ETH RSI Mean Reversion

ETH RSI超买超卖均值回归策略

cryptomean-reversionmedium risk

About Strategy

Strategy Description

ETH RSI 均值回归策略

策略逻辑

  • RSI < 30（超卖）→ 买入信号
  • RSI > 70（超买）→ 卖出信号
  • RSI 在30-70之间 → 持有

风控

  • 最大回撤限制：25%
  • 日亏损限制：5%

特点

  • 适合震荡市场
  • 逆势交易，买跌卖涨
  • 基于经典RSI指标

Backtest Results

Total Return
-0.00%
Max Drawdown
-0.01%
Sharpe
-6.453
Win Rate
20.0%
Ann. Return
-0.00%
Calmar
-0.167
Starting Balance
$10,000.00
Ending Balance
$9,999.54
Trades
5
Total Orders
10
Backtest Period
2024-01-01
- 2026-03-16
Profit Factor
0.00

Asset Trend

2024-01-01 - 2026-03-24

Drawdown Curve

Monthly Returns (%)

Sortino
-8.336
Calmar
-0.167
Profit Factor
0.00
Expectancy
-$0.09
Returns Volatility
2.8500
Risk-Return Ratio
-0.406
Avg. Winner
$0.54
Avg. Loser
-$0.25
Max Winner
$0.54
Max Loser
-$0.35
Long Ratio
0.0%
Total PnL
-$0.46
LONG
2024-07-04 → 2024-10-20
-10.22%
Open Price: $3059.70Close Price: $2746.91
0.0005
LONG
2025-02-04 → 2025-05-08
-19.18%
Open Price: $2731.19Close Price: $2207.39
0.0007
LONG
2025-06-22 → 2025-07-09
+24.29%
Open Price: $2227.70Close Price: $2768.74
0.0010
LONG
2025-09-25 → 2026-01-06
-14.91%
Open Price: $3874.36Close Price: $3296.84
0.0003
LONG
2026-01-25 → 2026-03-16
-16.47%
Open Price: $2816.89Close Price: $2352.97
0.0006

Genetic Graph

Yuwei Chen
Human Creator
Published: 0 days agoFCS Score: 58.1
How to use
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