SUI4hhigh 风险Premium
Overshoot Fader · Bollinger %B · SUI (4h)
发布于 2026年8月6日
Overshoot Fader (Bollinger %B) strategy on SUI. +260.46% return over the test period with 46.3% win rate and 2.69 profit factor. Sharpe ratio: 1.34. Max drawdown: 25.54%. Best performance in accumulate 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
+156.74%
夏普比率
1.34
胜率
46.30%
最大回撤
25.54%
交易次数
41
利润因子
2.69
平均回报/交易
3.82%
平均持仓(柱)
19
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
7.79%
OOS 胜率
36.40%
OOS 夏普
0.73
退化
49.66%
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
68%
盈利时段
3/4
对比买入持有
-21.75%
已测试策略数
845
回报范围（90% 置信度）: 22.15% ··· 240.87% ··· 1071.84%
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BB_PERCENT_B (2 settings) ••••
确认 1REGIME ••••
止损atr ••••
止盈risk_reward ••••
Trailing Stopconfigured ••••
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 45%
| 状态 | 回报 | 交易 | 胜率 |
|---|---|---|---|
| 等待 | 138.17% | 37 | 45.9% |
| 积累 | 15.63% | 3 | 33.3% |
| 分配 | 2.94% | 1 | 100% |
| _best_combo | 156.74% | 41 | 46.3% |
