15913U
12 做多 2020-05-17T03:00 9329.78 2020-06-02T07:00 10200.77 2864U 5x 14322U 15913U +1321.4U 17235U
13 做多 2020-06-03T02:00 9513.04 2020-07-27T13:00 10287.99 3102U 5x 15511U 17235U +1246.8U 18481U
14 做多 2020-08-02T16:00 11281.80 2020-08-17T23:00 12421.55 3327U 5x 16633U 18481U +1662.1U 20143U
15 做多 2020-08-19T10:00 11912.08 2020-09-04T07:00 10140.85 3626U 5x 18129U 20143U -2711.1U 17432U
16 做多 2020-09-08T16:00 10172.79 2020-09-16T23:00 11004.99 3138U 5x 15689U 17432U +1266.5U 18699U
17 做多 2020-09-20T20:00 10850.64 2020-10-19T23:00 11800.00 3366U 5x 16829U 18699U +1454.1U 20153U
18 做多 2020-10-27T02:00 12963.25 2020-11-04T07:00 14023.53 3628U 5x 18138U 20153U +1463.9U 21617U
19 做多 2020-11-04T18:00 13688.70 2020-11-05T20:00 14870.14 3891U 5x 19455U 21617U +1658.0U 23275U
20 做多 2020-11-08T06:00 14800.00 2020-11-12T17:00 16048.99 4189U 5x 20947U 23275U +1745.1U 25020U
21 做多 2020-11-15T22:00 16048.99 2020-11-18T00:00 17639.35 4504U 5x 22518U 25020U +2206.6U 27226U
22 做多 2020-11-22T19:00 17887.82 2020-11-24T22:00 19384.43 4901U 5x 24504U 27226U +2023.6U 29250U
23 做多 2020-11-26T11:00 17927.98 2020-11-30T22:00 19480.80 5265U 5x 26325U 29250U +2251.5U 31502U
24 做多 2020-12-04T20:00 19026.49 2020-12-16T22:00 20649.00 5670U 5x 28351U 31502U +2386.9U 33889U
25 做多 2020-12-21T19:00 22645.85 2020-12-25T19:00 24574.40 6100U 5x 30500U 33889U +2564.3U 36453U
26 做多 2021-01-04T21:00 31400.00 2021-01-06T04:00 33969.17 6562U 5x 32808U 36453U +2648.8U 39102U
27 做多 2021-01-11T02:00 38109.68 2021-01-11T14:00 32872.63 7038U 5x 35192U 39102U -4866.4U 34235U
28 做多 2021-01-16T02:00 35421.55 2021-01-22T00:00 31083.50 6162U 5x 30812U 34235U -3800.5U 30435U
29 做多 2021-01-26T11:00 31518.66 2021-01-29T08:00 34150.23 5478U 5x 27391U 30435U +2257.3U 32692U
30 做多 2021-02-01T01:00 32302.31 2021-02-02T17:00 35334.04 5885U 5x 29423U 32692U +2729.3U 35421U
31 做多 2021-02-08T01:00 37870.62 2021-02-08T20:00 42984.07 6376U 5x 31879U 35421U +4268.3U 39690U
32 做多 2021-02-15T13:00 46722.49 2021-02-17T14:00 50556.05 7144U 5x 35721U 39690U +2892.2U 42582U
33 做多 2021-02-22T20:00 53781.12 2021-02-23T16:00 46565.18 7665U 5x 38324U 42582U -5175.2U 37407U
34 做多 2021-03-05T04:00 48221.00 2021-03-09T07:00 52375.17 6733U 5x 33666U 37407U +2863.7U 40270U
35 做多 2021-03-15T17:00 55867.91 2021-04-10T12:00 61074.09 7249U 5x 36243U 40270U +3337.8U 43608U
36 做多 2021-04-16T14:00 61455.69 2021-04-18T19:00 53308.92 7849U 5x 39247U 43608U -5236.8U 38371U
37 做多 2021-04-30T01:00 52742.95 2021-04-30T23:00 57180.06 6907U 5x 34534U 38371U +2867.8U 41239U
38 做多 2021-05-04T08:00 55291.71 2021-05-14T00:00 48635.40 7423U 5x 37115U 41239U -4500.8U 36738U
39 做多 2021-05-28T11:00 38237.18 2021-06-08T07:00 33552.79 6613U 5x 33065U 36738U -4079.7U 32659U
40 做多 2021-06-12T14:00 35324.36 2021-06-14T04:00 39250.00 5879U 5x 29393U 32659U +3233.8U 35893U
41 做多 2021-06-17T06:00 38558.24 2021-06-20T19:00 33872.90 6461U 5x 32303U 35893U -3953.7U 31939U
42 做多 2021-06-24T02:00 33292.58 2021-06-29T21:00 36301.84 5749U 5x 28745U 31939U +2566.9U 34506U
43 做多 2021-07-01T12:00 34330.34 2021-07-20T10:00 30182.93 6211U 5x 31055U 34506U -3779.0U 30727U
44 做多 2021-07-30T19:00 38642.46 2021-07-31T07:00 42206.37 5531U 5x 27654U 30727U +2520.3U 33247U
45 做多 2021-08-02T08:00 39518.73 2021-08-07T01:00 42900.01 5984U 5x 29922U 33247U +2527.7U 35775U
46 做多 2021-08-12T17:00 45349.19 2021-08-21T05:00 49322.96 6439U 5x 32197U 35775U +2786.3U 38561U
47 做多 2021-08-24T22:00 48529.58 2021-09-07T06:00 52591.21 6941U 5x 34705U 38561U +2867.0U 41428U
48 做多 2021-09-07T22:00 47374.10 2021-09-21T08:00 41666.69 7457U 5x 37285U 41428U -4524.7U 36903U
49 做多 2021-09-23T19:00 43648.15 2021-10-01T19:00 47488.08 6643U 5x 33213U 36903U +2885.8U 39789U
50 做多 2021-10-13T04:00 55361.08 2021-10-15T21:00 59962.25 7162U 5x 35810U 39789U +2937.5U 42726U
51 做多 2021-10-22T02:00 62737.67 2021-11-09T11:00 68490.00 7691U 5x 38454U 42726U +3483.8U 46210U
52 做多 2021-11-11T07:00 64882.43 2021-11-19T06:00 56613.30 8318U 5x 41589U 46210U -5336.7U 40873U
53 做多 2021-11-22T10:00 57683.97 2021-12-04T12:00 50256.61 7357U 5x 36786U 40873U -4768.6U 36105U
54 做多 2021-12-08T21:00 49047.53 2022-01-06T11:00 42835.00 6499U 5x 32494U 36105U -4144.2U 31961U
55 做多 2022-01-10T08:00 41655.18 2022-01-22T06:00 36117.60 5753U 5x 28765U 31961U -3848.9U 28112U
56 做多 2022-01-27T12:00 35930.80 2022-02-01T21:00 38872.21 5060U 5x 25301U 28112U +2043.8U 30156U
57 做多 2022-02-03T00:00 37336.71 2022-02-05T01:00 40520.46 5428U 5x 27140U 30156U +2284.8U 32440U
58 做多 2022-02-11T08:00 43040.01 2022-02-21T19:00 37577.33 5839U 5x 29196U 32440U -3731.1U 28709U
59 做多 2022-02-24T02:00 37780.80 2022-02-28T23:00 40824.96 5168U 5x 25838U 28709U +2054.0U 30763U
60 做多 2022-03-04T05:00 42092.25 2022-03-28T04:00 46115.80 5537U 5x 27687U 30763U +2616.2U 33379U
61 做多 2022-03-31T23:00 46453.81 2022-04-11T22:00 40803.87 6008U 5x 30042U 33379U -3680.2U 29699U
62 做多 2022-04-14T22:00 40435.04 2022-05-08T05:00 35026.37 5346U 5x 26729U 29699U -3598.5U 26101U
63 做多 2022-05-14T01:00 29599.65 2022-05-31T23:00 32058.53 4698U 5x 23491U 26101U +1926.0U 28027U
64 做多 2022-06-02T02:00 30167.69 2022-06-13T08:00 26307.16 5045U 5x 25224U 28027U -3249.9U 24777U
65 做多 2022-06-20T11:00 19980.49 2022-06-21T21:00 21619.31 4460U 5x 22299U 24777U +1804.9U 26582U
66 做多 2022-06-23T05:00 20005.30 2022-06-26T19:00 21708.60 4785U 5x 23924U 26582U +2010.9U 28593U
67 做多 2022-06-27T22:00 20820.51 2022-07-18T23:00 22675.83 5147U 5x 25733U 28593U +2265.1U 30858U
68 做多 2022-07-23T04:00 22604.97 2022-07-30T21:00 24490.53 5554U 5x 27772U 30858U +2286.5U 33144U
69 做多 2022-08-01T06:00 23377.48 2022-08-27T07:00 20241.05 5966U 5x 29830U 33144U -4027.9U 29116U
70 做多 2022-08-30T23:00 19756.24 2022-09-10T06:00 21347.09 5241U 5x 26205U 29116U +2081.8U 31198U
71 做多 2022-09-13T23:00 20829.77 2022-11-09T03:00 18256.64 5616U 5x 28078U 31198U -3493.2U 27705U
72 做多 2022-11-16T21:00 16513.61 2022-12-13T21:00 17897.86 4987U 5x 24934U 27705U +2063.1U 29768U
73 做多 2022-12-16T01:00 17399.32 2023-01-13T01:00 18837.06 5358U 5x 26791U 29768U +2184.8U 31953U
74 做多 2023-01-19T02:00 20936.83 2023-01-21T07:00 22667.21 5752U 5x 28758U 31953U +2345.6U 34298U
75 做多 2023-01-25T08:00 22652.23 2023-02-16T08:00 24583.17 6174U 5x 30869U 34298U +2597.8U 36896U
76 做多 2023-02-20T08:00 24211.07 2023-03-10T02:00 21012.89 6641U 5x 33207U 36896U -4415.3U 32481U
77 做多 2023-03-23T05:00 27083.55 2023-04-11T02:00 29273.14 5847U 5x 29233U 32481U +2331.8U 34813U
78 做多 2023-04-16T11:00 30249.37 2023-05-12T11:00 26584.32 6266U 5x 31331U 34813U -3823.7U 30989U
79 做多 2023-05-17T06:00 26998.36 2023-06-21T21:00 29311.99 5578U 5x 27890U 30989U +2359.8U 33349U
80 做多 2023-06-26T09:00 30172.74 2023-08-18T05:00 26253.92 6003U 5x 30014U 33349U -3924.3U 29424U
81 做多 2023-08-25T01:00 26059.99 2023-10-02T15:00 28311.91 5296U 5x 26482U 29424U +2259.6U 31684U
82 做多 2023-10-04T02:00 27300.48 2023-10-20T16:00 29731.84 5703U 5x 28516U 31684U +2508.5U 34193U
83 做多 2023-10-28T01:00 33600.15 2023-11-09T10:00 36363.44 6155U 5x 30773U 34193U +2497.5U 36690U
84 做多 2023-11-13T15:00 36960.29 2023-12-04T06:00 40060.71 6604U 5x 33021U 36690U +2734.2U 39424U
85 做多 2023-12-10T19:00 43738.02 2024-01-11T20:00 47449.63 7096U 5x 35482U 39424U +2972.5U 42397U
86 做多 2024-01-12T15:00 46008.19 2024-01-20T00:00 40395.01 7631U 5x 38157U 42397U -4688.8U 37708U
87 做多 2024-02-01T07:00 42580.00 2024-02-09T10:00 46285.23 6787U 5x 33937U 37708U +2916.3U 40624U
88 做多 2024-02-17T23:00 50984.56 2024-02-27T09:00 55768.41 7312U 5x 36562U 40624U +3390.6U 44015U
89 做多 2024-03-03T18:00 61655.57 2024-03-05T01:00 66858.74 7923U 5x 39613U 44015U +3300.1U 47315U
90 做多 2024-03-06T04:00 61886.32 2024-03-06T16:00 66941.23 8517U 5x 42583U 47315U +3432.2U 50747U
91 做多 2024-03-15T01:00 71036.01 2024-03-20T07:00 61937.40 9134U 5x 45672U 50747U -5889.7U 44857U
92 做多 2024-03-22T04:00 65479.93 2024-03-26T02:00 70857.09 8074U 5x 40372U 44857U +3271.6U 48129U
93 做多 2024-03-29T19:00 70142.78 2024-04-17T22:00 61279.66 8663U 5x 43316U 48129U -5511.2U 42618U
94 做多 2024-04-19T03:00 63477.04 2024-05-21T02:00 68728.41 7671U 5x 38356U 42618U +3131.6U 45749U
95 做多 2024-05-23T22:00 67748.63 2024-06-25T03:00 59306.72 8235U 5x 41174U 45749U -5166.6U 40583U
96 做多 2024-06-28T23:00 61062.01 2024-07-20T00:00 66419.43 7305U 5x 36524U 40583U +3164.8U 43748U
97 做多 2024-07-23T15:00 66576.00 2024-08-05T01:00 57864.43 7875U 5x 39373U 43748U -5186.2U 38561U
98 做多 2024-08-07T22:00 56085.83 2024-08-09T05:00 61173.69 6941U 5x 34705U 38561U +3110.5U 41672U
99 做多 2024-08-12T05:00 59009.80 2024-08-24T05:00 64392.58 7501U 5x 37505U 41672U +3380.2U 45052U
100 做多 2024-08-27T07:00 62834.00 2024-09-06T22:00 54733.24 8109U 5x 40547U 45052U -5262.7U 39789U
101 做多 2024-09-16T09:00 58607.07 2024-09-20T00:00 63556.92 7162U 5x 35810U 39789U +2985.6U 42775U
102 做多 2024-09-24T09:00 62942.01 2024-10-18T09:00 68085.50 7699U 5x 38497U 42775U +3104.3U 45879U
103 做多 2024-10-21T21:00 67312.00 2024-10-30T00:00 72739.44 8258U 5x 41291U 45879U +3284.7U 49164U
104 做多 2024-11-01T02:00 70633.67 2024-11-08T02:00 76604.01 8850U 5x 44248U 49164U +3692.1U 52856U
105 做多 2024-11-15T16:00 88082.96 2024-11-21T11:00 95798.12 9514U 5x 47570U 52856U +4114.9U 56971U
106 做多 2024-11-24T21:00 97214.93 2024-12-16T08:00 105444.95 10255U 5x 51274U 56971U +4285.1U 61256U
107 做多 2024-12-18T15:00 104250.75 2025-01-13T18:00 91644.96 11026U 5x 55130U 61256U -6714.7U 54541U
108 做多 2025-01-20T09:00 100692.82 2025-02-25T17:00 88303.73 9817U 5x 49087U 54541U -6082.7U 48459U
109 做多 2025-03-04T06:00 86650.96 2025-04-07T14:00 74810.01 8723U 5x 43613U 48459U -5997.4U 42461U
110 做多 2025-04-16T03:00 83998.52 2025-04-22T22:00 90797.73 7643U 5x 38215U 42461U +3052.0U 45513U
111 做多 2025-04-28T09:00 92949.99 2025-05-08T23:00 100758.08 8192U 5x 40962U 45513U +3396.5U 48910U
112 做多 2025-05-13T00:00 102856.06 2025-05-22T11:00 111780.84 8804U 5x 44019U 48910U +3771.7U 52681U
113 做多 2025-05-24T06:00 107797.37 2025-07-11T05:00 116490.52 9483U 5x 47413U 52681U +3772.3U 56454U
114 做多 2025-07-15T12:00 117480.48 2025-11-04T23:00 103197.01 10162U 5x 50808U 56454U -6222.0U 50232U
115 做多 2025-11-08T14:00 102215.62 2025-11-18T14:00 89651.30 9042U 5x 45209U 50232U -5596.7U 44635U
116 做多 2025-12-01T08:00 87000.00 2025-12-10T00:00 94187.81 8034U 5x 40172U 44635U +3275.4U 47911U
117 做多 2025-12-11T11:00 89880.01 2026-01-15T00:00 97293.24 8624U 5x 43119U 47911U +3509.8U 51420U
118 做多 2026-01-17T16:00 95247.51 2026-01-30T02:00 83477.02 9256U 5x 46278U 51420U -5759.5U 45661U
119 做多 2026-02-10T15:00 68919.66 2026-03-17T06:00 74772.66 8219U 5x 41095U 45661U +3445.4U 49106U