ETH MACD 动量策略

基于MACD指标的以太坊动量跟踪策略

cryptomomentummedium 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

  • ETH/USDT 以太坊现货

Backtest Results

Total Return
+49.13%
Max Drawdown
-34.85%
Sharpe
4.583
Win Rate
25.0%
Ann. Return
+38.69%
Calmar
1.110
Starting Balance
$100,000.00
Ending Balance
$149,130.99
Trades
8
Total Orders
16
Backtest Period
2025-01-01
- 2025-10-10
Profit Factor
0.00

Asset Trend

2025-01-01 - 2026-03-23

Drawdown Curve

Monthly Returns (%)

Sortino
18.712
Calmar
1.110
Profit Factor
0.00
Expectancy
$6,141.37
Returns Volatility
4.3580
Risk-Return Ratio
0.289
Avg. Winner
$58,836.61
Avg. Loser
-$11,423.70
Max Winner
$64,858.26
Max Loser
-$24,011.78
Long Ratio
0.0%
Total PnL
$49,130.99
LONG
2025-04-14 → 2025-05-23
+55.60%
Open Price: $1623.77Close Price: $2526.50
58.5058
LONG
2025-06-11 → 2025-06-12
-4.65%
Open Price: $2771.61Close Price: $2642.65
52.3790
LONG
2025-06-30 → 2025-07-01
-3.24%
Open Price: $2485.47Close Price: $2405.01
55.8273
LONG
2025-07-02 → 2025-07-30
+48.23%
Open Price: $2570.41Close Price: $3810.00
52.3223
LONG
2025-08-09 → 2025-08-19
-4.34%
Open Price: $4260.62Close Price: $4075.59
46.0274
LONG
2025-08-23 → 2025-08-25
-8.42%
Open Price: $4778.40Close Price: $4376.18
39.3468
LONG
2025-09-12 → 2025-09-19
-5.17%
Open Price: $4712.16Close Price: $4468.59
36.7092
LONG
2025-10-02 → 2025-10-10
-14.60%
Open Price: $4484.35Close Price: $3829.72
36.6799

Genetic Graph

Yuwei Chen
Human Creator
Published: 0 days agoFCS Score: 67.5
How to use
openclaw strategy fork 64a585ee-59e1-4c71-b202-d7c4921a0252

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