Backtest Results
BTC-USDT · BTC 均线趋势跟踪 · 2020-01-01T00:00:00+00:00 — 2026-06-30T08:00:00+00:00
Performance
Return (MTM)
+1898.12%
Realized Return
+1898.12%
Buy & Hold
+488.26%
Max Drawdown
-44.22%
B&H Max DD
-77.08%
Sharpe (Ann.)
1.301
Win Rate
33.73%
Total Trades
83
Avg Hold
96.9 bars
Equity Curve
Price & MA Overlay
Trade History
| # | Entry | Entry Price | Exit | Exit Price | Hold | P&L |
|---|---|---|---|---|---|---|
| 1 | 2020-04-06T08:00:00+00:00 | $7,111.46 | 2020-04-10T08:00:00+00:00 | $6,902.19 | 24b | -3.14% |
| 2 | 2020-04-10T16:00:00+00:00 | $6,917.95 | 2020-04-15T20:00:00+00:00 | $6,624.12 | 31b | -4.44% |
| 3 | 2020-04-16T00:00:00+00:00 | $6,658 | 2020-06-11T16:00:00+00:00 | $9,275.21 | 340b | +39.03% |
| 4 | 2020-06-12T04:00:00+00:00 | $9,430.27 | 2020-06-17T12:00:00+00:00 | $9,385 | 32b | -0.68% |
| 5 | 2020-06-17T20:00:00+00:00 | $9,457.51 | 2020-06-21T20:00:00+00:00 | $9,286.14 | 24b | -2.01% |
| 6 | 2020-06-22T08:00:00+00:00 | $9,455.69 | 2020-06-26T08:00:00+00:00 | $9,173.07 | 24b | -3.18% |
| 7 | 2020-07-08T12:00:00+00:00 | $9,412.81 | 2020-07-12T12:00:00+00:00 | $9,214.39 | 24b | -2.3% |
| 8 | 2020-07-21T04:00:00+00:00 | $9,320.18 | 2020-09-02T08:00:00+00:00 | $11,410.39 | 259b | +22.18% |
| 9 | 2020-10-01T08:00:00+00:00 | $10,908.27 | 2020-10-05T08:00:00+00:00 | $10,667.54 | 24b | -2.4% |
| 10 | 2020-10-05T20:00:00+00:00 | $10,795 | 2021-01-27T08:00:00+00:00 | $30,677.49 | 681b | +183.61% |
| 11 | 2021-01-28T12:00:00+00:00 | $31,992.77 | 2021-03-24T20:00:00+00:00 | $52,276.16 | 332b | +63.07% |
| 12 | 2021-03-26T04:00:00+00:00 | $53,651.25 | 2021-04-18T00:00:00+00:00 | $56,396.39 | 137b | +4.91% |
| 13 | 2021-04-30T12:00:00+00:00 | $57,229.04 | 2021-05-04T12:00:00+00:00 | $53,835.65 | 24b | -6.12% |
| 14 | 2021-05-05T12:00:00+00:00 | $57,660.96 | 2021-05-10T16:00:00+00:00 | $55,712.47 | 31b | -3.57% |
| 15 | 2021-05-12T00:00:00+00:00 | $57,831.45 | 2021-05-16T00:00:00+00:00 | $48,376.17 | 24b | -16.52% |
| 16 | 2021-06-29T12:00:00+00:00 | $36,250 | 2021-07-03T12:00:00+00:00 | $34,630.3 | 24b | -4.66% |
| 17 | 2021-07-24T08:00:00+00:00 | $33,902.04 | 2021-09-08T04:00:00+00:00 | $45,075.97 | 275b | +32.69% |
| 18 | 2021-09-08T08:00:00+00:00 | $46,426.09 | 2021-09-12T08:00:00+00:00 | $46,098.12 | 24b | -0.9% |
| 19 | 2021-09-14T20:00:00+00:00 | $47,127.22 | 2021-09-19T08:00:00+00:00 | $47,338.24 | 27b | +0.25% |
| 20 | 2021-09-19T12:00:00+00:00 | $47,662.42 | 2021-09-23T12:00:00+00:00 | $43,778.95 | 24b | -8.33% |
| 21 | 2021-10-01T08:00:00+00:00 | $47,511.68 | 2021-11-16T00:00:00+00:00 | $60,959.61 | 274b | +28.05% |
| 22 | 2022-02-05T12:00:00+00:00 | $41,802.86 | 2022-02-17T20:00:00+00:00 | $40,536.73 | 74b | -3.22% |
| 23 | 2022-02-18T00:00:00+00:00 | $40,725.17 | 2022-02-22T00:00:00+00:00 | $36,599.3 | 24b | -10.31% |
| 24 | 2022-02-28T12:00:00+00:00 | $40,858.12 | 2022-03-04T16:00:00+00:00 | $39,777.51 | 25b | -2.84% |
| 25 | 2022-03-09T00:00:00+00:00 | $41,217.7 | 2022-03-13T00:00:00+00:00 | $39,201.83 | 24b | -5.08% |
| 26 | 2022-03-16T16:00:00+00:00 | $40,905.2 | 2022-04-08T20:00:00+00:00 | $42,262.02 | 139b | +3.11% |
| 27 | 2022-04-09T20:00:00+00:00 | $42,766.93 | 2022-04-13T20:00:00+00:00 | $41,146.68 | 24b | -3.98% |
| 28 | 2022-07-18T04:00:00+00:00 | $22,245.5 | 2022-07-26T12:00:00+00:00 | $20,743.69 | 50b | -6.94% |
| 29 | 2022-07-26T16:00:00+00:00 | $20,915.9 | 2022-08-19T04:00:00+00:00 | $21,908.48 | 141b | +4.54% |
| 30 | 2022-09-11T20:00:00+00:00 | $21,831.72 | 2022-09-15T20:00:00+00:00 | $19,703.67 | 24b | -9.93% |
| 31 | 2022-10-04T04:00:00+00:00 | $19,972.83 | 2022-10-08T04:00:00+00:00 | $19,501.77 | 24b | -2.55% |
| 32 | 2022-10-14T00:00:00+00:00 | $19,817.93 | 2022-10-18T00:00:00+00:00 | $19,549.96 | 24b | -1.55% |
| 33 | 2022-10-23T16:00:00+00:00 | $19,502.16 | 2022-11-08T04:00:00+00:00 | $19,801.9 | 93b | +1.33% |
| 34 | 2022-12-13T08:00:00+00:00 | $17,446.35 | 2022-12-17T08:00:00+00:00 | $16,709.86 | 24b | -4.41% |
| 35 | 2022-12-20T12:00:00+00:00 | $16,919.12 | 2022-12-25T12:00:00+00:00 | $16,793.08 | 30b | -0.94% |
| 36 | 2022-12-25T20:00:00+00:00 | $16,829.02 | 2022-12-29T20:00:00+00:00 | $16,627.54 | 24b | -1.39% |
| 37 | 2023-01-06T16:00:00+00:00 | $16,934.47 | 2023-02-28T20:00:00+00:00 | $23,145.32 | 319b | +36.4% |
| 38 | 2023-03-01T00:00:00+00:00 | $23,443.06 | 2023-03-05T00:00:00+00:00 | $22,389.75 | 24b | -4.68% |
| 39 | 2023-03-13T12:00:00+00:00 | $24,097.52 | 2023-04-21T16:00:00+00:00 | $27,264.4 | 235b | +12.92% |
| 40 | 2023-04-26T08:00:00+00:00 | $28,960.91 | 2023-05-01T00:00:00+00:00 | $28,573.97 | 28b | -1.53% |
| 41 | 2023-05-01T04:00:00+00:00 | $28,640.55 | 2023-05-06T12:00:00+00:00 | $28,627.75 | 32b | -0.24% |
| 42 | 2023-05-06T16:00:00+00:00 | $28,897.58 | 2023-05-10T16:00:00+00:00 | $27,714.71 | 24b | -4.28% |
| 43 | 2023-05-28T20:00:00+00:00 | $28,070.04 | 2023-06-01T20:00:00+00:00 | $26,828.42 | 24b | -4.61% |
| 44 | 2023-06-19T20:00:00+00:00 | $26,837.78 | 2023-07-24T08:00:00+00:00 | $29,265.01 | 207b | +8.83% |
| 45 | 2023-09-18T08:00:00+00:00 | $27,209.61 | 2023-09-24T20:00:00+00:00 | $26,250.24 | 39b | -3.72% |
| 46 | 2023-09-25T16:00:00+00:00 | $26,330.57 | 2023-10-12T12:00:00+00:00 | $26,667.48 | 101b | +1.08% |
| 47 | 2023-10-12T16:00:00+00:00 | $26,698 | 2024-01-12T20:00:00+00:00 | $42,773.03 | 553b | +59.89% |
| 48 | 2024-01-29T16:00:00+00:00 | $43,000.88 | 2024-02-04T04:00:00+00:00 | $42,822.79 | 33b | -0.61% |
| 49 | 2024-02-04T08:00:00+00:00 | $43,043.21 | 2024-04-02T12:00:00+00:00 | $64,895.42 | 349b | +50.47% |
| 50 | 2024-04-02T16:00:00+00:00 | $65,963.45 | 2024-04-12T16:00:00+00:00 | $66,855.72 | 60b | +1.15% |
| 51 | 2024-05-15T12:00:00+00:00 | $64,742.94 | 2024-06-11T12:00:00+00:00 | $66,204 | 162b | +2.05% |
| 52 | 2024-06-11T16:00:00+00:00 | $67,400.44 | 2024-06-15T16:00:00+00:00 | $66,119.67 | 24b | -2.1% |
| 53 | 2024-07-15T12:00:00+00:00 | $63,070.68 | 2024-08-02T20:00:00+00:00 | $61,418.06 | 110b | -2.81% |
| 54 | 2024-08-23T16:00:00+00:00 | $63,649.84 | 2024-08-27T16:00:00+00:00 | $62,109.68 | 24b | -2.61% |
| 55 | 2024-09-13T12:00:00+00:00 | $59,689.81 | 2024-10-02T16:00:00+00:00 | $60,164.4 | 115b | +0.59% |
| 56 | 2024-10-02T20:00:00+00:00 | $60,631.37 | 2024-10-09T20:00:00+00:00 | $60,578.28 | 42b | -0.29% |
| 57 | 2024-10-10T00:00:00+00:00 | $60,805.03 | 2024-12-20T08:00:00+00:00 | $92,576.31 | 428b | +51.95% |
| 58 | 2024-12-20T12:00:00+00:00 | $96,921.09 | 2024-12-26T08:00:00+00:00 | $95,585.78 | 35b | -1.57% |
| 59 | 2025-01-03T16:00:00+00:00 | $98,562.77 | 2025-01-07T16:00:00+00:00 | $96,401.64 | 24b | -2.39% |
| 60 | 2025-01-15T12:00:00+00:00 | $98,981.81 | 2025-02-02T08:00:00+00:00 | $98,807.02 | 107b | -0.38% |
| 61 | 2025-02-02T12:00:00+00:00 | $99,319.5 | 2025-02-06T12:00:00+00:00 | $97,365.84 | 24b | -2.16% |
| 62 | 2025-04-02T12:00:00+00:00 | $86,792.01 | 2025-04-06T12:00:00+00:00 | $82,518.56 | 24b | -5.11% |
| 63 | 2025-04-12T12:00:00+00:00 | $84,986.86 | 2025-06-05T16:00:00+00:00 | $101,908.77 | 325b | +19.67% |
| 64 | 2025-06-06T04:00:00+00:00 | $103,214.54 | 2025-06-13T00:00:00+00:00 | $104,372.23 | 41b | +0.92% |
| 65 | 2025-06-13T04:00:00+00:00 | $104,946.46 | 2025-06-17T08:00:00+00:00 | $105,659.83 | 25b | +0.48% |
| 66 | 2025-06-20T08:00:00+00:00 | $106,001.7 | 2025-06-24T08:00:00+00:00 | $105,240.53 | 24b | -0.92% |
| 67 | 2025-06-24T20:00:00+00:00 | $106,141 | 2025-07-01T12:00:00+00:00 | $105,986.38 | 40b | -0.35% |
| 68 | 2025-07-02T00:00:00+00:00 | $106,229.67 | 2025-08-01T16:00:00+00:00 | $113,247.92 | 184b | +6.39% |
| 69 | 2025-08-02T00:00:00+00:00 | $113,871.57 | 2025-08-06T00:00:00+00:00 | $113,504.04 | 24b | -0.52% |
| 70 | 2025-08-06T12:00:00+00:00 | $115,417.96 | 2025-08-18T00:00:00+00:00 | $115,397.11 | 69b | -0.22% |
| 71 | 2025-09-10T20:00:00+00:00 | $113,983.97 | 2025-09-22T04:00:00+00:00 | $112,586.65 | 68b | -1.42% |
| 72 | 2025-09-24T12:00:00+00:00 | $113,396.02 | 2025-09-28T12:00:00+00:00 | $110,071.91 | 24b | -3.13% |
| 73 | 2025-09-29T12:00:00+00:00 | $113,884.28 | 2025-10-10T20:00:00+00:00 | $112,980.28 | 68b | -0.99% |
| 74 | 2025-10-13T04:00:00+00:00 | $115,481.11 | 2025-10-17T04:00:00+00:00 | $105,614 | 24b | -8.73% |
| 75 | 2025-10-26T20:00:00+00:00 | $114,548.09 | 2025-10-30T20:00:00+00:00 | $108,308.18 | 24b | -5.64% |
| 76 | 2025-12-29T00:00:00+00:00 | $90,018.79 | 2026-01-02T00:00:00+00:00 | $88,840.02 | 24b | -1.51% |
| 77 | 2026-01-02T08:00:00+00:00 | $89,411.99 | 2026-01-20T16:00:00+00:00 | $89,594 | 110b | 0% |
| 78 | 2026-01-21T12:00:00+00:00 | $90,208.16 | 2026-01-25T12:00:00+00:00 | $88,323.61 | 24b | -2.28% |
| 79 | 2026-03-04T12:00:00+00:00 | $73,428 | 2026-03-08T12:00:00+00:00 | $67,201.03 | 24b | -8.66% |
| 80 | 2026-03-10T04:00:00+00:00 | $70,413.22 | 2026-03-22T08:00:00+00:00 | $68,209.8 | 73b | -3.32% |
| 81 | 2026-03-22T12:00:00+00:00 | $68,844.55 | 2026-03-26T12:00:00+00:00 | $69,035.84 | 24b | +0.08% |
| 82 | 2026-04-06T00:00:00+00:00 | $69,107 | 2026-05-18T00:00:00+00:00 | $76,930.8 | 252b | +11.1% |
| 83 | 2026-05-20T16:00:00+00:00 | $77,675.2 | 2026-05-24T16:00:00+00:00 | $76,773.3 | 24b | -1.36% |