金叉进，死叉出。人人都听说过的那个策略。
按通行解读列出，并非已确认的事实。
ETH/USDT +1023% · Gold (PAXG) -50%. 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 | 1331% | 513% | +818% | 是 | 51% | 817d | 93% |
| ETH/USDT | 1286% | 263% | +1023% | 是 | 69% | 1527d | 100% |
| Gold (PAXG) | 70% | 120% | -50% | 否 | 20% | 1346d | 13% |
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 6 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 |
|---|---|---|---|---|---|---|---|
| 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 101.5%，最好 837.7%，最差 21.9%。其中 4 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | 801% | 561% | 838% | · |
| slow 100 | 590% | 100% | 91% | 344% |
| slow 150 | 52% | 29% | 76% | 22% |
| slow 200 | 121% | 84% | 123% | 101% |
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 |
|---|---|---|---|---|---|---|---|
| 2023-05-22 | 26,761.15 | 2026-01-26 | 86,627.02 | 140 根 | 21,486.76 | +47,927.86 | +223.1% |
| 2020-08-17 | 11,916.95 | 2022-03-21 | 41,241.48 | 83 根 | 6,221.14 | +15,265.62 | +245.4% |
| 2019-07-01 | 10,859.53 | 2020-04-06 | 6,769.39 | 40 根 | 10,000 | -3,778.86 | -37.8% |
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":20,"slow":60} |
| 滚动测试 | 52 根 × 68 个起始日期 |
| 输入哈希 | ce61e1bcfd4e213c |
成交 63 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 |
|---|---|---|---|---|---|---|---|
| -44.7% | -22.0% | -7.6% | 8.6% | 50.6% | 169.6% | 396.5% | 34% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 902.3%，最好 3103.8%，最差 512.8%。其中 14 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | 1364% | 1145% | 619% | · |
| slow 100 | 3104% | 923% | 842% | 562% |
| slow 150 | 2752% | 902% | 814% | 513% |
| slow 200 | 948% | 1075% | 650% | 670% |
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 | -45% | -21% | 190% | 9% | -34% | 44% | 13% | 12% | 22% |
| 最大回撤 | 49% | 26% | 18% | 24% | 44% | 19% | 30% | 18% | 22% |
| 交易 | 4 | 2 | 2 | 2 | 4 | 2 | 2 | 2 | 2 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-04-11 | 72,999.19 | 2026-06-03 | 66,727.46 | 53 根 | 122,037.43 | -10,707.74 | -8.8% |
| 2026-03-30 | 66,043.94 | 2026-04-07 | 68,819.23 | 8 根 | 117,350.44 | +4,686.98 | +4.0% |
| 2026-01-13 | 91,341.85 | 2026-02-02 | 76,929.74 | 20 根 | 139,613.97 | -22,263.53 | -16.0% |
| 2025-09-30 | 114,369.13 | 2025-10-26 | 111,590.45 | 26 根 | 143,376.92 | -3,762.95 | -2.6% |
| 2025-04-26 | 94,686 | 2025-08-31 | 108,761.92 | 127 根 | 125,071.03 | +18,305.89 | +14.6% |
| 2025-01-21 | 102,311.13 | 2025-02-18 | 95,732.12 | 28 根 | 133,933.91 | -8,862.87 | -6.6% |
| 2024-09-27 | 65,206.58 | 2025-01-10 | 92,506.21 | 105 根 | 94,597.49 | +39,336.41 | +41.6% |
| 2024-07-30 | 66,818.07 | 2024-08-13 | 59,316.97 | 14 根 | 106,773.44 | -12,175.94 | -11.4% |
| 2024-05-28 | 69,471.15 | 2024-06-28 | 61,675.61 | 31 根 | 120,509.94 | -13,736.5 | -11.4% |
| 2024-02-12 | 48,324.15 | 2024-04-26 | 64,466.08 | 74 根 | 90,515.8 | +29,994.13 | +33.1% |
| 2023-10-07 | 27,945.07 | 2024-01-29 | 42,010.03 | 114 根 | 60,331.63 | +30,184.17 | +50.0% |
| 2023-06-28 | 30,707.79 | 2023-08-11 | 29,441.03 | 44 根 | 63,053.49 | -2,721.86 | -4.3% |
| 2023-03-19 | 26,920.94 | 2023-05-15 | 26,904.15 | 57 根 | 63,219.16 | -165.67 | -0.3% |
| 2023-01-11 | 17,449.36 | 2023-03-14 | 24,100.21 | 62 根 | 45,864.42 | +17,354.74 | +37.8% |
| 2022-11-02 | 20,493.05 | 2022-11-15 | 16,609.41 | 13 根 | 56,701.81 | -10,837.39 | -19.1% |
| 2022-08-04 | 22,828.32 | 2022-09-01 | 20,038.42 | 28 根 | 64,725.59 | -8,023.78 | -12.4% |
| 2022-03-25 | 44,013.46 | 2022-04-24 | 39,421.89 | 30 根 | 72,409.02 | -7,683.43 | -10.6% |
| 2022-03-17 | 41,134.57 | 2022-03-24 | 42,861.32 | 7 根 | 69,631 | +2,778.02 | +4.0% |
| 2021-10-12 | 57,500.09 | 2021-12-01 | 56,922.08 | 50 根 | 70,478.87 | -847.87 | -1.2% |
| 2021-08-03 | 39,166.43 | 2021-09-27 | 43,139.32 | 55 根 | 64,116.27 | +6,362.6 | +9.9% |
| 2020-10-18 | 11,365.99 | 2021-05-03 | 56,549.92 | 197 根 | 12,912.55 | +51,203.72 | +396.5% |
| 2020-07-28 | 11,035.47 | 2020-09-13 | 10,435.45 | 47 根 | 13,682.35 | -769.79 | -5.6% |
| 2020-04-26 | 7,542.8 | 2020-07-01 | 9,133.51 | 66 根 | 11,322.02 | +2,360.32 | +20.8% |
| 2020-01-13 | 8,189.06 | 2020-03-09 | 8,030.74 | 56 根 | 11,568.34 | -246.32 | -2.1% |
| 2019-11-10 | 8,813.58 | 2019-11-25 | 6,896.78 | 15 根 | 14,813.1 | -3,244.76 | -21.9% |
| 2019-08-18 | 10,221.16 | 2019-08-27 | 10,368.41 | 9 根 | 14,631.95 | +181.15 | +1.2% |
| 2019-02-23 | 3,963.98 | 2019-08-03 | 10,518.49 | 161 根 | 5,525.21 | +9,106.74 | +164.8% |
| 2018-11-03 | 6,436.02 | 2018-11-06 | 6,465.76 | 3 根 | 5,510.81 | +14.4 | +0.3% |
| 2018-10-08 | 6,618.57 | 2018-10-13 | 6,294.85 | 5 根 | 5,805.81 | -295 | -5.1% |
| 2018-07-25 | 8,401.44 | 2018-08-19 | 6,384.77 | 25 根 | 7,654.91 | -1,849.1 | -24.2% |
| 2018-05-01 | 9,250.63 | 2018-05-29 | 7,095.45 | 28 根 | 10,000 | -2,345.09 | -23.4% |
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":20,"slow":60} |
| 滚动测试 | 365 根 × 61 个起始日期 |
| 输入哈希 | c9b533d2dbafc4d0 |
成交 373 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 |
|---|---|---|---|---|---|---|---|
| -45.1% | -31.0% | -12.4% | 12.5% | 42.5% | 95.7% | 306.5% | 41% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 1034.5%，最好 2230.9%，最差 265.4%。其中 11 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | 286% | 462% | 265% | · |
| slow 100 | 850% | 1385% | 1201% | 302% |
| slow 150 | 1580% | 1280% | 626% | 602% |
| slow 200 | 1062% | 1939% | 2231% | 1035% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-04 | 81,265.47 | 2026-09-10 | 78,288.92 | 34 根 | 39,311.59 | -1,515.56 | -3.9% |
| 2026-08-19 | 64,328.16 | 2026-08-31 | 78,156.91 | 72 根 | 32,420.74 | +6,890.85 | +21.3% |
| 2026-08-06 | 64,563.3 | 2026-08-12 | 63,389.4 | 40 根 | 33,087.24 | -666.5 | -2.0% |
| 2026-07-03 | 62,241.1 | 2026-07-26 | 64,524.72 | 134 根 | 31,980.14 | +1,107.11 | +3.5% |
| 2026-06-13 | 63,877.91 | 2026-06-20 | 63,512.13 | 40 根 | 32,228.71 | -248.58 | -0.8% |
| 2026-05-03 | 78,402.42 | 2026-05-14 | 79,706.12 | 66 根 | 31,765.04 | +463.68 | +1.5% |
| 2026-04-06 | 69,158.25 | 2026-04-29 | 75,526.09 | 142 根 | 29,145.06 | +2,619.98 | +9.0% |
| 2026-03-12 | 70,226.96 | 2026-03-21 | 70,475.47 | 54 根 | 29,100.43 | +44.63 | +0.1% |
| 2026-03-03 | 68,412.13 | 2026-03-09 | 67,521.35 | 37 根 | 29,543.37 | -442.94 | -1.5% |
| 2026-02-28 | 65,830.32 | 2026-03-01 | 66,434.81 | 8 根 | 29,333.16 | +210.21 | +0.7% |
| 2026-02-16 | 68,622.18 | 2026-02-18 | 67,595.29 | 11 根 | 29,838.4 | -505.24 | -1.7% |
| 2026-01-14 | 95,768.85 | 2026-01-20 | 90,639.61 | 39 根 | 31,590.06 | -1,751.65 | -5.5% |
| 2025-12-31 | 88,529.74 | 2026-01-10 | 90,620.43 | 64 根 | 30,923.03 | +667.02 | +2.2% |
| 2025-12-22 | 89,990.4 | 2025-12-26 | 88,800.46 | 22 根 | 31,400.15 | -477.11 | -1.5% |
| 2025-12-09 | 93,847.73 | 2025-12-13 | 90,047.12 | 23 根 | 32,790.97 | -1,390.82 | -4.2% |
| 2025-12-04 | 93,444.37 | 2025-12-07 | 91,379.8 | 21 根 | 33,598.95 | -807.99 | -2.4% |
| 2025-11-27 | 91,003.77 | 2025-12-03 | 92,953.5 | 34 根 | 32,960.06 | +638.9 | +1.9% |
| 2025-11-12 | 103,361.65 | 2025-11-14 | 99,089.81 | 12 根 | 34,449.82 | -1,489.77 | -4.3% |
| 2025-10-24 | 111,121.82 | 2025-10-31 | 110,360.41 | 42 根 | 34,756.95 | -307.12 | -0.9% |
| 2025-10-01 | 114,234.02 | 2025-10-11 | 112,718.1 | 59 根 | 35,294.9 | -537.96 | -1.5% |
| 2025-09-04 | 110,518.59 | 2025-09-22 | 114,592.57 | 107 根 | 34,108.26 | +1,186.65 | +3.5% |
| 2025-08-08 | 116,511.64 | 2025-08-17 | 117,946.98 | 51 根 | 33,760.63 | +347.62 | +1.0% |
| 2025-07-29 | 118,121.35 | 2025-07-31 | 116,727.39 | 17 根 | 34,232.2 | -471.57 | -1.4% |
| 2025-07-24 | 118,475.42 | 2025-07-25 | 115,669.21 | 8 根 | 35,132.89 | -900.69 | -2.6% |
| 2025-06-26 | 107,907.72 | 2025-07-21 | 118,344.81 | 150 根 | 32,098.58 | +3,034.31 | +9.4% |
| 2025-06-09 | 105,711.97 | 2025-06-15 | 105,361.92 | 35 根 | 32,269.69 | -171.12 | -0.5% |
| 2025-05-08 | 99,301.97 | 2025-05-30 | 105,536.96 | 130 根 | 30,424.03 | +1,845.67 | +6.1% |
| 2025-04-12 | 85,050.9 | 2025-05-06 | 93,765.62 | 143 根 | 27,651.62 | +2,772.41 | +10.0% |
| 2025-03-17 | 83,609.66 | 2025-03-29 | 82,717.02 | 75 根 | 28,005.98 | -354.36 | -1.3% |
| 2025-03-05 | 89,859.17 | 2025-03-09 | 82,599.54 | 26 根 | 30,528.41 | -2,522.43 | -8.3% |
| 2025-02-21 | 98,153.09 | 2025-02-24 | 95,824.08 | 16 根 | 31,333 | -804.6 | -2.6% |
| 2025-02-15 | 97,580.68 | 2025-02-18 | 95,409.19 | 15 根 | 32,110.29 | -777.29 | -2.4% |
| 2025-02-01 | 102,480.77 | 2025-02-02 | 99,593.48 | 8 根 | 33,107.34 | -997.05 | -3.0% |
| 2025-01-16 | 99,849.9 | 2025-01-27 | 98,711.74 | 67 根 | 33,556.12 | -448.78 | -1.3% |
| 2025-01-03 | 98,641.32 | 2025-01-10 | 92,506.21 | 37 根 | 35,853.23 | -2,297.11 | -6.4% |
| 2024-12-13 | 100,054.29 | 2024-12-20 | 96,943.13 | 46 根 | 37,077.93 | -1,224.71 | -3.3% |
| 2024-12-01 | 97,076.53 | 2024-12-12 | 100,449.74 | 64 根 | 35,904.56 | +1,173.38 | +3.3% |
| 2024-11-07 | 75,609.78 | 2024-11-27 | 95,508.22 | 124 根 | 28,481.01 | +7,423.55 | +26.1% |
| 2024-10-29 | 70,973.62 | 2024-11-03 | 68,644.66 | 34 根 | 29,506.26 | -1,025.25 | -3.5% |
| 2024-10-14 | 62,901.46 | 2024-10-24 | 67,089.53 | 62 根 | 27,719.71 | +1,786.55 | +6.5% |
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":20,"slow":60} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | 546466199c93c106 |
图上显示了 829 笔成交中的 277 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 |
|---|---|---|---|---|---|---|---|
| -48.0% | -34.9% | -27.5% | -6.1% | 21.1% | 33.1% | 57.9% | 54% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 -32.2%，最好 41.2%，最差 -81.0%。其中 0 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | -81% | -68% | -57% | · |
| slow 100 | -70% | -48% | -9% | 26% |
| slow 150 | -51% | -30% | -22% | -28% |
| slow 200 | -37% | -32% | -1% | 41% |
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 | 76,732.41 | 2026-09-20 | 80,995.48 | 77 根 | 6,070.24 | +324.45 | +5.3% |
| 2026-09-14 | 77,931.19 | 2026-09-15 | 76,473.75 | 32 根 | 6,198.31 | -128.07 | -2.1% |
| 2026-09-09 | 78,844.3 | 2026-09-10 | 78,141.61 | 8 根 | 6,266.57 | -68.26 | -1.1% |
| 2026-09-06 | 79,995.32 | 2026-09-07 | 79,320.32 | 16 根 | 6,332.55 | -65.98 | -1.0% |
| 2026-09-03 | 78,879.94 | 2026-09-05 | 79,670.11 | 42 根 | 6,282.29 | +50.25 | +0.8% |
| 2026-08-31 | 78,937.51 | 2026-09-01 | 77,557.21 | 21 根 | 6,406.9 | -124.61 | -1.9% |
| 2026-08-30 | 78,863.03 | 2026-08-31 | 78,541.14 | 24 根 | 6,446.04 | -39.14 | -0.6% |
| 2026-08-27 | 80,244.16 | 2026-08-28 | 77,368.64 | 30 根 | 6,699 | -252.96 | -3.8% |
| 2026-08-24 | 77,187.96 | 2026-08-26 | 78,280.42 | 55 根 | 6,618.74 | +80.26 | +1.2% |
| 2026-08-16 | 63,092.56 | 2026-08-23 | 76,751.95 | 171 根 | 5,451.7 | +1,167.03 | +21.4% |
| 2026-08-07 | 64,990.46 | 2026-08-10 | 64,267.84 | 73 根 | 5,524.04 | -72.34 | -1.3% |
| 2026-08-03 | 63,937.94 | 2026-08-07 | 64,271.97 | 85 根 | 5,506.33 | +17.71 | +0.3% |
| 2026-08-02 | 63,211.95 | 2026-08-03 | 62,668.66 | 20 根 | 5,565.19 | -58.86 | -1.1% |
| 2026-07-29 | 64,301.96 | 2026-07-31 | 62,650.71 | 45 根 | 5,723.3 | -158.11 | -2.8% |
| 2026-07-26 | 64,498.91 | 2026-07-28 | 63,154 | 38 根 | 5,856.89 | -133.58 | -2.3% |
| 2026-07-18 | 64,048.44 | 2026-07-23 | 65,797.09 | 111 根 | 5,712.65 | +144.24 | +2.5% |
| 2026-07-14 | 64,601.87 | 2026-07-16 | 64,213.89 | 47 根 | 5,758.67 | -46.02 | -0.8% |
| 2026-07-09 | 63,306.24 | 2026-07-12 | 63,985.99 | 62 根 | 5,708.9 | +49.77 | +0.9% |
| 2026-07-01 | 60,846.4 | 2026-07-08 | 61,987.35 | 155 根 | 5,615.04 | +93.86 | +1.7% |
| 2026-06-30 | 59,867.93 | 2026-06-30 | 59,494.25 | 7 根 | 5,661.62 | -46.58 | -0.8% |
| 2026-06-27 | 60,618.64 | 2026-06-28 | 59,660.77 | 27 根 | 5,764.03 | -102.42 | -1.8% |
| 2026-06-20 | 63,706.55 | 2026-06-23 | 62,354.81 | 70 根 | 5,900.78 | -136.74 | -2.3% |
| 2026-06-11 | 62,989.48 | 2026-06-17 | 65,803.38 | 141 根 | 5,659.75 | +241.02 | +4.3% |
| 2026-06-07 | 62,653.28 | 2026-06-09 | 61,359.81 | 53 根 | 5,790.63 | -130.88 | -2.3% |
| 2026-05-30 | 73,652.27 | 2026-06-01 | 73,753.1 | 41 根 | 5,794.29 | -3.66 | -0.1% |
| 2026-05-24 | 77,059.05 | 2026-05-26 | 77,093.94 | 51 根 | 5,803.26 | -8.97 | -0.1% |
| 2026-05-20 | 77,556.22 | 2026-05-22 | 76,735.84 | 52 根 | 5,877.05 | -73.78 | -1.3% |
| 2026-05-14 | 81,496.73 | 2026-05-15 | 79,083.57 | 22 根 | 6,068.51 | -191.46 | -3.1% |
| 2026-05-09 | 80,438.17 | 2026-05-12 | 80,295.84 | 75 根 | 6,091.43 | -22.93 | -0.4% |
| 2026-05-01 | 77,080.96 | 2026-05-07 | 80,826.22 | 151 根 | 5,820.8 | +270.63 | +4.7% |
| 2026-04-26 | 78,016.78 | 2026-04-27 | 76,921.95 | 31 根 | 5,915.47 | -94.67 | -1.6% |
| 2026-04-21 | 75,878.89 | 2026-04-24 | 77,488.94 | 82 根 | 5,804.16 | +111.31 | +1.9% |
| 2026-04-14 | 74,455.21 | 2026-04-19 | 75,458.26 | 123 根 | 5,738.47 | +65.69 | +1.1% |
| 2026-04-07 | 71,549.86 | 2026-04-12 | 71,496.18 | 107 根 | 5,754.27 | -15.8 | -0.3% |
| 2026-04-04 | 67,021.55 | 2026-04-07 | 68,976.78 | 82 根 | 5,602.35 | +151.92 | +2.7% |
| 2026-03-29 | 66,556.27 | 2026-04-02 | 66,436.37 | 90 根 | 5,623.7 | -21.35 | -0.4% |
| 2026-03-23 | 70,714.38 | 2026-03-26 | 69,241.37 | 64 根 | 5,754.84 | -131.13 | -2.3% |
| 2026-03-21 | 70,696.92 | 2026-03-22 | 69,243.48 | 17 根 | 5,887.39 | -132.56 | -2.3% |
| 2026-03-15 | 71,643.34 | 2026-03-18 | 72,097.41 | 72 根 | 5,862.03 | +25.37 | +0.4% |
| 2026-03-13 | 71,511.34 | 2026-03-14 | 70,563.93 | 38 根 | 5,952.63 | -90.6 | -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":20,"slow":60} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | b9c5272db91e28db |
图上显示了 748 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 |
|---|---|---|---|---|---|---|---|
| -54.0% | -49.6% | -44.3% | -34.7% | -30.5% | -25.8% | -20.2% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 -56.1%，最好 -28.0%，最差 -87.0%。其中 0 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | -87% | -78% | -76% | · |
| slow 100 | -75% | -63% | -56% | -40% |
| slow 150 | -64% | -56% | -53% | -40% |
| slow 200 | -61% | -45% | -44% | -28% |
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 | 86,147.05 | 2026-09-23 | 85,757.1 | 85 根 | 3,002.62 | -19.56 | -0.7% |
| 2026-09-20 | 80,952.46 | 2026-09-22 | 85,444.1 | 143 根 | 2,850.48 | +152.15 | +5.3% |
| 2026-09-19 | 81,347.51 | 2026-09-19 | 80,979.49 | 45 根 | 2,869.16 | -18.69 | -0.7% |
| 2026-09-18 | 77,465.62 | 2026-09-19 | 81,062.65 | 112 根 | 2,747.34 | +121.83 | +4.4% |
| 2026-09-16 | 76,168.08 | 2026-09-17 | 76,235.56 | 103 根 | 2,750.4 | -3.06 | -0.1% |
| 2026-09-16 | 75,834.14 | 2026-09-16 | 75,750.12 | 29 根 | 2,758.97 | -8.56 | -0.3% |
| 2026-09-14 | 77,674.97 | 2026-09-15 | 77,817.54 | 84 根 | 2,759.42 | -0.46 | -0.0% |
| 2026-09-13 | 77,340.67 | 2026-09-14 | 76,769.61 | 30 根 | 2,785.52 | -26.09 | -0.9% |
| 2026-09-13 | 77,348.67 | 2026-09-13 | 77,027.66 | 10 根 | 2,802.72 | -17.21 | -0.6% |
| 2026-09-12 | 77,389.51 | 2026-09-12 | 77,083.23 | 43 根 | 2,819.49 | -16.77 | -0.6% |
| 2026-09-11 | 77,336.66 | 2026-09-11 | 77,369.31 | 55 根 | 2,823.95 | -4.45 | -0.2% |
| 2026-09-10 | 78,253.13 | 2026-09-10 | 77,923.65 | 10 根 | 2,841.56 | -17.62 | -0.6% |
| 2026-09-09 | 78,669.32 | 2026-09-09 | 78,766.61 | 65 根 | 2,843.74 | -2.17 | -0.1% |
| 2026-09-08 | 78,647.52 | 2026-09-08 | 78,420.77 | 19 根 | 2,857.67 | -13.93 | -0.5% |
| 2026-09-06 | 79,947.67 | 2026-09-07 | 79,816.07 | 32 根 | 2,868.11 | -10.44 | -0.4% |
| 2026-09-06 | 79,969.96 | 2026-09-06 | 79,678.32 | 10 根 | 2,884.37 | -16.26 | -0.6% |
| 2026-09-05 | 79,661.81 | 2026-09-06 | 79,783.32 | 85 根 | 2,885.74 | -1.37 | -0.1% |
| 2026-09-05 | 79,608.87 | 2026-09-05 | 79,460.26 | 8 根 | 2,896.93 | -11.19 | -0.4% |
| 2026-09-04 | 81,380.67 | 2026-09-04 | 79,414.22 | 2 根 | 2,974.61 | -77.68 | -2.6% |
| 2026-09-02 | 77,420.34 | 2026-09-04 | 80,998.78 | 139 根 | 2,848.88 | +125.72 | +4.4% |
| 2026-09-02 | 77,689.91 | 2026-09-02 | 76,601.68 | 17 根 | 2,895.14 | -46.26 | -1.6% |
| 2026-09-01 | 78,820.89 | 2026-09-01 | 77,940.88 | 5 根 | 2,933.69 | -38.55 | -1.3% |
| 2026-08-31 | 78,738.6 | 2026-09-01 | 78,322.82 | 68 根 | 2,955.17 | -21.48 | -0.7% |
| 2026-08-30 | 78,667.3 | 2026-08-30 | 77,438.04 | 45 根 | 3,008.09 | -52.92 | -1.8% |
| 2026-08-30 | 78,295.14 | 2026-08-30 | 78,022.96 | 6 根 | 3,024.63 | -16.54 | -0.5% |
| 2026-08-29 | 77,733.37 | 2026-08-30 | 78,087.17 | 61 根 | 3,016.95 | +7.68 | +0.3% |
| 2026-08-26 | 78,763.36 | 2026-08-28 | 79,665.41 | 123 根 | 2,988.76 | +28.19 | +0.9% |
| 2026-08-26 | 79,065.74 | 2026-08-26 | 78,669.96 | 23 根 | 3,009.81 | -21.05 | -0.7% |
| 2026-08-24 | 77,765.16 | 2026-08-25 | 79,121.17 | 100 根 | 2,964.15 | +45.66 | +1.5% |
| 2026-08-23 | 77,244.61 | 2026-08-24 | 76,948.52 | 59 根 | 2,981.51 | -17.36 | -0.6% |
| 2026-08-22 | 77,456.97 | 2026-08-23 | 77,189.3 | 18 根 | 2,997.84 | -16.33 | -0.5% |
| 2026-08-19 | 64,975.89 | 2026-08-22 | 77,250.54 | 269 根 | 2,526.55 | +471.29 | +18.6% |
| 2026-08-18 | 65,027.58 | 2026-08-19 | 64,373.24 | 47 根 | 2,557.34 | -30.79 | -1.2% |
| 2026-08-17 | 63,460.92 | 2026-08-18 | 64,192.9 | 101 根 | 2,533.24 | +24.1 | +0.9% |
| 2026-08-16 | 63,356.17 | 2026-08-16 | 62,758.61 | 25 根 | 2,562.48 | -29.24 | -1.1% |
| 2026-08-16 | 63,085.88 | 2026-08-16 | 63,029.5 | 1 根 | 2,569.91 | -7.43 | -0.3% |
| 2026-08-15 | 63,102.03 | 2026-08-16 | 63,037.9 | 50 根 | 2,577.67 | -7.76 | -0.3% |
| 2026-08-14 | 62,890.69 | 2026-08-15 | 62,954.87 | 68 根 | 2,580.2 | -2.53 | -0.1% |
| 2026-08-14 | 63,517.83 | 2026-08-14 | 63,148.95 | 21 根 | 2,600.47 | -20.27 | -0.8% |
| 2026-08-13 | 63,711.39 | 2026-08-13 | 63,575.88 | 37 根 | 2,611.23 | -10.76 | -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 | 2025-09-01 → 2026-09-23 |
| 参数 | {"fast":20,"slow":60} |
| 滚动测试 | 12408 根 × 61 个起始日期 |
| 输入哈希 | d4f7bd3134c46df3 |
图上显示了 1242 笔成交中的 312 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 |
|---|---|---|---|---|---|---|---|
| -62.8% | -61.3% | -59.2% | -56.1% | -49.0% | -41.2% | -34.9% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 -74.4%，最好 -27.1%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | -90% | -90% | -90% | · |
| slow 100 | -90% | -82% | -78% | -67% |
| slow 150 | -84% | -74% | -65% | -40% |
| slow 200 | -74% | -60% | -49% | -27% |
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 | 86,556.68 | 2026-09-23 | 86,480.74 | 75 根 | 1,282.07 | -3.68 | -0.3% |
| 2026-09-22 | 86,165.07 | 2026-09-22 | 86,185.69 | 78 根 | 1,284.33 | -2.26 | -0.2% |
| 2026-09-22 | 86,242.12 | 2026-09-22 | 85,699.88 | 56 根 | 1,295.04 | -10.71 | -0.8% |
| 2026-09-21 | 81,627.15 | 2026-09-21 | 86,456.76 | 212 根 | 1,225.15 | +69.9 | +5.7% |
| 2026-09-20 | 81,290.98 | 2026-09-21 | 81,269.95 | 44 根 | 1,227.92 | -2.77 | -0.2% |
| 2026-09-20 | 80,426.2 | 2026-09-20 | 81,146.75 | 119 根 | 1,219.45 | +8.47 | +0.7% |
| 2026-09-20 | 81,290.61 | 2026-09-20 | 81,111.45 | 27 根 | 1,224.59 | -5.14 | -0.4% |
| 2026-09-19 | 81,514.75 | 2026-09-19 | 81,403.2 | 50 根 | 1,228.72 | -4.13 | -0.3% |
| 2026-09-19 | 81,237.81 | 2026-09-19 | 81,235.21 | 56 根 | 1,231.22 | -2.5 | -0.2% |
| 2026-09-19 | 81,214.62 | 2026-09-19 | 81,097.13 | 38 根 | 1,235.48 | -4.25 | -0.3% |
| 2026-09-18 | 79,336.69 | 2026-09-18 | 80,859.54 | 120 根 | 1,214.63 | +20.84 | +1.7% |
| 2026-09-18 | 76,638.3 | 2026-09-18 | 78,130.92 | 135 根 | 1,193.82 | +20.82 | +1.7% |
| 2026-09-17 | 76,791.84 | 2026-09-17 | 76,546.85 | 25 根 | 1,200.03 | -6.22 | -0.5% |
| 2026-09-17 | 77,082.79 | 2026-09-17 | 76,693.1 | 44 根 | 1,208.55 | -8.51 | -0.7% |
| 2026-09-17 | 76,447 | 2026-09-17 | 76,273.84 | 59 根 | 1,213.71 | -5.17 | -0.4% |
| 2026-09-17 | 76,366.17 | 2026-09-17 | 76,407.79 | 61 根 | 1,215.48 | -1.77 | -0.1% |
| 2026-09-16 | 75,947.61 | 2026-09-16 | 75,778.09 | 52 根 | 1,220.64 | -5.16 | -0.4% |
| 2026-09-16 | 75,764.92 | 2026-09-16 | 75,422.93 | 6 根 | 1,228.63 | -7.99 | -0.7% |
| 2026-09-16 | 76,041.97 | 2026-09-16 | 75,551.71 | 40 根 | 1,239.08 | -10.45 | -0.8% |
| 2026-09-16 | 75,846.15 | 2026-09-16 | 75,728.74 | 89 根 | 1,243.48 | -4.41 | -0.4% |
| 2026-09-15 | 76,810.4 | 2026-09-15 | 75,891.84 | 22 根 | 1,261.05 | -17.57 | -1.4% |
| 2026-09-15 | 76,965.15 | 2026-09-15 | 76,967.5 | 13 根 | 1,263.54 | -2.49 | -0.2% |
| 2026-09-14 | 78,189.09 | 2026-09-14 | 78,690.64 | 100 根 | 1,258 | +5.54 | +0.4% |
| 2026-09-14 | 77,471.43 | 2026-09-14 | 77,792.43 | 118 根 | 1,255.32 | +2.68 | +0.2% |
| 2026-09-13 | 77,431.65 | 2026-09-13 | 76,895.54 | 11 根 | 1,266.6 | -11.28 | -0.9% |
| 2026-09-13 | 76,807.2 | 2026-09-13 | 77,271.24 | 89 根 | 1,261.51 | +5.09 | +0.4% |
| 2026-09-13 | 77,348.65 | 2026-09-13 | 77,103.46 | 16 根 | 1,268.06 | -6.55 | -0.5% |
| 2026-09-12 | 77,321.64 | 2026-09-13 | 77,154.09 | 71 根 | 1,273.36 | -5.3 | -0.4% |
| 2026-09-12 | 77,478.72 | 2026-09-12 | 77,282.45 | 33 根 | 1,279.15 | -5.79 | -0.4% |
| 2026-09-12 | 77,381.22 | 2026-09-12 | 77,317.37 | 57 根 | 1,282.77 | -3.62 | -0.3% |
| 2026-09-12 | 77,386.67 | 2026-09-12 | 77,264.36 | 35 根 | 1,287.37 | -4.6 | -0.4% |
| 2026-09-11 | 78,072 | 2026-09-11 | 77,863.06 | 47 根 | 1,293.41 | -6.04 | -0.5% |
| 2026-09-11 | 76,847.9 | 2026-09-11 | 77,124.1 | 91 根 | 1,291.36 | +2.05 | +0.2% |
| 2026-09-10 | 77,210.59 | 2026-09-10 | 77,105.44 | 26 根 | 1,295.71 | -4.35 | -0.3% |
| 2026-09-10 | 77,431.53 | 2026-09-10 | 77,117.93 | 18 根 | 1,303.58 | -7.87 | -0.6% |
| 2026-09-10 | 78,403.73 | 2026-09-10 | 78,174.91 | 47 根 | 1,310.01 | -6.43 | -0.5% |
| 2026-09-10 | 78,317.64 | 2026-09-10 | 78,010.98 | 23 根 | 1,317.79 | -7.78 | -0.6% |
| 2026-09-09 | 79,648.67 | 2026-09-09 | 78,918.53 | 25 根 | 1,332.65 | -14.85 | -1.1% |
| 2026-09-09 | 79,234.67 | 2026-09-09 | 79,104.43 | 70 根 | 1,337.52 | -4.87 | -0.4% |
| 2026-09-09 | 78,758.59 | 2026-09-09 | 78,880.54 | 50 根 | 1,338.12 | -0.61 | -0.1% |
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 | 2026-03-01 → 2026-09-23 |
| 参数 | {"fast":20,"slow":60} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | 4f1d860baea7e97d |
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 68 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 57.9%，最好 517.6%，最差 -62.1%。其中 2 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | 106% | 122% | 73% | · |
| slow 100 | 518% | 242% | 86% | 341% |
| slow 150 | -55% | -49% | -62% | 58% |
| slow 200 | -39% | -33% | -6% | 16% |
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 |
|---|---|---|---|---|---|---|---|
| 2025-08-25 | 4,782.54 | 2026-03-02 | 1,938.74 | 27 根 | 44,584.56 | -26,547.04 | -59.5% |
| 2025-01-13 | 3,268.93 | 2025-03-31 | 1,806.84 | 11 根 | 80,824.02 | -36,239.46 | -44.8% |
| 2023-05-22 | 1,805.81 | 2024-11-18 | 3,074.45 | 78 根 | 47,567.9 | +33,256.12 | +69.9% |
| 2020-07-27 | 311.18 | 2022-05-09 | 2,518.45 | 93 根 | 5,889.18 | +41,678.72 | +707.7% |
| 2020-06-15 | 231.86 | 2020-06-29 | 224.78 | 2 根 | 6,086.79 | -197.61 | -3.3% |
| 2019-08-12 | 216.52 | 2019-12-23 | 132.05 | 19 根 | 10,000 | -3,913.21 | -39.1% |
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 | 2018-01-01 → 2026-09-21 |
| 参数 | {"fast":20,"slow":60} |
| 滚动测试 | 52 根 × 68 个起始日期 |
| 输入哈希 | bb83a390abcf255e |
成交 49 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 |
|---|---|---|---|---|---|---|---|
| -46.4% | -28.0% | -16.9% | 8.2% | 39.8% | 76.3% | 596.2% | 36% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 1529.0%，最好 2754.1%，最差 436.3%。其中 15 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | 2754% | 2294% | 1556% | · |
| slow 100 | 1961% | 1373% | 1140% | 436% |
| slow 150 | 2320% | 2341% | 2036% | 938% |
| slow 200 | 1529% | 1521% | 857% | 646% |
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 | -15% | -25% | 254% | 8% | -42% | 23% | 8% | 55% | 46% |
| 最大回撤 | 38% | 26% | 30% | 31% | 48% | 19% | 23% | 21% | 16% |
| 交易 | 1 | 1 | 1 | 2 | 3 | 2 | 2 | 2 | 1 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-03-29 | 1,995.74 | 2026-05-25 | 2,098.81 | 57 根 | 94,632.32 | +4,688.58 | +5.0% |
| 2026-01-11 | 3,088.26 | 2026-02-01 | 2,450.73 | 21 根 | 119,488.53 | -24,856.21 | -20.8% |
| 2025-07-13 | 2,944.76 | 2025-10-03 | 4,482.11 | 82 根 | 78,661.58 | +40,826.95 | +51.9% |
| 2025-05-10 | 2,346.21 | 2025-07-02 | 2,403.81 | 53 根 | 76,930.56 | +1,731.02 | +2.3% |
| 2024-10-22 | 2,668.04 | 2025-01-06 | 3,634.18 | 76 根 | 56,591.83 | +20,338.74 | +35.9% |
| 2024-10-07 | 2,441.24 | 2024-10-14 | 2,467.69 | 7 根 | 56,097.43 | +494.4 | +0.9% |
| 2024-05-27 | 3,828.38 | 2024-07-04 | 3,293.84 | 38 根 | 65,331.73 | -9,234.3 | -14.1% |
| 2024-02-13 | 2,661.32 | 2024-04-16 | 3,100.45 | 63 根 | 56,190.81 | +9,140.93 | +16.3% |
| 2023-10-28 | 1,780.3 | 2024-02-07 | 2,371.44 | 102 根 | 42,268.24 | +13,922.57 | +32.9% |
| 2023-07-05 | 1,937.16 | 2023-08-11 | 1,851.54 | 37 根 | 44,311.23 | -2,042.99 | -4.6% |
| 2023-03-22 | 1,802.13 | 2023-05-16 | 1,815.3 | 55 根 | 44,077.79 | +233.44 | +0.5% |
| 2023-01-10 | 1,321.06 | 2023-03-12 | 1,471.19 | 61 根 | 39,658.94 | +4,418.85 | +11.1% |
| 2022-11-04 | 1,531.78 | 2022-11-21 | 1,141.64 | 17 根 | 53,318.27 | -13,659.33 | -25.6% |
| 2022-07-29 | 1,725.38 | 2022-09-08 | 1,629.19 | 41 根 | 56,579.56 | -3,261.29 | -5.8% |
| 2022-03-28 | 3,297.3 | 2022-05-01 | 2,725.31 | 34 根 | 68,591.6 | -12,012.04 | -17.5% |
| 2021-10-16 | 3,870.31 | 2021-12-12 | 4,087.64 | 57 根 | 65,074.91 | +3,516.68 | +5.4% |
| 2021-08-05 | 2,725.91 | 2021-09-29 | 2,803.75 | 55 根 | 63,395.03 | +1,679.89 | +2.6% |
| 2020-10-24 | 409.39 | 2021-06-04 | 2,855.82 | 223 根 | 9,106.15 | +54,288.87 | +596.2% |
| 2020-04-25 | 187.69 | 2020-09-21 | 370.85 | 149 根 | 4,617.96 | +4,488.19 | +97.2% |
| 2020-01-18 | 170 | 2020-03-15 | 122.48 | 57 根 | 6,422.72 | -1,804.77 | -28.1% |
| 2019-11-13 | 187.18 | 2019-11-25 | 139.92 | 12 根 | 8,609.46 | -2,186.73 | -25.4% |
| 2019-02-24 | 157.83 | 2019-07-20 | 220.73 | 146 根 | 6,168.37 | +2,441.09 | +39.6% |
| 2019-01-08 | 149.36 | 2019-01-31 | 108.24 | 23 根 | 8,529.34 | -2,360.97 | -27.7% |
| 2018-04-30 | 691.2 | 2018-06-05 | 590.72 | 36 根 | 10,000 | -1,470.66 | -14.7% |
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 → 2026-09-23 |
| 参数 | {"fast":20,"slow":60} |
| 滚动测试 | 365 根 × 61 个起始日期 |
| 输入哈希 | a63962c871ab6c1c |
成交 369 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 |
|---|---|---|---|---|---|---|---|
| -60.4% | -26.5% | -12.2% | 7.4% | 66.8% | 132.8% | 243.8% | 48% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 2124.6%，最好 8828.1%，最差 209.1%。其中 14 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | 573% | 1481% | 431% | · |
| slow 100 | 1622% | 2207% | 1593% | 209% |
| slow 150 | 3645% | 2125% | 1457% | 2156% |
| slow 200 | 8828% | 7071% | 5068% | 4796% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-06 | 2,481.57 | 2026-09-16 | 2,400.76 | 61 根 | 53,888.88 | -1,859.03 | -3.5% |
| 2026-08-18 | 1,918.67 | 2026-08-31 | 2,439.16 | 76 根 | 42,474.42 | +11,414.45 | +26.9% |
| 2026-08-07 | 1,898.38 | 2026-08-13 | 1,878.86 | 35 根 | 43,001.59 | -527.16 | -1.2% |
| 2026-07-31 | 1,891.15 | 2026-08-01 | 1,868.95 | 5 根 | 43,599.49 | -597.9 | -1.4% |
| 2026-07-27 | 1,960.65 | 2026-07-31 | 1,907.95 | 22 根 | 44,893.56 | -1,294.07 | -2.9% |
| 2026-07-02 | 1,701 | 2026-07-26 | 1,881.27 | 140 根 | 40,672.99 | +4,220.57 | +10.4% |
| 2026-06-13 | 1,679.14 | 2026-06-21 | 1,731.49 | 45 根 | 39,522.14 | +1,150.85 | +2.9% |
| 2026-05-04 | 2,386.3 | 2026-05-09 | 2,330.85 | 34 根 | 40,543.33 | -1,021.2 | -2.5% |
| 2026-04-24 | 2,324.97 | 2026-04-25 | 2,312.49 | 5 根 | 40,843.72 | -300.39 | -0.7% |
| 2026-04-02 | 2,057.12 | 2026-04-22 | 2,325.99 | 118 根 | 36,194.78 | +4,648.94 | +12.8% |
| 2026-03-12 | 2,053 | 2026-03-21 | 2,154.05 | 58 根 | 34,565.78 | +1,629 | +4.7% |
| 2026-03-02 | 2,044.58 | 2026-03-09 | 1,936.14 | 37 根 | 36,574.83 | -2,009.05 | -5.5% |
| 2026-02-27 | 2,033.71 | 2026-03-02 | 2,046.31 | 20 根 | 36,422.4 | +152.43 | +0.4% |
| 2026-02-16 | 1,957.63 | 2026-02-17 | 1,984.7 | 3 根 | 35,997.56 | +424.83 | +1.2% |
| 2026-02-15 | 2,062.99 | 2026-02-15 | 1,941.25 | 2 根 | 38,331.67 | -2,334.11 | -6.1% |
| 2026-01-14 | 3,337.45 | 2026-01-20 | 2,994.99 | 39 根 | 42,800.15 | -4,468.47 | -10.4% |
| 2025-12-31 | 2,972.17 | 2026-01-10 | 3,094.08 | 63 根 | 41,195.99 | +1,604.15 | +3.9% |
| 2025-12-22 | 3,054.12 | 2025-12-26 | 2,955.35 | 22 根 | 42,657.95 | -1,461.96 | -3.4% |
| 2025-12-04 | 3,209.75 | 2025-12-14 | 3,083.3 | 59 根 | 44,496.4 | -1,838.45 | -4.1% |
| 2025-11-27 | 3,035.41 | 2025-12-02 | 2,824.77 | 31 根 | 47,910.17 | -3,413.78 | -7.1% |
| 2025-11-12 | 3,419.47 | 2025-11-14 | 3,142.77 | 15 根 | 52,232.73 | -4,322.55 | -8.3% |
| 2025-10-26 | 3,953.55 | 2025-10-31 | 3,829.57 | 30 根 | 54,031.57 | -1,798.84 | -3.3% |
| 2025-10-01 | 4,300.36 | 2025-10-10 | 4,340.85 | 54 根 | 53,634.75 | +396.82 | +0.7% |
| 2025-09-11 | 4,432.02 | 2025-09-20 | 4,463.29 | 52 根 | 53,365.7 | +269.05 | +0.5% |
| 2025-08-23 | 4,753.37 | 2025-08-30 | 4,358 | 38 根 | 58,323.66 | -4,957.96 | -8.5% |
| 2025-08-07 | 3,838.93 | 2025-08-19 | 4,310.83 | 68 根 | 52,042.98 | +6,280.68 | +12.1% |
| 2025-06-27 | 2,448.2 | 2025-08-02 | 3,486.47 | 215 根 | 36,617.85 | +15,425.13 | +42.1% |
| 2025-06-10 | 2,775.03 | 2025-06-15 | 2,527.35 | 29 根 | 40,286.91 | -3,669.06 | -9.1% |
| 2025-06-05 | 2,609.31 | 2025-06-06 | 2,454.41 | 5 根 | 42,915.22 | -2,628.32 | -6.1% |
| 2025-05-22 | 2,665.81 | 2025-06-01 | 2,496.1 | 59 根 | 45,924.81 | -3,009.58 | -6.6% |
| 2025-05-08 | 1,958.62 | 2025-05-19 | 2,402.54 | 65 根 | 37,514.19 | +8,410.62 | +22.4% |
| 2025-04-22 | 1,703.85 | 2025-05-06 | 1,783.91 | 85 根 | 35,902.4 | +1,611.78 | +4.5% |
| 2025-04-15 | 1,624.59 | 2025-04-19 | 1,587.81 | 24 根 | 36,807.73 | -905.33 | -2.5% |
| 2025-03-19 | 2,032.09 | 2025-03-28 | 1,873.23 | 54 根 | 40,009.01 | -3,201.28 | -8.0% |
| 2025-02-15 | 2,709.72 | 2025-02-25 | 2,366.94 | 59 根 | 45,894.96 | -5,885.95 | -12.8% |
| 2025-02-02 | 3,119.1 | 2025-02-02 | 3,063.34 | 3 根 | 46,823.93 | -928.97 | -2.0% |
| 2025-01-26 | 3,340.4 | 2025-01-27 | 3,069.26 | 3 根 | 51,062.32 | -4,238.39 | -8.3% |
| 2025-01-17 | 3,374.83 | 2025-01-23 | 3,211.47 | 37 根 | 53,767.05 | -2,704.74 | -5.0% |
| 2025-01-03 | 3,467.34 | 2025-01-09 | 3,299.76 | 36 根 | 56,610.81 | -2,843.75 | -5.0% |
| 2024-12-31 | 3,414.57 | 2025-01-01 | 3,336.11 | 2 根 | 58,058.12 | -1,447.32 | -2.5% |
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":20,"slow":60} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | 3d46d917ca3ba5dd |
图上显示了 854 笔成交中的 286 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 |
|---|---|---|---|---|---|---|---|
| -43.1% | -33.2% | -20.7% | -5.1% | 5.4% | 18.6% | 29.9% | 64% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 -41.4%，最好 -4.3%，最差 -90.0%。其中 4 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | -90% | -75% | -69% | · |
| slow 100 | -40% | -41% | -40% | -27% |
| slow 150 | -71% | -60% | -56% | -42% |
| slow 200 | -32% | -4% | -16% | -16% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-21 | 2,665.38 | 2026-09-23 | 2,659.59 | 60 根 | 3,953.4 | -16.47 | -0.4% |
| 2026-09-17 | 2,463.74 | 2026-09-20 | 2,611.8 | 74 根 | 3,736.75 | +216.65 | +5.8% |
| 2026-09-14 | 2,541.28 | 2026-09-15 | 2,452.82 | 18 根 | 3,879.26 | -142.51 | -3.7% |
| 2026-09-11 | 2,609.24 | 2026-09-13 | 2,476.32 | 46 根 | 4,095.68 | -216.41 | -5.3% |
| 2026-09-09 | 2,520.98 | 2026-09-10 | 2,462.5 | 17 根 | 4,201.34 | -105.66 | -2.5% |
| 2026-09-06 | 2,514.78 | 2026-09-08 | 2,494.46 | 43 根 | 4,244.03 | -42.69 | -1.0% |
| 2026-09-03 | 2,501.74 | 2026-09-05 | 2,452.18 | 37 根 | 4,338.47 | -94.44 | -2.2% |
| 2026-09-01 | 2,472.86 | 2026-09-01 | 2,416.97 | 17 根 | 4,447.67 | -109.2 | -2.5% |
| 2026-08-30 | 2,478.37 | 2026-08-31 | 2,450.32 | 22 根 | 4,507.58 | -59.91 | -1.3% |
| 2026-08-27 | 2,488.63 | 2026-08-28 | 2,434.46 | 39 根 | 4,617.11 | -109.53 | -2.4% |
| 2026-08-24 | 2,445 | 2026-08-26 | 2,454.75 | 47 根 | 4,607.98 | +9.13 | +0.2% |
| 2026-08-17 | 1,892.61 | 2026-08-23 | 2,411.24 | 151 根 | 3,624.08 | +983.9 | +27.2% |
| 2026-08-15 | 1,883.76 | 2026-08-17 | 1,877.98 | 30 根 | 3,642.51 | -18.43 | -0.5% |
| 2026-08-13 | 1,886.46 | 2026-08-14 | 1,885.69 | 8 根 | 3,651.31 | -8.79 | -0.2% |
| 2026-08-12 | 1,902.26 | 2026-08-13 | 1,873.92 | 27 根 | 3,713.95 | -62.64 | -1.7% |
| 2026-08-04 | 1,870.62 | 2026-08-10 | 1,896.66 | 141 根 | 3,670.3 | +43.65 | +1.2% |
| 2026-08-04 | 1,864.81 | 2026-08-04 | 1,866.02 | 3 根 | 3,675.27 | -4.97 | -0.1% |
| 2026-08-02 | 1,883.14 | 2026-08-03 | 1,842.77 | 17 根 | 3,763.31 | -88.04 | -2.3% |
| 2026-07-30 | 1,899.17 | 2026-07-31 | 1,886.18 | 34 根 | 3,796.82 | -33.51 | -0.9% |
| 2026-07-26 | 1,887.19 | 2026-07-28 | 1,882.9 | 51 根 | 3,813.1 | -16.28 | -0.4% |
| 2026-07-19 | 1,862.38 | 2026-07-23 | 1,903.72 | 108 根 | 3,737.77 | +75.33 | +2.0% |
| 2026-07-14 | 1,876.16 | 2026-07-16 | 1,867.96 | 55 根 | 3,761.7 | -23.93 | -0.6% |
| 2026-07-10 | 1,775.63 | 2026-07-13 | 1,778.54 | 78 根 | 3,763.06 | -1.36 | -0.0% |
| 2026-07-06 | 1,815.79 | 2026-07-08 | 1,750.86 | 30 根 | 3,910.4 | -147.35 | -3.8% |
| 2026-07-01 | 1,623.53 | 2026-07-06 | 1,792.14 | 123 根 | 3,549.59 | +360.81 | +10.2% |
| 2026-06-29 | 1,621.91 | 2026-06-30 | 1,578.31 | 24 根 | 3,654.95 | -105.36 | -2.9% |
| 2026-06-27 | 1,606.48 | 2026-06-28 | 1,572.05 | 25 根 | 3,742.47 | -87.52 | -2.3% |
| 2026-06-20 | 1,727.72 | 2026-06-23 | 1,682.18 | 67 根 | 3,851.5 | -109.02 | -2.8% |
| 2026-06-14 | 1,719.54 | 2026-06-17 | 1,772.53 | 66 根 | 3,743.83 | +107.67 | +2.9% |
| 2026-06-11 | 1,689.49 | 2026-06-14 | 1,664.61 | 74 根 | 3,807.41 | -63.58 | -1.7% |
| 2026-06-07 | 1,630.89 | 2026-06-09 | 1,649.49 | 54 根 | 3,771.99 | +35.42 | +0.9% |
| 2026-05-30 | 2,022.35 | 2026-05-31 | 2,011.17 | 43 根 | 3,800.54 | -28.56 | -0.8% |
| 2026-05-24 | 2,121.39 | 2026-05-26 | 2,094.56 | 47 根 | 3,856.93 | -56.38 | -1.5% |
| 2026-05-20 | 2,137.83 | 2026-05-22 | 2,118.43 | 48 根 | 3,900.04 | -43.11 | -1.1% |
| 2026-05-15 | 2,284.4 | 2026-05-15 | 2,212.58 | 14 根 | 4,034.69 | -134.65 | -3.3% |
| 2026-05-09 | 2,318.32 | 2026-05-11 | 2,340.26 | 62 根 | 4,004.87 | +29.82 | +0.7% |
| 2026-05-01 | 2,309.18 | 2026-05-07 | 2,328.5 | 130 根 | 3,979.6 | +25.26 | +0.6% |
| 2026-04-29 | 2,332.91 | 2026-04-30 | 2,271.31 | 13 根 | 4,095.7 | -116.1 | -2.8% |
| 2026-04-26 | 2,334.12 | 2026-04-27 | 2,288.01 | 33 根 | 4,186.61 | -90.91 | -2.2% |
| 2026-04-21 | 2,315.23 | 2026-04-23 | 2,325.23 | 59 根 | 4,176.95 | +9.66 | +0.2% |
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":20,"slow":60} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | efe4342988c2ab61 |
图上显示了 776 笔成交中的 389 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 |
|---|---|---|---|---|---|---|---|
| -53.4% | -50.8% | -40.0% | -33.4% | -30.5% | -27.7% | -21.3% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 -57.4%，最好 -43.3%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | -90% | -84% | -78% | · |
| slow 100 | -78% | -67% | -54% | -44% |
| slow 150 | -73% | -64% | -43% | -45% |
| slow 200 | -57% | -52% | -45% | -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 | 2,745.92 | 2026-09-23 | 2,738.31 | 79 根 | 2,729.23 | -13 | -0.5% |
| 2026-09-20 | 2,624.51 | 2026-09-22 | 2,738.27 | 143 根 | 2,621.08 | +108.15 | +4.1% |
| 2026-09-18 | 2,477.12 | 2026-09-19 | 2,626.5 | 165 根 | 2,476.96 | +144.12 | +5.8% |
| 2026-09-16 | 2,406.97 | 2026-09-17 | 2,437.53 | 100 根 | 2,450.8 | +26.16 | +1.1% |
| 2026-09-16 | 2,427.25 | 2026-09-16 | 2,391.56 | 17 根 | 2,492.36 | -41.55 | -1.7% |
| 2026-09-14 | 2,540.95 | 2026-09-15 | 2,515.29 | 32 根 | 2,522.82 | -30.46 | -1.2% |
| 2026-09-14 | 2,516.24 | 2026-09-14 | 2,503.34 | 41 根 | 2,540.9 | -18.08 | -0.7% |
| 2026-09-13 | 2,510.73 | 2026-09-14 | 2,480.49 | 25 根 | 2,577.03 | -36.13 | -1.4% |
| 2026-09-12 | 2,533.67 | 2026-09-12 | 2,518.36 | 41 根 | 2,597.88 | -20.85 | -0.8% |
| 2026-09-11 | 2,470.07 | 2026-09-12 | 2,515.18 | 72 根 | 2,556.4 | +41.48 | +1.6% |
| 2026-09-10 | 2,465.93 | 2026-09-11 | 2,447.29 | 24 根 | 2,581.03 | -24.63 | -0.9% |
| 2026-09-10 | 2,476.54 | 2026-09-10 | 2,459.26 | 22 根 | 2,604.37 | -23.34 | -0.9% |
| 2026-09-08 | 2,497.3 | 2026-09-09 | 2,501.17 | 84 根 | 2,605.55 | -1.18 | -0.1% |
| 2026-09-08 | 2,497.76 | 2026-09-08 | 2,472.15 | 19 根 | 2,637.8 | -32.26 | -1.2% |
| 2026-09-07 | 2,494.14 | 2026-09-08 | 2,494.46 | 14 根 | 2,642.74 | -4.94 | -0.2% |
| 2026-09-06 | 2,508.68 | 2026-09-07 | 2,484.35 | 40 根 | 2,673.97 | -31.23 | -1.2% |
| 2026-09-05 | 2,458.76 | 2026-09-06 | 2,486.82 | 121 根 | 2,649.09 | +24.88 | +0.9% |
| 2026-09-05 | 2,454.77 | 2026-09-05 | 2,448.85 | 9 根 | 2,660.81 | -11.71 | -0.4% |
| 2026-09-03 | 2,404.49 | 2026-09-04 | 2,449.33 | 135 根 | 2,617.32 | +43.49 | +1.7% |
| 2026-09-02 | 2,386.22 | 2026-09-03 | 2,378.63 | 11 根 | 2,630.93 | -13.61 | -0.5% |
| 2026-09-02 | 2,427.9 | 2026-09-02 | 2,368.66 | 10 根 | 2,702.14 | -71.21 | -2.6% |
| 2026-09-01 | 2,476.37 | 2026-09-01 | 2,450.42 | 5 根 | 2,736.21 | -34.08 | -1.3% |
| 2026-08-31 | 2,452.14 | 2026-09-01 | 2,463.86 | 65 根 | 2,728.65 | +7.57 | +0.3% |
| 2026-08-29 | 2,445.1 | 2026-08-31 | 2,415.68 | 129 根 | 2,767.41 | -38.76 | -1.4% |
| 2026-08-29 | 2,435.16 | 2026-08-29 | 2,432.35 | 6 根 | 2,776.15 | -8.74 | -0.3% |
| 2026-08-28 | 2,511.27 | 2026-08-28 | 2,429.23 | 7 根 | 2,875.64 | -99.49 | -3.5% |
| 2026-08-28 | 2,523.08 | 2026-08-28 | 2,491.32 | 9 根 | 2,918.12 | -42.49 | -1.5% |
| 2026-08-26 | 2,472.03 | 2026-08-27 | 2,504.62 | 101 根 | 2,885.92 | +32.21 | +1.1% |
| 2026-08-26 | 2,464.34 | 2026-08-26 | 2,443.07 | 32 根 | 2,916.87 | -30.96 | -1.1% |
| 2026-08-25 | 2,518.46 | 2026-08-25 | 2,480.58 | 33 根 | 2,967.34 | -50.47 | -1.7% |
| 2026-08-24 | 2,456.07 | 2026-08-24 | 2,467.23 | 46 根 | 2,959.84 | +7.51 | +0.3% |
| 2026-08-23 | 2,434.89 | 2026-08-24 | 2,434.39 | 63 根 | 2,966.37 | -6.53 | -0.2% |
| 2026-08-22 | 2,439.13 | 2026-08-23 | 2,428.97 | 19 根 | 2,984.73 | -18.36 | -0.6% |
| 2026-08-19 | 1,925.31 | 2026-08-22 | 2,435.58 | 284 根 | 2,364.13 | +620.6 | +26.3% |
| 2026-08-18 | 1,913.32 | 2026-08-19 | 1,911.38 | 55 根 | 2,371.26 | -7.13 | -0.3% |
| 2026-08-17 | 1,903.99 | 2026-08-18 | 1,892.24 | 95 根 | 2,390.76 | -19.5 | -0.8% |
| 2026-08-16 | 1,883.57 | 2026-08-16 | 1,875.11 | 29 根 | 2,406.35 | -15.59 | -0.7% |
| 2026-08-15 | 1,885.86 | 2026-08-16 | 1,878.24 | 41 根 | 2,420.96 | -14.6 | -0.6% |
| 2026-08-14 | 1,878.43 | 2026-08-15 | 1,877.54 | 59 根 | 2,426.95 | -5.99 | -0.3% |
| 2026-08-13 | 1,891.78 | 2026-08-14 | 1,876.49 | 32 根 | 2,451.62 | -24.67 | -1.0% |
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":20,"slow":60} |
| 滚动测试 | 12408 根 × 61 个起始日期 |
| 输入哈希 | 465e3d08efd98f71 |
图上显示了 1298 笔成交中的 326 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 |
|---|---|---|---|---|---|---|---|
| -61.6% | -58.9% | -56.6% | -52.9% | -39.2% | -35.3% | -33.6% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 -73.5%，最好 -38.3%，最差 -90.1%。其中 0 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | -90% | -90% | -89% | · |
| slow 100 | -90% | -81% | -73% | -65% |
| slow 150 | -83% | -71% | -63% | -50% |
| slow 200 | -77% | -67% | -58% | -38% |
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 | 2,768 | 2026-09-23 | 2,754.56 | 35 根 | 1,414.48 | -9.68 | -0.7% |
| 2026-09-22 | 2,762.45 | 2026-09-23 | 2,757.92 | 44 根 | 1,419.64 | -5.16 | -0.4% |
| 2026-09-22 | 2,755.29 | 2026-09-22 | 2,748.5 | 44 根 | 1,426 | -6.36 | -0.4% |
| 2026-09-22 | 2,753.35 | 2026-09-22 | 2,741.36 | 73 根 | 1,435.1 | -9.1 | -0.6% |
| 2026-09-21 | 2,700.83 | 2026-09-22 | 2,770.13 | 189 根 | 1,402 | +33.1 | +2.4% |
| 2026-09-21 | 2,666.78 | 2026-09-21 | 2,650.28 | 18 根 | 1,413.55 | -11.55 | -0.8% |
| 2026-09-20 | 2,640.83 | 2026-09-21 | 2,664.96 | 55 根 | 1,403.56 | +9.99 | +0.7% |
| 2026-09-20 | 2,584.7 | 2026-09-20 | 2,617.98 | 100 根 | 1,388.49 | +15.07 | +1.1% |
| 2026-09-20 | 2,583.28 | 2026-09-20 | 2,570.5 | 20 根 | 1,398.19 | -9.7 | -0.7% |
| 2026-09-20 | 2,629.05 | 2026-09-20 | 2,619.55 | 13 根 | 1,406.07 | -7.88 | -0.6% |
| 2026-09-19 | 2,639.01 | 2026-09-19 | 2,637.57 | 42 根 | 1,409.65 | -3.58 | -0.3% |
| 2026-09-19 | 2,628.15 | 2026-09-19 | 2,638.69 | 110 根 | 1,406.84 | +2.82 | +0.2% |
| 2026-09-18 | 2,556.87 | 2026-09-18 | 2,615.06 | 110 根 | 1,378.28 | +28.55 | +2.1% |
| 2026-09-18 | 2,459.79 | 2026-09-18 | 2,502.22 | 131 根 | 1,357.62 | +20.66 | +1.5% |
| 2026-09-17 | 2,473.33 | 2026-09-17 | 2,454.51 | 75 根 | 1,370.77 | -13.15 | -1.0% |
| 2026-09-17 | 2,419.05 | 2026-09-17 | 2,432.08 | 123 根 | 1,366.15 | +4.62 | +0.3% |
| 2026-09-16 | 2,401.08 | 2026-09-16 | 2,391.37 | 48 根 | 1,374.44 | -8.29 | -0.6% |
| 2026-09-16 | 2,404.98 | 2026-09-16 | 2,397.92 | 43 根 | 1,381.25 | -6.81 | -0.5% |
| 2026-09-16 | 2,410.55 | 2026-09-16 | 2,403.63 | 1 根 | 1,388 | -6.75 | -0.5% |
| 2026-09-16 | 2,405.96 | 2026-09-16 | 2,398.09 | 41 根 | 1,395.35 | -7.34 | -0.5% |
| 2026-09-16 | 2,405.75 | 2026-09-16 | 2,401.81 | 1 根 | 1,400.44 | -5.09 | -0.4% |
| 2026-09-16 | 2,402.53 | 2026-09-16 | 2,391.62 | 24 根 | 1,409.64 | -9.2 | -0.7% |
| 2026-09-15 | 2,404.34 | 2026-09-15 | 2,404.39 | 3 根 | 1,412.44 | -2.8 | -0.2% |
| 2026-09-15 | 2,437.06 | 2026-09-15 | 2,359.48 | 4 根 | 1,461.8 | -49.36 | -3.4% |
| 2026-09-15 | 2,483.64 | 2026-09-15 | 2,438.88 | 29 根 | 1,491.61 | -29.81 | -2.0% |
| 2026-09-14 | 2,522.67 | 2026-09-14 | 2,536.02 | 74 根 | 1,486.72 | +4.88 | +0.3% |
| 2026-09-14 | 2,501.86 | 2026-09-14 | 2,515.88 | 101 根 | 1,481.4 | +5.33 | +0.4% |
| 2026-09-13 | 2,492.4 | 2026-09-13 | 2,477.5 | 93 根 | 1,493.29 | -11.89 | -0.8% |
| 2026-09-13 | 2,522.64 | 2026-09-13 | 2,510.38 | 4 根 | 1,503.58 | -10.29 | -0.7% |
| 2026-09-12 | 2,525.1 | 2026-09-13 | 2,520.23 | 55 根 | 1,509.51 | -5.92 | -0.4% |
| 2026-09-12 | 2,520.89 | 2026-09-12 | 2,533.14 | 112 根 | 1,505.21 | +4.29 | +0.3% |
| 2026-09-11 | 2,512.48 | 2026-09-11 | 2,574.75 | 54 根 | 1,471.75 | +33.47 | +2.3% |
| 2026-09-11 | 2,460.22 | 2026-09-11 | 2,462.83 | 70 根 | 1,473.13 | -1.38 | -0.1% |
| 2026-09-11 | 2,453.38 | 2026-09-11 | 2,440.86 | 22 根 | 1,483.65 | -10.52 | -0.7% |
| 2026-09-10 | 2,440.99 | 2026-09-10 | 2,458.15 | 63 根 | 1,476.24 | +7.41 | +0.5% |
| 2026-09-10 | 2,471.4 | 2026-09-10 | 2,466.83 | 84 根 | 1,481.94 | -5.7 | -0.4% |
| 2026-09-09 | 2,513.55 | 2026-09-09 | 2,471.24 | 28 根 | 1,510.32 | -28.39 | -1.9% |
| 2026-09-09 | 2,509.01 | 2026-09-09 | 2,490.63 | 65 根 | 1,524.51 | -14.19 | -0.9% |
| 2026-09-08 | 2,486.25 | 2026-09-09 | 2,495.67 | 56 根 | 1,521.8 | +2.71 | +0.2% |
| 2026-09-08 | 2,486.47 | 2026-09-08 | 2,483.59 | 50 根 | 1,526.62 | -4.82 | -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":20,"slow":60} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | 30bcd7d4db9a4cd2 |
成交 3 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 |
|---|---|---|---|---|---|---|---|
| 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 99.6%，最好 130.3%，最差 0.0%。其中 3 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | 100% | 100% | 118% | · |
| slow 100 | 130% | 124% | 117% | 115% |
| slow 150 | 0% | 0% | 0% | 121% |
| 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 |
|---|---|---|---|---|---|---|---|
| 2022-02-21 | 1,939.97 | 2022-08-29 | 1,724.14 | 27 根 | 10,000 | -1,130.31 | -11.3% |
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 | 2020-08-24 → 2026-09-21 |
| 参数 | {"fast":20,"slow":60} |
| 滚动测试 | 52 根 × 67 个起始日期 |
| 输入哈希 | bf6d185213b0dae9 |
成交 35 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 |
|---|---|---|---|---|---|---|---|
| -11.0% | -5.2% | -2.5% | 1.4% | 20.3% | 32.5% | 52.7% | 40% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 96.1%，最好 132.5%，最差 46.8%。其中 2 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | 68% | 61% | 47% | · |
| slow 100 | 81% | 84% | 89% | 89% |
| slow 150 | 118% | 101% | 105% | 130% |
| slow 200 | 96% | 102% | 100% | 133% |
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 | -5% | -7% | -1% | 18% | 28% | -1% |
| 最大回撤 | 13% | 12% | 11% | 8% | 11% | 8% |
| 交易 | 3 | 2 | 2 | 2 | 1 | 0 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2025-08-15 | 3,331.33 | 2026-03-22 | 4,501.05 | 219 根 | 12,733.85 | +4,436.79 | +34.8% |
| 2025-08-08 | 3,395.16 | 2025-08-12 | 3,344.04 | 4 根 | 12,954.39 | -220.54 | -1.7% |
| 2025-01-09 | 2,667.33 | 2025-07-11 | 3,320.59 | 183 根 | 10,426.72 | +2,527.67 | +24.2% |
| 2024-07-16 | 2,404.2 | 2024-11-18 | 2,578.71 | 125 根 | 9,740.58 | +686.14 | +7.0% |
| 2024-03-06 | 2,090.04 | 2024-06-10 | 2,310.84 | 96 根 | 8,827.51 | +913.07 | +10.3% |
| 2023-10-24 | 1,956.98 | 2024-01-23 | 2,001 | 91 根 | 8,650.59 | +176.92 | +2.1% |
| 2023-07-27 | 1,956.98 | 2023-08-20 | 1,873.06 | 24 根 | 9,056.24 | -405.65 | -4.5% |
| 2023-03-19 | 1,962.98 | 2023-05-27 | 1,961.02 | 69 根 | 9,083.45 | -27.21 | -0.3% |
| 2022-11-12 | 1,780.89 | 2023-02-18 | 1,815.09 | 98 根 | 8,930.13 | +153.32 | +1.7% |
| 2022-08-16 | 1,775.89 | 2022-09-02 | 1,689.16 | 17 根 | 9,407.46 | -477.33 | -5.1% |
| 2022-04-18 | 1,988.99 | 2022-04-30 | 1,905.05 | 12 根 | 9,841.67 | -434.21 | -4.4% |
| 2022-01-05 | 1,818.91 | 2022-04-16 | 1,979.01 | 101 根 | 9,063.59 | +778.08 | +8.6% |
| 2021-10-29 | 1,802.9 | 2021-12-08 | 1,788.11 | 40 根 | 9,156.88 | -93.29 | -1.0% |
| 2021-09-04 | 1,830.91 | 2021-09-22 | 1,782.11 | 18 根 | 9,426.5 | -269.61 | -2.9% |
| 2021-04-19 | 1,801.3 | 2021-06-23 | 1,779.48 | 65 根 | 9,561.19 | -134.69 | -1.4% |
| 2020-12-28 | 1,933.64 | 2021-01-26 | 1,860.12 | 29 根 | 9,958.97 | -397.78 | -4.0% |
| 2020-11-19 | 1,882.66 | 2020-11-23 | 1,878.69 | 4 根 | 10,000 | -41.03 | -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 | 2020-08-28 → 2026-09-23 |
| 参数 | {"fast":20,"slow":60} |
| 滚动测试 | 365 根 × 62 个起始日期 |
| 输入哈希 | 3165b5a212e42b5c |
成交 225 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 |
|---|---|---|---|---|---|---|---|
| -12.5% | -5.8% | 2.3% | 8.4% | 19.5% | 23.0% | 28.1% | 25% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 43.2%，最好 88.6%，最差 19.9%。其中 0 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | 20% | 55% | 30% | · |
| slow 100 | 43% | 45% | 48% | 29% |
| slow 150 | 20% | 37% | 46% | 55% |
| slow 200 | 28% | 39% | 59% | 89% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-06 | 4,422.21 | 2026-09-07 | 4,418.89 | 1 根 | 14,581.02 | -40.06 | -0.3% |
| 2026-08-04 | 4,084.09 | 2026-08-29 | 4,455.28 | 148 根 | 13,392.97 | +1,188.05 | +8.9% |
| 2026-08-01 | 4,050.28 | 2026-08-03 | 4,056.71 | 9 根 | 13,398.52 | -5.55 | -0.0% |
| 2026-07-22 | 4,124.32 | 2026-07-29 | 4,037.78 | 43 根 | 13,713.09 | -314.57 | -2.3% |
| 2026-07-03 | 4,172.36 | 2026-07-10 | 4,115.75 | 40 根 | 13,929.52 | -216.43 | -1.6% |
| 2026-06-15 | 4,314.76 | 2026-06-20 | 4,153.99 | 27 根 | 14,497.57 | -568.05 | -3.9% |
| 2026-05-31 | 4,533.7 | 2026-06-03 | 4,476.06 | 15 根 | 14,713.64 | -216.07 | -1.5% |
| 2026-05-25 | 4,563.38 | 2026-05-27 | 4,453.58 | 12 根 | 15,106.58 | -392.93 | -2.6% |
| 2026-05-07 | 4,735.63 | 2026-05-15 | 4,570.96 | 47 根 | 15,682.1 | -575.53 | -3.7% |
| 2026-03-30 | 4,507.17 | 2026-04-22 | 4,726.24 | 137 根 | 14,985.17 | +696.93 | +4.7% |
| 2026-03-12 | 5,096.95 | 2026-03-13 | 5,018.43 | 6 根 | 15,250.1 | -264.93 | -1.7% |
| 2026-02-21 | 5,124.71 | 2026-03-05 | 5,168.52 | 72 根 | 15,151.09 | +99 | +0.7% |
| 2026-02-09 | 5,045.93 | 2026-02-17 | 4,964.78 | 49 根 | 15,429.59 | -278.49 | -1.8% |
| 2026-01-06 | 4,500.5 | 2026-02-01 | 4,861.67 | 154 根 | 14,311.93 | +1,117.65 | +7.8% |
| 2025-12-11 | 4,284.68 | 2025-12-30 | 4,366.11 | 114 根 | 14,073.14 | +238.79 | +1.7% |
| 2025-11-25 | 4,145.9 | 2025-12-07 | 4,211.45 | 72 根 | 13,881.83 | +191.31 | +1.4% |
| 2025-11-10 | 4,006.79 | 2025-11-17 | 4,050.22 | 46 根 | 13,760.47 | +121.36 | +0.9% |
| 2025-08-23 | 3,359.98 | 2025-10-22 | 4,099.28 | 363 根 | 11,301.36 | +2,459.1 | +21.8% |
| 2025-08-03 | 3,366.37 | 2025-08-12 | 3,349.06 | 52 根 | 11,382.51 | -81.15 | -0.7% |
| 2025-07-12 | 3,351.2 | 2025-07-26 | 3,353.92 | 84 根 | 11,396.06 | -13.55 | -0.1% |
| 2025-07-03 | 3,352.07 | 2025-07-09 | 3,301.83 | 36 根 | 11,592.61 | -196.55 | -1.7% |
| 2025-06-13 | 3,410.12 | 2025-06-19 | 3,390.45 | 39 根 | 11,683.21 | -90.6 | -0.8% |
| 2025-06-03 | 3,370.58 | 2025-06-09 | 3,345.83 | 36 根 | 11,793.22 | -110.02 | -0.9% |
| 2025-05-21 | 3,304.67 | 2025-05-29 | 3,311.97 | 51 根 | 11,790.78 | +2.44 | +0.0% |
| 2025-05-06 | 3,391.69 | 2025-05-12 | 3,235.38 | 36 根 | 12,385.18 | -594.4 | -4.8% |
| 2025-04-11 | 3,240.62 | 2025-04-25 | 3,285.36 | 86 根 | 12,240.99 | +144.19 | +1.2% |
| 2025-03-28 | 3,089.54 | 2025-04-05 | 3,059.47 | 48 根 | 12,386.07 | -145.08 | -1.2% |
| 2025-03-13 | 2,966.48 | 2025-03-26 | 3,026.49 | 75 根 | 12,164.8 | +221.26 | +1.8% |
| 2025-03-06 | 2,937.47 | 2025-03-13 | 2,944.53 | 43 根 | 12,159.94 | +4.87 | +0.0% |
| 2025-02-19 | 2,950.47 | 2025-02-27 | 2,898.55 | 49 根 | 12,402.55 | -242.61 | -2.0% |
| 2025-01-03 | 2,656.33 | 2025-02-17 | 2,914.54 | 270 根 | 11,326.37 | +1,076.18 | +9.5% |
| 2024-12-26 | 2,654.33 | 2025-01-01 | 2,629.68 | 35 根 | 11,455.4 | -129.02 | -1.1% |
| 2024-12-10 | 2,673.34 | 2024-12-17 | 2,652.67 | 38 根 | 11,567.74 | -112.34 | -1.0% |
| 2024-11-20 | 2,645.32 | 2024-11-27 | 2,638.68 | 47 根 | 11,620.08 | -52.33 | -0.4% |
| 2024-10-13 | 2,671.34 | 2024-11-03 | 2,751.62 | 121 根 | 11,303.6 | +316.47 | +2.8% |
| 2024-09-06 | 2,522.26 | 2024-10-09 | 2,632.68 | 199 根 | 10,851.18 | +452.43 | +4.2% |
| 2024-08-11 | 2,436.22 | 2024-08-29 | 2,511.74 | 107 根 | 10,545.96 | +305.21 | +2.9% |
| 2024-07-31 | 2,414.21 | 2024-08-07 | 2,387.81 | 43 根 | 10,683.91 | -137.95 | -1.3% |
| 2024-07-01 | 2,320.16 | 2024-07-22 | 2,408.8 | 123 根 | 10,311.38 | +372.53 | +3.6% |
| 2024-06-20 | 2,341.17 | 2024-06-24 | 2,313.84 | 21 根 | 10,454.05 | -142.67 | -1.4% |
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 | 2020-08-28 → 2026-09-23 |
| 参数 | {"fast":20,"slow":60} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | 0ffe6f3550c1f69c |
图上显示了 834 笔成交中的 279 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 |
|---|---|---|---|---|---|---|---|
| -33.4% | -29.3% | -24.6% | -13.9% | 6.7% | 15.3% | 32.5% | 61% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 -10.3%，最好 97.8%，最差 -82.2%。其中 0 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | -82% | -68% | -66% | · |
| slow 100 | -49% | -28% | -21% | -10% |
| slow 150 | -30% | 5% | 26% | 31% |
| slow 200 | 7% | 43% | 61% | 98% |
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 | 4,370.18 | 2026-09-20 | 4,360.33 | 63 根 | 5,189.74 | -22.05 | -0.4% |
| 2026-09-16 | 4,344.23 | 2026-09-17 | 4,306.61 | 24 根 | 5,245.57 | -55.82 | -1.1% |
| 2026-09-12 | 4,358.29 | 2026-09-13 | 4,349.51 | 18 根 | 5,266.67 | -21.1 | -0.4% |
| 2026-09-09 | 4,403.87 | 2026-09-10 | 4,364.52 | 18 根 | 5,324.8 | -58.13 | -1.1% |
| 2026-09-03 | 4,445.04 | 2026-09-05 | 4,433.47 | 45 根 | 5,349.38 | -24.58 | -0.5% |
| 2026-08-19 | 4,485.89 | 2026-08-26 | 4,617.69 | 161 根 | 5,207.1 | +142.28 | +2.7% |
| 2026-08-15 | 4,381.42 | 2026-08-18 | 4,352.72 | 86 根 | 5,251.93 | -44.82 | -0.9% |
| 2026-08-10 | 4,396.03 | 2026-08-13 | 4,363.19 | 65 根 | 5,302.05 | -50.12 | -0.9% |
| 2026-08-04 | 4,081.29 | 2026-08-10 | 4,338.9 | 138 根 | 4,997.24 | +304.81 | +6.1% |
| 2026-08-02 | 4,061.68 | 2026-08-03 | 4,029.6 | 30 根 | 5,047.1 | -49.86 | -1.0% |
| 2026-07-30 | 4,070.02 | 2026-07-31 | 4,047.39 | 42 根 | 5,085.49 | -38.39 | -0.8% |
| 2026-07-25 | 4,058.18 | 2026-07-28 | 4,039 | 59 根 | 5,119.87 | -34.38 | -0.7% |
| 2026-07-21 | 4,020.9 | 2026-07-23 | 4,047.41 | 63 根 | 5,096.52 | +23.35 | +0.5% |
| 2026-07-20 | 4,006.93 | 2026-07-21 | 4,005.49 | 4 根 | 5,108.57 | -12.05 | -0.2% |
| 2026-07-18 | 4,015.55 | 2026-07-20 | 3,991.02 | 39 根 | 5,150.25 | -41.68 | -0.8% |
| 2026-07-15 | 4,033.7 | 2026-07-16 | 3,988.16 | 34 根 | 5,219.48 | -69.23 | -1.3% |
| 2026-07-09 | 4,120.78 | 2026-07-12 | 4,097.4 | 52 根 | 5,259.77 | -40.29 | -0.8% |
| 2026-07-05 | 4,170.79 | 2026-07-06 | 4,137.82 | 17 根 | 5,312.3 | -52.53 | -1.0% |
| 2026-07-01 | 4,038.08 | 2026-07-05 | 4,168.86 | 88 根 | 5,155.94 | +156.36 | +3.0% |
| 2026-06-26 | 4,053.31 | 2026-06-28 | 4,072.58 | 59 根 | 5,141.81 | +14.13 | +0.3% |
| 2026-06-21 | 4,158.43 | 2026-06-23 | 4,095.72 | 44 根 | 5,230.98 | -89.17 | -1.7% |
| 2026-06-12 | 4,190.45 | 2026-06-17 | 4,230.36 | 135 根 | 5,192.01 | +38.98 | +0.8% |
| 2026-06-08 | 4,321.99 | 2026-06-09 | 4,264.37 | 41 根 | 5,272.7 | -80.69 | -1.5% |
| 2026-06-04 | 4,478.22 | 2026-06-05 | 4,456.67 | 14 根 | 5,308.8 | -36.1 | -0.7% |
| 2026-06-01 | 4,537.26 | 2026-06-01 | 4,511.35 | 3 根 | 5,349.97 | -41.17 | -0.8% |
| 2026-05-29 | 4,496.51 | 2026-05-31 | 4,530.82 | 56 根 | 5,320.08 | +29.89 | +0.6% |
| 2026-05-24 | 4,540.84 | 2026-05-26 | 4,504.29 | 55 根 | 5,373.99 | -53.91 | -1.0% |
| 2026-05-21 | 4,525.76 | 2026-05-22 | 4,513.5 | 38 根 | 5,399.38 | -25.38 | -0.5% |
| 2026-05-18 | 4,551.23 | 2026-05-19 | 4,502.2 | 30 根 | 5,469.11 | -69.74 | -1.3% |
| 2026-05-13 | 4,696.71 | 2026-05-13 | 4,687.08 | 4 根 | 5,491.32 | -22.21 | -0.4% |
| 2026-05-12 | 4,719.61 | 2026-05-12 | 4,690.91 | 17 根 | 5,535.97 | -44.65 | -0.8% |
| 2026-05-10 | 4,713.82 | 2026-05-11 | 4,678.59 | 24 根 | 5,588.82 | -52.85 | -0.9% |
| 2026-05-06 | 4,635.33 | 2026-05-09 | 4,701.87 | 78 根 | 5,520.76 | +68.06 | +1.2% |
| 2026-05-03 | 4,618.24 | 2026-05-04 | 4,556.4 | 22 根 | 5,606.89 | -86.13 | -1.5% |
| 2026-04-30 | 4,610.83 | 2026-05-02 | 4,600.02 | 49 根 | 5,631.32 | -24.43 | -0.4% |
| 2026-04-27 | 4,715.36 | 2026-04-27 | 4,682.91 | 10 根 | 5,681.69 | -50.37 | -0.9% |
| 2026-04-25 | 4,702.85 | 2026-04-26 | 4,691.26 | 30 根 | 5,707.13 | -25.44 | -0.4% |
| 2026-04-20 | 4,799.94 | 2026-04-21 | 4,728.63 | 20 根 | 5,804.79 | -97.66 | -1.7% |
| 2026-04-17 | 4,847.57 | 2026-04-18 | 4,783.01 | 28 根 | 5,894.92 | -90.14 | -1.5% |
| 2026-04-13 | 4,745.52 | 2026-04-16 | 4,780.22 | 69 根 | 5,863.85 | +31.07 | +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":20,"slow":60} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | 699a2532dd997309 |
图上显示了 732 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 |
|---|---|---|---|---|---|---|---|
| -41.9% | -39.1% | -33.9% | -20.3% | -14.8% | -9.3% | -5.8% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 -45.8%，最好 -6.6%，最差 -84.4%。其中 0 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | -84% | -73% | -64% | · |
| slow 100 | -69% | -52% | -31% | -7% |
| slow 150 | -64% | -47% | -25% | -12% |
| slow 200 | -46% | -37% | -21% | -10% |
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 | 4,333.67 | 2026-09-23 | 4,341.73 | 50 根 | 4,344.91 | -0.61 | -0.0% |
| 2026-09-22 | 4,355.13 | 2026-09-22 | 4,343.98 | 18 根 | 4,364.78 | -19.87 | -0.5% |
| 2026-09-21 | 4,350.57 | 2026-09-21 | 4,339.84 | 1 根 | 4,384.34 | -19.56 | -0.4% |
| 2026-09-20 | 4,367.04 | 2026-09-21 | 4,350.94 | 41 根 | 4,409.37 | -25.03 | -0.6% |
| 2026-09-19 | 4,369.5 | 2026-09-19 | 4,363.07 | 22 根 | 4,424.72 | -15.35 | -0.4% |
| 2026-09-18 | 4,377.33 | 2026-09-19 | 4,365.88 | 29 根 | 4,445.21 | -20.49 | -0.5% |
| 2026-09-18 | 4,369.9 | 2026-09-18 | 4,341.71 | 38 根 | 4,483.03 | -37.83 | -0.8% |
| 2026-09-17 | 4,314.7 | 2026-09-17 | 4,343.17 | 65 根 | 4,462.56 | +20.47 | +0.5% |
| 2026-09-16 | 4,343.19 | 2026-09-16 | 4,259.23 | 64 根 | 4,559.64 | -97.08 | -2.1% |
| 2026-09-15 | 4,298.44 | 2026-09-16 | 4,289.84 | 31 根 | 4,577.92 | -18.28 | -0.4% |
| 2026-09-15 | 4,305 | 2026-09-15 | 4,289.6 | 24 根 | 4,603.55 | -25.63 | -0.6% |
| 2026-09-14 | 4,292.59 | 2026-09-15 | 4,290.41 | 18 根 | 4,615.1 | -11.55 | -0.3% |
| 2026-09-13 | 4,357.57 | 2026-09-13 | 4,349.13 | 36 根 | 4,633.31 | -18.21 | -0.4% |
| 2026-09-12 | 4,358.78 | 2026-09-12 | 4,352.99 | 20 根 | 4,648.75 | -15.45 | -0.3% |
| 2026-09-12 | 4,358.65 | 2026-09-12 | 4,351.33 | 13 根 | 4,665.89 | -17.14 | -0.4% |
| 2026-09-11 | 4,357.51 | 2026-09-11 | 4,348.21 | 56 根 | 4,685.22 | -19.33 | -0.4% |
| 2026-09-10 | 4,414.1 | 2026-09-10 | 4,383.36 | 25 根 | 4,727.53 | -42.3 | -0.9% |
| 2026-09-09 | 4,390.79 | 2026-09-09 | 4,400.81 | 67 根 | 4,726.21 | +1.31 | +0.0% |
| 2026-09-07 | 4,418.48 | 2026-09-08 | 4,393.4 | 65 根 | 4,762.7 | -36.49 | -0.8% |
| 2026-09-05 | 4,436.71 | 2026-09-06 | 4,430.14 | 20 根 | 4,779.31 | -16.61 | -0.4% |
| 2026-09-05 | 4,437.64 | 2026-09-05 | 4,431.2 | 37 根 | 4,795.83 | -16.52 | -0.3% |
| 2026-09-04 | 4,471.72 | 2026-09-04 | 4,395.97 | 3 根 | 4,888.24 | -92.41 | -1.9% |
| 2026-09-02 | 4,345.47 | 2026-09-04 | 4,471.8 | 151 根 | 4,759.65 | +128.59 | +2.7% |
| 2026-09-02 | 4,320.2 | 2026-09-02 | 4,318.21 | 2 根 | 4,771.38 | -11.73 | -0.3% |
| 2026-08-31 | 4,451.21 | 2026-09-01 | 4,426.39 | 30 根 | 4,807.75 | -36.37 | -0.8% |
| 2026-08-31 | 4,455.24 | 2026-08-31 | 4,432.67 | 23 根 | 4,841.9 | -34.15 | -0.7% |
| 2026-08-30 | 4,469.82 | 2026-08-30 | 4,456.51 | 36 根 | 4,866.08 | -24.19 | -0.5% |
| 2026-08-29 | 4,462.95 | 2026-08-30 | 4,460.16 | 78 根 | 4,878.88 | -12.79 | -0.3% |
| 2026-08-28 | 4,599.71 | 2026-08-28 | 4,552.02 | 22 根 | 4,939.86 | -60.98 | -1.2% |
| 2026-08-27 | 4,606.66 | 2026-08-28 | 4,576.88 | 26 根 | 4,981.96 | -42.1 | -0.9% |
| 2026-08-27 | 4,619.98 | 2026-08-27 | 4,589.66 | 30 根 | 5,024.9 | -42.95 | -0.9% |
| 2026-08-25 | 4,643.92 | 2026-08-26 | 4,633.67 | 40 根 | 5,046.1 | -21.2 | -0.4% |
| 2026-08-24 | 4,671.4 | 2026-08-25 | 4,615.89 | 20 根 | 5,117.01 | -70.91 | -1.4% |
| 2026-08-23 | 4,589.25 | 2026-08-24 | 4,643.02 | 170 根 | 5,067.88 | +49.13 | +1.0% |
| 2026-08-22 | 4,590.27 | 2026-08-22 | 4,583.85 | 7 根 | 5,085.15 | -17.27 | -0.3% |
| 2026-08-20 | 4,513.05 | 2026-08-22 | 4,591.6 | 136 根 | 5,008.15 | +77 | +1.5% |
| 2026-08-19 | 4,355.21 | 2026-08-20 | 4,480.57 | 82 根 | 4,877.77 | +130.38 | +2.7% |
| 2026-08-19 | 4,344.61 | 2026-08-19 | 4,339.94 | 1 根 | 4,892.8 | -15.03 | -0.3% |
| 2026-08-17 | 4,409.2 | 2026-08-18 | 4,387.35 | 107 根 | 4,927.02 | -34.22 | -0.7% |
| 2026-08-15 | 4,381 | 2026-08-16 | 4,374.82 | 65 根 | 4,943.86 | -16.84 | -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 | 2025-09-01 → 2026-09-23 |
| 参数 | {"fast":20,"slow":60} |
| 滚动测试 | 12409 根 × 61 个起始日期 |
| 输入哈希 | 55cc7b534d4db357 |
图上显示了 1258 笔成交中的 316 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 |
|---|---|---|---|---|---|---|---|
| -53.8% | -52.1% | -50.9% | -49.3% | -46.7% | -44.8% | -43.1% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 15 种组合，中位数 -76.1%，最好 -47.7%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 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 10 | fast 20 | fast 50 | |
|---|---|---|---|---|
| slow 50 | -90% | -90% | -90% | · |
| slow 100 | -90% | -84% | -76% | -66% |
| slow 150 | -83% | -75% | -65% | -54% |
| slow 200 | -77% | -65% | -58% | -48% |
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 | 4,342.49 | 2026-09-23 | 4,329.2 | 7 根 | 1,400.72 | -7.08 | -0.5% |
| 2026-09-22 | 4,340.24 | 2026-09-23 | 4,346.62 | 88 根 | 1,401.47 | -0.75 | -0.1% |
| 2026-09-22 | 4,338.47 | 2026-09-22 | 4,329.33 | 71 根 | 1,407.24 | -5.77 | -0.4% |
| 2026-09-21 | 4,360.18 | 2026-09-22 | 4,339.2 | 39 根 | 1,416.87 | -9.63 | -0.7% |
| 2026-09-21 | 4,347.92 | 2026-09-21 | 4,338.58 | 16 根 | 1,422.77 | -5.89 | -0.4% |
| 2026-09-21 | 4,359.46 | 2026-09-21 | 4,335.23 | 33 根 | 1,433.58 | -10.82 | -0.8% |
| 2026-09-21 | 4,343.87 | 2026-09-21 | 4,340.67 | 2 根 | 1,437.51 | -3.93 | -0.3% |
| 2026-09-21 | 4,372.16 | 2026-09-21 | 4,355.49 | 13 根 | 1,445.9 | -8.39 | -0.6% |
| 2026-09-20 | 4,365.82 | 2026-09-21 | 4,351.83 | 49 根 | 1,453.46 | -7.55 | -0.5% |
| 2026-09-20 | 4,365.79 | 2026-09-20 | 4,358.26 | 28 根 | 1,458.88 | -5.43 | -0.4% |
| 2026-09-20 | 4,365.45 | 2026-09-20 | 4,359.38 | 57 根 | 1,463.84 | -4.96 | -0.3% |
| 2026-09-19 | 4,368.76 | 2026-09-20 | 4,364.09 | 40 根 | 1,468.34 | -4.5 | -0.3% |
| 2026-09-19 | 4,370.47 | 2026-09-19 | 4,362.81 | 22 根 | 1,473.87 | -5.53 | -0.4% |
| 2026-09-19 | 4,368.89 | 2026-09-19 | 4,364.22 | 48 根 | 1,478.4 | -4.53 | -0.3% |
| 2026-09-19 | 4,372.05 | 2026-09-19 | 4,362.9 | 26 根 | 1,484.47 | -6.07 | -0.4% |
| 2026-09-18 | 4,376.4 | 2026-09-18 | 4,371.66 | 46 根 | 1,489.05 | -4.58 | -0.3% |
| 2026-09-18 | 4,365.24 | 2026-09-18 | 4,372.53 | 64 根 | 1,489.54 | -0.49 | -0.0% |
| 2026-09-18 | 4,347.55 | 2026-09-18 | 4,335.38 | 40 根 | 1,496.72 | -7.17 | -0.5% |
| 2026-09-17 | 4,333.24 | 2026-09-17 | 4,354.7 | 65 根 | 1,492.32 | +4.4 | +0.3% |
| 2026-09-17 | 4,296.8 | 2026-09-17 | 4,311.11 | 68 根 | 1,490.34 | +1.98 | +0.1% |
| 2026-09-16 | 4,281.41 | 2026-09-17 | 4,297.47 | 52 根 | 1,487.75 | +2.6 | +0.2% |
| 2026-09-16 | 4,357.92 | 2026-09-16 | 4,344.85 | 22 根 | 1,495.21 | -7.46 | -0.5% |
| 2026-09-16 | 4,316.18 | 2026-09-16 | 4,334.07 | 141 根 | 1,492.02 | +3.19 | +0.2% |
| 2026-09-15 | 4,300.42 | 2026-09-15 | 4,293.32 | 52 根 | 1,497.47 | -5.46 | -0.4% |
| 2026-09-15 | 4,289.58 | 2026-09-15 | 4,288.84 | 50 根 | 1,500.73 | -3.26 | -0.2% |
| 2026-09-15 | 4,312.64 | 2026-09-15 | 4,298.18 | 40 根 | 1,508.79 | -8.06 | -0.5% |
| 2026-09-14 | 4,305.46 | 2026-09-14 | 4,288.29 | 46 根 | 1,517.87 | -9.07 | -0.6% |
| 2026-09-14 | 4,355.66 | 2026-09-14 | 4,333.26 | 23 根 | 1,528.76 | -10.9 | -0.7% |
| 2026-09-13 | 4,357.76 | 2026-09-13 | 4,348.1 | 34 根 | 1,535.23 | -6.46 | -0.4% |
| 2026-09-13 | 4,353.44 | 2026-09-13 | 4,349.07 | 5 根 | 1,539.84 | -4.62 | -0.3% |
| 2026-09-12 | 4,357.58 | 2026-09-13 | 4,353.72 | 93 根 | 1,544.29 | -4.45 | -0.3% |
| 2026-09-12 | 4,357.85 | 2026-09-12 | 4,352.81 | 64 根 | 1,549.17 | -4.88 | -0.3% |
| 2026-09-12 | 4,357.73 | 2026-09-12 | 4,352.35 | 46 根 | 1,554.19 | -5.02 | -0.3% |
| 2026-09-11 | 4,356.09 | 2026-09-12 | 4,353.05 | 62 根 | 1,558.39 | -4.2 | -0.3% |
| 2026-09-11 | 4,387.13 | 2026-09-11 | 4,365.77 | 41 根 | 1,569.15 | -10.76 | -0.7% |
| 2026-09-11 | 4,345.34 | 2026-09-11 | 4,349.34 | 57 根 | 1,570.84 | -1.69 | -0.1% |
| 2026-09-11 | 4,342.31 | 2026-09-11 | 4,315.64 | 34 根 | 1,583.72 | -12.87 | -0.8% |
| 2026-09-10 | 4,362.48 | 2026-09-10 | 4,352.77 | 17 根 | 1,590.43 | -6.71 | -0.4% |
| 2026-09-10 | 4,413.72 | 2026-09-10 | 4,409.08 | 76 根 | 1,595.28 | -4.86 | -0.3% |
| 2026-09-09 | 4,419.02 | 2026-09-09 | 4,398.97 | 22 根 | 1,605.76 | -10.48 | -0.7% |
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 | 2026-03-01 → 2026-09-23 |
| 参数 | {"fast":20,"slow":60} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | beb3e82274b6afbd |