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🎯 月化收益 0.02%

策略参数

币种
BTC
策略
MA5/30金叉
周期
4小时
初始资金
10000U
杠杆
20x
仓位
2%
止盈
3%
止损
12%
回测天数
约24天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
146
盈利次数
120
亏损次数
26
胜率
82.2%
最大连续盈利
12次
最大连续亏损
3次
总收益
56.65%
最终资金
15665U
最大回撤
26.43%
月化收益
0.02%
盈利因子
1.30

📜 交易记录 (146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 2020-01-11T00:00 8059.49 2020-01-14T08:00 8461.84 200U 20x 4000U 10000U +195.5U 10195U
2 做多 2020-01-27T04:00 8615.00 2020-01-28T00:00 8932.12 204U 20x 4078U 10195U +145.9U 10341U
3 做多 2020-02-06T00:00 9655.99 2020-02-09T08:00 10052.63 207U 20x 4137U 10341U +165.6U 10507U
4 做多 2020-02-12T00:00 10247.73 2020-02-26T20:00 8995.29 210U 20x 4203U 10507U -517.3U 9990U
5 做多 2020-03-03T00:00 8883.12 2020-03-06T00:00 9150.90 200U 20x 3996U 9990U +116.3U 10106U
6 做多 2020-03-18T00:00 5375.11 2020-03-19T16:00 5621.86 202U 20x 4042U 10106U +181.3U 10287U
7 做多 2020-03-24T04:00 6467.31 2020-03-24T16:00 6731.00 206U 20x 4115U 10287U +163.5U 10451U
8 做多 2020-03-31T08:00 6439.47 2020-04-02T04:00 6642.92 209U 20x 4180U 10451U +127.8U 10579U
9 做多 2020-04-15T04:00 6868.70 2020-04-17T04:00 7101.94 212U 20x 4231U 10579U +139.3U 10718U
10 做多 2020-04-23T04:00 7125.14 2020-04-23T20:00 7530.10 214U 20x 4287U 10718U +239.1U 10957U
11 做多 2020-05-05T12:00 9013.55 2020-05-06T16:00 9313.00 219U 20x 4383U 10957U +141.1U 11098U
12 做多 2020-05-14T00:00 9151.24 2020-05-14T12:00 9508.56 222U 20x 4439U 11098U +168.7U 11267U
13 做多 2020-05-28T00:00 9159.99 2020-05-28T20:00 9499.81 225U 20x 4507U 11267U +162.5U 11429U
14 做多 2020-06-04T20:00 9829.39 2020-07-27T08:00 10248.84 229U 20x 4572U 11429U +190.3U 11620U
15 做多 2020-08-04T08:00 11261.43 2020-08-05T20:00 11661.30 232U 20x 4648U 11620U +160.2U 11780U
16 做多 2020-08-10T08:00 12009.40 2020-08-17T20:00 12421.55 236U 20x 4712U 11780U +156.8U 11937U
17 做多 2020-08-24T16:00 11793.05 2020-09-04T04:00 10140.85 239U 20x 4775U 11937U -673.0U 11264U
18 做多 2020-09-10T04:00 10219.20 2020-09-13T08:00 10556.26 225U 20x 4505U 11264U +144.0U 11408U
19 做多 2020-09-14T16:00 10469.82 2020-09-15T16:00 10821.15 228U 20x 4563U 11408U +148.4U 11556U
20 做多 2020-09-25T08:00 10667.47 2020-10-09T16:00 11050.43 231U 20x 4622U 11556U +161.2U 11717U
21 做多 2020-10-16T00:00 11520.93 2020-10-20T20:00 11926.40 234U 20x 4687U 11717U +160.1U 11877U
22 做多 2020-10-29T20:00 13436.95 2020-10-31T16:00 13940.00 238U 20x 4751U 11877U +172.9U 12050U
23 做多 2020-11-04T04:00 14023.53 2020-11-05T12:00 14475.87 241U 20x 4820U 12050U +150.5U 12201U
24 做多 2020-11-11T12:00 15400.51 2020-11-12T12:00 15862.75 244U 20x 4880U 12201U +141.5U 12342U
25 做多 2020-11-16T12:00 16235.71 2020-11-17T00:00 16779.01 247U 20x 4937U 12342U +160.1U 12502U
26 做多 2020-11-24T16:00 19064.99 2020-11-27T00:00 16516.87 250U 20x 5001U 12502U -672.7U 11830U
27 做多 2020-11-29T16:00 18090.44 2020-11-30T20:00 19291.88 237U 20x 4732U 11830U +309.2U 12139U
28 做多 2020-12-06T08:00 19183.39 2020-12-16T20:00 20661.37 243U 20x 4856U 12139U +368.9U 12508U
29 做多 2020-12-23T04:00 23810.79 2020-12-25T16:00 24574.40 250U 20x 5003U 12508U +155.3U 12663U
30 做多 2021-01-14T12:00 38198.34 2021-01-14T20:00 39546.01 253U 20x 5065U 12663U +173.5U 12836U
31 做多 2021-01-19T20:00 37329.40 2021-01-21T16:00 32208.62 257U 20x 5135U 12836U -708.8U 12128U
32 做多 2021-01-25T16:00 33185.26 2021-01-25T20:00 34458.31 243U 20x 4851U 12128U +181.1U 12309U
33 做多 2021-01-29T04:00 33364.86 2021-01-29T16:00 37025.32 246U 20x 4923U 12309U +534.7U 12843U
34 做多 2021-02-02T16:00 34720.15 2021-02-03T00:00 35762.03 257U 20x 5137U 12843U +148.9U 12992U
35 做多 2021-03-02T00:00 48262.83 2021-03-03T12:00 49752.97 260U 20x 5197U 12992U +155.1U 13147U
36 做多 2021-03-07T16:00 50705.52 2021-03-09T04:00 52375.17 263U 20x 5259U 13147U +167.7U 13315U
37 做多 2021-03-18T16:00 58170.37 2021-03-25T20:00 50996.15 266U 20x 5326U 13315U -661.5U 12654U
38 做多 2021-03-27T12:00 54950.28 2021-03-29T16:00 57854.32 253U 20x 5061U 12654U +262.2U 12916U
39 做多 2021-04-06T08:00 58608.70 2021-04-10T12:00 60480.40 258U 20x 5166U 12916U +159.7U 13075U
40 做多 2021-04-26T20:00 53571.12 2021-04-29T00:00 55411.97 262U 20x 5230U 13075U +174.3U 13250U
41 做多 2021-05-06T08:00 56797.09 2021-05-08T16:00 58556.09 265U 20x 5300U 13250U +158.7U 13408U
42 做多 2021-05-25T04:00 38796.29 2021-05-26T12:00 40445.79 268U 20x 5363U 13408U +222.4U 13631U
43 做多 2021-06-01T04:00 37253.81 2021-06-03T12:00 38634.09 273U 20x 5452U 13631U +196.4U 13827U
44 做多 2021-06-10T04:00 37388.05 2021-06-14T04:00 39020.57 277U 20x 5531U 13827U +235.7U 14063U
45 做多 2021-06-25T00:00 34857.73 2021-06-29T20:00 36248.99 281U 20x 5625U 14063U +218.7U 14282U
46 做多 2021-07-04T00:00 34745.98 2021-07-20T08:00 29600.46 286U 20x 5713U 14282U -850.8U 13431U
47 做多 2021-07-22T00:00 31627.57 2021-07-23T08:00 32594.46 269U 20x 5372U 13431U +158.7U 13589U
48 做多 2021-08-06T08:00 40219.47 2021-08-06T20:00 42199.98 272U 20x 5436U 13589U +262.0U 13851U
49 做多 2021-08-13T20:00 46357.15 2021-08-14T04:00 47800.00 277U 20x 5541U 13851U +166.7U 14018U
50 做多 2021-08-20T08:00 47054.74 2021-08-20T20:00 48718.38 280U 20x 5607U 14018U +192.4U 14211U
51 做多 2021-08-28T08:00 48852.99 2021-09-03T20:00 50550.44 284U 20x 5684U 14211U +191.6U 14402U
52 做多 2021-09-14T20:00 46754.42 2021-09-15T20:00 48288.00 288U 20x 5761U 14402U +183.0U 14585U
53 做多 2021-09-24T04:00 44865.26 2021-10-01T16:00 47488.08 292U 20x 5834U 14585U +334.9U 14920U
54 做多 2021-10-14T00:00 57259.77 2021-10-15T08:00 59431.71 298U 20x 5968U 14920U +220.2U 15140U
55 做多 2021-10-25T20:00 63606.87 2021-11-08T12:00 65941.89 303U 20x 6056U 15140U +216.0U 15356U
56 做多 2021-11-15T12:00 65579.71 2021-11-19T04:00 56891.62 307U 20x 6142U 15356U -819.1U 14537U
57 做多 2021-11-21T12:00 58982.74 2021-12-04T12:00 47242.74 291U 20x 5815U 14537U -1162.1U 13375U
58 做多 2021-12-07T20:00 51734.15 2022-01-06T00:00 44685.93 268U 20x 5350U 13375U -733.5U 12642U
59 做多 2022-01-11T20:00 41733.93 2022-01-12T20:00 43560.29 253U 20x 5057U 12642U +216.0U 12858U
60 做多 2022-01-14T20:00 43109.00 2022-01-22T04:00 36445.31 257U 20x 5143U 12858U -799.3U 12058U
61 做多 2022-01-26T00:00 37067.13 2022-01-30T12:00 38244.98 241U 20x 4823U 12058U +148.3U 12207U
62 做多 2022-02-04T20:00 39490.87 2022-02-05T00:00 40727.91 244U 20x 4883U 12207U +147.9U 12354U
63 做多 2022-02-15T12:00 43691.57 2022-02-20T16:00 38343.99 247U 20x 4942U 12354U -609.2U 11745U
64 做多 2022-02-25T12:00 38466.24 2022-02-28T20:00 40824.96 235U 20x 4698U 11745U +283.1U 12028U
65 做多 2022-03-09T08:00 41217.73 2022-03-09T20:00 42520.99 241U 20x 4811U 12028U +147.2U 12176U
66 做多 2022-03-15T04:00 39671.37 2022-03-17T00:00 40880.17 244U 20x 4870U 12176U +143.4U 12319U
67 做多 2022-03-22T08:00 42236.46 2022-03-24T20:00 44000.01 246U 20x 4928U 12319U +200.6U 12520U
68 做多 2022-04-05T08:00 46645.82 2022-04-11T20:00 40581.51 250U 20x 5008U 12520U -655.4U 11864U
69 做多 2022-04-16T12:00 40393.77 2022-04-20T16:00 42090.00 237U 20x 4746U 11864U +194.3U 12058U
70 做多 2022-04-26T12:00 40584.50 2022-05-08T04:00 35472.39 241U 20x 4823U 12058U -611.8U 11447U
71 做多 2022-05-15T20:00 30013.47 2022-05-16T04:00 31328.89 229U 20x 4579U 11447U +195.9U 11643U
72 做多 2022-05-20T08:00 30175.03 2022-05-31T04:00 31734.22 233U 20x 4657U 11643U +235.7U 11878U
73 做多 2022-06-06T08:00 31251.00 2022-06-12T16:00 27457.39 238U 20x 4751U 11878U -580.9U 11297U
74 做多 2022-06-20T20:00 20824.74 2022-06-25T12:00 21508.13 226U 20x 4519U 11297U +143.6U 11441U
75 做多 2022-07-04T20:00 19801.47 2022-07-06T00:00 20398.21 229U 20x 4576U 11441U +133.2U 11574U
76 做多 2022-07-15T04:00 20588.84 2022-07-17T08:00 21324.18 231U 20x 4630U 11574U +160.6U 11735U
77 做多 2022-07-28T04:00 22952.45 2022-07-28T20:00 23745.57 235U 20x 4694U 11735U +157.3U 11892U
78 做多 2022-08-06T00:00 22932.83 2022-08-08T12:00 23807.68 238U 20x 4757U 11892U +176.5U 12069U
79 做多 2022-08-11T04:00 23954.05 2022-08-13T08:00 24796.53 241U 20x 4827U 12069U +164.8U 12233U
80 做多 2022-08-24T04:00 21529.12 2022-09-07T00:00 18824.41 245U 20x 4893U 12233U -619.0U 11614U
81 做多 2022-09-09T12:00 20631.76 2022-09-09T20:00 21266.79 232U 20x 4646U 11614U +138.2U 11753U
82 做多 2022-09-18T16:00 19922.92 2022-10-26T16:00 20607.81 235U 20x 4701U 11753U +156.7U 11909U
83 做多 2022-11-04T20:00 20838.70 2022-11-09T00:00 18256.64 238U 20x 4764U 11909U -594.4U 11315U
84 做多 2022-11-16T00:00 16858.77 2022-12-13T16:00 17444.63 226U 20x 4526U 11315U +152.6U 11467U
85 做多 2022-12-21T00:00 16900.30 2023-01-11T00:00 17432.85 229U 20x 4587U 11467U +139.8U 11607U
86 做多 2023-01-20T16:00 20963.51 2023-01-21T04:00 22667.21 232U 20x 4643U 11607U +372.3U 11980U
87 做多 2023-01-26T12:00 22966.73 2023-01-30T00:00 23897.84 240U 20x 4792U 11980U +189.3U 12169U
88 做多 2023-02-02T04:00 23732.66 2023-02-16T08:00 24732.42 243U 20x 4868U 12169U +200.0U 12369U
89 做多 2023-02-28T20:00 23518.30 2023-03-10T04:00 20362.22 247U 20x 4948U 12369U -668.2U 11701U
90 做多 2023-03-13T08:00 22231.62 2023-03-13T20:00 23981.72 234U 20x 4680U 11701U +363.4U 12064U
91 做多 2023-03-24T00:00 28369.99 2023-04-11T04:00 29637.34 241U 20x 4826U 12064U +210.5U 12275U
92 做多 2023-04-19T04:00 30380.01 2023-05-12T08:00 26584.32 245U 20x 4910U 12275U -617.7U 11657U
93 做多 2023-05-15T12:00 27407.48 2023-06-21T04:00 28307.99 233U 20x 4663U 11657U +148.4U 11805U
94 做多 2023-06-28T00:00 30648.03 2023-07-14T00:00 31606.01 236U 20x 4722U 11805U +142.7U 11948U
95 做多 2023-07-24T00:00 30093.12 2023-08-18T08:00 26398.00 239U 20x 4779U 11948U -591.0U 11357U
96 做多 2023-08-24T00:00 26632.00 2023-08-30T00:00 27831.33 227U 20x 4543U 11357U +199.8U 11557U
97 做多 2023-09-08T04:00 26255.00 2023-09-18T16:00 27196.98 231U 20x 4623U 11557U +161.1U 11718U
98 做多 2023-09-28T04:00 26372.99 2023-09-29T12:00 27179.98 234U 20x 4687U 11718U +138.6U 11856U
99 做多 2023-10-06T20:00 27941.12 2023-10-20T08:00 29235.38 237U 20x 4743U 11856U +214.7U 12071U
100 做多 2023-10-29T20:00 34449.99 2023-11-02T08:00 35571.68 241U 20x 4828U 12071U +152.2U 12223U
101 做多 2023-11-04T12:00 34767.99 2023-11-09T08:00 36438.37 244U 20x 4889U 12223U +229.8U 12453U
102 做多 2023-11-16T04:00 37858.20 2023-12-03T00:00 39420.00 249U 20x 4981U 12453U +200.3U 12653U
103 做多 2023-12-14T12:00 42898.98 2024-01-02T08:00 45402.38 253U 20x 5061U 12653U +290.0U 12943U
104 做多 2024-01-05T04:00 44151.10 2024-01-09T00:00 46979.35 259U 20x 5177U 12943U +326.1U 13270U
105 做多 2024-01-17T12:00 42655.94 2024-02-08T04:00 44349.60 265U 20x 5308U 13270U +205.2U 13475U
106 做多 2024-02-21T00:00 52101.11 2024-02-27T00:00 54487.11 269U 20x 5390U 13475U +241.2U 13716U
107 做多 2024-03-21T12:00 66985.19 2024-03-25T20:00 69792.05 274U 20x 5486U 13716U +224.2U 13940U
108 做多 2024-03-31T16:00 70369.99 2024-04-16T20:00 61762.20 279U 20x 5576U 13940U -687.0U 13253U
109 做多 2024-04-19T12:00 64547.18 2024-04-23T00:00 66524.77 265U 20x 5301U 13253U +157.0U 13410U
110 做多 2024-05-04T00:00 62067.32 2024-05-05T20:00 64428.65 268U 20x 5364U 13410U +198.5U 13609U
111 做多 2024-05-10T16:00 63299.63 2024-05-16T00:00 66006.23 272U 20x 5443U 13609U +227.1U 13836U
112 做多 2024-05-26T12:00 69340.15 2024-06-05T20:00 71580.00 277U 20x 5534U 13836U +173.1U 14009U
113 做多 2024-06-28T20:00 61062.01 2024-07-01T08:00 63437.69 280U 20x 5604U 14009U +212.2U 14221U
114 做多 2024-07-09T16:00 57428.01 2024-07-14T04:00 59204.02 284U 20x 5688U 14221U +170.1U 14391U
115 做多 2024-07-26T20:00 67560.01 2024-08-04T20:00 59086.01 288U 20x 5756U 14391U -727.1U 13664U
116 做多 2024-08-08T20:00 59428.03 2024-08-09T04:00 61685.99 273U 20x 5466U 13664U +202.0U 13866U
117 做多 2024-08-14T08:00 60952.83 2024-08-24T00:00 63628.84 277U 20x 5546U 13866U +237.7U 14104U
118 做多 2024-09-03T12:00 59112.00 2024-09-17T20:00 61135.50 282U 20x 5641U 14104U +187.3U 14291U
119 做多 2024-09-18T00:00 59967.99 2024-09-19T08:00 62117.99 286U 20x 5716U 14291U +199.0U 14490U
120 做多 2024-09-26T16:00 64393.99 2024-10-16T00:00 66970.18 290U 20x 5796U 14490U +225.9U 14716U
121 做多 2024-10-25T04:00 68198.28 2024-10-29T08:00 70938.14 294U 20x 5886U 14716U +230.4U 14946U
122 做多 2024-11-06T04:00 69372.01 2024-11-06T08:00 74348.53 299U 20x 5978U 14946U +422.5U 15369U
123 做多 2024-11-25T16:00 98188.09 2024-12-05T08:00 102964.00 307U 20x 6147U 15369U +292.6U 15661U
124 做多 2024-12-12T00:00 101122.71 2024-12-16T04:00 104463.99 313U 20x 6265U 15661U +200.5U 15862U
125 做多 2024-12-25T04:00 98663.58 2025-01-06T20:00 102147.95 317U 20x 6345U 15862U +217.5U 16079U
126 做多 2025-01-12T20:00 95071.90 2025-01-15T20:00 98992.42 322U 20x 6432U 16079U +258.5U 16338U
127 做多 2025-01-22T00:00 107031.34 2025-02-03T08:00 94038.74 327U 20x 6535U 16338U -799.0U 15539U
128 做多 2025-02-10T20:00 97218.69 2025-02-27T00:00 83856.99 311U 20x 6216U 15539U -859.6U 14679U
129 做多 2025-03-02T12:00 86232.42 2025-03-03T00:00 93522.00 294U 20x 5872U 14679U +490.0U 15169U
130 做多 2025-03-05T16:00 89814.26 2025-03-11T04:00 78595.86 303U 20x 6068U 15169U -763.2U 14406U
131 做多 2025-03-13T08:00 83577.14 2025-03-20T04:00 86845.94 288U 20x 5762U 14406U +219.4U 14625U
132 做多 2025-03-22T16:00 84239.25 2025-03-24T12:00 86874.52 293U 20x 5850U 14625U +177.0U 14802U
133 做多 2025-04-01T20:00 85280.87 2025-04-21T20:00 88044.80 296U 20x 5921U 14802U +185.8U 14988U
134 做多 2025-05-01T16:00 96180.01 2025-05-08T08:00 99152.79 300U 20x 5995U 14988U +179.1U 15167U
135 做多 2025-05-14T04:00 104103.72 2025-05-21T20:00 108973.35 303U 20x 6067U 15167U +277.4U 15445U
136 做多 2025-05-25T00:00 108960.00 2025-07-11T00:00 113301.81 309U 20x 6178U 15445U +239.7U 15684U
137 做多 2025-07-17T00:00 119230.16 2025-08-14T04:00 123306.43 314U 20x 6274U 15684U +208.0U 15892U
138 做多 2025-08-23T04:00 116935.99 2025-10-03T00:00 120836.49 318U 20x 6357U 15892U +205.5U 16098U
139 做多 2025-10-20T08:00 110145.44 2025-10-26T20:00 113694.97 322U 20x 6439U 16098U +200.9U 16299U
140 做多 2025-11-03T00:00 110180.84 2025-11-14T16:00 96167.44 326U 20x 6519U 16299U -834.9U 15464U
141 做多 2025-11-24T12:00 87050.39 2025-11-27T00:00 89957.36 309U 20x 6186U 15464U +200.2U 15664U
142 做多 2025-12-03T04:00 91277.88 2026-01-06T00:00 94303.40 313U 20x 6266U 15664U +201.2U 15865U
143 做多 2026-01-12T08:00 91808.12 2026-01-14T04:00 95414.00 317U 20x 6346U 15865U +242.7U 16108U
144 做多 2026-01-28T12:00 89134.35 2026-02-01T00:00 77750.01 322U 20x 6443U 16108U -828.5U 15279U
145 做多 2026-02-09T00:00 71422.97 2026-03-05T00:00 73611.10 306U 20x 6112U 15279U +180.9U 15460U
146 做多 2026-03-10T12:00 70406.01 2026-03-16T04:00 72815.24 309U 20x 6184U 15460U +205.2U 15665U