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🎯 月化收益 0.01%

策略参数

币种
BTC
策略
突破+RSI超卖+布林下轨
周期
4小时
初始资金
10000U
杠杆
15x
仓位
15%
止盈
20%
止损
2%
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
21
亏损次数
105
胜率
16.7%
最大连续盈利
2次
最大连续亏损
25次
总收益
25.28%
最终资金
12528U
最大回撤
85.52%
月化收益
0.01%
盈利因子
1.01

📜 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 2020-01-21T16:00 8656.76 2020-01-23T16:00 8423.00 1500U 15x 22500U 10000U -629.5U 9371U
2 做多 2020-01-24T12:00 8340.00 2020-02-09T08:00 10052.63 1406U 15x 21084U 9371U +4304.2U 13675U
3 做多 2020-02-17T00:00 9745.57 2020-02-25T12:00 9520.16 2051U 15x 30768U 13675U -741.7U 12933U
4 做多 2020-02-26T08:00 9170.13 2020-02-27T00:00 8831.14 1940U 15x 29099U 12933U -1103.7U 11829U
5 做多 2020-03-08T20:00 8400.83 2020-03-09T04:00 8033.31 1774U 15x 26616U 11829U -1189.8U 10639U
6 做多 2020-03-10T20:00 7767.28 2020-03-12T12:00 7392.13 1596U 15x 23939U 10639U -1179.0U 9460U
7 做多 2020-03-12T16:00 6067.01 2020-03-13T04:00 4800.00 1419U 15x 21286U 9460U -4462.1U 4998U
8 做多 2020-03-14T12:00 5500.40 2020-03-14T20:00 5311.38 750U 15x 11246U 4998U -397.3U 4601U
9 做多 2020-03-16T12:00 4785.67 2020-03-16T16:00 4565.59 690U 15x 10352U 4601U -485.9U 4115U
10 做多 2020-03-23T00:00 5911.03 2020-04-06T16:00 7099.00 617U 15x 9259U 4115U +1849.7U 5965U
11 做多 2020-04-10T20:00 6766.43 2020-04-16T04:00 6621.24 895U 15x 13421U 5965U -301.1U 5664U
12 做多 2020-05-10T08:00 8622.78 2020-07-28T00:00 10792.00 850U 15x 12743U 5664U +3189.8U 8853U
13 做多 2020-08-20T04:00 11754.59 2020-08-22T08:00 11474.02 1328U 15x 19920U 8853U -494.9U 8358U
14 做多 2020-09-03T20:00 10670.28 2020-09-04T04:00 10140.85 1254U 15x 18807U 8358U -951.0U 7407U
15 做多 2020-09-05T16:00 10225.66 2020-09-06T00:00 9956.66 1111U 15x 16667U 7407U -454.7U 6953U
16 做多 2020-09-22T00:00 10498.55 2020-09-24T04:00 10241.46 1043U 15x 15644U 6953U -398.3U 6554U
17 做多 2020-11-27T00:00 16516.87 2020-12-16T20:00 20661.37 983U 15x 14748U 6554U +3682.1U 10237U
18 做多 2021-01-11T20:00 31580.00 2021-01-14T12:00 38198.34 1535U 15x 23032U 10237U +4799.1U 15036U
19 做多 2021-01-21T20:00 31384.09 2021-01-27T16:00 30639.05 2255U 15x 33830U 15036U -836.1U 14200U
20 做多 2021-01-28T04:00 30366.15 2021-01-29T16:00 37025.32 2130U 15x 31949U 14200U +6967.3U 21167U
21 做多 2021-02-01T00:00 32808.80 2021-02-06T08:00 39384.74 3175U 15x 47625U 21167U +9488.5U 30655U
22 做多 2021-02-23T16:00 46369.29 2021-02-26T12:00 44973.68 4598U 15x 68974U 30655U -2142.9U 28512U
23 做多 2021-03-16T08:00 54272.86 2021-03-25T04:00 52303.65 4277U 15x 64153U 28512U -2389.5U 26123U
24 做多 2021-04-04T16:00 57275.55 2021-04-08T04:00 55953.45 3918U 15x 58777U 26123U -1414.2U 24709U
25 做多 2021-04-18T08:00 55014.46 2021-04-18T16:00 53308.92 3706U 15x 55595U 24709U -1777.4U 22931U
26 做多 2021-04-23T08:00 50298.76 2021-04-23T12:00 47942.44 3440U 15x 51596U 22931U -2466.2U 20465U
27 做多 2021-05-13T04:00 49631.32 2021-05-14T00:00 48568.85 3070U 15x 46046U 20465U -1030.8U 19434U
28 做多 2021-05-14T08:00 49157.93 2021-05-16T00:00 48108.40 2915U 15x 43727U 19434U -976.4U 18458U
29 做多 2021-05-19T20:00 37318.52 2021-05-22T00:00 36062.12 2769U 15x 41530U 18458U -1438.3U 17020U
30 做多 2021-05-24T00:00 33051.73 2021-05-26T12:00 40445.79 2553U 15x 38294U 17020U +8520.0U 25540U
31 做多 2021-05-30T00:00 34025.43 2021-06-08T08:00 32817.09 3831U 15x 57464U 25540U -2096.1U 23443U
32 做多 2021-06-08T20:00 31705.24 2021-06-14T04:00 39020.57 3517U 15x 52748U 23443U +12105.5U 35549U
33 做多 2021-06-18T20:00 36355.10 2021-06-19T00:00 35327.24 5332U 15x 79985U 35549U -2339.1U 33210U
34 做多 2021-06-20T16:00 33872.90 2021-06-21T12:00 33025.50 4981U 15x 74722U 33210U -1942.2U 31268U
35 做多 2021-06-22T04:00 31608.93 2021-06-26T12:00 30720.37 4690U 15x 70352U 31268U -2046.0U 29222U
36 做多 2021-07-14T12:00 31920.01 2021-07-16T16:00 31086.53 4383U 15x 65749U 29222U -1780.8U 27441U
37 做多 2021-07-20T16:00 29692.79 2021-07-26T08:00 38283.98 4116U 15x 61742U 27441U +17784.5U 45225U
38 做多 2021-08-03T16:00 38490.01 2021-08-10T04:00 46253.40 6784U 15x 101757U 45225U +20402.0U 65627U
39 做多 2021-09-08T12:00 45080.30 2021-09-20T16:00 43739.75 9844U 15x 147661U 65627U -4534.3U 61093U
40 做多 2021-10-23T04:00 60688.22 2021-10-27T16:00 58564.00 9164U 15x 137459U 61093U -4944.0U 56149U
41 做多 2021-10-28T04:00 58413.44 2021-11-19T04:00 56891.62 8422U 15x 126335U 56149U -3414.4U 52735U
42 做多 2021-11-28T04:00 54721.03 2021-12-04T04:00 53601.05 7910U 15x 118653U 52735U -2544.7U 50190U
43 做多 2021-12-05T04:00 49152.47 2021-12-05T20:00 47951.57 7528U 15x 112927U 50190U -2869.2U 47321U
44 做多 2021-12-18T12:00 46364.08 2022-01-06T00:00 44685.93 7098U 15x 106471U 47321U -3956.4U 43364U
45 做多 2022-01-06T08:00 42835.00 2022-01-07T08:00 41803.11 6505U 15x 97570U 43364U -2445.7U 40919U
46 做多 2022-01-08T04:00 41566.48 2022-01-21T04:00 40680.91 6138U 15x 92067U 40919U -2051.6U 38867U
47 做多 2022-01-22T04:00 36445.31 2022-01-22T12:00 35400.02 5830U 15x 87451U 38867U -2593.1U 36274U
48 做多 2022-01-23T20:00 35287.58 2022-01-24T16:00 33697.11 5441U 15x 81616U 36274U -3756.5U 32517U
49 做多 2022-02-13T04:00 42217.87 2022-02-18T00:00 41201.62 4878U 15x 73164U 32517U -1832.6U 30685U
50 做多 2022-02-18T04:00 40515.70 2022-02-20T12:00 38796.64 4603U 15x 69041U 30685U -2995.5U 27689U
51 做多 2022-02-20T16:00 38343.99 2022-02-22T04:00 37008.16 4153U 15x 62301U 27689U -2230.6U 25459U
52 做多 2022-03-04T12:00 41436.98 2022-03-05T00:00 39782.13 3819U 15x 57282U 25459U -2342.6U 23116U
53 做多 2022-03-12T04:00 38729.57 2022-03-14T04:00 37777.34 3467U 15x 52011U 23116U -1329.5U 21787U
54 做多 2022-04-01T00:00 45581.97 2022-04-01T08:00 44599.98 3268U 15x 49020U 21787U -1104.0U 20683U
55 做多 2022-04-07T08:00 43294.04 2022-04-09T04:00 42252.01 3102U 15x 46536U 20683U -1165.5U 19517U
56 做多 2022-04-12T04:00 39530.45 2022-04-25T12:00 38453.92 2928U 15x 43914U 19517U -1238.6U 18279U
57 做多 2022-05-07T00:00 36001.35 2022-05-08T08:00 34480.24 2742U 15x 41127U 18279U -1777.0U 16501U
58 做多 2022-05-09T04:00 34038.40 2022-05-09T16:00 33122.31 2475U 15x 37128U 16501U -1035.4U 15466U
59 做多 2022-06-03T16:00 29758.19 2022-06-11T00:00 28980.02 2320U 15x 34799U 15466U -943.9U 14522U
60 做多 2022-06-11T16:00 28734.01 2022-06-12T08:00 27553.23 2178U 15x 32675U 14522U -1374.1U 13148U
61 做多 2022-06-13T00:00 27424.71 2022-06-13T04:00 26574.53 1972U 15x 29583U 13148U -945.8U 12202U
62 做多 2022-06-18T12:00 19258.58 2022-06-19T00:00 18067.60 1830U 15x 27455U 12202U -1723.6U 10479U
63 做多 2022-06-29T00:00 20255.01 2022-06-30T12:00 19435.90 1572U 15x 23577U 10479U -976.1U 9503U
64 做多 2022-07-03T12:00 19139.74 2022-07-19T20:00 23136.08 1425U 15x 21381U 9503U +4438.5U 13941U
65 做多 2022-07-26T12:00 21066.86 2022-08-27T00:00 20644.47 2091U 15x 31368U 13941U -659.7U 13281U
66 做多 2022-08-27T04:00 20241.05 2022-08-29T04:00 19555.61 1992U 15x 29883U 13281U -1040.8U 12241U
67 做多 2022-09-07T08:00 18745.85 2022-09-13T16:00 22522.74 1836U 15x 27541U 12241U +5515.9U 17757U
68 做多 2022-09-14T20:00 20178.79 2022-09-15T20:00 19737.36 2663U 15x 39952U 17757U -913.1U 16843U
69 做多 2022-09-19T12:00 18468.74 2022-11-09T16:00 17818.08 2527U 15x 37898U 16843U -1371.7U 15472U
70 做多 2022-11-21T12:00 16039.73 2023-01-13T20:00 19261.19 2321U 15x 34811U 15472U +6949.8U 22422U
71 做多 2023-02-06T04:00 22932.91 2023-02-10T00:00 22032.71 3363U 15x 50449U 22422U -2028.8U 20393U
72 做多 2023-02-10T08:00 21825.59 2023-03-10T00:00 20854.93 3059U 15x 45884U 20393U -2084.5U 18308U
73 做多 2023-04-17T12:00 29838.30 2023-04-20T00:00 29227.07 2746U 15x 41194U 18308U -884.2U 17424U
74 做多 2023-04-21T00:00 28104.38 2023-04-22T00:00 27279.91 2614U 15x 39204U 17424U -1188.2U 16236U
75 做多 2023-05-02T00:00 27843.36 2023-05-11T20:00 27179.42 2435U 15x 36531U 16236U -906.8U 15329U
76 做多 2023-05-13T04:00 26795.01 2023-05-25T00:00 26252.33 2299U 15x 34491U 15329U -732.3U 14597U
77 做多 2023-05-25T16:00 26296.62 2023-06-06T00:00 25629.99 2190U 15x 32843U 14597U -864.6U 13732U
78 做多 2023-06-15T16:00 25014.97 2023-06-22T00:00 30112.03 2060U 15x 30898U 13732U +6258.5U 19991U
79 做多 2023-07-16T08:00 30188.00 2023-07-24T16:00 29269.99 2999U 15x 44979U 19991U -1411.4U 18579U
80 做多 2023-07-26T08:00 29242.81 2023-08-17T08:00 28657.31 2787U 15x 41804U 18579U -878.0U 17701U
81 做多 2023-09-01T04:00 25940.78 2023-09-11T20:00 25115.97 2655U 15x 39828U 17701U -1304.9U 16397U
82 做多 2023-09-22T04:00 26568.08 2023-10-24T04:00 33069.99 2459U 15x 36892U 16397U +8982.6U 25379U
83 做多 2023-11-14T08:00 36448.07 2023-11-15T00:00 35293.99 3807U 15x 57103U 25379U -1863.4U 23516U
84 做多 2023-11-27T04:00 37447.43 2024-01-02T08:00 45402.38 3527U 15x 52910U 23516U +11175.6U 34691U
85 做多 2024-01-13T08:00 42609.94 2024-01-15T04:00 41732.35 5204U 15x 78056U 34691U -1684.1U 33007U
86 做多 2024-01-19T08:00 41055.87 2024-01-23T00:00 39820.31 4951U 15x 74266U 33007U -2307.0U 30700U
87 做多 2024-03-20T04:00 61937.40 2024-04-17T20:00 60304.95 4605U 15x 69075U 30700U -1887.8U 28812U
88 做多 2024-04-25T12:00 64017.99 2024-04-29T08:00 62279.67 4322U 15x 64828U 28812U -1823.4U 26989U
89 做多 2024-05-01T00:00 59292.95 2024-05-01T12:00 57499.99 4048U 15x 60725U 26989U -1895.2U 25094U
90 做多 2024-06-10T00:00 69710.26 2024-06-11T12:00 67570.18 3764U 15x 56461U 25094U -1788.1U 23306U
91 做多 2024-06-11T20:00 66244.48 2024-06-18T20:00 64706.00 3496U 15x 52438U 23306U -1269.1U 22037U
92 做多 2024-06-24T08:00 62862.00 2024-06-24T16:00 61291.95 3306U 15x 49583U 22037U -1286.7U 20750U
93 做多 2024-07-03T16:00 60386.01 2024-07-04T08:00 59102.00 3112U 15x 46687U 20750U -1038.4U 19712U
94 做多 2024-07-25T08:00 64093.59 2024-08-03T00:00 62633.57 2957U 15x 44351U 19712U -1053.6U 18658U
95 做多 2024-08-04T12:00 60373.99 2024-08-04T20:00 59086.01 2799U 15x 41980U 18658U -936.7U 17721U
96 做多 2024-08-06T00:00 53470.09 2024-08-24T12:00 64315.00 2658U 15x 39873U 17721U +8039.1U 25760U
97 做多 2024-08-27T16:00 62417.00 2024-08-28T04:00 59415.00 3864U 15x 57961U 25760U -2842.9U 22918U
98 做多 2024-08-28T20:00 59000.00 2024-09-02T04:00 57301.86 3438U 15x 51564U 22918U -1534.2U 21383U
99 做多 2024-09-07T04:00 53962.97 2024-09-26T20:00 65229.03 3207U 15x 48112U 21383U +9986.5U 31370U
100 做多 2024-09-30T16:00 63819.44 2024-10-02T00:00 61755.99 4705U 15x 70582U 31370U -2350.4U 29019U
101 做多 2024-10-10T04:00 60636.02 2024-11-06T08:00 74348.53 4353U 15x 65294U 29019U +14685.8U 43705U
102 做多 2024-11-24T20:00 95901.51 2024-11-26T04:00 93010.01 6556U 15x 98337U 43705U -3060.3U 40645U
103 做多 2024-12-19T04:00 100204.01 2024-12-20T00:00 97199.72 6097U 15x 91451U 40645U -2830.6U 37814U
104 做多 2024-12-23T20:00 93250.37 2025-01-13T16:00 90851.22 5672U 15x 85082U 37814U -2271.9U 35542U
105 做多 2025-01-27T04:00 102620.00 2025-01-27T12:00 99048.02 5331U 15x 79970U 35542U -2860.8U 32682U
106 做多 2025-02-02T04:00 100635.65 2025-02-03T00:00 98273.16 4902U 15x 73534U 32682U -1798.1U 30884U
107 做多 2025-02-06T08:00 97355.67 2025-02-12T00:00 95040.82 4633U 15x 69488U 30884U -1720.1U 29163U
108 做多 2025-02-17T08:00 96215.33 2025-02-19T00:00 94104.14 4375U 15x 65618U 29163U -1504.0U 27660U
109 做多 2025-02-25T04:00 91552.88 2025-02-25T12:00 89320.01 4149U 15x 62234U 27660U -1578.5U 26081U
110 做多 2025-02-28T12:00 79204.59 2025-04-07T12:00 75126.01 3912U 15x 58682U 26081U -3077.5U 23004U
111 做多 2025-05-05T04:00 94277.62 2025-07-11T00:00 113301.81 3451U 15x 51758U 23004U +10382.0U 33386U
112 做多 2025-07-25T08:00 115419.66 2025-08-02T20:00 112840.71 5008U 15x 75117U 33386U -1751.9U 31634U
113 做多 2025-08-16T08:00 117429.63 2025-08-18T16:00 114947.27 4745U 15x 71176U 31634U -1574.3U 30059U
114 做多 2025-08-20T00:00 113132.48 2025-08-26T00:00 110716.13 4509U 15x 67634U 30059U -1510.7U 28549U
115 做多 2025-08-26T08:00 109879.56 2025-09-01T08:00 107660.01 4282U 15x 64234U 28549U -1360.5U 27188U
116 做多 2025-09-22T12:00 112519.99 2025-09-26T00:00 109360.00 4078U 15x 61173U 27188U -1777.4U 25411U
117 做多 2025-09-26T20:00 109027.78 2025-10-17T12:00 105633.75 3812U 15x 57174U 25411U -1835.2U 23576U
118 做多 2025-10-29T20:00 111509.74 2025-10-30T20:00 107711.56 3536U 15x 53045U 23576U -1858.0U 21717U
119 做多 2025-11-03T20:00 105745.71 2025-11-04T20:00 103197.01 3258U 15x 48864U 21717U -1225.4U 20492U
120 做多 2025-11-05T12:00 101993.02 2025-11-14T00:00 98682.14 3074U 15x 46107U 20492U -1541.3U 18951U
121 做多 2025-11-15T00:00 95778.29 2025-11-18T00:00 91678.93 2843U 15x 42639U 18951U -1865.8U 17085U
122 做多 2025-11-20T00:00 88884.56 2025-11-21T00:00 86921.28 2563U 15x 38441U 17085U -886.7U 16198U
123 做多 2025-11-21T08:00 85821.34 2025-11-21T12:00 84049.39 2430U 15x 36446U 16198U -788.2U 15410U
124 做多 2025-11-22T16:00 84098.94 2026-01-31T20:00 81302.15 2312U 15x 34673U 15410U -1186.6U 14223U
125 做多 2026-02-01T12:00 78343.00 2026-02-02T08:00 76292.98 2134U 15x 32003U 14223U -868.6U 13355U
126 做多 2026-02-05T04:00 73165.83 2026-02-05T08:00 71223.25 2003U 15x 30048U 13355U -827.0U 12528U