DOGE1hmedium 风险
High-Return DOGE EMA Crossover (Short) (1h)
发布于 2026年7月19日
EMA Crossover (Short) strategy on DOGE. +88.51% return over the test period with 40.5% win rate and 1.35 profit factor. Sharpe ratio: 1.52. Max drawdown: 22.59%. Best performance in wait 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
+42.49%
夏普比率
1.52
胜率
40.50%
最大回撤
22.59%
交易次数
116
利润因子
1.35
平均回报/交易
0.65%
平均持仓(柱)
36
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
36.94%
OOS 胜率
50.00%
OOS 夏普
3.49
退化
OOS improved
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
94%
盈利时段
4/4
对比买入持有
-70.94%
已测试策略数
752
回报范围（90% 置信度）: -9.31% ··· 88.51% ··· 329.38%
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EMA value crosses_below EMA(21)
止损percent 3%
止盈percent 6%
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 43%
| 状态 | 回报 | 交易 | 胜率 |
|---|---|---|---|
| 等待 | 36.42% | 42 | 42.9% |
| 积累 | 3.06% | 2 | 50% |
| 分配 | 3.01% | 5 | 40% |
| _best_combo | 42.49% | 49 | 42.9% |
交易记录 (49 笔交易)
| 入场 | 出场 | 回报 | 状态 |
|---|---|---|---|
| 1/18/2026 | 1/19/2026 | +6.17% | 等待 |
| 1/22/2026 | 1/23/2026 | -3.11% | 等待 |
| 1/23/2026 | 1/28/2026 | -3.11% | 等待 |
| 1/29/2026 | 1/29/2026 | +6.17% | 等待 |
| 1/31/2026 | 1/31/2026 | +6.17% | 分配 |
| 2/3/2026 | 2/3/2026 | -3.11% | 等待 |
| 2/4/2026 | 2/5/2026 | +6.17% | 等待 |
| 2/7/2026 | 2/7/2026 | -3.11% | 等待 |
| 2/8/2026 | 2/11/2026 | +6.17% | 等待 |
| 2/12/2026 | 2/13/2026 | -3.11% | 等待 |
