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批量入场模拟报告

初始资金: $100,000  |  入场方式: 固定每月 1 日  |  Flash执行: 1m trigger (0bps)  |  资金费口径: MySQL 方案A：merge binance/BTCUSDT+hyperliquid/BTCUSD | 结算条数=29,317 | 无结算回退根数=0  |  生成时间: 2026-05-12 08:48
模拟次数
113
盈利次数
94 / 113
平均 CAGR
43.0%
平均最大回撤
-26.0%
平均超额倍数
1.93x
最佳入场
2020-03-01
+2220%
最差入场
2025-07-15
-15%
入场日期入场价(BTC)持续时间 最终权益(万$)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 $7,225 2323天 217万$ 2069.4% 21.69x 62.2% -35.2% 1029.3% 1.92x 33 48% 4.07 42万$
2020-02-01 $9,432 2292天 222万$ 2119.7% 22.20x 63.9% -35.2% 765.0% 2.57x 31 48% 4.08 43万$
2020-03-01 $8,620 2263天 232万$ 2220.3% 23.20x 66.1% -35.2% 846.5% 2.45x 30 50% 4.09 44万$
2020-04-01 $6,369 2232天 232万$ 2220.3% 23.20x 67.3% -35.2% 1181.1% 1.81x 30 50% 4.09 44万$
2020-05-01 $8,675 2202天 216万$ 2060.5% 21.61x 66.5% -35.2% 840.5% 2.30x 29 48% 4.08 41万$
2020-06-01 $9,556 2171天 216万$ 2060.5% 21.61x 67.7% -35.2% 753.8% 2.53x 29 48% 4.08 41万$
2020-07-01 $9,139 2141天 216万$ 2060.5% 21.61x 68.9% -35.2% 792.8% 2.42x 29 48% 4.08 41万$
2020-08-01 $11,366 2110天 173万$ 1632.0% 17.32x 63.8% -35.2% 617.8% 2.41x 29 45% 4.02 33万$
2020-09-01 $11,691 2079天 180万$ 1703.6% 18.04x 66.2% -35.2% 597.9% 2.58x 28 46% 4.05 34万$
2020-10-01 $10,798 2049天 180万$ 1703.6% 18.04x 67.5% -35.2% 655.6% 2.39x 28 46% 4.05 34万$
2020-11-01 $13,690 2018天 114万$ 1043.4% 11.43x 55.4% -35.2% 496.0% 1.92x 28 46% 3.95 21万$
2020-12-01 $19,420 1988天 104万$ 937.1% 10.37x 53.7% -35.2% 320.1% 2.47x 27 44% 3.92 19万$
2021-01-01 $29,278 1957天 67万$ 572.4% 6.72x 42.7% -28.0% 178.7% 2.41x 27 41% 3.70 12万$
2021-02-01 $33,574 1926天 72万$ 623.2% 7.23x 45.5% -28.0% 143.0% 2.98x 26 42% 3.78 13万$
2021-03-01 $46,336 1898天 71万$ 607.7% 7.08x 45.7% -28.0% 76.1% 4.02x 25 40% 3.77 13万$
2021-04-01 $59,119 1867天 71万$ 607.7% 7.08x 46.6% -28.0% 38.0% 5.13x 25 40% 3.77 13万$
2021-05-01 $58,179 1837天 81万$ 706.5% 8.07x 51.4% -28.0% 40.2% 5.75x 24 42% 3.94 14万$
2021-06-01 $36,705 1806天 81万$ 706.5% 8.07x 52.5% -28.0% 122.3% 3.63x 24 42% 3.94 14万$
2021-07-01 $34,120 1776天 81万$ 706.5% 8.07x 53.6% -28.0% 139.1% 3.37x 24 42% 3.94 14万$
2021-08-01 $42,435 1745天 78万$ 683.3% 7.83x 53.9% -28.0% 92.3% 4.07x 24 42% 3.93 14万$
2021-09-01 $47,044 1714天 78万$ 683.3% 7.83x 55.1% -28.0% 73.4% 4.52x 24 42% 3.93 14万$
2021-10-01 $43,636 1684天 78万$ 683.3% 7.83x 56.3% -28.0% 87.0% 4.19x 24 42% 3.93 14万$
2021-11-01 $59,923 1653天 76万$ 663.2% 7.63x 56.7% -28.0% 36.2% 5.61x 23 39% 3.91 13万$
2021-12-01 $57,362 1623天 76万$ 663.2% 7.63x 58.0% -28.0% 42.2% 5.37x 23 39% 3.91 13万$
2022-01-01 $46,813 1592天 76万$ 663.2% 7.63x 59.4% -28.0% 74.3% 4.38x 23 39% 3.91 13万$
2022-02-01 $38,597 1561天 76万$ 663.2% 7.63x 60.9% -28.0% 111.4% 3.61x 23 39% 3.91 13万$
2022-03-01 $43,148 1533天 76万$ 663.2% 7.63x 62.3% -28.0% 89.1% 4.04x 23 39% 3.91 13万$
2022-04-01 $44,600 1502天 76万$ 663.2% 7.63x 63.9% -28.0% 82.9% 4.17x 23 39% 3.91 13万$
2022-05-01 $38,041 1472天 76万$ 663.2% 7.63x 65.6% -28.0% 114.5% 3.56x 23 39% 3.91 13万$
2022-06-01 $31,627 1441天 76万$ 663.2% 7.63x 67.4% -28.0% 158.0% 2.96x 23 39% 3.91 13万$
2022-07-01 $19,731 1411天 76万$ 663.2% 7.63x 69.2% -28.0% 313.5% 1.85x 23 39% 3.91 13万$
2022-08-01 $23,376 1380天 78万$ 681.1% 7.81x 72.3% -28.0% 249.0% 2.24x 22 41% 3.95 14万$
2022-09-01 $20,023 1349天 78万$ 681.1% 7.81x 74.5% -28.0% 307.5% 1.92x 22 41% 3.95 14万$
2022-10-01 $19,416 1319天 78万$ 681.1% 7.81x 76.7% -28.0% 320.2% 1.86x 22 41% 3.95 14万$
2022-11-01 $20,483 1288天 78万$ 681.1% 7.81x 79.1% -28.0% 298.3% 1.96x 22 41% 3.95 14万$
2022-12-01 $17,151 1258天 78万$ 681.1% 7.81x 81.6% -28.0% 375.7% 1.64x 22 41% 3.95 14万$
2023-01-01 $16,533 1227天 83万$ 730.7% 8.31x 87.8% -28.0% 393.5% 1.68x 21 43% 4.04 14万$
2023-02-01 $23,130 1196天 39万$ 293.6% 3.94x 52.0% -28.0% 252.7% 1.12x 20 40% 3.61 7万$
2023-03-01 $23,441 1168天 41万$ 308.8% 4.09x 55.3% -28.0% 248.1% 1.17x 19 42% 3.71 7万$
2023-04-01 $28,541 1137天 39万$ 287.7% 3.88x 54.5% -28.0% 185.9% 1.36x 19 37% 3.60 6万$
2023-05-01 $28,561 1107天 40万$ 301.1% 4.01x 58.1% -28.0% 185.7% 1.40x 18 39% 3.69 7万$
2023-05-15 $27,233 1093天 40万$ 301.1% 4.01x 59.1% -28.0% 199.6% 1.34x 18 39% 3.69 7万$
2023-06-01 $26,780 1076天 40万$ 301.1% 4.01x 60.2% -28.0% 204.7% 1.32x 18 39% 3.69 7万$
2023-06-15 $25,065 1062天 40万$ 301.1% 4.01x 61.2% -28.0% 225.5% 1.23x 18 39% 3.69 7万$
2023-07-01 $30,398 1046天 38万$ 279.0% 3.79x 59.2% -28.0% 168.4% 1.41x 17 35% 3.63 6万$
2023-07-15 $30,293 1032天 40万$ 300.5% 4.01x 63.4% -28.0% 169.3% 1.49x 16 38% 3.79 6万$
2023-08-01 $28,835 1015天 40万$ 300.5% 4.01x 64.8% -28.0% 183.0% 1.42x 16 38% 3.79 6万$
2023-08-15 $29,402 1001天 40万$ 300.5% 4.01x 65.9% -28.0% 177.5% 1.44x 16 38% 3.79 6万$
2023-09-01 $26,081 984天 40万$ 300.5% 4.01x 67.4% -28.0% 212.8% 1.28x 16 38% 3.79 6万$
2023-09-15 $26,615 970天 40万$ 300.5% 4.01x 68.6% -28.0% 206.6% 1.31x 16 38% 3.79 6万$
2023-10-01 $27,045 954天 40万$ 300.5% 4.01x 70.1% -28.0% 201.7% 1.33x 16 38% 3.79 6万$
2023-10-15 $26,880 940天 41万$ 314.7% 4.15x 73.8% -28.0% 203.5% 1.37x 15 40% 3.88 7万$
2023-11-01 $34,418 923天 34万$ 237.6% 3.38x 61.8% -28.0% 137.1% 1.42x 17 35% 3.50 5万$
2023-11-15 $35,382 909天 36万$ 256.1% 3.56x 66.6% -28.0% 130.6% 1.54x 16 38% 3.65 5万$
2023-12-01 $38,043 893天 37万$ 265.5% 3.65x 69.9% -28.0% 114.5% 1.70x 15 40% 3.73 6万$
2023-12-15 $42,796 879天 34万$ 242.8% 3.43x 66.9% -28.0% 90.6% 1.80x 14 36% 3.65 5万$
2024-01-01 $42,330 862天 34万$ 242.8% 3.43x 68.5% -28.0% 92.7% 1.78x 14 36% 3.65 5万$
2024-01-15 $42,566 848天 36万$ 264.5% 3.64x 74.6% -28.0% 91.7% 1.90x 12 42% 3.86 5万$
2024-02-01 $41,981 831天 36万$ 264.5% 3.64x 76.6% -28.0% 94.3% 1.88x 12 42% 3.86 5万$
2024-02-15 $52,413 817天 23万$ 126.4% 2.26x 44.1% -28.0% 55.7% 1.45x 12 42% 3.21 3万$
2024-03-01 $61,184 802天 19万$ 87.7% 1.88x 33.2% -28.0% 33.4% 1.41x 12 33% 2.82 2万$
2024-03-15 $68,333 788天 19万$ 89.7% 1.90x 34.6% -28.0% 19.4% 1.59x 11 36% 2.87 2万$
2024-04-01 $70,672 771天 19万$ 89.7% 1.90x 35.4% -28.0% 15.4% 1.64x 11 36% 2.87 2万$
2024-04-15 $65,165 757天 20万$ 98.8% 1.99x 39.3% -28.0% 25.2% 1.59x 10 40% 3.12 2万$
2024-05-01 $60,225 741天 20万$ 98.8% 1.99x 40.3% -28.0% 35.5% 1.47x 10 40% 3.12 2万$
2024-05-15 $62,008 727天 20万$ 98.8% 1.99x 41.2% -28.0% 31.6% 1.51x 10 40% 3.12 2万$
2024-06-01 $67,782 710天 20万$ 99.1% 1.99x 42.5% -28.0% 20.4% 1.65x 9 33% 3.09 2万$
2024-06-15 $66,259 696天 20万$ 99.1% 1.99x 43.5% -28.0% 23.1% 1.62x 9 33% 3.09 2万$
2024-07-01 $63,437 680天 20万$ 99.1% 1.99x 44.7% -28.0% 28.6% 1.55x 9 33% 3.09 2万$
2024-07-15 $62,635 666天 20万$ 99.1% 1.99x 45.9% -28.0% 30.3% 1.53x 9 33% 3.09 2万$
2024-08-01 $63,955 649天 21万$ 105.8% 2.06x 50.1% -28.0% 27.6% 1.61x 8 38% 3.26 2万$
2024-08-15 $58,482 635天 21万$ 105.8% 2.06x 51.4% -28.0% 39.5% 1.47x 8 38% 3.26 2万$
2024-09-01 $58,524 618天 21万$ 112.4% 2.12x 56.1% -28.0% 39.4% 1.52x 7 43% 3.45 2万$
2024-09-15 $60,162 604天 21万$ 112.4% 2.12x 57.7% -28.0% 35.6% 1.57x 7 43% 3.45 2万$
2024-10-01 $63,784 588天 21万$ 112.4% 2.12x 59.7% -28.0% 27.9% 1.66x 7 43% 3.45 2万$
2024-10-15 $65,401 574天 21万$ 112.4% 2.12x 61.5% -28.0% 24.8% 1.70x 7 43% 3.45 2万$
2024-11-01 $69,417 557天 14万$ 42.0% 1.42x 25.8% -28.0% 17.5% 1.21x 7 43% 2.31 1万$
2024-11-15 $88,250 543天 13万$ 27.5% 1.28x 17.8% -28.0% -7.5% 1.38x 6 33% 1.90 1万$
2024-12-01 $96,389 527天 13万$ 27.5% 1.28x 18.4% -28.0% -15.4% 1.51x 6 33% 1.90 1万$
2024-12-15 $101,771 513天 13万$ 27.5% 1.28x 18.9% -28.0% -19.8% 1.59x 6 33% 1.90 1万$
2025-01-01 $93,915 496天 13万$ 27.5% 1.28x 19.6% -28.0% -13.1% 1.47x 6 33% 1.90 1万$
2025-01-15 $97,313 482天 13万$ 27.5% 1.28x 20.2% -28.0% -16.2% 1.52x 6 33% 1.90 1万$
2025-02-01 $102,246 465天 13万$ 28.2% 1.28x 21.5% -28.0% -20.2% 1.61x 5 40% 1.91 1万$
2025-02-15 $97,656 451天 13万$ 28.2% 1.28x 22.3% -28.0% -16.5% 1.53x 5 40% 1.91 1万$
2025-03-01 $85,295 437天 13万$ 28.2% 1.28x 23.1% -28.0% -4.3% 1.34x 5 40% 1.91 1万$
2025-03-15 $84,419 423天 13万$ 28.2% 1.28x 23.9% -28.0% -3.4% 1.33x 5 40% 1.91 1万$
2025-04-01 $82,939 406天 13万$ 28.2% 1.28x 25.0% -28.0% -1.6% 1.30x 5 40% 1.91 1万$
2025-04-15 $85,347 392天 13万$ 28.2% 1.28x 26.0% -28.0% -4.4% 1.34x 5 40% 1.91 1万$
2025-05-01 $94,781 376天 9万$ -9.0% 0.91x -8.7% -28.0% -13.9% 1.06x 6 33% 0.54 0万$
2025-05-15 $102,731 362天 9万$ -12.0% 0.88x -12.1% -28.0% -20.6% 1.11x 5 20% 0.24 0万$
2025-06-01 $104,388 345天 9万$ -11.7% 0.88x -12.4% -28.0% -21.8% 1.13x 4 25% 0.24 0万$
2025-06-15 $105,427 331天 9万$ -11.7% 0.88x -12.9% -28.0% -22.6% 1.14x 4 25% 0.24 0万$
2025-07-01 $107,170 315天 9万$ -11.7% 0.88x -13.5% -28.0% -23.9% 1.16x 4 25% 0.24 0万$
2025-07-15 $117,357 301天 9万$ -14.6% 0.85x -17.4% -27.3% -30.5% 1.23x 3 0% 0.00 0万$
2025-08-01 $115,630 284天 9万$ -14.6% 0.85x -18.4% -27.3% -29.4% 1.21x 3 0% 0.00 0万$
2025-08-15 $119,002 270天 9万$ -14.6% 0.85x -19.2% -27.3% -31.4% 1.25x 3 0% 0.00 0万$
2025-09-01 $107,675 253天 9万$ -14.6% 0.85x -20.4% -27.3% -24.2% 1.13x 3 0% 0.00 0万$
2025-09-15 $115,458 239天 9万$ -14.6% 0.85x -21.4% -27.3% -29.3% 1.21x 3 0% 0.00 0万$
2025-10-01 $114,162 223天 9万$ -14.6% 0.85x -22.8% -27.3% -28.5% 1.20x 3 0% 0.00 0万$
2025-10-15 $111,990 209天 10万$ -0.3% 1.00x -0.6% -9.9% -27.1% 1.37x 2 0% 0.00 0万$
2025-11-01 $110,237 192天 10万$ -0.3% 1.00x -0.6% -9.9% -26.0% 1.35x 2 0% 0.00 0万$
2025-11-15 $96,444 178天 10万$ -0.3% 1.00x -0.7% -9.9% -15.4% 1.18x 2 0% 0.00 0万$
2025-12-01 $86,314 162天 10万$ -0.3% 1.00x -0.7% -9.9% -5.5% 1.05x 2 0% 0.00 0万$
2025-12-15 $89,243 148天 10万$ -0.3% 1.00x -0.8% -9.9% -8.6% 1.09x 2 0% 0.00 0万$
2026-01-01 $87,839 131天 10万$ -0.3% 1.00x -0.9% -9.9% -7.1% 1.07x 2 0% 0.00 0万$
2026-01-15 $95,970 117天 11万$ 7.8% 1.08x 26.4% -4.9% -15.0% 1.27x 0 0% ∞ 0万$
2026-02-01 $78,841 100天 11万$ 7.8% 1.08x 31.6% -4.9% 3.5% 1.04x 0 0% ∞ 0万$
2026-02-15 $69,928 86天 11万$ 7.8% 1.08x 37.6% -4.9% 16.7% 0.92x 0 0% ∞ 0万$
2026-03-01 $67,479 72天 11万$ 7.8% 1.08x 46.4% -4.9% 20.9% 0.89x 0 0% ∞ 0万$
2026-03-15 $71,313 58天 11万$ 7.8% 1.08x 60.5% -4.9% 14.4% 0.94x 0 0% ∞ 0万$
2026-04-01 $68,136 41天 11万$ 7.8% 1.08x 95.3% -4.9% 19.7% 0.90x 0 0% ∞ 0万$
2026-04-15 $74,300 27天 10万$ -2.4% 0.98x -27.8% -2.4% 9.8% 0.89x 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。