High-Return DOT MACD Short + Regime (4h)
发布于 2026年8月2日
MACD Short + Regime strategy on DOT. +579.11% return over the test period with 51.4% win rate and 3.26 profit factor. Sharpe ratio: 1.67. Max drawdown: 30.6%. Best performance in accumulate 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）: 107.64% ··· 597.01% ··· 2479.59%
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 | 92.63% | 20 | 45% |
| 积累 | 50.42% | 3 | 66.7% |
| 分配 | 86.78% | 12 | 58.3% |
| _best_combo | 229.83% | 35 | 51.4% |
