随抛物线止损翻转。要么在场内要么在场外，中间状态不会太久。
按通行解读列出，并非已确认的事实。
ETH/USDT +8% · BTC/USDT -237%. 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 | 276% | 513% | -237% | 否 | 66% | 2020d | 38% |
| ETH/USDT | 270% | 263% | +8% | 是 | 81% | 1780d | 75% |
| Gold (PAXG) | 35% | 120% | -85% | 否 | 24% | 1182d | 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 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 68 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -47.7% | -32.3% | -24.1% | 17.9% | 64.5% | 210.8% | 472.2% | 35% |
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 584.8%，最好 1373.4%，最差 294.4%。其中 11 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | 1373% | 692% | 445% | 378% |
| max 0.2 | 1052% | 585% | 648% | 349% |
| max 0.3 | 1052% | 585% | 726% | 382% |
| max 0.5 | 1052% | 585% | 726% | 294% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-04-27 | 78,696.88 | 2026-06-08 | 63,300.34 | 6 根 | 78,871.48 | -15,557.45 | -19.7% |
| 2025-10-06 | 123,544.06 | 2025-10-20 | 108,588.45 | 2 根 | 89,913.9 | -11,042.42 | -12.3% |
| 2025-05-12 | 104,170.06 | 2025-09-15 | 115,210.38 | 18 根 | 81,460.43 | +8,453.46 | +10.4% |
| 2025-02-03 | 97,749.44 | 2025-03-10 | 80,694.11 | 5 根 | 98,875.28 | -17,414.85 | -17.6% |
| 2024-10-21 | 69,066.52 | 2025-01-20 | 101,280.9 | 13 根 | 67,561.04 | +31,314.25 | +46.4% |
| 2024-08-05 | 58,190.08 | 2024-08-19 | 58,398.14 | 2 根 | 67,455.11 | +105.93 | +0.2% |
| 2024-02-19 | 52,163.75 | 2024-05-13 | 61,453.26 | 12 根 | 57,372.97 | +10,082.14 | +17.6% |
| 2023-10-30 | 34,543.14 | 2024-01-29 | 42,010.03 | 13 根 | 47,269.91 | +10,103.06 | +21.4% |
| 2023-07-03 | 30,632.33 | 2023-08-21 | 26,176.91 | 7 根 | 55,426.19 | -8,156.29 | -14.7% |
| 2023-01-16 | 20,883.43 | 2023-06-19 | 26,326.81 | 22 根 | 44,054.18 | +11,372.01 | +25.8% |
| 2022-03-28 | 46,851.17 | 2022-05-09 | 34,021.37 | 6 根 | 60,788.92 | -16,734.73 | -27.5% |
| 2021-10-11 | 54,686.34 | 2021-12-13 | 50,028.87 | 9 根 | 66,581.13 | -5,792.21 | -8.7% |
| 2021-08-09 | 43,816.26 | 2021-10-04 | 48,175.91 | 8 根 | 60,677.14 | +5,903.99 | +9.7% |
| 2020-05-11 | 8,727.13 | 2021-04-26 | 49,042.23 | 50 根 | 10,819.2 | +49,857.94 | +460.8% |
| 2020-01-20 | 8,706.07 | 2020-03-16 | 5,357.65 | 8 根 | 17,616.17 | -6,796.97 | -38.6% |
| 2019-03-04 | 3,809.22 | 2019-07-29 | 9,536.77 | 21 根 | 7,050.42 | +10,565.74 | +149.9% |
| 2018-05-14 | 8,684.05 | 2018-06-25 | 6,134.88 | 6 根 | 10,000 | -2,949.58 | -29.5% |
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 | {"step":0.02,"max":0.2} |
| 滚动测试 | 52 根 × 68 个起始日期 |
| 输入哈希 | c02016f3e92312ae |
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 |
|---|---|---|---|---|---|---|---|
| -56.5% | -33.7% | -8.6% | 14.9% | 53.9% | 182.8% | 407.8% | 31% |
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 352.3%，最好 2571.2%，最差 167.2%。其中 6 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | 2571% | 659% | 389% | 840% |
| max 0.2 | 1262% | 276% | 308% | 181% |
| max 0.3 | 1262% | 275% | 352% | 167% |
| max 0.5 | 1262% | 275% | 352% | 167% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 年份 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| 收益率 | -38% | 81% | 202% | 12% | -37% | 68% | 13% | -8% | 8% |
| 最大回撤 | 51% | 27% | 26% | 39% | 52% | 20% | 41% | 25% | 16% |
| 交易 | 14 | 12 | 12 | 15 | 16 | 15 | 18 | 13 | 11 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-05 | 79,700.6 | 2026-09-11 | 76,530.45 | 6 根 | 37,712.92 | -1,572.41 | -4.2% |
| 2026-08-20 | 69,369.45 | 2026-09-03 | 77,301.34 | 14 根 | 33,910.95 | +3,801.97 | +11.2% |
| 2026-08-07 | 64,355.77 | 2026-08-15 | 63,012.04 | 8 根 | 34,703.44 | -792.49 | -2.3% |
| 2026-07-06 | 63,681.84 | 2026-07-26 | 64,342.82 | 20 根 | 34,415.7 | +287.74 | +0.8% |
| 2026-06-13 | 63,611.79 | 2026-06-24 | 62,703.2 | 11 根 | 34,984.29 | -568.59 | -1.6% |
| 2026-05-28 | 74,486.53 | 2026-05-29 | 73,580.71 | 1 根 | 35,485.87 | -501.58 | -1.4% |
| 2026-04-24 | 78,296.61 | 2026-05-14 | 79,273.95 | 20 根 | 35,118.54 | +367.33 | +1.1% |
| 2026-04-08 | 71,960.18 | 2026-04-22 | 76,297.97 | 14 根 | 33,188.25 | +1,930.29 | +5.8% |
| 2026-03-05 | 72,703.1 | 2026-03-24 | 70,871 | 19 根 | 34,114.37 | -926.12 | -2.7% |
| 2026-02-10 | 70,173.07 | 2026-02-26 | 67,954.05 | 16 根 | 35,298.89 | -1,184.52 | -3.4% |
| 2025-12-31 | 88,529.74 | 2026-01-20 | 92,584.67 | 20 根 | 33,820.48 | +1,478.41 | +4.4% |
| 2025-11-27 | 90,529.25 | 2025-12-15 | 88,128.07 | 18 根 | 34,811.52 | -991.04 | -2.9% |
| 2025-10-01 | 114,105.96 | 2025-10-11 | 112,718.1 | 10 根 | 35,310.69 | -499.17 | -1.4% |
| 2025-09-04 | 111,761.57 | 2025-09-23 | 112,594.66 | 19 根 | 35,119.6 | +191.1 | +0.5% |
| 2025-08-08 | 117,530.76 | 2025-08-17 | 117,321.97 | 9 根 | 35,252.53 | -132.93 | -0.4% |
| 2025-06-27 | 107,000.53 | 2025-07-20 | 117,781.09 | 23 根 | 32,089.97 | +3,162.56 | +9.9% |
| 2025-06-10 | 110,318.15 | 2025-06-21 | 103,246.33 | 11 根 | 34,356.6 | -2,266.64 | -6.6% |
| 2025-05-09 | 103,313.24 | 2025-05-27 | 109,380.06 | 18 根 | 32,515.96 | +1,840.64 | +5.7% |
| 2025-04-13 | 85,319.55 | 2025-05-07 | 96,785.6 | 24 根 | 28,721.23 | +3,794.74 | +13.2% |
| 2025-03-22 | 84,130.83 | 2025-04-05 | 83,847.93 | 14 根 | 28,875.83 | -154.6 | -0.5% |
| 2025-03-04 | 86,264.27 | 2025-03-11 | 78,556.56 | 7 根 | 31,772.51 | -2,896.68 | -9.1% |
| 2025-02-21 | 98,354.16 | 2025-02-25 | 91,507.1 | 4 根 | 34,218.27 | -2,445.76 | -7.1% |
| 2025-01-18 | 104,129.51 | 2025-01-29 | 101,284.85 | 11 根 | 35,249.74 | -1,031.47 | -2.9% |
| 2025-01-08 | 97,003.08 | 2025-01-11 | 94,678.74 | 3 根 | 36,187.42 | -937.68 | -2.6% |
| 2024-12-16 | 104,516.22 | 2024-12-22 | 97,243.35 | 6 根 | 38,971.75 | -2,784.34 | -7.1% |
| 2024-12-01 | 96,456.19 | 2024-12-08 | 99,782.07 | 7 根 | 37,748.19 | +1,223.56 | +3.2% |
| 2024-11-07 | 75,609.78 | 2024-11-26 | 92,963.5 | 19 根 | 30,763.11 | +6,985.08 | +22.7% |
| 2024-10-15 | 66,117.04 | 2024-11-03 | 69,340.05 | 19 根 | 29,391.92 | +1,371.18 | +4.7% |
| 2024-10-09 | 62,191.58 | 2024-10-12 | 62,508.72 | 3 根 | 29,301.35 | +90.58 | +0.3% |
| 2024-09-14 | 60,528.24 | 2024-10-02 | 60,774.52 | 18 根 | 29,241.03 | +60.32 | +0.2% |
| 2024-08-13 | 59,376.31 | 2024-09-04 | 57,459 | 22 根 | 30,277.25 | -1,036.22 | -3.4% |
| 2024-07-29 | 68,284 | 2024-08-03 | 61,467.59 | 5 根 | 33,702.17 | -3,424.92 | -10.2% |
| 2024-07-16 | 64,756.42 | 2024-07-27 | 67,874.05 | 11 根 | 32,218.52 | +1,483.65 | +4.6% |
| 2024-07-02 | 62,931.45 | 2024-07-05 | 57,021.49 | 3 根 | 35,628.97 | -3,410.45 | -9.6% |
| 2024-06-06 | 71,143.55 | 2024-06-12 | 67,280.57 | 6 根 | 37,750.07 | -2,121.1 | -5.6% |
| 2024-05-05 | 63,923.98 | 2024-05-25 | 68,515.72 | 20 根 | 35,290.67 | +2,459.4 | +7.0% |
| 2024-04-09 | 71,655.81 | 2024-04-14 | 63,892.56 | 5 根 | 39,657.9 | -4,367.22 | -11.0% |
| 2024-03-26 | 69,914.94 | 2024-04-04 | 65,930.29 | 9 根 | 42,138.91 | -2,481.01 | -5.9% |
| 2024-02-27 | 54,503.72 | 2024-03-17 | 65,267.99 | 19 根 | 35,259.63 | +6,879.28 | +19.5% |
| 2024-01-30 | 43,324.36 | 2024-02-23 | 51,262.78 | 24 根 | 29,859.08 | +5,400.55 | +18.1% |
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 | {"step":0.02,"max":0.2} |
| 滚动测试 | 365 根 × 61 个起始日期 |
| 输入哈希 | 55ccd6a005abe8f7 |
图上显示了 1428 笔成交中的 358 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -64.6% | -49.3% | -31.4% | -6.0% | 37.6% | 70.9% | 224.0% | 54% |
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 -64.4%，最好 -21.4%，最差 -88.3%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -22% | -70% | -80% | -55% |
| max 0.2 | -21% | -49% | -70% | -83% |
| max 0.3 | -21% | -43% | -64% | -88% |
| max 0.5 | -21% | -43% | -64% | -87% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-18 | 77,422.16 | 2026-09-23 | 85,607.14 | 32 根 | 4,606.24 | +476.79 | +10.3% |
| 2026-09-15 | 78,228.29 | 2026-09-15 | 76,473.75 | 4 根 | 4,721.35 | -115.11 | -2.4% |
| 2026-09-11 | 77,324.64 | 2026-09-13 | 77,096.25 | 11 根 | 4,744.82 | -23.47 | -0.5% |
| 2026-09-09 | 79,364.41 | 2026-09-10 | 78,288.92 | 4 根 | 4,819.63 | -74.81 | -1.6% |
| 2026-09-03 | 81,388.67 | 2026-09-06 | 79,879.21 | 17 根 | 4,920.54 | -100.91 | -2.1% |
| 2026-08-28 | 80,289.71 | 2026-08-28 | 77,541.24 | 5 根 | 5,105.15 | -184.61 | -3.6% |
| 2026-08-24 | 78,482.87 | 2026-08-26 | 77,972.63 | 13 根 | 5,148.84 | -43.69 | -0.9% |
| 2026-08-19 | 68,588.28 | 2026-08-22 | 77,091.44 | 17 根 | 4,590.1 | +558.74 | +12.2% |
| 2026-08-17 | 62,931.45 | 2026-08-19 | 64,483.36 | 15 根 | 4,488.59 | +101.5 | +2.3% |
| 2026-08-12 | 63,452.82 | 2026-08-13 | 63,388.3 | 5 根 | 4,502.16 | -13.56 | -0.3% |
| 2026-08-07 | 65,062.49 | 2026-08-10 | 64,267.84 | 19 根 | 4,566.95 | -64.79 | -1.4% |
| 2026-08-03 | 63,901.31 | 2026-08-06 | 64,413.79 | 18 根 | 4,539.69 | +27.26 | +0.6% |
| 2026-08-03 | 63,601.8 | 2026-08-03 | 63,663.05 | 4 根 | 4,544.4 | -4.71 | -0.1% |
| 2026-07-29 | 64,539.78 | 2026-07-31 | 63,773.6 | 12 根 | 4,608.2 | -63.8 | -1.4% |
| 2026-07-26 | 64,539.61 | 2026-07-27 | 64,951.5 | 8 根 | 4,588.15 | +20.06 | +0.4% |
| 2026-07-20 | 65,631.55 | 2026-07-23 | 65,409.4 | 16 根 | 4,612.95 | -24.8 | -0.5% |
| 2026-07-18 | 64,155.19 | 2026-07-20 | 64,969.5 | 11 根 | 4,564.25 | +48.7 | +1.1% |
| 2026-07-14 | 64,776.37 | 2026-07-17 | 63,798.28 | 14 根 | 4,643.5 | -79.25 | -1.7% |
| 2026-07-10 | 63,979.17 | 2026-07-13 | 62,775.01 | 18 根 | 4,742.05 | -98.55 | -2.1% |
| 2026-07-07 | 64,074.95 | 2026-07-08 | 61,673.16 | 10 根 | 4,936.59 | -194.54 | -3.9% |
| 2026-07-06 | 63,681.84 | 2026-07-06 | 62,452.6 | 3 根 | 5,043.83 | -107.24 | -2.1% |
| 2026-07-01 | 60,059.4 | 2026-07-05 | 62,708.64 | 23 根 | 4,840.42 | +203.41 | +4.2% |
| 2026-06-29 | 60,463.72 | 2026-06-30 | 58,352.81 | 5 根 | 5,025.56 | -185.14 | -3.7% |
| 2026-06-27 | 60,127.32 | 2026-06-29 | 60,019.43 | 13 根 | 5,044.67 | -19.11 | -0.4% |
| 2026-06-22 | 64,243.31 | 2026-06-23 | 62,854.6 | 6 根 | 5,166.45 | -121.78 | -2.4% |
| 2026-06-20 | 63,575.67 | 2026-06-22 | 63,280.34 | 12 根 | 5,200.95 | -34.5 | -0.7% |
| 2026-06-15 | 65,779.32 | 2026-06-16 | 65,643.05 | 11 根 | 5,222.18 | -21.23 | -0.4% |
| 2026-06-11 | 63,139.56 | 2026-06-14 | 63,770.09 | 20 根 | 5,180.9 | +41.28 | +0.8% |
| 2026-06-07 | 61,731.91 | 2026-06-09 | 61,101.28 | 15 根 | 5,244.85 | -63.95 | -1.2% |
| 2026-05-30 | 73,497.51 | 2026-06-01 | 72,781.59 | 14 根 | 5,307.05 | -62.19 | -1.2% |
| 2026-05-29 | 73,338.18 | 2026-05-29 | 73,483.53 | 4 根 | 5,307.15 | -0.11 | +0.0% |
| 2026-05-24 | 76,790.38 | 2026-05-26 | 76,013.97 | 17 根 | 5,372.09 | -64.94 | -1.2% |
| 2026-05-20 | 77,321.29 | 2026-05-21 | 77,651.71 | 9 根 | 5,359.94 | +12.15 | +0.2% |
| 2026-05-14 | 81,341.87 | 2026-05-15 | 79,110.68 | 6 根 | 5,522.15 | -162.2 | -2.9% |
| 2026-05-09 | 80,268.99 | 2026-05-11 | 81,921.01 | 15 根 | 5,421.62 | +100.53 | +1.8% |
| 2026-05-05 | 79,900.94 | 2026-05-07 | 80,794.5 | 13 根 | 5,372.39 | +49.23 | +0.9% |
| 2026-05-01 | 77,169.11 | 2026-05-04 | 79,988.84 | 20 根 | 5,193.38 | +179.01 | +3.5% |
| 2026-04-29 | 75,962.2 | 2026-04-29 | 75,526.09 | 1 根 | 5,233.83 | -40.45 | -0.8% |
| 2026-04-26 | 78,260.28 | 2026-04-27 | 76,754.7 | 5 根 | 5,347.18 | -113.35 | -2.1% |
| 2026-04-21 | 75,878.89 | 2026-04-23 | 78,337.58 | 16 根 | 5,189.72 | +157.46 | +3.0% |
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 | 2018-01-01 → 2026-09-23 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | 59a0cadf15daae7e |
图上显示了 1293 笔成交中的 324 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 |
|---|---|---|---|---|---|---|---|
| -80.8% | -69.6% | -64.7% | -55.7% | -43.9% | -38.9% | -28.8% | 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 -90.0%，最好 -90.0%，最差 -90.1%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -90% | -90% | -90% | -90% |
| max 0.2 | -90% | -90% | -90% | -90% |
| max 0.3 | -90% | -90% | -90% | -90% |
| max 0.5 | -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 |
|---|---|---|---|---|---|---|---|
| 2024-01-22 | 40,963.64 | 2024-01-22 | 40,498.35 | 3 根 | 1,019.67 | -13.6 | -1.3% |
| 2024-01-21 | 41,806.79 | 2024-01-22 | 41,636.6 | 3 根 | 1,025.89 | -6.22 | -0.6% |
| 2024-01-19 | 41,828.98 | 2024-01-21 | 41,607.65 | 35 根 | 1,033.41 | -7.52 | -0.7% |
| 2024-01-19 | 41,494.75 | 2024-01-19 | 40,874.26 | 9 根 | 1,051.2 | -17.79 | -1.7% |
| 2024-01-17 | 42,744.26 | 2024-01-18 | 42,426.45 | 14 根 | 1,061.2 | -9.99 | -0.9% |
| 2024-01-16 | 43,177.69 | 2024-01-17 | 42,784.65 | 18 根 | 1,073.09 | -11.89 | -1.1% |
| 2024-01-15 | 42,613.06 | 2024-01-16 | 42,489.84 | 19 根 | 1,078.36 | -5.27 | -0.5% |
| 2024-01-14 | 43,032.95 | 2024-01-14 | 42,638.67 | 12 根 | 1,090.51 | -12.15 | -1.1% |
| 2024-01-13 | 43,122.64 | 2024-01-13 | 42,941.97 | 16 根 | 1,097.29 | -6.78 | -0.6% |
| 2024-01-11 | 47,473.36 | 2024-01-11 | 46,473.89 | 5 根 | 1,123.13 | -25.84 | -2.3% |
| 2024-01-10 | 46,550.58 | 2024-01-11 | 45,884.34 | 12 根 | 1,141.72 | -18.59 | -1.6% |
| 2024-01-09 | 46,584.39 | 2024-01-09 | 45,416.72 | 7 根 | 1,173.42 | -31.7 | -2.7% |
| 2024-01-08 | 43,996.54 | 2024-01-09 | 46,521.38 | 25 根 | 1,111.95 | +61.46 | +5.5% |
| 2024-01-05 | 43,968.23 | 2024-01-07 | 44,084.06 | 45 根 | 1,111.25 | +0.7 | +0.1% |
| 2024-01-04 | 43,177.04 | 2024-01-05 | 43,354.31 | 19 根 | 1,108.92 | +2.33 | +0.2% |
| 2024-01-03 | 45,340.24 | 2024-01-03 | 43,681.04 | 10 根 | 1,153.35 | -44.43 | -3.9% |
| 2024-01-01 | 42,711.56 | 2024-01-02 | 45,279.35 | 25 根 | 1,090.12 | +63.23 | +5.8% |
| 2023-12-31 | 42,558.37 | 2023-12-31 | 42,236.76 | 15 根 | 1,100.62 | -10.5 | -0.9% |
| 2023-12-30 | 42,071.38 | 2023-12-31 | 42,119.22 | 17 根 | 1,101.57 | -0.95 | -0.1% |
| 2023-12-29 | 42,683.29 | 2023-12-29 | 42,249.95 | 11 根 | 1,115.1 | -13.53 | -1.2% |
| 2023-12-29 | 42,428.32 | 2023-12-29 | 42,553.43 | 2 根 | 1,114.05 | +1.05 | +0.1% |
| 2023-12-27 | 42,530.18 | 2023-12-28 | 43,200.39 | 30 根 | 1,098.96 | +15.09 | +1.4% |
| 2023-12-25 | 43,669.85 | 2023-12-26 | 42,743.47 | 17 根 | 1,125.02 | -26.07 | -2.3% |
| 2023-12-24 | 43,702.07 | 2023-12-24 | 43,467.8 | 6 根 | 1,133.35 | -8.33 | -0.7% |
| 2023-12-23 | 43,778.12 | 2023-12-24 | 43,468.26 | 14 根 | 1,143.72 | -10.36 | -0.9% |
| 2023-12-23 | 43,991.02 | 2023-12-23 | 43,482.28 | 5 根 | 1,159.41 | -15.7 | -1.4% |
| 2023-12-21 | 43,971.4 | 2023-12-22 | 43,588.19 | 10 根 | 1,171.95 | -12.53 | -1.1% |
| 2023-12-21 | 43,953.57 | 2023-12-21 | 43,646.47 | 5 根 | 1,182.56 | -10.61 | -0.9% |
| 2023-12-20 | 42,449.22 | 2023-12-20 | 43,435.71 | 19 根 | 1,158.01 | +24.54 | +2.1% |
| 2023-12-18 | 41,376.85 | 2023-12-19 | 42,954.61 | 22 根 | 1,117.71 | +40.3 | +3.6% |
| 2023-12-17 | 42,132.28 | 2023-12-18 | 41,353.95 | 7 根 | 1,141.03 | -23.32 | -2.0% |
| 2023-12-16 | 42,353.17 | 2023-12-17 | 42,256.88 | 12 根 | 1,145.92 | -4.89 | -0.4% |
| 2023-12-14 | 42,876.78 | 2023-12-15 | 41,888.61 | 21 根 | 1,175.3 | -29.38 | -2.5% |
| 2023-12-13 | 41,288.5 | 2023-12-14 | 42,689.02 | 20 根 | 1,139.02 | +36.28 | +3.2% |
| 2023-12-12 | 41,756.16 | 2023-12-12 | 40,682.64 | 14 根 | 1,171.41 | -32.4 | -2.8% |
| 2023-12-11 | 42,231.61 | 2023-12-11 | 40,759.6 | 7 根 | 1,216.15 | -44.73 | -3.7% |
| 2023-12-10 | 43,823 | 2023-12-11 | 43,608.6 | 3 根 | 1,224.57 | -8.43 | -0.7% |
| 2023-12-10 | 43,797.4 | 2023-12-10 | 43,678.16 | 2 根 | 1,230.37 | -5.8 | -0.5% |
| 2023-12-08 | 43,443.62 | 2023-12-09 | 43,812.42 | 27 根 | 1,222.46 | +7.91 | +0.7% |
| 2023-12-06 | 43,807.09 | 2023-12-07 | 43,563.82 | 17 根 | 1,231.75 | -9.29 | -0.8% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2022-01-01 → 2026-09-23 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | bc2dad5476e29df5 |
图上显示了 1275 笔成交中的 320 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 |
|---|---|---|---|---|---|---|---|
| -86.6% | -84.9% | -82.2% | -81.4% | -79.9% | -79.5% | -78.9% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -90.0%，最好 -90.0%，最差 -90.1%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -90% | -90% | -90% | -90% |
| max 0.2 | -90% | -90% | -90% | -90% |
| max 0.3 | -90% | -90% | -90% | -90% |
| max 0.5 | -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 |
|---|---|---|---|---|---|---|---|
| 2026-02-11 | 68,875.7 | 2026-02-11 | 68,643 | 12 根 | 1,009.76 | -5.42 | -0.5% |
| 2026-02-10 | 69,328.02 | 2026-02-10 | 68,959.36 | 11 根 | 1,017.19 | -7.43 | -0.7% |
| 2026-02-10 | 69,064.5 | 2026-02-10 | 68,200.77 | 4 根 | 1,032.14 | -14.94 | -1.5% |
| 2026-02-10 | 69,176.56 | 2026-02-10 | 68,887.22 | 8 根 | 1,038.55 | -6.41 | -0.6% |
| 2026-02-10 | 70,401.18 | 2026-02-10 | 69,809.09 | 7 根 | 1,049.45 | -10.91 | -1.0% |
| 2026-02-09 | 69,306.63 | 2026-02-09 | 70,796.58 | 23 根 | 1,029.42 | +20.03 | +1.9% |
| 2026-02-09 | 69,285.23 | 2026-02-09 | 68,960.21 | 5 根 | 1,036.34 | -6.92 | -0.7% |
| 2026-02-09 | 71,343.21 | 2026-02-09 | 70,385.14 | 10 根 | 1,052.55 | -16.21 | -1.5% |
| 2026-02-08 | 71,343.63 | 2026-02-08 | 70,664.66 | 13 根 | 1,064.79 | -12.24 | -1.1% |
| 2026-02-08 | 70,935.36 | 2026-02-08 | 70,870.85 | 15 根 | 1,067.9 | -3.1 | -0.3% |
| 2026-02-08 | 69,364.96 | 2026-02-08 | 70,199.55 | 32 根 | 1,057.31 | +10.58 | +1.0% |
| 2026-02-07 | 69,340.15 | 2026-02-07 | 69,006.3 | 28 根 | 1,064.56 | -7.24 | -0.7% |
| 2026-02-07 | 68,151.05 | 2026-02-07 | 68,611.68 | 21 根 | 1,059.53 | +5.03 | +0.5% |
| 2026-02-07 | 71,255.43 | 2026-02-07 | 70,200.88 | 6 根 | 1,077.6 | -18.07 | -1.7% |
| 2026-02-06 | 70,035.14 | 2026-02-07 | 70,076.03 | 14 根 | 1,079.12 | -1.53 | -0.1% |
| 2026-02-06 | 65,866.49 | 2026-02-06 | 69,526.26 | 33 根 | 1,024.37 | +54.76 | +5.3% |
| 2026-02-06 | 64,357.33 | 2026-02-06 | 64,965.72 | 25 根 | 1,016.8 | +7.56 | +0.7% |
| 2026-02-05 | 64,001.91 | 2026-02-06 | 60,225.52 | 11 根 | 1,082.73 | -65.92 | -6.1% |
| 2026-02-05 | 70,164.35 | 2026-02-05 | 67,980.23 | 3 根 | 1,119.75 | -37.02 | -3.3% |
| 2026-02-05 | 70,986.99 | 2026-02-05 | 70,822.7 | 16 根 | 1,124.59 | -4.84 | -0.4% |
| 2026-02-05 | 73,202.42 | 2026-02-05 | 72,598.74 | 7 根 | 1,136.22 | -11.62 | -1.0% |
| 2026-02-04 | 74,039 | 2026-02-04 | 72,603.65 | 12 根 | 1,161 | -24.78 | -2.1% |
| 2026-02-04 | 76,215.48 | 2026-02-04 | 75,320.4 | 4 根 | 1,177.15 | -16.15 | -1.4% |
| 2026-02-04 | 76,732.96 | 2026-02-04 | 76,088 | 27 根 | 1,189.5 | -12.35 | -1.0% |
| 2026-02-03 | 74,950.29 | 2026-02-04 | 75,429.5 | 18 根 | 1,184.31 | +5.19 | +0.4% |
| 2026-02-03 | 77,404.2 | 2026-02-03 | 76,655.18 | 1 根 | 1,198.28 | -13.97 | -1.2% |
| 2026-02-03 | 78,462.73 | 2026-02-03 | 77,836.76 | 5 根 | 1,210.33 | -12.05 | -1.0% |
| 2026-02-03 | 78,834.07 | 2026-02-03 | 77,921.53 | 6 根 | 1,226.96 | -16.63 | -1.4% |
| 2026-02-03 | 78,799.37 | 2026-02-03 | 78,526.92 | 9 根 | 1,233.68 | -6.72 | -0.5% |
| 2026-02-02 | 78,804.73 | 2026-02-03 | 78,660.64 | 17 根 | 1,238.41 | -4.73 | -0.4% |
| 2026-02-02 | 79,060.98 | 2026-02-02 | 78,505.57 | 16 根 | 1,249.67 | -11.26 | -0.9% |
| 2026-02-02 | 78,543.29 | 2026-02-02 | 78,582.7 | 3 根 | 1,251.55 | -1.87 | -0.1% |
| 2026-02-02 | 76,546.07 | 2026-02-02 | 77,961 | 26 根 | 1,231.29 | +20.25 | +1.6% |
| 2026-02-02 | 77,971.18 | 2026-02-02 | 76,452.93 | 10 根 | 1,258.26 | -26.97 | -2.1% |
| 2026-02-01 | 77,234.81 | 2026-02-01 | 76,762.5 | 4 根 | 1,268.53 | -10.28 | -0.8% |
| 2026-02-01 | 78,273.11 | 2026-02-01 | 77,136.18 | 7 根 | 1,289.81 | -21.27 | -1.7% |
| 2026-02-01 | 78,902.42 | 2026-02-01 | 78,240.59 | 9 根 | 1,303.32 | -13.51 | -1.0% |
| 2026-02-01 | 78,971.15 | 2026-02-01 | 78,486.76 | 9 根 | 1,313.99 | -10.67 | -0.8% |
| 2026-01-31 | 77,875.26 | 2026-02-01 | 78,304.33 | 17 根 | 1,309.41 | +4.58 | +0.4% |
| 2026-01-31 | 81,021.25 | 2026-01-31 | 80,324.87 | 1 根 | 1,323.4 | -14 | -1.1% |
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 | 2025-09-01 → 2026-09-23 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 12408 根 × 61 个起始日期 |
| 输入哈希 | 0f49b9aa6499423f |
图上显示了 1556 笔成交中的 390 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 |
|---|---|---|---|---|---|---|---|
| -90.1% | -90.0% | -90.0% | -90.0% | -90.0% | -89.5% | -88.8% | 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 -90.0%，最好 -90.0%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -90% | -90% | -90% | -90% |
| max 0.2 | -90% | -90% | -90% | -90% |
| max 0.3 | -90% | -90% | -90% | -90% |
| max 0.5 | -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 |
|---|---|---|---|---|---|---|---|
| 2026-05-07 | 80,504.32 | 2026-05-07 | 80,158.73 | 3 根 | 1,005.53 | -6.32 | -0.6% |
| 2026-05-07 | 81,120.54 | 2026-05-07 | 80,891.26 | 12 根 | 1,010.4 | -4.87 | -0.5% |
| 2026-05-07 | 80,884.87 | 2026-05-07 | 80,826.22 | 13 根 | 1,013.16 | -2.76 | -0.3% |
| 2026-05-07 | 80,995.65 | 2026-05-07 | 80,832.31 | 2 根 | 1,017.24 | -4.08 | -0.4% |
| 2026-05-07 | 81,321.18 | 2026-05-07 | 81,488.82 | 15 根 | 1,017.18 | +0.06 | +0.0% |
| 2026-05-07 | 81,030.07 | 2026-05-07 | 80,858.76 | 16 根 | 1,021.37 | -4.2 | -0.4% |
| 2026-05-07 | 81,153.91 | 2026-05-07 | 80,870.91 | 5 根 | 1,027 | -5.63 | -0.5% |
| 2026-05-07 | 81,118.22 | 2026-05-07 | 80,974.32 | 10 根 | 1,030.89 | -3.88 | -0.4% |
| 2026-05-06 | 81,407.17 | 2026-05-07 | 81,186.67 | 13 根 | 1,035.75 | -4.87 | -0.5% |
| 2026-05-06 | 81,612.96 | 2026-05-06 | 81,278.48 | 7 根 | 1,042.1 | -6.34 | -0.6% |
| 2026-05-06 | 81,483.48 | 2026-05-06 | 81,313.32 | 11 根 | 1,046.37 | -4.27 | -0.4% |
| 2026-05-06 | 81,729.82 | 2026-05-06 | 81,463.93 | 13 根 | 1,051.89 | -5.52 | -0.5% |
| 2026-05-06 | 81,761.05 | 2026-05-06 | 81,369.29 | 8 根 | 1,059.07 | -7.18 | -0.7% |
| 2026-05-06 | 82,261.58 | 2026-05-06 | 82,050.1 | 1 根 | 1,063.92 | -4.86 | -0.5% |
| 2026-05-06 | 82,059.52 | 2026-05-06 | 82,460.6 | 19 根 | 1,060.87 | +3.06 | +0.3% |
| 2026-05-06 | 81,586.78 | 2026-05-06 | 81,914.24 | 21 根 | 1,058.74 | +2.13 | +0.2% |
| 2026-05-06 | 81,373.67 | 2026-05-06 | 81,401.84 | 19 根 | 1,060.5 | -1.75 | -0.2% |
| 2026-05-06 | 81,473.05 | 2026-05-06 | 81,391.12 | 17 根 | 1,063.69 | -3.19 | -0.3% |
| 2026-05-06 | 81,328.24 | 2026-05-06 | 81,021.97 | 15 根 | 1,069.85 | -6.16 | -0.6% |
| 2026-05-06 | 81,146.55 | 2026-05-06 | 80,767.8 | 6 根 | 1,077.02 | -7.17 | -0.7% |
| 2026-05-05 | 81,151.83 | 2026-05-05 | 80,815.11 | 7 根 | 1,083.67 | -6.65 | -0.6% |
| 2026-05-05 | 81,693.79 | 2026-05-05 | 81,434.11 | 4 根 | 1,089.3 | -5.63 | -0.5% |
| 2026-05-05 | 81,436.51 | 2026-05-05 | 81,659.15 | 35 根 | 1,088.5 | +0.8 | +0.1% |
| 2026-05-05 | 81,254.6 | 2026-05-05 | 81,217.25 | 23 根 | 1,091.19 | -2.68 | -0.3% |
| 2026-05-05 | 81,370.66 | 2026-05-05 | 81,388.55 | 1 根 | 1,093.13 | -1.94 | -0.2% |
| 2026-05-05 | 81,145.57 | 2026-05-05 | 81,314.94 | 17 根 | 1,093.04 | +0.09 | +0.0% |
| 2026-05-05 | 80,729.23 | 2026-05-05 | 80,889.53 | 21 根 | 1,093.05 | -0.02 | +0.0% |
| 2026-05-05 | 81,082.52 | 2026-05-05 | 80,815.16 | 7 根 | 1,098.87 | -5.81 | -0.5% |
| 2026-05-05 | 81,196.27 | 2026-05-05 | 80,918.46 | 10 根 | 1,104.85 | -5.98 | -0.5% |
| 2026-05-05 | 80,861.41 | 2026-05-05 | 80,861.54 | 16 根 | 1,107.06 | -2.21 | -0.2% |
| 2026-05-05 | 80,504.79 | 2026-05-05 | 80,447.04 | 6 根 | 1,110.07 | -3.01 | -0.3% |
| 2026-05-05 | 80,036.01 | 2026-05-05 | 80,418.33 | 29 根 | 1,107 | +3.07 | +0.3% |
| 2026-05-04 | 80,156.05 | 2026-05-04 | 80,228.61 | 15 根 | 1,108.22 | -1.21 | -0.1% |
| 2026-05-04 | 80,096.49 | 2026-05-04 | 79,987.22 | 8 根 | 1,111.95 | -3.74 | -0.3% |
| 2026-05-04 | 80,300.13 | 2026-05-04 | 80,335.81 | 21 根 | 1,113.68 | -1.73 | -0.2% |
| 2026-05-04 | 79,314.54 | 2026-05-04 | 79,465.64 | 11 根 | 1,113.79 | -0.11 | -0.0% |
| 2026-05-04 | 79,005.39 | 2026-05-04 | 78,570.7 | 7 根 | 1,122.2 | -8.4 | -0.8% |
| 2026-05-04 | 78,970.66 | 2026-05-04 | 78,735.32 | 15 根 | 1,127.8 | -5.61 | -0.5% |
| 2026-05-04 | 79,745.64 | 2026-05-04 | 79,191.78 | 11 根 | 1,137.96 | -10.16 | -0.9% |
| 2026-05-04 | 79,905.03 | 2026-05-04 | 79,606.28 | 15 根 | 1,144.52 | -6.56 | -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 | {"step":0.02,"max":0.2} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | e81a6291039e296c |
成交 27 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 |
|---|---|---|---|---|---|---|---|
| -53.9% | -44.7% | -28.3% | 25.7% | 68.3% | 186.1% | 704.5% | 41% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 818.9%，最好 1308.8%，最差 404.3%。其中 16 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | 467% | 819% | 1001% | 404% |
| max 0.2 | 435% | 947% | 962% | 704% |
| max 0.3 | 435% | 947% | 1309% | 673% |
| max 0.5 | 435% | 947% | 1309% | 822% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-03-30 | 1,985.64 | 2026-06-08 | 1,689.65 | 10 根 | 114,281.74 | -17,229.58 | -15.1% |
| 2025-05-12 | 2,515.84 | 2025-09-29 | 4,140.09 | 20 根 | 69,585.43 | +44,696.31 | +64.2% |
| 2024-11-11 | 3,184.79 | 2025-01-27 | 3,230.99 | 11 根 | 68,727.7 | +857.73 | +1.3% |
| 2024-05-27 | 3,828.38 | 2024-07-08 | 2,929.52 | 6 根 | 89,995.06 | -21,267.36 | -23.6% |
| 2023-10-30 | 1,796.04 | 2024-04-01 | 3,643.47 | 22 根 | 44,451.64 | +45,543.42 | +102.5% |
| 2022-10-31 | 1,591.25 | 2023-06-19 | 1,720.09 | 33 根 | 41,204.29 | +3,247.35 | +7.9% |
| 2022-03-28 | 3,297.3 | 2022-05-16 | 2,144.22 | 7 根 | 63,489.28 | -22,284.99 | -35.1% |
| 2021-09-06 | 3,952.26 | 2022-01-10 | 3,150.39 | 18 根 | 79,808.49 | -16,319.21 | -20.4% |
| 2021-04-05 | 2,076.74 | 2021-05-31 | 2,384.63 | 8 根 | 69,643.23 | +10,165.26 | +14.6% |
| 2020-06-15 | 231.86 | 2021-03-08 | 1,725.6 | 38 根 | 9,376.19 | +60,267.04 | +642.8% |
| 2020-01-20 | 166.87 | 2020-03-16 | 123.76 | 8 根 | 12,668.01 | -3,291.82 | -26.0% |
| 2019-01-07 | 153.97 | 2019-07-15 | 225.72 | 27 根 | 8,658.45 | +4,009.56 | +46.3% |
| 2018-01-22 | 1,049.52 | 2018-02-19 | 910.54 | 4 根 | 10,000 | -1,341.55 | -13.4% |
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 → 2026-09-21 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 52 根 × 68 个起始日期 |
| 输入哈希 | fdf4141f813b884f |
成交 237 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 |
|---|---|---|---|---|---|---|---|
| -66.9% | -40.6% | -19.1% | -1.8% | 103.7% | 233.4% | 510.9% | 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 330.7%，最好 1022.7%，最差 88.1%。其中 12 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | 659% | 627% | 407% | 169% |
| max 0.2 | 1023% | 270% | 331% | 116% |
| max 0.3 | 1023% | 267% | 341% | 93% |
| max 0.5 | 1023% | 267% | 341% | 88% |
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 | -41% | 15% | 291% | 220% | -43% | 29% | -26% | -38% | 7% |
| 最大回撤 | 72% | 35% | 41% | 33% | 46% | 31% | 57% | 46% | 26% |
| 交易 | 12 | 11 | 12 | 14 | 15 | 13 | 15 | 16 | 10 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-13 | 2,527.18 | 2026-09-17 | 2,417.05 | 4 根 | 38,618.77 | -1,756.76 | -4.5% |
| 2026-08-19 | 1,918.81 | 2026-09-04 | 2,506.25 | 16 根 | 29,626.14 | +8,992.63 | +30.3% |
| 2026-07-27 | 1,955.7 | 2026-08-02 | 1,844.03 | 6 根 | 31,483.13 | -1,856.99 | -5.9% |
| 2026-07-04 | 1,759.1 | 2026-07-25 | 1,860.51 | 21 根 | 29,826.68 | +1,656.45 | +5.5% |
| 2026-06-15 | 1,726.49 | 2026-06-25 | 1,621.37 | 10 根 | 31,824.12 | -1,997.44 | -6.3% |
| 2026-05-06 | 2,361.94 | 2026-05-13 | 2,273.83 | 7 根 | 33,123.44 | -1,299.32 | -3.9% |
| 2026-04-03 | 2,058.21 | 2026-04-21 | 2,312.68 | 18 根 | 29,537.75 | +3,585.7 | +12.1% |
| 2026-02-27 | 2,028.69 | 2026-03-22 | 2,083.82 | 23 根 | 28,813.95 | +723.8 | +2.5% |
| 2026-02-15 | 2,087.63 | 2026-02-25 | 1,851.02 | 10 根 | 32,562.18 | -3,748.24 | -11.5% |
| 2025-12-31 | 2,975.18 | 2026-01-21 | 2,938.41 | 21 根 | 33,035.62 | -473.44 | -1.4% |
| 2025-12-04 | 3,189.98 | 2025-12-16 | 2,963.37 | 12 根 | 35,633.14 | -2,597.52 | -7.3% |
| 2025-11-27 | 3,028.07 | 2025-12-03 | 2,994.57 | 6 根 | 36,103.91 | -470.78 | -1.3% |
| 2025-10-03 | 4,486.59 | 2025-10-11 | 3,827.81 | 8 根 | 42,402.32 | -6,298.41 | -14.8% |
| 2025-09-13 | 4,714.52 | 2025-09-23 | 4,196.99 | 10 根 | 47,726.26 | -5,323.93 | -11.2% |
| 2025-08-23 | 4,834.49 | 2025-09-01 | 4,389.63 | 9 根 | 52,668.14 | -4,941.88 | -9.4% |
| 2025-08-08 | 3,912.26 | 2025-08-20 | 4,073.54 | 12 根 | 50,684.07 | +1,984.07 | +3.9% |
| 2025-07-28 | 3,874.05 | 2025-08-02 | 3,486.47 | 5 根 | 56,431.22 | -5,747.15 | -10.2% |
| 2025-07-01 | 2,486.71 | 2025-07-25 | 3,705.1 | 24 根 | 37,950.2 | +18,481.02 | +48.7% |
| 2025-06-11 | 2,817.82 | 2025-06-19 | 2,523.74 | 8 根 | 42,457.21 | -4,507.01 | -10.6% |
| 2025-05-25 | 2,531.68 | 2025-06-06 | 2,412.81 | 12 根 | 44,637.97 | -2,180.75 | -4.9% |
| 2025-05-09 | 2,208.49 | 2025-05-20 | 2,526.88 | 11 根 | 39,091.76 | +5,546.21 | +14.2% |
| 2025-04-16 | 1,589.56 | 2025-05-08 | 1,810.2 | 22 根 | 34,395.71 | +4,696.05 | +13.7% |
| 2025-03-20 | 2,057.08 | 2025-03-30 | 1,827.18 | 10 根 | 38,801.04 | -4,405.32 | -11.3% |
| 2025-02-23 | 2,764.61 | 2025-03-01 | 2,236.47 | 6 根 | 48,059.88 | -9,258.85 | -19.3% |
| 2025-01-26 | 3,320.42 | 2025-02-03 | 2,868.25 | 8 根 | 55,747.83 | -7,687.95 | -13.8% |
| 2025-01-06 | 3,637.82 | 2025-01-11 | 3,265.42 | 5 根 | 62,229.88 | -6,482.05 | -10.4% |
| 2024-12-18 | 3,894.96 | 2024-12-20 | 3,415.3 | 2 根 | 71,111.71 | -8,881.83 | -12.5% |
| 2024-11-25 | 3,362.89 | 2024-12-10 | 3,710.14 | 15 根 | 64,585 | +6,526.71 | +10.1% |
| 2024-11-07 | 2,723.24 | 2024-11-22 | 3,354.2 | 15 根 | 52,540.85 | +12,044.15 | +22.9% |
| 2024-11-01 | 2,519.87 | 2024-11-05 | 2,397.01 | 4 根 | 55,344.4 | -2,803.55 | -5.1% |
| 2024-10-15 | 2,631.1 | 2024-10-25 | 2,534.55 | 10 根 | 57,567.75 | -2,223.34 | -3.9% |
| 2024-09-20 | 2,466.44 | 2024-10-02 | 2,446.56 | 12 根 | 58,151.87 | -584.12 | -1.0% |
| 2024-08-13 | 2,723.66 | 2024-08-28 | 2,456.1 | 15 根 | 64,615.85 | -6,463.98 | -10.0% |
| 2024-07-15 | 3,246.82 | 2024-07-26 | 3,173.88 | 11 根 | 66,233.15 | -1,617.3 | -2.4% |
| 2024-06-29 | 3,381.84 | 2024-07-05 | 3,058.17 | 6 根 | 73,389.75 | -7,156.6 | -9.8% |
| 2024-05-21 | 3,663.62 | 2024-06-09 | 3,679.74 | 19 根 | 73,214.56 | +175.19 | +0.2% |
| 2024-04-30 | 3,218.35 | 2024-05-03 | 2,984.7 | 3 根 | 79,104.08 | -5,889.52 | -7.4% |
| 2024-04-09 | 3,696.46 | 2024-04-14 | 3,005.51 | 5 根 | 97,484.48 | -18,380.4 | -18.9% |
| 2024-03-27 | 3,589.11 | 2024-04-04 | 3,309.17 | 8 根 | 105,942.84 | -8,458.36 | -8.0% |
| 2024-02-10 | 2,487.8 | 2024-03-17 | 3,521.33 | 36 根 | 74,998 | +30,944.84 | +41.3% |
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 | {"step":0.02,"max":0.2} |
| 滚动测试 | 365 根 × 61 个起始日期 |
| 输入哈希 | 3adeaaa3eb877049 |
图上显示了 1428 笔成交中的 358 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 |
|---|---|---|---|---|---|---|---|
| -79.4% | -58.7% | -30.7% | -9.4% | 17.9% | 65.5% | 208.8% | 56% |
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 -47.9%，最好 149.2%，最差 -78.6%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | 149% | 118% | -25% | 66% |
| max 0.2 | 88% | -66% | -78% | -61% |
| max 0.3 | 88% | -61% | -76% | -47% |
| max 0.5 | 88% | -61% | -79% | -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 |
|---|---|---|---|---|---|---|---|
| 2026-09-18 | 2,491.23 | 2026-09-22 | 2,741.22 | 25 根 | 3,059.93 | +300.32 | +9.8% |
| 2026-09-11 | 2,560.71 | 2026-09-14 | 2,522.22 | 16 根 | 3,112.84 | -52.92 | -1.7% |
| 2026-09-09 | 2,502.26 | 2026-09-10 | 2,474.16 | 4 根 | 3,154.5 | -41.65 | -1.3% |
| 2026-09-03 | 2,517.84 | 2026-09-06 | 2,489.17 | 19 根 | 3,197.21 | -42.71 | -1.3% |
| 2026-08-31 | 2,418.1 | 2026-08-31 | 2,419.73 | 1 根 | 3,201.45 | -4.24 | -0.1% |
| 2026-08-24 | 2,495.43 | 2026-08-28 | 2,470.65 | 25 根 | 3,240.03 | -38.57 | -1.2% |
| 2026-08-17 | 1,901.88 | 2026-08-22 | 2,422.71 | 31 根 | 2,548.59 | +691.44 | +27.1% |
| 2026-08-12 | 1,916.54 | 2026-08-14 | 1,885.22 | 9 根 | 2,596.11 | -47.53 | -1.8% |
| 2026-08-04 | 1,873.82 | 2026-08-09 | 1,918.01 | 29 根 | 2,541.37 | +54.74 | +2.1% |
| 2026-07-30 | 1,911.68 | 2026-07-31 | 1,862 | 10 根 | 2,614.4 | -73.03 | -2.8% |
| 2026-07-26 | 1,883.15 | 2026-07-28 | 1,891.58 | 11 根 | 2,607.95 | +6.44 | +0.3% |
| 2026-07-22 | 1,926.1 | 2026-07-23 | 1,925.07 | 4 根 | 2,614.58 | -6.63 | -0.3% |
| 2026-07-19 | 1,871.85 | 2026-07-22 | 1,926.3 | 17 根 | 2,545.76 | +68.82 | +2.7% |
| 2026-07-14 | 1,876.16 | 2026-07-17 | 1,827.61 | 16 根 | 2,618.62 | -72.86 | -2.8% |
| 2026-07-13 | 1,788.47 | 2026-07-13 | 1,779.85 | 1 根 | 2,636.58 | -17.96 | -0.7% |
| 2026-07-10 | 1,774.09 | 2026-07-12 | 1,797.88 | 12 根 | 2,606.89 | +29.69 | +1.1% |
| 2026-07-07 | 1,772.44 | 2026-07-08 | 1,755.82 | 7 根 | 2,636.83 | -29.94 | -1.1% |
| 2026-07-06 | 1,780.59 | 2026-07-06 | 1,791.86 | 4 根 | 2,625.49 | +11.34 | +0.4% |
| 2026-07-01 | 1,618.88 | 2026-07-05 | 1,773.77 | 23 根 | 2,401.01 | +224.47 | +9.3% |
| 2026-06-27 | 1,579.47 | 2026-06-30 | 1,564.41 | 22 根 | 2,428.98 | -27.97 | -1.1% |
| 2026-06-22 | 1,747.21 | 2026-06-23 | 1,682.18 | 6 根 | 2,527.94 | -98.96 | -3.9% |
| 2026-06-20 | 1,709.03 | 2026-06-22 | 1,706.09 | 11 根 | 2,537.38 | -9.44 | -0.4% |
| 2026-06-11 | 1,646.38 | 2026-06-17 | 1,763.05 | 35 根 | 2,374.22 | +163.16 | +6.9% |
| 2026-06-07 | 1,595.8 | 2026-06-09 | 1,656.5 | 16 根 | 2,291.79 | +82.43 | +3.6% |
| 2026-05-29 | 2,017.97 | 2026-06-01 | 1,975.43 | 15 根 | 2,345.83 | -54.04 | -2.3% |
| 2026-05-24 | 2,118.75 | 2026-05-27 | 2,056.44 | 23 根 | 2,421.74 | -75.91 | -3.1% |
| 2026-05-20 | 2,130.81 | 2026-05-21 | 2,141.77 | 9 根 | 2,414.18 | +7.56 | +0.3% |
| 2026-05-15 | 2,284.4 | 2026-05-15 | 2,256.43 | 3 根 | 2,449 | -34.82 | -1.4% |
| 2026-05-09 | 2,315.72 | 2026-05-11 | 2,339.27 | 14 根 | 2,429.2 | +19.8 | +0.8% |
| 2026-05-06 | 2,411.68 | 2026-05-06 | 2,347.32 | 2 根 | 2,500.8 | -71.6 | -2.9% |
| 2026-05-01 | 2,306 | 2026-05-06 | 2,375.62 | 26 根 | 2,432.37 | +68.43 | +2.8% |
| 2026-04-29 | 2,273.64 | 2026-04-29 | 2,232.57 | 1 根 | 2,482.07 | -49.7 | -2.0% |
| 2026-04-26 | 2,368.58 | 2026-04-27 | 2,273.93 | 5 根 | 2,590.56 | -108.49 | -4.2% |
| 2026-04-22 | 2,364.81 | 2026-04-23 | 2,332.09 | 9 根 | 2,632.16 | -41.6 | -1.6% |
| 2026-04-17 | 2,443.18 | 2026-04-19 | 2,314.87 | 10 根 | 2,783.62 | -151.46 | -5.4% |
| 2026-04-14 | 2,370.64 | 2026-04-16 | 2,358.51 | 17 根 | 2,803.54 | -19.92 | -0.7% |
| 2026-04-08 | 2,241.13 | 2026-04-13 | 2,186.24 | 33 根 | 2,879.69 | -76.15 | -2.6% |
| 2026-04-06 | 2,111.23 | 2026-04-07 | 2,112.33 | 11 根 | 2,883.94 | -4.25 | -0.1% |
| 2026-04-05 | 2,066.54 | 2026-04-05 | 2,061.35 | 5 根 | 2,896.99 | -13.05 | -0.4% |
| 2026-03-30 | 2,036.9 | 2026-04-02 | 2,055.3 | 18 根 | 2,876.8 | +20.19 | +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 | 2018-01-01 → 2026-09-23 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | 76423b7c1be6cd2b |
图上显示了 1715 笔成交中的 344 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 |
|---|---|---|---|---|---|---|---|
| -78.8% | -70.1% | -61.0% | -47.8% | -35.3% | -22.9% | -4.0% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -90.0%，最好 -90.0%，最差 -90.1%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -90% | -90% | -90% | -90% |
| max 0.2 | -90% | -90% | -90% | -90% |
| max 0.3 | -90% | -90% | -90% | -90% |
| max 0.5 | -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 |
|---|---|---|---|---|---|---|---|
| 2024-09-01 | 2,502.96 | 2024-09-01 | 2,405.12 | 3 根 | 1,049.32 | -43.03 | -4.1% |
| 2024-08-30 | 2,537.06 | 2024-09-01 | 2,487.51 | 33 根 | 1,072.36 | -23.05 | -2.1% |
| 2024-08-30 | 2,526.07 | 2024-08-30 | 2,461.49 | 1 根 | 1,102.7 | -30.34 | -2.8% |
| 2024-08-28 | 2,465.58 | 2024-08-29 | 2,519.34 | 37 根 | 1,081.33 | +21.37 | +2.0% |
| 2024-08-27 | 2,698.19 | 2024-08-27 | 2,636.68 | 5 根 | 1,108.77 | -27.44 | -2.5% |
| 2024-08-25 | 2,772.42 | 2024-08-26 | 2,742.98 | 5 根 | 1,122.92 | -14.14 | -1.3% |
| 2024-08-24 | 2,815.34 | 2024-08-24 | 2,737.73 | 5 根 | 1,157.06 | -34.14 | -2.9% |
| 2024-08-23 | 2,639.83 | 2024-08-24 | 2,754.13 | 30 根 | 1,111.26 | +45.8 | +4.1% |
| 2024-08-21 | 2,603.18 | 2024-08-22 | 2,615.29 | 12 根 | 1,108.33 | +2.93 | +0.3% |
| 2024-08-21 | 2,601.93 | 2024-08-21 | 2,589.02 | 8 根 | 1,116.08 | -7.75 | -0.7% |
| 2024-08-19 | 2,609.89 | 2024-08-20 | 2,641.14 | 17 根 | 1,105.09 | +11 | +1.0% |
| 2024-08-16 | 2,621.71 | 2024-08-18 | 2,642.17 | 50 根 | 1,098.72 | +6.36 | +0.6% |
| 2024-08-16 | 2,581.37 | 2024-08-16 | 2,592.83 | 13 根 | 1,096.06 | +2.67 | +0.2% |
| 2024-08-15 | 2,642.85 | 2024-08-15 | 2,553.03 | 6 根 | 1,136.89 | -40.83 | -3.6% |
| 2024-08-13 | 2,717.21 | 2024-08-14 | 2,657.86 | 21 根 | 1,164.6 | -27.71 | -2.4% |
| 2024-08-13 | 2,723.66 | 2024-08-13 | 2,647.63 | 8 根 | 1,200.45 | -35.84 | -3.0% |
| 2024-08-12 | 2,568.55 | 2024-08-12 | 2,658.76 | 12 根 | 1,162.04 | +38.41 | +3.3% |
| 2024-08-11 | 2,647.71 | 2024-08-11 | 2,637.4 | 10 根 | 1,168.92 | -6.88 | -0.6% |
| 2024-08-10 | 2,600.09 | 2024-08-10 | 2,609.33 | 18 根 | 1,167.11 | +1.81 | +0.2% |
| 2024-08-08 | 2,441.61 | 2024-08-09 | 2,657.06 | 32 根 | 1,074.62 | +92.49 | +8.6% |
| 2024-08-07 | 2,509.71 | 2024-08-07 | 2,389.02 | 4 根 | 1,131.17 | -56.55 | -5.0% |
| 2024-08-06 | 2,528.85 | 2024-08-07 | 2,499.59 | 10 根 | 1,146.7 | -15.53 | -1.4% |
| 2024-08-05 | 2,338.94 | 2024-08-06 | 2,462.26 | 20 根 | 1,091.45 | +55.25 | +5.1% |
| 2024-08-04 | 2,917.25 | 2024-08-04 | 2,862.98 | 11 根 | 1,114.37 | -22.92 | -2.1% |
| 2024-08-03 | 2,985.3 | 2024-08-03 | 2,940.93 | 8 根 | 1,133.45 | -19.08 | -1.7% |
| 2024-08-01 | 3,178.16 | 2024-08-02 | 3,145.84 | 10 根 | 1,147.38 | -13.94 | -1.2% |
| 2024-08-01 | 3,192.2 | 2024-08-01 | 3,115.62 | 5 根 | 1,177.94 | -30.55 | -2.6% |
| 2024-07-31 | 3,293.1 | 2024-07-31 | 3,288.78 | 14 根 | 1,181.84 | -3.91 | -0.3% |
| 2024-07-29 | 3,331.06 | 2024-07-30 | 3,299.35 | 16 根 | 1,195.59 | -13.75 | -1.1% |
| 2024-07-29 | 3,288.22 | 2024-07-29 | 3,324.22 | 14 根 | 1,185.01 | +10.58 | +0.9% |
| 2024-07-28 | 3,250.14 | 2024-07-28 | 3,258.11 | 12 根 | 1,184.48 | +0.53 | +0.0% |
| 2024-07-26 | 3,275.84 | 2024-07-27 | 3,259.11 | 22 根 | 1,192.95 | -8.46 | -0.7% |
| 2024-07-25 | 3,179.19 | 2024-07-26 | 3,253.39 | 18 根 | 1,168.07 | +24.88 | +2.1% |
| 2024-07-25 | 3,156.59 | 2024-07-25 | 3,170.41 | 1 根 | 1,165.3 | +2.77 | +0.2% |
| 2024-07-24 | 3,484.25 | 2024-07-24 | 3,433.92 | 15 根 | 1,184.75 | -19.45 | -1.6% |
| 2024-07-23 | 3,523.24 | 2024-07-23 | 3,438.55 | 5 根 | 1,216.36 | -31.61 | -2.6% |
| 2024-07-23 | 3,488.61 | 2024-07-23 | 3,443.68 | 4 根 | 1,234.7 | -18.34 | -1.5% |
| 2024-07-21 | 3,522.15 | 2024-07-22 | 3,477.16 | 10 根 | 1,253.18 | -18.48 | -1.5% |
| 2024-07-20 | 3,528.93 | 2024-07-21 | 3,485.3 | 13 根 | 1,271.41 | -18.23 | -1.4% |
| 2024-07-19 | 3,469.74 | 2024-07-20 | 3,491.99 | 12 根 | 1,265.84 | +5.57 | +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 | 2022-01-01 → 2026-09-23 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | 6f5afaa9454e7d55 |
图上显示了 1263 笔成交中的 317 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 |
|---|---|---|---|---|---|---|---|
| -84.6% | -83.1% | -82.2% | -79.2% | -77.9% | -73.8% | -69.7% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -90.0%，最好 -90.0%，最差 -90.1%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -90% | -90% | -90% | -90% |
| max 0.2 | -90% | -90% | -90% | -90% |
| max 0.3 | -90% | -90% | -90% | -90% |
| max 0.5 | -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 |
|---|---|---|---|---|---|---|---|
| 2026-02-17 | 1,985.35 | 2026-02-17 | 1,966.86 | 7 根 | 1,015.59 | -11.47 | -1.1% |
| 2026-02-17 | 1,981.23 | 2026-02-17 | 1,960.79 | 6 根 | 1,028.23 | -12.64 | -1.2% |
| 2026-02-17 | 1,989.48 | 2026-02-17 | 1,965.9 | 9 根 | 1,042.65 | -14.42 | -1.4% |
| 2026-02-17 | 2,000.07 | 2026-02-17 | 2,003.86 | 9 根 | 1,042.77 | -0.11 | -0.0% |
| 2026-02-16 | 1,977.98 | 2026-02-16 | 1,995.35 | 23 根 | 1,035.76 | +7.01 | +0.7% |
| 2026-02-16 | 1,993.42 | 2026-02-16 | 1,966.71 | 6 根 | 1,051.92 | -16.17 | -1.5% |
| 2026-02-16 | 1,974.04 | 2026-02-16 | 1,980 | 23 根 | 1,050.86 | +1.07 | +0.1% |
| 2026-02-16 | 1,974.54 | 2026-02-16 | 1,958.72 | 10 根 | 1,061.46 | -10.61 | -1.0% |
| 2026-02-15 | 1,951.09 | 2026-02-15 | 1,957.52 | 10 根 | 1,060.09 | +1.37 | +0.1% |
| 2026-02-15 | 2,004.81 | 2026-02-15 | 2,006.5 | 4 根 | 1,061.32 | -1.23 | -0.1% |
| 2026-02-15 | 2,082.58 | 2026-02-15 | 2,075.3 | 17 根 | 1,067.18 | -5.85 | -0.5% |
| 2026-02-14 | 2,089.56 | 2026-02-14 | 2,086.62 | 15 根 | 1,070.82 | -3.65 | -0.3% |
| 2026-02-14 | 2,088.63 | 2026-02-14 | 2,081.8 | 5 根 | 1,076.49 | -5.67 | -0.5% |
| 2026-02-13 | 2,053.02 | 2026-02-14 | 2,077.42 | 57 根 | 1,065.97 | +10.52 | +1.0% |
| 2026-02-13 | 1,969.99 | 2026-02-13 | 2,054.38 | 20 根 | 1,024.23 | +41.74 | +4.1% |
| 2026-02-13 | 1,947.76 | 2026-02-13 | 1,959.07 | 19 根 | 1,020.36 | +3.87 | +0.4% |
| 2026-02-12 | 1,943.93 | 2026-02-13 | 1,943.8 | 24 根 | 1,022.47 | -2.11 | -0.2% |
| 2026-02-12 | 1,919.01 | 2026-02-12 | 1,920.05 | 8 根 | 1,023.97 | -1.49 | -0.1% |
| 2026-02-12 | 1,983.42 | 2026-02-12 | 1,983.22 | 13 根 | 1,026.12 | -2.16 | -0.2% |
| 2026-02-12 | 1,974.29 | 2026-02-12 | 1,959.04 | 18 根 | 1,036.18 | -10.06 | -1.0% |
| 2026-02-11 | 1,957.78 | 2026-02-11 | 1,943.4 | 14 根 | 1,045.93 | -9.76 | -0.9% |
| 2026-02-11 | 2,004.75 | 2026-02-11 | 1,942.37 | 3 根 | 1,081.69 | -35.75 | -3.3% |
| 2026-02-11 | 1,950.52 | 2026-02-11 | 1,959.62 | 9 根 | 1,078.82 | +2.86 | +0.3% |
| 2026-02-11 | 1,952.34 | 2026-02-11 | 1,944.83 | 4 根 | 1,085.16 | -6.33 | -0.6% |
| 2026-02-11 | 2,023.15 | 2026-02-11 | 2,015.87 | 12 根 | 1,091.26 | -6.1 | -0.6% |
| 2026-02-10 | 2,028.41 | 2026-02-10 | 2,011.17 | 11 根 | 1,102.81 | -11.56 | -1.1% |
| 2026-02-10 | 2,023.5 | 2026-02-10 | 2,008.79 | 4 根 | 1,113.12 | -10.3 | -0.9% |
| 2026-02-10 | 2,022.65 | 2026-02-10 | 2,010.26 | 12 根 | 1,122.22 | -9.1 | -0.8% |
| 2026-02-09 | 2,110.16 | 2026-02-10 | 2,098.34 | 15 根 | 1,130.8 | -8.58 | -0.8% |
| 2026-02-09 | 2,044.73 | 2026-02-09 | 2,118.76 | 22 根 | 1,093.48 | +37.32 | +3.4% |
| 2026-02-09 | 2,034.13 | 2026-02-09 | 2,013.62 | 7 根 | 1,106.82 | -13.35 | -1.2% |
| 2026-02-09 | 2,101.3 | 2026-02-09 | 2,066.22 | 15 根 | 1,127.87 | -21.05 | -1.9% |
| 2026-02-08 | 2,093.07 | 2026-02-08 | 2,091.71 | 1 根 | 1,130.86 | -2.99 | -0.3% |
| 2026-02-08 | 2,116.25 | 2026-02-08 | 2,100.64 | 14 根 | 1,141.54 | -10.68 | -0.9% |
| 2026-02-08 | 2,103.49 | 2026-02-08 | 2,121.48 | 25 根 | 1,134.13 | +7.41 | +0.7% |
| 2026-02-07 | 2,054.57 | 2026-02-08 | 2,072.53 | 47 根 | 1,126.55 | +7.58 | +0.7% |
| 2026-02-07 | 2,019.78 | 2026-02-07 | 2,019.4 | 12 根 | 1,129.01 | -2.47 | -0.2% |
| 2026-02-07 | 2,077.49 | 2026-02-07 | 2,081.74 | 12 根 | 1,128.97 | +0.05 | +0.0% |
| 2026-02-06 | 2,055.26 | 2026-02-07 | 2,045.13 | 14 根 | 1,136.83 | -7.86 | -0.7% |
| 2026-02-06 | 1,920.04 | 2026-02-06 | 2,053.75 | 35 根 | 1,064.94 | +71.89 | +6.8% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2025-09-01 → 2026-09-23 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 12408 根 × 61 个起始日期 |
| 输入哈希 | 3af720ad9afd1292 |
图上显示了 1641 笔成交中的 329 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 |
|---|---|---|---|---|---|---|---|
| -90.2% | -90.0% | -90.0% | -90.0% | -88.6% | -88.0% | -87.5% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -90.0%，最好 -90.0%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -90% | -90% | -90% | -90% |
| max 0.2 | -90% | -90% | -90% | -90% |
| max 0.3 | -90% | -90% | -90% | -90% |
| max 0.5 | -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 |
|---|---|---|---|---|---|---|---|
| 2026-05-14 | 2,317.51 | 2026-05-14 | 2,297.45 | 6 根 | 1,017.48 | -10.82 | -1.1% |
| 2026-05-14 | 2,295.77 | 2026-05-14 | 2,296.44 | 13 根 | 1,019.22 | -1.74 | -0.2% |
| 2026-05-14 | 2,266.05 | 2026-05-14 | 2,282.32 | 16 根 | 1,013.98 | +5.24 | +0.5% |
| 2026-05-14 | 2,261.64 | 2026-05-14 | 2,252.13 | 13 根 | 1,020.3 | -6.32 | -0.6% |
| 2026-05-14 | 2,262.25 | 2026-05-14 | 2,258.74 | 7 根 | 1,023.93 | -3.63 | -0.4% |
| 2026-05-14 | 2,271.89 | 2026-05-14 | 2,262.39 | 8 根 | 1,030.29 | -6.36 | -0.6% |
| 2026-05-14 | 2,271.54 | 2026-05-14 | 2,261.82 | 5 根 | 1,036.78 | -6.5 | -0.6% |
| 2026-05-14 | 2,250.03 | 2026-05-14 | 2,266.23 | 29 根 | 1,031.44 | +5.35 | +0.5% |
| 2026-05-14 | 2,266.03 | 2026-05-14 | 2,252.78 | 10 根 | 1,039.58 | -8.14 | -0.8% |
| 2026-05-14 | 2,262.96 | 2026-05-14 | 2,264.07 | 15 根 | 1,041.15 | -1.57 | -0.1% |
| 2026-05-13 | 2,259.56 | 2026-05-13 | 2,254.87 | 9 根 | 1,045.41 | -4.25 | -0.4% |
| 2026-05-13 | 2,258.28 | 2026-05-13 | 2,255.46 | 13 根 | 1,048.81 | -3.4 | -0.3% |
| 2026-05-13 | 2,249.44 | 2026-05-13 | 2,261.29 | 28 根 | 1,045.4 | +3.4 | +0.3% |
| 2026-05-13 | 2,264.61 | 2026-05-13 | 2,256.51 | 11 根 | 1,051.25 | -5.85 | -0.6% |
| 2026-05-13 | 2,302.29 | 2026-05-13 | 2,300.68 | 6 根 | 1,054.1 | -2.84 | -0.3% |
| 2026-05-13 | 2,304.56 | 2026-05-13 | 2,320.02 | 23 根 | 1,049.17 | +4.93 | +0.5% |
| 2026-05-13 | 2,302.72 | 2026-05-13 | 2,300.16 | 13 根 | 1,052.44 | -3.27 | -0.3% |
| 2026-05-13 | 2,299.42 | 2026-05-13 | 2,302.55 | 34 根 | 1,053.12 | -0.67 | -0.1% |
| 2026-05-13 | 2,278.74 | 2026-05-13 | 2,288.85 | 21 根 | 1,050.56 | +2.55 | +0.2% |
| 2026-05-12 | 2,286.91 | 2026-05-12 | 2,284.12 | 15 根 | 1,053.96 | -3.39 | -0.3% |
| 2026-05-12 | 2,284.42 | 2026-05-12 | 2,281.53 | 15 根 | 1,057.41 | -3.45 | -0.3% |
| 2026-05-12 | 2,271.63 | 2026-05-12 | 2,280.03 | 22 根 | 1,055.62 | +1.79 | +0.2% |
| 2026-05-12 | 2,271.13 | 2026-05-12 | 2,259.26 | 6 根 | 1,063.29 | -7.67 | -0.7% |
| 2026-05-12 | 2,274.79 | 2026-05-12 | 2,265.72 | 1 根 | 1,069.68 | -6.39 | -0.6% |
| 2026-05-12 | 2,286.5 | 2026-05-12 | 2,285.66 | 13 根 | 1,072.22 | -2.54 | -0.2% |
| 2026-05-12 | 2,294.72 | 2026-05-12 | 2,284.65 | 12 根 | 1,079.1 | -6.88 | -0.6% |
| 2026-05-12 | 2,292.78 | 2026-05-12 | 2,282.91 | 7 根 | 1,085.94 | -6.83 | -0.6% |
| 2026-05-12 | 2,313.7 | 2026-05-12 | 2,307.11 | 2 根 | 1,091.22 | -5.28 | -0.5% |
| 2026-05-12 | 2,314.71 | 2026-05-12 | 2,308.97 | 16 根 | 1,096.12 | -4.9 | -0.4% |
| 2026-05-12 | 2,316.96 | 2026-05-12 | 2,307.65 | 20 根 | 1,102.75 | -6.63 | -0.6% |
| 2026-05-11 | 2,342.6 | 2026-05-11 | 2,335.19 | 6 根 | 1,108.46 | -5.71 | -0.5% |
| 2026-05-11 | 2,345.69 | 2026-05-11 | 2,337.7 | 6 根 | 1,114.48 | -6.02 | -0.5% |
| 2026-05-11 | 2,338.33 | 2026-05-11 | 2,338.64 | 16 根 | 1,116.56 | -2.08 | -0.2% |
| 2026-05-11 | 2,341.3 | 2026-05-11 | 2,334.18 | 15 根 | 1,122.2 | -5.65 | -0.5% |
| 2026-05-11 | 2,321.17 | 2026-05-11 | 2,328.62 | 17 根 | 1,120.86 | +1.35 | +0.1% |
| 2026-05-11 | 2,329.6 | 2026-05-11 | 2,311.97 | 4 根 | 1,131.66 | -10.81 | -1.0% |
| 2026-05-11 | 2,336.28 | 2026-05-11 | 2,329.88 | 15 根 | 1,137.04 | -5.38 | -0.5% |
| 2026-05-11 | 2,339.95 | 2026-05-11 | 2,332.8 | 3 根 | 1,142.81 | -5.77 | -0.5% |
| 2026-05-11 | 2,335.05 | 2026-05-11 | 2,335.57 | 18 根 | 1,144.84 | -2.03 | -0.2% |
| 2026-05-11 | 2,334.18 | 2026-05-11 | 2,330.55 | 3 根 | 1,148.91 | -4.07 | -0.4% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2026-03-01 → 2026-09-23 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | bec3b99bcf5a7a39 |
成交 19 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 |
|---|---|---|---|---|---|---|---|
| -15.3% | -5.5% | -0.2% | 5.4% | 17.6% | 44.8% | 60.9% | 27% |
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 55.8%，最好 100.1%，最差 36.1%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | 56% | 75% | 36% | 59% |
| max 0.2 | 56% | 100% | 58% | 52% |
| max 0.3 | 56% | 100% | 58% | 52% |
| max 0.5 | 56% | 100% | 58% | 52% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2025-06-23 | 3,403.69 | 2026-02-16 | 5,022.35 | 34 根 | 13,878.3 | +6,559.04 | +47.3% |
| 2024-10-14 | 2,663.33 | 2025-05-26 | 3,345.98 | 32 根 | 11,068.97 | +2,809.33 | +25.4% |
| 2024-03-11 | 2,140.07 | 2024-05-06 | 2,283.86 | 8 根 | 10,392.85 | +676.12 | +6.5% |
| 2023-10-23 | 1,965.98 | 2024-02-19 | 1,989.01 | 17 根 | 10,293.12 | +99.73 | +1.0% |
| 2023-03-20 | 1,971.99 | 2023-06-12 | 1,917.04 | 12 根 | 10,609.33 | -316.21 | -3.0% |
| 2022-10-17 | 1,641.82 | 2023-02-20 | 1,820.09 | 18 根 | 9,589.35 | +1,019.97 | +10.6% |
| 2021-11-29 | 1,794.9 | 2022-05-02 | 1,904.05 | 22 根 | 9,057.74 | +531.62 | +5.9% |
| 2021-05-10 | 1,893.09 | 2021-07-12 | 1,810.78 | 9 根 | 9,488.38 | -430.64 | -4.5% |
| 2020-12-28 | 1,933.64 | 2021-02-15 | 1,838.38 | 7 根 | 10,000 | -511.62 | -5.1% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2020-08-24 → 2026-09-21 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 52 根 × 67 个起始日期 |
| 输入哈希 | 1c40e183568c852c |
成交 157 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 |
|---|---|---|---|---|---|---|---|
| -13.5% | -10.3% | -5.6% | 9.8% | 14.8% | 22.1% | 36.8% | 29% |
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 33.4%，最好 36.0%，最差 3.8%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | 36% | 36% | 24% | 7% |
| max 0.2 | 33% | 35% | 33% | 6% |
| max 0.3 | 33% | 36% | 30% | 5% |
| max 0.5 | 33% | 36% | 30% | 4% |
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 | -8% | -7% | 18% | 7% | 24% | 6% |
| 最大回撤 | 14% | 14% | 6% | 7% | 13% | 23% |
| 交易 | 15 | 12 | 12 | 13 | 14 | 8 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-07-23 | 4,129.19 | 2026-08-30 | 4,462.63 | 38 根 | 12,776.8 | +1,004.14 | +7.9% |
| 2026-07-07 | 4,154.1 | 2026-07-14 | 3,997.12 | 7 根 | 13,305.16 | -528.36 | -4.0% |
| 2026-06-17 | 4,325.18 | 2026-06-24 | 4,095.34 | 7 根 | 14,080.01 | -774.85 | -5.5% |
| 2026-05-31 | 4,525.69 | 2026-06-06 | 4,319.44 | 6 根 | 14,781.86 | -701.85 | -4.8% |
| 2026-05-07 | 4,689.54 | 2026-05-16 | 4,540.84 | 9 根 | 15,296.51 | -514.64 | -3.4% |
| 2026-04-01 | 4,689.9 | 2026-04-21 | 4,804.08 | 20 根 | 14,962.87 | +333.64 | +2.2% |
| 2026-02-13 | 4,930.48 | 2026-03-05 | 5,176.41 | 20 根 | 14,280.53 | +682.34 | +4.8% |
| 2026-01-08 | 4,480.21 | 2026-01-31 | 4,921.99 | 23 根 | 13,024.79 | +1,255.74 | +9.6% |
| 2025-11-15 | 4,076.76 | 2025-12-30 | 4,362.16 | 45 根 | 12,196.99 | +827.8 | +6.8% |
| 2025-10-14 | 4,143.76 | 2025-10-24 | 4,115.86 | 10 根 | 12,304.25 | -107.26 | -0.9% |
| 2025-09-23 | 3,759.62 | 2025-10-12 | 3,990.14 | 19 根 | 11,616.6 | +687.65 | +5.9% |
| 2025-08-25 | 3,362.49 | 2025-09-20 | 3,688.31 | 26 根 | 10,611.6 | +1,005 | +9.5% |
| 2025-08-06 | 3,386.01 | 2025-08-16 | 3,328.63 | 10 根 | 10,816.12 | -204.53 | -1.9% |
| 2025-07-12 | 3,350.16 | 2025-07-27 | 3,352.77 | 15 根 | 10,829.35 | -13.22 | -0.1% |
| 2025-06-14 | 3,463.71 | 2025-06-21 | 3,392.99 | 7 根 | 11,077.19 | -247.84 | -2.2% |
| 2025-05-24 | 3,362.65 | 2025-06-11 | 3,338.66 | 18 根 | 11,179.12 | -101.93 | -0.9% |
| 2025-05-08 | 3,384.69 | 2025-05-14 | 3,259.37 | 6 根 | 11,632.2 | -453.08 | -3.9% |
| 2025-04-11 | 3,216.61 | 2025-04-27 | 3,311.34 | 16 根 | 11,322.03 | +310.17 | +2.7% |
| 2025-03-07 | 2,927.46 | 2025-04-05 | 3,053.47 | 29 根 | 10,876.53 | +445.5 | +4.1% |
| 2025-02-11 | 2,933.47 | 2025-02-28 | 2,887.56 | 17 根 | 11,071.58 | -195.05 | -1.8% |
| 2025-01-12 | 2,699.35 | 2025-02-05 | 2,852.57 | 24 根 | 10,497.85 | +573.73 | +5.5% |
| 2024-12-12 | 2,704.35 | 2024-12-19 | 2,600.7 | 7 根 | 10,938.1 | -440.25 | -4.0% |
| 2024-11-20 | 2,645.32 | 2024-11-28 | 2,644.68 | 8 根 | 10,962.67 | -24.57 | -0.2% |
| 2024-10-18 | 2,706.35 | 2024-11-03 | 2,751.62 | 16 根 | 10,803.9 | +158.78 | +1.5% |
| 2024-10-03 | 2,670.33 | 2024-10-10 | 2,622.69 | 7 根 | 11,022.19 | -218.3 | -2.0% |
| 2024-08-17 | 2,493.25 | 2024-10-01 | 2,635.68 | 45 根 | 10,447.42 | +574.78 | +5.5% |
| 2024-08-01 | 2,436.22 | 2024-08-07 | 2,384.81 | 6 根 | 10,694 | -246.59 | -2.3% |
| 2024-07-05 | 2,328.16 | 2024-07-21 | 2,397.8 | 16 根 | 10,404.21 | +289.79 | +2.8% |
| 2024-06-18 | 2,315.16 | 2024-06-26 | 2,300.85 | 8 根 | 10,489.87 | -85.66 | -0.8% |
| 2024-05-17 | 2,363.18 | 2024-05-25 | 2,345.83 | 8 根 | 10,588.63 | -98.76 | -0.9% |
| 2024-03-21 | 2,186.09 | 2024-04-23 | 2,321.84 | 33 根 | 9,989.53 | +599.1 | +6.0% |
| 2024-02-28 | 2,006 | 2024-03-17 | 2,116.94 | 18 根 | 9,484.98 | +504.55 | +5.3% |
| 2024-02-03 | 2,023.01 | 2024-02-10 | 2,000 | 7 根 | 9,613.32 | -128.34 | -1.3% |
| 2024-01-16 | 2,041.02 | 2024-01-27 | 1,998 | 11 根 | 9,839.96 | -226.65 | -2.3% |
| 2023-12-16 | 2,004 | 2024-01-04 | 2,016.99 | 19 根 | 9,796.17 | +43.8 | +0.4% |
| 2023-11-16 | 1,940.97 | 2023-12-06 | 2,010.99 | 20 根 | 9,473.99 | +322.18 | +3.4% |
| 2023-10-09 | 1,863.93 | 2023-11-01 | 1,965.02 | 23 根 | 9,004.61 | +469.37 | +5.2% |
| 2023-09-19 | 1,921.96 | 2023-09-28 | 1,881.06 | 9 根 | 9,218.83 | -214.21 | -2.3% |
| 2023-08-24 | 1,910.95 | 2023-09-07 | 1,897.05 | 14 根 | 9,304.99 | -86.16 | -0.9% |
| 2023-07-09 | 1,904.95 | 2023-08-02 | 1,948.03 | 24 根 | 9,117.46 | +187.53 | +2.1% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2020-08-28 → 2026-09-23 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 365 根 × 62 个起始日期 |
| 输入哈希 | 88e89b4eb1b1db54 |
图上显示了 1042 笔成交中的 348 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 |
|---|---|---|---|---|---|---|---|
| -34.1% | -31.2% | -26.4% | -18.5% | -1.8% | 15.4% | 26.9% | 75% |
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 -68.1%，最好 -32.9%，最差 -88.2%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -36% | -55% | -68% | -75% |
| max 0.2 | -33% | -63% | -77% | -86% |
| max 0.3 | -33% | -64% | -78% | -88% |
| max 0.5 | -33% | -64% | -78% | -88% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-17 | 4,346.48 | 2026-09-21 | 4,340.34 | 24 根 | 3,691.77 | -12.58 | -0.3% |
| 2026-09-16 | 4,335.31 | 2026-09-17 | 4,274.88 | 4 根 | 3,751.45 | -59.68 | -1.6% |
| 2026-09-11 | 4,356.12 | 2026-09-14 | 4,315.08 | 15 根 | 3,794.7 | -43.26 | -1.1% |
| 2026-09-09 | 4,402.19 | 2026-09-10 | 4,327.79 | 6 根 | 3,867.67 | -72.97 | -1.9% |
| 2026-09-02 | 4,402.35 | 2026-09-04 | 4,433.03 | 12 根 | 3,848.59 | +19.08 | +0.5% |
| 2026-08-19 | 4,488.17 | 2026-08-25 | 4,656.43 | 37 根 | 3,716.95 | +131.64 | +3.5% |
| 2026-08-14 | 4,374.4 | 2026-08-18 | 4,366.61 | 23 根 | 3,731.04 | -14.09 | -0.4% |
| 2026-08-10 | 4,383.32 | 2026-08-13 | 4,365.82 | 15 根 | 3,753.5 | -22.46 | -0.6% |
| 2026-08-07 | 4,318.43 | 2026-08-10 | 4,347.27 | 17 根 | 3,736.06 | +17.43 | +0.5% |
| 2026-08-04 | 4,084.09 | 2026-08-06 | 4,243.87 | 13 根 | 3,602.6 | +133.46 | +3.7% |
| 2026-07-30 | 4,083.64 | 2026-07-31 | 4,048.23 | 11 根 | 3,641.39 | -38.78 | -1.1% |
| 2026-07-26 | 4,060.17 | 2026-07-28 | 4,042.01 | 10 根 | 3,665.07 | -23.68 | -0.7% |
| 2026-07-20 | 3,995.02 | 2026-07-23 | 4,088.57 | 20 根 | 3,588.37 | +76.7 | +2.1% |
| 2026-07-14 | 4,052.83 | 2026-07-16 | 4,003.79 | 11 根 | 3,639.59 | -51.22 | -1.4% |
| 2026-07-09 | 4,123.02 | 2026-07-13 | 4,078.44 | 20 根 | 3,686.74 | -47.15 | -1.3% |
| 2026-07-01 | 4,079.49 | 2026-07-06 | 4,142.39 | 30 根 | 3,638.03 | +48.71 | +1.3% |
| 2026-06-30 | 4,030.32 | 2026-07-01 | 4,026.13 | 5 根 | 3,649.12 | -11.08 | -0.3% |
| 2026-06-25 | 4,041.96 | 2026-06-29 | 4,063.53 | 21 根 | 3,637.02 | +12.1 | +0.3% |
| 2026-06-22 | 4,171.92 | 2026-06-23 | 4,095.72 | 7 根 | 3,712.1 | -75.09 | -2.0% |
| 2026-06-18 | 4,315.22 | 2026-06-18 | 4,219.62 | 3 根 | 3,803.8 | -91.7 | -2.4% |
| 2026-06-11 | 4,207.35 | 2026-06-17 | 4,314 | 34 根 | 3,717.19 | +86.61 | +2.3% |
| 2026-06-09 | 4,333.77 | 2026-06-09 | 4,252.64 | 2 根 | 3,795.69 | -78.49 | -2.1% |
| 2026-06-08 | 4,339.03 | 2026-06-08 | 4,287.02 | 2 根 | 3,849.43 | -53.74 | -1.4% |
| 2026-06-04 | 4,507.95 | 2026-06-05 | 4,454.87 | 5 根 | 3,903.09 | -53.67 | -1.4% |
| 2026-06-02 | 4,532.11 | 2026-06-03 | 4,448.76 | 6 根 | 3,984.18 | -81.09 | -2.0% |
| 2026-05-28 | 4,479.02 | 2026-05-31 | 4,520.66 | 15 根 | 3,955.39 | +28.8 | +0.7% |
| 2026-05-21 | 4,517.96 | 2026-05-26 | 4,531.78 | 30 根 | 3,951.21 | +4.17 | +0.1% |
| 2026-05-18 | 4,551.23 | 2026-05-19 | 4,508.74 | 7 根 | 3,996.43 | -45.22 | -1.1% |
| 2026-05-18 | 4,542.18 | 2026-05-18 | 4,541.85 | 1 根 | 4,004.73 | -8.29 | -0.2% |
| 2026-05-11 | 4,725.92 | 2026-05-12 | 4,661.42 | 6 根 | 4,068.27 | -63.54 | -1.6% |
| 2026-05-05 | 4,548.93 | 2026-05-09 | 4,702.1 | 22 根 | 3,943.63 | +124.64 | +3.2% |
| 2026-04-30 | 4,625.36 | 2026-05-04 | 4,607.3 | 22 根 | 3,967.02 | -23.39 | -0.6% |
| 2026-04-26 | 4,709.06 | 2026-04-27 | 4,658.2 | 5 根 | 4,018.37 | -51.35 | -1.3% |
| 2026-04-23 | 4,708.41 | 2026-04-24 | 4,682.76 | 4 根 | 4,048.47 | -30.1 | -0.7% |
| 2026-04-17 | 4,852.75 | 2026-04-19 | 4,778.8 | 10 根 | 4,119.35 | -70.88 | -1.7% |
| 2026-04-13 | 4,729.34 | 2026-04-16 | 4,808.58 | 14 根 | 4,059.58 | +59.77 | +1.5% |
| 2026-04-08 | 4,812.15 | 2026-04-10 | 4,742.88 | 16 根 | 4,127.12 | -67.54 | -1.6% |
| 2026-04-06 | 4,630.51 | 2026-04-07 | 4,685.41 | 10 根 | 4,086.93 | +40.19 | +1.0% |
| 2026-03-29 | 4,514.3 | 2026-04-02 | 4,666.73 | 21 根 | 3,961.36 | +125.58 | +3.2% |
| 2026-03-23 | 4,409.35 | 2026-03-26 | 4,370.72 | 18 根 | 4,004.37 | -43.01 | -1.1% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2020-08-28 → 2026-09-23 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | 9de2d8d783d7a40c |
图上显示了 1580 笔成交中的 396 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 |
|---|---|---|---|---|---|---|---|
| -67.4% | -65.9% | -64.4% | -62.5% | -55.0% | -46.6% | -38.8% | 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 -90.0%，最好 -87.9%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -88% | -90% | -90% | -90% |
| max 0.2 | -89% | -90% | -90% | -90% |
| max 0.3 | -89% | -90% | -90% | -90% |
| max 0.5 | -89% | -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 |
|---|---|---|---|---|---|---|---|
| 2024-05-27 | 2,365.18 | 2024-05-28 | 2,356.82 | 12 根 | 1,005.51 | -5.56 | -0.5% |
| 2024-05-27 | 2,353.18 | 2024-05-27 | 2,346.83 | 5 根 | 1,010.25 | -4.74 | -0.5% |
| 2024-05-26 | 2,352.18 | 2024-05-26 | 2,348.83 | 16 根 | 1,013.71 | -3.47 | -0.3% |
| 2024-05-24 | 2,347.17 | 2024-05-24 | 2,340.83 | 9 根 | 1,018.5 | -4.78 | -0.5% |
| 2024-05-23 | 2,335.17 | 2024-05-24 | 2,341.83 | 1 根 | 1,017.63 | +0.86 | +0.1% |
| 2024-05-22 | 2,390.19 | 2024-05-23 | 2,370.81 | 5 根 | 1,028 | -10.37 | -1.0% |
| 2024-05-21 | 2,419.21 | 2024-05-21 | 2,413.79 | 21 根 | 1,032.37 | -4.37 | -0.4% |
| 2024-05-19 | 2,385.19 | 2024-05-20 | 2,394.8 | 28 根 | 1,030.29 | +2.08 | +0.2% |
| 2024-05-17 | 2,395.2 | 2024-05-18 | 2,380.81 | 9 根 | 1,038.59 | -8.3 | -0.8% |
| 2024-05-17 | 2,363.18 | 2024-05-17 | 2,392.8 | 21 根 | 1,027.79 | +10.8 | +1.1% |
| 2024-05-15 | 2,368.18 | 2024-05-16 | 2,370.81 | 13 根 | 1,028.7 | -0.91 | -0.1% |
| 2024-05-14 | 2,336.17 | 2024-05-15 | 2,342.83 | 23 根 | 1,027.83 | +0.87 | +0.1% |
| 2024-05-14 | 2,333.17 | 2024-05-14 | 2,325.84 | 6 根 | 1,033.13 | -5.3 | -0.5% |
| 2024-05-13 | 2,344.17 | 2024-05-13 | 2,332.83 | 7 根 | 1,040.23 | -7.1 | -0.7% |
| 2024-05-12 | 2,342.17 | 2024-05-12 | 2,335.83 | 11 根 | 1,045.15 | -4.91 | -0.5% |
| 2024-05-11 | 2,344.17 | 2024-05-11 | 2,334.83 | 15 根 | 1,051.43 | -6.28 | -0.6% |
| 2024-05-10 | 2,348.17 | 2024-05-10 | 2,341.83 | 8 根 | 1,056.39 | -4.96 | -0.5% |
| 2024-05-09 | 2,313.16 | 2024-05-10 | 2,333.83 | 21 根 | 1,049.12 | +7.26 | +0.7% |
| 2024-05-08 | 2,305.15 | 2024-05-08 | 2,296.85 | 6 根 | 1,055.02 | -5.9 | -0.6% |
| 2024-05-07 | 2,298.15 | 2024-05-08 | 2,287.86 | 4 根 | 1,061.89 | -6.87 | -0.7% |
| 2024-05-06 | 2,311.15 | 2024-05-06 | 2,305.85 | 7 根 | 1,066.47 | -4.58 | -0.4% |
| 2024-05-05 | 2,280.14 | 2024-05-06 | 2,296.85 | 26 根 | 1,060.83 | +5.64 | +0.5% |
| 2024-05-04 | 2,286.14 | 2024-05-05 | 2,274.86 | 6 根 | 1,068.22 | -7.39 | -0.7% |
| 2024-05-03 | 2,288.14 | 2024-05-03 | 2,279.86 | 1 根 | 1,074.25 | -6.03 | -0.6% |
| 2024-05-02 | 2,300.15 | 2024-05-03 | 2,282.86 | 10 根 | 1,084.55 | -10.3 | -0.9% |
| 2024-05-01 | 2,302.15 | 2024-05-02 | 2,290.85 | 12 根 | 1,092.08 | -7.53 | -0.7% |
| 2024-05-01 | 2,302.15 | 2024-05-01 | 2,311.84 | 6 根 | 1,089.68 | +2.4 | +0.2% |
| 2024-05-01 | 2,303.15 | 2024-05-01 | 2,291.85 | 7 根 | 1,097.25 | -7.56 | -0.7% |
| 2024-04-29 | 2,352.18 | 2024-04-30 | 2,339.83 | 9 根 | 1,105.24 | -8 | -0.7% |
| 2024-04-29 | 2,342.17 | 2024-04-29 | 2,342.83 | 4 根 | 1,107.15 | -1.9 | -0.2% |
| 2024-04-26 | 2,348.17 | 2024-04-28 | 2,355.82 | 38 根 | 1,105.76 | +1.38 | +0.1% |
| 2024-04-25 | 2,311.15 | 2024-04-26 | 2,327.84 | 18 根 | 1,100.03 | +5.73 | +0.5% |
| 2024-04-23 | 2,309.15 | 2024-04-24 | 2,296.85 | 28 根 | 1,108.14 | -8.11 | -0.7% |
| 2024-04-22 | 2,327.16 | 2024-04-23 | 2,318.84 | 7 根 | 1,114.35 | -6.2 | -0.6% |
| 2024-04-19 | 2,444.22 | 2024-04-19 | 2,408.8 | 2 根 | 1,133 | -18.65 | -1.7% |
| 2024-04-18 | 2,398.2 | 2024-04-18 | 2,393.8 | 8 根 | 1,137.35 | -4.35 | -0.4% |
| 2024-04-15 | 2,449.22 | 2024-04-16 | 2,388.81 | 11 根 | 1,168.45 | -31.1 | -2.7% |
| 2024-04-13 | 2,392.2 | 2024-04-14 | 2,408.8 | 28 根 | 1,162.72 | +5.73 | +0.5% |
| 2024-04-12 | 2,385.19 | 2024-04-12 | 2,364.82 | 10 根 | 1,175.09 | -12.37 | -1.1% |
| 2024-04-11 | 2,325.16 | 2024-04-12 | 2,375.81 | 30 根 | 1,152.34 | +22.75 | +2.0% |
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 | {"step":0.02,"max":0.2} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | 813ccab45d9d3aea |
图上显示了 1711 笔成交中的 343 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 |
|---|---|---|---|---|---|---|---|
| -79.8% | -79.0% | -78.5% | -74.3% | -72.9% | -72.1% | -71.6% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -90.0%，最好 -90.0%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -90% | -90% | -90% | -90% |
| max 0.2 | -90% | -90% | -90% | -90% |
| max 0.3 | -90% | -90% | -90% | -90% |
| max 0.5 | -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 |
|---|---|---|---|---|---|---|---|
| 2026-04-16 | 4,807 | 2026-04-16 | 4,782.36 | 10 根 | 1,009.52 | -7.18 | -0.7% |
| 2026-04-16 | 4,819.81 | 2026-04-16 | 4,802.5 | 7 根 | 1,015.18 | -5.67 | -0.6% |
| 2026-04-15 | 4,792.31 | 2026-04-16 | 4,802.4 | 12 根 | 1,015.08 | +0.1 | +0.0% |
| 2026-04-15 | 4,797.7 | 2026-04-15 | 4,781.09 | 5 根 | 1,020.65 | -5.57 | -0.5% |
| 2026-04-15 | 4,807.68 | 2026-04-15 | 4,798.9 | 13 根 | 1,024.56 | -3.92 | -0.4% |
| 2026-04-15 | 4,811.62 | 2026-04-15 | 4,787.88 | 2 根 | 1,031.7 | -7.14 | -0.7% |
| 2026-04-15 | 4,841.81 | 2026-04-15 | 4,818.67 | 6 根 | 1,038.73 | -7.03 | -0.7% |
| 2026-04-14 | 4,831.63 | 2026-04-15 | 4,816.68 | 9 根 | 1,044.04 | -5.31 | -0.5% |
| 2026-04-14 | 4,780.84 | 2026-04-14 | 4,824.54 | 33 根 | 1,036.66 | +7.38 | +0.7% |
| 2026-04-14 | 4,769.03 | 2026-04-14 | 4,749.54 | 15 根 | 1,043 | -6.34 | -0.6% |
| 2026-04-13 | 4,723.73 | 2026-04-14 | 4,746.17 | 50 根 | 1,040.14 | +2.85 | +0.3% |
| 2026-04-13 | 4,720.32 | 2026-04-13 | 4,704.11 | 6 根 | 1,045.82 | -5.67 | -0.5% |
| 2026-04-13 | 4,708.25 | 2026-04-13 | 4,687.38 | 2 根 | 1,052.58 | -6.76 | -0.6% |
| 2026-04-13 | 4,714.36 | 2026-04-13 | 4,704.94 | 6 根 | 1,056.8 | -4.22 | -0.4% |
| 2026-04-13 | 4,680.9 | 2026-04-13 | 4,706.07 | 25 根 | 1,053.25 | +3.55 | +0.3% |
| 2026-04-12 | 4,695.23 | 2026-04-12 | 4,689.25 | 13 根 | 1,056.7 | -3.45 | -0.3% |
| 2026-04-12 | 4,690.8 | 2026-04-12 | 4,689.39 | 1 根 | 1,059.14 | -2.43 | -0.2% |
| 2026-04-12 | 4,718.42 | 2026-04-12 | 4,708.76 | 10 根 | 1,063.43 | -4.3 | -0.4% |
| 2026-04-11 | 4,739.21 | 2026-04-12 | 4,720.67 | 17 根 | 1,069.75 | -6.31 | -0.6% |
| 2026-04-11 | 4,739.88 | 2026-04-11 | 4,733.46 | 3 根 | 1,073.34 | -3.59 | -0.3% |
| 2026-04-11 | 4,739.52 | 2026-04-11 | 4,728.57 | 11 根 | 1,077.98 | -4.64 | -0.4% |
| 2026-04-11 | 4,735.29 | 2026-04-11 | 4,729.22 | 23 根 | 1,081.52 | -3.54 | -0.3% |
| 2026-04-10 | 4,755.42 | 2026-04-10 | 4,730.48 | 7 根 | 1,089.4 | -7.88 | -0.7% |
| 2026-04-10 | 4,736.52 | 2026-04-10 | 4,761.63 | 22 根 | 1,085.82 | +3.58 | +0.3% |
| 2026-04-10 | 4,751.66 | 2026-04-10 | 4,728.78 | 11 根 | 1,093.26 | -7.44 | -0.7% |
| 2026-04-10 | 4,748.97 | 2026-04-10 | 4,735.18 | 3 根 | 1,098.64 | -5.38 | -0.5% |
| 2026-04-09 | 4,743.44 | 2026-04-09 | 4,766.9 | 19 根 | 1,095.42 | +3.22 | +0.3% |
| 2026-04-09 | 4,700.17 | 2026-04-09 | 4,723.75 | 20 根 | 1,092.14 | +3.29 | +0.3% |
| 2026-04-09 | 4,717.01 | 2026-04-09 | 4,710.42 | 14 根 | 1,095.85 | -3.72 | -0.3% |
| 2026-04-08 | 4,713.31 | 2026-04-08 | 4,695.35 | 7 根 | 1,102.25 | -6.39 | -0.6% |
| 2026-04-08 | 4,746.28 | 2026-04-08 | 4,705.73 | 5 根 | 1,113.97 | -11.73 | -1.1% |
| 2026-04-08 | 4,776.17 | 2026-04-08 | 4,762.42 | 3 根 | 1,119.43 | -5.45 | -0.5% |
| 2026-04-08 | 4,774.85 | 2026-04-08 | 4,774.99 | 4 根 | 1,121.63 | -2.21 | -0.2% |
| 2026-04-08 | 4,795.83 | 2026-04-08 | 4,794.09 | 8 根 | 1,124.28 | -2.65 | -0.2% |
| 2026-04-07 | 4,652.07 | 2026-04-08 | 4,794.86 | 35 根 | 1,092.99 | +31.3 | +2.9% |
| 2026-04-07 | 4,646.37 | 2026-04-07 | 4,607.1 | 6 根 | 1,104.51 | -11.52 | -1.0% |
| 2026-04-07 | 4,647.73 | 2026-04-07 | 4,658.96 | 22 根 | 1,104.06 | +0.46 | +0.0% |
| 2026-04-06 | 4,652.54 | 2026-04-07 | 4,623.05 | 12 根 | 1,113.32 | -9.27 | -0.8% |
| 2026-04-06 | 4,674.93 | 2026-04-06 | 4,644.73 | 5 根 | 1,122.81 | -9.48 | -0.8% |
| 2026-04-06 | 4,673.94 | 2026-04-06 | 4,673.67 | 13 根 | 1,125.12 | -2.31 | -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 | {"step":0.02,"max":0.2} |
| 滚动测试 | 12409 根 × 61 个起始日期 |
| 输入哈希 | a1d859afc14db697 |
图上显示了 1485 笔成交中的 372 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 |
|---|---|---|---|---|---|---|---|
| -90.1% | -90.0% | -90.0% | -90.0% | -88.8% | -88.5% | -88.1% | 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 -90.0%，最好 -90.0%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 抛物线 SAR 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。
| step 0.01 | step 0.02 | step 0.03 | step 0.05 | |
|---|---|---|---|---|
| max 0.1 | -90% | -90% | -90% | -90% |
| max 0.2 | -90% | -90% | -90% | -90% |
| max 0.3 | -90% | -90% | -90% | -90% |
| max 0.5 | -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 |
|---|---|---|---|---|---|---|---|
| 2026-05-08 | 4,700.89 | 2026-05-08 | 4,699.61 | 2 根 | 1,003.97 | -2.28 | -0.2% |
| 2026-05-08 | 4,717.11 | 2026-05-08 | 4,716.65 | 19 根 | 1,006.08 | -2.11 | -0.2% |
| 2026-05-08 | 4,716.02 | 2026-05-08 | 4,706.09 | 8 根 | 1,010.22 | -4.14 | -0.4% |
| 2026-05-08 | 4,714.11 | 2026-05-08 | 4,716.42 | 10 根 | 1,011.74 | -1.53 | -0.1% |
| 2026-05-08 | 4,713.39 | 2026-05-08 | 4,701.9 | 15 根 | 1,016.24 | -4.5 | -0.4% |
| 2026-05-08 | 4,726.86 | 2026-05-08 | 4,705.58 | 9 根 | 1,022.89 | -6.64 | -0.7% |
| 2026-05-08 | 4,718.36 | 2026-05-08 | 4,714.64 | 7 根 | 1,025.74 | -2.86 | -0.3% |
| 2026-05-08 | 4,724.36 | 2026-05-08 | 4,706.9 | 10 根 | 1,031.61 | -5.87 | -0.6% |
| 2026-05-08 | 4,707.83 | 2026-05-08 | 4,701.4 | 19 根 | 1,035.09 | -3.48 | -0.3% |
| 2026-05-07 | 4,691.59 | 2026-05-08 | 4,685.76 | 11 根 | 1,038.45 | -3.36 | -0.3% |
| 2026-05-07 | 4,688.58 | 2026-05-07 | 4,674.91 | 6 根 | 1,043.58 | -5.12 | -0.5% |
| 2026-05-07 | 4,710.14 | 2026-05-07 | 4,691.08 | 25 根 | 1,049.91 | -6.34 | -0.6% |
| 2026-05-07 | 4,712.58 | 2026-05-07 | 4,690.89 | 5 根 | 1,056.88 | -6.96 | -0.7% |
| 2026-05-07 | 4,749.2 | 2026-05-07 | 4,736.87 | 22 根 | 1,061.75 | -4.87 | -0.5% |
| 2026-05-07 | 4,728.5 | 2026-05-07 | 4,723.23 | 10 根 | 1,065.06 | -3.31 | -0.3% |
| 2026-05-07 | 4,726.61 | 2026-05-07 | 4,720.54 | 15 根 | 1,068.57 | -3.51 | -0.3% |
| 2026-05-07 | 4,738.13 | 2026-05-07 | 4,721.84 | 13 根 | 1,074.4 | -5.83 | -0.5% |
| 2026-05-07 | 4,690.99 | 2026-05-07 | 4,728.57 | 25 根 | 1,068 | +6.4 | +0.6% |
| 2026-05-07 | 4,700.17 | 2026-05-07 | 4,684.62 | 11 根 | 1,073.69 | -5.69 | -0.5% |
| 2026-05-07 | 4,700.53 | 2026-05-07 | 4,690.66 | 12 根 | 1,078.1 | -4.41 | -0.4% |
| 2026-05-06 | 4,688.29 | 2026-05-07 | 4,678.37 | 10 根 | 1,082.55 | -4.45 | -0.4% |
| 2026-05-06 | 4,684.64 | 2026-05-06 | 4,680.98 | 22 根 | 1,085.57 | -3.02 | -0.3% |
| 2026-05-06 | 4,675.32 | 2026-05-06 | 4,680.73 | 20 根 | 1,086.48 | -0.92 | -0.1% |
| 2026-05-06 | 4,677.3 | 2026-05-06 | 4,668.66 | 5 根 | 1,090.67 | -4.19 | -0.4% |
| 2026-05-06 | 4,675.47 | 2026-05-06 | 4,688.08 | 28 根 | 1,089.91 | +0.76 | +0.1% |
| 2026-05-06 | 4,688.7 | 2026-05-06 | 4,693.69 | 31 根 | 1,090.93 | -1.02 | -0.1% |
| 2026-05-06 | 4,656.78 | 2026-05-06 | 4,663.88 | 14 根 | 1,091.45 | -0.52 | -0.1% |
| 2026-05-06 | 4,653.7 | 2026-05-06 | 4,647.06 | 16 根 | 1,095.2 | -3.75 | -0.3% |
| 2026-05-06 | 4,644.84 | 2026-05-06 | 4,633.4 | 13 根 | 1,100.1 | -4.9 | -0.4% |
| 2026-05-06 | 4,626.05 | 2026-05-06 | 4,630.69 | 15 根 | 1,101.2 | -1.1 | -0.1% |
| 2026-05-06 | 4,615.07 | 2026-05-06 | 4,617.27 | 15 根 | 1,102.88 | -1.68 | -0.1% |
| 2026-05-05 | 4,551.3 | 2026-05-06 | 4,604.36 | 29 根 | 1,092.35 | +10.53 | +1.0% |
| 2026-05-05 | 4,550.54 | 2026-05-05 | 4,545.83 | 19 根 | 1,095.68 | -3.32 | -0.3% |
| 2026-05-05 | 4,555.58 | 2026-05-05 | 4,547.95 | 16 根 | 1,099.71 | -4.03 | -0.4% |
| 2026-05-05 | 4,553.87 | 2026-05-05 | 4,546.08 | 2 根 | 1,103.8 | -4.09 | -0.4% |
| 2026-05-05 | 4,575.79 | 2026-05-05 | 4,560.51 | 16 根 | 1,109.72 | -5.92 | -0.5% |
| 2026-05-05 | 4,571.74 | 2026-05-05 | 4,562.05 | 13 根 | 1,114.3 | -4.59 | -0.4% |
| 2026-05-05 | 4,548.97 | 2026-05-05 | 4,553.75 | 19 根 | 1,115.36 | -1.06 | -0.1% |
| 2026-05-05 | 4,548.29 | 2026-05-05 | 4,547.5 | 13 根 | 1,117.79 | -2.43 | -0.2% |
| 2026-05-05 | 4,545.2 | 2026-05-05 | 4,538.57 | 12 根 | 1,121.66 | -3.87 | -0.4% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2026-03-01 → 2026-09-23 |
| 参数 | {"step":0.02,"max":0.2} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | 3e85711023d977ca |