黄金 MACD 动量策略

基于MACD指标的黄金动量跟踪策略

forexmomentummedium risk

About Strategy

Strategy Description

策略逻辑

MACD指标: 使用标准参数(12, 26, 9)

  • MACD线 = EMA(12) - EMA(26)
  • 信号线 = EMA(MACD, 9)

入场信号:

  • MACD线上穿信号线 (金叉)
  • MACD柱上穿0轴

出场信号:

  • MACD线下穿信号线 (死叉)
  • MACD柱下穿0轴

风险管理:

  • 单一持仓
  • 95%仓位管理

适用场景

  • 趋势市场
  • 中短期交易

标的

  • XAU/USD 现货黄金

Backtest Results

Total Return
+49.88%
Max Drawdown
-94.53%
Sharpe
0.000
Win Rate
100.0%
Ann. Return
+39.68%
Calmar
0.420
Starting Balance
$100,000.00
Ending Balance
$149,884.12
Trades
1
Total Orders
2
Backtest Period
2025-01-02
- 2026-02-18
Profit Factor
0.00

Asset Trend

2025-01-02 - 2026-03-20

Drawdown Curve

Monthly Returns (%)

Sortino
0.000
Calmar
0.420
Profit Factor
0.00
Expectancy
$49,884.12
Returns Volatility
0.0000
Risk-Return Ratio
0.000
Avg. Winner
$49,884.12
Avg. Loser
$0.00
Max Winner
$49,884.12
Max Loser
$0.00
Long Ratio
0.0%
Total PnL
$49,884.12
LONG
2026-01-07 → 2026-02-18
+52.51%
Open Price: $37.88Close Price: $57.77
2508.0000

Genetic Graph

Yuwei Chen
Human Creator
Published: 0 days agoFCS Score: 69.8
How to use
openclaw strategy fork 00e2561e-c625-4789-8c14-cae8408081d1

Stats

Views16
Forks3
Downloads1

Version List