High-Return ETH SWING_STRUCTURE Short + Regime (4h)
Diterbitkan 26 Juli 2026
SWING_STRUCTURE Short + Regime strategy on ETH. +33.68% return over the test period with 48.1% win rate and 1.35 profit factor. Sharpe ratio: 0.71. Max drawdown: 20.88%. Best performance in distribute regime.
Metrik Kinerja
Validasi Out-of-Sample
Diuji pada data yang belum pernah dilihat untuk memverifikasi strategi tidak over-fitted. Degradasi rendah mengonfirmasi ketahanan.
Keyakinan Statistik
Seberapa besar kemungkinan keunggulan ini nyata — keyakinan statistik di luar sampel, konsistensi sepanjang waktu, dan perbandingan dengan sekadar menahan aset.
Rentang imbal hasil (keyakinan 90%): -19.19% ··· 30.24% ··· 137.47%
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.
This strategy performs best during Distribusi — consider using the regime filter to only enter trades when the CFO Line signals Distribusi.
| Rezim | Return | Trade | Win Rate |
|---|---|---|---|
| Tunggu | -5.51% | 30 | 40% |
| Akumulasi | 0% | 0 | 0% |
| Distribusi | 31.39% | 20 | 55% |
| _best_combo | 31.39% | 20 | 55% |
Riwayat Trade (50 trade)
| Masuk | Keluar | Return | Rezim |
|---|---|---|---|
| 8/12/2024 | 8/12/2024 | -4.02% | Tunggu |
| 8/15/2024 | 8/18/2024 | -3.99% | Tunggu |
| 8/19/2024 | 8/20/2024 | -2.76% | Tunggu |
| 8/26/2024 | 8/27/2024 | +3.21% | Tunggu |
| 9/1/2024 | 9/2/2024 | -3.12% | Tunggu |
| 9/4/2024 | 9/4/2024 | -3.43% | Tunggu |
| 9/6/2024 | 9/6/2024 | +5.64% | Tunggu |
| 9/15/2024 | 9/15/2024 | +2.78% | Tunggu |
| 10/9/2024 | 10/11/2024 | -2.68% | Tunggu |
| 11/4/2024 | 11/4/2024 | +3.46% | Tunggu |
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Kinerja masa lalu tidak menjamin hasil di masa depan. Semua strategi memiliki risiko kerugian.
