Backtest Results
BTC-USDT · BTC 均线趋势跟踪（出场确认优化版） · 2020-01-01T00:00:00+00:00 — 2026-06-30T08:00:00+00:00
Performance
Return (MTM)
+2075.16%
Realized Return
+2075.16%
Buy & Hold
+488.26%
Max Drawdown
-41.88%
B&H Max DD
-77.08%
Sharpe (Ann.)
1.349
Win Rate
26.58%
Total Trades
79
Avg Hold
97.7 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 | 2020-04-10T12:00:00+00:00 | $6,775.69 | 25b | -4.91% |
| 2 | 2020-04-10T16:00:00+00:00 | $6,917.95 | 2020-04-13T04:00:00+00:00 | $6,707.6 | 15b | -3.23% |
| 3 | 2020-04-13T08:00:00+00:00 | $6,790.83 | 2020-06-11T20:00:00+00:00 | $9,268.16 | 357b | +36.21% |
| 4 | 2020-06-12T04:00:00+00:00 | $9,430.27 | 2020-06-14T16:00:00+00:00 | $9,394.87 | 15b | -0.57% |
| 5 | 2020-06-15T20:00:00+00:00 | $9,432.53 | 2020-06-18T16:00:00+00:00 | $9,391.47 | 17b | -0.63% |
| 6 | 2020-06-22T08:00:00+00:00 | $9,455.69 | 2020-06-24T12:00:00+00:00 | $9,238.97 | 13b | -2.49% |
| 7 | 2020-07-08T12:00:00+00:00 | $9,412.81 | 2020-07-10T16:00:00+00:00 | $9,234.18 | 13b | -2.09% |
| 8 | 2020-07-21T04:00:00+00:00 | $9,320.18 | 2020-09-02T12:00:00+00:00 | $11,341.61 | 260b | +21.45% |
| 9 | 2020-10-01T08:00:00+00:00 | $10,908.27 | 2020-10-03T12:00:00+00:00 | $10,550.04 | 13b | -3.48% |
| 10 | 2020-10-05T20:00:00+00:00 | $10,795 | 2020-10-08T00:00:00+00:00 | $10,645.61 | 13b | -1.58% |
| 11 | 2020-10-08T12:00:00+00:00 | $10,901.1 | 2021-01-27T12:00:00+00:00 | $30,398.01 | 666b | +178.3% |
| 12 | 2021-01-28T12:00:00+00:00 | $31,992.77 | 2021-03-25T00:00:00+00:00 | $52,109.27 | 333b | +62.55% |
| 13 | 2021-03-26T04:00:00+00:00 | $53,651.25 | 2021-04-18T04:00:00+00:00 | $56,286.67 | 138b | +4.7% |
| 14 | 2021-04-30T12:00:00+00:00 | $57,229.04 | 2021-05-04T04:00:00+00:00 | $55,935.49 | 22b | -2.46% |
| 15 | 2021-05-05T12:00:00+00:00 | $57,660.96 | 2021-05-10T20:00:00+00:00 | $55,866.41 | 32b | -3.31% |
| 16 | 2021-05-12T00:00:00+00:00 | $57,831.45 | 2021-05-14T04:00:00+00:00 | $50,047.39 | 13b | -13.63% |
| 17 | 2021-06-29T12:00:00+00:00 | $36,250 | 2021-07-01T16:00:00+00:00 | $33,100.01 | 13b | -8.87% |
| 18 | 2021-07-24T08:00:00+00:00 | $33,902.04 | 2021-09-09T00:00:00+00:00 | $46,005.34 | 280b | +35.43% |
| 19 | 2021-09-09T04:00:00+00:00 | $46,280.67 | 2021-09-11T08:00:00+00:00 | $45,555.15 | 13b | -1.76% |
| 20 | 2021-09-14T20:00:00+00:00 | $47,127.22 | 2021-09-19T20:00:00+00:00 | $47,255.92 | 30b | +0.07% |
| 21 | 2021-10-01T08:00:00+00:00 | $47,511.68 | 2021-11-16T04:00:00+00:00 | $60,822.02 | 275b | +27.76% |
| 22 | 2022-02-05T12:00:00+00:00 | $41,802.86 | 2022-02-18T12:00:00+00:00 | $39,844.36 | 78b | -4.88% |
| 23 | 2022-02-28T12:00:00+00:00 | $40,858.12 | 2022-03-04T20:00:00+00:00 | $39,166.51 | 26b | -4.33% |
| 24 | 2022-03-09T00:00:00+00:00 | $41,217.7 | 2022-03-11T04:00:00+00:00 | $39,146.59 | 13b | -5.21% |
| 25 | 2022-03-16T16:00:00+00:00 | $40,905.2 | 2022-04-09T00:00:00+00:00 | $42,391.97 | 140b | +3.43% |
| 26 | 2022-04-09T20:00:00+00:00 | $42,766.93 | 2022-04-12T00:00:00+00:00 | $39,753.87 | 13b | -7.23% |
| 27 | 2022-07-18T04:00:00+00:00 | $22,245.5 | 2022-08-19T08:00:00+00:00 | $21,466.14 | 193b | -3.7% |
| 28 | 2022-09-11T20:00:00+00:00 | $21,831.72 | 2022-09-14T00:00:00+00:00 | $20,325.16 | 13b | -7.09% |
| 29 | 2022-10-04T04:00:00+00:00 | $19,972.83 | 2022-10-07T16:00:00+00:00 | $19,463.01 | 21b | -2.75% |
| 30 | 2022-10-14T00:00:00+00:00 | $19,817.93 | 2022-10-16T04:00:00+00:00 | $19,139.06 | 13b | -3.62% |
| 31 | 2022-10-23T16:00:00+00:00 | $19,502.16 | 2022-11-08T08:00:00+00:00 | $19,704.02 | 94b | +0.83% |
| 32 | 2022-12-13T08:00:00+00:00 | $17,446.35 | 2022-12-16T12:00:00+00:00 | $16,972.18 | 19b | -2.91% |
| 33 | 2022-12-20T12:00:00+00:00 | $16,919.12 | 2022-12-22T16:00:00+00:00 | $16,658.98 | 13b | -1.73% |
| 34 | 2022-12-22T20:00:00+00:00 | $16,815.51 | 2022-12-25T16:00:00+00:00 | $16,792.09 | 17b | -0.34% |
| 35 | 2022-12-25T20:00:00+00:00 | $16,829.02 | 2022-12-28T00:00:00+00:00 | $16,646.21 | 13b | -1.28% |
| 36 | 2023-01-06T16:00:00+00:00 | $16,934.47 | 2023-03-03T04:00:00+00:00 | $22,366.65 | 333b | +31.81% |
| 37 | 2023-03-13T12:00:00+00:00 | $24,097.52 | 2023-04-21T20:00:00+00:00 | $27,253.85 | 236b | +12.87% |
| 38 | 2023-04-26T08:00:00+00:00 | $28,960.91 | 2023-05-01T12:00:00+00:00 | $28,179.14 | 31b | -2.89% |
| 39 | 2023-05-02T16:00:00+00:00 | $28,708.6 | 2023-05-08T00:00:00+00:00 | $28,235.05 | 32b | -1.85% |
| 40 | 2023-05-28T20:00:00+00:00 | $28,070.04 | 2023-05-31T00:00:00+00:00 | $27,661.33 | 13b | -1.65% |
| 41 | 2023-06-19T20:00:00+00:00 | $26,837.78 | 2023-07-24T12:00:00+00:00 | $29,074.19 | 208b | +8.12% |
| 42 | 2023-09-18T08:00:00+00:00 | $27,209.61 | 2023-09-25T00:00:00+00:00 | $26,152.78 | 40b | -4.08% |
| 43 | 2023-09-25T16:00:00+00:00 | $26,330.57 | 2024-01-13T00:00:00+00:00 | $42,600.5 | 656b | +61.47% |
| 44 | 2024-01-29T16:00:00+00:00 | $43,000.88 | 2024-02-01T00:00:00+00:00 | $41,972.65 | 14b | -2.59% |
| 45 | 2024-02-01T16:00:00+00:00 | $43,209.45 | 2024-02-04T20:00:00+00:00 | $42,568.55 | 19b | -1.68% |
| 46 | 2024-02-05T04:00:00+00:00 | $43,036.76 | 2024-04-12T20:00:00+00:00 | $67,148.61 | 406b | +55.71% |
| 47 | 2024-05-15T12:00:00+00:00 | $64,742.94 | 2024-06-13T16:00:00+00:00 | $66,570.39 | 175b | +2.62% |
| 48 | 2024-06-14T08:00:00+00:00 | $66,997.13 | 2024-06-16T12:00:00+00:00 | $66,660.62 | 13b | -0.7% |
| 49 | 2024-07-15T12:00:00+00:00 | $63,070.68 | 2024-08-03T00:00:00+00:00 | $61,841.89 | 111b | -2.14% |
| 50 | 2024-08-23T16:00:00+00:00 | $63,649.84 | 2024-08-27T16:00:00+00:00 | $62,109.68 | 24b | -2.61% |
| 51 | 2024-09-13T12:00:00+00:00 | $59,689.81 | 2024-09-16T04:00:00+00:00 | $58,896.4 | 16b | -1.53% |
| 52 | 2024-09-17T12:00:00+00:00 | $61,147.56 | 2024-10-10T20:00:00+00:00 | $60,279.53 | 140b | -1.62% |
| 53 | 2024-10-11T08:00:00+00:00 | $61,135.59 | 2024-12-22T16:00:00+00:00 | $94,756.15 | 434b | +54.68% |
| 54 | 2024-12-24T12:00:00+00:00 | $98,219.18 | 2024-12-26T16:00:00+00:00 | $96,023.62 | 13b | -2.43% |
| 55 | 2025-01-03T16:00:00+00:00 | $98,562.77 | 2025-01-07T16:00:00+00:00 | $96,401.64 | 24b | -2.39% |
| 56 | 2025-01-15T12:00:00+00:00 | $98,981.81 | 2025-02-02T20:00:00+00:00 | $97,676.52 | 110b | -1.52% |
| 57 | 2025-02-03T16:00:00+00:00 | $102,094.44 | 2025-02-05T20:00:00+00:00 | $96,638.33 | 13b | -5.53% |
| 58 | 2025-04-02T12:00:00+00:00 | $86,792.01 | 2025-04-04T16:00:00+00:00 | $83,967.63 | 13b | -3.45% |
| 59 | 2025-04-12T12:00:00+00:00 | $84,986.86 | 2025-06-05T20:00:00+00:00 | $101,570.2 | 326b | +19.27% |
| 60 | 2025-06-06T04:00:00+00:00 | $103,214.54 | 2025-06-14T16:00:00+00:00 | $104,706.36 | 51b | +1.24% |
| 61 | 2025-06-14T20:00:00+00:00 | $105,465.42 | 2025-06-17T12:00:00+00:00 | $104,246.81 | 16b | -1.35% |
| 62 | 2025-06-20T08:00:00+00:00 | $106,001.7 | 2025-06-22T12:00:00+00:00 | $98,950.3 | 13b | -6.84% |
| 63 | 2025-06-24T20:00:00+00:00 | $106,141 | 2025-07-01T16:00:00+00:00 | $105,403.99 | 41b | -0.89% |
| 64 | 2025-07-02T00:00:00+00:00 | $106,229.67 | 2025-08-01T20:00:00+00:00 | $113,248.73 | 185b | +6.39% |
| 65 | 2025-08-02T00:00:00+00:00 | $113,871.57 | 2025-08-05T16:00:00+00:00 | $113,602.75 | 22b | -0.44% |
| 66 | 2025-08-06T12:00:00+00:00 | $115,417.96 | 2025-08-18T04:00:00+00:00 | $115,283.52 | 70b | -0.32% |
| 67 | 2025-09-10T20:00:00+00:00 | $113,983.97 | 2025-09-22T08:00:00+00:00 | $112,956.04 | 69b | -1.1% |
| 68 | 2025-09-24T12:00:00+00:00 | $113,396.02 | 2025-09-26T16:00:00+00:00 | $109,218.56 | 13b | -3.88% |
| 69 | 2025-09-29T12:00:00+00:00 | $113,884.28 | 2025-10-11T00:00:00+00:00 | $112,417.34 | 69b | -1.49% |
| 70 | 2025-10-13T04:00:00+00:00 | $115,481.11 | 2025-10-15T08:00:00+00:00 | $112,000.01 | 13b | -3.21% |
| 71 | 2025-10-26T20:00:00+00:00 | $114,548.09 | 2025-10-29T00:00:00+00:00 | $112,529.3 | 13b | -1.96% |
| 72 | 2025-12-29T00:00:00+00:00 | $90,018.79 | 2025-12-31T04:00:00+00:00 | $88,503.98 | 13b | -1.88% |
| 73 | 2025-12-31T08:00:00+00:00 | $88,906.29 | 2026-01-20T20:00:00+00:00 | $88,310.6 | 123b | -0.87% |
| 74 | 2026-01-21T12:00:00+00:00 | $90,208.16 | 2026-01-23T16:00:00+00:00 | $89,874 | 13b | -0.57% |
| 75 | 2026-03-04T12:00:00+00:00 | $73,428 | 2026-03-06T16:00:00+00:00 | $68,114.5 | 13b | -7.42% |
| 76 | 2026-03-10T04:00:00+00:00 | $70,413.22 | 2026-03-22T20:00:00+00:00 | $67,844.94 | 76b | -3.84% |
| 77 | 2026-03-23T08:00:00+00:00 | $70,103.4 | 2026-03-26T16:00:00+00:00 | $68,479.59 | 20b | -2.51% |
| 78 | 2026-04-06T00:00:00+00:00 | $69,107 | 2026-05-18T04:00:00+00:00 | $77,086.3 | 253b | +11.32% |
| 79 | 2026-05-20T16:00:00+00:00 | $77,675.2 | 2026-05-22T20:00:00+00:00 | $75,542.2 | 13b | -2.94% |