AVAX4hmedium 风险最佳: wait+distributePremium

High-Return AVAX SWING_STRUCTURE Short + Regime (4h)

发布于 2026年8月2日

SWING_STRUCTURE Short + Regime strategy on AVAX. +162.84% return over the test period with 44.4% win rate and 2.14 profit factor. Sharpe ratio: 1.31. Max drawdown: 17.1%. Best performance in distribute regime.

通过 Anny 部署Short strategy — requires a futures account. Anny will guide you through setup.

绩效指标

总回报

+113.58%

夏普比率

1.31

胜率

44.40%

最大回撤

17.10%

交易次数

利润因子

2.14

平均回报/交易

3.16%

平均持仓(柱)

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。

OOS 回报

13.89%

OOS 胜率

36.40%

OOS 夏普

0.99

退化

28.26%

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。

样本外置信度

73%

盈利时段

3/4

对比买入持有

-75.5%

已测试策略数

2116

回报范围（90% 置信度）: 3.44% ··· 157.1% ··· 528.43%

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.

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CFO 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.

等待 31%

分配 19%

This strategy performs best during wait+distribute — consider using the regime filter to only enter trades when the CFO Line signals wait+distribute.

状态	回报	交易	胜率
等待	50.48%	22	36.4%
积累	0%	0	0%
分配	63.1%	14	57.1%
_best_combo	113.58%	36	44.4%

准备部署？

Anny 将引导您选择交易所、投资金额和风险设置。

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过去的表现不保证未来的结果。所有策略都存在亏损风险。