High-Return BNB MACD Momentum (4h)
Diterbitkan 4 Juli 2026
MACD Momentum strategy on BNB. +51.83% return over the test period with 45.9% win rate and 1.58 profit factor. Sharpe ratio: 1.3. Max drawdown: 30.5%. Best performance in accumulate regime.
Metrik Kinerja
Validasi Out-of-Sample
Diuji pada data yang belum pernah dilihat untuk memverifikasi strategi tidak over-fitted.
Backtest mencakup biaya trading dan slippage, mengasumsikan penggabungan berurutan dengan modal penuh, dan tidak memodelkan biaya pendanaan futures pada posisi short.
Kurva Ekuitas
Aturan Strategi
Analisis Rezim CFO
Anny's CFO Line divides market conditions into three regimes. Accumulate means the trend is bullish — ideal for long entries. Distribute means bearish — better to avoid or short. Wait means the trend is unclear. This breakdown shows how the strategy performed in each regime, helping you understand when it works best.
| Rezim | Return | Trade | Win Rate |
|---|---|---|---|
| Tunggu | 25.73% | 11 | 54.5% |
| Akumulasi | 22.14% | 9 | 55.6% |
| Distribusi | 0.59% | 17 | 35.3% |
| _best_combo | 48.46% | 37 | 45.9% |
Riwayat Trade (37 trade)
| Masuk | Keluar | Return | Rezim |
|---|---|---|---|
| 7/14/2025 | 7/15/2025 | -4.19% | Akumulasi |
| 7/16/2025 | 7/18/2025 | +7.78% | Akumulasi |
| 7/20/2025 | 7/27/2025 | +7.78% | Akumulasi |
| 8/3/2025 | 8/9/2025 | +7.78% | Distribusi |
| 8/11/2025 | 8/22/2025 | +7.78% | Akumulasi |
| 8/27/2025 | 9/12/2025 | +7.78% | Tunggu |
| 9/16/2025 | 9/20/2025 | +7.78% | Akumulasi |
| 9/27/2025 | 10/2/2025 | +7.78% | Tunggu |
| 10/6/2025 | 10/7/2025 | +7.78% | Akumulasi |
| 10/12/2025 | 10/13/2025 | -4.19% | Akumulasi |
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Kinerja masa lalu tidak menjamin hasil di masa depan. Semua strategi memiliki risiko kerugian.
