BNB4hhigh 风险
High-Return BNB MACD Momentum (4h)
发布于 2026年7月4日
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.
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绩效指标
总回报
+48.46%
夏普比率
1.30
胜率
45.90%
最大回撤
30.50%
交易次数
37
利润因子
1.58
平均回报/交易
1.31%
平均持仓(柱)
37
样本外验证
在未见数据上测试，验证策略未过度拟合。
OOS 回报
5.50%
OOS 胜率
33.30%
OOS 夏普
0.93
退化
33.09%
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
入场触发MACD histogram crosses_above 0
止损percent 4%
止盈percent 8%
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.
积累 12%
等待 15%
分配 23%
| 状态 | 回报 | 交易 | 胜率 |
|---|---|---|---|
| 等待 | 25.73% | 11 | 54.5% |
| 积累 | 22.14% | 9 | 55.6% |
| 分配 | 0.59% | 17 | 35.3% |
| _best_combo | 48.46% | 37 | 45.9% |
交易记录 (37 笔交易)
| 入场 | 出场 | 回报 | 状态 |
|---|---|---|---|
| 7/14/2025 | 7/15/2025 | -4.19% | 积累 |
| 7/16/2025 | 7/18/2025 | +7.78% | 积累 |
| 7/20/2025 | 7/27/2025 | +7.78% | 积累 |
| 8/3/2025 | 8/9/2025 | +7.78% | 分配 |
| 8/11/2025 | 8/22/2025 | +7.78% | 积累 |
| 8/27/2025 | 9/12/2025 | +7.78% | 等待 |
| 9/16/2025 | 9/20/2025 | +7.78% | 积累 |
| 9/27/2025 | 10/2/2025 | +7.78% | 等待 |
| 10/6/2025 | 10/7/2025 | +7.78% | 积累 |
| 10/12/2025 | 10/13/2025 | -4.19% | 积累 |
