超卖买入，超买卖出。震荡里有效，趋势里被碾过。
按通行解读列出，并非已确认的事实。
Gold (PAXG) -100% · BTC/USDT -468%. 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 | 45% | 513% | -468% | 否 | 66% | 2872d | 0% |
| ETH/USDT | -11% | 263% | -274% | 否 | 78% | 1477d | 6% |
| Gold (PAXG) | 20% | 120% | -100% | 否 | 17% | 493d | 0% |
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 5 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 |
|---|---|---|---|---|---|---|---|
| -46.9% | -10.1% | 0.0% | 0.0% | 0.0% | 41.0% | 156.3% | 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 0.0%，最好 564.3%，最差 0.0%。其中 1 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | 0% | 0% | 33% | 70% |
| sellAbove 65 | 0% | 0% | 62% | 107% |
| sellAbove 70 | 0% | 0% | 98% | 215% |
| sellAbove 80 | 0% | 0% | 564% | 312% |
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 |
|---|---|---|---|---|---|---|---|
| 2022-06-20 | 20,584.29 | 2023-10-30 | 34,508.62 | 71 根 | 9,909.18 | +6,669.92 | +67.3% |
| 2018-04-09 | 7,014.55 | 2019-05-13 | 6,964.76 | 57 根 | 10,000 | -90.82 | -0.9% |
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 | 2018-01-01 → 2026-09-21 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 52 根 × 68 个起始日期 |
| 输入哈希 | 00ce138b88ad7dc2 |
成交 26 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 |
|---|---|---|---|---|---|---|---|
| -48.6% | -33.9% | -16.3% | 0.0% | 16.5% | 54.9% | 120.5% | 48% |
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 45.3%，最好 249.5%，最差 -46.0%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | 65% | 54% | 120% | -36% |
| sellAbove 65 | 108% | 112% | 250% | 2% |
| sellAbove 70 | 70% | 36% | 45% | -45% |
| sellAbove 80 | 55% | -46% | -31% | -42% |
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 | -31% | -15% | 82% | -8% | -40% | 49% | 14% | 3% | -12% |
| 最大回撤 | 64% | 30% | 13% | 32% | 50% | 9% | 21% | 19% | 29% |
| 交易 | 1 | 0 | 1 | 1 | 1 | 2 | 1 | 1 | 1 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-02-01 | 78,780.47 | 2026-08-20 | 69,300.11 | 200 根 | 16,550.51 | -2,020.76 | -12.2% |
| 2025-11-18 | 92,261.25 | 2026-01-15 | 96,903.3 | 58 根 | 15,789.23 | +761.29 | +4.8% |
| 2025-02-26 | 88,724.73 | 2025-05-03 | 96,838.69 | 66 根 | 14,495.23 | +1,293.99 | +8.9% |
| 2024-06-25 | 60,323.45 | 2024-10-21 | 68,997.48 | 118 根 | 12,698.33 | +1,796.9 | +14.1% |
| 2023-08-18 | 26,636.72 | 2023-10-21 | 29,654.22 | 64 根 | 11,429.04 | +1,269.3 | +11.1% |
| 2023-03-10 | 20,372.39 | 2023-03-18 | 27,381.43 | 8 根 | 8,520.48 | +2,908.56 | +34.1% |
| 2022-05-10 | 30,089.27 | 2023-01-12 | 17,934.29 | 247 根 | 14,323.86 | -5,803.38 | -40.5% |
| 2022-01-08 | 41,587.26 | 2022-03-30 | 47,411.07 | 81 根 | 12,589.52 | +1,734.34 | +13.8% |
| 2021-05-18 | 43,559.79 | 2021-07-29 | 39,999.56 | 72 根 | 13,737.52 | -1,148 | -8.4% |
| 2020-03-13 | 4,802.41 | 2020-04-30 | 8,774.19 | 48 根 | 7,534.06 | +6,203.46 | +82.3% |
| 2019-09-25 | 8,501.8 | 2020-01-15 | 8,810.23 | 112 根 | 7,284.86 | +249.2 | +3.4% |
| 2018-11-15 | 5,920.16 | 2019-02-19 | 3,895.4 | 96 根 | 11,093.56 | -3,808.7 | -34.3% |
| 2018-02-06 | 6,943.1 | 2018-07-24 | 7,717.79 | 168 根 | 10,000 | +1,093.56 | +10.9% |
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 | 2018-01-01 → 2026-09-23 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 365 根 × 61 个起始日期 |
| 输入哈希 | a1596d920526d21c |
成交 174 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 |
|---|---|---|---|---|---|---|---|
| -70.4% | -46.3% | -32.4% | 1.4% | 49.0% | 73.6% | 317.3% | 49% |
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 -41.2%，最好 -4.0%，最差 -80.2%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -13% | -45% | -39% | -80% |
| sellAbove 65 | -38% | -67% | -40% | -78% |
| sellAbove 70 | -29% | -77% | -41% | -74% |
| sellAbove 80 | -16% | -53% | -4% | -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 |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 76,607.01 | 2026-09-18 | 80,685.24 | 46 根 | 5,593.15 | +285.98 | +5.1% |
| 2026-06-24 | 60,280.13 | 2026-07-04 | 63,263.07 | 61 根 | 5,340.09 | +253.06 | +4.7% |
| 2026-05-23 | 74,646.67 | 2026-06-15 | 67,258.5 | 140 根 | 5,938.55 | -598.46 | -10.1% |
| 2026-03-27 | 66,736.13 | 2026-04-06 | 69,580.1 | 60 根 | 5,707.23 | +231.33 | +4.0% |
| 2026-01-20 | 91,223.58 | 2026-03-04 | 73,360.17 | 260 根 | 7,111.16 | -1,403.93 | -19.7% |
| 2025-10-30 | 107,765.42 | 2026-01-04 | 91,191.16 | 393 根 | 8,420.46 | -1,309.3 | -15.6% |
| 2025-10-10 | 116,719.83 | 2025-10-27 | 114,502.13 | 97 根 | 8,600.73 | -180.27 | -2.1% |
| 2025-09-22 | 112,576.26 | 2025-09-29 | 113,758.66 | 44 根 | 8,528.38 | +72.36 | +0.9% |
| 2025-08-18 | 115,004.74 | 2025-09-12 | 115,424.95 | 147 根 | 8,514.34 | +14.04 | +0.2% |
| 2025-08-01 | 113,385.33 | 2025-08-11 | 121,668.14 | 56 根 | 7,950.59 | +563.75 | +7.1% |
| 2025-06-13 | 104,329.36 | 2025-06-25 | 107,707.79 | 76 根 | 7,716.63 | +233.97 | +3.0% |
| 2025-06-06 | 101,559.44 | 2025-06-09 | 108,511.58 | 23 根 | 7,236.7 | +479.93 | +6.6% |
| 2025-03-29 | 82,334.71 | 2025-04-21 | 87,161.96 | 136 根 | 6,849.6 | +387.1 | +5.7% |
| 2025-03-10 | 80,774.85 | 2025-03-24 | 86,831.08 | 86 根 | 6,384.61 | +464.98 | +7.3% |
| 2025-01-27 | 99,097.53 | 2025-03-02 | 93,475.25 | 207 根 | 6,782.18 | -397.57 | -5.9% |
| 2025-01-13 | 90,896.66 | 2025-01-15 | 99,794.99 | 14 根 | 6,189.81 | +592.37 | +9.6% |
| 2024-12-19 | 97,248.32 | 2025-01-06 | 102,096.88 | 107 根 | 5,907.66 | +282.15 | +4.8% |
| 2024-10-01 | 61,786.87 | 2024-10-14 | 64,887.59 | 76 根 | 5,636.62 | +271.04 | +4.8% |
| 2024-08-28 | 59,444.71 | 2024-09-14 | 60,467.74 | 102 根 | 5,552.35 | +84.27 | +1.5% |
| 2024-08-01 | 63,967.98 | 2024-08-24 | 64,005.22 | 137 根 | 5,560.22 | -7.88 | -0.1% |
| 2024-07-04 | 58,249.1 | 2024-07-15 | 60,767.51 | 64 根 | 5,340.46 | +219.76 | +4.1% |
| 2024-06-11 | 67,603.97 | 2024-07-01 | 63,405.97 | 119 根 | 5,705.44 | -364.98 | -6.4% |
| 2024-04-13 | 64,820.4 | 2024-05-15 | 64,692.76 | 191 根 | 5,728.14 | -22.7 | -0.4% |
| 2024-04-02 | 65,655.5 | 2024-04-08 | 72,367.8 | 36 根 | 5,207.25 | +520.9 | +10.0% |
| 2024-03-19 | 63,112.88 | 2024-03-25 | 69,757.16 | 37 根 | 4,720.7 | +486.55 | +10.3% |
| 2024-01-13 | 42,804.13 | 2024-01-28 | 42,367.63 | 92 根 | 4,778.88 | -58.18 | -1.2% |
| 2023-12-11 | 40,800.38 | 2024-01-02 | 44,157.46 | 127 根 | 4,424.41 | +354.48 | +8.0% |
| 2023-11-14 | 35,311.65 | 2023-12-02 | 39,400.28 | 108 根 | 3,973.22 | +451.19 | +11.4% |
| 2023-10-11 | 27,029.55 | 2023-10-16 | 27,835.13 | 31 根 | 3,865.95 | +107.26 | +2.8% |
| 2023-09-25 | 26,261.51 | 2023-10-02 | 27,978.58 | 42 根 | 3,635.96 | +229.99 | +6.3% |
| 2023-09-11 | 25,128.54 | 2023-09-18 | 27,183.38 | 41 根 | 3,367.84 | +268.12 | +8.0% |
| 2023-08-17 | 28,744.88 | 2023-08-29 | 27,409.73 | 76 根 | 3,538.96 | -171.12 | -4.8% |
| 2023-07-24 | 29,108.33 | 2023-08-08 | 29,869.29 | 91 根 | 3,455.7 | +83.26 | +2.4% |
| 2023-06-05 | 26,020.53 | 2023-06-20 | 27,058.4 | 90 根 | 3,329.81 | +125.9 | +3.8% |
| 2023-05-08 | 27,354.39 | 2023-05-28 | 27,512.23 | 120 根 | 3,317.33 | +12.47 | +0.4% |
| 2023-04-20 | 28,621.42 | 2023-04-26 | 29,805.11 | 37 根 | 3,191.97 | +125.37 | +3.9% |
| 2023-03-03 | 22,330.85 | 2023-03-13 | 22,221.64 | 60 根 | 3,214.07 | -22.11 | -0.7% |
| 2023-02-09 | 22,042.01 | 2023-02-15 | 22,798.06 | 35 根 | 3,113.71 | +100.37 | +3.2% |
| 2022-12-17 | 16,639.82 | 2023-01-09 | 17,119.27 | 138 根 | 3,032.56 | +81.14 | +2.7% |
| 2022-11-08 | 19,806.8 | 2022-11-30 | 17,052.61 | 135 根 | 3,529.41 | -496.84 | -14.1% |
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 → 2026-09-23 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | a625aa1e4b018a15 |
成交 307 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 |
|---|---|---|---|---|---|---|---|
| -60.9% | -48.5% | -27.4% | -1.3% | 12.3% | 23.0% | 32.4% | 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 -45.1%，最好 -18.0%，最差 -66.2%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -18% | -49% | -66% | -63% |
| sellAbove 65 | -31% | -33% | -56% | -44% |
| sellAbove 70 | -54% | -45% | -62% | -60% |
| sellAbove 80 | -28% | -29% | -37% | -36% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-15 | 76,657.08 | 2026-09-18 | 77,344.78 | 62 根 | 3,772.11 | +26.24 | +0.7% |
| 2026-09-13 | 76,715.64 | 2026-09-14 | 78,730.04 | 30 根 | 3,682.95 | +89.16 | +2.4% |
| 2026-09-10 | 76,934.46 | 2026-09-11 | 79,202.94 | 25 根 | 3,584.63 | +98.32 | +2.7% |
| 2026-08-28 | 77,827.34 | 2026-08-30 | 78,820.58 | 45 根 | 3,546.54 | +38.08 | +1.1% |
| 2026-08-10 | 63,936.6 | 2026-08-17 | 63,500.66 | 156 根 | 3,578.04 | -31.5 | -0.9% |
| 2026-07-27 | 63,823.91 | 2026-08-07 | 65,259.66 | 254 根 | 3,506.33 | +71.71 | +2.1% |
| 2026-07-23 | 64,912.44 | 2026-07-26 | 65,379.98 | 81 根 | 3,488.22 | +18.1 | +0.5% |
| 2026-07-17 | 62,871.19 | 2026-07-18 | 64,448.04 | 36 根 | 3,409.69 | +78.53 | +2.3% |
| 2026-07-13 | 62,837.81 | 2026-07-14 | 63,928.01 | 33 根 | 3,358.25 | +51.44 | +1.5% |
| 2026-07-06 | 61,784.89 | 2026-07-10 | 63,930.01 | 86 根 | 3,252.06 | +106.19 | +3.3% |
| 2026-06-23 | 62,967.48 | 2026-07-01 | 60,785.58 | 207 根 | 3,375.54 | -123.48 | -3.7% |
| 2026-06-17 | 64,830.4 | 2026-06-22 | 65,545.2 | 123 根 | 3,345.41 | +30.13 | +0.9% |
| 2026-06-09 | 61,572.72 | 2026-06-14 | 65,278.93 | 127 根 | 3,161.79 | +183.62 | +5.8% |
| 2026-05-27 | 75,110.94 | 2026-06-07 | 62,823.57 | 259 根 | 3,787.76 | -625.97 | -16.5% |
| 2026-05-15 | 78,797.97 | 2026-05-23 | 77,247.44 | 199 根 | 3,871.53 | -83.76 | -2.2% |
| 2026-05-12 | 80,040.01 | 2026-05-14 | 81,847.46 | 48 根 | 3,793.61 | +77.92 | +2.1% |
| 2026-04-27 | 76,831.5 | 2026-05-01 | 77,857.06 | 93 根 | 3,751.14 | +42.48 | +1.1% |
| 2026-04-19 | 75,052.51 | 2026-04-22 | 77,955.92 | 68 根 | 3,618.66 | +132.48 | +3.7% |
| 2026-04-12 | 71,119.55 | 2026-04-13 | 72,363.95 | 26 根 | 3,563.55 | +55.11 | +1.6% |
| 2026-03-26 | 69,597.19 | 2026-04-05 | 68,304.26 | 253 根 | 3,638.27 | -74.72 | -2.1% |
| 2026-03-18 | 72,397.31 | 2026-03-23 | 71,445.39 | 121 根 | 3,694.13 | -55.86 | -1.5% |
| 2026-03-06 | 69,247.79 | 2026-03-13 | 72,421.88 | 165 根 | 3,539.3 | +154.83 | +4.4% |
| 2026-02-28 | 63,247.62 | 2026-03-02 | 69,393.91 | 58 根 | 3,232.27 | +307.02 | +9.5% |
| 2026-02-23 | 66,773.84 | 2026-02-25 | 65,863.79 | 49 根 | 3,283.5 | -51.22 | -1.6% |
| 2026-01-19 | 93,719.98 | 2026-02-13 | 68,657.77 | 616 根 | 4,491.05 | -1,207.55 | -26.9% |
| 2026-01-06 | 91,635.02 | 2026-01-12 | 92,157.46 | 129 根 | 4,474.53 | +16.52 | +0.4% |
| 2025-12-23 | 86,917.43 | 2025-12-29 | 88,251.53 | 130 根 | 4,415.71 | +58.82 | +1.3% |
| 2025-12-14 | 89,404.69 | 2025-12-17 | 89,631.01 | 75 根 | 4,413.38 | +2.33 | +0.1% |
| 2025-12-11 | 90,119.03 | 2025-12-11 | 92,811.97 | 19 根 | 4,293.9 | +119.48 | +2.8% |
| 2025-12-05 | 90,332.81 | 2025-12-09 | 92,661.15 | 97 根 | 4,194.39 | +99.51 | +2.4% |
| 2025-12-01 | 87,043.5 | 2025-12-02 | 89,227.35 | 38 根 | 4,099.92 | +94.47 | +2.3% |
| 2025-11-11 | 102,860.67 | 2025-11-26 | 90,100.62 | 358 根 | 4,689.92 | -590 | -12.6% |
| 2025-10-29 | 111,161.9 | 2025-11-09 | 103,710.3 | 263 根 | 5,036.96 | -347.04 | -6.9% |
| 2025-10-21 | 107,833.6 | 2025-10-21 | 113,365.89 | 11 根 | 4,800.74 | +236.21 | +4.9% |
| 2025-10-14 | 112,043.38 | 2025-10-19 | 109,058.97 | 131 根 | 4,941.99 | -141.25 | -2.9% |
| 2025-10-07 | 121,745.01 | 2025-10-12 | 115,163.79 | 126 根 | 5,234.87 | -292.88 | -5.6% |
| 2025-09-19 | 115,600.5 | 2025-09-28 | 110,166.9 | 215 根 | 5,504.06 | -269.19 | -4.9% |
| 2025-08-24 | 112,656.3 | 2025-09-08 | 112,588.74 | 355 根 | 5,518.39 | -14.33 | -0.3% |
| 2025-08-14 | 118,925.8 | 2025-08-22 | 115,750.34 | 194 根 | 5,681.13 | -162.74 | -2.9% |
| 2025-07-31 | 116,068.61 | 2025-08-07 | 116,289.06 | 156 根 | 5,681.71 | -0.58 | -0.0% |
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 | 2022-01-01 → 2026-09-23 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | 04e2bbcde2fcdfc3 |
成交 269 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 |
|---|---|---|---|---|---|---|---|
| -38.2% | -29.8% | -20.2% | -13.2% | -10.6% | -6.3% | -0.4% | 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 -37.6%，最好 -21.6%，最差 -67.2%。其中 1 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -29% | -43% | -52% | -67% |
| sellAbove 65 | -26% | -38% | -49% | -63% |
| sellAbove 70 | -24% | -32% | -33% | -47% |
| sellAbove 80 | -22% | -24% | -35% | -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 |
|---|---|---|---|---|---|---|---|
| 2026-09-20 | 80,603.15 | 2026-09-20 | 81,119.49 | 54 根 | 6,758.09 | +29.7 | +0.4% |
| 2026-09-15 | 78,057 | 2026-09-18 | 77,284.33 | 299 根 | 6,839.32 | -81.23 | -1.2% |
| 2026-09-12 | 77,207.47 | 2026-09-14 | 77,752.22 | 132 根 | 6,805 | +34.32 | +0.5% |
| 2026-09-09 | 77,898.67 | 2026-09-11 | 77,993.96 | 155 根 | 6,810.29 | -5.29 | -0.1% |
| 2026-09-07 | 78,815.82 | 2026-09-09 | 79,155.47 | 148 根 | 6,794.64 | +15.65 | +0.2% |
| 2026-09-04 | 79,725.84 | 2026-09-05 | 80,001.97 | 113 根 | 6,784.75 | +9.9 | +0.1% |
| 2026-09-01 | 77,926.93 | 2026-09-03 | 78,613.04 | 210 根 | 6,739 | +45.75 | +0.7% |
| 2026-08-30 | 77,716.94 | 2026-08-31 | 78,612.68 | 39 根 | 6,675.55 | +63.45 | +0.9% |
| 2026-08-28 | 78,665.31 | 2026-08-29 | 77,887.04 | 98 根 | 6,755.75 | -80.2 | -1.2% |
| 2026-08-25 | 78,687.32 | 2026-08-27 | 79,596.12 | 171 根 | 6,691.98 | +63.76 | +0.9% |
| 2026-08-23 | 75,927.15 | 2026-08-23 | 77,244.61 | 26 根 | 6,591.02 | +100.97 | +1.5% |
| 2026-08-19 | 64,208.67 | 2026-08-19 | 64,910.95 | 26 根 | 6,532.76 | +58.26 | +0.9% |
| 2026-08-16 | 62,961.07 | 2026-08-17 | 63,371.63 | 20 根 | 6,503.43 | +29.33 | +0.4% |
| 2026-08-13 | 63,027.49 | 2026-08-15 | 63,122.42 | 138 根 | 6,506.65 | -3.22 | -0.1% |
| 2026-08-12 | 63,395.07 | 2026-08-13 | 63,910.7 | 58 根 | 6,467.08 | +39.57 | +0.6% |
| 2026-08-11 | 63,801.92 | 2026-08-12 | 64,076.77 | 76 根 | 6,452.23 | +14.85 | +0.2% |
| 2026-08-10 | 64,678.32 | 2026-08-11 | 64,443.35 | 90 根 | 6,488.72 | -36.49 | -0.6% |
| 2026-08-09 | 64,895.46 | 2026-08-09 | 65,055.46 | 48 根 | 6,485.72 | +3 | +0.1% |
| 2026-08-06 | 64,288.39 | 2026-08-07 | 64,801.58 | 81 根 | 6,447.24 | +38.48 | +0.6% |
| 2026-08-03 | 62,901.92 | 2026-08-03 | 63,319.41 | 40 根 | 6,417.55 | +29.69 | +0.5% |
| 2026-07-31 | 63,954.97 | 2026-08-02 | 63,428.27 | 170 根 | 6,483.8 | -66.25 | -1.0% |
| 2026-07-27 | 64,246.1 | 2026-07-29 | 64,370.8 | 127 根 | 6,484.19 | -0.39 | -0.0% |
| 2026-07-24 | 64,407.53 | 2026-07-25 | 64,213.03 | 104 根 | 6,516.85 | -32.66 | -0.5% |
| 2026-07-22 | 65,891.18 | 2026-07-24 | 65,732.11 | 195 根 | 6,545.7 | -28.85 | -0.4% |
| 2026-07-19 | 64,380.25 | 2026-07-20 | 64,969.5 | 95 根 | 6,499.32 | +46.38 | +0.7% |
| 2026-07-16 | 64,266.36 | 2026-07-17 | 64,059.95 | 138 根 | 6,533.31 | -33.99 | -0.5% |
| 2026-07-11 | 63,964.77 | 2026-07-14 | 63,522.43 | 245 根 | 6,591.98 | -58.67 | -0.9% |
| 2026-07-07 | 63,222.61 | 2026-07-09 | 62,928.48 | 204 根 | 6,636.05 | -44.07 | -0.7% |
| 2026-07-06 | 62,719.34 | 2026-07-06 | 63,514.21 | 25 根 | 6,566.12 | +69.93 | +1.1% |
| 2026-06-28 | 59,652.4 | 2026-07-01 | 59,468.28 | 277 根 | 6,599.63 | -33.52 | -0.5% |
| 2026-06-25 | 60,108.04 | 2026-06-27 | 60,847.05 | 198 根 | 6,532.53 | +67.1 | +1.0% |
| 2026-06-23 | 63,514.03 | 2026-06-25 | 61,616.78 | 191 根 | 6,747.16 | -214.63 | -3.2% |
| 2026-06-21 | 63,662.24 | 2026-06-22 | 64,723.62 | 60 根 | 6,649.8 | +97.36 | +1.5% |
| 2026-06-18 | 63,269.62 | 2026-06-19 | 63,178.4 | 90 根 | 6,672.73 | -22.93 | -0.3% |
| 2026-06-16 | 65,585.85 | 2026-06-17 | 66,224.87 | 104 根 | 6,621.57 | +51.16 | +0.8% |
| 2026-06-14 | 63,969.97 | 2026-06-14 | 64,742.58 | 27 根 | 6,555.65 | +65.92 | +1.0% |
| 2026-06-09 | 62,045.12 | 2026-06-10 | 62,349.03 | 94 根 | 6,536.76 | +18.89 | +0.3% |
| 2026-06-07 | 61,248.62 | 2026-06-07 | 63,555.19 | 10 根 | 6,312.14 | +224.62 | +3.6% |
| 2026-05-31 | 73,619.58 | 2026-06-07 | 61,607.96 | 620 根 | 7,557.91 | -1,245.77 | -16.5% |
| 2026-05-27 | 75,389.64 | 2026-05-30 | 73,903.03 | 326 根 | 7,725.37 | -167.47 | -2.2% |
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 | 2025-09-01 → 2026-09-23 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 12408 根 × 61 个起始日期 |
| 输入哈希 | 82846e6107365968 |
图上显示了 437 笔成交中的 219 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 |
|---|---|---|---|---|---|---|---|
| -31.9% | -28.9% | -26.1% | -17.9% | -8.9% | -5.1% | 2.1% | 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 -23.7%，最好 29.1%，最差 -72.2%。其中 1 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -14% | -31% | -54% | -72% |
| sellAbove 65 | -5% | -16% | -38% | -54% |
| sellAbove 70 | -6% | -24% | -34% | -37% |
| sellAbove 80 | 29% | -1% | -11% | -11% |
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 | 85,722.86 | 2026-09-22 | 85,857.04 | 91 根 | 6,814.16 | -2.97 | -0.0% |
| 2026-09-20 | 80,809.93 | 2026-09-21 | 81,643.12 | 36 根 | 6,758.13 | +56.04 | +0.8% |
| 2026-09-19 | 81,182.57 | 2026-09-20 | 81,119.49 | 232 根 | 6,776.92 | -18.8 | -0.3% |
| 2026-09-19 | 80,970.46 | 2026-09-19 | 81,306.03 | 48 根 | 6,762.46 | +14.46 | +0.2% |
| 2026-09-17 | 76,058.02 | 2026-09-18 | 76,893.19 | 154 根 | 6,702.41 | +60.06 | +0.9% |
| 2026-09-16 | 75,627.29 | 2026-09-17 | 76,417.44 | 128 根 | 6,646.38 | +56.02 | +0.8% |
| 2026-09-15 | 75,102.43 | 2026-09-16 | 76,197.89 | 203 根 | 6,563.95 | +82.44 | +1.3% |
| 2026-09-14 | 78,583.23 | 2026-09-15 | 76,887.53 | 228 根 | 6,722.14 | -158.19 | -2.4% |
| 2026-09-13 | 77,132.54 | 2026-09-14 | 77,495.23 | 53 根 | 6,704.07 | +18.07 | +0.3% |
| 2026-09-12 | 77,263.96 | 2026-09-13 | 77,017.48 | 248 根 | 6,738.99 | -34.92 | -0.5% |
| 2026-09-11 | 77,188.59 | 2026-09-12 | 77,433.46 | 247 根 | 6,731.13 | +7.86 | +0.1% |
| 2026-09-11 | 76,970.35 | 2026-09-11 | 77,593.95 | 36 根 | 6,690.4 | +40.73 | +0.6% |
| 2026-09-09 | 78,517.25 | 2026-09-11 | 77,235.72 | 467 根 | 6,815.03 | -124.63 | -1.8% |
| 2026-09-09 | 79,122.41 | 2026-09-09 | 79,488.79 | 35 根 | 6,797.2 | +17.83 | +0.3% |
| 2026-09-08 | 78,353.05 | 2026-09-08 | 78,864.55 | 57 根 | 6,766.63 | +30.57 | +0.4% |
| 2026-09-07 | 78,910.31 | 2026-09-08 | 78,838.56 | 141 根 | 6,786.35 | -19.72 | -0.3% |
| 2026-09-07 | 79,511.03 | 2026-09-07 | 79,338.3 | 146 根 | 6,814.74 | -28.39 | -0.4% |
| 2026-09-06 | 79,727.25 | 2026-09-06 | 80,179.89 | 11 根 | 6,789.83 | +24.9 | +0.4% |
| 2026-09-06 | 79,718.35 | 2026-09-06 | 79,876.5 | 135 根 | 6,789.96 | -0.12 | +0.0% |
| 2026-09-04 | 79,882.22 | 2026-09-05 | 79,949.02 | 336 根 | 6,797.87 | -7.91 | -0.1% |
| 2026-09-03 | 77,238.61 | 2026-09-03 | 78,100.95 | 19 根 | 6,736.27 | +61.6 | +0.9% |
| 2026-09-02 | 77,353.61 | 2026-09-03 | 77,844.82 | 218 根 | 6,707.16 | +29.11 | +0.4% |
| 2026-09-01 | 78,343.54 | 2026-09-02 | 77,621.73 | 232 根 | 6,783.08 | -75.92 | -1.1% |
| 2026-08-31 | 77,978.97 | 2026-09-01 | 79,127.92 | 205 根 | 6,697.98 | +85.11 | +1.3% |
| 2026-08-30 | 78,515.24 | 2026-08-31 | 78,050.77 | 104 根 | 6,751.32 | -53.35 | -0.8% |
| 2026-08-29 | 77,517.35 | 2026-08-29 | 77,887.04 | 102 根 | 6,732.73 | +18.59 | +0.3% |
| 2026-08-28 | 79,957.84 | 2026-08-28 | 77,728.41 | 245 根 | 6,939.71 | -206.98 | -3.0% |
| 2026-08-25 | 79,939.71 | 2026-08-26 | 78,754.88 | 449 根 | 7,058.21 | -118.51 | -1.7% |
| 2026-08-23 | 76,334.16 | 2026-08-23 | 76,807.57 | 63 根 | 7,028.75 | +29.46 | +0.4% |
| 2026-08-22 | 77,375.28 | 2026-08-22 | 77,357.17 | 138 根 | 7,044.47 | -15.72 | -0.2% |
| 2026-08-21 | 76,529.79 | 2026-08-21 | 78,006.97 | 118 根 | 6,924.91 | +119.56 | +1.7% |
| 2026-08-20 | 69,075.27 | 2026-08-20 | 69,937.92 | 48 根 | 6,853.19 | +71.72 | +1.1% |
| 2026-08-19 | 64,520.24 | 2026-08-19 | 64,494.44 | 125 根 | 6,869.66 | -16.47 | -0.2% |
| 2026-08-18 | 64,216.44 | 2026-08-18 | 64,694.8 | 16 根 | 6,832.51 | +37.14 | +0.5% |
| 2026-08-18 | 64,195.18 | 2026-08-18 | 64,398.45 | 58 根 | 6,824.58 | +7.93 | +0.1% |
| 2026-08-17 | 63,401.7 | 2026-08-17 | 63,608.18 | 23 根 | 6,816.05 | +8.54 | +0.1% |
| 2026-08-16 | 63,075.53 | 2026-08-17 | 63,403.53 | 73 根 | 6,794.36 | +21.69 | +0.3% |
| 2026-08-16 | 63,104.07 | 2026-08-16 | 63,031.81 | 158 根 | 6,815.77 | -21.41 | -0.3% |
| 2026-08-15 | 62,994.28 | 2026-08-15 | 63,123.4 | 151 根 | 6,815.44 | +0.32 | +0.0% |
| 2026-08-14 | 63,258.06 | 2026-08-14 | 62,992.49 | 111 根 | 6,857.88 | -42.44 | -0.6% |
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 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | b9fc092692740608 |
成交 4 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 |
|---|---|---|---|---|---|---|---|
| -60.7% | -10.2% | 0.0% | 0.0% | 0.0% | 32.1% | 205.4% | 13% |
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 0.0%，最好 434.2%，最差 0.0%。其中 1 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | 0% | 0% | 70% | 45% |
| sellAbove 65 | 0% | 0% | 101% | 81% |
| sellAbove 70 | 0% | 0% | 128% | 112% |
| sellAbove 80 | 0% | 0% | 434% | 192% |
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 |
|---|---|---|---|---|---|---|---|
| 2022-06-13 | 1,435.56 | 2023-12-11 | 2,351.21 | 78 根 | 13,953.89 | +8,854.69 | +63.5% |
| 2018-09-10 | 196.23 | 2020-02-24 | 274.36 | 76 根 | 10,000 | +3,953.89 | +39.5% |
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 → 2026-09-21 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 52 根 × 68 个起始日期 |
| 输入哈希 | b8fa332872fed393 |
成交 24 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 |
|---|---|---|---|---|---|---|---|
| -72.2% | -48.0% | -17.5% | 0.2% | 10.0% | 79.1% | 143.1% | 38% |
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 -11.3%，最好 461.6%，最差 -56.3%。其中 1 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | 131% | 256% | -34% | -56% |
| sellAbove 65 | 65% | 233% | -37% | -41% |
| sellAbove 70 | 104% | 462% | -11% | -19% |
| sellAbove 80 | 46% | 66% | -55% | -18% |
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 | -59% | -5% | 99% | 0% | 1% | 5% | 2% | -11% | -8% |
| 最大回撤 | 78% | 28% | 17% | 0% | 58% | 11% | 37% | 41% | 36% |
| 交易 | 1 | 1 | 1 | 0 | 2 | 1 | 1 | 1 | 1 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2025-11-05 | 3,288.69 | 2026-08-20 | 2,251.68 | 288 根 | 12,978.45 | -4,110.19 | -31.7% |
| 2025-03-01 | 2,238.71 | 2025-05-09 | 2,206.29 | 69 根 | 13,195.53 | -217.09 | -1.7% |
| 2024-07-05 | 3,061.23 | 2024-11-10 | 3,124.64 | 128 根 | 12,953.64 | +241.89 | +1.9% |
| 2023-08-18 | 1,682.33 | 2023-10-24 | 1,764.59 | 67 根 | 12,374.53 | +579.11 | +4.7% |
| 2022-11-10 | 1,103.28 | 2023-01-12 | 1,388.71 | 63 根 | 9,850.85 | +2,523.69 | +25.6% |
| 2022-05-10 | 2,230.11 | 2022-08-13 | 1,957.3 | 95 根 | 11,246.35 | -1,395.51 | -12.4% |
| 2022-01-08 | 3,200.28 | 2022-03-28 | 3,294 | 79 根 | 10,948.24 | +298.11 | +2.7% |
| 2020-03-13 | 107.72 | 2020-04-30 | 215.29 | 48 根 | 5,489.04 | +5,459.2 | +99.5% |
| 2019-11-23 | 149.62 | 2020-01-15 | 165.52 | 53 根 | 4,971.93 | +517.11 | +10.4% |
| 2019-07-17 | 199.04 | 2019-09-20 | 220.15 | 65 根 | 4,504.17 | +467.76 | +10.4% |
| 2018-08-08 | 378.39 | 2019-02-19 | 145.62 | 195 根 | 11,727.6 | -7,223.43 | -61.6% |
| 2018-03-18 | 548.25 | 2018-04-24 | 644.26 | 37 根 | 10,000 | +1,727.6 | +17.3% |
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 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 365 根 × 61 个起始日期 |
| 输入哈希 | 994d34264b46b219 |
成交 13 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 |
|---|---|---|---|---|---|---|---|
| -90.3% | -62.8% | -49.9% | -31.3% | 14.0% | 36.4% | 201.8% | 70% |
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 -90.1%，最好 -70.2%，最差 -91.8%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -82% | -70% | -90% | -90% |
| sellAbove 65 | -90% | -84% | -91% | -91% |
| sellAbove 70 | -90% | -92% | -90% | -90% |
| sellAbove 80 | -90% | -90% | -90% | -90% |
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 |
|---|---|---|---|---|---|---|---|
| 2018-09-25 | 207.15 | 2018-11-04 | 205.64 | 241 根 | 2,445.27 | -22.75 | -0.9% |
| 2018-07-31 | 438.47 | 2018-09-21 | 246.78 | 314 根 | 4,353.43 | -1,908.15 | -43.8% |
| 2018-06-10 | 569.26 | 2018-07-16 | 473.26 | 215 根 | 5,247 | -893.57 | -17.0% |
| 2018-05-12 | 653.9 | 2018-06-03 | 623.28 | 134 根 | 5,515.78 | -268.78 | -4.9% |
| 2018-02-02 | 932.48 | 2018-04-09 | 418.6 | 389 根 | 12,311.57 | -6,795.79 | -55.2% |
| 2018-01-16 | 1,024.2 | 2018-01-28 | 1,263.48 | 70 根 | 10,000 | +2,311.57 | +23.1% |
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 → 2026-09-23 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | 284ea86068cb4de6 |
成交 351 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 |
|---|---|---|---|---|---|---|---|
| -52.6% | -45.9% | -37.9% | -23.7% | 27.0% | 53.5% | 83.9% | 64% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -66.1%，最好 -16.8%，最差 -76.9%。其中 2 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -23% | -71% | -59% | -67% |
| sellAbove 65 | -32% | -76% | -73% | -77% |
| sellAbove 70 | -17% | -72% | -58% | -66% |
| sellAbove 80 | -52% | -38% | -69% | -65% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-15 | 2,409.58 | 2026-09-17 | 2,469.03 | 49 根 | 4,152.19 | +93.94 | +2.3% |
| 2026-09-13 | 2,486.42 | 2026-09-14 | 2,569.35 | 35 根 | 4,026.21 | +125.98 | +3.1% |
| 2026-09-10 | 2,416.05 | 2026-09-11 | 2,628.32 | 25 根 | 3,708.46 | +317.76 | +8.6% |
| 2026-09-02 | 2,377.81 | 2026-09-03 | 2,488.22 | 29 根 | 3,551 | +157.46 | +4.4% |
| 2026-08-28 | 2,429.88 | 2026-08-30 | 2,479.87 | 45 根 | 3,486.39 | +64.61 | +1.8% |
| 2026-08-10 | 1,877.93 | 2026-08-12 | 1,908.23 | 43 根 | 3,437.91 | +48.48 | +1.4% |
| 2026-07-28 | 1,879.8 | 2026-08-05 | 1,915.79 | 209 根 | 3,380.07 | +57.83 | +1.7% |
| 2026-07-23 | 1,879.25 | 2026-07-26 | 1,897.63 | 69 根 | 3,354.03 | +26.04 | +0.8% |
| 2026-07-17 | 1,849.01 | 2026-07-19 | 1,870.51 | 48 根 | 3,322.12 | +31.91 | +1.0% |
| 2026-06-30 | 1,553.58 | 2026-07-02 | 1,709.87 | 49 根 | 3,024.49 | +297.63 | +9.8% |
| 2026-06-23 | 1,693.15 | 2026-06-29 | 1,627.23 | 155 根 | 3,153.31 | -128.82 | -4.1% |
| 2026-06-18 | 1,683.07 | 2026-06-22 | 1,776.63 | 94 根 | 2,993.24 | +160.08 | +5.3% |
| 2026-05-27 | 2,022.05 | 2026-06-07 | 1,640.53 | 251 根 | 3,696.73 | -703.49 | -19.0% |
| 2026-05-12 | 2,289.14 | 2026-05-23 | 2,145.23 | 276 根 | 3,952.63 | -255.9 | -6.5% |
| 2026-05-07 | 2,300.13 | 2026-05-10 | 2,346.39 | 73 根 | 3,882.46 | +70.17 | +1.8% |
| 2026-04-29 | 2,240.53 | 2026-05-01 | 2,317.06 | 43 根 | 3,761.75 | +120.72 | +3.2% |
| 2026-04-27 | 2,276.21 | 2026-04-29 | 2,338.54 | 42 根 | 3,668.81 | +92.94 | +2.5% |
| 2026-04-19 | 2,328.36 | 2026-04-22 | 2,395.61 | 71 根 | 3,572.96 | +95.85 | +2.7% |
| 2026-04-12 | 2,181.97 | 2026-04-13 | 2,351.56 | 32 根 | 3,321.92 | +251.04 | +7.6% |
| 2026-04-02 | 2,027.99 | 2026-04-06 | 2,109.11 | 83 根 | 3,200.54 | +121.37 | +3.8% |
| 2026-03-26 | 2,083.67 | 2026-03-30 | 2,061.29 | 95 根 | 3,241.77 | -41.23 | -1.3% |
| 2026-03-18 | 2,238.62 | 2026-03-23 | 2,184.56 | 121 根 | 3,328.65 | -86.88 | -2.6% |
| 2026-03-06 | 1,982.54 | 2026-03-13 | 2,123.69 | 155 根 | 3,113.64 | +215.01 | +6.9% |
| 2026-02-27 | 1,943.91 | 2026-03-01 | 2,011.36 | 35 根 | 3,015.24 | +98.39 | +3.3% |
| 2026-02-15 | 2,012.01 | 2026-02-25 | 1,917.38 | 229 根 | 3,170.38 | -155.14 | -4.9% |
| 2026-01-29 | 2,877.73 | 2026-02-13 | 2,033.9 | 361 根 | 4,494.69 | -1,324.31 | -29.5% |
| 2026-01-19 | 3,213.74 | 2026-01-27 | 2,989.31 | 208 根 | 4,841.8 | -347.11 | -7.2% |
| 2026-01-07 | 3,140.71 | 2026-01-13 | 3,182.82 | 139 根 | 4,787.31 | +54.49 | +1.1% |
| 2025-12-23 | 2,918.66 | 2025-12-29 | 2,979.47 | 131 根 | 4,698.99 | +88.32 | +1.9% |
| 2025-12-11 | 3,193.02 | 2025-12-18 | 2,962.64 | 178 根 | 5,074.53 | -375.54 | -7.4% |
| 2025-12-05 | 3,034.29 | 2025-12-09 | 3,244.26 | 95 根 | 4,755.6 | +318.93 | +6.7% |
| 2025-12-01 | 2,837.82 | 2025-12-02 | 2,893.53 | 38 根 | 4,673.37 | +82.23 | +1.8% |
| 2025-11-11 | 3,439.98 | 2025-11-24 | 2,938.55 | 309 根 | 5,481.78 | -808.41 | -14.8% |
| 2025-10-30 | 3,768.56 | 2025-11-09 | 3,505.26 | 241 根 | 5,905.36 | -423.58 | -7.2% |
| 2025-10-21 | 3,852.93 | 2025-10-24 | 3,972.36 | 72 根 | 5,739.27 | +166.09 | +2.9% |
| 2025-10-14 | 3,944.34 | 2025-10-19 | 3,987.32 | 124 根 | 5,688.78 | +50.49 | +0.9% |
| 2025-10-07 | 4,501.54 | 2025-10-12 | 4,032.57 | 119 根 | 6,363.07 | -674.29 | -10.6% |
| 2025-09-15 | 4,512.88 | 2025-09-28 | 4,130.23 | 326 根 | 6,966.49 | -603.42 | -8.7% |
| 2025-09-04 | 4,276.17 | 2025-09-08 | 4,369.45 | 93 根 | 6,831.4 | +135.08 | +2.0% |
| 2025-08-25 | 4,546.48 | 2025-09-03 | 4,477.78 | 221 根 | 6,950.1 | -118.7 | -1.7% |
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 | 2022-01-01 → 2026-09-23 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | 76eac0154d40cec3 |
成交 269 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 |
|---|---|---|---|---|---|---|---|
| -48.9% | -41.6% | -32.4% | -27.1% | -18.4% | -12.2% | -1.8% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -46.6%，最好 -23.0%，最差 -76.0%。其中 4 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -23% | -41% | -63% | -76% |
| sellAbove 65 | -34% | -46% | -59% | -73% |
| sellAbove 70 | -34% | -43% | -53% | -62% |
| sellAbove 80 | -28% | -41% | -47% | -53% |
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 | 2,590.77 | 2026-09-20 | 2,602.14 | 52 根 | 4,811.04 | +11.45 | +0.2% |
| 2026-09-15 | 2,485.35 | 2026-09-17 | 2,470.85 | 221 根 | 4,848.96 | -37.92 | -0.8% |
| 2026-09-12 | 2,521.31 | 2026-09-14 | 2,563.99 | 195 根 | 4,777.8 | +71.16 | +1.5% |
| 2026-09-08 | 2,450.95 | 2026-09-11 | 2,509.96 | 285 根 | 4,674.81 | +102.99 | +2.2% |
| 2026-09-06 | 2,478.05 | 2026-09-06 | 2,509.71 | 24 根 | 4,625.07 | +49.74 | +1.1% |
| 2026-09-04 | 2,452.48 | 2026-09-05 | 2,465.24 | 112 根 | 4,610.34 | +14.73 | +0.3% |
| 2026-08-30 | 2,427.95 | 2026-09-03 | 2,433.84 | 345 根 | 4,608.39 | +1.95 | +0.0% |
| 2026-08-28 | 2,446.57 | 2026-08-29 | 2,443.48 | 90 根 | 4,623.47 | -15.07 | -0.3% |
| 2026-08-25 | 2,437.66 | 2026-08-26 | 2,499.56 | 98 根 | 4,517.99 | +105.47 | +2.3% |
| 2026-08-22 | 2,439.63 | 2026-08-23 | 2,453.09 | 128 根 | 4,502.19 | +15.8 | +0.4% |
| 2026-08-18 | 1,895.55 | 2026-08-18 | 1,917.27 | 47 根 | 4,460.09 | +42.1 | +0.9% |
| 2026-08-16 | 1,875.75 | 2026-08-17 | 1,893.53 | 15 根 | 4,427.04 | +33.05 | +0.8% |
| 2026-08-14 | 1,873.8 | 2026-08-16 | 1,887.21 | 230 根 | 4,404.39 | +22.66 | +0.5% |
| 2026-08-12 | 1,881.05 | 2026-08-13 | 1,897.4 | 38 根 | 4,375.17 | +29.21 | +0.7% |
| 2026-08-11 | 1,860.59 | 2026-08-12 | 1,902.74 | 71 根 | 4,286.82 | +88.35 | +2.1% |
| 2026-08-10 | 1,906.94 | 2026-08-11 | 1,892.72 | 89 根 | 4,327.68 | -40.85 | -0.9% |
| 2026-08-03 | 1,858.14 | 2026-08-03 | 1,872.85 | 44 根 | 4,302.27 | +25.41 | +0.6% |
| 2026-08-02 | 1,857.32 | 2026-08-02 | 1,880.53 | 28 根 | 4,257.68 | +44.6 | +1.1% |
| 2026-08-01 | 1,861.97 | 2026-08-02 | 1,873.93 | 32 根 | 4,238.97 | +18.71 | +0.4% |
| 2026-07-31 | 1,886.03 | 2026-08-01 | 1,874.24 | 126 根 | 4,274.17 | -35.21 | -0.8% |
| 2026-07-27 | 1,915.68 | 2026-07-28 | 1,911.2 | 67 根 | 4,292.75 | -18.58 | -0.4% |
| 2026-07-24 | 1,863.42 | 2026-07-25 | 1,867.36 | 98 根 | 4,292.28 | +0.47 | +0.0% |
| 2026-07-23 | 1,905.58 | 2026-07-24 | 1,907.77 | 74 根 | 4,295.95 | -3.67 | -0.1% |
| 2026-07-16 | 1,886.72 | 2026-07-18 | 1,858.23 | 233 根 | 4,370.56 | -74.6 | -1.7% |
| 2026-07-13 | 1,771.55 | 2026-07-14 | 1,824.48 | 96 根 | 4,252.25 | +118.3 | +2.8% |
| 2026-07-12 | 1,803.36 | 2026-07-13 | 1,839.14 | 8 根 | 4,177.88 | +74.38 | +1.8% |
| 2026-07-11 | 1,796.61 | 2026-07-12 | 1,818.59 | 62 根 | 4,135.64 | +42.24 | +1.0% |
| 2026-07-08 | 1,752.14 | 2026-07-10 | 1,766.74 | 191 根 | 4,109.67 | +25.97 | +0.6% |
| 2026-07-07 | 1,766.32 | 2026-07-07 | 1,809.48 | 53 根 | 4,019.68 | +90 | +2.2% |
| 2026-07-06 | 1,741.51 | 2026-07-06 | 1,787.68 | 13 根 | 3,923.71 | +95.97 | +2.5% |
| 2026-07-05 | 1,760.75 | 2026-07-05 | 1,791.82 | 80 根 | 3,863.39 | +60.33 | +1.6% |
| 2026-06-30 | 1,573.7 | 2026-07-01 | 1,596.42 | 103 根 | 3,816.01 | +47.37 | +1.2% |
| 2026-06-25 | 1,593.48 | 2026-06-27 | 1,595.85 | 194 根 | 3,817.96 | -1.95 | -0.1% |
| 2026-06-23 | 1,708.33 | 2026-06-25 | 1,644.57 | 188 根 | 3,973.94 | -155.98 | -3.9% |
| 2026-06-21 | 1,723.03 | 2026-06-22 | 1,751.54 | 53 根 | 3,917.08 | +56.86 | +1.5% |
| 2026-06-17 | 1,763.91 | 2026-06-20 | 1,728.84 | 274 根 | 4,004.55 | -87.47 | -2.2% |
| 2026-06-16 | 1,774.32 | 2026-06-16 | 1,802.33 | 26 根 | 3,950.21 | +54.35 | +1.4% |
| 2026-06-14 | 1,657.1 | 2026-06-14 | 1,700.19 | 27 根 | 3,857.8 | +92.41 | +2.4% |
| 2026-06-09 | 1,640.38 | 2026-06-10 | 1,665.78 | 93 根 | 3,806.58 | +51.21 | +1.4% |
| 2026-05-31 | 2,012.25 | 2026-06-07 | 1,585.84 | 619 根 | 4,839.79 | -1,033.21 | -21.3% |
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 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 12408 根 × 61 个起始日期 |
| 输入哈希 | 7f493edb76c0971a |
图上显示了 407 笔成交中的 204 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 |
|---|---|---|---|---|---|---|---|
| -38.3% | -33.6% | -29.6% | -24.9% | -6.6% | -5.5% | -2.1% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -24.2%，最好 6.0%，最差 -70.2%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -16% | -24% | -60% | -70% |
| sellAbove 65 | -14% | -11% | -43% | -53% |
| sellAbove 70 | -14% | -24% | -44% | -41% |
| sellAbove 80 | -11% | 2% | -6% | 6% |
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 | 2,743.24 | 2026-09-22 | 2,750.59 | 94 根 | 5,752.25 | +3.89 | +0.1% |
| 2026-09-19 | 2,625.13 | 2026-09-20 | 2,597.64 | 213 根 | 5,824.76 | -72.52 | -1.2% |
| 2026-09-17 | 2,442.11 | 2026-09-18 | 2,457.77 | 42 根 | 5,799.24 | +25.53 | +0.4% |
| 2026-09-14 | 2,526.08 | 2026-09-16 | 2,424.83 | 438 根 | 6,053.49 | -254.26 | -4.2% |
| 2026-09-14 | 2,498.95 | 2026-09-14 | 2,563.99 | 86 根 | 5,911.75 | +141.74 | +2.4% |
| 2026-09-13 | 2,497.43 | 2026-09-14 | 2,517.83 | 61 根 | 5,875.59 | +36.16 | +0.6% |
| 2026-09-12 | 2,528.26 | 2026-09-13 | 2,490.46 | 250 根 | 5,976.71 | -101.12 | -1.7% |
| 2026-09-11 | 2,517.94 | 2026-09-12 | 2,517.45 | 105 根 | 5,989.83 | -13.13 | -0.2% |
| 2026-09-11 | 2,457.75 | 2026-09-11 | 2,498.12 | 19 根 | 5,904.83 | +85 | +1.4% |
| 2026-09-10 | 2,451.89 | 2026-09-11 | 2,460.77 | 71 根 | 5,895.29 | +9.54 | +0.2% |
| 2026-09-09 | 2,473.72 | 2026-09-10 | 2,458.99 | 312 根 | 5,942.47 | -47.18 | -0.8% |
| 2026-09-09 | 2,496.58 | 2026-09-09 | 2,510.65 | 37 根 | 5,920.98 | +21.49 | +0.4% |
| 2026-09-08 | 2,458.27 | 2026-09-08 | 2,495.37 | 27 根 | 5,844.62 | +76.36 | +1.3% |
| 2026-09-08 | 2,466.9 | 2026-09-08 | 2,490.14 | 34 根 | 5,801.66 | +42.96 | +0.7% |
| 2026-09-07 | 2,483.23 | 2026-09-08 | 2,500.94 | 130 根 | 5,772.12 | +29.55 | +0.5% |
| 2026-09-07 | 2,489.98 | 2026-09-07 | 2,503.32 | 65 根 | 5,752.87 | +19.25 | +0.3% |
| 2026-09-06 | 2,490.91 | 2026-09-06 | 2,495.95 | 137 根 | 5,752.75 | +0.11 | +0.0% |
| 2026-09-04 | 2,459.97 | 2026-09-05 | 2,457.76 | 228 根 | 5,769.45 | -16.7 | -0.3% |
| 2026-09-01 | 2,463.52 | 2026-09-02 | 2,415.96 | 355 根 | 5,894.8 | -125.35 | -2.1% |
| 2026-08-30 | 2,489.7 | 2026-08-31 | 2,435.59 | 104 根 | 6,037.83 | -143.03 | -2.4% |
| 2026-08-29 | 2,433 | 2026-08-29 | 2,443.48 | 102 根 | 6,023.97 | +13.86 | +0.2% |
| 2026-08-28 | 2,473.13 | 2026-08-28 | 2,442.99 | 83 根 | 6,110.49 | -86.52 | -1.4% |
| 2026-08-28 | 2,501.83 | 2026-08-28 | 2,508.42 | 105 根 | 6,106.65 | +3.84 | +0.1% |
| 2026-08-27 | 2,500.81 | 2026-08-28 | 2,525.3 | 176 根 | 6,059.55 | +47.11 | +0.8% |
| 2026-08-26 | 2,441.88 | 2026-08-26 | 2,479.09 | 73 根 | 5,980.55 | +79 | +1.3% |
| 2026-08-25 | 2,482.76 | 2026-08-26 | 2,473.45 | 324 根 | 6,015.07 | -34.52 | -0.6% |
| 2026-08-22 | 2,421.4 | 2026-08-23 | 2,413.2 | 138 根 | 6,047.59 | -32.52 | -0.5% |
| 2026-08-22 | 2,454.17 | 2026-08-22 | 2,441.62 | 177 根 | 6,090.83 | -43.25 | -0.7% |
| 2026-08-20 | 2,234.68 | 2026-08-20 | 2,282.88 | 61 根 | 5,974.17 | +116.67 | +1.9% |
| 2026-08-18 | 1,896.75 | 2026-08-18 | 1,917.27 | 12 根 | 5,922.05 | +52.12 | +0.9% |
| 2026-08-18 | 1,901.23 | 2026-08-18 | 1,904.54 | 58 根 | 5,923.6 | -1.55 | -0.0% |
| 2026-08-17 | 1,894.72 | 2026-08-17 | 1,902.64 | 27 根 | 5,910.75 | +12.85 | +0.2% |
| 2026-08-16 | 1,882.93 | 2026-08-17 | 1,890.39 | 49 根 | 5,899.2 | +11.55 | +0.2% |
| 2026-08-16 | 1,878.14 | 2026-08-16 | 1,882.25 | 152 根 | 5,898.11 | +1.1 | +0.0% |
| 2026-08-15 | 1,882.1 | 2026-08-15 | 1,882.92 | 88 根 | 5,907.35 | -9.24 | -0.2% |
| 2026-08-14 | 1,880.19 | 2026-08-14 | 1,882.81 | 111 根 | 5,910.94 | -3.59 | -0.1% |
| 2026-08-13 | 1,871.05 | 2026-08-13 | 1,890.13 | 30 根 | 5,862.96 | +47.98 | +0.8% |
| 2026-08-13 | 1,889.87 | 2026-08-13 | 1,891.86 | 51 根 | 5,868.52 | -5.56 | -0.1% |
| 2026-08-12 | 1,893.74 | 2026-08-13 | 1,890.14 | 176 根 | 5,891.44 | -22.92 | -0.4% |
| 2026-08-11 | 1,874.2 | 2026-08-11 | 1,879.63 | 60 根 | 5,886.17 | +5.27 | +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 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | fbcd069e44e4a0e2 |
成交 0 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% | 5.8% | 19.7% | 0% |
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 0.0%，最好 32.3%，最差 0.0%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | 0% | 0% | 0% | 15% |
| sellAbove 65 | 0% | 0% | 0% | 22% |
| sellAbove 70 | 0% | 0% | 0% | 12% |
| sellAbove 80 | 0% | 0% | 0% | 32% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 区间 | 2020-08-24 → 2026-09-21 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 52 根 × 67 个起始日期 |
| 输入哈希 | e01040695446eecf |
成交 16 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 |
|---|---|---|---|---|---|---|---|
| -13.1% | -5.0% | -0.0% | 3.3% | 7.9% | 8.1% | 15.7% | 26% |
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 4.3%，最好 35.1%，最差 -5.2%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | 0% | 7% | 21% | 4% |
| sellAbove 65 | 0% | -4% | 3% | -5% |
| sellAbove 70 | 0% | 6% | 20% | 11% |
| sellAbove 80 | 0% | 12% | 35% | 32% |
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 | 9% | -5% | 8% | 3% | 0% | -6% |
| 最大回撤 | 6% | 14% | 7% | 5% | 0% | 17% |
| 交易 | 2 | 1 | 2 | 0 | 0 | 1 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-03-20 | 4,654.72 | 2026-08-11 | 4,394.93 | 144 根 | 12,763.38 | -736.42 | -5.8% |
| 2024-11-13 | 2,560.28 | 2025-01-26 | 2,767.62 | 74 根 | 11,830.85 | +932.53 | +7.9% |
| 2023-06-06 | 1,920.96 | 2023-10-20 | 1,962.02 | 136 根 | 11,606.46 | +224.39 | +1.9% |
| 2023-02-14 | 1,807.9 | 2023-03-14 | 1,921.04 | 28 根 | 10,944.79 | +661.67 | +6.0% |
| 2022-05-11 | 1,835.92 | 2022-11-11 | 1,747.13 | 184 根 | 11,524.04 | -579.26 | -5.0% |
| 2021-06-18 | 1,791.76 | 2021-11-11 | 1,851.07 | 146 根 | 11,177.08 | +346.96 | +3.1% |
| 2021-02-27 | 1,750.55 | 2021-05-09 | 1,861.86 | 71 根 | 10,529.94 | +647.14 | +6.2% |
| 2020-09-24 | 1,863.71 | 2021-01-03 | 1,966.41 | 101 根 | 10,000 | +529.94 | +5.3% |
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 | 2020-08-28 → 2026-09-23 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 365 根 × 62 个起始日期 |
| 输入哈希 | 4b1344d0a5310e4d |
成交 89 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 |
|---|---|---|---|---|---|---|---|
| -17.1% | -12.5% | -6.9% | 2.0% | 6.8% | 22.7% | 35.4% | 48% |
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 0.0%，最好 93.6%，最差 -20.0%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | 0% | 5% | 6% | -20% |
| sellAbove 65 | -8% | -15% | -5% | -17% |
| sellAbove 70 | 7% | -2% | 1% | -3% |
| sellAbove 80 | 1% | 52% | 94% | 72% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-06-24 | 4,004.31 | 2026-07-22 | 4,120.2 | 165 根 | 10,263.23 | +275.93 | +2.7% |
| 2026-05-15 | 4,575.54 | 2026-06-15 | 4,316.79 | 185 根 | 10,900.18 | -636.95 | -5.8% |
| 2026-04-21 | 4,673.01 | 2026-05-06 | 4,680.23 | 88 根 | 10,905.15 | -4.97 | -0.1% |
| 2026-03-15 | 5,003.51 | 2026-03-31 | 4,675.33 | 97 根 | 11,693.99 | -788.84 | -6.8% |
| 2026-02-02 | 4,757.02 | 2026-02-21 | 5,119.59 | 116 根 | 10,887.57 | +806.42 | +7.4% |
| 2025-12-29 | 4,348.85 | 2026-01-05 | 4,456.27 | 42 根 | 10,646.4 | +241.17 | +2.3% |
| 2025-11-17 | 4,006.62 | 2025-11-26 | 4,169.11 | 52 根 | 10,251.93 | +394.46 | +3.9% |
| 2025-10-27 | 3,988.96 | 2025-11-10 | 4,071.27 | 82 根 | 10,064.78 | +187.16 | +1.9% |
| 2025-07-25 | 3,341.2 | 2025-08-28 | 3,396.18 | 203 根 | 9,921.66 | +143.12 | +1.4% |
| 2025-06-27 | 3,296.04 | 2025-07-21 | 3,395.5 | 145 根 | 9,650.31 | +271.35 | +2.8% |
| 2025-05-12 | 3,234.62 | 2025-05-22 | 3,338.96 | 59 根 | 9,367.45 | +282.86 | +3.0% |
| 2025-05-01 | 3,223.61 | 2025-05-05 | 3,324.34 | 24 根 | 9,101.81 | +265.64 | +2.9% |
| 2025-04-07 | 3,004.5 | 2025-04-10 | 3,170.41 | 22 根 | 8,642.76 | +459.04 | +5.3% |
| 2025-03-24 | 3,010.5 | 2025-03-28 | 3,079.46 | 21 根 | 8,466.15 | +176.61 | +2.1% |
| 2025-02-27 | 2,901.45 | 2025-03-13 | 2,983.51 | 85 根 | 8,249.78 | +216.37 | +2.6% |
| 2024-12-19 | 2,603.3 | 2025-01-12 | 2,696.65 | 149 根 | 7,980.14 | +269.64 | +3.4% |
| 2024-11-06 | 2,711.36 | 2024-11-20 | 2,642.68 | 82 根 | 8,203.92 | -223.78 | -2.7% |
| 2024-05-23 | 2,344.17 | 2024-07-03 | 2,341.83 | 245 根 | 8,228.57 | -24.65 | -0.3% |
| 2024-04-22 | 2,328.16 | 2024-05-09 | 2,334.83 | 103 根 | 8,221.5 | +7.08 | +0.1% |
| 2024-03-16 | 2,112.06 | 2024-03-21 | 2,183.91 | 26 根 | 7,966.92 | +254.57 | +3.2% |
| 2024-01-03 | 2,008 | 2024-01-31 | 2,029.98 | 168 根 | 7,896.43 | +70.49 | +0.9% |
| 2023-12-13 | 1,960.98 | 2023-12-14 | 2,019.99 | 9 根 | 7,681.1 | +215.33 | +2.8% |
| 2023-11-07 | 1,946.97 | 2023-11-15 | 1,951.02 | 48 根 | 7,680.5 | +0.6 | +0.0% |
| 2023-09-26 | 1,899.95 | 2023-10-08 | 1,862.07 | 71 根 | 7,852.44 | -171.94 | -2.2% |
| 2023-09-07 | 1,898.95 | 2023-09-20 | 1,929.04 | 82 根 | 7,745.44 | +106.99 | +1.4% |
| 2023-08-12 | 1,910.95 | 2023-08-23 | 1,906.05 | 70 根 | 7,780.93 | -35.49 | -0.5% |
| 2023-05-16 | 1,996 | 2023-07-12 | 1,932.03 | 341 根 | 8,054.63 | -273.7 | -3.4% |
| 2023-03-08 | 1,804.9 | 2023-03-10 | 1,853.07 | 17 根 | 7,860.96 | +193.68 | +2.5% |
| 2023-01-30 | 1,896.95 | 2023-03-04 | 1,841.08 | 193 根 | 8,115.72 | -254.76 | -3.1% |
| 2022-10-10 | 1,671.84 | 2022-11-04 | 1,672.16 | 152 根 | 8,130.37 | -14.65 | -0.2% |
| 2022-08-17 | 1,756.88 | 2022-10-03 | 1,682.16 | 282 根 | 8,508.51 | -378.14 | -4.4% |
| 2022-06-13 | 1,834.92 | 2022-07-28 | 1,751.12 | 270 根 | 8,933.5 | -424.99 | -4.8% |
| 2022-04-19 | 1,956.98 | 2022-05-23 | 1,867.07 | 202 根 | 9,382.46 | -448.96 | -4.8% |
| 2022-03-14 | 1,959.98 | 2022-04-08 | 1,943.03 | 150 根 | 9,483.26 | -100.8 | -1.1% |
| 2022-01-27 | 1,807.9 | 2022-02-10 | 1,840.08 | 81 根 | 9,336.09 | +147.17 | +1.6% |
| 2022-01-03 | 1,809.9 | 2022-01-12 | 1,835.08 | 55 根 | 9,226.43 | +109.66 | +1.2% |
| 2021-11-22 | 1,820.91 | 2021-12-16 | 1,799.1 | 144 根 | 9,356.97 | -130.54 | -1.4% |
| 2021-10-29 | 1,779.89 | 2021-11-05 | 1,815.09 | 43 根 | 9,193.87 | +163.1 | +1.8% |
| 2021-09-07 | 1,791.9 | 2021-10-13 | 1,794.1 | 216 根 | 9,200.94 | -7.07 | -0.1% |
| 2021-08-06 | 1,774.38 | 2021-08-17 | 1,790.57 | 62 根 | 9,135.97 | +64.98 | +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 | 2020-08-28 → 2026-09-23 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | 95fef7ed298bc294 |
成交 253 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 |
|---|---|---|---|---|---|---|---|
| -11.8% | -9.9% | -7.5% | -3.9% | -0.7% | 2.2% | 5.9% | 82% |
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 -11.9%，最好 75.7%，最差 -39.2%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -1% | -18% | -39% | -37% |
| sellAbove 65 | -2% | -15% | -39% | -21% |
| sellAbove 70 | -8% | -9% | -19% | 10% |
| sellAbove 80 | -12% | 15% | 34% | 76% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-08-28 | 4,480.33 | 2026-09-03 | 4,425.67 | 130 根 | 8,440.36 | -119.64 | -1.4% |
| 2026-08-14 | 4,324.55 | 2026-08-19 | 4,427.56 | 131 根 | 8,260.51 | +179.85 | +2.2% |
| 2026-08-10 | 4,320.63 | 2026-08-10 | 4,391.63 | 21 根 | 8,143.22 | +117.29 | +1.4% |
| 2026-07-31 | 4,029.24 | 2026-08-02 | 4,061.13 | 51 根 | 8,095.46 | +47.76 | +0.6% |
| 2026-07-28 | 4,041.79 | 2026-07-29 | 4,099.19 | 41 根 | 7,998.08 | +97.38 | +1.2% |
| 2026-07-23 | 4,060.42 | 2026-07-26 | 4,069.68 | 81 根 | 7,995.85 | +2.23 | +0.0% |
| 2026-07-19 | 3,995.23 | 2026-07-21 | 4,053.53 | 31 根 | 7,896.62 | +99.23 | +1.3% |
| 2026-07-06 | 4,143.98 | 2026-07-14 | 4,069.55 | 199 根 | 8,057.13 | -160.52 | -2.0% |
| 2026-06-29 | 4,061.5 | 2026-07-01 | 4,083.05 | 62 根 | 8,030.66 | +26.48 | +0.3% |
| 2026-06-17 | 4,234.6 | 2026-06-26 | 4,084.81 | 212 根 | 8,341.81 | -311.15 | -3.7% |
| 2026-06-01 | 4,511.2 | 2026-06-11 | 4,236.11 | 259 根 | 8,901.31 | -559.5 | -6.3% |
| 2026-05-27 | 4,451.24 | 2026-05-29 | 4,530.23 | 48 根 | 8,763.62 | +137.69 | +1.6% |
| 2026-05-15 | 4,630.1 | 2026-05-24 | 4,540.99 | 217 根 | 8,953.49 | -189.87 | -2.1% |
| 2026-05-10 | 4,689.85 | 2026-05-12 | 4,755.2 | 25 根 | 8,848.13 | +105.36 | +1.2% |
| 2026-05-04 | 4,576.03 | 2026-05-06 | 4,605.89 | 41 根 | 8,808.37 | +39.76 | +0.4% |
| 2026-04-20 | 4,742.36 | 2026-05-03 | 4,613.62 | 325 根 | 9,072.28 | -263.91 | -2.9% |
| 2026-04-12 | 4,710.26 | 2026-04-14 | 4,816.75 | 59 根 | 8,889.48 | +182.8 | +2.1% |
| 2026-04-02 | 4,591.44 | 2026-04-07 | 4,795.5 | 137 根 | 8,528.25 | +361.22 | +4.2% |
| 2026-03-30 | 4,457.17 | 2026-03-31 | 4,660.03 | 43 根 | 8,173.33 | +354.92 | +4.3% |
| 2026-03-12 | 5,104.75 | 2026-03-25 | 4,563.76 | 294 根 | 9,160.51 | -987.18 | -10.8% |
| 2026-03-03 | 5,169.73 | 2026-03-10 | 5,227.94 | 172 根 | 9,076.65 | +83.86 | +0.9% |
| 2026-02-12 | 4,968.38 | 2026-02-18 | 5,003.15 | 144 根 | 9,031.62 | +45.02 | +0.5% |
| 2026-02-06 | 4,702.32 | 2026-02-07 | 4,989.42 | 45 根 | 8,528.96 | +502.66 | +5.9% |
| 2026-01-30 | 5,049.79 | 2026-02-04 | 5,068.4 | 112 根 | 8,514.66 | +14.31 | +0.2% |
| 2025-12-29 | 4,522.28 | 2026-01-02 | 4,380.67 | 99 根 | 8,807.5 | -292.85 | -3.3% |
| 2025-12-16 | 4,291.78 | 2025-12-22 | 4,365.17 | 133 根 | 8,676.78 | +130.72 | +1.5% |
| 2025-12-02 | 4,199.62 | 2025-12-05 | 4,244.18 | 77 根 | 8,602.87 | +73.91 | +0.9% |
| 2025-11-14 | 4,092.16 | 2025-11-24 | 4,090.04 | 243 根 | 8,624.55 | -21.67 | -0.3% |
| 2025-10-21 | 4,217.97 | 2025-11-06 | 4,000.41 | 379 根 | 9,111.79 | -487.24 | -5.3% |
| 2025-10-09 | 3,984.83 | 2025-10-12 | 4,042.55 | 78 根 | 8,999.68 | +112.11 | +1.3% |
| 2025-09-24 | 3,733.02 | 2025-09-29 | 3,792.53 | 102 根 | 8,876.18 | +123.5 | +1.4% |
| 2025-09-18 | 3,642.83 | 2025-09-19 | 3,687.08 | 38 根 | 8,787.22 | +88.96 | +1.0% |
| 2025-09-11 | 3,623.74 | 2025-09-14 | 3,655.31 | 82 根 | 8,728.77 | +58.45 | +0.7% |
| 2025-09-08 | 3,591.99 | 2025-09-08 | 3,636.42 | 10 根 | 8,639.37 | +89.4 | +1.0% |
| 2025-08-19 | 3,320.99 | 2025-08-20 | 3,336.46 | 23 根 | 8,616.52 | +22.85 | +0.3% |
| 2025-08-11 | 3,372.42 | 2025-08-18 | 3,349.11 | 171 根 | 8,693.84 | -77.32 | -0.9% |
| 2025-07-24 | 3,374.92 | 2025-08-01 | 3,339.74 | 197 根 | 8,803 | -109.16 | -1.2% |
| 2025-07-17 | 3,326.07 | 2025-07-18 | 3,363.31 | 24 根 | 8,722.97 | +80.03 | +0.9% |
| 2025-07-07 | 3,326.25 | 2025-07-11 | 3,353.9 | 109 根 | 8,668.38 | +54.59 | +0.6% |
| 2025-06-27 | 3,311.26 | 2025-06-30 | 3,301.67 | 75 根 | 8,710.98 | -42.6 | -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 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | 636347a16d54db7d |
成交 263 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 |
|---|---|---|---|---|---|---|---|
| -25.2% | -23.0% | -19.5% | -17.6% | -13.7% | -7.2% | -2.8% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -20.5%，最好 -6.7%，最差 -60.3%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -7% | -20% | -46% | -60% |
| sellAbove 65 | -18% | -29% | -42% | -52% |
| sellAbove 70 | -9% | -20% | -37% | -45% |
| sellAbove 80 | -10% | -13% | -19% | -17% |
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 | 4,364.73 | 2026-09-20 | 4,363.99 | 57 根 | 6,351.72 | -13.77 | -0.2% |
| 2026-09-16 | 4,275.15 | 2026-09-17 | 4,348.65 | 68 根 | 6,256.85 | +94.87 | +1.5% |
| 2026-09-13 | 4,354.41 | 2026-09-16 | 4,324.59 | 259 根 | 6,312.61 | -55.76 | -0.9% |
| 2026-09-12 | 4,355.7 | 2026-09-13 | 4,354.83 | 60 根 | 6,326.5 | -13.89 | -0.2% |
| 2026-09-10 | 4,382.9 | 2026-09-11 | 4,389.95 | 104 根 | 6,328.98 | -2.48 | -0.0% |
| 2026-09-08 | 4,396.23 | 2026-09-09 | 4,396.82 | 87 根 | 6,340.8 | -11.81 | -0.2% |
| 2026-09-04 | 4,400.37 | 2026-09-07 | 4,418.3 | 324 根 | 6,327.71 | +13.09 | +0.2% |
| 2026-08-30 | 4,461.81 | 2026-09-02 | 4,365.54 | 255 根 | 6,480.2 | -152.49 | -2.4% |
| 2026-08-26 | 4,613.32 | 2026-08-30 | 4,462.63 | 346 根 | 6,712.42 | -232.23 | -3.5% |
| 2026-08-25 | 4,605.32 | 2026-08-25 | 4,662.75 | 38 根 | 6,643.03 | +69.4 | +1.0% |
| 2026-08-22 | 4,575.61 | 2026-08-23 | 4,594.99 | 119 根 | 6,628.25 | +14.78 | +0.2% |
| 2026-08-20 | 4,453.02 | 2026-08-20 | 4,503.74 | 10 根 | 6,566.72 | +61.53 | +0.9% |
| 2026-08-18 | 4,364.01 | 2026-08-19 | 4,409.74 | 86 根 | 6,511.63 | +55.09 | +0.9% |
| 2026-08-16 | 4,377.37 | 2026-08-17 | 4,395.72 | 48 根 | 6,497.42 | +14.21 | +0.2% |
| 2026-08-13 | 4,373.45 | 2026-08-14 | 4,359.51 | 109 根 | 6,531.24 | -33.82 | -0.5% |
| 2026-08-11 | 4,375.39 | 2026-08-12 | 4,397.05 | 81 根 | 6,512.07 | +19.17 | +0.3% |
| 2026-08-09 | 4,341.76 | 2026-08-10 | 4,370.57 | 82 根 | 6,482.09 | +29.98 | +0.5% |
| 2026-08-02 | 4,059.42 | 2026-08-02 | 4,061.13 | 10 根 | 6,492.33 | -10.24 | -0.2% |
| 2026-07-31 | 4,075.56 | 2026-08-01 | 4,047.97 | 170 根 | 6,549.67 | -57.34 | -0.9% |
| 2026-07-30 | 4,035.92 | 2026-07-30 | 4,103.82 | 33 根 | 6,454.2 | +95.47 | +1.5% |
| 2026-07-28 | 4,058.75 | 2026-07-29 | 4,074.8 | 167 根 | 6,441.64 | +12.56 | +0.2% |
| 2026-07-23 | 4,092.49 | 2026-07-25 | 4,050.96 | 216 根 | 6,520.7 | -79.05 | -1.2% |
| 2026-07-19 | 4,011.81 | 2026-07-21 | 4,023.25 | 165 根 | 6,515.19 | +5.51 | +0.1% |
| 2026-07-18 | 4,009.49 | 2026-07-19 | 4,010.81 | 18 根 | 6,526.08 | -10.9 | -0.2% |
| 2026-07-16 | 4,033.21 | 2026-07-18 | 4,009.22 | 208 根 | 6,578.26 | -52.18 | -0.8% |
| 2026-07-10 | 4,100.44 | 2026-07-14 | 4,027.55 | 376 根 | 6,710.73 | -132.47 | -2.0% |
| 2026-07-07 | 4,103.21 | 2026-07-09 | 4,094.77 | 141 根 | 6,738.02 | -27.29 | -0.4% |
| 2026-07-06 | 4,148.5 | 2026-07-07 | 4,166.57 | 124 根 | 6,722.24 | +15.78 | +0.2% |
| 2026-07-01 | 3,996.65 | 2026-07-01 | 4,012.3 | 42 根 | 6,709.42 | +12.82 | +0.2% |
| 2026-06-27 | 4,073.25 | 2026-06-30 | 4,023.01 | 236 根 | 6,806.8 | -97.39 | -1.4% |
| 2026-06-26 | 3,993.68 | 2026-06-26 | 4,077.87 | 46 根 | 6,679.61 | +127.19 | +1.9% |
| 2026-06-23 | 4,151.54 | 2026-06-25 | 4,029.42 | 238 根 | 6,895.83 | -216.22 | -3.1% |
| 2026-06-21 | 4,152.03 | 2026-06-22 | 4,195.5 | 11 根 | 6,838.05 | +57.78 | +0.8% |
| 2026-06-17 | 4,283.6 | 2026-06-21 | 4,156.16 | 324 根 | 7,061.83 | -223.78 | -3.2% |
| 2026-06-15 | 4,306.8 | 2026-06-16 | 4,336.98 | 50 根 | 7,026.73 | +35.1 | +0.5% |
| 2026-06-14 | 4,221.41 | 2026-06-14 | 4,243.14 | 30 根 | 7,004.75 | +21.99 | +0.3% |
| 2026-06-07 | 4,299.21 | 2026-06-11 | 4,163.17 | 401 根 | 7,248.13 | -243.38 | -3.4% |
| 2026-06-05 | 4,452.49 | 2026-06-07 | 4,306.85 | 198 根 | 7,508.23 | -260.1 | -3.5% |
| 2026-06-02 | 4,494.07 | 2026-06-04 | 4,481.56 | 180 根 | 7,544.26 | -36.03 | -0.5% |
| 2026-06-01 | 4,508.26 | 2026-06-02 | 4,509.58 | 101 根 | 7,557.15 | -12.89 | -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 | 2025-09-01 → 2026-09-23 |
| 参数 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 12409 根 × 61 个起始日期 |
| 输入哈希 | 45dac2ae259d3051 |
图上显示了 553 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 |
|---|---|---|---|---|---|---|---|
| -31.8% | -29.8% | -28.7% | -27.1% | -23.0% | -22.0% | -19.8% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -55.9%，最好 -25.8%，最差 -83.9%。其中 0 组跑赢了买入持有。
把 RSI 均值回归 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。
| buyBelow 20 | buyBelow 25 | buyBelow 30 | buyBelow 35 | |
|---|---|---|---|---|
| sellAbove 60 | -36% | -57% | -71% | -84% |
| sellAbove 65 | -34% | -56% | -68% | -78% |
| sellAbove 70 | -33% | -51% | -61% | -70% |
| sellAbove 80 | -26% | -36% | -36% | -40% |
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 | 4,325.63 | 2026-09-22 | 4,346.79 | 147 根 | 3,980.42 | +11.47 | +0.3% |
| 2026-09-21 | 4,328.79 | 2026-09-21 | 4,352.82 | 105 根 | 3,966.37 | +14.05 | +0.4% |
| 2026-09-21 | 4,359.63 | 2026-09-21 | 4,360.61 | 138 根 | 3,973.42 | -7.05 | -0.2% |
| 2026-09-20 | 4,367.7 | 2026-09-20 | 4,362.17 | 116 根 | 3,986.42 | -13.01 | -0.3% |
| 2026-09-19 | 4,368.1 | 2026-09-19 | 4,364.38 | 51 根 | 3,997.81 | -11.39 | -0.3% |
| 2026-09-19 | 4,367.92 | 2026-09-19 | 4,364.15 | 107 根 | 4,009.28 | -11.47 | -0.3% |
| 2026-09-18 | 4,374.02 | 2026-09-18 | 4,372.71 | 80 根 | 4,018.51 | -9.22 | -0.2% |
| 2026-09-16 | 4,335.7 | 2026-09-17 | 4,305 | 133 根 | 4,055.27 | -36.76 | -0.9% |
| 2026-09-15 | 4,297.15 | 2026-09-16 | 4,311.86 | 252 根 | 4,049.52 | +5.75 | +0.1% |
| 2026-09-14 | 4,302.15 | 2026-09-15 | 4,315.68 | 85 根 | 4,044.9 | +4.61 | +0.1% |
| 2026-09-13 | 4,348.86 | 2026-09-14 | 4,318.97 | 301 根 | 4,081.05 | -36.15 | -0.9% |
| 2026-09-13 | 4,357.72 | 2026-09-13 | 4,352.32 | 83 根 | 4,094.29 | -13.24 | -0.3% |
| 2026-09-13 | 4,356.53 | 2026-09-13 | 4,358.26 | 8 根 | 4,100.86 | -6.57 | -0.2% |
| 2026-09-12 | 4,357.17 | 2026-09-13 | 4,353.26 | 72 根 | 4,112.76 | -11.9 | -0.3% |
| 2026-09-12 | 4,357.44 | 2026-09-12 | 4,353.97 | 39 根 | 4,124.27 | -11.51 | -0.3% |
| 2026-09-12 | 4,357.56 | 2026-09-12 | 4,353.81 | 47 根 | 4,136.08 | -11.81 | -0.3% |
| 2026-09-11 | 4,338.51 | 2026-09-11 | 4,380.09 | 16 根 | 4,105.02 | +31.06 | +0.8% |
| 2026-09-10 | 4,399.18 | 2026-09-11 | 4,337.97 | 193 根 | 4,171.27 | -66.26 | -1.6% |
| 2026-09-09 | 4,399.94 | 2026-09-10 | 4,415.35 | 73 根 | 4,165.04 | +6.24 | +0.1% |
| 2026-09-09 | 4,395.53 | 2026-09-09 | 4,413.76 | 23 根 | 4,156.13 | +8.9 | +0.2% |
| 2026-09-08 | 4,417.14 | 2026-09-09 | 4,387.17 | 278 根 | 4,192.9 | -36.77 | -0.9% |
| 2026-09-07 | 4,408.61 | 2026-09-07 | 4,412.79 | 38 根 | 4,197.32 | -4.42 | -0.1% |
| 2026-09-07 | 4,397.65 | 2026-09-07 | 4,412.68 | 51 根 | 4,191.39 | +5.93 | +0.1% |
| 2026-09-07 | 4,403.43 | 2026-09-07 | 4,411.71 | 84 根 | 4,191.9 | -0.51 | -0.0% |
| 2026-09-06 | 4,432.94 | 2026-09-06 | 4,425.3 | 133 根 | 4,207.54 | -15.64 | -0.4% |
| 2026-09-05 | 4,434.71 | 2026-09-06 | 4,430.1 | 88 根 | 4,220.34 | -12.8 | -0.3% |
| 2026-09-05 | 4,433.05 | 2026-09-05 | 4,432.82 | 36 根 | 4,229.01 | -8.66 | -0.2% |
| 2026-09-05 | 4,435.06 | 2026-09-05 | 4,431.79 | 13 根 | 4,240.59 | -11.59 | -0.3% |
| 2026-09-05 | 4,435.76 | 2026-09-05 | 4,432.4 | 69 根 | 4,252.3 | -11.71 | -0.3% |
| 2026-09-04 | 4,405.47 | 2026-09-05 | 4,432.43 | 151 根 | 4,234.89 | +17.4 | +0.4% |
| 2026-09-02 | 4,316.51 | 2026-09-02 | 4,338.73 | 17 根 | 4,221.64 | +13.26 | +0.3% |
| 2026-09-01 | 4,419.06 | 2026-09-02 | 4,333.31 | 263 根 | 4,313.79 | -92.16 | -2.1% |
| 2026-08-31 | 4,438.57 | 2026-08-31 | 4,448.65 | 83 根 | 4,312.63 | +1.16 | +0.0% |
| 2026-08-30 | 4,464.24 | 2026-08-31 | 4,451.85 | 166 根 | 4,333.29 | -20.66 | -0.5% |
| 2026-08-30 | 4,464.84 | 2026-08-30 | 4,462.21 | 18 根 | 4,344.53 | -11.24 | -0.3% |
| 2026-08-30 | 4,465.45 | 2026-08-30 | 4,461.55 | 49 根 | 4,357.03 | -12.51 | -0.3% |
| 2026-08-29 | 4,463.63 | 2026-08-29 | 4,460.54 | 45 根 | 4,368.78 | -11.75 | -0.3% |
| 2026-08-28 | 4,570.11 | 2026-08-29 | 4,456.83 | 277 根 | 4,488.8 | -120.01 | -2.7% |
| 2026-08-27 | 4,591.2 | 2026-08-28 | 4,588.29 | 84 根 | 4,500.64 | -11.84 | -0.3% |
| 2026-08-27 | 4,607.01 | 2026-08-27 | 4,600.69 | 125 根 | 4,515.84 | -15.21 | -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 | {"length":14,"buyBelow":30,"sellAbove":70} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | a287c5e162033d90 |