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批量入场模拟报告

初始资金: $100,000  |  入场方式: 固定每月 1 日  |  Flash执行: 1m trigger (0bps)  |  资金费口径: MySQL 方案A：merge binance/BTCUSDT+hyperliquid/BTCUSD | 结算条数=29,317 | 无结算回退根数=0  |  生成时间: 2026-05-12 08:48
模拟次数
113
盈利次数
94 / 113
平均 CAGR
47.6%
平均最大回撤
-45.0%
平均超额倍数
3.73x
最佳入场
2020-03-01
+18481%
最差入场
2025-05-15
-27%
入场日期入场价(BTC)持续时间 最终权益(万$)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 $7,225 2323天 1,623万$ 16134.0% 162.34x 122.6% -49.6% 1029.3% 14.38x 35 46% 2.77 607万$
2020-02-01 $9,432 2292天 1,678万$ 16683.8% 167.84x 126.2% -49.6% 765.0% 19.40x 33 45% 2.77 627万$
2020-03-01 $8,620 2263天 1,858万$ 18480.9% 185.81x 132.4% -49.6% 846.5% 19.63x 32 47% 2.77 694万$
2020-04-01 $6,369 2232天 1,858万$ 18480.9% 185.81x 135.1% -49.6% 1181.1% 14.50x 32 47% 2.77 694万$
2020-05-01 $8,675 2202天 1,643万$ 16327.9% 164.28x 133.1% -49.6% 840.5% 17.47x 31 45% 2.77 613万$
2020-06-01 $9,556 2171天 1,643万$ 16327.9% 164.28x 135.9% -49.6% 753.8% 19.24x 31 45% 2.77 613万$
2020-07-01 $9,139 2141天 1,643万$ 16327.9% 164.28x 138.8% -49.6% 792.8% 18.40x 31 45% 2.77 613万$
2020-08-01 $11,366 2110天 848万$ 8375.5% 84.75x 115.7% -49.6% 617.8% 11.81x 31 42% 2.76 316万$
2020-09-01 $11,691 2079天 930万$ 9199.1% 92.99x 121.7% -49.6% 597.9% 13.33x 30 43% 2.76 346万$
2020-10-01 $10,798 2049天 930万$ 9199.1% 92.99x 124.3% -49.6% 655.6% 12.31x 30 43% 2.76 346万$
2020-11-01 $13,690 2018天 371万$ 3610.3% 37.10x 92.3% -49.6% 496.0% 6.23x 30 43% 2.74 138万$
2020-12-01 $19,420 1988天 312万$ 3024.5% 31.24x 88.2% -49.6% 320.1% 7.44x 29 41% 2.73 116万$
2021-01-01 $29,278 1957天 108万$ 984.2% 10.84x 56.0% -49.6% 178.7% 3.89x 30 37% 2.62 40万$
2021-02-01 $33,574 1926天 136万$ 1261.1% 13.61x 64.1% -49.6% 143.0% 5.60x 28 39% 2.68 50万$
2021-03-01 $46,336 1898天 147万$ 1372.1% 14.72x 67.8% -49.6% 76.1% 8.36x 27 41% 2.68 53万$
2021-04-01 $59,119 1867天 147万$ 1372.1% 14.72x 69.2% -49.6% 38.0% 10.67x 27 41% 2.68 53万$
2021-05-01 $58,179 1837天 163万$ 1528.5% 16.29x 74.2% -49.6% 40.2% 11.61x 26 42% 2.70 59万$
2021-06-01 $36,705 1806天 163万$ 1528.5% 16.29x 75.8% -49.6% 122.3% 7.33x 26 42% 2.70 59万$
2021-07-01 $34,120 1776天 163万$ 1528.5% 16.29x 77.5% -49.6% 139.1% 6.81x 26 42% 2.70 59万$
2021-08-01 $42,435 1745天 136万$ 1259.4% 13.59x 72.7% -49.6% 92.3% 7.07x 25 40% 2.68 49万$
2021-09-01 $47,044 1714天 136万$ 1259.4% 13.59x 74.4% -49.6% 73.4% 7.84x 25 40% 2.68 49万$
2021-10-01 $43,636 1684天 136万$ 1259.4% 13.59x 76.1% -49.6% 87.0% 7.27x 25 40% 2.68 49万$
2021-11-01 $59,923 1653天 128万$ 1184.1% 12.84x 75.8% -49.6% 36.2% 9.43x 24 38% 2.67 46万$
2021-12-01 $57,362 1623天 128万$ 1184.1% 12.84x 77.6% -49.6% 42.2% 9.03x 24 38% 2.67 46万$
2022-01-01 $46,813 1592天 128万$ 1184.1% 12.84x 79.6% -49.6% 74.3% 7.37x 24 38% 2.67 46万$
2022-02-01 $38,597 1561天 128万$ 1184.1% 12.84x 81.7% -49.6% 111.4% 6.07x 24 38% 2.67 46万$
2022-03-01 $43,148 1533天 128万$ 1184.1% 12.84x 83.7% -49.6% 89.1% 6.79x 24 38% 2.67 46万$
2022-04-01 $44,600 1502天 128万$ 1184.1% 12.84x 86.0% -49.6% 82.9% 7.02x 24 38% 2.67 46万$
2022-05-01 $38,041 1472天 128万$ 1184.1% 12.84x 88.4% -49.6% 114.5% 5.99x 24 38% 2.67 46万$
2022-06-01 $31,627 1441天 128万$ 1184.1% 12.84x 91.0% -49.6% 158.0% 4.98x 24 38% 2.67 46万$
2022-07-01 $19,731 1411天 128万$ 1184.1% 12.84x 93.6% -49.6% 313.5% 3.11x 24 38% 2.67 46万$
2022-08-01 $23,376 1380天 128万$ 1184.1% 12.84x 96.5% -49.6% 249.0% 3.68x 24 38% 2.67 46万$
2022-09-01 $20,023 1349天 128万$ 1184.1% 12.84x 99.6% -49.6% 307.5% 3.15x 24 38% 2.67 46万$
2022-10-01 $19,416 1319天 128万$ 1184.1% 12.84x 102.8% -49.6% 320.2% 3.06x 24 38% 2.67 46万$
2022-11-01 $20,483 1288天 128万$ 1184.1% 12.84x 106.2% -49.6% 298.3% 3.22x 24 38% 2.67 46万$
2022-12-01 $17,151 1258天 128万$ 1184.1% 12.84x 109.8% -49.6% 375.7% 2.70x 24 38% 2.67 46万$
2023-01-01 $16,533 1227天 128万$ 1184.1% 12.84x 113.8% -49.6% 393.5% 2.60x 24 38% 2.67 46万$
2023-02-01 $23,130 1196天 39万$ 291.9% 3.92x 51.8% -49.6% 252.7% 1.11x 23 35% 2.43 14万$
2023-03-01 $23,441 1168天 42万$ 321.9% 4.22x 56.9% -49.6% 248.1% 1.21x 22 36% 2.49 15万$
2023-04-01 $28,541 1137天 39万$ 293.8% 3.94x 55.3% -49.6% 185.9% 1.38x 21 33% 2.44 14万$
2023-05-01 $28,561 1107天 43万$ 325.7% 4.26x 61.3% -49.6% 185.7% 1.49x 20 35% 2.50 15万$
2023-05-15 $27,233 1093天 43万$ 325.7% 4.26x 62.3% -49.6% 199.6% 1.42x 20 35% 2.50 15万$
2023-06-01 $26,780 1076天 43万$ 325.7% 4.26x 63.5% -49.6% 204.7% 1.40x 20 35% 2.50 15万$
2023-06-15 $25,065 1062天 43万$ 325.7% 4.26x 64.6% -49.6% 225.5% 1.31x 20 35% 2.50 15万$
2023-07-01 $30,398 1046天 37万$ 268.4% 3.68x 57.7% -49.6% 168.4% 1.37x 19 32% 2.44 12万$
2023-07-15 $30,293 1032天 42万$ 318.7% 4.19x 66.0% -49.6% 169.3% 1.55x 18 33% 2.55 14万$
2023-08-01 $28,835 1015天 42万$ 318.7% 4.19x 67.4% -49.6% 183.0% 1.48x 18 33% 2.55 14万$
2023-08-15 $29,402 1001天 42万$ 318.7% 4.19x 68.6% -49.6% 177.5% 1.51x 18 33% 2.55 14万$
2023-09-01 $26,081 984天 42万$ 318.7% 4.19x 70.2% -49.6% 212.8% 1.34x 18 33% 2.55 14万$
2023-09-15 $26,615 970天 42万$ 318.7% 4.19x 71.5% -49.6% 206.6% 1.37x 18 33% 2.55 14万$
2023-10-01 $27,045 954天 42万$ 318.7% 4.19x 73.0% -49.6% 201.7% 1.39x 18 33% 2.55 14万$
2023-10-15 $26,880 940天 45万$ 354.2% 4.54x 80.0% -49.6% 203.5% 1.50x 17 35% 2.62 15万$
2023-11-01 $34,418 923天 29万$ 185.2% 2.85x 51.4% -49.6% 137.1% 1.20x 19 32% 2.32 9万$
2023-11-15 $35,382 909天 30万$ 203.9% 3.04x 56.3% -49.6% 130.6% 1.32x 18 33% 2.37 10万$
2023-12-01 $38,043 893天 32万$ 219.6% 3.20x 60.8% -49.6% 114.5% 1.49x 17 35% 2.42 10万$
2023-12-15 $42,796 879天 27万$ 170.3% 2.70x 51.2% -49.6% 90.6% 1.42x 16 31% 2.35 8万$
2024-01-01 $42,330 862天 27万$ 170.3% 2.70x 52.4% -49.6% 92.7% 1.40x 16 31% 2.35 8万$
2024-01-15 $42,566 848天 31万$ 210.9% 3.11x 63.0% -49.6% 91.7% 1.62x 14 36% 2.52 9万$
2024-02-01 $41,981 831天 31万$ 210.9% 3.11x 64.6% -49.6% 94.3% 1.60x 14 36% 2.52 9万$
2024-02-15 $52,413 817天 18万$ 76.3% 1.76x 28.8% -49.6% 55.7% 1.13x 14 36% 2.07 5万$
2024-03-01 $61,184 802天 11万$ 11.0% 1.11x 4.9% -49.6% 33.4% 0.83x 13 31% 1.53 2万$
2024-03-15 $68,333 788天 10万$ 0.2% 1.00x 0.1% -49.6% 19.4% 0.84x 13 31% 1.39 2万$
2024-04-01 $70,672 771天 10万$ 0.2% 1.00x 0.1% -49.6% 15.4% 0.87x 13 31% 1.39 2万$
2024-04-15 $65,165 757天 12万$ 21.8% 1.22x 10.0% -49.6% 25.2% 0.97x 11 36% 1.89 3万$
2024-05-01 $60,225 741天 12万$ 21.8% 1.22x 10.2% -49.6% 35.5% 0.90x 11 36% 1.89 3万$
2024-05-15 $62,008 727天 12万$ 21.8% 1.22x 10.4% -49.6% 31.6% 0.93x 11 36% 1.89 3万$
2024-06-01 $67,782 710天 13万$ 29.4% 1.29x 14.2% -49.6% 20.4% 1.07x 11 27% 1.63 2万$
2024-06-15 $66,259 696天 14万$ 42.1% 1.42x 20.3% -49.6% 23.1% 1.15x 10 30% 1.84 3万$
2024-07-01 $63,437 680天 14万$ 42.1% 1.42x 20.8% -49.6% 28.6% 1.11x 10 30% 1.84 3万$
2024-07-15 $62,635 666天 14万$ 42.1% 1.42x 21.3% -49.6% 30.3% 1.09x 10 30% 1.84 3万$
2024-08-01 $63,955 649天 15万$ 49.5% 1.50x 25.4% -49.6% 27.6% 1.17x 9 33% 1.97 3万$
2024-08-15 $58,482 635天 15万$ 49.5% 1.50x 26.0% -49.6% 39.5% 1.07x 9 33% 1.97 3万$
2024-09-01 $58,524 618天 16万$ 60.7% 1.61x 32.4% -49.6% 39.4% 1.15x 8 38% 2.16 3万$
2024-09-15 $60,162 604天 16万$ 60.7% 1.61x 33.2% -49.6% 35.6% 1.19x 8 38% 2.16 3万$
2024-10-01 $63,784 588天 16万$ 60.7% 1.61x 34.3% -49.6% 27.9% 1.26x 8 38% 2.16 3万$
2024-10-15 $65,401 574天 16万$ 60.7% 1.61x 35.3% -49.6% 24.8% 1.29x 8 38% 2.16 3万$
2024-11-01 $69,417 557天 17万$ 74.6% 1.75x 44.1% -49.6% 17.5% 1.49x 7 43% 2.40 3万$
2024-11-15 $88,250 543天 13万$ 32.2% 1.32x 20.6% -49.6% -7.5% 1.43x 6 33% 1.82 2万$
2024-12-01 $96,389 527天 13万$ 32.2% 1.32x 21.3% -49.6% -15.4% 1.56x 6 33% 1.82 2万$
2024-12-15 $101,771 513天 13万$ 32.2% 1.32x 22.0% -49.6% -19.8% 1.65x 6 33% 1.82 2万$
2025-01-01 $93,915 496天 13万$ 32.2% 1.32x 22.8% -49.6% -13.1% 1.52x 6 33% 1.82 2万$
2025-01-15 $97,313 482天 13万$ 32.2% 1.32x 23.5% -49.6% -16.2% 1.58x 6 33% 1.82 2万$
2025-02-01 $102,246 465天 13万$ 33.7% 1.34x 25.6% -49.6% -20.2% 1.67x 5 40% 1.84 2万$
2025-02-15 $97,656 451天 13万$ 33.7% 1.34x 26.5% -49.6% -16.5% 1.60x 5 40% 1.84 2万$
2025-03-01 $85,295 437天 13万$ 33.7% 1.34x 27.4% -49.6% -4.3% 1.40x 5 40% 1.84 2万$
2025-03-15 $84,419 423天 13万$ 33.7% 1.34x 28.5% -49.6% -3.4% 1.38x 5 40% 1.84 2万$
2025-04-01 $82,939 406天 13万$ 33.7% 1.34x 29.8% -49.6% -1.6% 1.36x 5 40% 1.84 2万$
2025-04-15 $85,347 392天 13万$ 33.7% 1.34x 31.0% -49.6% -4.4% 1.40x 5 40% 1.84 2万$
2025-05-01 $94,781 376天 8万$ -21.3% 0.79x -20.7% -49.6% -13.9% 0.91x 6 33% 0.57 1万$
2025-05-15 $102,731 362天 7万$ -27.1% 0.73x -27.3% -49.6% -20.6% 0.92x 5 20% 0.11 1万$
2025-06-01 $104,388 345天 7万$ -26.5% 0.73x -27.8% -49.6% -21.8% 0.94x 4 25% 0.11 0万$
2025-06-15 $105,427 331天 7万$ -26.5% 0.73x -28.8% -49.6% -22.6% 0.95x 4 25% 0.11 0万$
2025-07-01 $107,170 315天 7万$ -26.5% 0.73x -30.0% -49.6% -23.9% 0.97x 4 25% 0.11 0万$
2025-07-15 $117,357 301天 7万$ -25.5% 0.74x -30.1% -42.5% -30.5% 1.07x 3 0% 0.00 0万$
2025-08-01 $115,630 284天 7万$ -25.5% 0.74x -31.6% -42.5% -29.4% 1.06x 3 0% 0.00 0万$
2025-08-15 $119,002 270天 7万$ -25.5% 0.74x -32.9% -42.5% -31.4% 1.09x 3 0% 0.00 0万$
2025-09-01 $107,675 253天 7万$ -25.5% 0.74x -34.7% -42.5% -24.2% 0.98x 3 0% 0.00 0万$
2025-09-15 $115,458 239天 7万$ -25.5% 0.74x -36.3% -42.5% -29.3% 1.05x 3 0% 0.00 0万$
2025-10-01 $114,162 223天 7万$ -25.5% 0.74x -38.3% -42.5% -28.5% 1.04x 3 0% 0.00 0万$
2025-10-15 $111,990 209天 9万$ -7.5% 0.93x -12.7% -18.7% -27.1% 1.27x 2 0% 0.00 0万$
2025-11-01 $110,237 192天 9万$ -7.5% 0.93x -13.7% -18.7% -26.0% 1.25x 2 0% 0.00 0万$
2025-11-15 $96,444 178天 9万$ -7.5% 0.93x -14.7% -18.7% -15.4% 1.09x 2 0% 0.00 0万$
2025-12-01 $86,314 162天 9万$ -7.5% 0.93x -16.0% -18.7% -5.5% 0.98x 2 0% 0.00 0万$
2025-12-15 $89,243 148天 9万$ -7.5% 0.93x -17.4% -18.7% -8.6% 1.01x 2 0% 0.00 0万$
2026-01-01 $87,839 131天 9万$ -7.5% 0.93x -19.4% -18.7% -7.1% 1.00x 2 0% 0.00 0万$
2026-01-15 $95,970 117天 11万$ 7.4% 1.07x 25.1% -16.5% -15.0% 1.26x 0 0% ∞ 0万$
2026-02-01 $78,841 100天 11万$ 7.4% 1.07x 30.0% -16.5% 3.5% 1.04x 0 0% ∞ 0万$
2026-02-15 $69,928 86天 11万$ 7.4% 1.07x 35.7% -16.5% 16.7% 0.92x 0 0% ∞ 0万$
2026-03-01 $67,479 72天 11万$ 7.4% 1.07x 44.0% -16.5% 20.9% 0.89x 0 0% ∞ 0万$
2026-03-15 $71,313 58天 11万$ 7.4% 1.07x 57.2% -16.5% 14.4% 0.94x 0 0% ∞ 0万$
2026-04-01 $68,136 41天 11万$ 7.4% 1.07x 89.6% -16.5% 19.7% 0.90x 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。