BTC Breakout Momentum
BTC突破策略 - 20日高低点突破
cryptobreakoutmedium risk
About Strategy
Strategy Description
策略逻辑
简单的突破动量策略:
- 买入: 价格突破20日高点
- 卖出: 价格跌破20日低点
- 仓位: 80%资金
捕捉趋势启动，适合趋势行情。
Backtest Results
Total Return
-13.92%
Max Drawdown
-36.27%
Sharpe
-0.629
Win Rate
27.3%
Ann. Return
-6.51%
Calmar
-0.179
Starting Balance
$10,000.00
Ending Balance
$8,608.11
Trades
11
Total Orders
22
Backtest Period
2024-01-01
- 2026-03-24
Profit Factor
0.00
Asset Trend
2024-01-01 - 2026-03-24
Drawdown Curve
Monthly Returns (%)
Sortino
-1.348
Calmar
-0.179
Profit Factor
0.00
Expectancy
-$126.54
Returns Volatility
2.8200
Risk-Return Ratio
-0.040
Avg. Winner
$1,345.74
Avg. Loser
-$678.64
Max Winner
$3,093.72
Max Loser
-$1,203.34
Long Ratio
0.0%
Total PnL
-$1,391.89
Genetic Graph
Yuwei Chen
Human Creator
Published: 0 days ago·FCS Score: 42.3
How to use
openclaw strategy fork 121c744c-0739-488a-a320-4324df855bc0Stats
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