fanfan.la 量化回测报告

共 250 份测试报告 (按月化收益排序)

267. BTC 4小时趋势20 月化0.53% +0.53%

193. BTC 4小时趋势20 月化0.43% +0.43%

152. BTC 4小时突破+金叉月化0.40% +0.40%

203. BTC 4小时 RSI超卖+趋势月化0.40% +0.40%

172. BTC 4小时布林下轨+突破+RSI超卖月化0.34% +0.34%

36. ETH 4小时布林10下轨月化0.33% +0.33%

252. ETH 4小时突破+金叉+趋势月化0.31% +0.31%

28. BTC 4小时突破+金叉+布林下轨月化0.31% +0.31%

81. BTC 4小时趋势20 月化0.31% +0.31%

191. ETH 4小时 MA15/20金叉月化0.30% +0.30%

209. ETH 4小时突破50 月化0.28% +0.28%

184. BTC 4小时突破20 月化0.24% +0.24%

178. BTC 4小时布林20下轨月化0.23% +0.23%

33. BTC 4小时趋势+突破月化0.23% +0.23%

52. BTC 4小时布林下轨+金叉+趋势月化0.23% +0.23%

40. BTC 4小时突破+布林下轨月化0.21% +0.21%

96. BTC 4小时趋势30 月化0.19% +0.19%

88. ETH 4小时 MA15/20死叉月化0.18% +0.18%

249. ETH 4小时 MA5/20死叉月化0.17% +0.17%

79. BTC 4小时布林30下轨月化0.16% +0.16%

124. BTC 4小时 RSI5超卖25 月化0.15% +0.15%

155. BTC 1小时布林14下轨月化0.15% +0.15%

222. BTC 4小时突破40 月化0.15% +0.15%

153. ETH 4小时 RSI7超卖22 月化0.14% +0.14%

200. BTC 4小时布林20下轨月化0.14% +0.14%

3. BTC 1小时突破10 月化0.14% +0.14%

83. BTC 4小时金叉+突破月化0.14% +0.14%

192. BTC 4小时布林下轨+趋势+金叉月化0.13% +0.13%

42. BTC 4小时突破50 月化0.13% +0.13%

85. BTC 1小时突破60 月化0.13% +0.13%

227. BTC 1小时金叉+趋势月化0.12% +0.12%

229. BTC 1小时金叉+突破月化0.12% +0.12%

7. BTC 1小时 RSI5超卖15 月化0.12% +0.12%

118. BTC 1小时 RSI5超卖18 月化0.11% +0.11%

134. ETH 4小时突破50 月化0.11% +0.11%

18. BTC 4小时金叉+趋势+突破月化0.11% +0.11%

20. BTC 4小时趋势+RSI超卖+金叉月化0.11% +0.11%

109. ETH 1小时 RSI超卖+金叉月化0.10% +0.10%

196. ETH 1小时趋势100 月化0.10% +0.10%

44. BTC 1小时突破+趋势月化0.10% +0.10%

45. BTC 4小时突破+趋势月化0.10% +0.10%

87. BTC 1小时布林下轨+突破+金叉月化0.10% +0.10%

103. BTC 4小时突破+金叉月化0.09% +0.09%

35. BTC 1小时 MA5/100死叉月化0.09% +0.09%

57. ETH 1小时趋势100 月化0.09% +0.09%

89. BTC 1小时布林14下轨月化0.09% +0.09%

11. BTC 1小时布林14下轨月化0.08% +0.08%

111. ETH 1小时布林30下轨月化0.08% +0.08%

173. BTC 4小时 MA15/40金叉月化0.08% +0.08%

179. BTC 1小时布林下轨+RSI超卖+金叉月化0.08% +0.08%

221. ETH 1小时突破10 月化0.08% +0.08%

232. ETH 4小时突破+趋势+金叉月化0.08% +0.08%

39. ETH 1小时布林下轨+RSI超卖+趋势月化0.08% +0.08%

70. BTC 4小时 RSI7超卖30 月化0.08% +0.08%

115. BTC 4小时 RSI超卖+金叉月化0.07% +0.07%

12. BTC 1小时 RSI5超卖25 月化0.07% +0.07%

234. BTC 4小时 MA5/30金叉月化0.07% +0.07%

244. BTC 4小时趋势100 月化0.07% +0.07%

29. BTC 1小时布林20下轨月化0.07% +0.07%

76. ETH 1小时布林下轨+金叉+RSI超卖月化0.07% +0.07%

104. BTC 1小时突破100 月化0.06% +0.06%

128. BTC 1小时 MA12/60金叉月化0.06% +0.06%

146. ETH 4小时趋势30 月化0.06% +0.06%

149. BTC 1小时突破20 月化0.06% +0.06%

198. BTC 1小时突破10 月化0.06% +0.06%

2. BTC 4小时 MA15/80金叉月化0.06% +0.06%

205. BTC 1小时趋势30 月化0.06% +0.06%

208. BTC 4小时 RSI5超卖20 月化0.06% +0.06%

233. BTC 1小时突破+趋势+布林下轨月化0.06% +0.06%

245. ETH 1小时突破+布林下轨月化0.06% +0.06%

263. ETH 1小时突破30 月化0.06% +0.06%

264. BTC 1小时突破+布林下轨月化0.06% +0.06%

6. BTC 4小时布林下轨+突破月化0.06% +0.06%

80. BTC 1小时突破+趋势月化0.06% +0.06%

94. BTC 4小时 RSI14超卖28 月化0.06% +0.06%

122. BTC 1小时布林20下轨月化0.05% +0.05%

136. BTC 1小时 RSI5超卖20 月化0.05% +0.05%

180. BTC 1小时 RSI21超卖28 月化0.05% +0.05%

212. ETH 1小时突破+RSI超卖月化0.05% +0.05%

218. BTC 4小时 MA15/50金叉月化0.05% +0.05%

5. BTC 1小时趋势60 月化0.05% +0.05%

51. ETH 1小时突破50 月化0.05% +0.05%

65. ETH 1小时突破+布林下轨+金叉月化0.05% +0.05%

67. BTC 4小时布林20下轨月化0.05% +0.05%

1. BTC 1小时突破60 月化0.04% +0.04%

123. BTC 1小时 RSI9超卖28 月化0.04% +0.04%

137. BTC 1小时 RSI7超卖20 月化0.04% +0.04%

207. BTC 4小时突破40 月化0.04% +0.04%

220. ETH 4小时 RSI5超卖18 月化0.04% +0.04%

266. BTC 1小时趋势100 月化0.04% +0.04%

55. BTC 4小时布林30下轨月化0.04% +0.04%

68. BTC 1小时布林30下轨月化0.04% +0.04%

151. BTC 4小时布林20下轨月化0.03% +0.03%

160. BTC 1小时金叉+突破月化0.03% +0.03%

164. ETH 1小时趋势+突破+金叉月化0.03% +0.03%

186. BTC 1小时趋势120 月化0.03% +0.03%

228. BTC 4小时 RSI超卖+突破月化0.03% +0.03%

237. BTC 4小时趋势+布林下轨+突破月化0.03% +0.03%

251. BTC 4小时布林下轨+趋势+金叉月化0.03% +0.03%

74. ETH 1小时 RSI21超卖22 月化0.03% +0.03%

121. BTC 1小时 RSI9超卖20 月化0.02% +0.02%

13. BTC 1小时 MA15/40死叉月化0.02% +0.02%

139. BTC 4小时趋势+RSI超卖+金叉月化0.02% +0.02%

143. BTC 4小时 RSI超卖+布林下轨月化0.02% +0.02%

147. BTC 1小时突破10 月化0.02% +0.02%

157. BTC 1小时 MA12/30金叉月化0.02% +0.02%

16. BTC 1小时金叉+RSI超卖月化0.02% +0.02%

167. BTC 4小时布林30下轨月化0.02% +0.02%

181. ETH 1小时金叉+趋势+RSI超卖月化0.02% +0.02%

217. BTC 1小时 MA10/40死叉月化0.02% +0.02%

219. BTC 1小时 RSI9超卖30 月化0.02% +0.02%

73. ETH 1小时趋势+RSI超卖月化0.02% +0.02%

90. BTC 1小时突破80 月化0.02% +0.02%

112. BTC 1小时趋势100 月化0.01% +0.01%

129. BTC 1小时 MA20/60金叉月化0.01% +0.01%

140. BTC 1小时趋势50 月化0.01% +0.01%

141. BTC 4小时布林下轨+RSI超卖+突破月化0.01% +0.01%

19. ETH 1小时趋势+布林下轨+金叉月化0.01% +0.01%

215. BTC 1小时布林10下轨月化0.01% +0.01%

223. BTC 1小时布林30下轨月化0.01% +0.01%

225. BTC 4小时金叉+趋势月化0.01% +0.01%

240. BTC 4小时 RSI超卖+金叉月化0.01% +0.01%

246. BTC 1小时 RSI超卖+金叉+趋势月化0.01% +0.01%

260. BTC 1小时布林下轨+趋势+RSI超卖月化0.01% +0.01%

30. BTC 4小时趋势100 月化0.01% +0.01%

34. BTC 1小时 RSI超卖+趋势月化0.01% +0.01%

47. BTC 1小时突破+趋势+布林下轨月化0.01% +0.01%

49. BTC 1小时 RSI超卖+突破月化0.01% +0.01%

59. BTC 4小时 MA8/30死叉月化0.01% +0.01%

117. BTC 4小时突破+布林下轨月化0.00% 0.00%

119. BTC 1小时布林20下轨月化0.00% 0.00%

138. BTC 1小时 RSI5超卖18 月化0.00% 0.00%

166. BTC 1小时突破15 月化0.00% 0.00%

188. BTC 4小时趋势+金叉+RSI超卖月化-0.00% -0.00%

265. ETH 1小时 RSI21超卖20 月化0.00% 0.00%

268. BTC 1小时趋势+RSI超卖月化-0.00% -0.00%

43. BTC 1小时布林下轨+趋势月化0.00% 0.00%

72. BTC 1小时突破30 月化0.00% 0.00%

91. BTC 1小时突破60 月化0.00% 0.00%

99. BTC 4小时趋势120 月化0.00% 0.00%

238. BTC 4小时布林下轨+RSI超卖+突破月化-0.01% -0.01%

239. BTC 1小时突破+趋势月化-0.01% -0.01%

50. ETH 1小时布林30下轨月化-0.01% -0.01%

135. BTC 1小时布林20下轨月化-0.02% -0.02%

145. BTC 1小时布林20下轨月化-0.02% -0.02%

162. ETH 1小时布林14下轨月化-0.02% -0.02%

206. BTC 1小时趋势+布林下轨月化-0.02% -0.02%

224. ETH 4小时布林20下轨月化-0.02% -0.02%

110. BTC 4小时布林30下轨月化-0.03% -0.03%

236. BTC 1小时趋势+金叉+突破月化-0.03% -0.03%

242. BTC 1小时布林下轨+趋势+RSI超卖月化-0.03% -0.03%

258. BTC 1小时 MA20/80死叉月化-0.03% -0.03%

63. ETH 1小时布林14下轨月化-0.03% -0.03%

131. BTC 1小时布林20下轨月化-0.04% -0.04%

142. BTC 4小时 RSI14超卖30 月化-0.04% -0.04%

105. BTC 4小时金叉+趋势+RSI超卖月化-0.05% -0.05%

116. BTC 1小时突破20 月化-0.05% -0.05%

58. ETH 4小时趋势80 月化-0.05% -0.05%

71. BTC 1小时趋势100 月化-0.05% -0.05%

101. BTC 1小时布林下轨+RSI超卖月化-0.06% -0.06%

15. BTC 4小时布林下轨+金叉+突破月化-0.06% -0.06%

27. BTC 4小时 MA5/40死叉月化-0.06% -0.06%

144. BTC 1小时金叉+趋势+RSI超卖月化-0.08% -0.08%

187. BTC 4小时突破+布林下轨月化-0.09% -0.09%

26. BTC 1小时金叉+RSI超卖月化-0.09% -0.09%

69. BTC 1小时 MA10/80死叉月化-0.09% -0.09%

100. ETH 1小时突破+RSI超卖月化-0.11% -0.11%

37. BTC 1小时金叉+布林下轨月化-0.11% -0.11%

126. ETH 4小时布林30下轨月化-0.12% -0.12%

248. BTC 4小时 RSI14超卖15 月化-0.12% -0.12%

61. BTC 1小时趋势50 月化-0.12% -0.12%

102. BTC 1小时趋势+突破月化-0.13% -0.13%

22. BTC 4小时突破60 月化-0.13% -0.13%

62. ETH 1小时 RSI7超卖22 月化-0.13% -0.13%

75. ETH 1小时 RSI9超卖18 月化-0.13% -0.13%

82. ETH 4小时 RSI超卖+突破月化-0.13% -0.13%

107. BTC 4小时 MA12/60死叉月化-0.14% -0.14%

66. BTC 1小时突破+金叉月化-0.14% -0.14%

175. BTC 1小时突破+趋势月化-0.16% -0.16%

182. ETH 1小时 MA20/50死叉月化-0.16% -0.16%

269. BTC 4小时趋势+突破+RSI超卖月化-0.16% -0.16%

97. ETH 1小时突破+金叉+RSI超卖月化-0.16% -0.16%

174. BTC 1小时 RSI14超卖18 月化-0.19% -0.19%

201. BTC 4小时 RSI超卖+趋势+金叉月化-0.19% -0.19%

204. ETH 1小时布林20下轨月化-0.19% -0.19%

98. BTC 4小时突破+金叉+趋势月化-0.19% -0.19%

114. BTC 4小时 RSI5超卖25 月化-0.20% -0.20%

127. BTC 1小时趋势+突破月化-0.21% -0.21%

133. BTC 4小时 RSI超卖+布林下轨+突破月化-0.23% -0.23%

31. BTC 1小时布林20下轨月化-0.26% -0.26%

24. BTC 1小时布林下轨+突破+趋势月化-0.27% -0.27%

261. BTC 1小时趋势100 月化-0.27% -0.27%

86. BTC 1小时布林20下轨月化-0.27% -0.27%

106. ETH 1小时 RSI21超卖18 月化-0.28% -0.28%

125. ETH 1小时布林30下轨月化-0.29% -0.29%

8. BTC 4小时 RSI14超卖30 月化-0.29% -0.29%

4. BTC 1小时 RSI超卖+趋势+布林下轨月化-0.30% -0.30%

163. BTC 1小时 MA10/30死叉月化-0.31% -0.31%

177. BTC 1小时 RSI超卖+突破月化-0.32% -0.32%

77. BTC 1小时 RSI7超卖15 月化-0.32% -0.32%

154. ETH 1小时布林20下轨月化-0.33% -0.33%

257. BTC 1小时布林30下轨月化-0.34% -0.34%

120. ETH 1小时突破30 月化-0.35% -0.35%

108. BTC 1小时布林14下轨月化-0.36% -0.36%

216. ETH 1小时 RSI超卖+突破+布林下轨月化-0.37% -0.37%

95. BTC 4小时 MA8/60金叉月化-0.38% -0.38%

183. BTC 1小时布林30下轨月化-0.39% -0.39%

25. BTC 4小时突破50 月化-0.41% -0.41%

202. ETH 4小时布林10下轨月化-0.44% -0.44%

93. BTC 4小时 RSI5超卖20 月化-0.45% -0.45%

84. BTC 1小时突破+趋势+RSI超卖月化-0.47% -0.47%

10. BTC 4小时金叉+RSI超卖月化-0.48% -0.48%

54. BTC 4小时突破30 月化-0.49% -0.49%

262. BTC 4小时金叉+突破月化-0.50% -0.50%

78. BTC 4小时 MA20/50死叉月化-0.50% -0.50%

64. BTC 1小时金叉+布林下轨月化-0.53% -0.53%

156. BTC 1小时布林30下轨月化-0.54% -0.54%

159. BTC 1小时突破+金叉+布林下轨月化-0.57% -0.57%

210. BTC 1小时布林30下轨月化-0.60% -0.60%

165. BTC 1小时 MA10/30金叉月化-0.62% -0.62%

235. BTC 1小时趋势+金叉+RSI超卖月化-0.63% -0.63%

48. BTC 1小时布林20下轨月化-0.63% -0.63%

53. BTC 4小时 RSI超卖+金叉月化-0.64% -0.64%

9. ETH 1小时 RSI超卖+布林下轨月化-0.75% -0.75%

14. BTC 1小时趋势+金叉月化-0.78% -0.78%

21. BTC 1小时金叉+布林下轨+RSI超卖月化-0.81% -0.81%

23. BTC 4小时 MA12/50金叉月化-0.81% -0.81%

41. BTC 4小时 RSI超卖+趋势+金叉月化-0.85% -0.85%

113. BTC 4小时趋势+金叉+突破月化-0.93% -0.93%

46. BTC 4小时布林20下轨月化-1.06% -1.06%

130. BTC 4小时 MA12/50死叉月化-1.09% -1.09%

38. BTC 4小时 RSI21超卖28 月化-1.10% -1.10%

56. BTC 1小时趋势80 月化-1.10% -1.10%

17. ETH 1小时 MA5/40死叉月化-1.30% -1.30%

255. ETH 1小时趋势+金叉月化-1.34% -1.34%

250. BTC 4小时 RSI超卖+趋势月化-1.39% -1.39%

169. BTC 1小时金叉+突破+RSI超卖月化-1.46% -1.46%

60. BTC 4小时 MA8/80金叉月化-1.50% -1.50%

197. ETH 1小时 MA12/40金叉月化-1.58% -1.58%

189. ETH 4小时 MA15/60死叉月化-1.66% -1.66%

253. BTC 4小时金叉+布林下轨月化-1.68% -1.68%

194. ETH 4小时 RSI7超卖15 月化-1.88% -1.88%

185. BTC 4小时 MA8/60死叉月化-1.93% -1.93%

92. ETH 4小时布林10下轨月化-2.15% -2.15%

230. BTC 4小时趋势100 月化-2.18% -2.18%

161. ETH 4小时趋势60 月化-2.79% -2.79%

148. ETH 4小时趋势+金叉+突破月化-3.03% -3.03%

247. BTC 4小时 MA10/50金叉月化-3.07% -3.07%

132. BTC 4小时布林下轨+金叉+突破月化-3.11% -3.11%

259. BTC 4小时 RSI超卖+金叉月化-3.53% -3.53%