Momentum Rider · MACD · SOL (4h)
发布于 2026年7月5日
Momentum Rider — MACD动量系统 · SOL (4h)做多。测试期内+36.4%收益，40.60%胜率，1.24盈利因子。Sharpe ratio: 0.85。最大回撤：19.22%。在accumulate+wait机制下表现最佳。
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。
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 accumulate+wait — consider using the regime filter to only enter trades when the CFO Line signals accumulate+wait.
| 状态 | 回报 | 交易 | 胜率 |
|---|---|---|---|
| 等待 | 22.22% | 24 | 45.8% |
| 积累 | 14.18% | 4 | 75% |
| 分配 | -34.26% | 22 | 18.2% |
| _best_combo | 36.4% | 28 | 50% |
