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
LONG
2024-04-142026-03-30
-22.19%
开仓价: $86753.10平仓价: $67501.80
0.0835

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

浏览量15
Fork 次数0
下载次数0

版本列表