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🎯 月化收益 -0.08%

策略参数

币种
BTC
策略
MA20/100金叉
周期
1小时
初始资金
10000U
杠杆
25x
仓位
18%
止盈
12%
止损
5%
回测天数
约23天
开仓方式
固定比例
模式
做多

📈 交易统计

交易次数
143
盈利次数
49
亏损次数
94
胜率
34.3%
最大连续盈利
4次
最大连续亏损
9次
总收益
-99.79%
最终资金
21U
最大回撤
99.99%
月化收益
-0.08%
盈利因子
0.97

📜 交易记录 (143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 2020-01-11T11:00 8158.49 2020-01-19T09:00 9146.02 1800U 25x 45000U 10000U +5396.5U 15396U
2 做多 2020-01-27T03:00 8569.10 2020-02-06T02:00 9657.11 2771U 25x 69284U 15396U +8718.9U 24115U
3 做多 2020-02-12T04:00 10222.04 2020-02-17T19:00 9609.94 4341U 25x 108519U 24115U -6600.2U 17515U
4 做多 2020-02-19T10:00 10150.74 2020-02-20T05:00 9615.72 3153U 25x 78818U 17515U -4229.0U 13286U
5 做多 2020-02-23T17:00 9885.86 2020-02-26T00:00 9308.85 2392U 25x 59788U 13286U -3545.9U 9740U
6 做多 2020-03-03T01:00 8868.33 2020-03-08T23:00 8400.83 1753U 25x 43831U 9740U -2352.1U 7388U
7 做多 2020-03-18T02:00 5367.79 2020-03-18T18:00 5082.40 1330U 25x 33247U 7388U -1799.1U 5589U
8 做多 2020-03-24T09:00 6540.03 2020-03-28T11:00 6116.92 1006U 25x 25151U 5589U -1650.7U 3938U
9 做多 2020-03-31T08:00 6439.55 2020-04-07T02:00 7240.94 709U 25x 17723U 3938U +2185.6U 6124U
10 做多 2020-04-14T23:00 6906.38 2020-04-27T08:00 7741.66 1102U 25x 27558U 6124U +3302.1U 9426U
11 做多 2020-05-05T14:00 9024.98 2020-05-10T12:00 8559.10 1697U 25x 42417U 9426U -2229.9U 7196U
12 做多 2020-05-13T19:00 9035.98 2020-06-02T07:00 10200.77 1295U 25x 32383U 7196U +4137.8U 11334U
13 做多 2020-06-04T23:00 9829.39 2020-06-12T00:00 9117.01 2040U 25x 51003U 11334U -3743.7U 7590U
14 做多 2020-06-16T15:00 9504.09 2020-06-28T03:00 8938.04 1366U 25x 34156U 7590U -2066.4U 5524U
15 做多 2020-06-30T10:00 9180.83 2020-07-27T13:00 10287.99 994U 25x 24857U 5524U +2969.8U 8494U
16 做多 2020-08-05T23:00 11661.30 2020-09-03T20:00 10818.93 1529U 25x 38222U 8494U -2796.4U 5697U
17 做多 2020-09-10T02:00 10326.38 2020-10-13T05:00 11684.16 1026U 25x 25638U 5697U +3342.0U 9039U
18 做多 2020-10-16T09:00 11526.65 2020-10-22T05:00 12910.57 1627U 25x 40676U 9039U +4838.2U 13877U
19 做多 2020-10-30T01:00 13584.11 2020-11-06T05:00 15227.27 2498U 25x 62448U 13877U +7483.8U 21361U
20 做多 2020-11-09T00:00 15387.99 2020-11-17T23:00 17322.19 3845U 25x 96126U 21361U +11974.3U 33336U
21 做多 2020-11-24T20:00 19176.06 2020-11-26T11:00 17927.98 6000U 25x 150010U 33336U -9903.7U 23432U
22 做多 2020-11-29T15:00 17817.34 2020-12-16T21:00 20319.51 4218U 25x 105443U 23432U +14687.6U 38119U
23 做多 2020-12-23T10:00 23631.99 2020-12-27T05:00 26702.19 6862U 25x 171538U 38119U +22091.9U 60211U
24 做多 2021-01-06T01:00 32742.73 2021-01-07T07:00 36769.36 10838U 25x 270951U 60211U +33016.7U 93228U
25 做多 2021-01-14T13:00 37529.11 2021-01-15T23:00 35610.72 16781U 25x 419526U 93228U -21843.2U 71385U
26 做多 2021-01-16T20:00 37357.15 2021-01-17T14:00 35390.80 12849U 25x 321232U 71385U -17212.9U 54172U
27 做多 2021-01-19T14:00 36599.55 2021-01-20T18:00 34721.51 9751U 25x 243774U 54172U -12740.1U 41432U
28 做多 2021-01-25T12:00 33378.93 2021-01-26T11:00 31518.66 7458U 25x 186444U 41432U -10566.9U 30865U
29 做多 2021-01-29T08:00 34150.23 2021-01-29T15:00 32266.35 5556U 25x 138893U 30865U -7793.2U 23072U
30 做多 2021-02-02T21:00 34844.73 2021-02-06T10:00 39382.10 4153U 25x 103823U 23072U +13402.2U 36474U
31 做多 2021-02-16T06:00 48284.89 2021-02-20T00:00 54368.65 6565U 25x 164133U 36474U +20495.5U 56970U
32 做多 2021-03-02T00:00 49065.40 2021-03-10T08:00 55510.00 10255U 25x 256363U 56970U +33382.5U 90352U
33 做多 2021-03-18T14:00 58910.00 2021-03-21T17:00 55963.32 16263U 25x 406585U 90352U -20723.6U 69628U
34 做多 2021-03-27T10:00 54745.00 2021-04-13T16:00 62711.51 12533U 25x 313328U 69628U +45236.7U 114865U
35 做多 2021-04-26T18:00 53217.03 2021-05-13T07:00 49631.32 20676U 25x 516893U 114865U -35309.8U 79555U
36 做多 2021-05-25T07:00 38796.29 2021-05-25T19:00 36537.16 14320U 25x 357999U 79555U -21183.6U 58372U
37 做多 2021-06-01T04:00 36675.06 2021-06-08T04:00 34440.43 10507U 25x 262673U 58372U -16251.5U 42120U
38 做多 2021-06-10T06:00 37098.53 2021-06-12T12:00 35238.37 7582U 25x 189541U 42120U -9683.8U 32436U
39 做多 2021-06-14T07:00 39020.57 2021-06-18T22:00 36670.39 5839U 25x 145964U 32436U -8928.5U 23508U
40 做多 2021-06-24T01:00 33595.82 2021-06-26T01:00 31681.46 4231U 25x 105786U 23508U -6127.7U 17380U
41 做多 2021-06-28T02:00 32720.01 2021-07-19T20:00 30713.15 3128U 25x 78211U 17380U -4870.5U 12510U
42 做多 2021-07-22T03:00 31627.57 2021-07-26T08:00 36767.47 2252U 25x 56294U 12510U +9083.1U 21593U
43 做多 2021-08-06T03:00 40692.24 2021-08-09T18:00 45646.63 3887U 25x 97168U 21593U +11721.5U 33314U
44 做多 2021-08-14T02:00 46510.58 2021-08-19T11:00 44046.97 5997U 25x 149915U 33314U -8082.8U 25232U
45 做多 2021-08-20T11:00 47054.74 2021-09-11T05:00 44592.91 4542U 25x 113543U 25232U -6048.0U 19184U
46 做多 2021-09-14T21:00 46419.24 2021-09-20T19:00 43739.75 3453U 25x 86327U 19184U -5064.4U 14119U
47 做多 2021-09-24T00:00 43789.24 2021-09-24T19:00 41527.50 2541U 25x 63537U 14119U -3342.0U 10777U
48 做多 2021-09-27T10:00 44174.13 2021-09-28T15:00 41775.25 1940U 25x 48498U 10777U -2679.5U 8098U
49 做多 2021-09-30T22:00 43118.64 2021-10-02T05:00 48344.93 1458U 25x 36440U 8098U +4375.9U 12474U
50 做多 2021-10-14T09:00 58300.02 2021-10-20T21:00 66040.59 2245U 25x 56132U 12474U +7389.1U 19863U
51 做多 2021-10-25T21:00 63233.40 2021-10-27T15:00 59949.93 3575U 25x 89382U 19863U -4726.0U 15137U
52 做多 2021-10-29T22:00 61236.64 2021-11-11T01:00 68633.69 2725U 25x 68115U 15137U +8151.6U 23288U
53 做多 2021-11-15T07:00 65519.10 2021-11-16T09:00 62110.10 4192U 25x 104798U 23288U -5552.0U 17736U
54 做多 2021-11-21T08:00 59352.22 2021-11-23T03:00 55993.03 3193U 25x 79813U 17736U -4592.5U 13144U
55 做多 2021-11-25T20:00 58654.91 2021-11-26T16:00 55210.90 2366U 25x 59147U 13144U -3528.6U 9615U
56 做多 2021-11-29T15:00 57515.13 2021-12-04T03:00 53838.65 1731U 25x 43268U 9615U -2806.3U 6809U
57 做多 2021-12-07T18:00 51309.09 2021-12-09T22:00 48569.16 1226U 25x 30640U 6809U -1665.2U 5144U
58 做多 2021-12-12T17:00 48806.40 2021-12-17T22:00 45971.01 926U 25x 23147U 5144U -1366.5U 3777U
59 做多 2021-12-21T15:00 48579.77 2022-01-01T03:00 45728.28 680U 25x 16997U 3777U -1013.7U 2764U
60 做多 2022-01-02T10:00 47370.50 2022-01-06T03:00 44685.93 497U 25x 12436U 2764U -716.5U 2047U
61 做多 2022-01-11T18:00 41631.02 2022-01-21T11:00 38465.65 368U 25x 9212U 2047U -708.9U 1338U
62 做多 2022-01-25T18:00 36430.39 2022-02-05T07:00 41574.25 241U 25x 6022U 1338U +843.3U 2181U
63 做多 2022-02-15T11:00 43567.76 2022-02-18T02:00 41292.65 393U 25x 9817U 2181U -521.9U 1660U
64 做多 2022-02-25T16:00 38345.27 2022-03-01T06:00 43026.44 299U 25x 7468U 1660U +903.3U 2563U
65 做多 2022-03-09T10:00 39410.93 2022-03-25T18:00 44233.28 461U 25x 11533U 2563U +1398.2U 3961U
66 做多 2022-04-04T04:00 46365.02 2022-04-07T00:00 43781.30 713U 25x 17825U 3961U -1010.1U 2951U
67 做多 2022-04-14T15:00 41271.66 2022-04-18T12:00 38819.06 531U 25x 13279U 2951U -801.6U 2149U
68 做多 2022-04-19T13:00 40660.96 2022-04-25T15:00 38453.92 387U 25x 9672U 2149U -534.1U 1615U
69 做多 2022-04-26T12:00 40560.01 2022-04-27T01:00 38399.09 291U 25x 7268U 1615U -394.1U 1221U
70 做多 2022-04-28T20:00 39560.12 2022-05-05T23:00 36909.67 220U 25x 5495U 1221U -373.3U 848U
71 做多 2022-05-14T03:00 30084.11 2022-05-28T01:00 28388.14 153U 25x 3815U 848U -218.7U 629U
72 做多 2022-05-30T05:00 29235.64 2022-06-12T10:00 27427.48 113U 25x 2831U 629U -177.8U 451U
73 做多 2022-06-20T17:00 20652.36 2022-06-30T14:00 19420.34 81U 25x 2031U 451U -123.1U 328U
74 做多 2022-07-04T19:00 19806.49 2022-07-18T14:00 22194.47 59U 25x 1477U 328U +176.5U 505U
75 做多 2022-07-28T08:00 22785.32 2022-08-19T18:00 21616.13 91U 25x 2271U 505U -118.7U 386U
76 做多 2022-08-23T22:00 21468.15 2022-08-27T07:00 20241.05 69U 25x 1737U 386U -100.9U 285U
77 做多 2022-08-30T16:00 20402.68 2022-09-07T01:00 19102.32 51U 25x 1283U 285U -83.0U 202U
78 做多 2022-09-09T13:00 20534.00 2022-09-17T01:00 19441.99 36U 25x 910U 202U -49.2U 153U
79 做多 2022-09-18T10:00 20032.41 2022-09-19T10:00 18765.15 28U 25x 688U 153U -44.2U 109U
80 做多 2022-09-23T07:00 19401.63 2022-10-13T20:00 18385.30 20U 25x 489U 109U -26.1U 83U
81 做多 2022-10-14T12:00 19812.52 2022-11-09T02:00 18600.51 15U 25x 372U 83U -23.1U 60U
82 做多 2022-11-15T23:00 16987.03 2022-11-21T10:00 16010.70 11U 25x 268U 60U -15.7U 44U
83 做多 2022-11-23T17:00 16566.38 2023-01-13T01:00 18837.06 8U 25x 197U 44U +26.8U 71U
84 做多 2023-01-21T01:00 21353.61 2023-02-02T08:00 24189.85 13U 25x 318U 71U +41.9U 113U
85 做多 2023-02-08T13:00 23224.39 2023-02-10T03:00 22032.71 20U 25x 507U 113U -26.5U 86U
86 做多 2023-02-14T22:00 22247.39 2023-02-16T23:00 25072.67 16U 25x 388U 86U +48.8U 135U
87 做多 2023-02-27T19:00 23428.87 2023-03-03T09:00 22150.31 24U 25x 607U 135U -33.7U 101U
88 做多 2023-03-07T08:00 22415.92 2023-03-10T02:00 21012.89 18U 25x 456U 101U -28.9U 72U
89 做多 2023-03-13T06:00 21702.38 2023-03-14T09:00 24402.53 13U 25x 325U 72U +40.1U 112U
90 做多 2023-03-24T07:00 28295.41 2023-03-28T17:00 26875.03 20U 25x 506U 112U -25.9U 87U
91 做多 2023-03-29T18:00 28382.23 2023-05-12T01:00 26907.28 16U 25x 389U 87U -20.6U 66U
92 做多 2023-05-15T07:00 26917.62 2023-06-06T02:00 25564.43 12U 25x 297U 66U -15.2U 51U
93 做多 2023-06-07T16:00 26816.47 2023-06-15T04:00 24934.21 9U 25x 228U 51U -16.2U 34U
94 做多 2023-06-17T03:00 26382.43 2023-06-21T23:00 29851.58 6U 25x 155U 34U +20.2U 55U
95 做多 2023-06-28T04:00 30649.96 2023-07-24T22:00 29043.38 10U 25x 246U 55U -13.1U 42U
96 做多 2023-07-27T19:00 29507.03 2023-08-17T23:00 27934.02 7U 25x 187U 42U -10.2U 31U
97 做多 2023-08-24T02:00 26462.97 2023-09-11T23:00 25115.97 6U 25x 141U 31U -7.3U 24U
98 做多 2023-09-13T01:00 25903.04 2023-10-20T11:00 29235.38 4U 25x 108U 24U +13.8U 38U
99 做多 2023-10-30T01:00 34562.41 2023-12-02T00:00 38801.92 7U 25x 171U 38U +20.7U 59U
100 做多 2023-12-14T13:00 42808.48 2024-01-11T22:00 48571.22 11U 25x 264U 59U +35.2U 94U
101 做多 2024-01-17T02:00 43013.00 2024-01-19T04:00 40835.60 17U 25x 423U 94U -21.8U 72U
102 做多 2024-01-26T16:00 40133.80 2024-02-08T21:00 44984.00 13U 25x 325U 72U +38.9U 111U
103 做多 2024-02-19T10:00 52148.60 2024-02-28T16:00 59448.42 20U 25x 499U 111U +69.3U 180U
104 做多 2024-03-21T14:00 66980.01 2024-03-22T21:00 63058.61 32U 25x 811U 180U -48.3U 132U
105 做多 2024-03-25T07:00 67209.99 2024-04-14T04:00 61816.02 24U 25x 594U 132U -48.2U 84U
106 做多 2024-04-19T16:00 64639.02 2024-04-30T19:00 61204.42 15U 25x 377U 84U -20.4U 63U
107 做多 2024-05-04T01:00 61805.85 2024-05-21T03:00 69999.99 11U 25x 285U 63U +37.5U 101U
108 做多 2024-05-26T04:00 69100.01 2024-06-15T00:00 65293.40 18U 25x 454U 101U -25.4U 75U
109 做多 2024-06-28T09:00 62091.99 2024-07-04T09:00 58561.10 14U 25x 340U 75U -19.6U 56U
110 做多 2024-07-07T16:00 57650.45 2024-07-16T07:00 64724.14 10U 25x 251U 56U +30.6U 86U
111 做多 2024-07-20T01:00 66755.42 2024-08-01T23:00 62906.60 16U 25x 389U 86U -22.8U 64U
112 做多 2024-08-08T17:00 57339.19 2024-08-24T05:00 64392.58 11U 25x 286U 64U +34.9U 99U
113 做多 2024-09-03T11:00 59110.99 2024-09-05T23:00 55976.01 18U 25x 443U 99U -23.9U 75U
114 做多 2024-09-09T21:00 55686.92 2024-09-19T19:00 62645.44 13U 25x 336U 75U +41.6U 116U
115 做多 2024-09-26T19:00 64393.99 2024-10-02T04:00 60809.02 21U 25x 523U 116U -29.6U 87U
116 做多 2024-10-05T07:00 62086.00 2024-10-29T03:00 69629.98 16U 25x 389U 87U +46.9U 133U
117 做多 2024-11-06T03:00 68995.99 2024-11-10T12:00 79122.02 24U 25x 600U 133U +87.4U 221U
118 做多 2024-11-28T12:00 95742.72 2024-12-17T16:00 107406.61 40U 25x 994U 221U +120.0U 341U
119 做多 2024-12-25T07:00 98663.58 2024-12-30T02:00 93652.00 61U 25x 1534U 341U -79.4U 261U
120 做多 2025-01-01T09:00 93607.74 2025-01-18T00:00 104972.81 47U 25x 1177U 261U +141.5U 403U
121 做多 2025-01-22T07:00 106143.82 2025-01-27T12:00 100410.04 73U 25x 1814U 403U -99.7U 303U
122 做多 2025-01-30T06:00 103492.06 2025-02-02T20:00 98178.00 55U 25x 1365U 303U -71.4U 232U
123 做多 2025-02-04T20:00 99362.04 2025-02-19T01:00 94102.16 42U 25x 1044U 232U -56.2U 176U
124 做多 2025-02-20T10:00 97134.52 2025-02-25T07:00 91552.88 32U 25x 791U 176U -46.2U 130U
125 做多 2025-03-02T04:00 85537.73 2025-03-10T06:00 80358.19 23U 25x 583U 130U -35.8U 94U
126 做多 2025-03-13T05:00 83093.69 2025-04-07T04:00 78867.99 17U 25x 422U 94U -21.8U 72U
127 做多 2025-04-10T09:00 82249.29 2025-04-23T05:00 93039.99 13U 25x 323U 72U +42.1U 114U
128 做多 2025-04-28T14:00 94583.99 2025-05-19T07:00 106454.26 21U 25x 513U 114U +63.7U 178U
129 做多 2025-05-26T21:00 109595.65 2025-05-31T00:00 103898.75 32U 25x 799U 178U -42.3U 135U
130 做多 2025-06-03T08:00 106285.72 2025-06-06T04:00 100483.91 24U 25x 609U 135U -33.8U 102U
131 做多 2025-06-07T15:00 104867.04 2025-06-22T23:00 98906.21 18U 25x 457U 102U -26.4U 75U
132 做多 2025-06-24T10:00 104753.80 2025-07-11T13:00 117860.37 14U 25x 338U 75U +41.9U 117U
133 做多 2025-07-17T05:00 119297.64 2025-08-02T03:00 113328.68 21U 25x 527U 117U -26.8U 90U
134 做多 2025-08-04T23:00 114826.00 2025-08-29T22:00 108198.67 16U 25x 406U 90U -23.8U 66U
135 做多 2025-09-02T10:00 110246.01 2025-10-05T10:00 124031.44 12U 25x 299U 66U +37.0U 103U
136 做多 2025-10-14T06:00 115507.19 2025-10-16T23:00 108549.21 19U 25x 465U 103U -28.5U 75U
137 做多 2025-10-20T07:00 108642.78 2025-11-04T23:00 103197.01 13U 25x 337U 75U -17.2U 58U
138 做多 2025-11-08T17:00 102399.46 2025-11-14T15:00 97151.98 10U 25x 260U 58U -13.6U 44U
139 做多 2025-11-24T06:00 88004.00 2026-01-30T02:00 83477.02 8U 25x 199U 44U -10.4U 34U
140 做多 2026-02-08T20:00 71249.95 2026-02-11T12:00 67584.46 6U 25x 152U 34U -8.0U 26U
141 做多 2026-02-14T08:00 69090.24 2026-02-23T09:00 64427.65 5U 25x 116U 26U -7.9U 18U
142 做多 2026-02-26T02:00 69328.07 2026-02-28T00:00 65475.21 3U 25x 80U 18U -4.5U 13U
143 做多 2026-03-01T20:00 66296.48 2026-03-17T05:00 74401.36 2U 25x 60U 13U +7.3U 21U