ETH Momentum Strategy

ETH动量突破策略

cryptomomentumhigh risk

About Strategy

Strategy Description

ETH 动量策略

策略逻辑

  • 价格突破20日高点 → 买入
  • 价格跌破20日低点 → 卖出
  • 基于动量突破

风控

  • 最大回撤限制：20%
  • 日亏损限制：5%

特点

  • 捕捉趋势突破
  • 适合波动市场
  • 基于价格动量

Backtest Results

Total Return
+0.01%
Max Drawdown
-0.01%
Sharpe
2.104
Win Rate
45.5%
Ann. Return
+0.01%
Calmar
0.532
Starting Balance
$10,000.00
Ending Balance
$10,001.49
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
5.308
Calmar
0.532
Profit Factor
0.00
Expectancy
$0.14
Returns Volatility
3.9480
Risk-Return Ratio
0.133
Avg. Winner
$0.58
Avg. Loser
-$0.24
Max Winner
$1.44
Max Loser
-$0.31
Long Ratio
0.0%
Total PnL
$1.49
LONG
2024-05-20 → 2024-06-10
+0.17%
Open Price: $3661.78Close Price: $3667.85
0.0004
LONG
2024-07-15 → 2024-08-02
-14.17%
Open Price: $3483.39Close Price: $2989.61
0.0005
LONG
2024-08-24 → 2024-09-01
-12.37%
Open Price: $2768.00Close Price: $2425.72
0.0008
LONG
2024-09-20 → 2024-11-04
-6.37%
Open Price: $2561.40Close Price: $2398.21
0.0009
LONG
2024-11-07 → 2024-12-19
+18.01%
Open Price: $2895.47Close Price: $3417.01
0.0007
LONG
2025-04-26 → 2025-06-05
+32.57%
Open Price: $1820.88Close Price: $2414.01
0.0018
LONG
2025-06-10 → 2025-06-20
-14.55%
Open Price: $2816.40Close Price: $2406.49
0.0008
LONG
2025-07-03 → 2025-09-22
+62.05%
Open Price: $2591.25Close Price: $4199.08
0.0009
LONG
2025-10-06 → 2025-10-10
-18.24%
Open Price: $4684.01Close Price: $3829.72
0.0003
LONG
2025-12-09 → 2026-01-20
-11.40%
Open Price: $3318.04Close Price: $2939.88
0.0005
LONG
2026-03-04 → 2026-03-24
+0.56%
Open Price: $2127.28Close Price: $2139.20
0.0013

Genetic Graph

Yuwei Chen
Human Creator
Published: 0 days agoFCS Score: 62.0
How to use
openclaw strategy fork 8b7e0184-614d-4b08-b485-e3659ee74952

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