diff --git a/config/ccinr.yaml b/config/ccinr.yaml
index cc3183e..4897f4b 100644
--- a/config/ccinr.yaml
+++ b/config/ccinr.yaml
@@ -7,13 +7,13 @@
 #    db: 0
 
 sessions:
-  binance_futures:
+  binance:
     exchange: binance
     envVarPrefix: BINANCE
     futures: true
 
 exchangeStrategies:
-  - on: binance_futures
+  - on: binance
     ccinr:
       symbols:
         - ARUSDT
@@ -24,17 +24,17 @@ exchangeStrategies:
         - DYDXUSDT
         - XRPUSDT
         - PEOPLEUSDT
-#        - STXUSDT
-#        - WLDUSDT
-#        - FILUSDT
-#        - DOGEUSDT
-#        - MKRUSDT
-#        - NOTUSDT
-#        - ENSUSDT
-#        - BNBUSDT
-#        - BTCUSDT
-#        - ETHUSDT
-#        - SOLUSDT
+      #        - STXUSDT
+      #        - WLDUSDT
+      #        - FILUSDT
+      #        - DOGEUSDT
+      #        - MKRUSDT
+      #        - NOTUSDT
+      #        - ENSUSDT
+      #        - BNBUSDT
+      #        - BTCUSDT
+      #        - ETHUSDT
+      #        - SOLUSDT
 
       interval: 1m
       nrInterval: 1m
@@ -55,9 +55,33 @@ exchangeStrategies:
       placePriceType: 2
       lossType: 1
       profitOrderType: 0
-      atrProfitRange: 0.8
-      atrLossRange: 1.0
+      atrProfitRange: 1.0
+      atrLossRange: 2.0
+      tradeStartHour: 0
+      tradeEndHour: 8
+      pauseTradeLoss: -10.0
 #      recalculate: false
 #      dry_run: false
 #      #      quantity: 3
-#      strict_mode: true
\ No newline at end of file
+#      strict_mode: true
+
+backtest:
+  startTime: "2023-10-15"
+  endTime: "2024-08-02"
+  symbols:
+    - ARUSDT
+    - ORDIUSDT
+    - OPUSDT
+    - OMUSDT
+    - WIFUSDT
+    - DYDXUSDT
+    - XRPUSDT
+    - PEOPLEUSDT
+  sessions: [ binance ]
+  syncSecKLines: true
+  accounts:
+    binance:
+      takerFeeRate: 0.0002
+      makerFeeRate: 0.0005
+      balances:
+        USDT: 200
\ No newline at end of file
diff --git a/otp.png b/otp.png
index 54c6e89..9582954 100644
Binary files a/otp.png and b/otp.png differ
diff --git a/pkg/notifier/larknotifier/lark.go b/pkg/notifier/larknotifier/lark.go
index 64f0e6b..2cf113d 100644
--- a/pkg/notifier/larknotifier/lark.go
+++ b/pkg/notifier/larknotifier/lark.go
@@ -174,7 +174,8 @@ func (n *Notifier) NotifyTo(channel string, obj interface{}, args ...interface{}
 		message = fmt.Sprintf(a, args...)
 
 	default:
-		log.Errorf("unsupported notification format: %T %+v", a, a)
+		//log.Errorf("unsupported notification format: %T %+v", a, a)
+		return
 	}
 
 	select {
diff --git a/pkg/strategy/ccinr/strategy.go b/pkg/strategy/ccinr/strategy.go
index 9e31b41..17ffbff 100644
--- a/pkg/strategy/ccinr/strategy.go
+++ b/pkg/strategy/ccinr/strategy.go
@@ -13,6 +13,7 @@ import (
 	"strconv"
 	"strings"
 	"sync"
+	"time"
 )
 
 const ID = "ccinr"
@@ -49,6 +50,9 @@ type Strategy struct {
 	LossRange       fixedpoint.Value `json:"lossRange"`
 	AtrProfitRange  float64          `json:"atrProfitRange"`
 	AtrLossRange    float64          `json:"atrLossRange"`
+	TradeStartHour  int              `json:"tradeStartHour"`
+	TradeEndHour    int              `json:"tradeEndHour"`
+	PauseTradeLoss  fixedpoint.Value `json:"pauseTradeLoss"`
 
 	qbtrade.QuantityOrAmount
 
@@ -89,6 +93,10 @@ type Strategy struct {
 	TotalOrderCount  int
 	TotalProfitCount int
 	TotalLossCount   int
+	// 累计暂停交易的次数
+	PauseTradeCount fixedpoint.Value
+	// 最近一次暂停交易的时间
+	PauseTradeTime time.Time
 }
 
 func (s *Strategy) ID() string {
@@ -101,7 +109,10 @@ func (s *Strategy) Subscribe(session *qbtrade.ExchangeSession) {
 		session.Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{Interval: s.CCIInterval})
 		session.Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{Interval: s.ATRInterval})
 		session.Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{Interval: s.NRInterval})
-		session.Subscribe(types.MarketTradeChannel, symbol, types.SubscribeOptions{})
+
+		if !qbtrade.IsBackTesting {
+			session.Subscribe(types.MarketTradeChannel, symbol, types.SubscribeOptions{})
+		}
 	}
 }
 
@@ -114,7 +125,7 @@ func (s *Strategy) Initialize() error {
 }
 
 func (s *Strategy) InstanceID() string {
-	return fmt.Sprintf("%s:%s:%s", ID, strings.Join(s.Symbols, "-"), s.Interval)
+	return fmt.Sprintf("%s:%s", ID, s.Interval)
 }
 
 func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error {
@@ -206,10 +217,17 @@ func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]typ
 
 	// 止盈订单类型
 	profitOrderType := types.OrderTypeTakeProfitMarket
+	// 止损订单类型
+	lossOrderType := types.OrderTypeStopMarket
 	if s.ProfitOrderType == 1 {
 		profitOrderType = types.OrderTypeStopMarket
 	}
 
+	if qbtrade.IsBackTesting {
+		profitOrderType = types.OrderTypeStopLimit
+		lossOrderType = types.OrderTypeStopLimit
+	}
+
 	// 计算止损止盈价格，以ATR为基准或者固定百分比
 	lossPrice := fixedpoint.Zero
 	profitPrice := fixedpoint.Zero
@@ -267,7 +285,7 @@ func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]typ
 	s.ShortLossOrder[symbol] = types.SubmitOrder{
 		Symbol:        symbol,
 		Side:          types.SideTypeBuy,
-		Type:          types.OrderTypeStopMarket,
+		Type:          lossOrderType,
 		PositionSide:  types.PositionSideTypeShort,
 		StopPrice:     lossPrice,
 		TimeInForce:   types.TimeInForceGTC,
@@ -300,7 +318,7 @@ func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]typ
 	s.LongLossOrder[symbol] = types.SubmitOrder{
 		Symbol:        symbol,
 		Side:          types.SideTypeSell,
-		Type:          types.OrderTypeStopMarket,
+		Type:          lossOrderType,
 		PositionSide:  types.PositionSideTypeLong,
 		StopPrice:     lossPrice,
 		TimeInForce:   types.TimeInForceGTC,
@@ -394,6 +412,38 @@ func (s *Strategy) notifyProfit(ctx context.Context, symbol string) {
 	qbtrade.Notify(fmt.Sprintf("总交易次数：%v, 总收益：%v, 总手续费：%v, 盈利次数：%v, 亏损次数：%v",
 		s.TotalOrderCount, s.TotalProfit.Float64(), s.TotalFree.Float64(), s.TotalProfitCount, s.TotalLossCount))
 }
+
+// isTradeTime 是否交易时间
+func (s *Strategy) isTradeTime(ctx context.Context) bool {
+	// 如果时间一致则表示不限制交易时间
+	if s.TradeEndHour == s.TradeStartHour {
+		return true
+	}
+	location, err := time.LoadLocation("Asia/Shanghai")
+	if err != nil {
+		return false
+	}
+	now := time.Now().In(location)
+
+	hour := now.Hour()
+	return hour >= s.TradeStartHour && hour < s.TradeEndHour
+}
+
+func (s *Strategy) isPauseTrade(ctx context.Context) bool {
+	// 被暂停次数不为0，且最近一次的暂停时间和今天一致，则表示暂停
+	if s.PauseTradeCount != fixedpoint.Zero && s.PauseTradeTime.Day() == time.Now().Day() {
+		return true
+	}
+	// 总收益大于(暂停次数+1)*暂停亏损，则表示暂停
+	if s.TotalProfit < s.PauseTradeLoss.Mul(s.PauseTradeCount.Add(fixedpoint.One)) {
+		s.PauseTradeCount.Add(fixedpoint.One)
+		s.PauseTradeTime = time.Now()
+		return true
+	}
+
+	return false
+}
+
 func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor, session *qbtrade.ExchangeSession) error {
 
 	s.ExchangeSession = session
@@ -427,6 +477,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
 	s.TotalOrderCount = 0
 	s.TotalProfitCount = 0
 	s.TotalLossCount = 0
+	s.PauseTradeCount = fixedpoint.Zero
+	s.PauseTradeTime = time.Now().Add(-24 * time.Hour)
 
 	for _, symbol := range s.Symbols {
 		s.Positions[symbol] = types.NewPositionFromMarket(s.markets[symbol])
@@ -481,6 +533,15 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
 			if s.Traded[sym] {
 				return
 			}
+
+			if !s.isTradeTime(ctx) || s.isPauseTrade(ctx) {
+				pauseMsg := fmt.Sprintf("暂停交易：总收益：%v, 暂停次数：%v, 暂停时间：%v; 暂停时间段：[%v, %v)",
+					s.TotalProfit.Float64(), s.PauseTradeCount.Float64(), s.PauseTradeTime, s.TradeStartHour,
+					s.TradeEndHour)
+				qbtrade.Notify(pauseMsg)
+				return
+			}
+
 			cciV := s.cci[sym].Last(0)
 			if cciV <= s.LongCCI.Float64() {
 				s.TradeType[sym] = "long"