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批量入场模拟报告

初始资金: $100,000  |  入场方式: 固定每月 1 日  |  Flash执行: 1m trigger (0bps)  |  资金费口径: MySQL 方案A：merge binance/BTCUSDT+hyperliquid/BTCUSD | 结算条数=29,317 | 无结算回退根数=0  |  生成时间: 2026-05-12 08:48
模拟次数
113
盈利次数
94 / 113
平均 CAGR
55.8%
平均最大回撤
-45.0%
平均超额倍数
5.28x
最佳入场
2020-03-01
+31911%
最差入场
2025-05-15
-28%
入场日期入场价(BTC)持续时间 最终权益(万$)总收益%倍数CAGR 最大回撤BTC B&H超额倍数 交易笔数胜率盈利因子总费用(万$)
2020-01-01 $7,225 2323天 2,797万$ 27867.5% 279.68x 142.5% -49.7% 1029.3% 24.77x 34 50% 3.39 1,003万$
2020-02-01 $9,432 2292天 2,891万$ 28814.6% 289.15x 146.7% -49.7% 765.0% 33.43x 32 50% 3.39 1,037万$
2020-03-01 $8,620 2263天 3,201万$ 31910.7% 320.11x 153.7% -49.7% 846.5% 33.82x 31 52% 3.39 1,147万$
2020-04-01 $6,369 2232天 3,201万$ 31910.7% 320.11x 157.0% -49.7% 1181.1% 24.99x 31 52% 3.39 1,147万$
2020-05-01 $8,675 2202天 2,800万$ 27902.5% 280.03x 154.6% -49.7% 840.5% 29.77x 30 50% 3.39 1,003万$
2020-06-01 $9,556 2171天 2,800万$ 27902.5% 280.03x 158.1% -49.7% 753.8% 32.80x 30 50% 3.39 1,003万$
2020-07-01 $9,139 2141天 2,800万$ 27902.5% 280.03x 161.5% -49.7% 792.8% 31.36x 30 50% 3.39 1,003万$
2020-08-01 $11,366 2110天 1,253万$ 12432.0% 125.32x 130.8% -49.7% 617.8% 17.46x 30 47% 3.38 448万$
2020-09-01 $11,691 2079天 1,375万$ 13649.8% 137.50x 137.5% -49.7% 597.9% 19.70x 29 48% 3.38 492万$
2020-10-01 $10,798 2049天 1,375万$ 13649.8% 137.50x 140.5% -49.7% 655.6% 18.20x 29 48% 3.38 492万$
2020-11-01 $13,690 2018天 469万$ 4592.3% 46.92x 100.7% -49.7% 496.0% 7.87x 29 48% 3.36 168万$
2020-12-01 $19,420 1988天 371万$ 3612.3% 37.12x 94.3% -49.7% 320.1% 8.84x 28 46% 3.35 132万$
2021-01-01 $29,278 1957天 188万$ 1781.7% 18.82x 72.9% -49.7% 178.7% 6.75x 28 43% 3.28 67万$
2021-02-01 $33,574 1926天 216万$ 2056.3% 21.56x 79.0% -49.7% 143.0% 8.87x 27 44% 3.32 76万$
2021-03-01 $46,336 1898天 206万$ 1955.6% 20.56x 78.9% -49.7% 76.1% 11.67x 26 42% 3.31 72万$
2021-04-01 $59,119 1867天 206万$ 1955.6% 20.56x 80.7% -49.7% 38.0% 14.89x 26 42% 3.31 72万$
2021-05-01 $58,179 1837天 227万$ 2174.1% 22.74x 86.1% -49.7% 40.2% 16.22x 25 44% 3.33 80万$
2021-06-01 $36,705 1806天 227万$ 2174.1% 22.74x 88.1% -49.7% 122.3% 10.23x 25 44% 3.33 80万$
2021-07-01 $34,120 1776天 227万$ 2174.1% 22.74x 90.1% -49.7% 139.1% 9.51x 25 44% 3.33 80万$
2021-08-01 $42,435 1745天 181万$ 1711.6% 18.12x 83.4% -49.7% 92.3% 9.42x 24 42% 3.30 63万$
2021-09-01 $47,044 1714天 181万$ 1711.6% 18.12x 85.4% -49.7% 73.4% 10.45x 24 42% 3.30 63万$
2021-10-01 $43,636 1684天 181万$ 1711.6% 18.12x 87.4% -49.7% 87.0% 9.69x 24 42% 3.30 63万$
2021-11-01 $59,923 1653天 171万$ 1611.3% 17.11x 87.3% -49.7% 36.2% 12.57x 23 39% 3.30 60万$
2021-12-01 $57,362 1623天 171万$ 1611.3% 17.11x 89.5% -49.7% 42.2% 12.03x 23 39% 3.30 60万$
2022-01-01 $46,813 1592天 171万$ 1611.3% 17.11x 91.8% -49.7% 74.3% 9.82x 23 39% 3.30 60万$
2022-02-01 $38,597 1561天 171万$ 1611.3% 17.11x 94.3% -49.7% 111.4% 8.10x 23 39% 3.30 60万$
2022-03-01 $43,148 1533天 171万$ 1611.3% 17.11x 96.7% -49.7% 89.1% 9.05x 23 39% 3.30 60万$
2022-04-01 $44,600 1502天 171万$ 1611.3% 17.11x 99.5% -49.7% 82.9% 9.35x 23 39% 3.30 60万$
2022-05-01 $38,041 1472天 171万$ 1611.3% 17.11x 102.3% -49.7% 114.5% 7.98x 23 39% 3.30 60万$
2022-06-01 $31,627 1441天 171万$ 1611.3% 17.11x 105.4% -49.7% 158.0% 6.63x 23 39% 3.30 60万$
2022-07-01 $19,731 1411天 171万$ 1611.3% 17.11x 108.6% -49.7% 313.5% 4.14x 23 39% 3.30 60万$
2022-08-01 $23,376 1380天 171万$ 1611.3% 17.11x 112.0% -49.7% 249.0% 4.90x 23 39% 3.30 60万$
2022-09-01 $20,023 1349天 171万$ 1611.3% 17.11x 115.7% -49.7% 307.5% 4.20x 23 39% 3.30 60万$
2022-10-01 $19,416 1319天 171万$ 1611.3% 17.11x 119.5% -49.7% 320.2% 4.07x 23 39% 3.30 60万$
2022-11-01 $20,483 1288天 171万$ 1611.3% 17.11x 123.7% -49.7% 298.3% 4.30x 23 39% 3.30 60万$
2022-12-01 $17,151 1258天 171万$ 1611.3% 17.11x 128.1% -49.7% 375.7% 3.60x 23 39% 3.30 60万$
2023-01-01 $16,533 1227天 171万$ 1611.3% 17.11x 132.9% -49.7% 393.5% 3.47x 23 39% 3.30 60万$
2023-02-01 $23,130 1196天 45万$ 345.8% 4.46x 57.9% -49.7% 252.7% 1.26x 22 36% 3.03 15万$
2023-03-01 $23,441 1168天 48万$ 380.0% 4.80x 63.3% -49.7% 248.1% 1.38x 21 38% 3.10 16万$
2023-04-01 $28,541 1137天 45万$ 348.0% 4.48x 61.9% -49.7% 185.9% 1.57x 20 35% 3.05 15万$
2023-05-01 $28,561 1107天 48万$ 384.3% 4.84x 68.3% -49.7% 185.7% 1.70x 19 37% 3.12 16万$
2023-05-15 $27,233 1093天 48万$ 384.3% 4.84x 69.4% -49.7% 199.6% 1.62x 19 37% 3.12 16万$
2023-06-01 $26,780 1076天 48万$ 384.3% 4.84x 70.8% -49.7% 204.7% 1.59x 19 37% 3.12 16万$
2023-06-15 $25,065 1062天 48万$ 384.3% 4.84x 72.0% -49.7% 225.5% 1.49x 19 37% 3.12 16万$
2023-07-01 $30,398 1046天 44万$ 335.0% 4.35x 67.1% -49.7% 168.4% 1.62x 18 33% 3.06 14万$
2023-07-15 $30,293 1032天 49万$ 394.5% 4.94x 76.1% -49.7% 169.3% 1.84x 17 35% 3.19 16万$
2023-08-01 $28,835 1015天 49万$ 394.5% 4.94x 77.7% -49.7% 183.0% 1.75x 17 35% 3.19 16万$
2023-08-15 $29,402 1001天 49万$ 394.5% 4.94x 79.2% -49.7% 177.5% 1.78x 17 35% 3.19 16万$
2023-09-01 $26,081 984天 49万$ 394.5% 4.94x 81.0% -49.7% 212.8% 1.58x 17 35% 3.19 16万$
2023-09-15 $26,615 970天 49万$ 394.5% 4.94x 82.5% -49.7% 206.6% 1.61x 17 35% 3.19 16万$
2023-10-01 $27,045 954天 49万$ 394.5% 4.94x 84.4% -49.7% 201.7% 1.64x 17 35% 3.19 16万$
2023-10-15 $26,880 940天 54万$ 436.4% 5.36x 92.1% -49.7% 203.5% 1.77x 16 38% 3.27 17万$
2023-11-01 $34,418 923天 43万$ 328.4% 4.28x 77.8% -49.7% 137.1% 1.81x 18 33% 3.09 14万$
2023-11-15 $35,382 909天 46万$ 356.5% 4.57x 84.1% -49.7% 130.6% 1.98x 17 35% 3.14 14万$
2023-12-01 $38,043 893天 48万$ 380.2% 4.80x 90.0% -49.7% 114.5% 2.24x 16 38% 3.20 15万$
2023-12-15 $42,796 879天 35万$ 254.6% 3.55x 69.2% -49.7% 90.6% 1.86x 15 33% 3.05 11万$
2024-01-01 $42,330 862天 35万$ 254.6% 3.55x 71.0% -49.7% 92.7% 1.84x 15 33% 3.05 11万$
2024-01-15 $42,566 848天 41万$ 307.8% 4.08x 83.2% -49.7% 91.7% 2.13x 13 38% 3.23 12万$
2024-02-01 $41,981 831天 41万$ 307.8% 4.08x 85.5% -49.7% 94.3% 2.10x 13 38% 3.23 12万$
2024-02-15 $52,413 817天 21万$ 114.1% 2.14x 40.5% -49.7% 55.7% 1.38x 13 38% 2.78 6万$
2024-03-01 $61,184 802天 11万$ 13.8% 1.14x 6.1% -49.7% 33.4% 0.85x 13 31% 1.91 3万$
2024-03-15 $68,333 788天 12万$ 16.6% 1.17x 7.4% -49.7% 19.4% 0.98x 12 33% 1.98 3万$
2024-04-01 $70,672 771天 12万$ 16.6% 1.17x 7.5% -49.7% 15.4% 1.01x 12 33% 1.98 3万$
2024-04-15 $65,165 757天 13万$ 29.8% 1.30x 13.4% -49.7% 25.2% 1.04x 11 36% 2.33 3万$
2024-05-01 $60,225 741天 13万$ 29.8% 1.30x 13.7% -49.7% 35.5% 0.96x 11 36% 2.33 3万$
2024-05-15 $62,008 727天 13万$ 29.8% 1.30x 14.0% -49.7% 31.6% 0.99x 11 36% 2.33 3万$
2024-06-01 $67,782 710天 15万$ 51.4% 1.51x 23.8% -49.7% 20.4% 1.26x 10 30% 2.27 3万$
2024-06-15 $66,259 696天 15万$ 51.4% 1.51x 24.3% -49.7% 23.1% 1.23x 10 30% 2.27 3万$
2024-07-01 $63,437 680天 15万$ 51.4% 1.51x 25.0% -49.7% 28.6% 1.18x 10 30% 2.27 3万$
2024-07-15 $62,635 666天 15万$ 51.4% 1.51x 25.6% -49.7% 30.3% 1.16x 10 30% 2.27 3万$
2024-08-01 $63,955 649天 16万$ 59.3% 1.59x 30.0% -49.7% 27.6% 1.25x 9 33% 2.44 3万$
2024-08-15 $58,482 635天 16万$ 59.3% 1.59x 30.7% -49.7% 39.5% 1.14x 9 33% 2.44 3万$
2024-09-01 $58,524 618天 17万$ 71.3% 1.71x 37.4% -49.7% 39.4% 1.23x 8 38% 2.68 3万$
2024-09-15 $60,162 604天 17万$ 71.3% 1.71x 38.5% -49.7% 35.6% 1.26x 8 38% 2.68 3万$
2024-10-01 $63,784 588天 17万$ 71.3% 1.71x 39.7% -49.7% 27.9% 1.34x 8 38% 2.68 3万$
2024-10-15 $65,401 574天 17万$ 71.3% 1.71x 40.8% -49.7% 24.8% 1.37x 8 38% 2.68 3万$
2024-11-01 $69,417 557天 19万$ 86.0% 1.86x 50.2% -49.7% 17.5% 1.58x 7 43% 2.99 3万$
2024-11-15 $88,250 543天 13万$ 33.5% 1.33x 21.4% -49.7% -7.5% 1.44x 6 33% 2.29 2万$
2024-12-01 $96,389 527天 13万$ 33.5% 1.33x 22.1% -49.7% -15.4% 1.58x 6 33% 2.29 2万$
2024-12-15 $101,771 513天 13万$ 33.5% 1.33x 22.8% -49.7% -19.8% 1.66x 6 33% 2.29 2万$
2025-01-01 $93,915 496天 13万$ 33.5% 1.33x 23.7% -49.7% -13.1% 1.54x 6 33% 2.29 2万$
2025-01-15 $97,313 482天 13万$ 33.5% 1.33x 24.4% -49.7% -16.2% 1.59x 6 33% 2.29 2万$
2025-02-01 $102,246 465天 13万$ 35.0% 1.35x 26.6% -49.7% -20.2% 1.69x 5 40% 2.32 2万$
2025-02-15 $97,656 451天 13万$ 35.0% 1.35x 27.5% -49.7% -16.5% 1.62x 5 40% 2.32 2万$
2025-03-01 $85,295 437天 13万$ 35.0% 1.35x 28.5% -49.7% -4.3% 1.41x 5 40% 2.32 2万$
2025-03-15 $84,419 423天 13万$ 35.0% 1.35x 29.6% -49.7% -3.4% 1.40x 5 40% 2.32 2万$
2025-04-01 $82,939 406天 13万$ 35.0% 1.35x 31.0% -49.7% -1.6% 1.37x 5 40% 2.32 2万$
2025-04-15 $85,347 392天 13万$ 35.0% 1.35x 32.2% -49.7% -4.4% 1.41x 5 40% 2.32 2万$
2025-05-01 $94,781 376天 8万$ -23.9% 0.76x -23.3% -49.7% -13.9% 0.88x 6 33% 0.63 1万$
2025-05-15 $102,731 362天 7万$ -27.6% 0.72x -27.8% -49.7% -20.6% 0.91x 5 20% 0.12 1万$
2025-06-01 $104,388 345天 7万$ -27.1% 0.73x -28.4% -49.7% -21.8% 0.93x 4 25% 0.12 0万$
2025-06-15 $105,427 331天 7万$ -27.1% 0.73x -29.4% -49.7% -22.6% 0.94x 4 25% 0.12 0万$
2025-07-01 $107,170 315天 7万$ -27.1% 0.73x -30.7% -49.7% -23.9% 0.96x 4 25% 0.12 0万$
2025-07-15 $117,357 301天 8万$ -23.9% 0.76x -28.2% -40.9% -30.5% 1.09x 3 0% 0.00 0万$
2025-08-01 $115,630 284天 8万$ -23.9% 0.76x -29.6% -40.9% -29.4% 1.08x 3 0% 0.00 0万$
2025-08-15 $119,002 270天 8万$ -23.9% 0.76x -30.9% -40.9% -31.4% 1.11x 3 0% 0.00 0万$
2025-09-01 $107,675 253天 8万$ -23.9% 0.76x -32.6% -40.9% -24.2% 1.00x 3 0% 0.00 0万$
2025-09-15 $115,458 239天 8万$ -23.9% 0.76x -34.1% -40.9% -29.3% 1.08x 3 0% 0.00 0万$
2025-10-01 $114,162 223天 8万$ -23.9% 0.76x -36.1% -40.9% -28.5% 1.06x 3 0% 0.00 0万$
2025-10-15 $111,990 209天 9万$ -8.0% 0.92x -13.6% -18.7% -27.1% 1.26x 2 0% 0.00 0万$
2025-11-01 $110,237 192天 9万$ -8.0% 0.92x -14.7% -18.7% -26.0% 1.24x 2 0% 0.00 0万$
2025-11-15 $96,444 178天 9万$ -8.0% 0.92x -15.8% -18.7% -15.4% 1.09x 2 0% 0.00 0万$
2025-12-01 $86,314 162天 9万$ -8.0% 0.92x -17.2% -18.7% -5.5% 0.97x 2 0% 0.00 0万$
2025-12-15 $89,243 148天 9万$ -8.0% 0.92x -18.7% -18.7% -8.6% 1.01x 2 0% 0.00 0万$
2026-01-01 $87,839 131天 9万$ -8.0% 0.92x -20.9% -18.7% -7.1% 0.99x 2 0% 0.00 0万$
2026-01-15 $95,970 117天 11万$ 6.8% 1.07x 22.7% -17.0% -15.0% 1.26x 0 0% ∞ 0万$
2026-02-01 $78,841 100天 11万$ 6.8% 1.07x 27.0% -17.0% 3.5% 1.03x 0 0% ∞ 0万$
2026-02-15 $69,928 86天 11万$ 6.8% 1.07x 32.1% -17.0% 16.7% 0.92x 0 0% ∞ 0万$
2026-03-01 $67,479 72天 11万$ 6.8% 1.07x 39.4% -17.0% 20.9% 0.88x 0 0% ∞ 0万$
2026-03-15 $71,313 58天 11万$ 6.8% 1.07x 51.1% -17.0% 14.4% 0.93x 0 0% ∞ 0万$
2026-04-01 $68,136 41天 11万$ 6.8% 1.07x 79.2% -17.0% 19.7% 0.89x 0 0% ∞ 0万$
2026-04-15 $74,300 27天 10万$ -4.8% 0.95x -48.9% -4.9% 9.8% 0.87x 1 0% 0.00 0万$
2026-05-01 $77,076 11天 10万$ 0.0% 1.00x 0.0% 0.0% 5.9% 0.94x 0 0% ∞ 0万$

要点说明 Key points

注：本策略的原型为从 2020 年开始的一个自动化交易程序，初期以「海龟交易法」为初始策略并不断进化。

从 2020 年初 10 万 USDT 入场，到 2025 年末倍增 200 余倍，总权益达到数千万级别。

2025 年底开始，随着 AI 的日新月异，团队调集市场上最硬核的 AI 算力，将最初的单一策略进化为：智枢（Core）、智锐（Velocity）、智维（Horizon）、智盾（Shield）等四种策略，以应对不同时期的市场挑战。

因此，本 4 种策略的数据为回测数据，实盘业绩从 2026 年 4 月底正式开始。