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Backtest Report
比特幣價量策略
Crypto
Long
05-29-2019 - 05-29-2024
Check Detail
Profit Target:
20.00%
Trading Strategy:
Next Day Trading
Stop Loss Settings:
10.00%
Stop Loss Mode:
Fixed Stop Loss
Maximum Holding Period:
20
Investment Diversification:
1
Investment Weight:
Daily Equal
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Summary
追踪BTC均线开口成交量放大
Pattern Metrics
Signal Win Rate
62.69%
Purchases Count
67
Maximum Drawdown
-46.14%
Cumulative Return
2756.63%
Alpha
:
38.13%
Beta
:
48.26%
Sharpe Ratio
:
1.36
Annualized Return
:
58.74%
Average Holding Period
:
15
Average Signal Return:
6.06%
Win Average Return:
14.78%
Lose Average Return:
-8.60%
Yearly Performance
Cumulative Return Chart
Factor Distribution Chart