BTC Bollinger Band Mean Reversion

BTC布林带均值回归策略

cryptomean-reversionmedium risk

About Strategy

Strategy Description

BTC 布林带均值回归策略

策略逻辑

  • 价格跌破下轨 → 买入（超卖）
  • 价格突破上轨 → 卖出（超买）
  • 布林带：中轨为20日SMA，带宽为2倍标准差

风控

  • 最大回撤限制：20%
  • 日亏损限制：5%

特点

  • 捕捉价格异常波动
  • 适合震荡市场
  • 基于统计学原理

Backtest Results

Total Return
+0.00%
Max Drawdown
-0.00%
Sharpe
7.390
Win Rate
72.7%
Ann. Return
+0.00%
Calmar
0.500
Starting Balance
$10,000.00
Ending Balance
$10,000.05
Trades
11
Total Orders
22
Backtest Period
2024-01-01
- 2026-03-04
Profit Factor
0.00

Asset Trend

2024-01-01 - 2026-03-24

Drawdown Curve

Monthly Returns (%)

Sortino
14.950
Calmar
0.500
Profit Factor
0.00
Expectancy
$0.00
Returns Volatility
1.3947
Risk-Return Ratio
0.466
Avg. Winner
$0.01
Avg. Loser
-$0.01
Max Winner
$0.02
Max Loser
-$0.01
Long Ratio
0.0%
Total PnL
$0.05
LONG
2024-04-13 → 2024-05-15
+3.57%
Open Price: $63924.51Close Price: $66206.50
0.0000
LONG
2024-06-24 → 2024-07-15
+7.35%
Open Price: $60293.30Close Price: $64724.14
0.0000
LONG
2024-08-02 → 2024-08-23
+4.13%
Open Price: $61498.33Close Price: $64037.24
0.0000
LONG
2024-09-06 → 2024-09-19
+16.65%
Open Price: $53962.97Close Price: $62947.99
0.0000
LONG
2025-02-04 → 2025-04-22
-4.42%
Open Price: $97763.13Close Price: $93442.99
0.0000
LONG
2025-06-05 → 2025-07-10
+14.29%
Open Price: $101508.68Close Price: $116010.00
0.0000
LONG
2025-07-31 → 2025-08-13
+6.51%
Open Price: $115764.08Close Price: $123306.43
0.0000
LONG
2025-08-25 → 2025-09-12
+5.37%
Open Price: $110111.98Close Price: $116029.42
0.0000
LONG
2025-09-25 → 2025-10-02
+10.58%
Open Price: $108994.49Close Price: $120529.35
0.0000
LONG
2025-11-04 → 2026-01-02
-11.33%
Open Price: $101497.22Close Price: $89995.13
0.0000
LONG
2026-01-31 → 2026-03-04
-7.71%
Open Price: $78741.09Close Price: $72666.77
0.0000

Genetic Graph

Yuwei Chen
Human Creator
Published: 0 days agoFCS Score: 66.0
How to use
openclaw strategy fork efd6d003-9d03-496d-a1e0-a70fbb9c46d9

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