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🎯 月化收益 0.05%

策略参数

币种
BTC
策略
趋势20
周期
4小时
初始资金
10000U
杠杆
25x
仓位
2%
止盈
20%
止损
3%
回测天数
约26天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
157
盈利次数
34
亏损次数
123
胜率
21.7%
最大连续盈利
3次
最大连续亏损
14次
总收益
130.66%
最终资金
23066U
最大回撤
47.24%
月化收益
0.05%
盈利因子
1.23

📜 交易记录 (157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 2020-01-10T20:00 8066.60 2020-02-06T16:00 9698.89 200U 25x 5000U 10000U +1005.7U 11006U
2 做多 2020-02-11T20:00 10164.99 2020-02-16T20:00 9858.54 220U 25x 5503U 11006U -171.2U 10835U
3 做多 2020-02-19T00:00 10043.49 2020-02-20T04:00 9593.79 217U 25x 5417U 10835U -247.7U 10587U
4 做多 2020-02-23T08:00 9787.08 2020-02-25T20:00 9397.47 212U 25x 5293U 10587U -215.8U 10371U
5 做多 2020-03-02T16:00 8758.35 2020-03-08T20:00 8400.83 207U 25x 5185U 10371U -216.6U 10154U
6 做多 2020-03-12T04:00 7934.52 2020-03-12T08:00 7662.73 203U 25x 5077U 10154U -178.8U 9976U
7 做多 2020-03-17T08:00 5311.16 2020-03-18T12:00 5148.73 200U 25x 4988U 9976U -157.4U 9818U
8 做多 2020-03-18T20:00 5328.89 2020-03-20T16:00 6659.99 196U 25x 4909U 9818U +1220.1U 11038U
9 做多 2020-03-23T20:00 6231.74 2020-03-30T00:00 5905.29 221U 25x 5519U 11038U -294.3U 10744U
10 做多 2020-03-30T16:00 6355.56 2020-04-26T16:00 7660.40 215U 25x 5372U 10744U +1096.4U 11840U
11 做多 2020-05-04T00:00 8872.34 2020-05-11T00:00 8502.94 237U 25x 5920U 11840U -252.2U 11588U
12 做多 2020-05-13T08:00 8912.19 2020-07-28T00:00 10792.00 232U 25x 5794U 11588U +1215.1U 12803U
13 做多 2020-07-31T12:00 11131.11 2020-09-03T20:00 10670.28 256U 25x 6402U 12803U -271.2U 12532U
14 做多 2020-09-08T04:00 10373.44 2020-09-08T16:00 9982.99 251U 25x 6266U 12532U -241.9U 12290U
15 做多 2020-09-09T12:00 10190.00 2020-10-21T16:00 12335.00 246U 25x 6145U 12290U +1286.1U 13576U
16 做多 2020-10-26T00:00 13042.16 2020-11-06T12:00 15733.30 272U 25x 6788U 13576U +1392.5U 14969U
17 做多 2020-11-08T20:00 15353.48 2020-11-20T20:00 18668.56 299U 25x 7484U 14969U +1606.9U 16576U
18 做多 2020-11-23T00:00 18573.58 2020-11-26T08:00 17927.98 332U 25x 8288U 16576U -296.1U 16280U
19 做多 2020-11-28T20:00 17517.04 2020-12-17T04:00 21335.52 326U 25x 8140U 16280U +1764.5U 18044U
20 做多 2020-12-22T20:00 23342.58 2020-12-30T08:00 28065.54 361U 25x 9022U 18044U +1814.6U 19859U
21 做多 2021-01-04T20:00 31745.72 2021-01-07T20:00 38970.42 397U 25x 9929U 19859U +2247.5U 22106U
22 做多 2021-01-14T00:00 36002.25 2021-01-17T12:00 34760.90 442U 25x 11053U 22106U -391.8U 21714U
23 做多 2021-01-18T16:00 36442.08 2021-01-20T08:00 35062.49 434U 25x 10857U 21714U -421.5U 21293U
24 做多 2021-01-24T12:00 32801.15 2021-01-25T00:00 31306.29 426U 25x 10646U 21293U -495.4U 20798U
25 做多 2021-01-25T04:00 32259.90 2021-01-27T16:00 30639.05 416U 25x 10399U 20798U -532.3U 20265U
26 做多 2021-01-28T20:00 31926.49 2021-02-06T08:00 39384.74 405U 25x 10133U 20265U +2354.6U 22620U
27 做多 2021-02-08T04:00 38795.69 2021-02-09T08:00 46599.51 452U 25x 11310U 22620U +2261.4U 24881U
28 做多 2021-02-13T20:00 47076.01 2021-02-21T00:00 56975.12 498U 25x 12441U 24881U +2600.9U 27482U
29 做多 2021-02-25T20:00 50849.99 2021-02-26T04:00 47073.73 550U 25x 13741U 27482U -1033.2U 26449U
30 做多 2021-03-01T08:00 46336.37 2021-03-10T20:00 56328.81 529U 25x 13225U 26449U +2835.8U 29285U
31 做多 2021-03-18T00:00 57867.42 2021-03-23T00:00 55524.99 586U 25x 14642U 29285U -606.8U 28678U
32 做多 2021-03-24T16:00 56541.03 2021-03-25T00:00 54736.53 574U 25x 14339U 28678U -471.5U 28207U
33 做多 2021-03-27T00:00 53778.55 2021-04-23T04:00 51690.96 564U 25x 14103U 28207U -561.0U 27646U
34 做多 2021-04-26T08:00 52398.99 2021-05-13T04:00 49631.32 553U 25x 13823U 27646U -743.2U 26902U
35 做多 2021-05-21T16:00 41124.29 2021-05-21T20:00 36794.57 538U 25x 13451U 26902U -1428.2U 25474U
36 做多 2021-05-24T16:00 37600.01 2021-05-28T16:00 35351.65 509U 25x 12737U 25474U -773.6U 24700U
37 做多 2021-05-31T12:00 35850.17 2021-06-08T04:00 33552.79 494U 25x 12350U 24700U -803.0U 23897U
38 做多 2021-06-09T16:00 34972.42 2021-06-20T16:00 33872.90 478U 25x 11949U 23897U -387.2U 23510U
39 做多 2021-06-23T08:00 33966.43 2021-06-24T00:00 32879.97 470U 25x 11755U 23510U -387.4U 23123U
40 做多 2021-06-24T04:00 33678.07 2021-06-24T08:00 32589.20 462U 25x 11561U 23123U -385.0U 22738U
41 做多 2021-06-24T16:00 33850.77 2021-06-25T20:00 32607.07 455U 25x 11369U 22738U -428.7U 22309U
42 做多 2021-06-27T08:00 33146.91 2021-07-14T08:00 31830.01 446U 25x 11155U 22309U -453.9U 21855U
43 做多 2021-07-18T08:00 32166.00 2021-07-19T20:00 30687.96 437U 25x 10928U 21855U -512.6U 21343U
44 做多 2021-07-21T16:00 31534.11 2021-07-26T08:00 38283.98 427U 25x 10671U 21343U +2271.3U 23614U
45 做多 2021-07-31T00:00 39853.72 2021-08-03T08:00 38655.74 472U 25x 11807U 23614U -366.4U 23248U
46 做多 2021-08-04T20:00 39302.00 2021-08-05T16:00 38008.38 465U 25x 11624U 23248U -393.8U 22854U
47 做多 2021-08-06T00:00 40692.24 2021-08-21T04:00 49322.47 457U 25x 11427U 22854U +2409.6U 25263U
48 做多 2021-08-27T20:00 48184.67 2021-09-07T20:00 46656.07 505U 25x 12632U 25263U -413.0U 24851U
49 做多 2021-09-12T16:00 46085.90 2021-09-13T08:00 44617.79 497U 25x 12425U 24851U -407.8U 24443U
50 做多 2021-09-14T12:00 45720.02 2021-09-20T16:00 43739.75 489U 25x 12221U 24443U -541.0U 23902U
51 做多 2021-09-23T08:00 44074.57 2021-09-24T16:00 41527.50 478U 25x 11951U 23902U -701.9U 23200U
52 做多 2021-09-26T16:00 43063.57 2021-09-28T20:00 41447.18 464U 25x 11600U 23200U -446.6U 22753U
53 做多 2021-09-30T08:00 43591.23 2021-10-06T20:00 54984.19 455U 25x 11377U 22753U +2959.0U 25712U
54 做多 2021-10-11T08:00 56507.09 2021-10-13T12:00 54612.61 514U 25x 12856U 25712U -443.4U 25269U
55 做多 2021-10-14T00:00 57259.77 2021-11-26T16:00 53719.30 505U 25x 12634U 25269U -793.1U 24476U
56 做多 2021-11-29T04:00 57274.88 2021-12-04T00:00 53838.65 490U 25x 12238U 24476U -745.7U 23730U
57 做多 2021-12-07T04:00 50441.92 2021-12-09T20:00 48464.09 475U 25x 11865U 23730U -476.6U 23253U
58 做多 2021-12-11T20:00 48747.02 2021-12-13T20:00 47252.02 465U 25x 11627U 23253U -367.8U 22886U
59 做多 2021-12-15T04:00 48343.28 2021-12-15T20:00 46632.31 458U 25x 11443U 22886U -416.0U 22469U
60 做多 2021-12-16T00:00 48674.90 2021-12-17T12:00 47007.25 449U 25x 11235U 22469U -395.8U 22074U
61 做多 2021-12-19T08:00 47712.38 2021-12-20T16:00 46092.60 441U 25x 11037U 22074U -385.4U 21688U
62 做多 2021-12-21T04:00 46914.16 2022-01-06T00:00 44685.93 434U 25x 10844U 21688U -525.4U 21163U
63 做多 2022-01-10T00:00 42695.26 2022-01-10T20:00 40984.33 423U 25x 10581U 21163U -434.2U 20729U
64 做多 2022-01-11T04:00 41822.49 2022-01-21T08:00 38465.65 415U 25x 10364U 20729U -841.4U 19887U
65 做多 2022-01-25T00:00 36066.40 2022-02-07T20:00 43835.59 398U 25x 9944U 19887U +2129.9U 22017U
66 做多 2022-02-14T20:00 42584.97 2022-02-18T00:00 41201.62 440U 25x 11009U 22017U -368.3U 21649U
67 做多 2022-02-23T12:00 38151.17 2022-02-24T08:00 34936.89 433U 25x 10825U 21649U -921.9U 20727U
68 做多 2022-02-25T00:00 37300.00 2022-03-27T20:00 44857.52 415U 25x 10364U 20727U +2087.3U 22814U
69 做多 2022-04-02T08:00 46599.93 2022-04-06T16:00 44819.19 456U 25x 11407U 22814U -446.9U 22368U
70 做多 2022-04-11T00:00 43235.77 2022-04-11T16:00 41067.63 447U 25x 11184U 22368U -571.5U 21796U
71 做多 2022-04-13T20:00 41158.18 2022-04-15T00:00 39775.82 436U 25x 10898U 21796U -376.6U 21420U
72 做多 2022-04-15T20:00 40412.20 2022-04-18T12:00 38919.85 428U 25x 10710U 21420U -405.8U 21014U
73 做多 2022-04-19T00:00 40680.68 2022-04-22T20:00 39433.60 420U 25x 10507U 21014U -332.3U 20682U
74 做多 2022-04-26T00:00 40225.97 2022-04-26T20:00 38563.94 414U 25x 10341U 20682U -437.2U 20244U
75 做多 2022-04-28T08:00 39342.07 2022-05-01T04:00 37630.80 405U 25x 10122U 20244U -450.0U 19794U
76 做多 2022-05-02T08:00 38674.10 2022-05-05T20:00 36909.67 396U 25x 9897U 19794U -461.0U 19333U
77 做多 2022-05-13T08:00 30582.54 2022-05-14T04:00 29287.05 387U 25x 9667U 19333U -418.7U 18915U
78 做多 2022-05-15T04:00 30086.74 2022-05-18T20:00 28984.99 378U 25x 9457U 18915U -355.4U 18559U
79 做多 2022-05-19T20:00 30389.45 2022-05-20T20:00 29152.90 371U 25x 9280U 18559U -386.5U 18173U
80 做多 2022-05-22T16:00 29897.52 2022-05-26T16:00 28998.40 363U 25x 9086U 18173U -282.1U 17891U
81 做多 2022-05-29T16:00 29213.85 2022-06-12T08:00 27553.23 358U 25x 8945U 17891U -516.9U 17374U
82 做多 2022-06-20T00:00 20124.08 2022-06-30T12:00 19435.90 347U 25x 8687U 17374U -305.5U 17068U
83 做多 2022-07-04T00:00 19492.16 2022-07-20T00:00 23401.99 341U 25x 8534U 17068U +1701.6U 18770U
84 做多 2022-07-22T00:00 23194.40 2022-07-23T16:00 22227.53 375U 25x 9385U 18770U -400.2U 18370U
85 做多 2022-07-24T20:00 22847.08 2022-07-25T08:00 21867.75 367U 25x 9185U 18370U -402.5U 17967U
86 做多 2022-07-28T00:00 22773.62 2022-08-19T12:00 21905.88 359U 25x 8984U 17967U -350.9U 17616U
87 做多 2022-08-22T20:00 21400.47 2022-08-27T00:00 20644.47 352U 25x 8808U 17616U -319.7U 17297U
88 做多 2022-08-29T20:00 20262.28 2022-09-04T12:00 19632.40 346U 25x 8648U 17297U -277.2U 17019U
89 做多 2022-09-05T04:00 20000.30 2022-09-07T00:00 18824.41 340U 25x 8510U 17019U -508.3U 16511U
90 做多 2022-09-09T00:00 19352.38 2022-09-19T12:00 18468.74 330U 25x 8256U 16511U -384.8U 16126U
91 做多 2022-09-22T16:00 19229.81 2022-11-09T00:00 18256.64 323U 25x 8063U 16126U -415.7U 15710U
92 做多 2022-11-15T08:00 16823.06 2022-11-21T04:00 16280.23 314U 25x 7855U 15710U -261.1U 15449U
93 做多 2022-11-23T04:00 16226.94 2023-01-14T04:00 19930.01 309U 25x 7725U 15449U +1753.3U 17203U
94 做多 2023-01-20T00:00 21090.95 2023-03-10T04:00 20362.22 344U 25x 8601U 17203U -305.5U 16897U
95 做多 2023-03-12T16:00 20445.43 2023-03-14T16:00 24743.04 338U 25x 8449U 16897U +1765.7U 18663U
96 做多 2023-03-21T16:00 28040.13 2023-03-23T00:00 26667.33 373U 25x 9331U 18663U -465.7U 18197U
97 做多 2023-03-23T20:00 28580.87 2023-03-25T04:00 27454.47 364U 25x 9099U 18197U -367.3U 17830U
98 做多 2023-03-26T16:00 27865.95 2023-03-27T20:00 26903.62 357U 25x 8915U 17830U -316.5U 17513U
99 做多 2023-03-29T12:00 28086.82 2023-05-11T20:00 27179.42 350U 25x 8757U 17513U -291.4U 17222U
100 做多 2023-05-14T12:00 26855.21 2023-06-05T20:00 26007.53 344U 25x 8611U 17222U -280.1U 16942U
101 做多 2023-06-07T00:00 27080.13 2023-06-10T12:00 25651.09 339U 25x 8471U 16942U -455.0U 16487U
102 做多 2023-06-13T04:00 25905.19 2023-06-15T08:00 25065.35 330U 25x 8243U 16487U -275.2U 16212U
103 做多 2023-06-16T20:00 25840.01 2023-06-23T20:00 31238.00 324U 25x 8106U 16212U +1683.5U 17895U
104 做多 2023-06-27T16:00 30729.10 2023-07-19T00:00 29715.99 358U 25x 8948U 17895U -303.6U 17591U
105 做多 2023-07-20T12:00 30202.77 2023-07-24T16:00 29269.99 352U 25x 8796U 17591U -280.2U 17311U
106 做多 2023-07-27T00:00 29401.93 2023-08-17T20:00 27934.02 346U 25x 8656U 17311U -440.4U 16871U
107 做多 2023-08-22T00:00 26097.74 2023-09-11T20:00 25115.97 337U 25x 8435U 16871U -325.5U 16545U
108 做多 2023-09-12T08:00 25797.97 2023-10-24T00:00 31354.42 331U 25x 8273U 16545U +1771.8U 18317U
109 做多 2023-10-29T16:00 34253.81 2023-12-04T12:00 41441.10 366U 25x 9159U 18317U +1910.6U 20228U
110 做多 2023-12-08T16:00 43653.82 2023-12-11T08:00 42309.58 405U 25x 10114U 20228U -321.2U 19907U
111 做多 2023-12-14T00:00 42734.01 2023-12-18T04:00 41374.65 398U 25x 9953U 19907U -326.2U 19580U
112 做多 2023-12-19T04:00 42657.80 2024-01-19T00:00 41022.32 392U 25x 9790U 19580U -384.8U 19196U
113 做多 2024-01-21T16:00 41719.89 2024-01-23T00:00 39820.31 384U 25x 9598U 19196U -446.2U 18749U
114 做多 2024-01-25T12:00 40130.00 2024-02-11T08:00 48519.61 375U 25x 9375U 18749U +1948.5U 20698U
115 做多 2024-02-18T16:00 51832.01 2024-02-29T04:00 62432.10 414U 25x 10349U 20698U +2104.0U 22802U
116 做多 2024-03-03T20:00 62164.63 2024-05-01T00:00 59292.95 456U 25x 11401U 22802U -537.5U 22264U
117 做多 2024-05-03T08:00 59720.30 2024-06-07T16:00 71699.99 445U 25x 11132U 22264U +2219.7U 24484U
118 做多 2024-06-10T20:00 70066.12 2024-06-11T12:00 67570.18 490U 25x 12242U 24484U -447.9U 24036U
119 做多 2024-06-12T20:00 69734.00 2024-06-13T00:00 67532.92 481U 25x 12018U 24036U -391.0U 23645U
120 做多 2024-06-16T20:00 66712.80 2024-06-18T20:00 64706.00 473U 25x 11823U 23645U -367.1U 23278U
121 做多 2024-06-20T12:00 65858.84 2024-06-21T16:00 63770.00 466U 25x 11639U 23278U -380.4U 22898U
122 做多 2024-06-27T20:00 61576.00 2024-07-04T00:00 59671.10 458U 25x 11449U 22898U -365.3U 22532U
123 做多 2024-07-07T00:00 57857.99 2024-07-08T04:00 55857.81 451U 25x 11266U 22532U -400.4U 22132U
124 做多 2024-07-08T16:00 57154.01 2024-07-27T20:00 68844.00 443U 25x 11066U 22132U +2250.1U 24382U
125 做多 2024-08-07T08:00 56862.00 2024-08-08T00:00 54759.22 488U 25x 12191U 24382U -462.6U 23920U
126 做多 2024-08-08T08:00 57049.74 2024-09-06T20:00 54045.01 478U 25x 11960U 23920U -641.2U 23278U
127 做多 2024-09-09T04:00 54869.95 2024-09-27T20:00 66006.01 466U 25x 11639U 23278U +2348.2U 25627U
128 做多 2024-10-04T20:00 61873.04 2024-10-11T00:00 59727.28 513U 25x 12813U 25627U -456.7U 25170U
129 做多 2024-10-11T20:00 62259.05 2024-11-07T00:00 75823.55 503U 25x 12585U 25170U +2726.6U 27896U
130 做多 2024-11-15T00:00 89463.99 2025-01-20T16:00 108239.19 558U 25x 13948U 27896U +2910.3U 30807U
131 做多 2025-01-22T00:00 107031.34 2025-01-23T04:00 103706.66 616U 25x 15403U 30807U -493.4U 30313U
132 做多 2025-01-23T20:00 105263.52 2025-01-27T08:00 101395.64 606U 25x 15157U 30313U -571.5U 29742U
133 做多 2025-01-29T12:00 102755.82 2025-02-02T08:00 99206.86 595U 25x 14871U 29742U -528.0U 29214U
134 做多 2025-02-04T00:00 101880.00 2025-02-04T12:00 98448.02 584U 25x 14607U 29214U -506.2U 28708U
135 做多 2025-02-04T20:00 99347.19 2025-02-07T00:00 95983.00 574U 25x 14354U 28708U -499.9U 28208U
136 做多 2025-02-07T20:00 98283.98 2025-02-12T00:00 95040.82 564U 25x 14104U 28208U -479.0U 27729U
137 做多 2025-02-13T00:00 97205.06 2025-02-19T00:00 94104.14 555U 25x 13864U 27729U -455.7U 27273U
138 做多 2025-02-19T16:00 96422.60 2025-02-25T04:00 91552.88 545U 25x 13637U 27273U -701.6U 26571U
139 做多 2025-03-01T08:00 85330.84 2025-03-10T00:00 82640.86 531U 25x 13286U 26571U -431.7U 26140U
140 做多 2025-03-12T00:00 83104.01 2025-03-14T00:00 80211.40 523U 25x 13070U 26140U -467.5U 25672U
141 做多 2025-03-14T08:00 81888.77 2025-04-07T04:00 78430.00 513U 25x 12836U 25672U -554.5U 25118U
142 做多 2025-04-10T00:00 82332.08 2025-04-10T20:00 78757.00 502U 25x 12559U 25118U -557.4U 24560U
143 做多 2025-04-11T00:00 79649.34 2025-05-01T16:00 96180.01 491U 25x 12280U 24560U +2533.8U 27094U
144 做多 2025-05-07T00:00 94963.50 2025-07-11T04:00 116010.00 542U 25x 13547U 27094U +2985.9U 30080U
145 做多 2025-07-16T16:00 118769.06 2025-08-01T12:00 115081.77 602U 25x 15040U 30080U -481.5U 29599U
146 做多 2025-08-04T04:00 114208.80 2025-08-26T00:00 110716.13 592U 25x 14799U 29599U -466.9U 29132U
147 做多 2025-08-27T20:00 112000.00 2025-08-29T20:00 108386.23 583U 25x 14566U 29132U -484.1U 28648U
148 做多 2025-09-01T12:00 109432.99 2025-10-17T12:00 105633.75 573U 25x 14324U 28648U -511.1U 28136U
149 做多 2025-10-19T16:00 107783.47 2025-11-04T12:00 104490.72 563U 25x 14068U 28136U -443.4U 27693U
150 做多 2025-11-08T00:00 103395.25 2025-11-14T00:00 98682.14 554U 25x 13846U 27693U -644.4U 27049U
151 做多 2025-11-20T08:00 92440.32 2025-11-21T00:00 86921.28 541U 25x 13524U 27049U -820.2U 26228U
152 做多 2025-11-23T16:00 86331.28 2026-01-30T08:00 82676.43 525U 25x 13114U 26228U -567.8U 25661U
153 做多 2026-02-07T08:00 70918.99 2026-02-07T12:00 68087.14 513U 25x 12830U 25661U -524.6U 25136U
154 做多 2026-02-08T00:00 69373.61 2026-02-11T12:00 67032.72 503U 25x 12568U 25136U -436.2U 24700U
155 做多 2026-02-13T20:00 68692.12 2026-02-19T00:00 66177.14 494U 25x 12350U 24700U -464.1U 24236U
156 做多 2026-02-20T12:00 67825.91 2026-02-23T08:00 64934.17 485U 25x 12118U 24236U -528.2U 23708U
157 做多 2026-02-25T20:00 67412.33 2026-02-28T12:00 63826.00 474U 25x 11854U 23708U -641.8U 23066U