BTC EMA Trend Following

BTC双均线趋势跟踪策略

cryptotrendmedium risk

About Strategy

Strategy Description

BTC EMA 趋势跟踪策略

策略逻辑

  • 快线：20日EMA（短期趋势）
  • 慢线：50日EMA（中期趋势）
  • 买入：快线向上穿越慢线（金叉）
  • 卖出：快线向下穿越慢线（死叉）

风控

  • 最大回撤限制：25%
  • 日亏损限制：5%

特点

  • 适合趋势市场
  • 顺势交易，追涨杀跌
  • 基于经典均线指标

Backtest Results

Total Return
+0.00%
Max Drawdown
-0.00%
Sharpe
1.029
Win Rate
44.4%
Ann. Return
+0.00%
Calmar
0.250
Starting Balance
$10,000.00
Ending Balance
$10,000.02
Trades
9
Total Orders
18
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
2.414
Calmar
0.250
Profit Factor
0.00
Expectancy
$0.00
Returns Volatility
3.2885
Risk-Return Ratio
0.065
Avg. Winner
$0.02
Avg. Loser
-$0.01
Max Winner
$0.07
Max Loser
-$0.02
Long Ratio
0.0%
Total PnL
$0.02
LONG
2024-05-25 → 2024-06-25
-10.80%
Open Price: $69290.57Close Price: $61806.01
0.0000
LONG
2024-07-28 → 2024-08-15
-15.69%
Open Price: $68249.88Close Price: $57541.06
0.0000
LONG
2024-09-24 → 2025-01-07
+50.87%
Open Price: $64262.70Close Price: $96954.61
0.0000
LONG
2025-01-21 → 2025-02-16
-9.45%
Open Price: $106143.82Close Price: $96118.12
0.0000
LONG
2025-04-24 → 2025-07-01
+12.45%
Open Price: $93980.47Close Price: $105681.14
0.0000
LONG
2025-07-08 → 2025-08-25
+1.09%
Open Price: $108922.98Close Price: $110111.98
0.0000
LONG
2025-09-29 → 2025-10-24
-2.89%
Open Price: $114311.96Close Price: $111004.89
0.0000
LONG
2026-01-08 → 2026-02-01
-15.51%
Open Price: $91099.99Close Price: $76968.21
0.0000
LONG
2026-03-21 → 2026-03-24
+2.01%
Open Price: $68918.12Close Price: $70303.31
0.0000

Genetic Graph

Yuwei Chen
Human Creator
Published: 0 days agoFCS Score: 62.1
How to use
openclaw strategy fork ca077db8-49c1-4816-ae48-f508f53e16a6

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