XRP4hmedium 风险最佳: accumulate+wait
High-Return XRP EMA Crossover (Short) (4h)
发布于 2026年7月4日
EMA Crossover (Short) strategy on XRP. +38.09% return over the test period with 43.6% win rate and 1.53 profit factor. Sharpe ratio: 1.24. Max drawdown: 20.11%. 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
+39.68%
夏普比率
1.24
胜率
43.60%
最大回撤
20.11%
交易次数
39
利润因子
1.53
平均回报/交易
0.94%
平均持仓(柱)
16
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
5.47%
OOS 胜率
42.90%
OOS 夏普
1.10
退化
14.06%
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EMA value crosses_below EMA(21)
止损percent 3%
止盈percent 6%
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 41%
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 | 30.45% | 29 | 44.8% |
| 积累 | 9.23% | 3 | 66.7% |
| 分配 | -3.21% | 7 | 28.6% |
| _best_combo | 39.68% | 32 | 46.9% |
交易记录 (39 笔交易)
| 入场 | 出场 | 回报 | 状态 |
|---|---|---|---|
| 7/23/2025 | 7/23/2025 | +6.17% | 等待 |
| 7/28/2025 | 8/1/2025 | +6.17% | 等待 |
| 8/6/2025 | 8/6/2025 | -3.11% | 等待 |
| 8/11/2025 | 8/12/2025 | -3.11% | 等待 |
| 8/14/2025 | 8/19/2025 | +6.17% | 等待 |
| 8/25/2025 | 8/26/2025 | -3.11% | 等待 |
| 8/28/2025 | 8/29/2025 | +6.17% | 等待 |
| 9/4/2025 | 9/5/2025 | -3.11% | 分配 |
| 9/5/2025 | 9/7/2025 | -3.11% | 等待 |
| 9/15/2025 | 9/17/2025 | -3.11% | 等待 |
