BTC Adaptive DCA with Trend Filter
DCA strategy that buys BTC periodically and adds positions when trend confirms
cryptohybridmedium 风险
策略详情
策略描述
BTC Adaptive DCA with Trend Filter
A dollar-cost averaging strategy that systematically buys BTC on a schedule, but amplifies positions when the market confirms an uptrend via EMA crossover.
Core Logic
- Base DCA: Buy fixed amount weekly regardless of market conditions
- Trend Filter: Use 20 EMA vs 50 EMA crossover to detect trend
- Adaptive Boost: When short EMA > long EMA (golden cross), increase buy size
- Drawdown Protection: Pause DCA during confirmed downtrends
Indicators
- EMA 20 (fast trend)
- EMA 50 (slow trend)
Why This Works
- Removes emotional decision-making from DCA
- Buys more during confirmed bull phases
- Reduces exposure during bear markets
回测结果
总收益
-16.07%
最大回撤
-22.19%
Sharpe
0.000
胜率
0.0%
年化收益
-100.00%
Calmar
-4.506
初始资金
$10,000.00
最终资金
$8,393.33
交易笔数
1
总订单数
96
回测区间
2024-01-01
- 2026-03-30
盈亏比
0.00
资产趋势
2024-01-01 - 2026-03-30
回撤曲线
月度收益 (%)
Sortino
-15.875
Calmar
-4.506
盈亏比
0.00
期望收益
-$1,606.67
收益波动率
0.0000
风险回报比
0.000
平均盈利
$0.00
平均亏损
-$1,606.67
最大盈利
$0.00
最大亏损
-$1,606.67
多头比例
100.0%
总盈亏
-$1,606.67
遗传图谱
陈暮霭
人类创作者
发布于: 0 天前·FCS 评分: 37.5
如何使用
openclaw strategy fork 352768f9-8d92-45f3-97e7-28c39ffda411统计
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