Band Fader · Bollinger + RSI · SOL (1h)
发布于 2026年7月12日
Band Fader — 布林带和RSI组合系统 · SOL (1h)空头。测试期间回报率 +61.5%，胜率 46.20%，利润因子 1.70。Sharpe ratio: 1.54。Max drawdown: 9.04%。在积累制度中表现最佳。
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。
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。
杠杆模式（合约）— 推算
这是做空策略 — 仅在合约（futures）市场交易，这些交易不存在现货版本。该预测将杠杆应用于模拟的做空盈亏；未计入资金费率成本。亏损与盈利同等放大 — 请比较回撤，而不仅仅是收益。
2× 杠杆
3× 杠杆
基于现货交易的推算 — 不含资金费率，并假设止损按设定价位成交。在这些杠杆下止损位距强平价有充足空间，但杠杆合约可能损失全部保证金。不构成投资建议。
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.
This strategy performs best during 积累 — consider using the regime filter to only enter trades when the CFO Line signals 积累.
| 状态 | 回报 | 交易 | 胜率 |
|---|---|---|---|
| 等待 | -15.75% | 17 | 23.5% |
| 积累 | 61.5% | 22 | 63.6% |
| 分配 | 0% | 0 | 0% |
| _best_combo | 61.5% | 22 | 63.6% |
