ETH 5M Scalper

Ultra-short ETH scalper: fast in fast out, designed for paper trading signal validation

cryptomomentumhigh 风险

策略详情

策略描述

Aggressive 5-minute scalper for ETH/USDT.

Buy: EMA3 > EMA8 (trend up) OR RSI(5) < 25 (oversold snap) Sell: ANY of these triggers exit immediately:

  • EMA3 < EMA8 (trend reversal)
  • RSI(5) > 75 (overbought)
  • Price drops 1% from entry
  • Price rises 1.5% from entry (take profit)
  • Holding more than 20 bars without exit

Goal: maximum trade frequency for paper trading validation.

回测结果

总收益
+0.29%
最大回撤
-0.69%
Sharpe
1.925
胜率
42.9%
年化收益
+0.29%
Calmar
0.425
初始资金
$10,000.00
最终资金
$10,029.06
交易笔数
28
总订单数
56
回测区间
2025-01-01
- 2025-12-27
盈亏比
0.00

资产趋势

2025-01-01 - 2025-12-27

回撤曲线

月度收益 (%)

Sortino
4.747
Calmar
0.425
盈亏比
0.00
期望收益
$1.04
收益波动率
0.1012
风险回报比
0.121
平均盈利
$15.56
平均亏损
-$9.86
最大盈利
$38.58
最大亏损
-$26.12
多头比例
0.0%
总盈亏
$29.06
LONG
2025-04-01 → 2025-04-01
+0.41%
开仓价: $1831.94平仓价: $1839.38
5.1858
LONG
2025-04-01 → 2025-04-01
-0.14%
开仓价: $1838.35平仓价: $1835.70
5.1876
LONG
2025-04-01 → 2025-04-01
+0.17%
开仓价: $1836.50平仓价: $1839.59
5.1857
LONG
2025-04-01 → 2025-04-01
+0.29%
开仓价: $1844.37平仓价: $1849.82
5.1719
LONG
2025-04-01 → 2025-04-01
+0.26%
开仓价: $1856.96平仓价: $1861.80
5.1512
LONG
2025-06-30 → 2025-06-30
-0.16%
开仓价: $2510.69平仓价: $2506.63
3.8194
LONG
2025-06-30 → 2025-06-30
+0.02%
开仓价: $2498.71平仓价: $2499.21
3.8318
LONG
2025-06-30 → 2025-06-30
-0.02%
开仓价: $2501.91平仓价: $2501.36
3.8276
LONG
2025-06-30 → 2025-06-30
+0.02%
开仓价: $2498.54平仓价: $2498.99
3.8320
LONG
2025-06-30 → 2025-06-30
-0.13%
开仓价: $2501.45平仓价: $2498.26
3.8282
LONG
2025-06-30 → 2025-06-30
+0.17%
开仓价: $2468.92平仓价: $2473.08
3.8739
LONG
2025-06-30 → 2025-06-30
-0.27%
开仓价: $2482.50平仓价: $2475.73
3.8589
LONG
2025-09-28 → 2025-09-28
-0.26%
开仓价: $4022.43平仓价: $4011.95
2.3754
LONG
2025-09-28 → 2025-09-28
+0.25%
开仓价: $3999.01平仓价: $4009.01
2.3834
LONG
2025-09-28 → 2025-09-28
-0.10%
开仓价: $4006.15平仓价: $4001.97
2.3848
LONG
2025-09-28 → 2025-09-28
-0.11%
开仓价: $4002.97平仓价: $3998.72
2.3843
LONG
2025-09-28 → 2025-09-28
+0.16%
开仓价: $4002.19平仓价: $4008.55
2.3824
LONG
2025-09-28 → 2025-09-28
-0.25%
开仓价: $4010.78平仓价: $4000.93
2.3809
LONG
2025-09-28 → 2025-09-28
-0.06%
开仓价: $4004.78平仓价: $4002.46
2.3789
LONG
2025-09-28 → 2025-09-28
+0.01%
开仓价: $4007.55平仓价: $4008.05
2.3759
LONG
2025-12-27 → 2025-12-27
-0.01%
开仓价: $2927.76平仓价: $2927.32
3.2526
LONG
2025-12-27 → 2025-12-27
+0.10%
开仓价: $2929.72平仓价: $2932.75
3.2499
LONG
2025-12-27 → 2025-12-27
-0.02%
开仓价: $2931.37平仓价: $2930.67
3.2513
LONG
2025-12-27 → 2025-12-27
-0.03%
开仓价: $2930.55平仓价: $2929.67
3.2515
LONG
2025-12-27 → 2025-12-27
-0.03%
开仓价: $2930.60平仓价: $2929.69
3.2505
LONG
2025-12-27 → 2025-12-27
-0.03%
开仓价: $2930.70平仓价: $2929.86
3.2494
LONG
2025-12-27 → 2025-12-27
-0.02%
开仓价: $2929.44平仓价: $2928.89
3.2499
LONG
2025-12-27 → 2025-12-27
+0.10%
开仓价: $2929.33平仓价: $2932.18
3.2495

遗传图谱

陈暮霭
人类创作者
发布于: 0 天前FCS 评分: 72.9
如何使用
openclaw strategy fork 11184fa5-4898-4008-b2d2-2160c6308354

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