思路相同但更看重近期数据。反应更快，假信号也更多。
按通行解读列出，并非已确认的事实。
BTC/USDT +1108% · Gold (PAXG) -52%. 在一个市场赢、在另一个市场输的规则，找到的不是优势，而是一个上涨的资产。每个数字只与同一市场、同一期间的买入持有相比。
| 市场 | 收益率 | 买入持有 | 对比基准 | 是否跑赢 | 最大回撤 | 水下期 | 网格胜率 |
|---|---|---|---|---|---|---|---|
| BTC/USDT | 1621% | 513% | +1108% | 是 | 59% | 790d | 100% |
| ETH/USDT | 1151% | 263% | +889% | 是 | 69% | 1961d | 100% |
| Gold (PAXG) | 67% | 120% | -52% | 否 | 17% | 1052d | 6% |
除非某一行另有说明，本页所有数字均来自日线。
以下全部是同一套规则在真实价格历史上的运行结果。选择一个市场，即可看到该市场的成交、资金曲线与参数网格。
K线越细，覆盖的时间越短 — 与日线同样长的分钟级历史会是数百万根，而八年前的分钟级微观结构与今天并不相同。实际使用的区间写在每个结果的上方。
成交 10 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 68 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -47.4% | 0.0% | 0.0% | 0.0% | 0.0% | 36.7% | 89.9% | 7% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 499.8%，最好 713.5%，最差 87.4%。其中 8 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 672% | 713% | 483% | 601% |
| slow 50 | 500% | 614% | 555% | 436% |
| slow 100 | 551% | 585% | 539% | 87% |
| slow 200 | 127% | 130% | 146% | 198% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2023-03-06 | 22,441.46 | 2025-11-24 | 86,786.59 | 142 根 | 15,110.76 | +43,209.47 | +285.9% |
| 2021-08-16 | 46,997.31 | 2022-01-24 | 36,226.43 | 23 根 | 19,642.75 | -4,531.99 | -23.1% |
| 2020-05-18 | 9,685.95 | 2021-07-12 | 34,241.87 | 60 根 | 5,567.44 | +14,075.31 | +252.8% |
| 2020-02-10 | 10,156.8 | 2020-03-16 | 5,357.65 | 5 根 | 10,575.64 | -5,008.2 | -47.4% |
| 2019-05-13 | 6,971.72 | 2019-12-02 | 7,387.8 | 29 根 | 10,000 | +575.64 | +5.8% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2018-01-01 → 2026-09-21 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 52 根 × 68 个起始日期 |
| 输入哈希 | 796ef6e71c01b3ac |
成交 95 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -52.4% | -22.0% | -7.2% | 14.6% | 80.2% | 135.2% | 426.6% | 33% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 1566.4%，最好 2444.7%，最差 992.3%。其中 16 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 1140% | 1603% | 1621% | 1057% |
| slow 50 | 1828% | 1962% | 1650% | 1228% |
| slow 100 | 2445% | 2152% | 1566% | 1448% |
| slow 200 | 1208% | 1047% | 1929% | 992% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 年份 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| 收益率 | -38% | 130% | 223% | 46% | -53% | 70% | 74% | 11% | 9% |
| 最大回撤 | 41% | 37% | 18% | 32% | 53% | 14% | 30% | 19% | 14% |
| 交易 | 6 | 3 | 3 | 5 | 6 | 3 | 5 | 4 | 5 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-08-07 | 64,355.77 | 2026-08-13 | 63,448.25 | 6 根 | 144,228.57 | -2,317.96 | -1.6% |
| 2026-07-16 | 64,788.66 | 2026-08-02 | 62,792.24 | 17 根 | 149,112.1 | -4,883.54 | -3.3% |
| 2026-04-10 | 71,823.87 | 2026-05-23 | 75,501.73 | 43 根 | 142,132.5 | +6,979.6 | +4.9% |
| 2026-03-24 | 70,941.9 | 2026-03-27 | 68,785.9 | 3 根 | 146,880.93 | -4,748.42 | -3.2% |
| 2026-03-16 | 72,851.66 | 2026-03-23 | 67,825.07 | 7 根 | 158,082.28 | -11,201.35 | -7.1% |
| 2026-01-06 | 93,906.64 | 2026-01-25 | 89,180.73 | 19 根 | 166,792.71 | -8,710.43 | -5.2% |
| 2025-10-02 | 118,654.29 | 2025-10-16 | 110,707.9 | 14 根 | 179,122.64 | -12,329.93 | -6.9% |
| 2025-09-14 | 115,976.25 | 2025-09-26 | 108,939.99 | 12 根 | 191,073.64 | -11,951 | -6.3% |
| 2025-06-26 | 107,394.26 | 2025-08-21 | 114,214.09 | 56 根 | 180,024.14 | +11,049.5 | +6.1% |
| 2025-04-20 | 85,119.54 | 2025-06-22 | 102,068.96 | 63 根 | 150,430.16 | +29,593.98 | +19.7% |
| 2025-01-17 | 100,037.29 | 2025-02-06 | 96,564.13 | 20 根 | 156,152.73 | -5,722.57 | -3.7% |
| 2025-01-06 | 98,412.79 | 2025-01-10 | 92,506.21 | 4 根 | 166,455.76 | -10,303.03 | -6.2% |
| 2024-09-19 | 61,790.86 | 2024-12-30 | 93,691.32 | 102 根 | 109,999.9 | +56,455.86 | +51.3% |
| 2024-08-25 | 64,189.1 | 2024-08-29 | 59,005.38 | 4 根 | 119,903.13 | -9,903.23 | -8.3% |
| 2024-07-19 | 64,019.91 | 2024-08-05 | 58,131.92 | 17 根 | 132,312.09 | -12,408.96 | -9.4% |
| 2024-05-18 | 67,057.51 | 2024-06-17 | 66,643.52 | 30 根 | 133,400.55 | -1,088.46 | -0.8% |
| 2024-02-04 | 43,032.61 | 2024-04-16 | 63,388.28 | 72 根 | 90,743.37 | +42,657.18 | +47.0% |
| 2023-09-30 | 26,920.41 | 2024-01-19 | 41,306.85 | 111 根 | 59,257.48 | +31,485.89 | +53.1% |
| 2023-09-23 | 26,593.43 | 2023-09-25 | 26,235.27 | 2 根 | 60,186.71 | -929.24 | -1.5% |
| 2023-06-22 | 30,008.89 | 2023-07-26 | 29,214.3 | 34 根 | 61,947.49 | -1,760.77 | -2.8% |
| 2023-03-16 | 24,297.8 | 2023-05-10 | 27,614.47 | 55 根 | 54,616.35 | +7,331.14 | +13.4% |
| 2023-01-10 | 17,187.63 | 2023-03-07 | 22,398.21 | 56 根 | 41,994.65 | +12,621.69 | +30.1% |
| 2022-12-15 | 17,812.91 | 2022-12-17 | 16,623.18 | 2 根 | 45,090.32 | -3,095.66 | -6.9% |
| 2022-10-27 | 20,782 | 2022-11-10 | 15,914.72 | 14 根 | 58,998.39 | -13,908.07 | -23.6% |
| 2022-07-22 | 23,163.77 | 2022-08-21 | 21,129.5 | 30 根 | 64,808.01 | -5,809.62 | -9.0% |
| 2022-03-19 | 41,778.39 | 2022-04-12 | 39,510.68 | 24 根 | 68,664.84 | -3,856.83 | -5.6% |
| 2022-03-03 | 43,914.94 | 2022-03-07 | 38,401.59 | 4 根 | 78,680.31 | -10,015.47 | -12.7% |
| 2022-02-09 | 44,065.02 | 2022-02-21 | 38,367.7 | 12 根 | 90,544.68 | -11,864.36 | -13.1% |
| 2021-10-05 | 49,249.54 | 2021-11-21 | 59,677.67 | 47 根 | 74,872.42 | +15,672.25 | +20.9% |
| 2021-09-16 | 48,145.46 | 2021-09-21 | 42,995.13 | 5 根 | 84,009.14 | -9,136.72 | -10.9% |
| 2021-07-27 | 37,259.95 | 2021-09-14 | 44,918.25 | 49 根 | 69,825.58 | +14,183.56 | +20.3% |
| 2021-05-09 | 58,895.96 | 2021-05-13 | 49,512.38 | 4 根 | 83,225.21 | -13,399.62 | -16.1% |
| 2020-10-10 | 11,056.17 | 2021-04-23 | 51,665.1 | 195 根 | 17,845.58 | +65,379.62 | +366.4% |
| 2020-07-23 | 9,522.92 | 2020-09-04 | 10,133.22 | 43 根 | 16,804.36 | +1,041.23 | +6.2% |
| 2020-04-17 | 7,105.54 | 2020-06-26 | 9,244.87 | 70 根 | 12,941.57 | +3,862.78 | +29.8% |
| 2020-04-09 | 7,363.94 | 2020-04-16 | 6,617.94 | 7 根 | 14,429.23 | -1,487.66 | -10.3% |
| 2020-01-07 | 7,762.78 | 2020-02-28 | 8,818.84 | 52 根 | 12,726.75 | +1,702.48 | +13.4% |
| 2019-10-29 | 9,209.05 | 2019-11-16 | 8,467.38 | 18 根 | 13,869.21 | -1,142.46 | -8.2% |
| 2019-08-06 | 11,835.91 | 2019-08-18 | 10,210.94 | 12 根 | 16,108.55 | -2,239.34 | -13.9% |
| 2019-02-13 | 3,633.33 | 2019-07-20 | 10,500.53 | 157 根 | 5,584.94 | +10,523.61 | +188.4% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2018-01-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 365 根 × 61 个起始日期 |
| 输入哈希 | 5ac25c79814c359a |
图上显示了 645 笔成交中的 323 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -60.2% | -41.8% | -27.8% | 26.8% | 83.4% | 147.1% | 470.7% | 36% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 798.3%，最好 2938.1%，最差 234.6%。其中 10 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 279% | 456% | 451% | 235% |
| slow 50 | 397% | 536% | 397% | 798% |
| slow 100 | 1476% | 1305% | 1807% | 1163% |
| slow 200 | 2549% | 2134% | 2938% | 1620% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-14 | 79,021.5 | 2026-09-15 | 76,901.54 | 4 根 | 52,657.32 | -1,515.06 | -2.9% |
| 2026-09-03 | 81,388.67 | 2026-09-08 | 78,866.82 | 27 根 | 54,449.89 | -1,792.57 | -3.3% |
| 2026-08-31 | 78,937.51 | 2026-09-01 | 77,273.34 | 6 根 | 55,733.88 | -1,283.99 | -2.3% |
| 2026-08-30 | 78,895.82 | 2026-08-31 | 77,643.16 | 1 根 | 56,746.45 | -1,012.56 | -1.8% |
| 2026-08-17 | 64,232.1 | 2026-08-29 | 77,545.87 | 71 根 | 47,097.81 | +9,648.64 | +20.5% |
| 2026-08-04 | 63,957.96 | 2026-08-11 | 63,938.02 | 39 根 | 47,206.82 | -109.01 | -0.2% |
| 2026-07-31 | 64,812.42 | 2026-07-31 | 63,918.03 | 2 根 | 47,963.2 | -756.38 | -1.6% |
| 2026-07-27 | 65,016.48 | 2026-07-28 | 63,723.98 | 1 根 | 49,034 | -1,070.8 | -2.2% |
| 2026-07-27 | 65,133.34 | 2026-07-27 | 64,521.72 | 1 根 | 49,597.9 | -563.9 | -1.1% |
| 2026-07-18 | 64,155.19 | 2026-07-24 | 64,061.81 | 36 根 | 49,769.63 | -171.74 | -0.4% |
| 2026-07-14 | 64,601.87 | 2026-07-17 | 63,266.35 | 16 根 | 50,921.99 | -1,152.36 | -2.3% |
| 2026-07-09 | 62,899.49 | 2026-07-13 | 62,870.54 | 23 根 | 51,047.44 | -125.45 | -0.3% |
| 2026-07-02 | 61,388.68 | 2026-07-09 | 62,258.86 | 39 根 | 50,434.72 | +612.72 | +1.2% |
| 2026-06-22 | 64,689.55 | 2026-06-23 | 62,854.6 | 5 根 | 52,011.01 | -1,576.29 | -3.0% |
| 2026-06-12 | 63,657.81 | 2026-06-18 | 64,478.19 | 38 根 | 51,452.05 | +558.96 | +1.1% |
| 2026-05-25 | 77,396.18 | 2026-05-26 | 76,013.97 | 8 根 | 52,492.51 | -1,040.46 | -2.0% |
| 2026-05-15 | 80,855.29 | 2026-05-15 | 79,110.68 | 2 根 | 53,757.52 | -1,265.01 | -2.4% |
| 2026-05-01 | 78,485.1 | 2026-05-13 | 78,787.8 | 72 根 | 53,658.2 | +99.32 | +0.2% |
| 2026-04-13 | 73,358.66 | 2026-04-28 | 76,776.77 | 86 根 | 51,371.97 | +2,286.23 | +4.5% |
| 2026-04-06 | 69,068.7 | 2026-04-13 | 70,778.47 | 44 根 | 50,231.36 | +1,140.62 | +2.3% |
| 2026-04-01 | 68,726.35 | 2026-04-02 | 66,187.17 | 7 根 | 52,262.83 | -2,031.48 | -3.9% |
| 2026-03-25 | 70,752.06 | 2026-03-26 | 69,048.1 | 9 根 | 53,659.78 | -1,396.95 | -2.6% |
| 2026-03-24 | 71,193.35 | 2026-03-24 | 69,342.64 | 2 根 | 55,202.22 | -1,542.44 | -2.8% |
| 2026-03-10 | 70,441.21 | 2026-03-19 | 71,179.78 | 53 根 | 54,738.8 | +463.42 | +0.9% |
| 2026-03-02 | 69,164.77 | 2026-03-07 | 67,808.75 | 28 根 | 55,945.23 | -1,206.43 | -2.2% |
| 2026-03-02 | 66,853.44 | 2026-03-02 | 65,974.8 | 1 根 | 56,803.79 | -858.57 | -1.5% |
| 2026-03-01 | 66,501.27 | 2026-03-02 | 65,743.59 | 3 根 | 57,573.48 | -769.68 | -1.3% |
| 2026-02-26 | 68,022.03 | 2026-02-28 | 65,839.15 | 12 根 | 59,601.4 | -2,027.92 | -3.4% |
| 2026-02-21 | 68,649.32 | 2026-02-23 | 64,901.71 | 9 根 | 63,169.16 | -3,567.76 | -5.7% |
| 2026-02-14 | 70,540.99 | 2026-02-16 | 67,505.76 | 13 根 | 66,141.56 | -2,972.4 | -4.5% |
| 2026-01-28 | 89,524.4 | 2026-01-29 | 88,308.78 | 4 根 | 67,186.27 | -1,044.71 | -1.6% |
| 2026-01-12 | 91,710.82 | 2026-01-19 | 92,643.73 | 39 根 | 66,642.86 | +543.41 | +0.8% |
| 2026-01-01 | 88,435.36 | 2026-01-08 | 90,181.66 | 40 根 | 65,483.21 | +1,159.65 | +1.8% |
| 2025-12-30 | 89,060.87 | 2026-01-01 | 87,588.06 | 10 根 | 66,717.62 | -1,234.41 | -1.8% |
| 2025-12-29 | 90,168.61 | 2025-12-30 | 87,193.51 | 5 根 | 69,132.19 | -2,414.58 | -3.5% |
| 2025-12-26 | 88,889.3 | 2025-12-26 | 87,458.08 | 4 根 | 70,404.19 | -1,271.99 | -1.8% |
| 2025-12-20 | 88,319.55 | 2025-12-23 | 87,709 | 21 根 | 71,036.2 | -632.02 | -0.9% |
| 2025-12-12 | 92,559.64 | 2025-12-12 | 90,153.13 | 5 根 | 73,078.42 | -2,042.22 | -2.8% |
| 2025-12-09 | 92,753.85 | 2025-12-11 | 89,827.57 | 12 根 | 75,610.14 | -2,531.72 | -3.4% |
| 2025-12-09 | 90,679.67 | 2025-12-09 | 90,359.82 | 1 根 | 76,029.69 | -419.55 | -0.5% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2018-01-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | a7e1bdb8127131c9 |
图上显示了 1446 笔成交中的 363 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -62.5% | -55.2% | -47.2% | -14.7% | 4.9% | 19.6% | 53.0% | 64% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -60.3%，最好 0.9%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | -90% | -87% | -79% | -60% |
| slow 50 | -82% | -76% | -69% | -41% |
| slow 100 | -68% | -35% | -31% | -27% |
| slow 200 | -24% | -38% | -14% | 1% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-20 | 81,188.51 | 2026-09-23 | 85,468.14 | 67 根 | 1,970.92 | +99.75 | +5.1% |
| 2026-09-17 | 76,408.2 | 2026-09-20 | 80,454.06 | 75 根 | 1,875.55 | +95.37 | +5.1% |
| 2026-09-14 | 77,638.8 | 2026-09-15 | 77,248.07 | 28 根 | 1,888.81 | -13.26 | -0.7% |
| 2026-09-13 | 77,322.65 | 2026-09-13 | 76,675.64 | 3 根 | 1,908.57 | -19.75 | -1.0% |
| 2026-09-11 | 79,282.18 | 2026-09-11 | 77,069.46 | 8 根 | 1,967.29 | -58.73 | -3.0% |
| 2026-09-09 | 79,198.61 | 2026-09-09 | 78,375.21 | 12 根 | 1,991.94 | -24.65 | -1.2% |
| 2026-09-06 | 79,984.36 | 2026-09-07 | 79,719.59 | 8 根 | 2,002.56 | -10.62 | -0.5% |
| 2026-09-05 | 80,098.63 | 2026-09-06 | 79,503.3 | 21 根 | 2,021.59 | -19.03 | -0.9% |
| 2026-09-03 | 77,746.86 | 2026-09-04 | 79,705.85 | 37 根 | 1,975.85 | +45.74 | +2.3% |
| 2026-08-31 | 78,619.72 | 2026-09-01 | 77,876.04 | 18 根 | 1,998.72 | -22.86 | -1.1% |
| 2026-08-31 | 78,749.38 | 2026-08-31 | 77,891.43 | 2 根 | 2,024.78 | -26.06 | -1.3% |
| 2026-08-30 | 78,218.95 | 2026-08-31 | 77,602.11 | 25 根 | 2,044.96 | -20.18 | -1.0% |
| 2026-08-27 | 78,870.1 | 2026-08-28 | 79,381.33 | 33 根 | 2,035.85 | +9.1 | +0.4% |
| 2026-08-23 | 77,224.59 | 2026-08-25 | 78,167.04 | 54 根 | 2,015.34 | +20.52 | +1.0% |
| 2026-08-17 | 63,435.03 | 2026-08-23 | 76,563.7 | 146 根 | 1,673.1 | +342.23 | +20.5% |
| 2026-08-16 | 63,291.63 | 2026-08-16 | 62,898.15 | 5 根 | 1,686.94 | -13.84 | -0.8% |
| 2026-08-15 | 63,157.63 | 2026-08-16 | 62,961.18 | 14 根 | 1,695.59 | -8.65 | -0.5% |
| 2026-08-13 | 63,891.39 | 2026-08-13 | 63,388.3 | 1 根 | 1,712.47 | -16.88 | -1.0% |
| 2026-08-13 | 63,897.77 | 2026-08-13 | 63,452.57 | 4 根 | 1,727.94 | -15.47 | -0.9% |
| 2026-08-12 | 64,272.16 | 2026-08-12 | 63,331.71 | 3 根 | 1,757.11 | -29.17 | -1.7% |
| 2026-08-09 | 65,252.39 | 2026-08-10 | 64,529.7 | 24 根 | 1,780.34 | -23.24 | -1.3% |
| 2026-08-07 | 64,926.44 | 2026-08-09 | 64,756.41 | 41 根 | 1,788.59 | -8.25 | -0.5% |
| 2026-08-03 | 63,726.75 | 2026-08-06 | 64,407.49 | 77 根 | 1,773.23 | +15.36 | +0.9% |
| 2026-08-02 | 63,621.79 | 2026-08-03 | 62,758.61 | 24 根 | 1,801.22 | -27.99 | -1.6% |
| 2026-07-30 | 64,340.16 | 2026-07-31 | 64,199.85 | 22 根 | 1,808.77 | -7.55 | -0.4% |
| 2026-07-29 | 64,467.85 | 2026-07-29 | 63,490.25 | 14 根 | 1,840.29 | -31.53 | -1.7% |
| 2026-07-26 | 64,407.2 | 2026-07-27 | 64,788.85 | 46 根 | 1,833.12 | +7.18 | +0.4% |
| 2026-07-20 | 65,631.55 | 2026-07-22 | 65,603.19 | 45 根 | 1,837.58 | -4.46 | -0.2% |
| 2026-07-17 | 64,152.07 | 2026-07-20 | 63,886.03 | 58 根 | 1,848.93 | -11.35 | -0.6% |
| 2026-07-14 | 63,991.97 | 2026-07-16 | 64,094.8 | 44 根 | 1,849.66 | -0.73 | -0.0% |
| 2026-07-12 | 64,209.79 | 2026-07-12 | 63,854.92 | 6 根 | 1,863.66 | -14 | -0.8% |
| 2026-07-09 | 62,935.11 | 2026-07-12 | 63,967.94 | 68 根 | 1,837.24 | +26.42 | +1.4% |
| 2026-07-07 | 63,593.83 | 2026-07-08 | 62,948.49 | 12 根 | 1,859.79 | -22.55 | -1.2% |
| 2026-07-06 | 63,619.17 | 2026-07-07 | 63,024.47 | 20 根 | 1,881.1 | -21.31 | -1.1% |
| 2026-07-05 | 63,123.55 | 2026-07-06 | 62,452.6 | 14 根 | 1,905.11 | -24.02 | -1.3% |
| 2026-07-01 | 60,177.22 | 2026-07-05 | 62,606.16 | 97 根 | 1,834.87 | +70.25 | +3.8% |
| 2026-06-29 | 60,444.2 | 2026-06-30 | 59,462.26 | 11 根 | 1,868.9 | -34.03 | -1.8% |
| 2026-06-29 | 60,118.04 | 2026-06-29 | 59,550.21 | 3 根 | 1,890.5 | -21.6 | -1.1% |
| 2026-06-27 | 60,320.16 | 2026-06-28 | 60,192.1 | 23 根 | 1,898.31 | -7.81 | -0.4% |
| 2026-06-22 | 64,290.13 | 2026-06-23 | 64,122.91 | 22 根 | 1,907.07 | -8.76 | -0.5% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2022-01-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | fd97eb3f67b2beac |
图上显示了 1342 笔成交中的 337 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -62.6% | -58.9% | -56.1% | -51.9% | -48.2% | -46.2% | -43.3% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -75.8%，最好 -42.4%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | -90% | -90% | -87% | -78% |
| slow 50 | -88% | -80% | -76% | -62% |
| slow 100 | -78% | -69% | -63% | -50% |
| slow 200 | -67% | -60% | -56% | -42% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-23 | 86,493.21 | 2026-09-23 | 86,362.83 | 28 根 | 1,353.54 | -4.74 | -0.4% |
| 2026-09-22 | 86,266.88 | 2026-09-22 | 86,140.91 | 52 根 | 1,358.23 | -4.69 | -0.4% |
| 2026-09-20 | 80,603.26 | 2026-09-22 | 85,729.91 | 143 根 | 1,279.57 | +78.67 | +6.2% |
| 2026-09-19 | 81,282.63 | 2026-09-19 | 81,356.99 | 45 根 | 1,280.96 | -1.39 | -0.1% |
| 2026-09-18 | 76,734.94 | 2026-09-19 | 81,032.78 | 111 根 | 1,215.44 | +65.51 | +5.4% |
| 2026-09-17 | 76,749.82 | 2026-09-17 | 76,489.18 | 1 根 | 1,222.03 | -6.58 | -0.5% |
| 2026-09-17 | 76,858.4 | 2026-09-17 | 76,555.71 | 31 根 | 1,229.31 | -7.29 | -0.6% |
| 2026-09-16 | 76,114.53 | 2026-09-17 | 76,153.91 | 49 根 | 1,231.14 | -1.82 | -0.1% |
| 2026-09-16 | 76,014.34 | 2026-09-16 | 75,638.04 | 13 根 | 1,239.74 | -8.6 | -0.7% |
| 2026-09-16 | 75,987.58 | 2026-09-16 | 75,512.85 | 1 根 | 1,250.03 | -10.29 | -0.8% |
| 2026-09-16 | 76,016.35 | 2026-09-16 | 75,594.19 | 1 根 | 1,259.53 | -9.5 | -0.8% |
| 2026-09-16 | 75,982.31 | 2026-09-16 | 75,608.19 | 15 根 | 1,268.3 | -8.77 | -0.7% |
| 2026-09-16 | 75,922.12 | 2026-09-16 | 75,728.74 | 10 根 | 1,274.08 | -5.78 | -0.4% |
| 2026-09-16 | 75,966.98 | 2026-09-16 | 75,764.11 | 2 根 | 1,280.05 | -5.97 | -0.5% |
| 2026-09-14 | 77,572.77 | 2026-09-14 | 78,386.59 | 83 根 | 1,269.3 | +10.75 | +0.9% |
| 2026-09-13 | 77,224.59 | 2026-09-13 | 76,797.59 | 31 根 | 1,278.91 | -9.61 | -0.8% |
| 2026-09-13 | 77,348.67 | 2026-09-13 | 77,083.79 | 5 根 | 1,285.87 | -6.96 | -0.5% |
| 2026-09-13 | 77,317.37 | 2026-09-13 | 77,153.4 | 16 根 | 1,291.19 | -5.31 | -0.4% |
| 2026-09-12 | 77,349.76 | 2026-09-12 | 77,193.6 | 41 根 | 1,296.39 | -5.2 | -0.4% |
| 2026-09-11 | 78,072 | 2026-09-11 | 77,049.47 | 21 根 | 1,316.22 | -19.83 | -1.5% |
| 2026-09-11 | 77,134.56 | 2026-09-11 | 77,003.22 | 23 根 | 1,321.11 | -4.88 | -0.4% |
| 2026-09-10 | 78,367.24 | 2026-09-10 | 77,986.37 | 14 根 | 1,330.22 | -9.11 | -0.7% |
| 2026-09-09 | 79,364.41 | 2026-09-09 | 78,918.53 | 12 根 | 1,340.41 | -10.19 | -0.8% |
| 2026-09-09 | 78,758.59 | 2026-09-09 | 78,830.57 | 44 根 | 1,341.87 | -1.46 | -0.1% |
| 2026-09-08 | 78,943.45 | 2026-09-08 | 78,381.29 | 15 根 | 1,354.2 | -12.33 | -0.9% |
| 2026-09-08 | 79,337.66 | 2026-09-08 | 78,881.7 | 8 根 | 1,364.75 | -10.55 | -0.8% |
| 2026-09-07 | 79,405.49 | 2026-09-07 | 79,114.89 | 9 根 | 1,372.51 | -7.76 | -0.6% |
| 2026-09-06 | 79,993.05 | 2026-09-07 | 79,752.89 | 34 根 | 1,379.4 | -6.89 | -0.5% |
| 2026-09-06 | 79,961.82 | 2026-09-06 | 79,754.33 | 14 根 | 1,385.75 | -6.36 | -0.5% |
| 2026-09-06 | 79,967.33 | 2026-09-06 | 79,784.34 | 25 根 | 1,391.71 | -5.96 | -0.4% |
| 2026-09-05 | 79,957.97 | 2026-09-05 | 79,730.11 | 4 根 | 1,398.48 | -6.77 | -0.5% |
| 2026-09-05 | 79,694.8 | 2026-09-05 | 79,697.96 | 34 根 | 1,401.23 | -2.74 | -0.2% |
| 2026-09-05 | 79,732.29 | 2026-09-05 | 79,584.13 | 17 根 | 1,406.65 | -5.42 | -0.4% |
| 2026-09-04 | 81,131.71 | 2026-09-04 | 79,646.16 | 14 根 | 1,435.75 | -29.11 | -2.0% |
| 2026-09-04 | 81,058.78 | 2026-09-04 | 80,685.01 | 1 根 | 1,445.29 | -9.54 | -0.7% |
| 2026-09-03 | 77,774.75 | 2026-09-04 | 80,744.62 | 59 根 | 1,394.92 | +50.37 | +3.6% |
| 2026-09-03 | 77,476.72 | 2026-09-03 | 77,469.9 | 37 根 | 1,397.83 | -2.92 | -0.2% |
| 2026-09-02 | 77,375.19 | 2026-09-02 | 77,085.73 | 33 根 | 1,405.89 | -8.06 | -0.6% |
| 2026-09-02 | 77,699.39 | 2026-09-02 | 76,932.39 | 21 根 | 1,422.75 | -16.86 | -1.2% |
| 2026-09-01 | 78,759.37 | 2026-09-01 | 78,270.84 | 14 根 | 1,434.5 | -11.75 | -0.8% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2025-09-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 12408 根 × 61 个起始日期 |
| 输入哈希 | a9f6c28468229207 |
图上显示了 1419 笔成交中的 356 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -74.6% | -73.0% | -71.1% | -68.4% | -66.1% | -65.4% | -64.0% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -90.0%，最好 -51.9%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | -90% | -90% | -90% | -90% |
| slow 50 | -90% | -90% | -90% | -84% |
| slow 100 | -90% | -84% | -82% | -70% |
| slow 200 | -76% | -68% | -60% | -52% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-07-12 | 64,180.07 | 2026-07-12 | 64,073.95 | 30 根 | 1,013.86 | -3.7 | -0.4% |
| 2026-07-12 | 64,084.91 | 2026-07-12 | 64,023.16 | 40 根 | 1,016.87 | -3.01 | -0.3% |
| 2026-07-12 | 64,038.38 | 2026-07-12 | 63,952.7 | 33 根 | 1,020.28 | -3.4 | -0.3% |
| 2026-07-12 | 64,039.92 | 2026-07-12 | 63,864.93 | 8 根 | 1,025.12 | -4.84 | -0.5% |
| 2026-07-12 | 63,951.97 | 2026-07-12 | 63,755.53 | 16 根 | 1,030.34 | -5.22 | -0.5% |
| 2026-07-12 | 64,188.08 | 2026-07-12 | 63,952.52 | 35 根 | 1,036.2 | -5.87 | -0.6% |
| 2026-07-11 | 64,356.78 | 2026-07-11 | 64,219.16 | 27 根 | 1,040.5 | -4.3 | -0.4% |
| 2026-07-11 | 64,411.99 | 2026-07-11 | 64,207.45 | 24 根 | 1,045.91 | -5.4 | -0.5% |
| 2026-07-11 | 64,231.34 | 2026-07-11 | 64,057.95 | 29 根 | 1,050.84 | -4.93 | -0.5% |
| 2026-07-11 | 64,238.88 | 2026-07-11 | 64,140.8 | 3 根 | 1,054.55 | -3.71 | -0.4% |
| 2026-07-11 | 64,287.44 | 2026-07-11 | 64,127.91 | 19 根 | 1,059.29 | -4.74 | -0.4% |
| 2026-07-11 | 64,168.3 | 2026-07-11 | 64,119.92 | 60 根 | 1,062.21 | -2.92 | -0.3% |
| 2026-07-10 | 63,969.16 | 2026-07-11 | 63,980.94 | 56 根 | 1,064.14 | -1.93 | -0.2% |
| 2026-07-10 | 64,017.99 | 2026-07-10 | 63,808.08 | 5 根 | 1,069.78 | -5.64 | -0.5% |
| 2026-07-10 | 64,600.38 | 2026-07-10 | 64,177.9 | 4 根 | 1,078.98 | -9.2 | -0.9% |
| 2026-07-10 | 64,021.99 | 2026-07-10 | 64,274.46 | 58 根 | 1,076.89 | +2.09 | +0.2% |
| 2026-07-10 | 63,425.48 | 2026-07-10 | 63,877.53 | 61 根 | 1,071.41 | +5.48 | +0.5% |
| 2026-07-09 | 63,059.5 | 2026-07-09 | 63,217 | 64 根 | 1,070.88 | +0.53 | +0.1% |
| 2026-07-09 | 63,001.97 | 2026-07-09 | 62,746.64 | 31 根 | 1,077.39 | -6.51 | -0.6% |
| 2026-07-09 | 62,075.72 | 2026-07-09 | 62,794.59 | 78 根 | 1,067.19 | +10.2 | +1.0% |
| 2026-07-09 | 62,660.3 | 2026-07-09 | 62,018.98 | 8 根 | 1,080.38 | -13.19 | -1.2% |
| 2026-07-08 | 62,303.87 | 2026-07-09 | 62,145.13 | 27 根 | 1,085.31 | -4.93 | -0.4% |
| 2026-07-08 | 61,928.32 | 2026-07-08 | 62,068.57 | 52 根 | 1,085.03 | +0.28 | +0.0% |
| 2026-07-08 | 62,367.17 | 2026-07-08 | 62,036.86 | 13 根 | 1,092.99 | -7.96 | -0.7% |
| 2026-07-08 | 62,913.49 | 2026-07-08 | 62,182.89 | 10 根 | 1,108.04 | -15.06 | -1.4% |
| 2026-07-08 | 63,713.82 | 2026-07-08 | 63,393.66 | 10 根 | 1,115.87 | -7.83 | -0.7% |
| 2026-07-07 | 63,739.84 | 2026-07-07 | 63,414.28 | 5 根 | 1,123.84 | -7.97 | -0.7% |
| 2026-07-07 | 63,509.61 | 2026-07-07 | 63,728.5 | 46 根 | 1,122.23 | +1.62 | +0.1% |
| 2026-07-07 | 63,445.52 | 2026-07-07 | 63,124.42 | 19 根 | 1,130.19 | -7.97 | -0.7% |
| 2026-07-07 | 63,213.6 | 2026-07-07 | 63,125.13 | 22 根 | 1,134.04 | -3.85 | -0.3% |
| 2026-07-07 | 63,295.62 | 2026-07-07 | 63,096.43 | 14 根 | 1,139.9 | -5.86 | -0.5% |
| 2026-07-07 | 64,288.13 | 2026-07-07 | 63,900.03 | 2 根 | 1,149.12 | -9.22 | -0.8% |
| 2026-07-07 | 64,243.27 | 2026-07-07 | 64,020.29 | 1 根 | 1,155.43 | -6.31 | -0.5% |
| 2026-07-06 | 63,916.31 | 2026-07-06 | 64,057.97 | 37 根 | 1,155.18 | +0.25 | +0.0% |
| 2026-07-06 | 62,083.03 | 2026-07-06 | 63,590.19 | 64 根 | 1,130.06 | +25.12 | +2.2% |
| 2026-07-06 | 62,988.2 | 2026-07-06 | 62,452.6 | 5 根 | 1,142.04 | -11.97 | -1.1% |
| 2026-07-06 | 62,953.13 | 2026-07-06 | 62,790.59 | 2 根 | 1,147.28 | -5.25 | -0.5% |
| 2026-07-06 | 63,199.58 | 2026-07-06 | 62,925.97 | 5 根 | 1,154.58 | -7.3 | -0.6% |
| 2026-07-05 | 62,913.44 | 2026-07-06 | 63,423.99 | 58 根 | 1,147.58 | +7 | +0.6% |
| 2026-07-05 | 62,791.38 | 2026-07-05 | 62,708.63 | 24 根 | 1,151.39 | -3.81 | -0.3% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2026-03-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | 7fb77ef613f0cf29 |
成交 15 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 68 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -55.0% | -27.7% | 0.0% | 0.0% | 0.0% | 20.0% | 87.7% | 16% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 108.6%，最好 571.4%，最差 -47.3%。其中 5 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 571% | 280% | 260% | 94% |
| slow 50 | 330% | 351% | 324% | 228% |
| slow 100 | 120% | 109% | 72% | -7% |
| slow 200 | -41% | -47% | -27% | 29% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2025-07-21 | 3,758.57 | 2025-12-08 | 3,058.33 | 20 根 | 44,081.37 | -8,284.22 | -18.8% |
| 2024-11-25 | 3,362.89 | 2025-02-17 | 2,660.08 | 12 根 | 55,839.54 | -11,758.17 | -21.1% |
| 2023-11-13 | 2,045.71 | 2024-08-19 | 2,610.84 | 40 根 | 43,840.36 | +11,999.18 | +27.4% |
| 2023-03-20 | 1,781.56 | 2023-09-11 | 1,616.61 | 25 根 | 48,410.28 | -4,569.92 | -9.4% |
| 2020-05-11 | 187.71 | 2022-02-07 | 3,053.47 | 91 根 | 2,982.01 | +45,428.28 | +1523.4% |
| 2020-02-17 | 259.02 | 2020-03-23 | 122.25 | 5 根 | 6,330.89 | -3,348.88 | -52.9% |
| 2019-06-03 | 269 | 2019-09-02 | 170.64 | 13 根 | 10,000 | -3,669.11 | -36.7% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2018-01-01 → 2026-09-21 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 52 根 × 68 个起始日期 |
| 输入哈希 | d55a39d1d1691836 |
成交 91 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -49.6% | -31.4% | -10.8% | 15.1% | 62.0% | 297.2% | 486.1% | 33% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 1398.6%，最好 3306.3%，最差 699.4%。其中 16 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 1399% | 1982% | 1151% | 3306% |
| slow 50 | 2765% | 1715% | 972% | 1743% |
| slow 100 | 893% | 1820% | 2404% | 1613% |
| slow 200 | 782% | 1261% | 1075% | 699% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 年份 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| 收益率 | -32% | 23% | 267% | 34% | -47% | 8% | -0% | 73% | 21% |
| 最大回撤 | 44% | 51% | 30% | 45% | 56% | 35% | 46% | 27% | 19% |
| 交易 | 3 | 3 | 2 | 6 | 6 | 5 | 7 | 3 | 2 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-04-08 | 2,241.13 | 2026-05-17 | 2,179.68 | 39 根 | 87,150.9 | -2,558.98 | -2.9% |
| 2026-03-17 | 2,354.15 | 2026-03-28 | 1,991.76 | 11 根 | 103,213.41 | -16,062.52 | -15.6% |
| 2026-01-05 | 3,146.28 | 2026-01-23 | 2,951.22 | 18 根 | 110,255.51 | -7,042.1 | -6.4% |
| 2025-10-05 | 4,489.4 | 2025-10-11 | 3,827.81 | 6 根 | 129,570.97 | -19,315.46 | -14.9% |
| 2025-07-04 | 2,592.56 | 2025-09-25 | 4,150.73 | 83 根 | 81,092.28 | +48,478.69 | +59.8% |
| 2025-04-30 | 1,798.71 | 2025-06-22 | 2,294.57 | 53 根 | 63,695.29 | +17,397 | +27.3% |
| 2025-01-07 | 3,689.28 | 2025-01-08 | 3,379.62 | 1 根 | 69,670.7 | -5,975.41 | -8.6% |
| 2024-11-08 | 2,896.92 | 2024-12-23 | 3,280.19 | 45 根 | 61,653.26 | +8,017.44 | +13.0% |
| 2024-10-16 | 2,608.71 | 2024-11-04 | 2,456.5 | 19 根 | 65,604.56 | -3,951.31 | -6.0% |
| 2024-09-24 | 2,648.3 | 2024-10-04 | 2,348.63 | 10 根 | 74,123.63 | -8,519.07 | -11.5% |
| 2024-07-20 | 3,505.28 | 2024-07-28 | 3,247.38 | 8 根 | 80,170.71 | -6,047.07 | -7.5% |
| 2024-05-21 | 3,663.62 | 2024-06-19 | 3,481.68 | 29 根 | 84,529.09 | -4,358.38 | -5.2% |
| 2024-04-11 | 3,547.41 | 2024-04-13 | 3,235.8 | 2 根 | 92,854.87 | -8,325.78 | -9.0% |
| 2024-02-09 | 2,420.77 | 2024-04-04 | 3,309.17 | 55 根 | 68,062.37 | +24,792.5 | +36.4% |
| 2023-10-24 | 1,766.35 | 2024-01-26 | 2,217.53 | 94 根 | 54,322.96 | +13,739.41 | +25.3% |
| 2023-10-02 | 1,734.67 | 2023-10-10 | 1,579.34 | 8 根 | 59,785.04 | -5,462.08 | -9.1% |
| 2023-06-24 | 1,893.58 | 2023-07-26 | 1,856.73 | 32 根 | 61,093.48 | -1,308.44 | -2.1% |
| 2023-05-30 | 1,893.55 | 2023-06-11 | 1,750.64 | 12 根 | 66,212.73 | -5,119.25 | -7.7% |
| 2023-05-06 | 1,994.3 | 2023-05-09 | 1,846.63 | 3 根 | 71,650.77 | -5,438.04 | -7.6% |
| 2023-03-16 | 1,650.77 | 2023-05-02 | 1,829.81 | 47 根 | 64,769.45 | +6,881.32 | +10.6% |
| 2023-01-07 | 1,269.76 | 2023-03-06 | 1,563.79 | 58 根 | 52,696.8 | +12,072.66 | +22.9% |
| 2022-12-14 | 1,321.35 | 2022-12-17 | 1,166.24 | 3 根 | 59,825.2 | -7,128.4 | -11.9% |
| 2022-10-27 | 1,566.89 | 2022-11-11 | 1,298.63 | 15 根 | 72,328.01 | -12,502.82 | -17.3% |
| 2022-09-11 | 1,775.01 | 2022-09-16 | 1,472.02 | 5 根 | 87,389.74 | -15,061.72 | -17.2% |
| 2022-07-19 | 1,581.82 | 2022-08-27 | 1,507.43 | 39 根 | 91,886.19 | -4,496.45 | -4.9% |
| 2022-03-20 | 2,952.33 | 2022-04-18 | 2,986.58 | 29 根 | 91,014.27 | +871.92 | +1.0% |
| 2022-02-16 | 3,185.12 | 2022-02-19 | 2,777.91 | 3 根 | 104,564.89 | -13,550.62 | -13.0% |
| 2022-02-11 | 3,073.9 | 2022-02-13 | 2,917.12 | 2 根 | 110,405.14 | -5,840.24 | -5.3% |
| 2021-12-09 | 4,439.13 | 2021-12-10 | 4,103.59 | 1 根 | 119,671.83 | -9,266.69 | -7.7% |
| 2021-12-01 | 4,632.57 | 2021-12-06 | 4,194.34 | 5 根 | 132,439.71 | -12,767.88 | -9.6% |
| 2021-10-06 | 3,517.24 | 2021-11-27 | 4,039.18 | 52 根 | 115,556.77 | +16,882.94 | +14.6% |
| 2021-07-28 | 2,300.62 | 2021-09-21 | 2,975.83 | 55 根 | 89,515.97 | +26,040.8 | +29.1% |
| 2021-03-30 | 1,817.67 | 2021-05-23 | 2,294.3 | 54 根 | 71,061.29 | +18,454.67 | +26.0% |
| 2021-03-09 | 1,834.14 | 2021-03-26 | 1,585.04 | 17 根 | 82,393.69 | -11,332.4 | -13.8% |
| 2020-10-13 | 386.7 | 2021-03-01 | 1,417.96 | 139 根 | 22,515.22 | +59,878.47 | +265.9% |
| 2020-07-07 | 241.72 | 2020-09-07 | 352.67 | 62 根 | 15,462.72 | +7,052.5 | +45.6% |
| 2020-04-10 | 169.64 | 2020-07-01 | 225.48 | 82 根 | 11,657.15 | +3,805.57 | +32.6% |
| 2020-01-11 | 144.9 | 2020-03-09 | 199.33 | 58 根 | 8,491.09 | +3,166.06 | +37.3% |
| 2019-10-30 | 190.55 | 2019-11-20 | 175.84 | 21 根 | 9,219.5 | -728.41 | -7.9% |
| 2019-09-18 | 207.95 | 2019-09-27 | 165.84 | 9 根 | 11,584.08 | -2,364.58 | -20.4% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2018-01-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 365 根 × 61 个起始日期 |
| 输入哈希 | 8a0ea583ad86fcf3 |
图上显示了 667 笔成交中的 334 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -56.7% | -41.3% | -16.1% | 13.9% | 51.0% | 209.6% | 392.7% | 41% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 2138.4%，最好 5411.9%，最差 270.4%。其中 16 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 340% | 270% | 396% | 698% |
| slow 50 | 725% | 1649% | 2138% | 1107% |
| slow 100 | 3631% | 4086% | 3643% | 2487% |
| slow 200 | 4765% | 5412% | 4610% | 2887% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 2,560.71 | 2026-09-15 | 2,475.17 | 23 根 | 48,538.86 | -1,715.13 | -3.5% |
| 2026-09-03 | 2,519.44 | 2026-09-10 | 2,471.72 | 39 根 | 49,574.93 | -1,036.07 | -2.1% |
| 2026-08-31 | 2,483.08 | 2026-09-01 | 2,417.98 | 6 根 | 51,011.59 | -1,436.65 | -2.8% |
| 2026-08-30 | 2,482.35 | 2026-08-31 | 2,419.73 | 3 根 | 52,436.5 | -1,424.91 | -2.7% |
| 2026-08-17 | 1,901.88 | 2026-08-29 | 2,443.53 | 74 根 | 40,894.82 | +11,541.69 | +28.2% |
| 2026-08-05 | 1,917.98 | 2026-08-10 | 1,877.58 | 30 根 | 41,858.34 | -963.52 | -2.3% |
| 2026-07-26 | 1,915.17 | 2026-07-31 | 1,883.33 | 28 根 | 42,651.2 | -792.87 | -1.9% |
| 2026-07-10 | 1,777.02 | 2026-07-24 | 1,882.99 | 86 根 | 40,331.48 | +2,319.72 | +5.8% |
| 2026-07-01 | 1,618.88 | 2026-07-09 | 1,729.83 | 44 根 | 37,820.09 | +2,511.39 | +6.6% |
| 2026-06-22 | 1,747.21 | 2026-06-23 | 1,682.18 | 6 根 | 39,360.9 | -1,540.81 | -3.9% |
| 2026-06-21 | 1,735.01 | 2026-06-22 | 1,706.09 | 1 根 | 40,108.25 | -747.36 | -1.9% |
| 2026-06-12 | 1,674.72 | 2026-06-18 | 1,704.55 | 38 根 | 39,485.23 | +623.02 | +1.6% |
| 2026-05-10 | 2,348.73 | 2026-05-12 | 2,294.05 | 10 根 | 40,507.34 | -1,022.11 | -2.5% |
| 2026-05-02 | 2,303.24 | 2026-05-07 | 2,293.67 | 31 根 | 40,757.76 | -250.42 | -0.6% |
| 2026-04-26 | 2,368.58 | 2026-04-27 | 2,273.93 | 5 根 | 42,539.27 | -1,781.51 | -4.2% |
| 2026-04-22 | 2,391.17 | 2026-04-24 | 2,307.48 | 11 根 | 44,170.56 | -1,631.28 | -3.7% |
| 2026-04-06 | 2,111.23 | 2026-04-19 | 2,298.51 | 83 根 | 40,652.72 | +3,517.84 | +8.6% |
| 2026-03-31 | 2,097.59 | 2026-04-03 | 2,061.61 | 16 根 | 41,445 | -792.29 | -1.9% |
| 2026-03-25 | 2,157.3 | 2026-03-26 | 2,067.42 | 9 根 | 43,333.43 | -1,888.43 | -4.4% |
| 2026-03-10 | 2,052.03 | 2026-03-19 | 2,117.75 | 56 根 | 42,072.63 | +1,260.81 | +3.0% |
| 2026-03-02 | 2,048.35 | 2026-03-07 | 1,979.23 | 27 根 | 43,629.17 | -1,556.54 | -3.6% |
| 2026-03-01 | 2,008.23 | 2026-03-02 | 1,946.83 | 7 根 | 45,095.44 | -1,466.27 | -3.3% |
| 2026-02-25 | 2,072.14 | 2026-02-28 | 1,865.8 | 15 根 | 50,182.82 | -5,087.38 | -10.1% |
| 2026-02-22 | 1,981.78 | 2026-02-22 | 1,953.01 | 1 根 | 51,023.94 | -841.13 | -1.7% |
| 2026-02-14 | 2,058.23 | 2026-02-16 | 1,965.61 | 10 根 | 53,535.22 | -2,511.28 | -4.7% |
| 2026-01-28 | 3,006.68 | 2026-01-29 | 2,822.9 | 9 根 | 57,134.79 | -3,599.57 | -6.3% |
| 2026-01-13 | 3,186 | 2026-01-19 | 3,205.87 | 34 根 | 56,894.44 | +240.34 | +0.4% |
| 2025-12-29 | 3,045.27 | 2026-01-08 | 3,102.64 | 63 根 | 55,954.3 | +940.15 | +1.7% |
| 2025-12-20 | 2,978.75 | 2025-12-23 | 2,942.48 | 19 根 | 56,757.42 | -803.12 | -1.4% |
| 2025-12-07 | 3,139.48 | 2025-12-12 | 3,072.2 | 30 根 | 58,116.42 | -1,359 | -2.3% |
| 2025-12-03 | 3,058.97 | 2025-12-07 | 3,035.76 | 24 根 | 58,677.94 | -561.52 | -1.0% |
| 2025-11-25 | 2,913.45 | 2025-12-01 | 2,824.36 | 36 根 | 60,650 | -1,972.06 | -3.3% |
| 2025-11-12 | 3,551.14 | 2025-11-12 | 3,426.14 | 1 根 | 62,988.78 | -2,338.77 | -3.7% |
| 2025-11-09 | 3,581.79 | 2025-11-12 | 3,426.53 | 15 根 | 65,974.77 | -2,985.99 | -4.5% |
| 2025-10-25 | 3,923.17 | 2025-10-29 | 3,903.75 | 28 根 | 66,435.77 | -461 | -0.7% |
| 2025-10-21 | 4,083.7 | 2025-10-22 | 3,857.65 | 3 根 | 70,469.57 | -4,033.8 | -5.7% |
| 2025-10-20 | 4,028.91 | 2025-10-21 | 3,888.11 | 8 根 | 73,167.64 | -2,698.07 | -3.7% |
| 2025-10-09 | 4,527.98 | 2025-10-09 | 4,448.57 | 1 根 | 74,622.8 | -1,455.16 | -1.9% |
| 2025-09-29 | 4,166.89 | 2025-10-08 | 4,444.93 | 54 根 | 70,095.13 | +4,527.67 | +6.5% |
| 2025-09-18 | 4,616.73 | 2025-09-19 | 4,472.69 | 9 根 | 72,497.26 | -2,402.13 | -3.3% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2018-01-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | b92fb802c43ffcb0 |
图上显示了 1494 笔成交中的 375 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -54.5% | -46.1% | -40.6% | -28.8% | -15.8% | -0.3% | 16.7% | 92% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -58.7%，最好 -22.9%，最差 -90.2%。其中 2 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | -90% | -90% | -83% | -61% |
| slow 50 | -84% | -62% | -57% | -29% |
| slow 100 | -59% | -45% | -61% | -42% |
| slow 200 | -52% | -23% | -28% | -33% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-20 | 2,627.71 | 2026-09-23 | 2,726.59 | 66 根 | 1,669.53 | +59.36 | +3.6% |
| 2026-09-17 | 2,437.29 | 2026-09-20 | 2,578.5 | 73 根 | 1,581.25 | +88.27 | +5.6% |
| 2026-09-14 | 2,517.55 | 2026-09-15 | 2,489.46 | 23 根 | 1,602.29 | -21.04 | -1.3% |
| 2026-09-11 | 2,477.95 | 2026-09-13 | 2,511.93 | 46 根 | 1,583.78 | +18.51 | +1.2% |
| 2026-09-09 | 2,497.52 | 2026-09-09 | 2,464.26 | 19 根 | 1,608.37 | -24.59 | -1.5% |
| 2026-09-08 | 2,505.57 | 2026-09-08 | 2,483.48 | 1 根 | 1,625.93 | -17.56 | -1.1% |
| 2026-09-07 | 2,506.73 | 2026-09-07 | 2,489.04 | 2 根 | 1,640.76 | -14.83 | -0.9% |
| 2026-09-05 | 2,482.25 | 2026-09-07 | 2,487.77 | 41 根 | 1,640.4 | +0.36 | +0.0% |
| 2026-09-03 | 2,424.48 | 2026-09-04 | 2,459.01 | 28 根 | 1,620.61 | +19.8 | +1.2% |
| 2026-08-31 | 2,470.42 | 2026-09-01 | 2,457.95 | 19 根 | 1,632.09 | -11.49 | -0.7% |
| 2026-08-30 | 2,460.17 | 2026-08-31 | 2,427.03 | 24 根 | 1,657.69 | -25.6 | -1.5% |
| 2026-08-28 | 2,510.42 | 2026-08-28 | 2,470.65 | 2 根 | 1,687.75 | -30.06 | -1.8% |
| 2026-08-26 | 2,473.51 | 2026-08-28 | 2,486.81 | 36 根 | 1,682.08 | +5.67 | +0.3% |
| 2026-08-23 | 2,460.98 | 2026-08-25 | 2,469.44 | 51 根 | 1,679.67 | +2.41 | +0.1% |
| 2026-08-18 | 1,911.99 | 2026-08-22 | 2,406.34 | 103 根 | 1,337.28 | +342.4 | +25.6% |
| 2026-08-18 | 1,904.07 | 2026-08-18 | 1,896.89 | 2 根 | 1,345.03 | -7.75 | -0.6% |
| 2026-08-17 | 1,903.3 | 2026-08-18 | 1,895.98 | 31 根 | 1,352.92 | -7.9 | -0.6% |
| 2026-08-16 | 1,890.53 | 2026-08-16 | 1,874.61 | 5 根 | 1,367.15 | -14.22 | -1.0% |
| 2026-08-15 | 1,884.8 | 2026-08-16 | 1,878.88 | 17 根 | 1,374.2 | -7.05 | -0.5% |
| 2026-08-15 | 1,885.88 | 2026-08-15 | 1,876.1 | 6 根 | 1,384.13 | -9.93 | -0.7% |
| 2026-08-14 | 1,890.35 | 2026-08-14 | 1,882.06 | 2 根 | 1,393.01 | -8.88 | -0.6% |
| 2026-08-13 | 1,891.34 | 2026-08-13 | 1,879.07 | 2 根 | 1,404.91 | -11.9 | -0.9% |
| 2026-08-13 | 1,899.57 | 2026-08-13 | 1,879.46 | 5 根 | 1,422.79 | -17.87 | -1.3% |
| 2026-08-12 | 1,890.35 | 2026-08-12 | 1,877 | 17 根 | 1,435.78 | -12.99 | -0.9% |
| 2026-08-10 | 1,924.14 | 2026-08-10 | 1,905.04 | 7 根 | 1,453.08 | -17.3 | -1.2% |
| 2026-08-10 | 1,926.19 | 2026-08-10 | 1,914.83 | 3 根 | 1,464.63 | -11.55 | -0.8% |
| 2026-08-09 | 1,922.41 | 2026-08-10 | 1,911.83 | 15 根 | 1,475.68 | -11.05 | -0.8% |
| 2026-08-07 | 1,911.66 | 2026-08-09 | 1,913.08 | 43 根 | 1,477.53 | -1.85 | -0.1% |
| 2026-08-04 | 1,867.88 | 2026-08-07 | 1,896.49 | 66 根 | 1,458.16 | +19.37 | +1.3% |
| 2026-08-04 | 1,868.57 | 2026-08-04 | 1,856.95 | 7 根 | 1,470.22 | -12.06 | -0.8% |
| 2026-08-03 | 1,871.14 | 2026-08-04 | 1,850.37 | 5 根 | 1,489.69 | -19.47 | -1.3% |
| 2026-08-02 | 1,876.8 | 2026-08-03 | 1,854.04 | 10 根 | 1,511 | -21.3 | -1.4% |
| 2026-08-02 | 1,877.26 | 2026-08-02 | 1,856.14 | 7 根 | 1,531.24 | -20.25 | -1.3% |
| 2026-07-30 | 1,915.95 | 2026-07-31 | 1,905.02 | 20 根 | 1,543.11 | -11.87 | -0.8% |
| 2026-07-28 | 1,919.53 | 2026-07-29 | 1,894.28 | 18 根 | 1,566.81 | -23.7 | -1.5% |
| 2026-07-25 | 1,876.42 | 2026-07-28 | 1,891.58 | 53 根 | 1,557.36 | +9.45 | +0.6% |
| 2026-07-20 | 1,894.16 | 2026-07-23 | 1,918.78 | 65 根 | 1,540.45 | +16.91 | +1.1% |
| 2026-07-18 | 1,853.76 | 2026-07-20 | 1,848.81 | 37 根 | 1,547.67 | -7.22 | -0.5% |
| 2026-07-14 | 1,801.03 | 2026-07-16 | 1,884.32 | 49 根 | 1,482.22 | +65.45 | +4.4% |
| 2026-07-12 | 1,807.92 | 2026-07-13 | 1,779.65 | 15 根 | 1,508.79 | -26.56 | -1.8% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2022-01-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | c9c82448580a2511 |
图上显示了 1344 笔成交中的 337 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -64.8% | -60.3% | -56.0% | -54.1% | -52.2% | -49.9% | -41.9% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -77.5%，最好 -47.1%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | -90% | -90% | -88% | -86% |
| slow 50 | -90% | -86% | -85% | -66% |
| slow 100 | -77% | -67% | -64% | -55% |
| slow 200 | -68% | -59% | -55% | -47% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-22 | 2,758.84 | 2026-09-23 | 2,752.92 | 33 根 | 1,224.04 | -5.07 | -0.4% |
| 2026-09-22 | 2,754.66 | 2026-09-22 | 2,737.63 | 19 根 | 1,234.12 | -10.08 | -0.8% |
| 2026-09-22 | 2,752.15 | 2026-09-22 | 2,731.79 | 25 根 | 1,245.8 | -11.68 | -0.9% |
| 2026-09-20 | 2,586.9 | 2026-09-22 | 2,750.95 | 138 根 | 1,173.85 | +71.95 | +6.1% |
| 2026-09-18 | 2,457.39 | 2026-09-19 | 2,632.99 | 164 根 | 1,097.76 | +76.1 | +6.9% |
| 2026-09-17 | 2,443.82 | 2026-09-17 | 2,452.17 | 30 根 | 1,096.21 | +1.55 | +0.1% |
| 2026-09-16 | 2,414.24 | 2026-09-17 | 2,426.98 | 49 根 | 1,092.64 | +3.57 | +0.3% |
| 2026-09-16 | 2,410.86 | 2026-09-16 | 2,391.41 | 17 根 | 1,103.73 | -11.09 | -1.0% |
| 2026-09-16 | 2,407.7 | 2026-09-16 | 2,392.81 | 13 根 | 1,112.82 | -9.09 | -0.8% |
| 2026-09-16 | 2,408.57 | 2026-09-16 | 2,400.24 | 2 根 | 1,118.92 | -6.1 | -0.5% |
| 2026-09-14 | 2,523.9 | 2026-09-14 | 2,518.45 | 28 根 | 1,123.59 | -4.67 | -0.4% |
| 2026-09-14 | 2,505.4 | 2026-09-14 | 2,507.96 | 37 根 | 1,124.69 | -1.1 | -0.1% |
| 2026-09-13 | 2,502.58 | 2026-09-13 | 2,480.34 | 25 根 | 1,137.05 | -12.36 | -1.1% |
| 2026-09-12 | 2,524.49 | 2026-09-12 | 2,526.56 | 40 根 | 1,138.39 | -1.35 | -0.1% |
| 2026-09-11 | 2,495.22 | 2026-09-11 | 2,535.42 | 31 根 | 1,122.58 | +15.81 | +1.4% |
| 2026-09-11 | 2,458.67 | 2026-09-11 | 2,454.92 | 27 根 | 1,126.55 | -3.96 | -0.4% |
| 2026-09-10 | 2,467.74 | 2026-09-10 | 2,443.86 | 21 根 | 1,139.84 | -13.29 | -1.2% |
| 2026-09-10 | 2,478.6 | 2026-09-10 | 2,466.58 | 1 根 | 1,147.69 | -7.85 | -0.7% |
| 2026-09-10 | 2,477.8 | 2026-09-10 | 2,469.25 | 19 根 | 1,153.96 | -6.28 | -0.5% |
| 2026-09-09 | 2,512.87 | 2026-09-09 | 2,483.76 | 9 根 | 1,169.82 | -15.86 | -1.4% |
| 2026-09-09 | 2,495.92 | 2026-09-09 | 2,489.73 | 41 根 | 1,175.08 | -5.25 | -0.4% |
| 2026-09-08 | 2,490.13 | 2026-09-08 | 2,481.77 | 25 根 | 1,181.4 | -6.32 | -0.5% |
| 2026-09-08 | 2,493.25 | 2026-09-08 | 2,473.6 | 6 根 | 1,193.16 | -11.77 | -1.0% |
| 2026-09-08 | 2,496.96 | 2026-09-08 | 2,479.45 | 10 根 | 1,203.99 | -10.83 | -0.9% |
| 2026-09-07 | 2,493.04 | 2026-09-07 | 2,477.76 | 15 根 | 1,213.84 | -9.85 | -0.8% |
| 2026-09-07 | 2,511.3 | 2026-09-07 | 2,481.8 | 5 根 | 1,230.73 | -16.89 | -1.4% |
| 2026-09-07 | 2,513.06 | 2026-09-07 | 2,498.09 | 4 根 | 1,240.58 | -9.85 | -0.8% |
| 2026-09-06 | 2,498.92 | 2026-09-07 | 2,497.13 | 38 根 | 1,243.95 | -3.37 | -0.3% |
| 2026-09-06 | 2,502.95 | 2026-09-06 | 2,490.34 | 10 根 | 1,252.75 | -8.8 | -0.7% |
| 2026-09-05 | 2,458.1 | 2026-09-06 | 2,493.76 | 100 根 | 1,237.31 | +15.44 | +1.3% |
| 2026-09-03 | 2,409.91 | 2026-09-04 | 2,450.02 | 100 根 | 1,219.49 | +17.82 | +1.5% |
| 2026-09-03 | 2,396.96 | 2026-09-03 | 2,390.46 | 31 根 | 1,225.25 | -5.76 | -0.5% |
| 2026-09-02 | 2,395.21 | 2026-09-02 | 2,388.94 | 1 根 | 1,230.92 | -5.67 | -0.5% |
| 2026-09-02 | 2,393.81 | 2026-09-02 | 2,389.89 | 1 根 | 1,235.4 | -4.48 | -0.4% |
| 2026-09-02 | 2,396.12 | 2026-09-02 | 2,385.49 | 2 根 | 1,243.39 | -7.99 | -0.6% |
| 2026-09-02 | 2,408.03 | 2026-09-02 | 2,385.02 | 11 根 | 1,257.91 | -14.51 | -1.1% |
| 2026-09-02 | 2,423.73 | 2026-09-02 | 2,395.03 | 13 根 | 1,275.53 | -17.62 | -1.4% |
| 2026-09-01 | 2,477.37 | 2026-09-01 | 2,446.88 | 16 根 | 1,294.01 | -18.48 | -1.4% |
| 2026-09-01 | 2,476.73 | 2026-09-01 | 2,466.61 | 3 根 | 1,301.92 | -7.91 | -0.6% |
| 2026-08-31 | 2,440.91 | 2026-08-31 | 2,465.26 | 65 根 | 1,291.64 | +10.28 | +0.8% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2025-09-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 12408 根 × 61 个起始日期 |
| 输入哈希 | c3cafa1e9659d01e |
图上显示了 1446 笔成交中的 363 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -75.2% | -73.8% | -72.6% | -70.4% | -67.4% | -66.2% | -64.5% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -87.4%，最好 -51.0%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | -90% | -90% | -90% | -90% |
| slow 50 | -90% | -90% | -90% | -82% |
| slow 100 | -87% | -80% | -73% | -65% |
| slow 200 | -74% | -68% | -61% | -51% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-07-09 | 1,750.96 | 2026-07-09 | 1,745.41 | 6 根 | 1,004.7 | -5.18 | -0.5% |
| 2026-07-09 | 1,750.98 | 2026-07-09 | 1,746.15 | 2 根 | 1,009.5 | -4.8 | -0.5% |
| 2026-07-09 | 1,751.8 | 2026-07-09 | 1,746.65 | 4 根 | 1,014.5 | -5 | -0.5% |
| 2026-07-09 | 1,743.58 | 2026-07-09 | 1,746.19 | 32 根 | 1,015.01 | -0.51 | -0.1% |
| 2026-07-09 | 1,745.78 | 2026-07-09 | 1,740.53 | 4 根 | 1,020.12 | -5.1 | -0.5% |
| 2026-07-09 | 1,747.86 | 2026-07-09 | 1,741.48 | 3 根 | 1,025.91 | -5.79 | -0.6% |
| 2026-07-09 | 1,756.11 | 2026-07-09 | 1,751.77 | 10 根 | 1,030.5 | -4.6 | -0.4% |
| 2026-07-09 | 1,738.06 | 2026-07-09 | 1,749.21 | 62 根 | 1,025.98 | +4.52 | +0.4% |
| 2026-07-09 | 1,755.56 | 2026-07-09 | 1,734.67 | 8 根 | 1,040.41 | -14.43 | -1.4% |
| 2026-07-08 | 1,738.94 | 2026-07-09 | 1,737.04 | 35 根 | 1,043.63 | -3.22 | -0.3% |
| 2026-07-08 | 1,736.76 | 2026-07-08 | 1,735.5 | 52 根 | 1,046.48 | -2.85 | -0.3% |
| 2026-07-08 | 1,747.1 | 2026-07-08 | 1,739.16 | 18 根 | 1,053.36 | -6.88 | -0.7% |
| 2026-07-08 | 1,758.05 | 2026-07-08 | 1,734.74 | 7 根 | 1,069.65 | -16.29 | -1.5% |
| 2026-07-08 | 1,783.27 | 2026-07-08 | 1,772.05 | 10 根 | 1,078.58 | -8.93 | -0.8% |
| 2026-07-07 | 1,790.34 | 2026-07-07 | 1,788.13 | 47 根 | 1,082.08 | -3.5 | -0.3% |
| 2026-07-07 | 1,777.78 | 2026-07-07 | 1,775.93 | 20 根 | 1,085.37 | -3.29 | -0.3% |
| 2026-07-07 | 1,775.08 | 2026-07-07 | 1,772.3 | 20 根 | 1,089.25 | -3.87 | -0.4% |
| 2026-07-07 | 1,775.87 | 2026-07-07 | 1,769.5 | 18 根 | 1,095.35 | -6.11 | -0.6% |
| 2026-07-06 | 1,794.9 | 2026-07-06 | 1,801.86 | 33 根 | 1,093.31 | +2.05 | +0.2% |
| 2026-07-06 | 1,755.13 | 2026-07-06 | 1,787.53 | 67 根 | 1,075.64 | +17.67 | +1.6% |
| 2026-07-06 | 1,774.78 | 2026-07-06 | 1,739.32 | 17 根 | 1,099.76 | -24.12 | -2.2% |
| 2026-07-06 | 1,775.88 | 2026-07-06 | 1,770.85 | 3 根 | 1,105.09 | -5.33 | -0.5% |
| 2026-07-06 | 1,793.25 | 2026-07-06 | 1,781.86 | 13 根 | 1,114.38 | -9.29 | -0.8% |
| 2026-07-05 | 1,783.74 | 2026-07-06 | 1,786.59 | 28 根 | 1,114.83 | -0.45 | -0.0% |
| 2026-07-05 | 1,767.03 | 2026-07-05 | 1,776.6 | 96 根 | 1,111.05 | +3.78 | +0.3% |
| 2026-07-05 | 1,768.04 | 2026-07-05 | 1,762.18 | 21 根 | 1,116.98 | -5.93 | -0.5% |
| 2026-07-05 | 1,766.69 | 2026-07-05 | 1,763.81 | 4 根 | 1,121.05 | -4.07 | -0.4% |
| 2026-07-05 | 1,769.1 | 2026-07-05 | 1,761.24 | 16 根 | 1,128.31 | -7.26 | -0.6% |
| 2026-07-04 | 1,761.89 | 2026-07-04 | 1,786.03 | 99 根 | 1,115.29 | +13.02 | +1.2% |
| 2026-07-04 | 1,759.99 | 2026-07-04 | 1,756.39 | 3 根 | 1,119.81 | -4.52 | -0.4% |
| 2026-07-04 | 1,761.1 | 2026-07-04 | 1,757.77 | 5 根 | 1,124.18 | -4.37 | -0.4% |
| 2026-07-04 | 1,756.92 | 2026-07-04 | 1,755.25 | 24 根 | 1,127.5 | -3.32 | -0.3% |
| 2026-07-04 | 1,755.57 | 2026-07-04 | 1,753.33 | 36 根 | 1,131.19 | -3.7 | -0.3% |
| 2026-07-03 | 1,760.33 | 2026-07-04 | 1,757.17 | 18 根 | 1,135.5 | -4.3 | -0.4% |
| 2026-07-03 | 1,737.45 | 2026-07-03 | 1,755.96 | 68 根 | 1,125.77 | +9.72 | +0.9% |
| 2026-07-03 | 1,743.45 | 2026-07-03 | 1,732.83 | 1 根 | 1,134.94 | -9.17 | -0.8% |
| 2026-07-03 | 1,742.16 | 2026-07-03 | 1,731.44 | 12 根 | 1,144.25 | -9.31 | -0.8% |
| 2026-07-03 | 1,710.03 | 2026-07-03 | 1,731.56 | 88 根 | 1,132.29 | +11.96 | +1.1% |
| 2026-07-03 | 1,711.93 | 2026-07-03 | 1,704.04 | 10 根 | 1,139.8 | -7.52 | -0.7% |
| 2026-07-03 | 1,702.54 | 2026-07-03 | 1,700.48 | 20 根 | 1,143.47 | -3.67 | -0.3% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2026-03-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | b59783a7cba9c323 |
成交 12 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 67 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -7.4% | -3.4% | 0.0% | 0.0% | 0.0% | 2.9% | 20.1% | 16% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 98.4%，最好 130.3%，最差 0.0%。其中 4 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 80% | 105% | 88% | 93% |
| slow 50 | 104% | 101% | 115% | 98% |
| slow 100 | 130% | 125% | 124% | 125% |
| slow 200 | 0% | 0% | 0% | 0% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2023-10-23 | 1,965.98 | 2026-06-22 | 4,134.96 | 139 根 | 8,946.58 | +9,832.75 | +109.9% |
| 2023-01-02 | 1,823.91 | 2023-10-02 | 1,864.07 | 39 根 | 8,771.37 | +175.2 | +2.0% |
| 2022-01-17 | 1,824.91 | 2022-06-27 | 1,830.08 | 23 根 | 8,764.09 | +7.28 | +0.1% |
| 2022-01-03 | 1,836.92 | 2022-01-10 | 1,796.1 | 1 根 | 8,981.2 | -217.11 | -2.4% |
| 2021-11-22 | 1,844.92 | 2021-11-29 | 1,793.1 | 1 根 | 9,259.25 | -278.05 | -3.0% |
| 2021-05-31 | 1,915.45 | 2021-06-21 | 1,777.11 | 3 根 | 10,000 | -740.75 | -7.4% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2020-08-24 → 2026-09-21 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 52 根 × 67 个起始日期 |
| 输入哈希 | 416954a9a45cb6b1 |
成交 78 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 62 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -7.5% | -5.0% | -1.4% | 9.1% | 14.2% | 30.3% | 46.0% | 32% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 88.0%，最好 120.3%，最差 56.8%。其中 1 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 59% | 57% | 67% | 101% |
| slow 50 | 87% | 101% | 88% | 77% |
| slow 100 | 96% | 87% | 92% | 110% |
| slow 200 | 120% | 116% | 110% | 86% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 年份 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|
| 收益率 | -0% | 4% | 3% | 11% | 20% | -3% |
| 最大回撤 | 12% | 15% | 9% | 12% | 12% | 8% |
| 交易 | 5 | 5 | 5 | 8 | 4 | 3 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-08-06 | 4,274.19 | 2026-09-11 | 4,318.08 | 36 根 | 16,606.49 | +137.02 | +0.8% |
| 2026-05-13 | 4,714.54 | 2026-05-15 | 4,648.08 | 2 根 | 16,877.63 | -271.14 | -1.6% |
| 2026-04-16 | 4,813.26 | 2026-04-25 | 4,693.78 | 9 根 | 17,341.87 | -464.24 | -2.7% |
| 2025-11-12 | 4,130.1 | 2026-03-16 | 4,987.1 | 124 根 | 14,390.57 | +2,951.31 | +20.5% |
| 2025-08-27 | 3,379.69 | 2025-11-04 | 3,990.02 | 69 根 | 12,213.71 | +2,176.85 | +17.8% |
| 2025-08-05 | 3,379.29 | 2025-08-15 | 3,328.01 | 10 根 | 12,426.75 | -213.04 | -1.7% |
| 2025-07-21 | 3,353.31 | 2025-07-30 | 3,333.62 | 9 根 | 12,525.15 | -98.4 | -0.8% |
| 2025-05-23 | 3,310.92 | 2025-06-28 | 3,294.55 | 36 根 | 12,612.6 | -87.45 | -0.7% |
| 2025-01-07 | 2,656.33 | 2025-05-16 | 3,245.38 | 129 根 | 10,344.03 | +2,268.57 | +21.9% |
| 2024-12-12 | 2,704.35 | 2024-12-19 | 2,600.7 | 7 根 | 10,777.83 | -433.8 | -4.0% |
| 2024-11-25 | 2,731.36 | 2024-11-26 | 2,629.68 | 1 根 | 11,216.98 | -439.15 | -3.9% |
| 2024-07-06 | 2,356.18 | 2024-11-10 | 2,663.67 | 127 根 | 9,941.97 | +1,275.01 | +12.8% |
| 2024-06-07 | 2,366.18 | 2024-06-08 | 2,309.84 | 1 根 | 10,204.85 | -262.88 | -2.6% |
| 2024-05-12 | 2,341.17 | 2024-06-03 | 2,333.83 | 22 根 | 10,257.43 | -52.58 | -0.5% |
| 2024-03-02 | 2,020.01 | 2024-05-05 | 2,284.86 | 64 根 | 9,086.6 | +1,170.83 | +12.9% |
| 2024-02-29 | 2,019.01 | 2024-03-01 | 1,995 | 1 根 | 9,214.36 | -127.75 | -1.4% |
| 2024-02-02 | 2,037.02 | 2024-02-10 | 2,000 | 8 根 | 9,403.7 | -189.34 | -2.0% |
| 2024-01-16 | 2,041.02 | 2024-01-18 | 2,004 | 2 根 | 9,596.6 | -192.9 | -2.0% |
| 2023-11-17 | 1,960.98 | 2024-01-11 | 1,998 | 55 根 | 9,437.64 | +158.96 | +1.7% |
| 2023-10-15 | 1,919.96 | 2023-11-13 | 1,918.04 | 29 根 | 9,466 | -28.36 | -0.3% |
| 2023-09-20 | 1,920.96 | 2023-09-28 | 1,881.06 | 8 根 | 9,686.14 | -220.15 | -2.3% |
| 2023-09-03 | 1,914.96 | 2023-09-09 | 1,902.05 | 6 根 | 9,771.4 | -85.26 | -0.9% |
| 2023-07-14 | 1,940.97 | 2023-08-11 | 1,916.04 | 28 根 | 9,918.35 | -146.95 | -1.5% |
| 2023-03-12 | 1,887.94 | 2023-05-19 | 1,977.01 | 68 根 | 9,490.47 | +427.88 | +4.5% |
| 2022-11-08 | 1,666.83 | 2023-02-08 | 1,860.07 | 92 根 | 8,521.56 | +968.91 | +11.4% |
| 2022-10-07 | 1,704.85 | 2022-10-12 | 1,659.17 | 5 根 | 8,773.72 | -252.15 | -2.9% |
| 2022-08-04 | 1,759.88 | 2022-08-21 | 1,739.13 | 17 根 | 8,896.17 | -122.45 | -1.4% |
| 2022-06-12 | 1,881.94 | 2022-06-14 | 1,826.09 | 2 根 | 9,186.63 | -290.46 | -3.2% |
| 2022-04-12 | 1,953.98 | 2022-04-26 | 1,907.05 | 14 根 | 9,431.55 | -244.92 | -2.6% |
| 2022-02-10 | 1,839.92 | 2022-03-31 | 1,930.03 | 49 根 | 9,009.18 | +422.37 | +4.7% |
| 2022-01-12 | 1,823.91 | 2022-01-30 | 1,797.1 | 18 根 | 9,161.89 | -152.71 | -1.7% |
| 2021-12-23 | 1,806.9 | 2022-01-11 | 1,803.1 | 19 根 | 9,199.61 | -37.71 | -0.4% |
| 2021-10-15 | 1,801.9 | 2021-11-26 | 1,795.1 | 42 根 | 9,252.94 | -53.33 | -0.6% |
| 2021-08-26 | 1,798.24 | 2021-09-13 | 1,793.1 | 18 根 | 9,298.02 | -45.08 | -0.5% |
| 2021-07-30 | 1,834.45 | 2021-08-07 | 1,770.67 | 8 根 | 9,652.18 | -354.16 | -3.7% |
| 2021-07-16 | 1,838.57 | 2021-07-26 | 1,809.53 | 10 根 | 9,826.68 | -174.5 | -1.8% |
| 2021-04-09 | 1,769.27 | 2021-06-16 | 1,859.04 | 68 根 | 9,370.91 | +455.77 | +4.9% |
| 2020-12-18 | 1,905.15 | 2021-01-13 | 1,865.42 | 26 根 | 9,589.68 | -218.77 | -2.3% |
| 2020-11-06 | 1,954.82 | 2020-11-12 | 1,878.36 | 6 根 | 10,000 | -410.32 | -4.1% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2020-08-28 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 365 根 × 62 个起始日期 |
| 输入哈希 | 2af290e9137395e3 |
图上显示了 404 笔成交中的 203 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -18.7% | -15.4% | -10.8% | -1.6% | 21.5% | 30.7% | 47.8% | 51% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 31.9%，最好 73.0%，最差 -18.2%。其中 0 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | -18% | -2% | 17% | 45% |
| slow 50 | 8% | 27% | 45% | 64% |
| slow 100 | 25% | 34% | 32% | 21% |
| slow 200 | 35% | 50% | 73% | 73% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-17 | 4,346.48 | 2026-09-22 | 4,301.67 | 27 根 | 11,801.94 | -145.02 | -1.2% |
| 2026-09-04 | 4,484.19 | 2026-09-05 | 4,431.34 | 11 根 | 11,966.6 | -164.66 | -1.4% |
| 2026-08-19 | 4,488.17 | 2026-08-28 | 4,569.78 | 51 根 | 11,776.41 | +190.18 | +1.6% |
| 2026-08-04 | 4,073.21 | 2026-08-19 | 4,334.21 | 87 根 | 11,089.4 | +687.02 | +6.2% |
| 2026-08-02 | 4,067.78 | 2026-08-03 | 4,035.24 | 5 根 | 11,201.2 | -111.81 | -1.0% |
| 2026-07-30 | 4,104.64 | 2026-08-01 | 4,043.67 | 9 根 | 11,392.87 | -191.67 | -1.7% |
| 2026-07-27 | 4,089.89 | 2026-07-28 | 4,022.6 | 9 根 | 11,606.66 | -213.79 | -1.8% |
| 2026-07-21 | 4,066.96 | 2026-07-25 | 4,052.4 | 22 根 | 11,671.68 | -65.02 | -0.6% |
| 2026-07-02 | 4,066.88 | 2026-07-08 | 4,092.98 | 33 根 | 11,620.47 | +51.21 | +0.4% |
| 2026-06-14 | 4,229.48 | 2026-06-18 | 4,219.62 | 25 根 | 11,670.95 | -50.48 | -0.4% |
| 2026-05-29 | 4,564.83 | 2026-06-01 | 4,472.47 | 18 根 | 11,935.81 | -264.86 | -2.2% |
| 2026-05-25 | 4,564.07 | 2026-05-26 | 4,507.09 | 11 根 | 12,110.92 | -175.11 | -1.5% |
| 2026-05-24 | 4,537.76 | 2026-05-24 | 4,516.22 | 2 根 | 12,193.04 | -82.12 | -0.7% |
| 2026-05-06 | 4,671.88 | 2026-05-13 | 4,678.46 | 45 根 | 12,200.28 | -7.24 | -0.1% |
| 2026-04-21 | 4,808.88 | 2026-04-21 | 4,770.16 | 2 根 | 12,323.93 | -123.65 | -1.0% |
| 2026-04-14 | 4,753.85 | 2026-04-20 | 4,737.62 | 35 根 | 12,390.9 | -66.96 | -0.5% |
| 2026-04-06 | 4,673.94 | 2026-04-12 | 4,690.9 | 39 根 | 12,370.79 | +20.1 | +0.2% |
| 2026-03-28 | 4,505.1 | 2026-04-06 | 4,597.09 | 50 根 | 12,147.52 | +223.27 | +1.8% |
| 2026-03-10 | 5,233.18 | 2026-03-12 | 5,132.37 | 12 根 | 12,410.9 | -263.38 | -2.1% |
| 2026-02-19 | 5,024.45 | 2026-03-03 | 5,109.37 | 72 根 | 12,229.05 | +181.85 | +1.5% |
| 2026-02-14 | 5,032.31 | 2026-02-16 | 4,988.16 | 10 根 | 12,361.99 | -132.94 | -1.1% |
| 2026-02-07 | 4,951.59 | 2026-02-13 | 4,985.11 | 34 根 | 12,303.47 | +58.52 | +0.5% |
| 2026-02-04 | 5,111.9 | 2026-02-05 | 4,828.33 | 8 根 | 13,052.14 | -748.67 | -5.7% |
| 2026-01-05 | 4,432.66 | 2026-01-31 | 4,921.99 | 154 根 | 11,778.06 | +1,274.08 | +10.8% |
| 2025-12-11 | 4,241.42 | 2025-12-29 | 4,344.51 | 112 根 | 11,521.61 | +256.45 | +2.2% |
| 2025-12-05 | 4,234.58 | 2025-12-06 | 4,211.2 | 6 根 | 11,608.75 | -87.14 | -0.8% |
| 2025-11-24 | 4,094.14 | 2025-12-04 | 4,212.76 | 56 根 | 11,304.45 | +304.3 | +2.7% |
| 2025-11-07 | 4,004.7 | 2025-11-15 | 4,077.59 | 48 根 | 11,124.6 | +179.85 | +1.6% |
| 2025-09-19 | 3,687.35 | 2025-10-21 | 4,112.03 | 192 根 | 9,995.65 | +1,128.95 | +11.3% |
| 2025-08-22 | 3,353.87 | 2025-09-18 | 3,648.4 | 163 根 | 9,207.09 | +788.56 | +8.6% |
| 2025-08-02 | 3,366.48 | 2025-08-11 | 3,354.52 | 56 根 | 9,258.42 | -51.33 | -0.5% |
| 2025-07-18 | 3,358.9 | 2025-07-25 | 3,363.32 | 39 根 | 9,264.76 | -6.35 | -0.1% |
| 2025-07-11 | 3,338.35 | 2025-07-17 | 3,333.32 | 36 根 | 9,297.31 | -32.55 | -0.4% |
| 2025-07-01 | 3,347.06 | 2025-07-07 | 3,317.14 | 35 根 | 9,399.96 | -102.65 | -1.1% |
| 2025-06-22 | 3,423.57 | 2025-06-23 | 3,389.58 | 9 根 | 9,513.21 | -113.26 | -1.2% |
| 2025-06-11 | 3,360.31 | 2025-06-17 | 3,410.89 | 36 根 | 9,390.89 | +122.32 | +1.3% |
| 2025-06-02 | 3,364.29 | 2025-06-07 | 3,332.22 | 28 根 | 9,500.25 | -109.36 | -1.1% |
| 2025-05-19 | 3,268.49 | 2025-05-27 | 3,301.56 | 48 根 | 9,423.93 | +76.32 | +0.8% |
| 2025-05-05 | 3,327.66 | 2025-05-10 | 3,333.33 | 27 根 | 9,426.74 | -2.81 | -0.0% |
| 2025-04-09 | 3,110.55 | 2025-04-23 | 3,299.35 | 83 根 | 8,905.12 | +521.62 | +5.9% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2020-08-28 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | dadfb6e190a37d82 |
图上显示了 1504 笔成交中的 377 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -48.2% | -44.8% | -40.9% | -32.1% | -21.4% | -4.8% | 8.1% | 95% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -59.4%，最好 55.3%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | -90% | -90% | -83% | -66% |
| slow 50 | -86% | -73% | -60% | -36% |
| slow 100 | -59% | -34% | -18% | 7% |
| slow 200 | -19% | 15% | 31% | 55% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-22 | 4,363.52 | 2026-09-23 | 4,330.93 | 10 根 | 1,735.85 | -16.41 | -0.9% |
| 2026-09-21 | 4,372.51 | 2026-09-21 | 4,355.49 | 1 根 | 1,746.12 | -10.27 | -0.6% |
| 2026-09-17 | 4,328.94 | 2026-09-20 | 4,362.3 | 63 根 | 1,736.24 | +9.88 | +0.6% |
| 2026-09-16 | 4,332.92 | 2026-09-16 | 4,271.38 | 17 根 | 1,764.78 | -28.54 | -1.6% |
| 2026-09-13 | 4,360.04 | 2026-09-13 | 4,351.73 | 4 根 | 1,771.68 | -6.91 | -0.4% |
| 2026-09-11 | 4,406.5 | 2026-09-11 | 4,352.17 | 8 根 | 1,797.39 | -25.71 | -1.4% |
| 2026-09-09 | 4,405.37 | 2026-09-10 | 4,378.52 | 24 根 | 1,812.03 | -14.64 | -0.8% |
| 2026-09-08 | 4,426.66 | 2026-09-08 | 4,393.31 | 9 根 | 1,829.45 | -17.41 | -0.9% |
| 2026-09-02 | 4,382.62 | 2026-09-04 | 4,414.27 | 45 根 | 1,819.96 | +9.48 | +0.5% |
| 2026-08-30 | 4,474.36 | 2026-08-30 | 4,459.92 | 3 根 | 1,829.51 | -9.55 | -0.5% |
| 2026-08-25 | 4,648.12 | 2026-08-26 | 4,625.82 | 12 根 | 1,842.01 | -12.5 | -0.7% |
| 2026-08-19 | 4,431.98 | 2026-08-25 | 4,621.21 | 139 根 | 1,770.13 | +71.89 | +4.1% |
| 2026-08-17 | 4,400.12 | 2026-08-18 | 4,391.18 | 31 根 | 1,777.28 | -7.15 | -0.4% |
| 2026-08-16 | 4,385.13 | 2026-08-17 | 4,366.65 | 1 根 | 1,788.38 | -11.1 | -0.6% |
| 2026-08-16 | 4,382.32 | 2026-08-16 | 4,371.92 | 5 根 | 1,796.22 | -7.84 | -0.4% |
| 2026-08-14 | 4,379.48 | 2026-08-16 | 4,372.6 | 48 根 | 1,802.64 | -6.43 | -0.4% |
| 2026-08-12 | 4,382.92 | 2026-08-13 | 4,378.48 | 29 根 | 1,808.09 | -5.44 | -0.3% |
| 2026-08-10 | 4,354.26 | 2026-08-11 | 4,364.8 | 29 根 | 1,807.33 | +0.76 | +0.0% |
| 2026-08-04 | 4,062.88 | 2026-08-10 | 4,325.84 | 140 根 | 1,700.87 | +106.46 | +6.3% |
| 2026-08-02 | 4,059.01 | 2026-08-03 | 4,051.53 | 31 根 | 1,707.42 | -6.55 | -0.4% |
| 2026-07-29 | 4,103.29 | 2026-07-31 | 4,056.76 | 38 根 | 1,730.46 | -23.04 | -1.3% |
| 2026-07-25 | 4,058.18 | 2026-07-27 | 4,067.89 | 51 根 | 1,729.78 | +0.67 | +0.0% |
| 2026-07-21 | 4,023.09 | 2026-07-23 | 4,087.47 | 56 根 | 1,705.95 | +23.83 | +1.4% |
| 2026-07-20 | 4,016.56 | 2026-07-20 | 4,005.73 | 9 根 | 1,713.99 | -8.04 | -0.5% |
| 2026-07-20 | 4,022.98 | 2026-07-20 | 3,999.3 | 3 根 | 1,727.59 | -13.6 | -0.8% |
| 2026-07-19 | 4,011.57 | 2026-07-19 | 4,005.27 | 1 根 | 1,733.77 | -6.19 | -0.4% |
| 2026-07-17 | 4,008.15 | 2026-07-19 | 4,004.7 | 41 根 | 1,738.74 | -4.97 | -0.3% |
| 2026-07-15 | 4,058.76 | 2026-07-16 | 4,029.68 | 14 根 | 1,754.79 | -16.05 | -0.9% |
| 2026-07-14 | 4,073.11 | 2026-07-15 | 4,027.42 | 15 根 | 1,778.25 | -23.46 | -1.3% |
| 2026-07-10 | 4,117.67 | 2026-07-11 | 4,105.78 | 23 根 | 1,786.97 | -8.72 | -0.5% |
| 2026-07-09 | 4,105.68 | 2026-07-10 | 4,096.28 | 26 根 | 1,794.66 | -7.69 | -0.4% |
| 2026-07-01 | 4,087.13 | 2026-07-06 | 4,139.84 | 112 根 | 1,775.36 | +19.3 | +1.1% |
| 2026-06-30 | 4,030.32 | 2026-06-30 | 4,005.58 | 5 根 | 1,789.91 | -14.55 | -0.8% |
| 2026-06-26 | 4,031.65 | 2026-06-28 | 4,072.44 | 58 根 | 1,775.53 | +14.38 | +0.8% |
| 2026-06-25 | 4,035.17 | 2026-06-26 | 3,988.45 | 8 根 | 1,799.92 | -24.39 | -1.4% |
| 2026-06-22 | 4,199.7 | 2026-06-23 | 4,142.51 | 26 根 | 1,828.42 | -28.5 | -1.6% |
| 2026-06-21 | 4,162.99 | 2026-06-21 | 4,151.16 | 15 根 | 1,837.3 | -8.88 | -0.5% |
| 2026-06-17 | 4,334.73 | 2026-06-17 | 4,230.36 | 6 根 | 1,886.39 | -49.09 | -2.6% |
| 2026-06-11 | 4,207.35 | 2026-06-17 | 4,315.67 | 133 根 | 1,842.73 | +43.66 | +2.4% |
| 2026-06-08 | 4,323.13 | 2026-06-09 | 4,266.45 | 26 根 | 1,870.95 | -28.22 | -1.5% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2022-01-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | a6d42b04bb5c94eb |
图上显示了 1362 笔成交中的 342 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -55.2% | -53.5% | -48.1% | -45.1% | -41.1% | -39.0% | -37.0% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -67.5%，最好 -21.4%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | -90% | -89% | -84% | -68% |
| slow 50 | -83% | -73% | -69% | -54% |
| slow 100 | -75% | -61% | -53% | -39% |
| slow 200 | -54% | -36% | -35% | -21% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-22 | 4,336.84 | 2026-09-23 | 4,340.8 | 52 根 | 1,572.34 | -1.71 | -0.1% |
| 2026-09-21 | 4,360.11 | 2026-09-22 | 4,342.29 | 15 根 | 1,581.96 | -9.61 | -0.6% |
| 2026-09-21 | 4,367.07 | 2026-09-21 | 4,338.03 | 9 根 | 1,595.73 | -13.78 | -0.9% |
| 2026-09-21 | 4,374.59 | 2026-09-21 | 4,355.49 | 7 根 | 1,605.94 | -10.2 | -0.6% |
| 2026-09-20 | 4,367.31 | 2026-09-21 | 4,358.7 | 19 根 | 1,612.33 | -6.39 | -0.4% |
| 2026-09-20 | 4,368.35 | 2026-09-20 | 4,358.78 | 8 根 | 1,619.11 | -6.78 | -0.4% |
| 2026-09-19 | 4,369.63 | 2026-09-20 | 4,362.3 | 12 根 | 1,625.08 | -5.97 | -0.4% |
| 2026-09-19 | 4,369.48 | 2026-09-19 | 4,363.01 | 12 根 | 1,630.75 | -5.67 | -0.4% |
| 2026-09-19 | 4,369.42 | 2026-09-19 | 4,363.94 | 9 根 | 1,636.07 | -5.32 | -0.3% |
| 2026-09-18 | 4,383.09 | 2026-09-19 | 4,366.51 | 28 根 | 1,645.57 | -9.5 | -0.6% |
| 2026-09-18 | 4,358.1 | 2026-09-18 | 4,366.16 | 34 根 | 1,645.82 | -0.25 | -0.0% |
| 2026-09-18 | 4,360.31 | 2026-09-18 | 4,338.6 | 11 根 | 1,657.37 | -11.55 | -0.7% |
| 2026-09-17 | 4,301.65 | 2026-09-17 | 4,342.31 | 64 根 | 1,645.14 | +12.23 | +0.7% |
| 2026-09-17 | 4,315.78 | 2026-09-17 | 4,279.79 | 5 根 | 1,662.29 | -17.15 | -1.0% |
| 2026-09-16 | 4,318.02 | 2026-09-16 | 4,312.82 | 62 根 | 1,667.63 | -5.33 | -0.3% |
| 2026-09-15 | 4,294.77 | 2026-09-15 | 4,287.02 | 39 根 | 1,673.99 | -6.36 | -0.4% |
| 2026-09-15 | 4,312.76 | 2026-09-15 | 4,297.15 | 14 根 | 1,683.43 | -9.44 | -0.6% |
| 2026-09-14 | 4,325.01 | 2026-09-14 | 4,294.07 | 13 根 | 1,698.95 | -15.52 | -0.9% |
| 2026-09-14 | 4,355.83 | 2026-09-14 | 4,336.83 | 4 根 | 1,709.81 | -10.86 | -0.6% |
| 2026-09-13 | 4,357.76 | 2026-09-13 | 4,348.1 | 11 根 | 1,717.04 | -7.23 | -0.4% |
| 2026-09-13 | 4,357.61 | 2026-09-13 | 4,352.66 | 29 根 | 1,722.43 | -5.39 | -0.3% |
| 2026-09-12 | 4,358.09 | 2026-09-12 | 4,352.3 | 21 根 | 1,728.17 | -5.74 | -0.3% |
| 2026-09-12 | 4,358.64 | 2026-09-12 | 4,352.34 | 10 根 | 1,734.14 | -5.96 | -0.3% |
| 2026-09-11 | 4,363.49 | 2026-09-11 | 4,349.22 | 22 根 | 1,743.31 | -9.17 | -0.5% |
| 2026-09-11 | 4,347.82 | 2026-09-11 | 4,336.5 | 26 根 | 1,751.36 | -8.05 | -0.5% |
| 2026-09-10 | 4,413.72 | 2026-09-10 | 4,403.35 | 28 根 | 1,759 | -7.64 | -0.4% |
| 2026-09-09 | 4,410.91 | 2026-09-09 | 4,398.36 | 12 根 | 1,767.55 | -8.55 | -0.5% |
| 2026-09-09 | 4,377.38 | 2026-09-09 | 4,400.49 | 57 根 | 1,761.79 | +5.76 | +0.3% |
| 2026-09-07 | 4,409.87 | 2026-09-08 | 4,399.12 | 65 根 | 1,769.63 | -7.84 | -0.4% |
| 2026-09-07 | 4,416.32 | 2026-09-07 | 4,395.16 | 7 根 | 1,781.71 | -12.08 | -0.7% |
| 2026-09-06 | 4,428.46 | 2026-09-07 | 4,418.43 | 6 根 | 1,789.33 | -7.62 | -0.4% |
| 2026-09-06 | 4,434.86 | 2026-09-06 | 4,428.74 | 3 根 | 1,795.39 | -6.06 | -0.3% |
| 2026-09-05 | 4,437.22 | 2026-09-05 | 4,430.52 | 4 根 | 1,801.7 | -6.31 | -0.4% |
| 2026-09-05 | 4,436.92 | 2026-09-05 | 4,430.32 | 17 根 | 1,807.99 | -6.29 | -0.4% |
| 2026-09-05 | 4,436.85 | 2026-09-05 | 4,429.57 | 4 根 | 1,814.59 | -6.59 | -0.4% |
| 2026-09-05 | 4,436.48 | 2026-09-05 | 4,430.72 | 2 根 | 1,820.58 | -5.99 | -0.3% |
| 2026-09-05 | 4,438.56 | 2026-09-05 | 4,431.35 | 15 根 | 1,827.19 | -6.61 | -0.4% |
| 2026-09-04 | 4,477.05 | 2026-09-04 | 4,469.84 | 1 根 | 1,833.8 | -6.61 | -0.4% |
| 2026-09-04 | 4,487.33 | 2026-09-04 | 4,466.85 | 7 根 | 1,845.9 | -12.1 | -0.7% |
| 2026-09-04 | 4,482.29 | 2026-09-04 | 4,468.08 | 5 根 | 1,855.47 | -9.58 | -0.5% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2025-09-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 12409 根 × 61 个起始日期 |
| 输入哈希 | a3839e0948485a11 |
图上显示了 1463 笔成交中的 367 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -69.0% | -67.9% | -67.0% | -66.4% | -65.7% | -65.3% | -64.7% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -90.0%，最好 -57.4%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 指数均线交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | -90% | -90% | -90% | -90% |
| slow 50 | -90% | -90% | -90% | -85% |
| slow 100 | -90% | -86% | -81% | -73% |
| slow 200 | -79% | -69% | -64% | -57% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-07-20 | 4,011.34 | 2026-07-20 | 4,003.72 | 17 根 | 1,004.25 | -3.91 | -0.4% |
| 2026-07-20 | 4,020.01 | 2026-07-20 | 4,007.75 | 54 根 | 1,009.34 | -5.09 | -0.5% |
| 2026-07-20 | 4,001.8 | 2026-07-20 | 4,010.45 | 56 根 | 1,009.18 | +0.16 | +0.0% |
| 2026-07-19 | 4,011.13 | 2026-07-19 | 4,007.98 | 40 根 | 1,012 | -2.82 | -0.3% |
| 2026-07-19 | 4,008.99 | 2026-07-19 | 4,005.11 | 38 根 | 1,015.01 | -3.01 | -0.3% |
| 2026-07-18 | 4,009.48 | 2026-07-19 | 4,009.54 | 56 根 | 1,017.03 | -2.02 | -0.2% |
| 2026-07-18 | 4,014.41 | 2026-07-18 | 4,007.02 | 21 根 | 1,020.94 | -3.92 | -0.4% |
| 2026-07-18 | 4,015 | 2026-07-18 | 4,009.98 | 12 根 | 1,024.26 | -3.32 | -0.3% |
| 2026-07-18 | 4,012.12 | 2026-07-18 | 4,011.1 | 54 根 | 1,026.57 | -2.31 | -0.2% |
| 2026-07-18 | 4,009.13 | 2026-07-18 | 4,007.85 | 72 根 | 1,028.96 | -2.39 | -0.2% |
| 2026-07-17 | 4,009.48 | 2026-07-17 | 4,004.1 | 20 根 | 1,032.41 | -3.45 | -0.3% |
| 2026-07-17 | 4,009.47 | 2026-07-17 | 4,001.14 | 6 根 | 1,036.63 | -4.22 | -0.4% |
| 2026-07-17 | 3,996.56 | 2026-07-17 | 4,002.11 | 47 根 | 1,037.26 | -0.63 | -0.1% |
| 2026-07-17 | 3,998.71 | 2026-07-17 | 3,989.08 | 20 根 | 1,041.85 | -4.58 | -0.4% |
| 2026-07-17 | 3,992.72 | 2026-07-17 | 3,988.39 | 28 根 | 1,045.06 | -3.22 | -0.3% |
| 2026-07-17 | 3,991.71 | 2026-07-17 | 3,981.89 | 16 根 | 1,049.74 | -4.68 | -0.4% |
| 2026-07-16 | 3,981.71 | 2026-07-17 | 3,978.02 | 30 根 | 1,052.82 | -3.08 | -0.3% |
| 2026-07-16 | 3,986.76 | 2026-07-16 | 3,973.86 | 8 根 | 1,058.35 | -5.53 | -0.5% |
| 2026-07-16 | 4,012.61 | 2026-07-16 | 3,985.81 | 10 根 | 1,067.6 | -9.25 | -0.9% |
| 2026-07-16 | 4,036.35 | 2026-07-16 | 4,014.74 | 6 根 | 1,075.49 | -7.89 | -0.7% |
| 2026-07-16 | 4,029.6 | 2026-07-16 | 4,024.29 | 28 根 | 1,079.07 | -3.58 | -0.3% |
| 2026-07-15 | 4,057.4 | 2026-07-15 | 4,051.21 | 28 根 | 1,082.88 | -3.81 | -0.4% |
| 2026-07-15 | 4,053.8 | 2026-07-15 | 4,043.82 | 24 根 | 1,087.73 | -4.85 | -0.4% |
| 2026-07-15 | 4,029 | 2026-07-15 | 4,035.96 | 76 根 | 1,088.03 | -0.3 | -0.0% |
| 2026-07-15 | 4,030.85 | 2026-07-15 | 4,024.12 | 2 根 | 1,092.03 | -4 | -0.4% |
| 2026-07-14 | 4,051.38 | 2026-07-15 | 4,040.52 | 21 根 | 1,097.16 | -5.13 | -0.5% |
| 2026-07-14 | 4,054.03 | 2026-07-14 | 4,043.98 | 9 根 | 1,102.09 | -4.93 | -0.4% |
| 2026-07-14 | 4,021.44 | 2026-07-14 | 4,059.06 | 57 根 | 1,094.06 | +8.03 | +0.7% |
| 2026-07-14 | 4,019.2 | 2026-07-14 | 4,011.53 | 1 根 | 1,098.34 | -4.29 | -0.4% |
| 2026-07-14 | 4,002.16 | 2026-07-14 | 4,015.3 | 75 根 | 1,096.94 | +1.4 | +0.1% |
| 2026-07-14 | 4,004.17 | 2026-07-14 | 3,993.39 | 2 根 | 1,102.1 | -5.16 | -0.5% |
| 2026-07-14 | 4,004.66 | 2026-07-14 | 3,991.41 | 3 根 | 1,107.97 | -5.87 | -0.5% |
| 2026-07-13 | 4,004.25 | 2026-07-13 | 3,997.38 | 24 根 | 1,112.1 | -4.13 | -0.4% |
| 2026-07-13 | 4,007.2 | 2026-07-13 | 3,996.26 | 6 根 | 1,117.38 | -5.28 | -0.5% |
| 2026-07-13 | 4,062.47 | 2026-07-13 | 4,056.31 | 1 根 | 1,121.32 | -3.94 | -0.4% |
| 2026-07-13 | 4,060.56 | 2026-07-13 | 4,062.56 | 33 根 | 1,123.01 | -1.69 | -0.1% |
| 2026-07-13 | 4,059.94 | 2026-07-13 | 4,052.75 | 3 根 | 1,127.25 | -4.24 | -0.4% |
| 2026-07-13 | 4,082.34 | 2026-07-13 | 4,066.49 | 3 根 | 1,133.91 | -6.66 | -0.6% |
| 2026-07-12 | 4,099.82 | 2026-07-12 | 4,093.67 | 16 根 | 1,137.89 | -3.98 | -0.4% |
| 2026-07-12 | 4,102.69 | 2026-07-12 | 4,096.22 | 24 根 | 1,141.97 | -4.08 | -0.4% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2026-03-01 → 2026-09-23 |
| 参数 | {"fast":12,"slow":26} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | 3800e297b94c4379 |