XRP1hmedium 风险
Pattern Runner · CCI SHORT · XRP (1h)
发布于 2026年8月6日
Pattern Runner (CCI SHORT) strategy on XRP. +29.91% return over the test period with 42.9% win rate and 1.5 profit factor. Sharpe ratio: 1. Max drawdown: 16.25%. Best performance in distribute 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
+30.32%
夏普比率
1.00
胜率
42.90%
最大回撤
16.25%
交易次数
35
利润因子
1.50
平均回报/交易
0.87%
平均持仓(柱)
44
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
7.96%
OOS 胜率
45.50%
OOS 夏普
1.45
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
82%
盈利时段
3/4
对比买入持有
-53.98%
已测试策略数
184
回报范围（90% 置信度）: -18.76% ··· 29.16% ··· 105.71%
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CCI (1 setting) ••••
确认 1REGIME ••••
确认 2EMA (1 setting) ••••
确认 3ADX (1 setting) ••••
止损atr ••••
止盈risk_reward ••••
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 39%
| 状态 | 回报 | 交易 | 胜率 |
|---|---|---|---|
| 等待 | 12.26% | 27 | 40.7% |
| 积累 | 2.3% | 2 | 50% |
| 分配 | 15.76% | 6 | 50% |
| _best_combo | 30.32% | 35 | 42.9% |
交易记录 (35 笔交易)
| 入场 | 出场 | 回报 | 状态 |
|---|---|---|---|
| 10/12/2025 | 10/16/2025 | +10.39% | 等待 |
| 10/18/2025 | 10/19/2025 | -3.56% | 等待 |
| 10/19/2025 | 10/20/2025 | -2.63% | 等待 |
| 10/31/2025 | 11/3/2025 | +5.26% | 等待 |
| 11/6/2025 | 11/7/2025 | +8.08% | 等待 |
| 11/7/2025 | 11/10/2025 | -3.94% | 等待 |
| 11/16/2025 | 11/17/2025 | -2.83% | 等待 |
| 11/18/2025 | 11/20/2025 | +8.41% | 分配 |
| 11/23/2025 | 11/24/2025 | -3.65% | 等待 |
| 11/24/2025 | 11/24/2025 | -3.63% | 积累 |
