XRP4hmedium 风险
High-Return XRP Stochastic RSI Reversal (Short) (4h)
发布于 2026年7月12日
Stochastic RSI Reversal (Short) strategy on XRP. +175.18% return over the test period with 44.1% win rate and 1.73 profit factor. Sharpe ratio: 1.92. Max drawdown: 18.38%. Best performance in wait 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
+105.93%
夏普比率
1.92
胜率
44.10%
最大回撤
18.38%
交易次数
59
利润因子
1.73
平均回报/交易
2.03%
平均持仓(柱)
32
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
11.50%
OOS 胜率
44.40%
OOS 夏普
1.24
退化
40.10%
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。
杠杆模式（合约）— 推算
与现货回测相同的进出场点位，盈亏按杠杆倍数放大。亏损与盈利同等放大 — 请比较回撤，而不仅仅是收益。
2× 杠杆
推算收益
+357.34%
推算最大回撤
-27.69%
胜率
44.9%
强平距离
50%
基于现货交易的推算 — 不含资金费率，并假设止损按设定价位成交。在这些杠杆下止损位距强平价有充足空间，但杠杆合约可能损失全部保证金。不构成投资建议。
净值曲线
策略规则
入场触发STOCHRSI k crosses_below 90
止损percent 5%
止盈percent 10%
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 21%
分配 22%
| 状态 | 回报 | 交易 | 胜率 |
|---|---|---|---|
| 等待 | 86.13% | 21 | 57.1% |
| 积累 | 17.82% | 6 | 50% |
| 分配 | 1.98% | 22 | 31.8% |
| _best_combo | 105.93% | 49 | 44.9% |
交易记录 (49 笔交易)
| 入场 | 出场 | 回报 | 状态 |
|---|---|---|---|
| 8/23/2025 | 9/12/2025 | -4.95% | 等待 |
| 9/13/2025 | 9/22/2025 | +10.89% | 积累 |
| 9/22/2025 | 9/24/2025 | -4.95% | 分配 |
| 9/24/2025 | 10/2/2025 | -4.95% | 等待 |
| 10/2/2025 | 10/10/2025 | +10.89% | 等待 |
| 10/10/2025 | 10/10/2025 | +10.89% | 分配 |
| 10/11/2025 | 10/12/2025 | -4.95% | 分配 |
| 10/12/2025 | 10/17/2025 | +10.89% | 分配 |
| 10/17/2025 | 10/18/2025 | -4.95% | 分配 |
| 10/18/2025 | 10/20/2025 | -4.95% | 分配 |
