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🎯 月化收益 -0.10%

策略参数

币种
BTC
策略
RSI5超卖22
周期
4小时
初始资金
10000U
杠杆
45x
仓位
8%
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
33
亏损次数
124
胜率
21.0%
最大连续盈利
3次
最大连续亏损
15次
总收益
-83.22%
最终资金
1678U
最大回撤
99.66%
月化收益
-0.10%
盈利因子
0.99

📜 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 2020-01-10T00:00 7917.54 2020-01-31T00:00 9506.82 800U 45x 36000U 10000U +7183.0U 17183U
2 做多 2020-01-31T20:00 9339.19 2020-02-26T20:00 8995.29 1375U 45x 61859U 17183U -2337.4U 14846U
3 做多 2020-02-28T16:00 8585.96 2020-03-09T00:00 8280.11 1188U 45x 53444U 14846U -1955.3U 12890U
4 做多 2020-03-11T20:00 7778.76 2020-03-12T12:00 7392.13 1031U 45x 46405U 12890U -2350.6U 10540U
5 做多 2020-03-15T04:00 5172.06 2020-03-16T12:00 4785.67 843U 45x 37943U 10540U -2869.7U 7670U
6 做多 2020-03-21T12:00 6151.16 2020-03-23T00:00 5911.03 614U 45x 27612U 7670U -1104.5U 6566U
7 做多 2020-03-23T04:00 5816.19 2020-04-03T16:00 7004.42 525U 45x 23636U 6566U +4800.3U 11366U
8 做多 2020-04-04T12:00 6729.54 2020-04-29T16:00 8126.98 909U 45x 40917U 11366U +8447.3U 19813U
9 做多 2020-05-01T04:00 8620.00 2020-07-28T00:00 10792.00 1585U 45x 71327U 19813U +17883.1U 37696U
10 做多 2020-07-30T16:00 10926.03 2020-09-04T04:00 10140.85 3016U 45x 135706U 37696U -9878.2U 27818U
11 做多 2020-09-05T20:00 10273.89 2020-09-06T00:00 9956.66 2225U 45x 100145U 27818U -3189.2U 24629U
12 做多 2020-09-09T00:00 9991.21 2020-10-21T08:00 12182.31 1970U 45x 88663U 24629U +19336.0U 43965U
13 做多 2020-10-26T04:00 13028.83 2020-11-06T12:00 15733.30 3517U 45x 158273U 43965U +32662.5U 76627U
14 做多 2020-11-08T00:00 14643.52 2020-11-18T00:00 17685.22 6130U 45x 275858U 76627U +56967.1U 133594U
15 做多 2020-11-21T16:00 18531.06 2020-11-22T16:00 17887.82 10688U 45x 480939U 133594U -17158.3U 116436U
16 做多 2020-11-26T08:00 17927.98 2020-11-26T16:00 17100.00 9315U 45x 419169U 116436U -19758.6U 96677U
17 做多 2020-12-02T00:00 19069.79 2020-12-09T04:00 18324.11 7734U 45x 348038U 96677U -13943.7U 82734U
18 做多 2020-12-22T04:00 22719.71 2020-12-27T12:00 27639.38 6619U 45x 297841U 82734U +64131.5U 146865U
19 做多 2021-01-04T12:00 32068.84 2021-01-04T16:00 30743.06 11749U 45x 528714U 146865U -22364.8U 124500U
20 做多 2021-01-09T12:00 39638.61 2021-01-11T00:00 37456.77 9960U 45x 448201U 124500U -25094.0U 99406U
21 做多 2021-01-11T08:00 35438.23 2021-01-11T16:00 34198.56 7953U 45x 357863U 99406U -12863.8U 86543U
22 做多 2021-01-13T08:00 33818.50 2021-01-21T16:00 32208.62 6923U 45x 311553U 86543U -15127.7U 71415U
23 做多 2021-01-21T20:00 31384.09 2021-01-27T20:00 30322.61 5713U 45x 257093U 71415U -8943.9U 62471U
24 做多 2021-01-30T12:00 34046.80 2021-01-31T20:00 32862.66 4998U 45x 224895U 62471U -8038.9U 54432U
25 做多 2021-02-07T16:00 39046.60 2021-02-09T12:00 47505.40 4355U 45x 195955U 54432U +42212.1U 96644U
26 做多 2021-02-10T20:00 44353.04 2021-02-19T20:00 53863.19 7732U 45x 347919U 96644U +74178.0U 170822U
27 做多 2021-02-22T20:00 53236.69 2021-02-23T12:00 49640.33 13666U 45x 614960U 170822U -42116.5U 128706U
28 做多 2021-02-24T00:00 45523.00 2021-02-28T20:00 43391.14 10296U 45x 463340U 128706U -22140.0U 106566U
29 做多 2021-03-03T00:00 47467.43 2021-03-12T04:00 57773.16 8525U 45x 383636U 106566U +82824.9U 189390U
30 做多 2021-03-15T00:00 59931.70 2021-03-15T12:00 57789.76 15151U 45x 681806U 189390U -25025.0U 164366U
31 做多 2021-03-16T04:00 55605.20 2021-03-25T04:00 52303.65 13149U 45x 591716U 164366U -35689.6U 128676U
32 做多 2021-03-25T08:00 52122.86 2021-04-13T16:00 62942.21 10294U 45x 463233U 128676U +95595.8U 224272U
33 做多 2021-04-16T16:00 60853.81 2021-04-18T08:00 55014.46 17942U 45x 807378U 224272U -78203.5U 146068U
34 做多 2021-04-23T08:00 50298.76 2021-04-23T12:00 47942.44 11685U 45x 525845U 146068U -25135.2U 120933U
35 做多 2021-04-28T12:00 54255.98 2021-05-13T04:00 49631.32 9675U 45x 435359U 120933U -37507.3U 83426U
36 做多 2021-05-15T12:00 48469.28 2021-05-16T04:00 46762.99 6674U 45x 300333U 83426U -10862.5U 72563U
37 做多 2021-05-17T08:00 42915.46 2021-05-19T08:00 40591.15 5805U 45x 261227U 72563U -14395.2U 58168U
38 做多 2021-05-22T00:00 36062.12 2021-05-23T20:00 33318.09 4653U 45x 209405U 58168U -16127.4U 42041U
39 做多 2021-05-27T08:00 37621.56 2021-05-28T16:00 35351.65 3363U 45x 151346U 42041U -9273.7U 32767U
40 做多 2021-05-30T04:00 34605.15 2021-06-08T04:00 33552.79 2621U 45x 117960U 32767U -3701.6U 29065U
41 做多 2021-06-12T12:00 35289.06 2021-06-20T16:00 33872.90 2325U 45x 104635U 29065U -4299.5U 24766U
42 做多 2021-06-21T20:00 32687.99 2021-06-22T04:00 31608.93 1981U 45x 89157U 24766U -3029.4U 21736U
43 做多 2021-06-25T20:00 32607.07 2021-06-26T04:00 31584.45 1739U 45x 78251U 21736U -2529.9U 19206U
44 做多 2021-06-30T16:00 34849.99 2021-07-01T12:00 33348.30 1537U 45x 69143U 19206U -3045.6U 16161U
45 做多 2021-07-02T00:00 33091.48 2021-07-14T08:00 31830.01 1293U 45x 58179U 16161U -2273.8U 13887U
46 做多 2021-07-15T16:00 31880.50 2021-07-19T20:00 30687.96 1111U 45x 49994U 13887U -1918.2U 11969U
47 做多 2021-07-30T16:00 38642.46 2021-08-11T20:00 46456.02 958U 45x 43088U 11969U +8660.7U 20630U
48 做多 2021-08-12T16:00 44752.56 2021-09-21T04:00 43015.62 1650U 45x 74267U 20630U -2953.8U 17676U
49 做多 2021-09-22T04:00 40734.38 2021-10-05T00:00 49380.00 1414U 45x 63633U 17676U +13428.5U 31104U
50 做多 2021-10-07T20:00 53899.99 2021-10-20T20:00 66875.83 2488U 45x 111975U 31104U +26817.9U 57922U
51 做多 2021-10-21T16:00 64827.90 2021-10-22T00:00 62802.07 4634U 45x 208520U 57922U -6718.1U 51204U
52 做多 2021-10-23T04:00 60688.22 2021-10-27T16:00 58564.00 4096U 45x 184335U 51204U -6630.0U 44574U
53 做多 2021-10-28T04:00 58413.44 2021-11-19T08:00 55900.00 3566U 45x 160467U 44574U -7058.2U 37516U
54 做多 2021-11-22T08:00 57383.39 2021-11-26T16:00 53719.30 3001U 45x 135057U 37516U -8750.2U 28766U
55 做多 2021-12-02T16:00 56314.20 2021-12-04T00:00 53838.65 2301U 45x 103556U 28766U -4651.3U 24114U
56 做多 2021-12-05T20:00 47951.57 2021-12-18T04:00 46131.20 1929U 45x 86812U 24114U -3379.1U 20735U
57 做多 2021-12-20T04:00 46681.23 2022-01-06T00:00 44685.93 1659U 45x 74647U 20735U -3262.1U 17473U
58 做多 2022-01-06T04:00 43451.13 2022-01-07T08:00 41803.11 1398U 45x 62903U 17473U -2446.3U 15027U
59 做多 2022-01-07T20:00 41319.11 2022-01-21T08:00 38465.65 1202U 45x 54097U 15027U -3786.2U 11241U
60 做多 2022-01-21T16:00 38898.18 2022-01-22T04:00 36445.31 899U 45x 40466U 11241U -2589.7U 8651U
61 做多 2022-01-27T12:00 36173.87 2022-02-07T20:00 43835.59 692U 45x 31143U 8651U +6558.5U 15209U
62 做多 2022-02-11T12:00 43359.25 2022-02-14T00:00 42031.16 1217U 45x 54754U 15209U -1730.2U 13479U
63 做多 2022-02-14T08:00 41916.43 2022-02-18T04:00 40515.70 1078U 45x 48525U 13479U -1668.5U 11811U
64 做多 2022-02-20T12:00 38796.64 2022-02-21T16:00 37577.33 945U 45x 42519U 11811U -1377.5U 10433U
65 做多 2022-02-24T08:00 34936.89 2022-03-01T04:00 43160.00 835U 45x 37560U 10433U +8794.1U 19227U
66 做多 2022-03-03T00:00 43704.42 2022-03-04T00:00 42226.74 1538U 45x 69219U 19227U -2407.2U 16820U
67 做多 2022-03-04T08:00 41449.94 2022-03-05T00:00 39782.13 1346U 45x 60553U 16820U -2494.6U 14326U
68 做多 2022-03-07T08:00 37869.45 2022-03-28T04:00 46827.76 1146U 45x 51572U 14326U +12136.1U 26462U
69 做多 2022-03-30T20:00 47160.81 2022-04-01T00:00 45581.97 2117U 45x 95262U 26462U -3281.2U 23180U
70 做多 2022-04-03T04:00 45811.00 2022-04-06T20:00 44168.35 1854U 45x 83450U 23180U -3072.7U 20108U
71 做多 2022-04-09T04:00 42252.01 2022-04-11T20:00 40581.51 1609U 45x 72388U 20108U -2931.5U 17176U
72 做多 2022-04-14T20:00 39964.02 2022-04-25T12:00 38453.92 1374U 45x 61834U 17176U -2396.0U 14780U
73 做多 2022-04-26T20:00 38563.94 2022-05-05T20:00 36909.67 1182U 45x 53209U 14780U -2333.4U 12447U
74 做多 2022-05-08T08:00 34480.24 2022-05-09T16:00 33122.31 996U 45x 44809U 12447U -1807.7U 10639U
75 做多 2022-05-11T12:00 30614.99 2022-05-12T00:00 29372.22 851U 45x 38301U 10639U -1591.5U 9048U
76 做多 2022-05-12T12:00 28193.40 2022-06-13T04:00 26574.53 724U 45x 32571U 9048U -1901.0U 7147U
77 做多 2022-06-13T08:00 25520.05 2022-06-13T16:00 23729.43 572U 45x 25728U 7147U -1829.1U 5318U
78 做多 2022-06-15T16:00 21177.03 2022-06-17T04:00 20401.31 425U 45x 19143U 5318U -719.7U 4598U
79 做多 2022-06-18T08:00 20459.65 2022-06-18T12:00 19258.58 368U 45x 16552U 4598U -987.3U 3611U
80 做多 2022-06-28T08:00 20735.03 2022-06-29T12:00 20093.75 289U 45x 12998U 3611U -414.6U 3196U
81 做多 2022-06-30T12:00 19435.90 2022-07-20T00:00 23401.99 256U 45x 11506U 3196U +2334.0U 5530U
82 做多 2022-07-21T16:00 22606.04 2022-07-25T08:00 21867.75 442U 45x 19908U 5530U -669.4U 4861U
83 做多 2022-07-25T16:00 21941.25 2022-07-26T08:00 21141.53 389U 45x 17498U 4861U -654.6U 4206U
84 做多 2022-07-31T16:00 23801.07 2022-08-02T00:00 22953.59 336U 45x 15141U 4206U -553.7U 3652U
85 做多 2022-08-07T04:00 22954.21 2022-08-19T12:00 21905.88 292U 45x 13148U 3652U -613.0U 3039U
86 做多 2022-08-22T12:00 21097.72 2022-08-27T04:00 20241.05 243U 45x 10941U 3039U -454.8U 2584U
87 做多 2022-08-28T08:00 19990.58 2022-09-07T00:00 18824.41 207U 45x 9304U 2584U -551.5U 2033U
88 做多 2022-09-13T20:00 20829.77 2022-09-14T04:00 20173.57 163U 45x 7318U 2033U -237.6U 1795U
89 做多 2022-09-16T08:00 19744.77 2022-09-19T08:00 18776.93 144U 45x 6463U 1795U -322.9U 1472U
90 做多 2022-09-20T20:00 19238.10 2022-09-22T04:00 18461.36 118U 45x 5300U 1472U -219.1U 1253U
91 做多 2022-09-23T20:00 18711.86 2022-11-09T16:00 17818.08 100U 45x 4512U 1253U -219.8U 1033U
92 做多 2022-11-13T16:00 16659.23 2022-11-14T08:00 16139.79 83U 45x 3720U 1033U -119.6U 914U
93 做多 2022-11-16T20:00 16431.70 2022-11-22T00:00 15722.98 73U 45x 3290U 914U -145.0U 769U
94 做多 2022-11-22T16:00 15747.88 2023-01-13T16:00 18920.95 62U 45x 2768U 769U +554.3U 1323U
95 做多 2023-01-19T04:00 20677.47 2023-02-16T20:00 25072.67 106U 45x 4763U 1323U +1006.7U 2330U
96 做多 2023-02-17T16:00 23789.82 2023-02-25T16:00 22983.85 186U 45x 8387U 2330U -292.3U 2038U
97 做多 2023-03-03T08:00 22319.69 2023-03-09T20:00 21648.57 163U 45x 7335U 2038U -227.7U 1810U
98 做多 2023-03-15T16:00 24754.50 2023-04-11T08:00 30115.95 145U 45x 6516U 1810U +1403.2U 3213U
99 做多 2023-04-13T00:00 29798.59 2023-04-20T04:00 28797.10 257U 45x 11567U 3213U -399.9U 2813U
100 做多 2023-04-22T00:00 27279.91 2023-05-12T12:00 26311.52 225U 45x 10127U 2813U -369.3U 2444U
101 做多 2023-05-16T08:00 27130.00 2023-05-24T20:00 26314.69 196U 45x 8798U 2444U -272.9U 2171U
102 做多 2023-05-30T00:00 27637.94 2023-06-01T08:00 26779.94 174U 45x 7815U 2171U -250.2U 1921U
103 做多 2023-06-02T00:00 26862.68 2023-06-05T20:00 26007.53 154U 45x 6915U 1921U -226.8U 1694U
104 做多 2023-06-07T20:00 26349.52 2023-06-15T04:00 25128.60 136U 45x 6098U 1694U -288.4U 1406U
105 做多 2023-06-24T16:00 30684.38 2023-07-19T00:00 29715.99 112U 45x 5060U 1406U -164.6U 1241U
106 做多 2023-07-21T12:00 29766.81 2023-08-01T08:00 28835.00 99U 45x 4468U 1241U -144.2U 1097U
107 做多 2023-08-03T00:00 29151.56 2023-08-17T20:00 27934.02 88U 45x 3948U 1097U -168.7U 928U
108 做多 2023-08-19T08:00 25967.51 2023-09-11T20:00 25115.97 74U 45x 3341U 928U -112.8U 815U
109 做多 2023-09-15T16:00 26425.16 2023-10-24T04:00 33069.99 65U 45x 2935U 815U +734.4U 1550U
110 做多 2023-10-27T04:00 34151.66 2023-12-04T12:00 41441.10 124U 45x 5579U 1550U +1184.0U 2734U
111 做多 2023-12-11T08:00 42309.58 2023-12-12T00:00 40779.99 219U 45x 9841U 2734U -365.3U 2368U
112 做多 2023-12-13T08:00 40829.36 2024-01-23T04:00 39568.02 189U 45x 8526U 2368U -271.7U 2097U
113 做多 2024-01-23T16:00 38845.56 2024-02-09T16:00 47180.02 168U 45x 7548U 2097U +1610.4U 3707U
114 做多 2024-02-20T08:00 51580.23 2024-02-29T04:00 62432.10 297U 45x 13346U 3707U +2791.6U 6499U
115 做多 2024-03-01T08:00 61105.91 2024-03-14T00:00 73349.24 520U 45x 23395U 6499U +4659.5U 11158U
116 做多 2024-03-14T20:00 70844.01 2024-03-15T08:00 68224.01 893U 45x 40169U 11158U -1524.3U 9634U
117 做多 2024-03-17T00:00 66911.52 2024-03-19T12:00 64704.22 771U 45x 34682U 9634U -1177.6U 8456U
118 做多 2024-03-20T04:00 61937.40 2024-05-01T00:00 59292.95 677U 45x 30443U 8456U -1328.9U 7127U
119 做多 2024-05-01T12:00 57499.99 2024-05-21T00:00 69999.99 570U 45x 25659U 7127U +5546.7U 12674U
120 做多 2024-05-22T00:00 69285.99 2024-05-24T00:00 67199.98 1014U 45x 45627U 12674U -1417.9U 11256U
121 做多 2024-05-24T12:00 67155.93 2024-06-18T20:00 64706.00 900U 45x 40522U 11256U -1517.3U 9739U
122 做多 2024-06-20T04:00 64974.37 2024-06-24T08:00 62862.00 779U 45x 35060U 9739U -1173.7U 8565U
123 做多 2024-06-26T20:00 61467.86 2024-07-04T08:00 59102.00 685U 45x 30834U 8565U -1216.4U 7349U
124 做多 2024-07-05T00:00 58283.62 2024-07-05T08:00 55227.99 588U 45x 26455U 7349U -1412.0U 5937U
125 做多 2024-07-08T00:00 57151.10 2024-07-08T08:00 55160.01 475U 45x 21372U 5937U -765.2U 5171U
126 做多 2024-07-11T08:00 57568.00 2024-07-29T08:00 69347.67 414U 45x 18617U 5171U +3787.0U 8958U
127 做多 2024-07-30T04:00 66784.69 2024-08-01T04:00 64628.00 717U 45x 32250U 8958U -1072.7U 7886U
128 做多 2024-08-01T20:00 62906.60 2024-08-03T20:00 60879.00 631U 45x 28389U 7886U -942.5U 6943U
129 做多 2024-08-04T12:00 60373.99 2024-08-05T04:00 58161.00 555U 45x 24996U 6943U -940.3U 6003U
130 做多 2024-08-08T04:00 55134.16 2024-10-16T00:00 66970.18 480U 45x 21611U 6003U +4613.1U 10616U
131 做多 2024-10-17T12:00 67303.18 2024-11-11T08:00 81612.23 849U 45x 38218U 10616U +8079.0U 18695U
132 做多 2024-11-23T20:00 98400.00 2024-11-26T00:00 94669.48 1496U 45x 67302U 18695U -2616.3U 16079U
133 做多 2024-11-26T12:00 93785.71 2025-01-13T16:00 90851.22 1286U 45x 57883U 16079U -1867.2U 14212U
134 做多 2025-01-21T12:00 101989.05 2025-01-27T16:00 98761.13 1137U 45x 51161U 14212U -1668.8U 12543U
135 做多 2025-01-29T04:00 101335.52 2025-02-03T00:00 98273.16 1003U 45x 45154U 12543U -1408.3U 11134U
136 做多 2025-02-03T08:00 94038.74 2025-02-25T12:00 89320.01 891U 45x 40084U 11134U -2049.4U 9085U
137 做多 2025-02-27T00:00 83856.99 2025-02-28T08:00 80452.44 727U 45x 32706U 9085U -1359.2U 7726U
138 做多 2025-03-03T20:00 90035.37 2025-03-04T00:00 85606.00 618U 45x 27813U 7726U -1394.7U 6331U
139 做多 2025-03-07T08:00 86991.25 2025-03-09T20:00 83080.41 506U 45x 22792U 6331U -1046.4U 5285U
140 做多 2025-03-14T00:00 80211.40 2025-04-07T08:00 77707.77 423U 45x 19025U 5285U -612.2U 4672U
141 做多 2025-04-09T04:00 76322.42 2025-04-23T04:00 93442.99 374U 45x 16821U 4672U +3752.6U 8425U
142 做多 2025-04-24T08:00 92673.95 2025-05-22T08:00 111780.84 674U 45x 30330U 8425U +6216.6U 14642U
143 做多 2025-05-23T16:00 109076.35 2025-05-30T00:00 105731.74 1171U 45x 52710U 14642U -1667.3U 12974U
144 做多 2025-05-30T04:00 105589.75 2025-06-06T00:00 101914.77 1038U 45x 46707U 12974U -1670.7U 11304U
145 做多 2025-06-12T00:00 108742.37 2025-06-13T08:00 104277.22 904U 45x 40693U 11304U -1709.9U 9594U
146 做多 2025-06-15T00:00 104645.67 2025-06-22T20:00 98906.21 767U 45x 34537U 9594U -1926.9U 7667U
147 做多 2025-06-27T04:00 106947.06 2025-11-04T20:00 103197.01 613U 45x 27600U 7667U -994.4U 6672U
148 做多 2025-11-06T20:00 102014.48 2025-11-14T00:00 98682.14 534U 45x 24020U 6672U -807.9U 5864U
149 做多 2025-11-14T08:00 99139.38 2025-11-15T00:00 95778.29 469U 45x 21112U 5864U -736.1U 5128U
150 做多 2025-11-16T20:00 94573.46 2025-11-18T00:00 91678.93 410U 45x 18462U 5128U -582.9U 4545U
151 做多 2025-11-18T04:00 92215.14 2025-11-20T00:00 88884.56 364U 45x 16363U 4545U -606.8U 3939U
152 做多 2025-11-21T00:00 86921.28 2025-11-21T12:00 84049.39 315U 45x 14179U 3939U -482.2U 3456U
153 做多 2025-11-25T20:00 86988.94 2026-01-30T00:00 84012.11 277U 45x 12443U 3456U -437.8U 3019U
154 做多 2026-01-31T20:00 81302.15 2026-02-01T00:00 77750.01 241U 45x 10867U 3019U -485.2U 2533U
155 做多 2026-02-02T00:00 77174.78 2026-02-04T20:00 74136.36 203U 45x 9120U 2533U -367.8U 2166U
156 做多 2026-02-05T04:00 73165.83 2026-02-05T12:00 70756.85 173U 45x 7796U 2166U -264.2U 1901U
157 做多 2026-02-11T16:00 67053.03 2026-02-23T08:00 64934.17 152U 45x 6845U 1901U -222.9U 1678U