SOL4hmedium 风险最佳: accumulate+waitPremium
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。
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绩效指标
总回报
-4.23%
夏普比率
0.05
胜率
35.80%
最大回撤
20.73%
交易次数
67
利润因子
1.01
平均回报/交易
0.03%
平均持仓(柱)
10
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
-6.45%
OOS 胜率
30.80%
OOS 夏普
-0.83
退化
100.00%
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 (3 settings) ••••
止损percent ••••
止盈percent ••••
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 55%
分配 37%
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 | 3.67% | 27 | 37% |
| 积累 | 14.18% | 4 | 75% |
| 分配 | -30.48% | 18 | 16.7% |
