High-Return ADA MACD Momentum (Short) (4h)
发布于 2026年7月19日
MACD Momentum (Short) strategy on ADA. +86.61% return over the test period with 44.3% win rate and 1.58 profit factor. Sharpe ratio: 1.77. Max drawdown: 20.11%. Best performance in wait regime.
绩效指标
样本外验证
在未见数据上测试，验证策略未过度拟合。 低退化证实稳健性。
统计置信度
优势真实存在的可能性——样本外统计置信度、跨时间的一致性，以及与单纯持有资产的比较。
回报范围（90% 置信度）: -1.63% ··· 86.61% ··· 253.99%
回测包含交易费用和滑点，假设全额资金顺序复利，且未计入做空时的期货资金费用。
净值曲线
策略规则
This is a Premium strategy. Unlock the full entry, confirmation, and exit rules — and deploy it as a bot — with Anny Pro.
Unlock with ProCFO 市场状态分析
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.
| 状态 | 回报 | 交易 | 胜率 |
|---|---|---|---|
| 等待 | 49.11% | 23 | 56.5% |
| 积累 | 3.01% | 5 | 40% |
| 分配 | 5.82% | 22 | 36.4% |
| _best_combo | 57.94% | 50 | 46% |
