在超卖区 %K 上穿 %D。经典的动量择时。
按通行解读列出，并非已确认的事实。
Gold (PAXG) -100% · BTC/USDT -559%. 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 | -46% | 513% | -559% | 否 | 77% | 3168d | 0% |
| ETH/USDT | -90% | 263% | -353% | 否 | 92% | 3160d | 0% |
| Gold (PAXG) | 20% | 120% | -100% | 否 | 22% | 1007d | 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 20 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 68 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -55.6% | -45.4% | -21.3% | 4.8% | 28.2% | 37.3% | 97.6% | 37% |
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 17.2%，最好 188.7%，最差 -37.1%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -2% | 70% | 189% | 9% |
| buyBelow 20 | -8% | 70% | 189% | 15% |
| buyBelow 25 | -31% | 6% | 181% | 17% |
| buyBelow 35 | -37% | 37% | 113% | 68% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-07-06 | 63,681.84 | 2026-09-14 | 76,803.59 | 10 根 | 8,812.6 | +1,794.62 | +20.4% |
| 2025-09-08 | 111,192.92 | 2026-05-18 | 77,418.94 | 36 根 | 12,682.43 | -3,869.83 | -30.5% |
| 2025-03-24 | 86,125.54 | 2025-05-26 | 108,949.7 | 9 根 | 10,045.63 | +2,636.81 | +26.3% |
| 2024-07-15 | 60,828.31 | 2024-11-04 | 68,741.6 | 16 根 | 8,907.01 | +1,138.62 | +12.8% |
| 2023-09-18 | 26,540.76 | 2023-11-06 | 34,994.38 | 7 根 | 6,768.86 | +2,138.15 | +31.6% |
| 2021-12-27 | 50,800.87 | 2023-02-06 | 22,921.44 | 58 根 | 15,031.88 | -8,263.02 | -55.0% |
| 2021-06-07 | 35,814.21 | 2021-09-13 | 46,002.22 | 14 根 | 11,726.23 | +3,305.65 | +28.2% |
| 2020-03-30 | 5,883.44 | 2020-05-25 | 8,713.78 | 8 根 | 7,933.26 | +3,792.97 | +47.8% |
| 2019-09-09 | 10,386.43 | 2020-02-17 | 9,905.74 | 23 根 | 8,334.88 | -401.62 | -4.8% |
| 2018-06-25 | 6,141.02 | 2019-04-15 | 5,128.71 | 42 根 | 10,000 | -1,665.12 | -16.7% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2018-01-01 → 2026-09-21 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 52 根 × 68 个起始日期 |
| 输入哈希 | 0b50cada48df1e3b |
成交 140 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -49.8% | -36.4% | -30.7% | 1.6% | 24.5% | 34.9% | 60.1% | 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 -47.6%，最好 -25.3%，最差 -61.6%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -35% | -59% | -56% | -62% |
| buyBelow 20 | -49% | -55% | -54% | -43% |
| buyBelow 25 | -37% | -46% | -32% | -35% |
| buyBelow 35 | -55% | -25% | -48% | -41% |
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 | -50% | -9% | -26% | 29% | -31% | 54% | 21% | -9% | -25% |
| 最大回撤 | 63% | 37% | 52% | 34% | 57% | 20% | 21% | 24% | 34% |
| 交易 | 7 | 6 | 5 | 9 | 8 | 6 | 9 | 8 | 6 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-13 | 77,317.37 | 2026-09-21 | 81,137.42 | 8 根 | 5,132.69 | +242.83 | +4.7% |
| 2026-07-30 | 64,016.28 | 2026-08-10 | 64,869.14 | 11 根 | 5,075.35 | +57.34 | +1.1% |
| 2026-05-19 | 77,040.38 | 2026-07-08 | 63,332.32 | 50 根 | 6,186.25 | -1,110.9 | -18.0% |
| 2026-05-01 | 76,384.75 | 2026-05-05 | 79,821.08 | 4 根 | 5,931.78 | +254.47 | +4.3% |
| 2026-03-24 | 70,941.9 | 2026-04-16 | 74,772.59 | 23 根 | 5,639.16 | +292.62 | +5.2% |
| 2026-01-23 | 89,604.46 | 2026-03-06 | 70,855.57 | 42 根 | 7,145.59 | -1,506.44 | -21.1% |
| 2025-12-17 | 87,907.36 | 2026-01-06 | 93,812.78 | 20 根 | 6,709.19 | +436.4 | +6.5% |
| 2025-11-02 | 110,153.15 | 2025-12-05 | 92,032.02 | 33 根 | 8,046.31 | -1,337.12 | -16.6% |
| 2025-10-20 | 108,697.09 | 2025-10-29 | 112,841.99 | 9 根 | 7,766.27 | +280.04 | +3.6% |
| 2025-09-25 | 113,363.66 | 2025-10-04 | 122,171.09 | 9 根 | 7,220.82 | +545.45 | +7.5% |
| 2025-07-27 | 117,978.95 | 2025-09-13 | 115,971.4 | 48 根 | 7,360.52 | -139.7 | -1.9% |
| 2025-06-23 | 101,014.35 | 2025-06-28 | 106,994.06 | 5 根 | 6,963.07 | +397.45 | +5.7% |
| 2025-06-02 | 105,695.75 | 2025-06-12 | 108,590.81 | 10 根 | 6,791 | +172.07 | +2.5% |
| 2025-04-01 | 82,591.27 | 2025-04-19 | 84,432.46 | 18 根 | 6,656.21 | +134.79 | +2.0% |
| 2025-02-08 | 96,555.05 | 2025-03-26 | 87,349.18 | 46 根 | 7,372.45 | -716.24 | -9.7% |
| 2024-12-22 | 97,340.65 | 2025-01-20 | 101,280.9 | 29 根 | 7,099.82 | +272.63 | +3.8% |
| 2024-11-06 | 69,406.7 | 2024-11-11 | 80,329.82 | 5 根 | 6,146.68 | +953.14 | +15.5% |
| 2024-10-05 | 62,117.04 | 2024-10-17 | 67,586.19 | 12 根 | 5,660.59 | +486.09 | +8.6% |
| 2024-09-03 | 59,161.69 | 2024-09-16 | 59,102.43 | 13 根 | 5,677.61 | -17.02 | -0.3% |
| 2024-08-02 | 65,386.7 | 2024-08-27 | 62,802.58 | 25 根 | 5,923.06 | -245.45 | -4.1% |
| 2024-06-16 | 66,261.36 | 2024-07-18 | 64,055.95 | 32 根 | 6,139.25 | -216.19 | -3.5% |
| 2024-06-04 | 68,844.29 | 2024-06-07 | 70,763.66 | 3 根 | 5,984.69 | +154.56 | +2.6% |
| 2024-04-15 | 65,694.68 | 2024-05-20 | 66,240.86 | 35 根 | 5,947.23 | +37.46 | +0.6% |
| 2024-03-25 | 67,243.6 | 2024-03-31 | 69,547.38 | 6 根 | 5,761.74 | +185.49 | +3.2% |
| 2024-01-16 | 42,532.36 | 2024-02-01 | 42,558.71 | 16 根 | 5,769.7 | -7.96 | -0.1% |
| 2024-01-01 | 42,304.72 | 2024-01-10 | 46,086.94 | 9 根 | 5,306.8 | +462.9 | +8.7% |
| 2023-10-15 | 26,865.91 | 2023-10-24 | 33,053.46 | 9 根 | 4,322.01 | +984.79 | +22.8% |
| 2023-07-08 | 30,359.87 | 2023-09-17 | 26,546.39 | 71 根 | 4,952.78 | -630.77 | -12.7% |
| 2023-06-10 | 26,491.04 | 2023-06-22 | 29,978.89 | 12 根 | 4,385.31 | +567.46 | +12.9% |
| 2023-04-23 | 27,830.76 | 2023-05-30 | 27,722.52 | 37 根 | 4,411.25 | -25.94 | -0.6% |
| 2023-03-06 | 22,441.46 | 2023-03-21 | 27,703.15 | 15 根 | 3,580.57 | +830.68 | +23.2% |
| 2023-02-08 | 23,254.04 | 2023-02-20 | 24,260.37 | 12 根 | 3,438.92 | +141.65 | +4.1% |
| 2022-12-19 | 16,747.37 | 2023-01-10 | 17,170.45 | 22 根 | 3,360.9 | +78.02 | +2.3% |
| 2022-11-11 | 17,611.25 | 2022-12-03 | 17,083.58 | 22 根 | 3,471.64 | -110.75 | -3.2% |
| 2022-10-17 | 19,272.61 | 2022-10-31 | 20,617.17 | 14 根 | 3,251.73 | +219.91 | +6.8% |
| 2022-08-22 | 21,527.46 | 2022-10-07 | 19,950.69 | 46 根 | 3,515.75 | -264.02 | -7.5% |
| 2022-07-14 | 20,244.99 | 2022-07-21 | 23,211.69 | 7 根 | 3,072.54 | +443.21 | +14.4% |
| 2022-04-10 | 42,775.34 | 2022-07-10 | 21,581.35 | 91 根 | 6,102.13 | -3,029.58 | -49.6% |
| 2022-03-09 | 38,750 | 2022-03-21 | 41,241.48 | 12 根 | 5,744.96 | +357.16 | +6.2% |
| 2022-02-23 | 38,249.45 | 2022-03-03 | 43,871.04 | 8 根 | 5,018.84 | +726.13 | +14.5% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2018-01-01 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 365 根 × 61 个起始日期 |
| 输入哈希 | 2fe795fc305dbfe2 |
图上显示了 820 笔成交中的 274 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 |
|---|---|---|---|---|---|---|---|
| -64.4% | -47.0% | -36.1% | -4.4% | 21.2% | 55.8% | 119.3% | 59% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -75.5%，最好 -51.5%，最差 -86.6%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -80% | -83% | -73% | -72% |
| buyBelow 20 | -82% | -73% | -75% | -55% |
| buyBelow 25 | -76% | -78% | -73% | -64% |
| buyBelow 35 | -73% | -87% | -76% | -51% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-09-06 | 80,068.02 | 2026-09-18 | 78,022.98 | 74 根 | 2,232.06 | -61.36 | -2.8% |
| 2026-08-27 | 79,063.26 | 2026-09-04 | 81,229.73 | 48 根 | 2,176.88 | +55.18 | +2.5% |
| 2026-08-11 | 64,187.08 | 2026-08-17 | 64,277.8 | 40 根 | 2,178.16 | -1.28 | -0.1% |
| 2026-08-07 | 64,352 | 2026-08-07 | 64,927.98 | 3 根 | 2,163.16 | +15 | +0.7% |
| 2026-07-31 | 63,003.49 | 2026-08-04 | 63,653.89 | 21 根 | 2,145.34 | +17.82 | +0.8% |
| 2026-07-28 | 63,537.75 | 2026-07-30 | 64,767.6 | 15 根 | 2,108.82 | +36.52 | +1.7% |
| 2026-07-24 | 65,131.53 | 2026-07-27 | 65,189.38 | 20 根 | 2,111.17 | -2.35 | -0.1% |
| 2026-07-17 | 63,329.65 | 2026-07-19 | 64,673.83 | 10 根 | 2,071.43 | +39.74 | +1.9% |
| 2026-07-13 | 63,017.02 | 2026-07-15 | 64,759.6 | 11 根 | 2,019.72 | +51.7 | +2.6% |
| 2026-07-08 | 62,309.12 | 2026-07-10 | 64,007.97 | 11 根 | 1,970.05 | +49.67 | +2.5% |
| 2026-06-23 | 62,519.03 | 2026-07-02 | 61,448.85 | 55 根 | 2,008.38 | -38.32 | -1.9% |
| 2026-06-17 | 65,784.87 | 2026-06-21 | 64,158.96 | 22 根 | 2,063.39 | -55.02 | -2.7% |
| 2026-06-09 | 62,129.14 | 2026-06-12 | 63,493.05 | 14 根 | 2,023.11 | +40.28 | +2.0% |
| 2026-05-27 | 76,015.15 | 2026-06-07 | 62,062.94 | 68 根 | 2,482.88 | -459.77 | -18.5% |
| 2026-05-23 | 75,673.04 | 2026-05-25 | 77,403.13 | 16 根 | 2,432.25 | +50.64 | +2.1% |
| 2026-05-16 | 78,277.8 | 2026-05-21 | 77,513.46 | 26 根 | 2,461.15 | -28.9 | -1.2% |
| 2026-05-11 | 81,237.55 | 2026-05-15 | 81,049.46 | 21 根 | 2,471.8 | -10.65 | -0.4% |
| 2026-05-07 | 80,186.84 | 2026-05-11 | 82,168.96 | 19 根 | 2,417 | +54.8 | +2.3% |
| 2026-04-25 | 77,717.92 | 2026-05-01 | 78,320.83 | 40 根 | 2,403.2 | +13.8 | +0.6% |
| 2026-04-19 | 75,641.91 | 2026-04-21 | 75,803.05 | 9 根 | 2,402.89 | +0.31 | +0.0% |
| 2026-04-12 | 71,119.72 | 2026-04-14 | 74,339.33 | 10 根 | 2,303.42 | +99.47 | +4.3% |
| 2026-04-02 | 66,886.34 | 2026-04-04 | 67,254.78 | 13 根 | 2,295.39 | +8.03 | +0.4% |
| 2026-03-27 | 68,854.72 | 2026-03-30 | 67,646.6 | 21 根 | 2,341.06 | -45.67 | -1.9% |
| 2026-03-19 | 71,282.17 | 2026-03-24 | 70,507.63 | 31 根 | 2,371.52 | -30.46 | -1.3% |
| 2026-03-15 | 71,247.56 | 2026-03-16 | 73,419.96 | 8 根 | 2,305.95 | +65.56 | +2.8% |
| 2026-03-07 | 67,876.59 | 2026-03-10 | 68,397.94 | 16 根 | 2,292.96 | +13 | +0.6% |
| 2026-02-28 | 65,905.03 | 2026-03-01 | 67,107.83 | 8 根 | 2,256.37 | +36.59 | +1.6% |
| 2026-02-23 | 65,991.92 | 2026-02-26 | 67,954.05 | 16 根 | 2,195.61 | +60.76 | +2.8% |
| 2026-02-16 | 68,847.25 | 2026-02-21 | 67,633.94 | 28 根 | 2,239.47 | -43.86 | -2.0% |
| 2026-02-10 | 69,328.02 | 2026-02-14 | 68,819.54 | 20 根 | 2,260.53 | -21.06 | -0.9% |
| 2026-02-05 | 70,353.51 | 2026-02-08 | 69,065.45 | 16 根 | 2,307.3 | -46.77 | -2.0% |
| 2026-01-30 | 84,692.49 | 2026-02-03 | 78,040.46 | 27 根 | 2,508.98 | -201.68 | -8.0% |
| 2026-01-16 | 95,049.59 | 2026-01-28 | 89,089.78 | 69 根 | 2,682.18 | -173.2 | -6.5% |
| 2026-01-08 | 91,409.84 | 2026-01-14 | 95,366.28 | 36 根 | 2,576.06 | +106.13 | +4.1% |
| 2025-12-30 | 87,422.68 | 2026-01-02 | 89,458.19 | 20 根 | 2,522.48 | +53.57 | +2.1% |
| 2025-12-23 | 87,900.59 | 2025-12-29 | 89,572.9 | 35 根 | 2,480.34 | +42.14 | +1.7% |
| 2025-12-05 | 89,674.08 | 2025-12-20 | 88,134.63 | 89 根 | 2,528.72 | -48.38 | -1.9% |
| 2025-11-29 | 91,109.03 | 2025-12-03 | 91,232.24 | 20 根 | 2,530.36 | -1.64 | -0.1% |
| 2025-11-12 | 103,361.65 | 2025-11-24 | 86,786.59 | 71 根 | 3,019.66 | -489.3 | -16.2% |
| 2025-11-03 | 107,841.31 | 2025-11-10 | 104,670.59 | 39 根 | 3,117.36 | -97.7 | -3.1% |
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 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | 4bde51d84ab64719 |
图上显示了 1443 笔成交中的 362 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 |
|---|---|---|---|---|---|---|---|
| -73.6% | -51.9% | -46.1% | -34.5% | -28.9% | -25.1% | -15.3% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -90.0%，最好 -82.2%，最差 -90.1%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -90% | -90% | -82% | -85% |
| buyBelow 20 | -90% | -90% | -82% | -83% |
| buyBelow 25 | -90% | -90% | -85% | -83% |
| buyBelow 35 | -90% | -90% | -88% | -84% |
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 |
|---|---|---|---|---|---|---|---|
| 2025-11-02 | 110,245.51 | 2025-11-05 | 101,648.89 | 63 根 | 1,117.7 | -89.21 | -8.0% |
| 2025-11-02 | 110,153.15 | 2025-11-02 | 110,794.74 | 9 根 | 1,113.45 | +4.25 | +0.4% |
| 2025-10-31 | 109,506.93 | 2025-11-01 | 109,949.82 | 12 根 | 1,111.19 | +2.26 | +0.2% |
| 2025-10-30 | 108,339.68 | 2025-10-31 | 109,595.18 | 16 根 | 1,100.66 | +10.53 | +1.0% |
| 2025-10-28 | 113,050.91 | 2025-10-30 | 110,658.95 | 35 根 | 1,126.7 | -26.04 | -2.3% |
| 2025-10-28 | 114,164.7 | 2025-10-28 | 114,300.54 | 12 根 | 1,127.61 | -0.91 | -0.1% |
| 2025-10-26 | 111,486.11 | 2025-10-26 | 112,420.87 | 6 根 | 1,120.48 | +7.14 | +0.6% |
| 2025-10-24 | 110,316.94 | 2025-10-25 | 111,310.75 | 14 根 | 1,112.7 | +7.78 | +0.7% |
| 2025-10-23 | 109,998.92 | 2025-10-24 | 110,999.08 | 9 根 | 1,104.88 | +7.82 | +0.7% |
| 2025-10-22 | 108,418.4 | 2025-10-23 | 109,215.27 | 30 根 | 1,099.01 | +5.87 | +0.5% |
| 2025-10-21 | 107,963.74 | 2025-10-21 | 112,509.6 | 10 根 | 1,056.72 | +42.29 | +4.0% |
| 2025-10-18 | 106,937.85 | 2025-10-19 | 107,577.61 | 27 根 | 1,052.54 | +4.18 | +0.4% |
| 2025-10-16 | 109,287.05 | 2025-10-17 | 106,946.59 | 30 根 | 1,077.72 | -25.19 | -2.3% |
| 2025-10-15 | 112,640.78 | 2025-10-16 | 111,463.32 | 29 根 | 1,091.29 | -13.57 | -1.2% |
| 2025-10-14 | 113,118.62 | 2025-10-14 | 112,557.38 | 15 根 | 1,098.93 | -7.64 | -0.7% |
| 2025-10-13 | 114,469.46 | 2025-10-13 | 115,642.15 | 9 根 | 1,089.96 | +8.97 | +0.8% |
| 2025-10-10 | 116,719.83 | 2025-10-12 | 111,469.43 | 36 根 | 1,143.58 | -53.62 | -4.7% |
| 2025-10-09 | 122,099.03 | 2025-10-10 | 121,317.5 | 27 根 | 1,153.26 | -9.67 | -0.8% |
| 2025-10-07 | 124,963.38 | 2025-10-08 | 122,822.7 | 35 根 | 1,175.71 | -22.45 | -1.9% |
| 2025-10-05 | 123,526.37 | 2025-10-06 | 123,777.17 | 16 根 | 1,175.67 | +0.03 | +0.0% |
| 2025-10-04 | 121,808.23 | 2025-10-05 | 123,714.34 | 10 根 | 1,159.88 | +15.8 | +1.4% |
| 2025-10-03 | 120,098.62 | 2025-10-03 | 122,492.02 | 8 根 | 1,139.49 | +20.39 | +1.8% |
| 2025-09-30 | 112,979.96 | 2025-09-30 | 114,103.92 | 11 根 | 1,130.52 | +8.97 | +0.8% |
| 2025-09-28 | 109,490.72 | 2025-09-28 | 110,166.9 | 13 根 | 1,125.83 | +4.69 | +0.4% |
| 2025-09-25 | 112,963.83 | 2025-09-28 | 109,581.03 | 69 根 | 1,162.91 | -37.08 | -3.2% |
| 2025-09-23 | 111,711.12 | 2025-09-24 | 112,972.94 | 16 根 | 1,152.23 | +10.69 | +0.9% |
| 2025-09-20 | 115,844.19 | 2025-09-23 | 112,878.01 | 60 根 | 1,184.87 | -32.65 | -2.8% |
| 2025-09-19 | 117,132.07 | 2025-09-20 | 115,928.71 | 40 根 | 1,199.57 | -14.7 | -1.2% |
| 2025-09-17 | 116,165.23 | 2025-09-18 | 116,292.47 | 11 根 | 1,200.65 | -1.09 | -0.1% |
| 2025-09-16 | 115,497.08 | 2025-09-16 | 116,403.32 | 5 根 | 1,193.69 | +6.96 | +0.6% |
| 2025-09-14 | 115,537.74 | 2025-09-16 | 115,712.47 | 38 根 | 1,194.27 | -0.58 | -0.1% |
| 2025-09-13 | 116,036 | 2025-09-13 | 115,813.64 | 14 根 | 1,198.96 | -4.69 | -0.4% |
| 2025-09-12 | 115,224.04 | 2025-09-12 | 116,099.26 | 7 根 | 1,192.31 | +6.66 | +0.6% |
| 2025-09-09 | 111,080.94 | 2025-09-10 | 112,313.88 | 15 根 | 1,181.58 | +10.73 | +0.9% |
| 2025-09-09 | 111,386.39 | 2025-09-09 | 112,936.19 | 6 根 | 1,167.7 | +13.88 | +1.2% |
| 2025-09-08 | 111,082.66 | 2025-09-08 | 111,991.98 | 5 根 | 1,160.53 | +7.16 | +0.6% |
| 2025-09-05 | 110,870.81 | 2025-09-07 | 111,060.36 | 44 根 | 1,160.87 | -0.34 | -0.0% |
| 2025-09-04 | 110,708.41 | 2025-09-05 | 112,562.2 | 27 根 | 1,144.04 | +16.83 | +1.5% |
| 2025-09-01 | 108,499.18 | 2025-09-02 | 110,267.03 | 5 根 | 1,127.95 | +16.09 | +1.4% |
| 2025-09-01 | 108,204.32 | 2025-09-01 | 109,469.37 | 8 根 | 1,117.15 | +10.8 | +1.0% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2022-01-01 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | cab5442ea700e4b9 |
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 |
|---|---|---|---|---|---|---|---|
| -73.3% | -68.6% | -65.4% | -58.7% | -50.8% | -49.5% | -47.8% | 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 -83.0%，最差 -90.1%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -90% | -90% | -87% | -83% |
| buyBelow 20 | -90% | -90% | -88% | -84% |
| buyBelow 25 | -90% | -90% | -90% | -83% |
| buyBelow 35 | -90% | -90% | -90% | -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 |
|---|---|---|---|---|---|---|---|
| 2026-06-30 | 60,290.33 | 2026-06-30 | 58,712.63 | 82 根 | 1,038.27 | -29.19 | -2.8% |
| 2026-06-29 | 59,998.9 | 2026-06-29 | 60,383.78 | 33 根 | 1,033.72 | +4.55 | +0.4% |
| 2026-06-28 | 59,096.53 | 2026-06-29 | 59,973.71 | 17 根 | 1,020.64 | +13.08 | +1.3% |
| 2026-06-28 | 60,196.79 | 2026-06-28 | 59,630.17 | 40 根 | 1,032.4 | -11.76 | -1.1% |
| 2026-06-28 | 60,180.54 | 2026-06-28 | 60,149.45 | 21 根 | 1,035 | -2.6 | -0.3% |
| 2026-06-27 | 60,629.59 | 2026-06-28 | 60,192.1 | 33 根 | 1,044.61 | -9.61 | -0.9% |
| 2026-06-27 | 60,376.15 | 2026-06-27 | 60,570.59 | 5 根 | 1,043.34 | +1.27 | +0.1% |
| 2026-06-27 | 60,233.1 | 2026-06-27 | 60,449.77 | 7 根 | 1,041.68 | +1.66 | +0.2% |
| 2026-06-26 | 60,049.17 | 2026-06-26 | 59,949.97 | 17 根 | 1,045.49 | -3.81 | -0.4% |
| 2026-06-26 | 59,515.74 | 2026-06-26 | 60,029.32 | 13 根 | 1,038.62 | +6.87 | +0.7% |
| 2026-06-25 | 61,783.89 | 2026-06-26 | 59,964 | 75 根 | 1,072.29 | -33.66 | -3.1% |
| 2026-06-25 | 60,892.44 | 2026-06-25 | 61,616.78 | 15 根 | 1,061.8 | +10.48 | +1.0% |
| 2026-06-24 | 62,737.37 | 2026-06-24 | 60,925.52 | 50 根 | 1,095.57 | -33.77 | -3.1% |
| 2026-06-24 | 62,701.2 | 2026-06-24 | 62,858.55 | 10 根 | 1,095.02 | +0.55 | +0.1% |
| 2026-06-22 | 64,752.13 | 2026-06-23 | 62,568.47 | 116 根 | 1,135.5 | -40.49 | -3.6% |
| 2026-06-22 | 64,177.47 | 2026-06-22 | 64,723.62 | 9 根 | 1,128.17 | +7.33 | +0.7% |
| 2026-06-22 | 64,132.06 | 2026-06-22 | 64,223.68 | 11 根 | 1,128.82 | -0.65 | -0.1% |
| 2026-06-21 | 63,720.42 | 2026-06-22 | 63,863.48 | 15 根 | 1,128.55 | +0.27 | +0.0% |
| 2026-06-21 | 64,232.1 | 2026-06-21 | 64,180.63 | 27 根 | 1,131.71 | -3.17 | -0.3% |
| 2026-06-21 | 64,334.15 | 2026-06-21 | 64,389.79 | 23 根 | 1,133 | -1.29 | -0.1% |
| 2026-06-21 | 64,273.38 | 2026-06-21 | 64,373.5 | 5 根 | 1,133.5 | -0.5 | -0.0% |
| 2026-06-20 | 63,931.95 | 2026-06-20 | 63,980.38 | 11 根 | 1,134.91 | -1.41 | -0.1% |
| 2026-06-20 | 63,481.71 | 2026-06-20 | 64,083.95 | 8 根 | 1,126.49 | +8.41 | +0.8% |
| 2026-06-20 | 63,449.69 | 2026-06-20 | 63,660.15 | 5 根 | 1,125.02 | +1.48 | +0.1% |
| 2026-06-20 | 63,475.65 | 2026-06-20 | 63,551.74 | 6 根 | 1,125.92 | -0.9 | -0.1% |
| 2026-06-19 | 63,131.54 | 2026-06-19 | 63,283.63 | 21 根 | 1,125.46 | +0.46 | +0.0% |
| 2026-06-19 | 62,449.5 | 2026-06-19 | 63,178.4 | 17 根 | 1,114.71 | +10.76 | +1.0% |
| 2026-06-18 | 62,915.44 | 2026-06-19 | 62,748.61 | 31 根 | 1,119.91 | -5.2 | -0.5% |
| 2026-06-18 | 63,903.94 | 2026-06-18 | 63,140.41 | 22 根 | 1,135.72 | -15.81 | -1.4% |
| 2026-06-18 | 64,032.81 | 2026-06-18 | 64,331.21 | 11 根 | 1,132.71 | +3 | +0.3% |
| 2026-06-18 | 63,971.89 | 2026-06-18 | 64,503.72 | 16 根 | 1,125.62 | +7.09 | +0.6% |
| 2026-06-17 | 64,334 | 2026-06-18 | 64,561.29 | 18 根 | 1,123.91 | +1.72 | +0.1% |
| 2026-06-17 | 65,951.98 | 2026-06-17 | 65,219.37 | 35 根 | 1,138.81 | -14.9 | -1.3% |
| 2026-06-16 | 66,514.97 | 2026-06-17 | 66,072.94 | 58 根 | 1,148.72 | -9.91 | -0.9% |
| 2026-06-15 | 66,887.42 | 2026-06-16 | 66,365.32 | 46 根 | 1,160.08 | -11.35 | -1.0% |
| 2026-06-15 | 65,764.87 | 2026-06-15 | 66,225.82 | 13 根 | 1,154.31 | +5.77 | +0.5% |
| 2026-06-14 | 64,392.19 | 2026-06-14 | 63,976.64 | 31 根 | 1,164.13 | -9.82 | -0.8% |
| 2026-06-13 | 64,486.25 | 2026-06-14 | 64,425.92 | 36 根 | 1,167.55 | -3.42 | -0.3% |
| 2026-06-13 | 64,094.43 | 2026-06-13 | 64,242.48 | 14 根 | 1,167.2 | +0.36 | +0.0% |
| 2026-06-13 | 63,813.9 | 2026-06-13 | 63,917.88 | 8 根 | 1,167.63 | -0.43 | -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 | 2025-09-01 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 12408 根 × 61 个起始日期 |
| 输入哈希 | ad4f8256d237a88f |
图上显示了 1513 笔成交中的 379 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 |
|---|---|---|---|---|---|---|---|
| -76.5% | -75.8% | -74.8% | -73.5% | -70.8% | -69.6% | -68.1% | 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 -89.2%，最差 -90.1%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -90% | -90% | -90% | -89% |
| buyBelow 20 | -90% | -90% | -90% | -90% |
| buyBelow 25 | -90% | -90% | -90% | -90% |
| buyBelow 35 | -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 |
|---|---|---|---|---|---|---|---|
| 2026-06-25 | 60,811.56 | 2026-06-25 | 60,845 | 14 根 | 1,031.1 | -1.49 | -0.1% |
| 2026-06-25 | 60,884.43 | 2026-06-25 | 60,897.54 | 14 根 | 1,032.94 | -1.84 | -0.2% |
| 2026-06-24 | 60,954.46 | 2026-06-24 | 60,989.49 | 11 根 | 1,034.41 | -1.47 | -0.1% |
| 2026-06-24 | 60,916.29 | 2026-06-24 | 61,038.53 | 3 根 | 1,034.41 | 0 | +0.0% |
| 2026-06-24 | 62,273.12 | 2026-06-24 | 59,688.14 | 64 根 | 1,081.37 | -46.96 | -4.3% |
| 2026-06-24 | 62,881.42 | 2026-06-24 | 63,071.44 | 68 根 | 1,080.27 | +1.1 | +0.1% |
| 2026-06-24 | 62,619.57 | 2026-06-24 | 62,756.76 | 9 根 | 1,080.07 | +0.2 | +0.0% |
| 2026-06-24 | 62,909.11 | 2026-06-24 | 62,743.43 | 19 根 | 1,085.09 | -5.02 | -0.5% |
| 2026-06-23 | 62,596.88 | 2026-06-24 | 62,811.13 | 18 根 | 1,083.55 | +1.54 | +0.1% |
| 2026-06-23 | 62,607.29 | 2026-06-23 | 62,378.63 | 27 根 | 1,089.7 | -6.15 | -0.6% |
| 2026-06-23 | 62,308.22 | 2026-06-23 | 62,642.65 | 10 根 | 1,086.05 | +3.65 | +0.3% |
| 2026-06-23 | 62,439.19 | 2026-06-23 | 62,344.94 | 16 根 | 1,089.87 | -3.82 | -0.4% |
| 2026-06-23 | 62,435.2 | 2026-06-23 | 62,519.19 | 20 根 | 1,090.59 | -0.71 | -0.1% |
| 2026-06-23 | 62,695.33 | 2026-06-23 | 62,388.5 | 17 根 | 1,098.14 | -7.56 | -0.7% |
| 2026-06-23 | 64,050 | 2026-06-23 | 62,918.53 | 52 根 | 1,120.13 | -21.99 | -2.0% |
| 2026-06-22 | 64,384.18 | 2026-06-23 | 64,065.51 | 70 根 | 1,127.95 | -7.83 | -0.7% |
| 2026-06-22 | 65,054.88 | 2026-06-22 | 64,611.69 | 45 根 | 1,137.97 | -10.01 | -0.9% |
| 2026-06-22 | 64,187.3 | 2026-06-22 | 64,585.7 | 11 根 | 1,133.21 | +4.76 | +0.4% |
| 2026-06-22 | 64,198.08 | 2026-06-22 | 64,181.9 | 15 根 | 1,135.76 | -2.55 | -0.2% |
| 2026-06-22 | 64,095.56 | 2026-06-22 | 64,267.48 | 11 根 | 1,134.99 | +0.77 | +0.1% |
| 2026-06-22 | 64,181.21 | 2026-06-22 | 64,221.87 | 28 根 | 1,136.55 | -1.55 | -0.1% |
| 2026-06-21 | 64,150.06 | 2026-06-22 | 63,884.04 | 52 根 | 1,143.56 | -7.02 | -0.6% |
| 2026-06-21 | 64,219.6 | 2026-06-21 | 64,153.91 | 29 根 | 1,147.03 | -3.46 | -0.3% |
| 2026-06-21 | 64,080.03 | 2026-06-21 | 64,207.88 | 17 根 | 1,147.03 | -0.01 | +0.0% |
| 2026-06-21 | 64,325.8 | 2026-06-21 | 64,131.91 | 21 根 | 1,152.81 | -5.77 | -0.5% |
| 2026-06-21 | 64,298.13 | 2026-06-21 | 64,322.42 | 63 根 | 1,154.68 | -1.87 | -0.2% |
| 2026-06-21 | 64,300.23 | 2026-06-21 | 64,274.3 | 37 根 | 1,157.46 | -2.78 | -0.2% |
| 2026-06-20 | 63,925.95 | 2026-06-20 | 63,996.81 | 13 根 | 1,158.49 | -1.03 | -0.1% |
| 2026-06-20 | 64,052 | 2026-06-20 | 63,864.67 | 36 根 | 1,164.21 | -5.72 | -0.5% |
| 2026-06-20 | 63,657.71 | 2026-06-20 | 63,922.02 | 25 根 | 1,161.72 | +2.49 | +0.2% |
| 2026-06-20 | 63,693.87 | 2026-06-20 | 63,668.15 | 8 根 | 1,164.52 | -2.8 | -0.2% |
| 2026-06-20 | 63,693.68 | 2026-06-20 | 63,609.73 | 29 根 | 1,168.39 | -3.87 | -0.3% |
| 2026-06-20 | 63,716.69 | 2026-06-20 | 63,706.08 | 15 根 | 1,170.92 | -2.53 | -0.2% |
| 2026-06-20 | 63,511.73 | 2026-06-20 | 63,498.24 | 39 根 | 1,173.52 | -2.59 | -0.2% |
| 2026-06-19 | 63,159.57 | 2026-06-19 | 63,246.37 | 9 根 | 1,174.25 | -0.74 | -0.1% |
| 2026-06-19 | 63,091.52 | 2026-06-19 | 63,187.44 | 31 根 | 1,174.82 | -0.56 | -0.1% |
| 2026-06-19 | 63,001.48 | 2026-06-19 | 63,114.42 | 11 根 | 1,175.06 | -0.25 | -0.0% |
| 2026-06-19 | 63,198.53 | 2026-06-19 | 63,284.06 | 15 根 | 1,175.82 | -0.76 | -0.1% |
| 2026-06-19 | 62,593.28 | 2026-06-19 | 62,840.56 | 8 根 | 1,173.54 | +2.28 | +0.2% |
| 2026-06-19 | 62,803.78 | 2026-06-19 | 62,508.73 | 44 根 | 1,181.44 | -7.9 | -0.7% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2026-03-01 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | 13eedc006ea2e73e |
成交 18 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 |
|---|---|---|---|---|---|---|---|
| -77.8% | -43.0% | -20.8% | 2.1% | 23.6% | 43.9% | 213.4% | 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 -2.2%，最好 93.2%，最差 -50.0%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | 93% | -26% | -7% | -2% |
| buyBelow 20 | 59% | -36% | -7% | 93% |
| buyBelow 25 | 35% | -50% | 12% | 49% |
| buyBelow 35 | -2% | -33% | -35% | 3% |
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 |
|---|---|---|---|---|---|---|---|
| 2025-12-01 | 2,992.75 | 2026-09-14 | 2,475.86 | 41 根 | 6,051.02 | -1,055.09 | -17.4% |
| 2025-02-24 | 2,821.11 | 2025-06-16 | 2,546.35 | 16 根 | 6,717.38 | -666.36 | -9.9% |
| 2024-07-15 | 3,246.82 | 2024-12-16 | 3,957.11 | 22 根 | 5,522.67 | +1,194.71 | +21.6% |
| 2023-09-18 | 1,623.29 | 2023-11-20 | 2,010.46 | 9 根 | 4,468.04 | +1,054.62 | +23.6% |
| 2022-01-31 | 2,602.97 | 2023-02-06 | 1,628.2 | 53 根 | 7,157.29 | -2,689.25 | -37.6% |
| 2021-06-07 | 2,713.28 | 2021-09-13 | 3,402.6 | 14 根 | 5,718.75 | +1,438.55 | +25.1% |
| 2020-03-30 | 124.53 | 2020-06-22 | 227.92 | 12 根 | 3,130.95 | +2,587.79 | +82.7% |
| 2019-08-05 | 221.9 | 2020-02-17 | 258.76 | 28 根 | 2,690.33 | +440.62 | +16.4% |
| 2018-06-04 | 619.97 | 2019-04-15 | 167.13 | 45 根 | 10,000 | -7,309.67 | -73.1% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2018-01-01 → 2026-09-21 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 52 根 × 68 个起始日期 |
| 输入哈希 | 9b975146fb356125 |
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 |
|---|---|---|---|---|---|---|---|
| -90.2% | -55.9% | -37.7% | -9.3% | 21.8% | 66.5% | 117.0% | 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 -90.8%，最好 -90.1%，最差 -93.3%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -92% | -93% | -90% | -91% |
| buyBelow 20 | -92% | -93% | -90% | -91% |
| buyBelow 25 | -93% | -90% | -90% | -91% |
| buyBelow 35 | -90% | -90% | -91% | -90% |
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 | -90% | -6% | -20% | 75% | -40% | 33% | 22% | -36% | -12% |
| 最大回撤 | 92% | 51% | 56% | 33% | 70% | 23% | 35% | 56% | 47% |
| 交易 | 6 | 7 | 5 | 8 | 8 | 6 | 9 | 7 | 5 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2018-10-06 | 228.47 | 2018-11-08 | 218.95 | 33 根 | 2,099.85 | -91.55 | -4.4% |
| 2018-07-16 | 450.01 | 2018-09-23 | 240.89 | 69 根 | 3,930.66 | -1,830.81 | -46.6% |
| 2018-06-15 | 519.56 | 2018-07-10 | 471.49 | 25 根 | 4,340.04 | -409.38 | -9.4% |
| 2018-05-14 | 729.44 | 2018-06-09 | 598.99 | 26 根 | 5,295.84 | -955.8 | -18.1% |
| 2018-02-24 | 852.02 | 2018-04-14 | 494.44 | 49 根 | 9,143.98 | -3,848.14 | -42.1% |
| 2018-01-19 | 993.8 | 2018-02-19 | 910.54 | 31 根 | 10,000 | -856.02 | -8.6% |
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 | 2018-01-01 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 365 根 × 61 个起始日期 |
| 输入哈希 | 3064c7d96edb194b |
成交 77 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% | -57.3% | -39.1% | -14.5% | 14.5% | 41.0% | 106.3% | 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 -90.2%，最好 -90.0%，最差 -90.7%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -90% | -90% | -90% | -90% |
| buyBelow 20 | -90% | -90% | -90% | -90% |
| buyBelow 25 | -90% | -90% | -91% | -90% |
| buyBelow 35 | -90% | -91% | -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 |
|---|---|---|---|---|---|---|---|
| 2018-11-04 | 200.37 | 2018-11-06 | 214.81 | 17 根 | 1,227.23 | +85.83 | +7.0% |
| 2018-10-16 | 214.5 | 2018-11-02 | 200.59 | 104 根 | 1,314.95 | -87.72 | -6.7% |
| 2018-10-10 | 226.96 | 2018-10-14 | 201.56 | 22 根 | 1,483.65 | -168.7 | -11.4% |
| 2018-10-02 | 231.74 | 2018-10-09 | 229.89 | 42 根 | 1,498.52 | -14.87 | -1.0% |
| 2018-09-24 | 233.89 | 2018-09-28 | 229.11 | 20 根 | 1,532.86 | -34.34 | -2.2% |
| 2018-09-18 | 200.32 | 2018-09-20 | 209.08 | 12 根 | 1,471.61 | +61.25 | +4.2% |
| 2018-09-03 | 289.84 | 2018-09-13 | 202.59 | 61 根 | 2,109.65 | -638.05 | -30.2% |
| 2018-08-30 | 278.7 | 2018-09-02 | 295.65 | 14 根 | 1,992.67 | +116.99 | +5.9% |
| 2018-08-26 | 275.01 | 2018-08-28 | 283.39 | 10 根 | 1,937.61 | +55.06 | +2.8% |
| 2018-08-19 | 294.25 | 2018-08-25 | 278.88 | 41 根 | 2,048.46 | -110.86 | -5.4% |
| 2018-08-08 | 376.43 | 2018-08-16 | 291.29 | 51 根 | 2,652.45 | -603.99 | -22.8% |
| 2018-08-05 | 407.41 | 2018-08-07 | 408.67 | 16 根 | 2,649.62 | +2.83 | +0.1% |
| 2018-07-27 | 462.85 | 2018-08-04 | 417.18 | 47 根 | 2,945.56 | -295.95 | -10.1% |
| 2018-07-24 | 451.26 | 2018-07-24 | 474.6 | 3 根 | 2,806.27 | +139.29 | +5.0% |
| 2018-07-19 | 480.51 | 2018-07-22 | 463.85 | 20 根 | 2,912.9 | -106.63 | -3.7% |
| 2018-07-10 | 440.68 | 2018-07-15 | 449.86 | 31 根 | 2,859.14 | +53.76 | +1.9% |
| 2018-07-06 | 468.02 | 2018-07-08 | 484.47 | 14 根 | 2,767.62 | +91.51 | +3.3% |
| 2018-06-22 | 474.06 | 2018-06-30 | 448.65 | 46 根 | 2,930.24 | -162.61 | -5.5% |
| 2018-06-08 | 600.23 | 2018-06-15 | 512.38 | 39 根 | 3,439.49 | -509.25 | -14.8% |
| 2018-06-04 | 591.8 | 2018-06-07 | 608.88 | 15 根 | 3,349.7 | +89.79 | +2.7% |
| 2018-05-27 | 586.98 | 2018-05-30 | 568.65 | 17 根 | 3,464.64 | -114.94 | -3.3% |
| 2018-05-22 | 694.62 | 2018-05-26 | 600.21 | 27 根 | 4,017.62 | -552.98 | -13.8% |
| 2018-05-16 | 691.08 | 2018-05-19 | 703.65 | 21 根 | 3,953.74 | +63.89 | +1.6% |
| 2018-05-06 | 780.79 | 2018-05-14 | 728.72 | 43 根 | 4,244.76 | -291.02 | -6.9% |
| 2018-05-01 | 662.12 | 2018-05-02 | 678.05 | 9 根 | 4,153.33 | +91.43 | +2.2% |
| 2018-04-25 | 629.15 | 2018-04-27 | 658.67 | 12 根 | 3,975.15 | +178.17 | +4.5% |
| 2018-04-17 | 512.35 | 2018-04-19 | 535.32 | 13 根 | 3,812.16 | +163 | +4.3% |
| 2018-04-10 | 401.06 | 2018-04-13 | 490.25 | 18 根 | 3,124.84 | +687.32 | +22.0% |
| 2018-04-04 | 381.27 | 2018-04-07 | 381.57 | 16 根 | 3,128.64 | -3.81 | -0.1% |
| 2018-03-23 | 540.05 | 2018-04-03 | 397.66 | 69 根 | 4,257.41 | -1,128.77 | -26.5% |
| 2018-03-07 | 791.38 | 2018-03-20 | 527.39 | 77 根 | 6,401.29 | -2,143.89 | -33.5% |
| 2018-03-01 | 866.43 | 2018-03-05 | 860.37 | 26 根 | 6,459.31 | -58.02 | -0.9% |
| 2018-02-18 | 932.85 | 2018-02-26 | 863.59 | 49 根 | 6,991.31 | -531.99 | -7.6% |
| 2018-02-11 | 818.91 | 2018-02-13 | 855.57 | 10 根 | 6,705.11 | +286.19 | +4.3% |
| 2018-01-30 | 1,174.64 | 2018-02-10 | 891.42 | 58 根 | 8,853.07 | -2,147.96 | -24.3% |
| 2018-01-22 | 1,049.52 | 2018-01-25 | 1,079.05 | 20 根 | 8,628.07 | +225 | +2.6% |
| 2018-01-14 | 1,294.15 | 2018-01-19 | 1,015.49 | 30 根 | 11,017.66 | -2,389.59 | -21.7% |
| 2018-01-11 | 1,228.58 | 2018-01-13 | 1,356.32 | 14 根 | 10,000 | +1,017.66 | +10.2% |
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 | 2018-01-01 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | 72a50b9db21f38ca |
图上显示了 1235 笔成交中的 310 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 |
|---|---|---|---|---|---|---|---|
| -73.2% | -65.4% | -63.2% | -55.5% | -30.5% | -14.9% | 17.4% | 97% |
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 -90.0%，最差 -90.7%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -90% | -90% | -90% | -90% |
| buyBelow 20 | -90% | -90% | -90% | -90% |
| buyBelow 25 | -90% | -90% | -90% | -90% |
| buyBelow 35 | -90% | -90% | -91% | -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 |
|---|---|---|---|---|---|---|---|
| 2025-03-06 | 2,258.63 | 2025-03-08 | 2,177.71 | 47 根 | 1,131.5 | -42.72 | -3.8% |
| 2025-03-05 | 2,191.51 | 2025-03-06 | 2,298.15 | 12 根 | 1,081.16 | +50.35 | +4.7% |
| 2025-03-03 | 2,360.36 | 2025-03-04 | 2,137.99 | 34 根 | 1,195.99 | -114.84 | -9.6% |
| 2025-03-02 | 2,230.62 | 2025-03-03 | 2,516.86 | 8 根 | 1,062.1 | +133.9 | +12.6% |
| 2025-03-01 | 2,182.4 | 2025-03-01 | 2,213.88 | 10 根 | 1,049.09 | +13.01 | +1.2% |
| 2025-02-26 | 2,495.27 | 2025-02-28 | 2,208.26 | 55 根 | 1,187.82 | -138.73 | -11.7% |
| 2025-02-24 | 2,701.83 | 2025-02-25 | 2,509.66 | 42 根 | 1,281.33 | -93.51 | -7.3% |
| 2025-02-23 | 2,764.53 | 2025-02-23 | 2,804.99 | 4 根 | 1,265.38 | +15.95 | +1.3% |
| 2025-02-21 | 2,643.92 | 2025-02-22 | 2,732.13 | 13 根 | 1,226.97 | +38.4 | +3.1% |
| 2025-02-20 | 2,736.74 | 2025-02-21 | 2,754.93 | 14 根 | 1,221.31 | +5.66 | +0.5% |
| 2025-02-17 | 2,733.86 | 2025-02-19 | 2,706.53 | 36 根 | 1,236.11 | -14.8 | -1.2% |
| 2025-02-15 | 2,729.85 | 2025-02-17 | 2,748.55 | 57 根 | 1,230.17 | +5.95 | +0.5% |
| 2025-02-13 | 2,684.84 | 2025-02-14 | 2,689.16 | 17 根 | 1,230.65 | -0.48 | -0.0% |
| 2025-02-11 | 2,665.14 | 2025-02-12 | 2,617.57 | 20 根 | 1,255.52 | -24.87 | -2.0% |
| 2025-02-09 | 2,654.55 | 2025-02-10 | 2,646.15 | 19 根 | 1,262.03 | -6.51 | -0.5% |
| 2025-02-07 | 2,589.07 | 2025-02-08 | 2,634.5 | 23 根 | 1,242.75 | +19.28 | +1.6% |
| 2025-02-06 | 2,793.07 | 2025-02-07 | 2,741.63 | 21 根 | 1,268.6 | -25.85 | -2.0% |
| 2025-02-04 | 2,751.38 | 2025-02-05 | 2,786.11 | 26 根 | 1,255.29 | +13.31 | +1.1% |
| 2025-02-01 | 3,318.66 | 2025-02-03 | 2,706.34 | 65 根 | 1,542.39 | -287.1 | -18.6% |
| 2025-01-31 | 3,246.94 | 2025-01-31 | 3,352.99 | 8 根 | 1,496.6 | +45.79 | +3.1% |
| 2025-01-29 | 3,102.66 | 2025-01-30 | 3,195.23 | 13 根 | 1,456.15 | +40.45 | +2.8% |
| 2025-01-28 | 3,182.96 | 2025-01-29 | 3,128.75 | 18 根 | 1,484.34 | -28.19 | -1.9% |
| 2025-01-27 | 3,197.18 | 2025-01-28 | 3,193.39 | 29 根 | 1,489.08 | -4.73 | -0.3% |
| 2025-01-26 | 3,313.96 | 2025-01-26 | 3,328.02 | 9 根 | 1,485.76 | +3.32 | +0.2% |
| 2025-01-25 | 3,311.76 | 2025-01-25 | 3,340.52 | 19 根 | 1,475.91 | +9.84 | +0.7% |
| 2025-01-22 | 3,301.21 | 2025-01-23 | 3,257.7 | 31 根 | 1,498.62 | -22.71 | -1.5% |
| 2025-01-21 | 3,259.57 | 2025-01-21 | 3,330.49 | 17 根 | 1,469.64 | +28.98 | +2.0% |
| 2025-01-20 | 3,246.69 | 2025-01-20 | 3,390.73 | 6 根 | 1,410.03 | +59.61 | +4.2% |
| 2025-01-18 | 3,315.18 | 2025-01-19 | 3,431.01 | 36 根 | 1,365.15 | +44.88 | +3.3% |
| 2025-01-16 | 3,382.47 | 2025-01-17 | 3,359.33 | 21 根 | 1,377.3 | -12.16 | -0.9% |
| 2025-01-15 | 3,201.21 | 2025-01-15 | 3,332.8 | 4 根 | 1,325.57 | +51.73 | +3.9% |
| 2025-01-13 | 3,227.43 | 2025-01-14 | 3,137.94 | 20 根 | 1,366.11 | -40.53 | -3.0% |
| 2025-01-12 | 3,290.72 | 2025-01-12 | 3,283.51 | 17 根 | 1,371.85 | -5.74 | -0.4% |
| 2025-01-11 | 3,237.34 | 2025-01-11 | 3,265.99 | 6 根 | 1,362.54 | +9.31 | +0.7% |
| 2025-01-10 | 3,246.77 | 2025-01-10 | 3,294 | 4 根 | 1,345.69 | +16.85 | +1.3% |
| 2025-01-09 | 3,252.93 | 2025-01-10 | 3,309.98 | 21 根 | 1,325.14 | +20.55 | +1.6% |
| 2025-01-06 | 3,680.36 | 2025-01-09 | 3,339.52 | 52 根 | 1,463.31 | -138.17 | -9.4% |
| 2025-01-06 | 3,652.86 | 2025-01-06 | 3,708.32 | 3 根 | 1,444.31 | +19 | +1.3% |
| 2025-01-05 | 3,617.42 | 2025-01-06 | 3,663.09 | 17 根 | 1,429.16 | +15.15 | +1.1% |
| 2025-01-04 | 3,589.87 | 2025-01-04 | 3,635.18 | 4 根 | 1,414.17 | +14.99 | +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 | 2022-01-01 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | b9ca51a6ce8fab9e |
图上显示了 1137 笔成交中的 380 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 |
|---|---|---|---|---|---|---|---|
| -77.7% | -73.0% | -66.4% | -62.8% | -56.4% | -53.5% | -51.3% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -90.0%，最好 -80.9%，最差 -90.1%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -90% | -90% | -90% | -81% |
| buyBelow 20 | -90% | -90% | -90% | -83% |
| buyBelow 25 | -90% | -90% | -90% | -85% |
| buyBelow 35 | -90% | -90% | -90% | -89% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-06-02 | 1,973.67 | 2026-06-02 | 1,997.25 | 8 根 | 1,070.35 | +10.63 | +1.0% |
| 2026-06-01 | 1,972.21 | 2026-06-01 | 1,989.62 | 16 根 | 1,063.1 | +7.25 | +0.7% |
| 2026-06-01 | 2,006.26 | 2026-06-01 | 1,983.91 | 32 根 | 1,077.23 | -14.13 | -1.3% |
| 2026-06-01 | 2,008.02 | 2026-06-01 | 2,014.43 | 4 根 | 1,075.95 | +1.28 | +0.1% |
| 2026-05-31 | 2,031.33 | 2026-05-31 | 2,006.04 | 59 根 | 1,091.7 | -15.74 | -1.4% |
| 2026-05-30 | 2,024.57 | 2026-05-31 | 2,029.04 | 10 根 | 1,091.47 | +0.23 | +0.0% |
| 2026-05-30 | 2,016.83 | 2026-05-30 | 2,025.58 | 23 根 | 1,088.93 | +2.54 | +0.2% |
| 2026-05-30 | 2,008.3 | 2026-05-30 | 2,014.92 | 10 根 | 1,087.53 | +1.4 | +0.1% |
| 2026-05-29 | 2,022.02 | 2026-05-30 | 2,016.47 | 24 根 | 1,092.71 | -5.18 | -0.5% |
| 2026-05-29 | 2,009.05 | 2026-05-29 | 2,030.31 | 30 根 | 1,083.43 | +9.28 | +0.9% |
| 2026-05-28 | 2,009.46 | 2026-05-29 | 2,010.3 | 25 根 | 1,085.14 | -1.72 | -0.2% |
| 2026-05-28 | 1,991.89 | 2026-05-28 | 2,013.6 | 23 根 | 1,075.59 | +9.55 | +0.9% |
| 2026-05-27 | 2,083.26 | 2026-05-28 | 1,992.02 | 84 根 | 1,127.1 | -51.52 | -4.6% |
| 2026-05-27 | 2,075.57 | 2026-05-27 | 2,078.58 | 20 根 | 1,127.72 | -0.62 | -0.1% |
| 2026-05-26 | 2,111.96 | 2026-05-27 | 2,078.41 | 38 根 | 1,148.22 | -20.5 | -1.8% |
| 2026-05-26 | 2,096.89 | 2026-05-26 | 2,126.51 | 13 根 | 1,134.49 | +13.73 | +1.2% |
| 2026-05-25 | 2,132.94 | 2026-05-26 | 2,099.85 | 47 根 | 1,154.68 | -20.18 | -1.8% |
| 2026-05-25 | 2,118.96 | 2026-05-25 | 2,123.49 | 9 根 | 1,154.52 | +0.16 | +0.0% |
| 2026-05-25 | 2,097.81 | 2026-05-25 | 2,107.16 | 9 根 | 1,151.7 | +2.82 | +0.2% |
| 2026-05-24 | 2,121.04 | 2026-05-24 | 2,090.33 | 67 根 | 1,170.96 | -19.26 | -1.6% |
| 2026-05-24 | 2,117.79 | 2026-05-24 | 2,119.45 | 4 根 | 1,172.38 | -1.42 | -0.1% |
| 2026-05-23 | 2,068.32 | 2026-05-23 | 2,060.61 | 40 根 | 1,179.13 | -6.75 | -0.6% |
| 2026-05-22 | 2,101.04 | 2026-05-23 | 2,069.74 | 36 根 | 1,199.35 | -20.23 | -1.7% |
| 2026-05-22 | 2,132.42 | 2026-05-22 | 2,125.32 | 48 根 | 1,205.77 | -6.42 | -0.5% |
| 2026-05-21 | 2,134.01 | 2026-05-22 | 2,135.79 | 29 根 | 1,207.17 | -1.4 | -0.1% |
| 2026-05-20 | 2,132.71 | 2026-05-21 | 2,119.14 | 116 根 | 1,217.33 | -10.16 | -0.8% |
| 2026-05-19 | 2,116.33 | 2026-05-20 | 2,125.28 | 43 根 | 1,214.63 | +2.7 | +0.2% |
| 2026-05-19 | 2,116.93 | 2026-05-19 | 2,118.53 | 31 根 | 1,216.14 | -1.51 | -0.1% |
| 2026-05-19 | 2,132.27 | 2026-05-19 | 2,134.18 | 19 根 | 1,217.48 | -1.34 | -0.1% |
| 2026-05-18 | 2,114.77 | 2026-05-18 | 2,126.33 | 22 根 | 1,213.29 | +4.19 | +0.4% |
| 2026-05-18 | 2,119.6 | 2026-05-18 | 2,149.94 | 27 根 | 1,198.56 | +14.73 | +1.2% |
| 2026-05-17 | 2,183.4 | 2026-05-18 | 2,122.67 | 26 根 | 1,235.32 | -36.76 | -3.0% |
| 2026-05-17 | 2,188.62 | 2026-05-17 | 2,187.75 | 20 根 | 1,238.29 | -2.97 | -0.2% |
| 2026-05-17 | 2,186.11 | 2026-05-17 | 2,186.71 | 11 根 | 1,240.43 | -2.14 | -0.2% |
| 2026-05-17 | 2,173.7 | 2026-05-17 | 2,186.52 | 11 根 | 1,235.63 | +4.8 | +0.4% |
| 2026-05-16 | 2,175.2 | 2026-05-16 | 2,179.74 | 9 根 | 1,235.52 | +0.11 | +0.0% |
| 2026-05-16 | 2,224.46 | 2026-05-16 | 2,176.03 | 37 根 | 1,265.55 | -30.03 | -2.4% |
| 2026-05-15 | 2,226.32 | 2026-05-16 | 2,223.54 | 14 根 | 1,269.67 | -4.12 | -0.3% |
| 2026-05-14 | 2,294.32 | 2026-05-15 | 2,227.87 | 87 根 | 1,310.16 | -40.49 | -3.1% |
| 2026-05-14 | 2,257.63 | 2026-05-14 | 2,260.11 | 15 根 | 1,311.34 | -1.18 | -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 | 2025-09-01 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 12408 根 × 61 个起始日期 |
| 输入哈希 | fbba948543ab8a60 |
图上显示了 1379 笔成交中的 346 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 |
|---|---|---|---|---|---|---|---|
| -82.2% | -80.1% | -78.1% | -75.3% | -70.3% | -64.6% | -62.3% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -90.0%，最好 -89.5%，最差 -90.1%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -90% | -90% | -90% | -90% |
| buyBelow 20 | -90% | -90% | -90% | -90% |
| buyBelow 25 | -90% | -90% | -90% | -90% |
| buyBelow 35 | -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 |
|---|---|---|---|---|---|---|---|
| 2026-06-16 | 1,795.29 | 2026-06-17 | 1,796.03 | 83 根 | 1,019.13 | -1.61 | -0.2% |
| 2026-06-16 | 1,815.8 | 2026-06-16 | 1,780.64 | 54 根 | 1,041.33 | -22.2 | -2.1% |
| 2026-06-16 | 1,794.2 | 2026-06-16 | 1,796.93 | 5 根 | 1,041.83 | -0.5 | -0.1% |
| 2026-06-16 | 1,791.66 | 2026-06-16 | 1,795.27 | 6 根 | 1,041.81 | +0.02 | +0.0% |
| 2026-06-16 | 1,765.64 | 2026-06-16 | 1,766.16 | 20 根 | 1,043.6 | -1.78 | -0.2% |
| 2026-06-16 | 1,794.47 | 2026-06-16 | 1,778.17 | 33 根 | 1,055.27 | -11.67 | -1.1% |
| 2026-06-15 | 1,833.04 | 2026-06-16 | 1,796.3 | 84 根 | 1,079.01 | -23.74 | -2.2% |
| 2026-06-15 | 1,812.79 | 2026-06-15 | 1,813.64 | 4 根 | 1,080.65 | -1.65 | -0.1% |
| 2026-06-15 | 1,716.59 | 2026-06-15 | 1,723.77 | 9 根 | 1,078.31 | +2.35 | +0.2% |
| 2026-06-15 | 1,720.12 | 2026-06-15 | 1,719.64 | 15 根 | 1,080.77 | -2.46 | -0.2% |
| 2026-06-15 | 1,720.21 | 2026-06-15 | 1,721.16 | 37 根 | 1,082.33 | -1.57 | -0.1% |
| 2026-06-15 | 1,718.86 | 2026-06-15 | 1,721.12 | 10 根 | 1,083.08 | -0.74 | -0.1% |
| 2026-06-14 | 1,723.64 | 2026-06-15 | 1,718.34 | 24 根 | 1,088.59 | -5.52 | -0.5% |
| 2026-06-14 | 1,662.2 | 2026-06-14 | 1,666.43 | 28 根 | 1,088.01 | +0.59 | +0.1% |
| 2026-06-14 | 1,673.73 | 2026-06-14 | 1,662.12 | 59 根 | 1,097.8 | -9.79 | -0.9% |
| 2026-06-14 | 1,677.22 | 2026-06-14 | 1,675.78 | 12 根 | 1,100.94 | -3.14 | -0.3% |
| 2026-06-14 | 1,677 | 2026-06-14 | 1,676.49 | 13 根 | 1,103.48 | -2.54 | -0.2% |
| 2026-06-14 | 1,685.39 | 2026-06-14 | 1,677.29 | 46 根 | 1,111.03 | -7.55 | -0.7% |
| 2026-06-13 | 1,678.02 | 2026-06-14 | 1,681.86 | 62 根 | 1,110.71 | +0.32 | +0.0% |
| 2026-06-13 | 1,682.59 | 2026-06-13 | 1,680.37 | 33 根 | 1,114.4 | -3.69 | -0.3% |
| 2026-06-13 | 1,680.89 | 2026-06-13 | 1,682.39 | 21 根 | 1,115.64 | -1.24 | -0.1% |
| 2026-06-13 | 1,676.16 | 2026-06-13 | 1,674.29 | 20 根 | 1,119.12 | -3.48 | -0.3% |
| 2026-06-13 | 1,665.84 | 2026-06-13 | 1,666.16 | 18 根 | 1,121.15 | -2.03 | -0.2% |
| 2026-06-13 | 1,667.27 | 2026-06-13 | 1,666.8 | 22 根 | 1,123.71 | -2.57 | -0.2% |
| 2026-06-12 | 1,665.06 | 2026-06-13 | 1,664.71 | 21 根 | 1,126.2 | -2.49 | -0.2% |
| 2026-06-12 | 1,668.25 | 2026-06-12 | 1,666.18 | 16 根 | 1,129.87 | -3.66 | -0.3% |
| 2026-06-12 | 1,671.31 | 2026-06-12 | 1,669.94 | 16 根 | 1,133.05 | -3.18 | -0.3% |
| 2026-06-12 | 1,670.47 | 2026-06-12 | 1,674.6 | 15 根 | 1,132.52 | +0.53 | +0.1% |
| 2026-06-12 | 1,677.37 | 2026-06-12 | 1,673.96 | 49 根 | 1,137.1 | -4.58 | -0.4% |
| 2026-06-12 | 1,671.07 | 2026-06-12 | 1,659.23 | 30 根 | 1,147.5 | -10.4 | -0.9% |
| 2026-06-12 | 1,672.48 | 2026-06-12 | 1,676.55 | 12 根 | 1,147 | +0.5 | +0.0% |
| 2026-06-11 | 1,678.38 | 2026-06-12 | 1,672.73 | 45 根 | 1,153.18 | -6.18 | -0.5% |
| 2026-06-11 | 1,673 | 2026-06-11 | 1,679.54 | 10 根 | 1,150.98 | +2.19 | +0.2% |
| 2026-06-11 | 1,649.4 | 2026-06-11 | 1,672.36 | 62 根 | 1,137.46 | +13.53 | +1.2% |
| 2026-06-11 | 1,659.51 | 2026-06-11 | 1,658.63 | 12 根 | 1,140.34 | -2.88 | -0.3% |
| 2026-06-11 | 1,657.81 | 2026-06-11 | 1,656.96 | 10 根 | 1,143.2 | -2.87 | -0.3% |
| 2026-06-11 | 1,650.08 | 2026-06-11 | 1,658.04 | 12 根 | 1,140 | +3.21 | +0.3% |
| 2026-06-11 | 1,634.89 | 2026-06-11 | 1,644.79 | 13 根 | 1,135.4 | +4.59 | +0.4% |
| 2026-06-10 | 1,652.52 | 2026-06-10 | 1,617.28 | 75 根 | 1,162.46 | -27.06 | -2.3% |
| 2026-06-10 | 1,644.73 | 2026-06-10 | 1,648.37 | 10 根 | 1,162.22 | +0.24 | +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 | 2026-03-01 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | 0dd813a7601052e1 |
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 67 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -13.3% | -5.2% | 0.2% | 4.5% | 8.1% | 15.1% | 19.8% | 24% |
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 19.1%，最好 73.6%，最差 -3.3%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | 19% | -3% | 11% | 25% |
| buyBelow 20 | 27% | 11% | 11% | 25% |
| buyBelow 25 | 45% | 37% | 11% | 9% |
| buyBelow 35 | 44% | 74% | 22% | 16% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2025-08-04 | 3,367.37 | 2025-10-13 | 4,034.55 | 10 根 | 12,305.5 | +2,408.64 | +19.6% |
| 2025-01-06 | 2,647.32 | 2025-03-24 | 3,052.47 | 11 根 | 10,693.57 | +1,611.92 | +15.1% |
| 2024-05-13 | 2,345.17 | 2024-09-02 | 2,490.75 | 16 根 | 10,088.7 | +604.87 | +6.0% |
| 2023-07-10 | 1,903.95 | 2023-11-06 | 1,958.02 | 17 根 | 9,829.75 | +258.95 | +2.6% |
| 2021-12-20 | 1,803.9 | 2022-12-19 | 1,796.1 | 52 根 | 9,892.21 | -62.45 | -0.6% |
| 2021-01-25 | 1,859.44 | 2021-11-22 | 1,843.08 | 43 根 | 10,000 | -107.79 | -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 | 2020-08-24 → 2026-09-21 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 52 根 × 67 个起始日期 |
| 输入哈希 | 08a9f1cfb8ad5eec |
成交 93 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 |
|---|---|---|---|---|---|---|---|
| -9.2% | -5.0% | -1.4% | 0.8% | 7.3% | 16.7% | 22.8% | 37% |
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 19.7%，最好 32.6%，最差 -2.6%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | 12% | 33% | 25% | 19% |
| buyBelow 20 | 18% | 26% | 23% | 28% |
| buyBelow 25 | 5% | 20% | 20% | 30% |
| buyBelow 35 | 14% | 21% | 20% | -3% |
悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。
| 年份 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|
| 收益率 | -5% | -1% | 1% | 11% | 14% | -11% |
| 最大回撤 | 11% | 17% | 10% | 6% | 6% | 22% |
| 交易 | 6 | 6 | 8 | 7 | 8 | 5 |
| 入场 | 入场价 | 离场 | 离场价 | 持有 | 投入 | 盈亏 (USDT) | 收益率 |
|---|---|---|---|---|---|---|---|
| 2026-07-15 | 4,050.28 | 2026-08-10 | 4,327.26 | 26 根 | 11,520.71 | +763.23 | +6.6% |
| 2026-05-19 | 4,579.71 | 2026-07-07 | 4,149.94 | 49 根 | 12,739.24 | -1,218.53 | -9.6% |
| 2026-05-01 | 4,620.31 | 2026-05-11 | 4,684.85 | 10 根 | 12,588.9 | +150.34 | +1.2% |
| 2026-03-07 | 5,185.03 | 2026-04-04 | 4,646.59 | 28 根 | 14,075.82 | -1,486.92 | -10.6% |
| 2026-02-03 | 4,796.77 | 2026-02-16 | 5,022.35 | 13 根 | 13,470.51 | +605.31 | +4.5% |
| 2026-01-02 | 4,365.02 | 2026-01-14 | 4,602.67 | 12 根 | 12,800.58 | +669.94 | +5.2% |
| 2025-11-19 | 4,071.03 | 2025-12-01 | 4,235.97 | 12 根 | 12,326.79 | +473.79 | +3.8% |
| 2025-10-24 | 4,119.98 | 2025-11-13 | 4,176.07 | 20 根 | 12,185.56 | +141.22 | +1.2% |
| 2025-08-19 | 3,332.63 | 2025-08-29 | 3,414.1 | 10 根 | 11,918.57 | +266.99 | +2.2% |
| 2025-07-30 | 3,336.96 | 2025-08-10 | 3,381.93 | 11 根 | 11,783.63 | +134.94 | +1.1% |
| 2025-06-21 | 3,396.39 | 2025-07-15 | 3,347.55 | 24 根 | 11,979.49 | -195.86 | -1.6% |
| 2025-04-29 | 3,339.67 | 2025-05-26 | 3,345.98 | 27 根 | 11,980.85 | -1.36 | -0.0% |
| 2025-03-28 | 3,060.53 | 2025-04-02 | 3,130.43 | 5 根 | 11,736.76 | +244.09 | +2.1% |
| 2025-03-02 | 2,856.43 | 2025-03-15 | 2,994.5 | 13 根 | 11,218 | +518.76 | +4.6% |
| 2024-12-02 | 2,656.33 | 2025-01-13 | 2,696.65 | 42 根 | 11,072.38 | +145.62 | +1.3% |
| 2024-11-08 | 2,708.35 | 2024-11-25 | 2,728.64 | 17 根 | 11,012.08 | +60.3 | +0.5% |
| 2024-10-11 | 2,646.32 | 2024-10-22 | 2,733.63 | 11 根 | 10,681.71 | +330.37 | +3.1% |
| 2024-09-03 | 2,498.25 | 2024-09-15 | 2,575.71 | 12 根 | 10,381.2 | +300.5 | +2.9% |
| 2024-07-27 | 2,388.19 | 2024-08-19 | 2,503.75 | 23 根 | 9,921.91 | +459.29 | +4.6% |
| 2024-05-26 | 2,347.17 | 2024-07-08 | 2,353.82 | 43 根 | 9,913.69 | +8.22 | +0.1% |
| 2024-04-26 | 2,328.16 | 2024-05-17 | 2,360.82 | 21 根 | 9,796.13 | +117.56 | +1.2% |
| 2024-01-03 | 2,034.02 | 2024-02-26 | 2,007 | 54 根 | 9,947.89 | -151.76 | -1.5% |
| 2023-12-08 | 2,019.01 | 2023-12-21 | 2,009.99 | 13 根 | 10,012.51 | -64.62 | -0.7% |
| 2023-11-10 | 1,942.97 | 2023-11-19 | 1,960.02 | 9 根 | 9,945.29 | +67.22 | +0.7% |
| 2023-10-01 | 1,868.93 | 2023-10-16 | 1,915.04 | 15 根 | 9,725.27 | +220.02 | +2.3% |
| 2023-09-08 | 1,908.95 | 2023-09-21 | 1,920.04 | 13 根 | 9,688.48 | +36.79 | +0.4% |
| 2023-08-05 | 1,944.97 | 2023-08-26 | 1,901.05 | 21 根 | 9,932.18 | -243.69 | -2.5% |
| 2023-04-21 | 2,007 | 2023-07-14 | 1,939.03 | 84 根 | 10,300.93 | -368.76 | -3.6% |
| 2023-03-10 | 1,809.9 | 2023-03-14 | 1,921.04 | 4 根 | 9,724.44 | +576.49 | +5.9% |
| 2023-02-07 | 1,868.93 | 2023-03-06 | 1,845.08 | 27 根 | 9,869.9 | -145.46 | -1.5% |
| 2022-10-17 | 1,641.82 | 2022-11-07 | 1,663.17 | 21 根 | 9,762.72 | +107.18 | +1.1% |
| 2022-08-20 | 1,739.87 | 2022-10-06 | 1,709.14 | 47 根 | 9,958.11 | -195.4 | -2.0% |
| 2022-06-16 | 1,838.92 | 2022-08-01 | 1,762.12 | 46 根 | 10,412.93 | -454.82 | -4.4% |
| 2022-04-25 | 1,935.97 | 2022-06-13 | 1,883.06 | 49 根 | 10,726.95 | -314.01 | -2.9% |
| 2022-02-28 | 1,917.96 | 2022-04-19 | 1,979.01 | 50 根 | 10,416.84 | +310.11 | +3.0% |
| 2022-01-30 | 1,798.9 | 2022-02-13 | 1,876.06 | 14 根 | 10,008.39 | +408.45 | +4.1% |
| 2022-01-08 | 1,805.9 | 2022-01-22 | 1,842.08 | 14 根 | 9,831.48 | +176.91 | +1.8% |
| 2021-11-26 | 1,796.9 | 2021-12-26 | 1,816.09 | 30 根 | 9,747.05 | +84.43 | +0.9% |
| 2021-09-10 | 1,796.9 | 2021-11-08 | 1,816.09 | 59 根 | 9,663.35 | +83.71 | +0.9% |
| 2021-07-24 | 1,813.89 | 2021-08-23 | 1,780.7 | 30 根 | 9,863.15 | -199.8 | -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 | 2020-08-28 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 365 根 × 62 个起始日期 |
| 输入哈希 | 46215eed846ec501 |
图上显示了 483 笔成交中的 242 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 |
|---|---|---|---|---|---|---|---|
| -22.6% | -16.1% | -13.0% | -9.2% | -1.6% | 6.2% | 19.7% | 79% |
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 -41.1%，最好 -23.5%，最差 -53.8%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -51% | -49% | -41% | -24% |
| buyBelow 20 | -54% | -50% | -39% | -26% |
| buyBelow 25 | -49% | -45% | -39% | -36% |
| buyBelow 35 | -44% | -39% | -27% | -24% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-05 | 4,436.85 | 2026-09-17 | 4,342.14 | 75 根 | 5,735.79 | -133.65 | -2.3% |
| 2026-08-25 | 4,636.37 | 2026-09-03 | 4,492.36 | 55 根 | 5,931.5 | -195.71 | -3.3% |
| 2026-08-18 | 4,396.9 | 2026-08-20 | 4,494.87 | 9 根 | 5,813.83 | +117.67 | +2.0% |
| 2026-08-13 | 4,387.93 | 2026-08-16 | 4,374.99 | 18 根 | 5,842.7 | -28.87 | -0.5% |
| 2026-08-03 | 4,053.37 | 2026-08-05 | 4,223.92 | 11 根 | 5,618.01 | +224.69 | +4.0% |
| 2026-07-31 | 4,052.29 | 2026-08-03 | 4,070.19 | 13 根 | 5,604.49 | +13.52 | +0.2% |
| 2026-07-24 | 4,044.98 | 2026-07-31 | 4,098.77 | 40 根 | 5,542.02 | +62.47 | +1.1% |
| 2026-07-21 | 4,009.49 | 2026-07-21 | 4,050.18 | 3 根 | 5,497.32 | +44.69 | +0.8% |
| 2026-07-13 | 4,063.35 | 2026-07-19 | 4,007.81 | 36 根 | 5,584.67 | -87.35 | -1.6% |
| 2026-07-06 | 4,161.49 | 2026-07-10 | 4,097.79 | 24 根 | 5,682.84 | -98.17 | -1.7% |
| 2026-06-18 | 4,215.25 | 2026-06-27 | 4,078.78 | 51 根 | 5,884.73 | -201.89 | -3.4% |
| 2026-05-31 | 4,537.13 | 2026-06-13 | 4,211.34 | 79 根 | 6,352.66 | -467.93 | -7.4% |
| 2026-05-26 | 4,511.59 | 2026-05-29 | 4,560.27 | 17 根 | 6,297.44 | +55.22 | +0.9% |
| 2026-05-20 | 4,484.13 | 2026-05-24 | 4,533.22 | 25 根 | 6,241.71 | +55.73 | +0.9% |
| 2026-05-09 | 4,714.35 | 2026-05-18 | 4,546.69 | 52 根 | 6,484.83 | -243.12 | -3.8% |
| 2026-04-17 | 4,787.69 | 2026-05-06 | 4,680.23 | 114 根 | 6,647.01 | -162.18 | -2.4% |
| 2026-04-09 | 4,714.76 | 2026-04-14 | 4,760.01 | 30 根 | 6,597 | +50.01 | +0.8% |
| 2026-04-02 | 4,653.03 | 2026-04-06 | 4,663.4 | 23 根 | 6,595.51 | +1.49 | +0.0% |
| 2026-03-27 | 4,413.82 | 2026-03-28 | 4,500.6 | 10 根 | 6,481.28 | +114.23 | +1.8% |
| 2026-03-12 | 5,183.63 | 2026-03-25 | 4,538.48 | 78 根 | 7,417.42 | -936.14 | -12.6% |
| 2026-03-09 | 5,110.42 | 2026-03-10 | 5,196.4 | 7 根 | 7,309.3 | +108.12 | +1.5% |
| 2026-03-01 | 5,355.04 | 2026-03-07 | 5,165.41 | 39 根 | 7,592.81 | -283.51 | -3.7% |
| 2026-02-17 | 5,001.1 | 2026-02-19 | 4,977.47 | 12 根 | 7,644.12 | -51.32 | -0.7% |
| 2026-02-13 | 4,990.09 | 2026-02-15 | 5,034.83 | 15 根 | 7,591.37 | +52.76 | +0.7% |
| 2026-02-06 | 4,812.21 | 2026-02-07 | 4,928.92 | 6 根 | 7,426.46 | +164.91 | +2.2% |
| 2026-01-30 | 5,175.75 | 2026-02-03 | 4,954.72 | 25 根 | 7,773.27 | -346.82 | -4.5% |
| 2026-01-08 | 4,464.54 | 2026-01-09 | 4,499.71 | 7 根 | 7,727.96 | +45.31 | +0.6% |
| 2026-01-03 | 4,343.77 | 2026-01-05 | 4,428.88 | 14 根 | 7,594.62 | +133.34 | +1.8% |
| 2025-12-29 | 4,364.54 | 2026-01-02 | 4,404.8 | 22 根 | 7,540.28 | +54.34 | +0.7% |
| 2025-12-25 | 4,499.56 | 2025-12-26 | 4,547.59 | 9 根 | 7,475.58 | +64.7 | +0.9% |
| 2025-12-19 | 4,339.83 | 2025-12-22 | 4,427.13 | 17 根 | 7,342.85 | +132.74 | +1.8% |
| 2025-12-02 | 4,209.56 | 2025-12-10 | 4,213.52 | 45 根 | 7,350.63 | -7.79 | -0.1% |
| 2025-11-14 | 4,078.69 | 2025-11-25 | 4,140.97 | 62 根 | 7,254.58 | +96.06 | +1.3% |
| 2025-11-04 | 3,993.51 | 2025-11-10 | 4,075.23 | 37 根 | 7,123.32 | +131.25 | +1.8% |
| 2025-10-22 | 4,135.84 | 2025-10-31 | 4,005.61 | 56 根 | 7,369.64 | -246.32 | -3.3% |
| 2025-10-18 | 4,248.56 | 2025-10-20 | 4,386.24 | 16 根 | 7,152.62 | +217.02 | +3.0% |
| 2025-10-10 | 3,996.27 | 2025-10-11 | 3,985.72 | 7 根 | 7,185.91 | -33.29 | -0.5% |
| 2025-09-25 | 3,756.76 | 2025-09-26 | 3,774.32 | 11 根 | 7,166.79 | +19.12 | +0.3% |
| 2025-09-18 | 3,660.7 | 2025-09-20 | 3,683.16 | 14 根 | 7,137.35 | +29.44 | +0.4% |
| 2025-09-11 | 3,634.26 | 2025-09-16 | 3,682.04 | 26 根 | 7,058.83 | +78.52 | +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 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 2190 根 × 61 个起始日期 |
| 输入哈希 | d15039e2551c542b |
图上显示了 1475 笔成交中的 370 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -54.0% | -46.6% | -38.9% | -31.4% | -26.2% | -20.2% | -16.2% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -87.2%，最好 -72.1%，最差 -90.2%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -89% | -87% | -77% | -72% |
| buyBelow 20 | -90% | -89% | -80% | -73% |
| buyBelow 25 | -90% | -89% | -81% | -74% |
| buyBelow 35 | -90% | -90% | -84% | -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 |
|---|---|---|---|---|---|---|---|
| 2026-09-18 | 4,355.23 | 2026-09-22 | 4,359.16 | 100 根 | 1,062.31 | -1.17 | -0.1% |
| 2026-09-18 | 4,358.98 | 2026-09-18 | 4,389.37 | 3 根 | 1,057.06 | +5.24 | +0.5% |
| 2026-09-16 | 4,275.66 | 2026-09-17 | 4,364.29 | 17 根 | 1,037.67 | +19.39 | +1.9% |
| 2026-09-16 | 4,288.44 | 2026-09-16 | 4,330.97 | 6 根 | 1,029.54 | +8.13 | +0.8% |
| 2026-09-13 | 4,356.2 | 2026-09-15 | 4,297.73 | 56 根 | 1,045.63 | -16.1 | -1.5% |
| 2026-09-12 | 4,357.4 | 2026-09-12 | 4,353.94 | 14 根 | 1,048.56 | -2.92 | -0.3% |
| 2026-09-10 | 4,378.26 | 2026-09-11 | 4,348.28 | 20 根 | 1,057.9 | -9.34 | -0.9% |
| 2026-09-09 | 4,406.22 | 2026-09-10 | 4,421.97 | 10 根 | 1,056.24 | +1.66 | +0.2% |
| 2026-09-08 | 4,397.71 | 2026-09-09 | 4,400.95 | 24 根 | 1,057.58 | -1.34 | -0.1% |
| 2026-09-06 | 4,428.37 | 2026-09-07 | 4,412.72 | 32 根 | 1,063.45 | -5.88 | -0.5% |
| 2026-09-04 | 4,477.6 | 2026-09-05 | 4,432.39 | 38 根 | 1,076.45 | -13 | -1.2% |
| 2026-08-31 | 4,422.37 | 2026-09-02 | 4,383.71 | 59 根 | 1,088.12 | -11.67 | -1.1% |
| 2026-08-27 | 4,586.62 | 2026-08-30 | 4,467.77 | 76 根 | 1,119.3 | -31.18 | -2.8% |
| 2026-08-26 | 4,621.22 | 2026-08-27 | 4,617.03 | 18 根 | 1,122.56 | -3.26 | -0.3% |
| 2026-08-25 | 4,638.13 | 2026-08-25 | 4,647.64 | 15 根 | 1,122.5 | +0.05 | +0.0% |
| 2026-08-24 | 4,648.75 | 2026-08-25 | 4,675.67 | 5 根 | 1,118.28 | +4.23 | +0.4% |
| 2026-08-22 | 4,595.49 | 2026-08-23 | 4,605.7 | 36 根 | 1,118.03 | +0.25 | +0.0% |
| 2026-08-20 | 4,482.61 | 2026-08-20 | 4,506.62 | 14 根 | 1,114.3 | +3.73 | +0.3% |
| 2026-08-18 | 4,394.92 | 2026-08-19 | 4,360.61 | 30 根 | 1,125.32 | -11.02 | -1.0% |
| 2026-08-15 | 4,381.48 | 2026-08-17 | 4,408.73 | 66 根 | 1,120.6 | +4.72 | +0.4% |
| 2026-08-12 | 4,409.69 | 2026-08-14 | 4,349.57 | 40 根 | 1,138.36 | -17.76 | -1.6% |
| 2026-08-11 | 4,372.25 | 2026-08-12 | 4,397.06 | 19 根 | 1,134.21 | +4.16 | +0.4% |
| 2026-08-10 | 4,320.63 | 2026-08-10 | 4,346.9 | 15 根 | 1,129.61 | +4.6 | +0.4% |
| 2026-08-06 | 4,245.93 | 2026-08-07 | 4,284.66 | 14 根 | 1,121.64 | +7.97 | +0.7% |
| 2026-08-04 | 4,053.75 | 2026-08-05 | 4,118.42 | 17 根 | 1,106.24 | +15.4 | +1.4% |
| 2026-08-03 | 4,061.7 | 2026-08-03 | 4,050.17 | 20 根 | 1,111.61 | -5.37 | -0.5% |
| 2026-08-01 | 4,048.34 | 2026-08-01 | 4,047.04 | 14 根 | 1,114.19 | -2.59 | -0.2% |
| 2026-07-31 | 4,080.17 | 2026-08-01 | 4,043.67 | 23 根 | 1,126.5 | -12.31 | -1.1% |
| 2026-07-29 | 4,011.49 | 2026-07-30 | 4,100.54 | 24 根 | 1,104.24 | +22.26 | +2.0% |
| 2026-07-27 | 4,073.97 | 2026-07-29 | 4,032.15 | 42 根 | 1,117.93 | -13.68 | -1.2% |
| 2026-07-25 | 4,056.46 | 2026-07-25 | 4,051.82 | 17 根 | 1,121.45 | -3.52 | -0.3% |
| 2026-07-22 | 4,129.18 | 2026-07-24 | 4,051.04 | 37 根 | 1,145.37 | -23.92 | -2.1% |
| 2026-07-20 | 4,007.06 | 2026-07-21 | 4,053.53 | 11 根 | 1,134.5 | +10.86 | +1.0% |
| 2026-07-18 | 4,009.14 | 2026-07-19 | 4,007.57 | 24 根 | 1,137.22 | -2.72 | -0.2% |
| 2026-07-16 | 4,033.72 | 2026-07-17 | 4,008.62 | 37 根 | 1,146.63 | -9.41 | -0.8% |
| 2026-07-14 | 4,053.5 | 2026-07-15 | 4,052.4 | 17 根 | 1,149.24 | -2.61 | -0.2% |
| 2026-07-11 | 4,111.02 | 2026-07-14 | 4,018.97 | 61 根 | 1,177.91 | -28.68 | -2.4% |
| 2026-07-10 | 4,100.81 | 2026-07-10 | 4,111.17 | 13 根 | 1,177.3 | +0.62 | +0.1% |
| 2026-07-07 | 4,121.75 | 2026-07-09 | 4,066.41 | 43 根 | 1,195.71 | -18.41 | -1.5% |
| 2026-07-06 | 4,182.82 | 2026-07-06 | 4,157.45 | 21 根 | 1,205.41 | -9.71 | -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 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 8760 根 × 61 个起始日期 |
| 输入哈希 | ec5eae73cbeb2cb8 |
图上显示了 1511 笔成交中的 379 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 |
|---|---|---|---|---|---|---|---|
| -65.4% | -61.7% | -60.2% | -58.3% | -55.6% | -52.8% | -47.2% | 100% |
上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 -89.6%，最好 -75.9%，最差 -90.0%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -90% | -90% | -83% | -76% |
| buyBelow 20 | -90% | -90% | -85% | -77% |
| buyBelow 25 | -90% | -90% | -87% | -80% |
| buyBelow 35 | -90% | -90% | -89% | -84% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-08-27 | 4,603.64 | 2026-08-28 | 4,591.05 | 45 根 | 1,023.32 | -4.84 | -0.5% |
| 2026-08-27 | 4,615.73 | 2026-08-27 | 4,584.68 | 40 根 | 1,032.31 | -8.99 | -0.9% |
| 2026-08-26 | 4,639.96 | 2026-08-26 | 4,602.65 | 71 根 | 1,042.76 | -10.45 | -1.0% |
| 2026-08-26 | 4,643.09 | 2026-08-26 | 4,648.25 | 10 根 | 1,043.69 | -0.93 | -0.1% |
| 2026-08-25 | 4,606.34 | 2026-08-25 | 4,642.68 | 9 根 | 1,037.59 | +6.1 | +0.6% |
| 2026-08-25 | 4,629.69 | 2026-08-25 | 4,631.79 | 13 根 | 1,039.2 | -1.61 | -0.1% |
| 2026-08-25 | 4,651.65 | 2026-08-25 | 4,638.01 | 17 根 | 1,044.34 | -5.14 | -0.5% |
| 2026-08-24 | 4,654.8 | 2026-08-24 | 4,640.66 | 18 根 | 1,049.62 | -5.28 | -0.5% |
| 2026-08-24 | 4,633.49 | 2026-08-24 | 4,663.82 | 30 根 | 1,044.88 | +4.74 | +0.4% |
| 2026-08-23 | 4,601.48 | 2026-08-24 | 4,629.38 | 14 根 | 1,040.66 | +4.22 | +0.4% |
| 2026-08-23 | 4,601.31 | 2026-08-23 | 4,605.71 | 15 根 | 1,041.75 | -1.09 | -0.1% |
| 2026-08-23 | 4,589.65 | 2026-08-23 | 4,588.56 | 5 根 | 1,044.09 | -2.33 | -0.2% |
| 2026-08-23 | 4,588.85 | 2026-08-23 | 4,586.87 | 7 根 | 1,046.63 | -2.54 | -0.2% |
| 2026-08-22 | 4,590.27 | 2026-08-23 | 4,586.11 | 19 根 | 1,049.68 | -3.05 | -0.3% |
| 2026-08-22 | 4,589.38 | 2026-08-22 | 4,586.32 | 26 根 | 1,052.48 | -2.81 | -0.3% |
| 2026-08-21 | 4,598.62 | 2026-08-22 | 4,587.97 | 44 根 | 1,057.04 | -4.55 | -0.4% |
| 2026-08-21 | 4,568.98 | 2026-08-21 | 4,601.71 | 14 根 | 1,051.62 | +5.42 | +0.5% |
| 2026-08-20 | 4,510.87 | 2026-08-21 | 4,518.44 | 35 根 | 1,051.96 | -0.34 | -0.0% |
| 2026-08-20 | 4,503.63 | 2026-08-20 | 4,520.85 | 60 根 | 1,050.05 | +1.91 | +0.2% |
| 2026-08-19 | 4,346.47 | 2026-08-19 | 4,351.43 | 14 根 | 1,050.96 | -0.9 | -0.1% |
| 2026-08-18 | 4,393.82 | 2026-08-19 | 4,351.37 | 65 根 | 1,063.33 | -12.38 | -1.2% |
| 2026-08-18 | 4,401.59 | 2026-08-18 | 4,393.47 | 19 根 | 1,067.43 | -4.1 | -0.4% |
| 2026-08-17 | 4,411.94 | 2026-08-18 | 4,422.23 | 28 根 | 1,067.08 | +0.35 | +0.0% |
| 2026-08-17 | 4,400.18 | 2026-08-17 | 4,412.42 | 21 根 | 1,066.25 | +0.83 | +0.1% |
| 2026-08-17 | 4,396.73 | 2026-08-17 | 4,402.03 | 13 根 | 1,067.1 | -0.85 | -0.1% |
| 2026-08-16 | 4,379.64 | 2026-08-17 | 4,401.84 | 23 根 | 1,063.84 | +3.26 | +0.3% |
| 2026-08-16 | 4,379.88 | 2026-08-16 | 4,378.27 | 49 根 | 1,066.36 | -2.52 | -0.2% |
| 2026-08-15 | 4,380.42 | 2026-08-16 | 4,376.76 | 6 根 | 1,069.39 | -3.03 | -0.3% |
| 2026-08-15 | 4,379.5 | 2026-08-15 | 4,375.77 | 32 根 | 1,072.44 | -3.05 | -0.3% |
| 2026-08-15 | 4,378.62 | 2026-08-15 | 4,376.3 | 5 根 | 1,075.16 | -2.72 | -0.3% |
| 2026-08-15 | 4,379.9 | 2026-08-15 | 4,377.62 | 10 根 | 1,077.87 | -2.71 | -0.3% |
| 2026-08-14 | 4,376.39 | 2026-08-14 | 4,375.06 | 16 根 | 1,080.36 | -2.49 | -0.2% |
| 2026-08-14 | 4,345.84 | 2026-08-14 | 4,333.36 | 22 根 | 1,085.64 | -5.28 | -0.5% |
| 2026-08-13 | 4,371.8 | 2026-08-13 | 4,356.82 | 32 根 | 1,091.55 | -5.91 | -0.5% |
| 2026-08-13 | 4,407.92 | 2026-08-13 | 4,379.25 | 30 根 | 1,100.9 | -9.35 | -0.9% |
| 2026-08-12 | 4,400.77 | 2026-08-13 | 4,412.89 | 28 根 | 1,100.07 | +0.83 | +0.1% |
| 2026-08-12 | 4,393.58 | 2026-08-12 | 4,403.41 | 8 根 | 1,099.81 | +0.26 | +0.0% |
| 2026-08-12 | 4,370.53 | 2026-08-12 | 4,380.06 | 3 根 | 1,099.62 | +0.19 | +0.0% |
| 2026-08-11 | 4,384.54 | 2026-08-11 | 4,370.83 | 25 根 | 1,105.28 | -5.66 | -0.5% |
| 2026-08-11 | 4,379.13 | 2026-08-11 | 4,376.53 | 19 根 | 1,108.15 | -2.87 | -0.3% |
价格为含滑点的成交价；投入是含手续费后实际投入该笔交易的金额。
| 区间 | 2025-09-01 → 2026-09-23 |
| 参数 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 12409 根 × 61 个起始日期 |
| 输入哈希 | 93322d21d13a1f63 |
图上显示了 1449 笔成交中的 363 笔。 信号在收盘判定，于下一根开盘成交。
一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 61 次的结果。
| 最差 | p10 | p25 | 中位数 | p75 | p90 | 最好 | 亏损起点 |
|---|---|---|---|---|---|---|---|
| -76.4% | -75.8% | -75.1% | -74.4% | -73.4% | -72.5% | -72.0% | 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 -90.0%。其中 0 组跑赢了买入持有。
把 随机指标交叉 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。
| k 9 | k 14 | k 21 | k 30 | |
|---|---|---|---|---|
| buyBelow 15 | -90% | -90% | -90% | -90% |
| buyBelow 20 | -90% | -90% | -90% | -90% |
| buyBelow 25 | -90% | -90% | -90% | -90% |
| buyBelow 35 | -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 |
|---|---|---|---|---|---|---|---|
| 2026-06-20 | 4,157.62 | 2026-06-20 | 4,151.99 | 31 根 | 1,003.67 | -3.36 | -0.3% |
| 2026-06-20 | 4,160.67 | 2026-06-20 | 4,156.33 | 97 根 | 1,006.73 | -3.06 | -0.3% |
| 2026-06-20 | 4,159.77 | 2026-06-20 | 4,157.28 | 5 根 | 1,009.35 | -2.62 | -0.3% |
| 2026-06-20 | 4,157.74 | 2026-06-20 | 4,154.9 | 5 根 | 1,012.06 | -2.71 | -0.3% |
| 2026-06-20 | 4,158.5 | 2026-06-20 | 4,152.9 | 22 根 | 1,015.45 | -3.39 | -0.3% |
| 2026-06-19 | 4,158.15 | 2026-06-20 | 4,157.27 | 13 根 | 1,017.7 | -2.25 | -0.2% |
| 2026-06-19 | 4,157.48 | 2026-06-19 | 4,156.11 | 7 根 | 1,020.07 | -2.37 | -0.2% |
| 2026-06-19 | 4,156.12 | 2026-06-19 | 4,155.22 | 15 根 | 1,022.34 | -2.26 | -0.2% |
| 2026-06-19 | 4,146.9 | 2026-06-19 | 4,154.54 | 14 根 | 1,022.5 | -0.16 | -0.0% |
| 2026-06-19 | 4,159.33 | 2026-06-19 | 4,148.12 | 17 根 | 1,027.31 | -4.81 | -0.5% |
| 2026-06-19 | 4,167.34 | 2026-06-19 | 4,152.03 | 34 根 | 1,033.17 | -5.85 | -0.6% |
| 2026-06-18 | 4,207.84 | 2026-06-19 | 4,137.65 | 93 根 | 1,052.8 | -19.63 | -1.9% |
| 2026-06-18 | 4,210.43 | 2026-06-18 | 4,213.09 | 10 根 | 1,054.24 | -1.44 | -0.1% |
| 2026-06-18 | 4,224.22 | 2026-06-18 | 4,211.18 | 20 根 | 1,059.62 | -5.38 | -0.5% |
| 2026-06-18 | 4,242.55 | 2026-06-18 | 4,224.94 | 62 根 | 1,066.17 | -6.55 | -0.6% |
| 2026-06-18 | 4,293.67 | 2026-06-18 | 4,256.3 | 56 根 | 1,077.68 | -11.51 | -1.1% |
| 2026-06-18 | 4,309.27 | 2026-06-18 | 4,297.85 | 54 根 | 1,082.71 | -5.03 | -0.5% |
| 2026-06-17 | 4,253.21 | 2026-06-17 | 4,259.65 | 9 根 | 1,083.23 | -0.53 | -0.1% |
| 2026-06-17 | 4,353.36 | 2026-06-17 | 4,252.62 | 42 根 | 1,111.11 | -27.88 | -2.5% |
| 2026-06-17 | 4,342.49 | 2026-06-17 | 4,344.95 | 5 根 | 1,112.71 | -1.6 | -0.1% |
| 2026-06-17 | 4,324.27 | 2026-06-17 | 4,323.6 | 27 根 | 1,115.11 | -2.4 | -0.2% |
| 2026-06-17 | 4,320.4 | 2026-06-17 | 4,322.05 | 17 根 | 1,116.92 | -1.81 | -0.2% |
| 2026-06-17 | 4,334.26 | 2026-06-17 | 4,322.04 | 63 根 | 1,122.32 | -5.4 | -0.5% |
| 2026-06-16 | 4,333.78 | 2026-06-16 | 4,324.63 | 49 根 | 1,126.94 | -4.63 | -0.4% |
| 2026-06-16 | 4,324.22 | 2026-06-16 | 4,332.07 | 11 根 | 1,127.15 | -0.21 | -0.0% |
| 2026-06-16 | 4,332.72 | 2026-06-16 | 4,317.54 | 25 根 | 1,133.38 | -6.23 | -0.5% |
| 2026-06-16 | 4,336.43 | 2026-06-16 | 4,339.58 | 18 根 | 1,134.82 | -1.44 | -0.1% |
| 2026-06-16 | 4,315.46 | 2026-06-16 | 4,317.09 | 27 根 | 1,136.66 | -1.84 | -0.2% |
| 2026-06-16 | 4,302.9 | 2026-06-16 | 4,308.03 | 32 根 | 1,137.58 | -0.92 | -0.1% |
| 2026-06-15 | 4,355.76 | 2026-06-15 | 4,303.71 | 101 根 | 1,153.64 | -16.06 | -1.4% |
| 2026-06-15 | 4,334.08 | 2026-06-15 | 4,335.17 | 33 根 | 1,155.66 | -2.02 | -0.2% |
| 2026-06-15 | 4,310.74 | 2026-06-15 | 4,305.86 | 18 根 | 1,159.29 | -3.63 | -0.3% |
| 2026-06-15 | 4,322.91 | 2026-06-15 | 4,319.27 | 16 根 | 1,162.59 | -3.3 | -0.3% |
| 2026-06-15 | 4,287.05 | 2026-06-15 | 4,309.59 | 7 根 | 1,158.82 | +3.77 | +0.3% |
| 2026-06-14 | 4,280.91 | 2026-06-15 | 4,293.62 | 10 根 | 1,157.71 | +1.12 | +0.1% |
| 2026-06-14 | 4,223.76 | 2026-06-14 | 4,243.14 | 14 根 | 1,154.73 | +2.98 | +0.3% |
| 2026-06-14 | 4,227.61 | 2026-06-14 | 4,222.86 | 24 根 | 1,158.34 | -3.61 | -0.3% |
| 2026-06-14 | 4,226.85 | 2026-06-14 | 4,224.6 | 7 根 | 1,161.28 | -2.94 | -0.3% |
| 2026-06-14 | 4,225.68 | 2026-06-14 | 4,227.21 | 25 根 | 1,163.19 | -1.91 | -0.2% |
| 2026-06-14 | 4,233.91 | 2026-06-14 | 4,226.25 | 37 根 | 1,167.63 | -4.44 | -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 | {"k":14,"d":3,"smoothK":1,"buyBelow":25} |
| 滚动测试 | 19850 根 × 61 个起始日期 |
| 输入哈希 | 08e66110645c2233 |