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批量入场模拟报告

初始资金: $100,000  |  入场方式: 固定每月 1 日  |  Flash执行: 1m trigger (0bps)  |  资金费口径: MySQL 方案A：merge binance/BTCUSDT+hyperliquid/BTCUSD | 结算条数=29,317 | 无结算回退根数=0  |  生成时间: 2026-05-12 08:49
模拟次数
113
盈利次数
101 / 113
平均 CAGR
51.2%
平均最大回撤
-44.4%
平均超额倍数
3.73x
最佳入场
2020-03-01
+23570%
最差入场
2025-09-01
-25%
入场日期入场价(BTC)持续时间 最终权益(万$)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 $7,225 2323天 1,956万$ 19458.7% 195.59x 129.2% -54.6% 1029.3% 17.32x 36 47% 3.26 636万$
2020-02-01 $9,432 2292天 2,113万$ 21030.1% 211.30x 134.7% -54.6% 765.0% 24.43x 34 47% 3.26 687万$
2020-03-01 $8,620 2263天 2,367万$ 23570.5% 236.70x 141.7% -54.6% 846.5% 25.01x 33 48% 3.27 769万$
2020-04-01 $6,369 2232天 1,759万$ 17485.7% 175.86x 133.0% -54.6% 1181.1% 13.73x 33 48% 3.27 571万$
2020-05-01 $8,675 2202天 1,182万$ 11719.8% 118.20x 120.7% -54.6% 840.5% 12.57x 32 47% 3.26 384万$
2020-06-01 $9,556 2171天 1,182万$ 11719.8% 118.20x 123.2% -54.6% 753.8% 13.84x 32 47% 3.26 384万$
2020-07-01 $9,139 2141天 1,203万$ 11928.2% 120.28x 126.4% -54.6% 792.8% 13.47x 32 47% 3.26 391万$
2020-08-01 $11,366 2110天 744万$ 7339.6% 74.40x 110.8% -54.6% 617.8% 10.36x 32 44% 3.25 241万$
2020-09-01 $11,691 2079天 816万$ 8062.5% 81.63x 116.7% -54.6% 597.9% 11.70x 31 45% 3.26 264万$
2020-10-01 $10,798 2049天 813万$ 8029.5% 81.29x 119.0% -54.6% 655.6% 10.76x 31 45% 3.26 263万$
2020-11-01 $13,690 2018天 405万$ 3947.0% 40.47x 95.4% -54.6% 496.0% 6.79x 31 45% 3.24 131万$
2020-12-01 $19,420 1988天 323万$ 3129.7% 32.30x 89.4% -54.6% 320.1% 7.69x 30 43% 3.23 104万$
2021-01-01 $29,278 1957天 137万$ 1274.0% 13.74x 63.1% -54.6% 178.7% 4.93x 30 40% 3.12 44万$
2021-02-01 $33,574 1926天 165万$ 1550.0% 16.50x 70.2% -54.6% 143.0% 6.79x 29 41% 3.17 53万$
2021-03-01 $46,336 1898天 123万$ 1130.0% 12.30x 62.1% -54.6% 76.1% 6.99x 28 36% 3.13 39万$
2021-04-01 $59,119 1867天 125万$ 1152.6% 12.53x 64.0% -54.6% 38.0% 9.08x 28 36% 3.13 39万$
2021-05-01 $58,179 1837天 164万$ 1542.4% 16.42x 74.5% -54.6% 40.2% 11.71x 27 41% 3.19 51万$
2021-06-01 $36,705 1806天 126万$ 1157.1% 12.57x 66.9% -54.6% 122.3% 5.66x 27 37% 3.16 39万$
2021-07-01 $34,120 1776天 163万$ 1527.9% 16.28x 77.5% -54.6% 139.1% 6.81x 27 41% 3.19 51万$
2021-08-01 $42,435 1745天 170万$ 1600.6% 17.01x 81.0% -54.6% 92.3% 8.84x 26 38% 3.17 53万$
2021-09-01 $47,044 1714天 170万$ 1600.6% 17.01x 82.9% -54.6% 73.4% 9.81x 26 38% 3.17 53万$
2021-10-01 $43,636 1684天 170万$ 1600.6% 17.01x 84.9% -54.6% 87.0% 9.10x 26 38% 3.17 53万$
2021-11-01 $59,923 1653天 156万$ 1457.9% 15.58x 83.4% -54.6% 36.2% 11.44x 25 36% 3.17 48万$
2021-12-01 $57,362 1623天 148万$ 1376.7% 14.77x 83.3% -54.6% 42.2% 10.38x 25 36% 3.17 46万$
2022-01-01 $46,813 1592天 154万$ 1435.7% 15.36x 87.1% -54.6% 74.3% 8.81x 25 36% 3.17 48万$
2022-02-01 $38,597 1561天 138万$ 1278.6% 13.79x 84.8% -54.6% 111.4% 6.52x 25 36% 3.17 43万$
2022-03-01 $43,148 1533天 141万$ 1311.4% 14.11x 87.9% -54.6% 89.1% 7.46x 25 36% 3.17 44万$
2022-04-01 $44,600 1502天 141万$ 1311.4% 14.11x 90.4% -54.6% 82.9% 7.72x 25 36% 3.17 44万$
2022-05-01 $38,041 1472天 149万$ 1388.8% 14.89x 95.4% -54.6% 114.5% 6.94x 25 36% 3.17 46万$
2022-06-01 $31,627 1441天 129万$ 1186.4% 12.86x 91.1% -54.6% 158.0% 4.99x 25 36% 3.17 40万$
2022-07-01 $19,731 1411天 104万$ 937.7% 10.38x 83.2% -54.6% 313.5% 2.51x 25 36% 3.17 32万$
2022-08-01 $23,376 1380天 109万$ 992.6% 10.93x 88.3% -54.6% 249.0% 3.13x 24 38% 3.19 34万$
2022-09-01 $20,023 1349天 100万$ 901.4% 10.01x 86.6% -54.6% 307.5% 2.46x 24 38% 3.19 31万$
2022-10-01 $19,416 1319天 108万$ 980.2% 10.80x 93.3% -54.6% 320.2% 2.57x 24 38% 3.19 34万$
2022-11-01 $20,483 1288天 108万$ 980.2% 10.80x 96.4% -54.6% 298.3% 2.71x 24 38% 3.19 34万$
2022-12-01 $17,151 1258天 94万$ 844.0% 9.44x 91.9% -54.6% 375.7% 1.98x 24 38% 3.19 29万$
2023-01-01 $16,533 1227天 110万$ 1002.6% 11.03x 104.3% -54.6% 393.5% 2.23x 23 39% 3.27 34万$
2023-02-01 $23,130 1196天 24万$ 136.1% 2.36x 30.0% -54.6% 252.7% 0.67x 22 36% 3.00 7万$
2023-03-01 $23,441 1168天 25万$ 152.7% 2.53x 33.6% -54.6% 248.1% 0.73x 21 38% 3.12 7万$
2023-04-01 $28,541 1137天 25万$ 150.6% 2.51x 34.3% -54.6% 185.9% 0.88x 20 35% 3.01 7万$
2023-05-01 $28,561 1107天 28万$ 175.2% 2.75x 39.7% -54.6% 185.7% 0.96x 19 37% 3.21 8万$
2023-05-15 $27,233 1093天 28万$ 181.1% 2.81x 41.2% -54.6% 199.6% 0.94x 19 37% 3.21 8万$
2023-06-01 $26,780 1076天 29万$ 186.8% 2.87x 43.0% -54.6% 204.7% 0.94x 19 37% 3.21 8万$
2023-06-15 $25,065 1062天 31万$ 205.2% 3.05x 46.8% -54.6% 225.5% 0.94x 19 37% 3.21 9万$
2023-07-01 $30,398 1046天 27万$ 168.8% 2.69x 41.2% -54.6% 168.4% 1.00x 18 33% 3.05 8万$
2023-07-15 $30,293 1032天 31万$ 205.5% 3.06x 48.5% -54.6% 169.3% 1.13x 17 35% 3.33 8万$
2023-08-01 $28,835 1015天 31万$ 207.5% 3.08x 49.8% -54.6% 183.0% 1.09x 17 35% 3.33 9万$
2023-08-15 $29,402 1001天 32万$ 216.4% 3.16x 52.2% -54.6% 177.5% 1.14x 17 35% 3.33 9万$
2023-09-01 $26,081 984天 30万$ 198.2% 2.98x 50.0% -54.6% 212.8% 0.95x 17 35% 3.33 8万$
2023-09-15 $26,615 970天 32万$ 218.3% 3.18x 54.7% -54.6% 206.6% 1.04x 17 35% 3.33 9万$
2023-10-01 $27,045 954天 32万$ 218.3% 3.18x 55.8% -54.6% 201.7% 1.06x 17 35% 3.33 9万$
2023-10-15 $26,880 940天 35万$ 251.5% 3.52x 63.0% -54.6% 203.5% 1.16x 16 38% 3.51 10万$
2023-11-01 $34,418 923天 32万$ 223.3% 3.23x 59.1% -54.6% 137.1% 1.36x 18 33% 3.05 9万$
2023-11-15 $35,382 909天 34万$ 244.5% 3.44x 64.4% -54.6% 130.6% 1.49x 17 35% 3.14 9万$
2023-12-01 $38,043 893天 36万$ 262.3% 3.62x 69.3% -54.6% 114.5% 1.69x 16 38% 3.24 10万$
2023-12-15 $42,796 879天 23万$ 128.0% 2.28x 40.8% -54.6% 90.6% 1.20x 15 33% 3.12 6万$
2024-01-01 $42,330 862天 23万$ 128.0% 2.28x 41.8% -54.6% 92.7% 1.18x 15 33% 3.12 6万$
2024-01-15 $42,566 848天 26万$ 162.2% 2.62x 51.5% -54.6% 91.7% 1.37x 13 38% 3.53 6万$
2024-02-01 $41,981 831天 27万$ 167.8% 2.68x 54.2% -54.6% 94.3% 1.38x 13 38% 3.53 6万$
2024-02-15 $52,413 817天 16万$ 55.2% 1.55x 21.7% -57.2% 55.7% 1.00x 13 31% 2.57 3万$
2024-03-01 $61,184 802天 9万$ -6.3% 0.94x -2.9% -52.9% 33.4% 0.70x 13 31% 1.64 2万$
2024-03-15 $68,333 788天 10万$ -4.0% 0.96x -1.9% -52.3% 19.4% 0.80x 12 33% 1.73 2万$
2024-04-01 $70,672 771天 10万$ -1.0% 0.99x -0.5% -52.3% 15.4% 0.86x 12 33% 1.73 2万$
2024-04-15 $65,165 757天 11万$ 11.2% 1.11x 5.2% -52.3% 25.2% 0.89x 11 36% 2.31 2万$
2024-05-01 $60,225 741天 11万$ 13.1% 1.13x 6.3% -52.3% 35.5% 0.84x 11 36% 2.31 2万$
2024-05-15 $62,008 727天 12万$ 15.2% 1.15x 7.4% -52.3% 31.6% 0.88x 11 36% 2.31 2万$
2024-06-01 $67,782 710天 13万$ 26.7% 1.27x 13.0% -36.1% 20.4% 1.05x 10 30% 2.21 2万$
2024-06-15 $66,259 696天 13万$ 31.8% 1.32x 15.6% -36.4% 23.1% 1.07x 10 30% 2.20 2万$
2024-07-01 $63,437 680天 13万$ 31.0% 1.31x 15.6% -36.4% 28.6% 1.02x 10 30% 2.20 2万$
2024-07-15 $62,635 666天 14万$ 36.4% 1.36x 18.5% -32.3% 30.3% 1.05x 10 30% 2.21 2万$
2024-08-01 $63,955 649天 14万$ 43.5% 1.43x 22.5% -32.3% 27.6% 1.12x 9 33% 2.51 2万$
2024-08-15 $58,482 635天 14万$ 37.7% 1.38x 20.2% -31.9% 39.5% 0.99x 9 33% 2.33 2万$
2024-09-01 $58,524 618天 16万$ 58.9% 1.59x 31.5% -31.9% 39.4% 1.14x 8 38% 3.00 2万$
2024-09-15 $60,162 604天 17万$ 67.2% 1.67x 36.5% -31.9% 35.6% 1.23x 8 38% 3.00 2万$
2024-10-01 $63,784 588天 17万$ 67.2% 1.67x 37.6% -31.9% 27.9% 1.31x 8 38% 3.00 2万$
2024-10-15 $65,401 574天 18万$ 78.3% 1.78x 44.5% -31.9% 24.8% 1.43x 8 38% 3.00 2万$
2024-11-01 $69,417 557天 19万$ 93.6% 1.94x 54.2% -31.9% 17.5% 1.65x 7 43% 3.66 2万$
2024-11-15 $88,250 543天 15万$ 46.8% 1.47x 29.4% -31.9% -7.5% 1.59x 6 33% 2.77 1万$
2024-12-01 $96,389 527天 15万$ 46.8% 1.47x 30.5% -31.9% -15.4% 1.73x 6 33% 2.77 1万$
2024-12-15 $101,771 513天 15万$ 46.8% 1.47x 31.4% -31.9% -19.8% 1.83x 6 33% 2.77 1万$
2025-01-01 $93,915 496天 15万$ 48.9% 1.49x 34.1% -31.9% -13.1% 1.71x 6 33% 2.77 1万$
2025-01-15 $97,313 482天 15万$ 52.9% 1.53x 37.9% -31.9% -16.2% 1.82x 6 33% 2.77 1万$
2025-02-01 $102,246 465天 16万$ 57.8% 1.58x 43.1% -31.9% -20.2% 1.98x 5 40% 2.81 1万$
2025-02-15 $97,656 451天 16万$ 61.8% 1.62x 47.6% -31.9% -16.5% 1.94x 5 40% 2.81 1万$
2025-03-01 $85,295 437天 15万$ 48.8% 1.49x 39.4% -31.9% -4.3% 1.56x 5 40% 2.81 1万$
2025-03-15 $84,419 423天 15万$ 53.8% 1.54x 45.0% -31.9% -3.4% 1.59x 5 40% 2.81 1万$
2025-04-01 $82,939 406天 16万$ 59.8% 1.60x 52.5% -31.9% -1.6% 1.62x 5 40% 2.81 1万$
2025-04-15 $85,347 392天 17万$ 68.9% 1.69x 63.0% -31.9% -4.4% 1.77x 5 40% 2.81 1万$
2025-05-01 $94,781 376天 11万$ 11.2% 1.11x 10.9% -31.9% -13.9% 1.29x 6 33% 1.15 1万$
2025-05-15 $102,731 362天 10万$ 2.9% 1.03x 2.9% -31.9% -20.6% 1.30x 5 20% 0.58 0万$
2025-06-01 $104,388 345天 10万$ 3.7% 1.04x 3.9% -31.9% -21.8% 1.33x 4 25% 0.58 0万$
2025-06-15 $105,427 331天 11万$ 5.9% 1.06x 6.5% -31.9% -22.6% 1.37x 4 25% 0.58 0万$
2025-07-01 $107,170 315天 11万$ 9.3% 1.09x 10.9% -31.9% -23.9% 1.44x 4 25% 0.58 0万$
2025-07-15 $117,357 301天 8万$ -24.0% 0.76x -28.3% -54.6% -30.5% 1.09x 3 0% 0.00 0万$
2025-08-01 $115,630 284天 8万$ -24.0% 0.76x -29.8% -54.6% -29.4% 1.08x 3 0% 0.00 0万$
2025-08-15 $119,002 270天 8万$ -23.1% 0.77x -29.9% -54.6% -31.4% 1.12x 3 0% 0.00 0万$
2025-09-01 $107,675 253天 7万$ -25.4% 0.75x -34.5% -54.6% -24.2% 0.98x 3 0% 0.00 0万$
2025-09-15 $115,458 239天 7万$ -25.4% 0.75x -36.1% -54.6% -29.3% 1.06x 3 0% 0.00 0万$
2025-10-01 $114,162 223天 8万$ -23.9% 0.76x -36.1% -54.6% -28.5% 1.06x 3 0% 0.00 0万$
2025-10-15 $111,990 209天 11万$ 14.3% 1.14x 26.3% -31.9% -27.1% 1.57x 2 0% 0.00 0万$
2025-11-01 $110,237 192天 11万$ 14.3% 1.14x 28.9% -31.9% -26.0% 1.54x 2 0% 0.00 0万$
2025-11-15 $96,444 178天 13万$ 26.4% 1.26x 61.7% -26.0% -15.4% 1.49x 2 0% 0.00 0万$
2025-12-01 $86,314 162天 12万$ 20.3% 1.20x 51.6% -18.8% -5.5% 1.27x 2 0% 0.00 0万$
2025-12-15 $89,243 148天 12万$ 20.3% 1.20x 57.7% -18.8% -8.6% 1.32x 2 0% 0.00 0万$
2026-01-01 $87,839 131天 13万$ 25.3% 1.25x 87.7% -15.9% -7.1% 1.35x 2 0% 0.00 0万$
2026-01-15 $95,970 117天 15万$ 45.5% 1.46x 222.6% -15.0% -15.0% 1.71x 0 0% ∞ 0万$
2026-02-01 $78,841 100天 10万$ 3.3% 1.03x 12.8% -11.5% 3.5% 1.00x 0 0% ∞ 0万$
2026-02-15 $69,928 86天 10万$ -2.8% 0.97x -11.4% -12.6% 16.7% 0.83x 0 0% ∞ 0万$
2026-03-01 $67,479 72天 10万$ 1.6% 1.02x 8.5% -11.1% 20.9% 0.84x 0 0% ∞ 0万$
2026-03-15 $71,313 58天 10万$ 1.6% 1.02x 10.7% -11.1% 14.4% 0.89x 0 0% ∞ 0万$
2026-04-01 $68,136 41天 11万$ 5.2% 1.05x 56.7% -11.1% 19.7% 0.88x 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。