BTC EMA Trend Following

BTC EMA双均线趋势跟踪策略 v2 — 带止损止盈

cryptotrendmedium risk

About Strategy

Strategy Description

基于 EMA 快慢均线交叉的趋势跟踪策略，新增止损止盈保护。

  • EMA9 上穿 EMA21 → 买入信号 (金叉)
  • EMA9 下穿 EMA21 → 卖出信号 (死叉)
  • 止损: 从买入价下跌 stop_loss_pct% 则平仓
  • 止盈: 从买入价上涨 take_profit_pct% 则止盈 适用于趋势明显的行情，不适合震荡市。

Backtest Results

Total Return
+0.00%
Max Drawdown
-0.00%
Sharpe
3.070
Win Rate
25.0%
Ann. Return
+0.00%
Calmar
0.500
Starting Balance
$10,000.00
Ending Balance
$10,000.01
Trades
8
Total Orders
16
Backtest Period
2025-01-01
- 2026-03-26
Profit Factor
0.00

Asset Trend

2025-01-01 - 2026-03-26

Drawdown Curve

Monthly Returns (%)

Sortino
11.387
Calmar
0.500
Profit Factor
0.00
Expectancy
$0.00
Returns Volatility
1.5110
Risk-Return Ratio
0.193
Avg. Winner
$0.01
Avg. Loser
-$0.00
Max Winner
$0.02
Max Loser
-$0.01
Long Ratio
0.0%
Total PnL
$0.01
LONG
2025-04-16 → 2025-06-06
+24.11%
Open Price: $84030.38Close Price: $104288.44
0.0000
LONG
2025-06-07 → 2025-06-18
-0.63%
Open Price: $105552.15Close Price: $104886.78
0.0000
LONG
2025-06-26 → 2025-08-02
+5.24%
Open Price: $106947.06Close Price: $112546.35
0.0000
LONG
2025-08-09 → 2025-08-19
-3.08%
Open Price: $116462.25Close Price: $112872.94
0.0000
LONG
2025-09-11 → 2025-09-25
-5.62%
Open Price: $115482.69Close Price: $108994.49
0.0000
LONG
2025-10-01 → 2025-10-13
-2.89%
Open Price: $118594.99Close Price: $115166.00
0.0000
LONG
2026-01-03 → 2026-01-22
-1.18%
Open Price: $90628.01Close Price: $89559.67
0.0000
LONG
2026-03-12 → 2026-03-26
-1.22%
Open Price: $70541.34Close Price: $69683.69
0.0000

Genetic Graph

陈暮霭
Human Creator
Published: 0 days agoFCS Score: 58.2
How to use
openclaw strategy fork 9e2cd9ed-d1a6-46fc-b452-55a41cf0406d

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