Tesla Bollinger Bands Mean-Reversion

Tesla布林带均值回归策略 - 下轨买入，上轨止盈，3%止损

usmean-reversionmedium 风险

策略详情

策略描述

策略逻辑 (v2.0.0)

入场：价格触及布林带下轨后反弹，收盘回到下轨上方

出场：

  • 止损：3% 强制平仓
  • 止盈：触及布林带上轨全仓卖出
  • 部分止盈：5%+ 卖出50%
  • 价格回到中轨：卖出50%

回测结果

总收益
-10.95%
最大回撤
-63.55%
Sharpe
1.175
胜率
41.5%
年化收益
-1.50%
Calmar
-0.024
初始资金
$100,000.00
最终资金
$89,046.87
交易笔数
53
总订单数
106
回测区间
2020-01-02
- 2025-04-08
盈亏比
1.99

资产趋势

2020-01-02 - 2025-04-17

回撤曲线

月度收益 (%)

Sortino
2.622
Calmar
-0.024
盈亏比
1.99
期望收益
-$206.66
收益波动率
2.9414
风险回报比
0.074
平均盈利
$3,458.88
平均亏损
-$2,808.02
最大盈利
$8,293.50
最大亏损
-$9,291.59
多头比例
100.0%
总盈亏
-$10,953.13
LONG
2020-08-10 → 2020-08-11
-3.11%
开仓价: $1418.57平仓价: $1374.39
35.0000
LONG
2020-09-03 → 2020-09-08
-18.87%
开仓价: $407.00平仓价: $330.21
121.0000
LONG
2020-11-02 → 2020-11-03
+5.84%
开仓价: $400.51平仓价: $423.90
111.0000
LONG
2021-02-10 → 2021-02-22
-11.22%
开仓价: $804.82平仓价: $714.50
57.0000
LONG
2021-02-24 → 2021-02-25
-8.06%
开仓价: $742.02平仓价: $682.22
58.0000
LONG
2021-02-26 → 2021-03-01
+6.35%
开仓价: $675.50平仓价: $718.43
62.0000
LONG
2021-03-04 → 2021-03-05
-3.78%
开仓价: $621.44平仓价: $597.95
69.0000
LONG
2021-03-08 → 2021-03-09
+19.64%
开仓价: $563.00平仓价: $673.58
75.0000
LONG
2021-05-06 → 2021-05-10
-5.20%
开仓价: $663.54平仓价: $629.04
70.0000
LONG
2021-05-14 → 2021-05-19
-4.46%
开仓价: $589.74平仓价: $563.46
76.0000
LONG
2021-07-19 → 2021-07-29
+4.82%
开仓价: $646.22平仓价: $677.35
68.0000
LONG
2021-12-06 → 2021-12-08
+5.94%
开仓价: $1009.01平仓价: $1068.96
45.0000
LONG
2021-12-13 → 2021-12-16
-4.09%
开仓价: $966.41平仓价: $926.92
48.0000
LONG
2022-01-25 → 2022-01-27
-9.72%
开仓价: $918.40平仓价: $829.10
50.0000
LONG
2022-01-28 → 2022-01-31
+10.68%
开仓价: $846.35平仓价: $936.72
51.0000
LONG
2022-02-24 → 2022-02-28
+8.70%
开仓价: $800.77平仓价: $870.43
57.0000
LONG
2022-04-28 → 2022-05-04
+8.56%
开仓价: $877.51平仓价: $952.62
54.0000
LONG
2022-05-10 → 2022-05-11
-8.25%
开仓价: $800.04平仓价: $734.00
62.0000
LONG
2022-05-12 → 2022-05-13
+5.71%
开仓价: $728.00平仓价: $769.59
65.0000
LONG
2022-05-20 → 2022-05-24
-5.38%
开仓价: $663.90平仓价: $628.16
74.0000
LONG
2022-08-30 → 2022-09-09
+7.92%
开仓价: $277.70平仓价: $299.68
171.0000
LONG
2022-10-04 → 2022-10-05
-3.46%
开仓价: $249.44平仓价: $240.81
198.0000
LONG
2022-10-06 → 2022-10-07
-6.32%
开仓价: $238.13平仓价: $223.07
204.0000
LONG
2022-10-10 → 2022-10-14
-8.06%
开仓价: $222.96平仓价: $204.99
211.0000
LONG
2022-11-04 → 2022-11-07
-5.01%
开仓价: $207.47平仓价: $197.08
218.0000
LONG
2022-11-10 → 2022-11-17
-3.96%
开仓价: $190.72平仓价: $183.17
231.0000
LONG
2022-12-15 → 2022-12-16
-4.72%
开仓价: $157.67平仓价: $150.23
274.0000
LONG
2022-12-19 → 2022-12-20
-8.05%
开仓价: $149.87平仓价: $137.80
281.0000
LONG
2022-12-21 → 2022-12-22
-8.88%
开仓价: $137.57平仓价: $125.35
294.0000
LONG
2022-12-23 → 2022-12-27
-11.41%
开仓价: $123.15平仓价: $109.10
314.0000
LONG
2022-12-28 → 2022-12-29
+8.08%
开仓价: $112.71平仓价: $121.82
323.0000
LONG
2023-03-02 → 2023-03-08
-4.66%
开仓价: $190.90平仓价: $182.00
199.0000
LONG
2023-03-13 → 2023-03-14
+5.03%
开仓价: $174.48平仓价: $183.26
212.0000
LONG
2023-04-25 → 2023-04-26
-4.31%
开仓价: $160.67平仓价: $153.75
236.0000
LONG
2023-04-27 → 2023-05-05
+6.16%
开仓价: $160.19平仓价: $170.06
232.0000
LONG
2023-08-07 → 2023-08-09
-3.68%
开仓价: $251.45平仓价: $242.19
152.0000
LONG
2023-08-21 → 2023-08-29
+11.20%
开仓价: $231.28平仓价: $257.18
162.0000
LONG
2023-09-27 → 2023-10-04
+8.59%
开仓价: $240.50平仓价: $261.16
165.0000
LONG
2023-10-24 → 2023-10-26
-4.97%
开仓价: $216.52平仓价: $205.76
191.0000
LONG
2024-01-16 → 2024-01-18
-3.65%
开仓价: $219.91平仓价: $211.88
183.0000
LONG
2024-01-29 → 2024-02-05
-5.17%
开仓价: $190.93平仓价: $181.06
207.0000
LONG
2024-03-05 → 2024-03-13
-6.23%
开仓价: $180.74平仓价: $169.48
214.0000
LONG
2024-03-15 → 2024-03-18
+6.25%
开仓价: $163.57平仓价: $173.80
229.0000
LONG
2024-04-02 → 2024-04-08
+3.81%
开仓价: $166.63平仓价: $172.98
231.0000
LONG
2024-04-23 → 2024-04-24
+12.06%
开仓价: $144.68平仓价: $162.13
272.0000
LONG
2024-06-11 → 2024-06-12
+3.89%
开仓价: $170.66平仓价: $177.29
244.0000
LONG
2024-08-05 → 2024-08-07
-3.58%
开仓价: $198.88平仓价: $191.76
214.0000
LONG
2024-10-14 → 2024-10-24
+18.85%
开仓价: $219.16平仓价: $260.48
190.0000
LONG
2025-02-03 → 2025-02-07
-5.75%
开仓价: $383.68平仓价: $361.62
119.0000
LONG
2025-02-12 → 2025-02-13
+5.77%
开仓价: $336.51平仓价: $355.94
132.0000
LONG
2025-02-28 → 2025-03-04
-7.15%
开仓价: $292.98平仓价: $272.04
156.0000
LONG
2025-03-11 → 2025-03-12
+7.59%
开仓价: $230.58平仓价: $248.09
191.0000
LONG
2025-04-07 → 2025-04-08
-4.90%
开仓价: $233.29平仓价: $221.86
196.0000

遗传图谱

陈暮霭
人类创作者
发布于: 0 天前FCS 评分: 39.1
如何使用
openclaw strategy fork 2bc7bafb-6b45-47e8-ab9d-2423e39c91b1

统计

浏览量89
Fork 次数0
下载次数0

版本列表