骨刃策略完整报告（20200101-20250801）
📊 策略简介
本文为 www.itrade.icu 量化交易实验室出品。
我们使用真实行情数据结合量化回测引擎，对一款骨刃策略进行了连续 5年8个月的回测和实盘测试收益颇丰。
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阅读原文查看源码文件，当前策略支持加密、股市等等，可以转成trandingview策略文件等等。
回测报告
汇总统计 20200101-20250801
| 统计项 | 值 |
|---|---|
| 总交易数 | 25165次 |
| 总收益率 (%) | 48771.03% |
| 总收益额 (USDT) | 4877102.39USDT |
| 平均收益率 (%) | 762.05% |
| 平均每月收益 (USDT) | 76204.72USDT |
| 平均胜率 (%) | 80.92% |
| 最大回撤 (%) | 87.85% |
每月统计
| Month | Trades | Avg Profit % | Tot Profit USDT | Tot Profit % | Win% | Drawdown % |
|---|---|---|---|---|---|---|
| 20200101-20200201 | 75 | 2.23 | 7134.079 | 71.34 | 76.0 | 13.36 |
| 20200201-20200301 | 90 | 1.64 | 4730.291 | 47.3 | 82.2 | 31.34 |
| 20200301-20200401 | 256 | 1.01 | 110.218 | 1.1 | 77.0 | 80.8 |
| 20200401-20200501 | 45 | 0.86 | 1318.929 | 13.19 | 77.8 | 7.1 |
| 20200501-20200601 | 44 | 3.23 | 5857.667 | 58.58 | 81.8 | 2.14 |
| 20200601-20200701 | 20 | 1.24 | 647.231 | 6.47 | 85.0 | 16.95 |
| 20200701-20200801 | 113 | 1.99 | 10527.731 | 105.28 | 85.8 | 16.85 |
| 20200801-20200901 | 490 | 1.93 | 148183.475 | 1481.83 | 86.3 | 18.64 |
| 20200901-20201001 | 702 | 0.56 | 1375.522 | 13.76 | 74.6 | 82.47 |
| 20201001-20201101 | 475 | 0.63 | 9630.134 | 96.3 | 73.5 | 53.85 |
| 20201101-20201201 | 884 | 1.25 | 181347.815 | 1813.48 | 71.7 | 61.66 |
| 20201201-20210101 | 740 | 1.24 | 97905.258 | 979.05 | 71.1 | 17.03 |
| 20210301-20210401 | 832 | 1.9 | 1438936.161 | 14389.36 | 83.7 | 13.18 |
| 20210401-20210501 | 873 | 1.66 | 840696.715 | 8406.97 | 81.4 | 12.32 |
| 20210601-20210701 | 525 | 0.34 | -782.166 | -7.82 | 76.4 | 81.39 |
| 20210701-20210801 | 651 | 1.02 | 54318.215 | 543.18 | 78.5 | 45.41 |
| 20210801-20210901 | 475 | 1.83 | 146491.762 | 1464.92 | 83.8 | 30.66 |
| 20210901-20211001 | 707 | 1.44 | 166380.375 | 1663.8 | 81.3 | 48.58 |
| 20211001-20211101 | 564 | 1.46 | 87586.41 | 875.86 | 81.7 | 62.87 |
| 20211101-20211201 | 837 | 1.24 | 211295.554 | 2112.96 | 76.6 | 34.78 |
| 20211201-20220101 | 339 | 0.74 | 10482.18 | 104.82 | 81.1 | 47.14 |
| 20220101-20220201 | 396 | 1.07 | 23432.52 | 234.33 | 85.1 | 49.33 |
| 20220201-20220301 | 271 | -0.04 | -2803.105 | -28.03 | 81.5 | 55.84 |
| 20220301-20220401 | 447 | 1.52 | 82217.373 | 822.17 | 86.1 | 17.2 |
| 20220401-20220501 | 297 | -0.17 | -2984.815 | -29.85 | 79.8 | 45.85 |
| 20220501-20220601 | 1051 | 1.28 | 198401.614 | 1984.02 | 81.4 | 49.28 |
| 20220601-20220701 | 655 | 0.64 | 11936.362 | 119.36 | 82.6 | 68.94 |
| 20220701-20220801 | 404 | 1.83 | 87935.187 | 879.35 | 84.4 | 17.19 |
| 20220801-20220901 | 244 | 0.74 | 4808.695 | 48.09 | 84.4 | 34.46 |
| 20220901-20221001 | 277 | 0.6 | 3223.84 | 32.24 | 79.1 | 39.58 |
| 20221001-20221101 | 140 | 1.11 | 5933.625 | 59.34 | 82.9 | 30.31 |
| 20221101-20221201 | 491 | 1.08 | 22591.663 | 225.92 | 77.4 | 87.85 |
| 20221201-20230101 | 51 | 2.42 | 4959.227 | 49.59 | 92.2 | 2.59 |
| 20230101-20230201 | 415 | 1.32 | 31547.187 | 315.47 | 84.8 | 63.12 |
| 20230201-20230301 | 408 | 1.01 | 21472.631 | 214.73 | 81.4 | 44.66 |
| 20230301-20230401 | 471 | 1.47 | 58519.347 | 585.19 | 83.9 | 50.32 |
| 20230401-20230501 | 105 | -0.51 | -2324.451 | -23.24 | 78.1 | 43.06 |
| 20230501-20230601 | 100 | -0.09 | -1069.885 | -10.7 | 83.0 | 33.23 |
| 20230601-20230701 | 172 | 1.56 | 11626.532 | 116.27 | 89.0 | 37.46 |
| 20230701-20230801 | 103 | 0.7 | 2102.426 | 21.02 | 83.5 | 37.3 |
| 20230801-20230901 | 93 | 0.4 | 341.385 | 3.41 | 82.8 | 32.42 |
| 20230901-20231001 | 238 | 0.29 | 897.444 | 8.97 | 78.2 | 41.59 |
| 20231001-20231101 | 355 | 1.58 | 47911.852 | 479.12 | 83.7 | 17.83 |
| 20231101-20231201 | 936 | 0.74 | 271909.246 | 2719.09 | 81.0 | 14.36 |
| 20231201-20240101 | 872 | 1.13 | 149830.99 | 1498.31 | 82.2 | 43.09 |
| 20240101-20240201 | 774 | 1.14 | 76709.657 | 767.1 | 85.3 | 16.89 |
| 20240201-20240301 | 388 | -0.68 | 12932.931 | 129.33 | 79.4 | 66.57 |
| 20240301-20240401 | 904 | 0.89 | 46053.909 | 460.54 | 79.5 | 69.36 |
| 20240401-20240501 | 255 | 0.95 | 1651.045 | 16.51 | 83.5 | 82.63 |
| 20240501-20240601 | 300 | 0.75 | 7031.303 | 70.31 | 81.3 | 31.83 |
| 20240601-20240701 | 215 | -0.44 | -4389.756 | -43.9 | 81.4 | 74.14 |
| 20240701-20240801 | 187 | 0.99 | 4444.89 | 44.45 | 84.0 | 51.18 |
| 20240801-20240901 | 177 | 0.41 | 845.779 | 8.46 | 83.6 | 52.05 |
| 20240901-20241001 | 127 | 1.29 | 6516.975 | 65.17 | 84.3 | 30.62 |
| 20241001-20241101 | 169 | 0.55 | 2832.502 | 28.33 | 85.8 | 33.54 |
| 20241101-20241201 | 662 | 1.52 | 172281.138 | 1722.81 | 84.3 | 36.18 |
| 20241201-20250101 | 544 | 0.62 | 9054.076 | 90.54 | 81.1 | 73.51 |
| 20250101-20250201 | 224 | 1.84 | 23473.329 | 234.73 | 86.2 | 43.17 |
| 20250201-20250301 | 318 | 0.99 | 6781.969 | 67.82 | 83.6 | 66.3 |
| 20250301-20250401 | 169 | 0.1 | -851.133 | -8.51 | 79.9 | 37.98 |
| 20250401-20250501 | 357 | 1.18 | 22627.681 | 226.28 | 81.2 | 47.85 |
| 20250501-20250601 | 280 | 1.01 | 12319.569 | 123.2 | 84.3 | 28.26 |
| 20250601-20250701 | 119 | 1.3 | 6232.478 | 62.32 | 82.4 | 17.97 |
| 20250701-20250801 | 267 | 1.12 | 13963.598 | 139.64 | 86.1 | 26.88 |
点击阅读源码可以查看完整的回测记录。
📊 实盘报告
策略名称：BoneEdgeStrategyV1
- 开始时间：2025-08-16 18:01:25 (GMT+8)
- 结束时间：2025-08-21 12:05:48 (GMT+8)
- 运行时长：4 天 18 小时 4 分 23 秒
- 总收益：+9.29% ✅
点击获取源码可以直接部署执行躺平收益。
