近 3 年超短线策略报告
近 3 年汇总
| strategy | bar | trades | 3y_return | 3y_annualized | 3y_max_dd | 3y_calmar |
|---|---|---|---|---|---|---|
| BTC RSI2 Guarded 15m | 15m | 873 | 5.82% | 1.90% | 30.60% | 0.06 |
| BTC RSI2 TWAP2 15m | 15m | 870 | -16.23% | -5.73% | 29.54% | -0.19 |
| BTC RSI2 TWAP3 15m | 15m | 870 | -21.35% | -7.70% | 28.17% | -0.27 |
| BTC RSI2 Price TWAP shallow 15m | 15m | 689 | 121.55% | 30.37% | 16.87% | 1.80 |
| BTC RSI2 Price TWAP mid 15m | 15m | 570 | 169.43% | 39.16% | 8.00% | 4.89 |
| BTC RSI2 Price TWAP deep 15m | 15m | 449 | 150.01% | 35.73% | 7.04% | 5.07 |
| BTC RSI2 Price TWAP 2slice 15m | 15m | 574 | 112.80% | 28.63% | 8.53% | 3.36 |
| BTC RSI2 Price TWAP mid fb2 15m | 15m | 537 | 138.65% | 33.64% | 8.00% | 4.20 |
| BTC RSI2 Price TWAP mid fb5 15m | 15m | 480 | 76.87% | 20.94% | 10.23% | 2.05 |
| BTC RSI2 Price TWAP deep fb2 15m | 15m | 422 | 111.52% | 28.37% | 7.55% | 3.76 |
| BTC RSI2 Price TWAP deep fb5 15m | 15m | 396 | 71.16% | 19.62% | 8.04% | 2.44 |
| BTC Trend RSI-BB 15m | 15m | 665 | 1.47% | 0.49% | 17.52% | 0.03 |
| ETH RSI2 15m | 15m | 536 | 36.82% | 11.07% | 20.83% | 0.53 |
| ETH RSI2 Price TWAP mid 15m | 15m | 372 | 58.87% | 17.02% | 15.65% | 1.09 |
| ETH RSI2 Price TWAP deep 15m | 15m | 321 | 89.59% | 24.26% | 7.88% | 3.08 |
| ETH RSI2 Price TWAP mid fb2 15m | 15m | 357 | 45.35% | 13.54% | 16.26% | 0.83 |
| ETH Robust Price TWAP 15m | 15m | 339 | 158.97% | 37.33% | 7.89% | 4.73 |
| ETH Trend RSI-BB 15m | 15m | 2019 | -82.94% | -44.51% | 82.95% | -0.54 |
| ETH/BTC RSI Filter 15m | 15m | 282 | 41.55% | 12.34% | 9.42% | 1.31 |
| BTC Lead ETH Lag 15m | 15m | 947 | 69.32% | 19.26% | 33.85% | 0.57 |
| BTC Lead ETH Lag 5m | 5m | 1142 | 52.61% | 15.19% | 21.86% | 0.69 |
| BTC Lead ETH Lag 3m | 3m | 1076 | -7.40% | -2.54% | 32.81% | -0.08 |
单策略分周期表现
| strategy | horizon | return | annualized | max_dd | calmar |
|---|---|---|---|---|---|
| BTC RSI2 Guarded 15m | 3y | 5.92% | 1.93% | 30.60% | 0.06 |
| BTC RSI2 Guarded 15m | 1y | 0.59% | 0.59% | 12.84% | 0.05 |
| BTC RSI2 Guarded 15m | 6m | 7.11% | 14.77% | 7.14% | 2.07 |
| BTC RSI2 Guarded 15m | 3m | 6.87% | 30.95% | 4.80% | 6.45 |
| BTC RSI2 TWAP2 15m | 3y | -16.42% | -5.80% | 29.54% | -0.20 |
| BTC RSI2 TWAP2 15m | 1y | -4.17% | -4.17% | 12.47% | -0.33 |
| BTC RSI2 TWAP2 15m | 6m | 1.58% | 3.19% | 7.17% | 0.44 |
| BTC RSI2 TWAP2 15m | 3m | 3.17% | 13.49% | 4.98% | 2.71 |
| BTC RSI2 TWAP3 15m | 3y | -21.64% | -7.80% | 28.17% | -0.28 |
| BTC RSI2 TWAP3 15m | 1y | -3.94% | -3.94% | 11.69% | -0.34 |
| BTC RSI2 TWAP3 15m | 6m | 1.80% | 3.65% | 6.47% | 0.56 |
| BTC RSI2 TWAP3 15m | 3m | 3.69% | 15.83% | 3.34% | 4.74 |
| BTC RSI2 Price TWAP shallow 15m | 3y | 121.76% | 30.37% | 16.87% | 1.80 |
| BTC RSI2 Price TWAP shallow 15m | 1y | 32.25% | 32.25% | 6.54% | 4.93 |
| BTC RSI2 Price TWAP shallow 15m | 6m | 27.76% | 63.44% | 6.15% | 10.31 |
| BTC RSI2 Price TWAP shallow 15m | 3m | 21.57% | 120.83% | 2.61% | 46.29 |
| BTC RSI2 Price TWAP mid 15m | 3y | 170.78% | 39.34% | 8.00% | 4.92 |
| BTC RSI2 Price TWAP mid 15m | 1y | 29.93% | 29.93% | 8.00% | 3.74 |
| BTC RSI2 Price TWAP mid 15m | 6m | 26.10% | 59.21% | 6.69% | 8.85 |
| BTC RSI2 Price TWAP mid 15m | 3m | 20.72% | 114.61% | 2.61% | 43.91 |
| BTC RSI2 Price TWAP deep 15m | 3y | 152.40% | 36.11% | 7.04% | 5.13 |
| BTC RSI2 Price TWAP deep 15m | 1y | 25.18% | 25.18% | 5.84% | 4.31 |
| BTC RSI2 Price TWAP deep 15m | 6m | 22.24% | 49.60% | 5.84% | 8.49 |
| BTC RSI2 Price TWAP deep 15m | 3m | 19.43% | 105.49% | 2.61% | 40.42 |
| BTC RSI2 Price TWAP 2slice 15m | 3y | 113.54% | 28.74% | 8.53% | 3.37 |
| BTC RSI2 Price TWAP 2slice 15m | 1y | 23.14% | 23.14% | 8.00% | 2.89 |
| BTC RSI2 Price TWAP 2slice 15m | 6m | 22.93% | 51.30% | 6.55% | 7.83 |
| BTC RSI2 Price TWAP 2slice 15m | 3m | 18.40% | 98.38% | 2.61% | 37.69 |
| BTC RSI2 Price TWAP mid fb2 15m | 3y | 139.84% | 33.82% | 8.00% | 4.23 |
| BTC RSI2 Price TWAP mid fb2 15m | 1y | 22.16% | 22.16% | 8.00% | 2.77 |
| BTC RSI2 Price TWAP mid fb2 15m | 6m | 20.48% | 45.30% | 6.69% | 6.77 |
| BTC RSI2 Price TWAP mid fb2 15m | 3m | 16.27% | 84.26% | 2.72% | 30.99 |
| BTC RSI2 Price TWAP mid fb5 15m | 3y | 77.75% | 21.11% | 10.23% | 2.06 |
| BTC RSI2 Price TWAP mid fb5 15m | 1y | 8.62% | 8.62% | 10.23% | 0.84 |
| BTC RSI2 Price TWAP mid fb5 15m | 6m | 14.32% | 30.79% | 5.86% | 5.26 |
| BTC RSI2 Price TWAP mid fb5 15m | 3m | 13.25% | 65.66% | 2.72% | 24.15 |
| BTC RSI2 Price TWAP deep fb2 15m | 3y | 113.54% | 28.74% | 7.55% | 3.80 |
| BTC RSI2 Price TWAP deep fb2 15m | 1y | 18.42% | 18.42% | 5.84% | 3.15 |
| BTC RSI2 Price TWAP deep fb2 15m | 6m | 18.46% | 40.47% | 5.84% | 6.93 |
| BTC RSI2 Price TWAP deep fb2 15m | 3m | 15.82% | 81.44% | 2.61% | 31.20 |
| BTC RSI2 Price TWAP deep fb5 15m | 3y | 72.79% | 19.98% | 8.04% | 2.48 |
| BTC RSI2 Price TWAP deep fb5 15m | 1y | 12.01% | 12.01% | 8.04% | 1.49 |
| BTC RSI2 Price TWAP deep fb5 15m | 6m | 13.95% | 29.94% | 8.04% | 3.72 |
| BTC RSI2 Price TWAP deep fb5 15m | 3m | 11.16% | 53.58% | 3.46% | 15.50 |
| BTC Trend RSI-BB 15m | 3y | 1.00% | 0.33% | 17.52% | 0.02 |
| BTC Trend RSI-BB 15m | 1y | -12.76% | -12.76% | 12.76% | -1.00 |
| BTC Trend RSI-BB 15m | 6m | -4.34% | -8.51% | 8.55% | -1.00 |
| BTC Trend RSI-BB 15m | 3m | -5.93% | -21.97% | 6.51% | -3.37 |
| ETH RSI2 15m | 3y | 38.64% | 11.49% | 20.83% | 0.55 |
| ETH RSI2 15m | 1y | 21.85% | 21.85% | 20.83% | 1.05 |
| ETH RSI2 15m | 6m | -8.28% | -15.92% | 19.71% | -0.81 |
| ETH RSI2 15m | 3m | 12.02% | 58.46% | 2.67% | 21.87 |
| ETH RSI2 Price TWAP mid 15m | 3y | 59.23% | 16.76% | 15.65% | 1.07 |
| ETH RSI2 Price TWAP mid 15m | 1y | 37.94% | 37.94% | 7.09% | 5.35 |
| ETH RSI2 Price TWAP mid 15m | 6m | 8.60% | 17.98% | 7.09% | 2.54 |
| ETH RSI2 Price TWAP mid 15m | 3m | 15.03% | 76.47% | 2.93% | 26.09 |
| ETH RSI2 Price TWAP deep 15m | 3y | 90.59% | 23.96% | 7.88% | 3.04 |
| ETH RSI2 Price TWAP deep 15m | 1y | 45.84% | 45.84% | 6.45% | 7.11 |
| ETH RSI2 Price TWAP deep 15m | 6m | 24.50% | 55.19% | 6.45% | 8.56 |
| ETH RSI2 Price TWAP deep 15m | 3m | 24.72% | 144.98% | 0.99% | 146.42 |
| ETH RSI2 Price TWAP mid fb2 15m | 3y | 45.67% | 13.35% | 16.26% | 0.82 |
| ETH RSI2 Price TWAP mid fb2 15m | 1y | 30.75% | 30.75% | 7.45% | 4.13 |
| ETH RSI2 Price TWAP mid fb2 15m | 6m | 4.90% | 10.06% | 7.45% | 1.35 |
| ETH RSI2 Price TWAP mid fb2 15m | 3m | 11.78% | 57.09% | 2.93% | 19.48 |
| ETH Robust Price TWAP 15m | 3y | 157.94% | 37.10% | 7.89% | 4.70 |
| ETH Robust Price TWAP 15m | 1y | 35.58% | 35.58% | 7.89% | 4.51 |
| ETH Robust Price TWAP 15m | 6m | 17.53% | 38.26% | 7.89% | 4.85 |
| ETH Robust Price TWAP 15m | 3m | 19.30% | 104.57% | 0.69% | 151.72 |
| ETH Trend RSI-BB 15m | 3y | -82.59% | -44.13% | 82.95% | -0.53 |
| ETH Trend RSI-BB 15m | 1y | -65.04% | -65.04% | 66.43% | -0.98 |
| ETH Trend RSI-BB 15m | 6m | -49.18% | -74.27% | 49.76% | -1.49 |
| ETH Trend RSI-BB 15m | 3m | -39.69% | -87.14% | 40.39% | -2.16 |
| ETH/BTC RSI Filter 15m | 3y | 44.24% | 12.98% | 9.42% | 1.38 |
| ETH/BTC RSI Filter 15m | 1y | 32.84% | 32.84% | 4.86% | 6.76 |
| ETH/BTC RSI Filter 15m | 6m | 3.53% | 7.21% | 4.86% | 1.48 |
| ETH/BTC RSI Filter 15m | 3m | 7.28% | 32.96% | 0.38% | 85.76 |
| BTC Lead ETH Lag 15m | 3y | 75.14% | 20.52% | 33.85% | 0.61 |
| BTC Lead ETH Lag 15m | 1y | -19.81% | -19.81% | 23.77% | -0.83 |
| BTC Lead ETH Lag 15m | 6m | -14.87% | -27.72% | 14.87% | -1.86 |
| BTC Lead ETH Lag 15m | 3m | -10.24% | -35.49% | 10.24% | -3.46 |
| BTC Lead ETH Lag 5m | 3y | 65.47% | 18.26% | 21.86% | 0.84 |
| BTC Lead ETH Lag 5m | 1y | 29.09% | 29.09% | 11.85% | 2.45 |
| BTC Lead ETH Lag 5m | 6m | -1.48% | -2.92% | 11.85% | -0.25 |
| BTC Lead ETH Lag 5m | 3m | 7.31% | 32.31% | 3.98% | 8.12 |
| BTC Lead ETH Lag 3m | 3y | -10.01% | -3.45% | 32.81% | -0.11 |
| BTC Lead ETH Lag 3m | 1y | 0.12% | 0.12% | 12.75% | 0.01 |
| BTC Lead ETH Lag 3m | 6m | 11.97% | 25.60% | 2.01% | 12.74 |
| BTC Lead ETH Lag 3m | 3m | 8.30% | 38.16% | 2.01% | 18.99 |
手续费三档敏感性
| strategy | cost | return | annualized | max_dd | calmar |
|---|---|---|---|---|---|
| BTC RSI2 Guarded 15m | maker_maker | 71.80% | 8.87% | 41.15% | 0.22 |
| BTC RSI2 Guarded 15m | maker_taker | -21.69% | -3.77% | 55.49% | -0.07 |
| BTC RSI2 Guarded 15m | taker_taker | -64.33% | -14.95% | 70.42% | -0.21 |
| BTC RSI2 TWAP2 15m | maker_maker | -5.36% | -0.86% | 43.21% | -0.02 |
| BTC RSI2 TWAP2 15m | maker_taker | -52.39% | -11.00% | 60.62% | -0.18 |
| BTC RSI2 TWAP2 15m | taker_taker | -76.06% | -20.11% | 77.26% | -0.26 |
| BTC RSI2 TWAP3 15m | maker_maker | -19.94% | -3.43% | 44.53% | -0.08 |
| BTC RSI2 TWAP3 15m | maker_taker | -55.16% | -11.84% | 60.97% | -0.19 |
| BTC RSI2 TWAP3 15m | taker_taker | -74.89% | -19.51% | 76.62% | -0.25 |
| BTC RSI2 Price TWAP shallow 15m | maker_maker | 433.00% | 30.06% | 25.85% | 1.16 |
| BTC RSI2 Price TWAP shallow 15m | maker_taker | 189.39% | 18.16% | 28.62% | 0.63 |
| BTC RSI2 Price TWAP shallow 15m | taker_taker | 57.04% | 7.35% | 38.39% | 0.19 |
| BTC RSI2 Price TWAP mid 15m | maker_maker | 772.15% | 40.52% | 23.51% | 1.72 |
| BTC RSI2 Price TWAP mid 15m | maker_taker | 429.08% | 29.91% | 26.10% | 1.15 |
| BTC RSI2 Price TWAP mid 15m | taker_taker | 220.81% | 20.09% | 28.70% | 0.70 |
| BTC RSI2 Price TWAP deep 15m | maker_maker | 1187.47% | 49.38% | 12.32% | 4.01 |
| BTC RSI2 Price TWAP deep 15m | maker_taker | 771.25% | 40.49% | 13.56% | 2.99 |
| BTC RSI2 Price TWAP deep 15m | taker_taker | 489.38% | 32.13% | 15.55% | 2.07 |
| BTC RSI2 Price TWAP 2slice 15m | maker_maker | 428.16% | 29.87% | 27.37% | 1.09 |
| BTC RSI2 Price TWAP 2slice 15m | maker_taker | 218.92% | 19.98% | 29.92% | 0.67 |
| BTC RSI2 Price TWAP 2slice 15m | taker_taker | 92.49% | 10.83% | 34.93% | 0.31 |
| BTC RSI2 Price TWAP mid fb2 15m | maker_maker | 568.41% | 34.77% | 24.41% | 1.42 |
| BTC RSI2 Price TWAP mid fb2 15m | maker_taker | 318.24% | 25.20% | 26.82% | 0.94 |
| BTC RSI2 Price TWAP mid fb2 15m | taker_taker | 161.60% | 16.30% | 29.31% | 0.56 |
| BTC RSI2 Price TWAP mid fb5 15m | maker_maker | 259.41% | 22.25% | 24.41% | 0.91 |
| BTC RSI2 Price TWAP mid fb5 15m | maker_taker | 136.97% | 14.51% | 26.90% | 0.54 |
| BTC RSI2 Price TWAP mid fb5 15m | taker_taker | 56.18% | 7.25% | 33.02% | 0.22 |
| BTC RSI2 Price TWAP deep fb2 15m | maker_maker | 814.61% | 41.57% | 12.32% | 3.37 |
| BTC RSI2 Price TWAP deep fb2 15m | maker_taker | 533.20% | 33.63% | 13.56% | 2.48 |
| BTC RSI2 Price TWAP deep fb2 15m | taker_taker | 338.23% | 26.12% | 15.55% | 1.68 |
| BTC RSI2 Price TWAP deep fb5 15m | maker_maker | 486.06% | 32.01% | 12.12% | 2.64 |
| BTC RSI2 Price TWAP deep fb5 15m | maker_taker | 315.69% | 25.08% | 13.48% | 1.86 |
| BTC RSI2 Price TWAP deep fb5 15m | taker_taker | 194.75% | 18.50% | 15.72% | 1.18 |
| BTC Trend RSI-BB 15m | maker_maker | 85.25% | 10.17% | 32.21% | 0.32 |
| BTC Trend RSI-BB 15m | maker_taker | 1.84% | 0.29% | 44.91% | 0.01 |
| BTC Trend RSI-BB 15m | taker_taker | -44.04% | -8.72% | 56.15% | -0.16 |
| ETH RSI2 15m | maker_maker | 315.55% | 25.15% | 27.03% | 0.93 |
| ETH RSI2 15m | maker_taker | 156.76% | 16.01% | 30.84% | 0.52 |
| ETH RSI2 15m | taker_taker | 58.59% | 7.53% | 34.62% | 0.22 |
| ETH RSI2 Price TWAP mid 15m | maker_maker | 210.95% | 19.57% | 15.40% | 1.27 |
| ETH RSI2 Price TWAP mid 15m | maker_taker | 124.76% | 13.61% | 16.52% | 0.82 |
| ETH RSI2 Price TWAP mid 15m | taker_taker | 62.42% | 7.94% | 20.53% | 0.39 |
| ETH RSI2 Price TWAP deep 15m | maker_maker | 370.22% | 27.61% | 8.97% | 3.08 |
| ETH RSI2 Price TWAP deep 15m | maker_taker | 255.57% | 22.12% | 9.92% | 2.23 |
| ETH RSI2 Price TWAP deep 15m | taker_taker | 168.80% | 16.85% | 10.87% | 1.55 |
| ETH RSI2 Price TWAP mid fb2 15m | maker_maker | 152.33% | 15.70% | 15.40% | 1.02 |
| ETH RSI2 Price TWAP mid fb2 15m | maker_taker | 84.95% | 10.17% | 16.52% | 0.62 |
| ETH RSI2 Price TWAP mid fb2 15m | taker_taker | 35.53% | 4.91% | 25.46% | 0.19 |
| ETH Robust Price TWAP 15m | maker_maker | 654.47% | 37.48% | 9.77% | 3.84 |
| ETH Robust Price TWAP 15m | maker_taker | 459.02% | 31.14% | 10.21% | 3.05 |
| ETH Robust Price TWAP 15m | taker_taker | 314.10% | 25.09% | 10.64% | 2.36 |
| ETH Trend RSI-BB 15m | maker_maker | -93.49% | -35.02% | 93.65% | -0.37 |
| ETH Trend RSI-BB 15m | maker_taker | -98.95% | -51.25% | 98.96% | -0.52 |
| ETH Trend RSI-BB 15m | taker_taker | -99.83% | -63.43% | 99.83% | -0.64 |
| ETH/BTC RSI Filter 15m | maker_maker | 246.04% | 21.64% | 10.74% | 2.01 |
| ETH/BTC RSI Filter 15m | maker_taker | 168.73% | 16.88% | 11.23% | 1.50 |
| ETH/BTC RSI Filter 15m | taker_taker | 108.65% | 12.31% | 11.72% | 1.05 |
| BTC Lead ETH Lag 15m | maker_maker | 100.19% | 11.55% | 72.42% | 0.16 |
| BTC Lead ETH Lag 15m | maker_taker | -14.66% | -2.47% | 81.09% | -0.03 |
| BTC Lead ETH Lag 15m | taker_taker | -63.65% | -14.73% | 87.89% | -0.17 |
| BTC Lead ETH Lag 5m | maker_maker | 27.50% | 3.90% | 84.52% | 0.05 |
| BTC Lead ETH Lag 5m | maker_taker | -54.41% | -11.64% | 91.27% | -0.13 |
| BTC Lead ETH Lag 5m | taker_taker | -83.72% | -24.87% | 95.08% | -0.26 |
| BTC Lead ETH Lag 3m | maker_maker | 137.02% | 14.56% | 38.61% | 0.38 |
| BTC Lead ETH Lag 3m | maker_taker | -10.00% | -1.65% | 51.41% | -0.03 |
| BTC Lead ETH Lag 3m | taker_taker | -65.86% | -15.57% | 75.96% | -0.21 |
组合曲线
组合近 3 年汇总
| portfolio | legs | 3y_return | 3y_annualized | 3y_max_dd | 3y_calmar |
|---|---|---|---|---|---|
| Balanced 4 | 4 | 24.49% | 7.62% | 9.96% | 0.77 |
| Aggressive 5 | 5 | 40.47% | 12.06% | 11.12% | 1.09 |
| Lead Lag Basket | 3 | 36.63% | 11.58% | 19.75% | 0.59 |
| ETH Focused 2 | 2 | 47.08% | 14.00% | 13.72% | 1.02 |
组合分周期表现
| portfolio | horizon | return | annualized | max_dd | calmar |
|---|---|---|---|---|---|
| Balanced 4 | 3y | 24.49% | 7.62% | 9.96% | 0.77 |
| Balanced 4 | 1y | 5.83% | 5.83% | 5.93% | 0.98 |
| Balanced 4 | 6m | 3.93% | 8.04% | 3.50% | 2.29 |
| Balanced 4 | 3m | 4.25% | 18.38% | 1.32% | 13.92 |
| Aggressive 5 | 3y | 40.47% | 12.06% | 11.12% | 1.09 |
| Aggressive 5 | 1y | 4.69% | 4.69% | 9.25% | 0.51 |
| Aggressive 5 | 6m | -1.91% | -3.80% | 7.00% | -0.54 |
| Aggressive 5 | 3m | 4.55% | 19.76% | 1.05% | 18.90 |
| Lead Lag Basket | 3y | 36.63% | 11.58% | 19.75% | 0.59 |
| Lead Lag Basket | 1y | -1.74% | -1.74% | 8.87% | -0.20 |
| Lead Lag Basket | 6m | -2.86% | -5.68% | 4.91% | -1.16 |
| Lead Lag Basket | 3m | 0.25% | 1.01% | 2.19% | 0.46 |
| ETH Focused 2 | 3y | 47.08% | 14.00% | 13.72% | 1.02 |
| ETH Focused 2 | 1y | 24.82% | 24.82% | 5.00% | 4.96 |
| ETH Focused 2 | 6m | 5.46% | 11.25% | 2.92% | 3.86 |
| ETH Focused 2 | 3m | 7.31% | 33.10% | 1.08% | 30.57 |
回撤降仓 Overlay
| overlay | base | threshold | reduced_exposure | 3y_return | 3y_annualized | 3y_max_dd | 3y_calmar |
|---|---|---|---|---|---|---|---|
| Aggressive 5 DD>7% x0.5 | Aggressive 5 | 7.00% | 0.5 | 26.04% | 8.07% | 10.36% | 0.78 |
| Aggressive 5 DD>3% x0.5 | Aggressive 5 | 3.00% | 0.5 | 23.05% | 7.20% | 10.47% | 0.69 |
| Aggressive 5 DD>5% x0.5 | Aggressive 5 | 5.00% | 0.5 | 25.02% | 7.77% | 11.97% | 0.65 |
| Balanced 4 DD>7% x0.5 | Balanced 4 | 7.00% | 0.5 | 17.16% | 5.46% | 11.10% | 0.49 |
| Balanced 4 DD>3% x0.5 | Balanced 4 | 3.00% | 0.5 | 11.69% | 3.78% | 10.58% | 0.36 |
| Aggressive 5 DD>7% x0.0 | Aggressive 5 | 7.00% | 0.0 | 12.77% | 4.11% | 11.85% | 0.35 |
| Balanced 4 DD>5% x0.5 | Balanced 4 | 5.00% | 0.5 | 11.99% | 3.87% | 13.62% | 0.28 |
| Balanced 4 DD>7% x0.0 | Balanced 4 | 7.00% | 0.0 | 10.08% | 3.27% | 12.27% | 0.27 |
| Aggressive 5 DD>5% x0.0 | Aggressive 5 | 5.00% | 0.0 | 10.80% | 3.50% | 15.53% | 0.23 |
| Aggressive 5 DD>3% x0.0 | Aggressive 5 | 3.00% | 0.0 | 7.05% | 2.31% | 11.35% | 0.20 |
| Balanced 4 DD>5% x0.0 | Balanced 4 | 5.00% | 0.0 | 0.46% | 0.15% | 17.47% | 0.01 |
| Balanced 4 DD>3% x0.0 | Balanced 4 | 3.00% | 0.0 | -0.24% | -0.08% | 11.39% | -0.01 |
Overlay 分周期表现
| overlay | horizon | return | annualized | max_dd | calmar |
|---|---|---|---|---|---|
| Balanced 4 DD>3% x0.0 | 3y | -0.24% | -0.08% | 11.39% | -0.01 |
| Balanced 4 DD>3% x0.0 | 1y | 2.55% | 2.55% | 4.99% | 0.51 |
| Balanced 4 DD>3% x0.0 | 6m | -0.35% | -0.71% | 1.78% | -0.40 |
| Balanced 4 DD>3% x0.0 | 3m | 0.77% | 3.17% | 1.32% | 2.40 |
| Balanced 4 DD>3% x0.5 | 3y | 11.69% | 3.78% | 10.58% | 0.36 |
| Balanced 4 DD>3% x0.5 | 1y | 4.21% | 4.21% | 5.12% | 0.82 |
| Balanced 4 DD>3% x0.5 | 6m | 1.79% | 3.63% | 2.31% | 1.57 |
| Balanced 4 DD>3% x0.5 | 3m | 2.51% | 10.57% | 1.32% | 8.00 |
| Balanced 4 DD>5% x0.0 | 3y | 0.46% | 0.15% | 17.47% | 0.01 |
| Balanced 4 DD>5% x0.0 | 1y | 2.93% | 2.93% | 7.20% | 0.41 |
| Balanced 4 DD>5% x0.0 | 6m | 1.08% | 2.18% | 3.88% | 0.56 |
| Balanced 4 DD>5% x0.0 | 3m | 4.25% | 18.38% | 1.32% | 13.92 |
| Balanced 4 DD>5% x0.5 | 3y | 11.99% | 3.87% | 13.62% | 0.28 |
| Balanced 4 DD>5% x0.5 | 1y | 4.37% | 4.37% | 6.39% | 0.68 |
| Balanced 4 DD>5% x0.5 | 6m | 2.50% | 5.08% | 3.50% | 1.45 |
| Balanced 4 DD>5% x0.5 | 3m | 4.25% | 18.38% | 1.32% | 13.92 |
| Balanced 4 DD>7% x0.0 | 3y | 10.08% | 3.27% | 12.27% | 0.27 |
| Balanced 4 DD>7% x0.0 | 1y | 5.83% | 5.83% | 5.93% | 0.98 |
| Balanced 4 DD>7% x0.0 | 6m | 3.93% | 8.04% | 3.50% | 2.29 |
| Balanced 4 DD>7% x0.0 | 3m | 4.25% | 18.38% | 1.32% | 13.92 |
| Balanced 4 DD>7% x0.5 | 3y | 17.16% | 5.46% | 11.10% | 0.49 |
| Balanced 4 DD>7% x0.5 | 1y | 5.83% | 5.83% | 5.93% | 0.98 |
| Balanced 4 DD>7% x0.5 | 6m | 3.93% | 8.04% | 3.50% | 2.29 |
| Balanced 4 DD>7% x0.5 | 3m | 4.25% | 18.38% | 1.32% | 13.92 |
| Aggressive 5 DD>3% x0.0 | 3y | 7.05% | 2.31% | 11.35% | 0.20 |
| Aggressive 5 DD>3% x0.0 | 1y | 5.53% | 5.53% | 3.63% | 1.52 |
| Aggressive 5 DD>3% x0.0 | 6m | -0.88% | -1.75% | 0.99% | -1.76 |
| Aggressive 5 DD>3% x0.0 | 3m | 0.00% | 0.00% | 0.00% | 0.00 |
| Aggressive 5 DD>3% x0.5 | 3y | 23.05% | 7.20% | 10.47% | 0.69 |
| Aggressive 5 DD>3% x0.5 | 1y | 5.15% | 5.15% | 6.46% | 0.80 |
| Aggressive 5 DD>3% x0.5 | 6m | -1.36% | -2.71% | 4.02% | -0.67 |
| Aggressive 5 DD>3% x0.5 | 3m | 2.26% | 9.49% | 0.52% | 18.17 |
| Aggressive 5 DD>5% x0.0 | 3y | 10.80% | 3.50% | 15.53% | 0.23 |
| Aggressive 5 DD>5% x0.0 | 1y | 1.28% | 1.28% | 7.51% | 0.17 |
| Aggressive 5 DD>5% x0.0 | 6m | -5.11% | -9.98% | 5.22% | -1.91 |
| Aggressive 5 DD>5% x0.0 | 3m | -1.43% | -5.66% | 1.43% | -3.97 |
| Aggressive 5 DD>5% x0.5 | 3y | 25.02% | 7.77% | 11.97% | 0.65 |
| Aggressive 5 DD>5% x0.5 | 1y | 3.00% | 3.00% | 7.71% | 0.39 |
| Aggressive 5 DD>5% x0.5 | 6m | -3.50% | -6.89% | 5.42% | -1.27 |
| Aggressive 5 DD>5% x0.5 | 3m | 1.53% | 6.34% | 1.05% | 6.07 |
| Aggressive 5 DD>7% x0.0 | 3y | 12.77% | 4.11% | 11.85% | 0.35 |
| Aggressive 5 DD>7% x0.0 | 1y | 0.51% | 0.51% | 10.04% | 0.05 |
| Aggressive 5 DD>7% x0.0 | 6m | -5.83% | -11.35% | 7.81% | -1.45 |
| Aggressive 5 DD>7% x0.0 | 3m | 1.18% | 4.87% | 1.05% | 4.66 |
| Aggressive 5 DD>7% x0.5 | 3y | 26.04% | 8.07% | 10.36% | 0.78 |
| Aggressive 5 DD>7% x0.5 | 1y | 2.59% | 2.59% | 9.27% | 0.28 |
| Aggressive 5 DD>7% x0.5 | 6m | -3.88% | -7.64% | 7.02% | -1.09 |
| Aggressive 5 DD>7% x0.5 | 3m | 2.86% | 12.09% | 1.05% | 11.57 |
组合 2025-2026 月度收益
| portfolio | period | return | end_equity |
|---|---|---|---|
| Balanced 4 | 2025-01 | -5.01% | 43,425 |
| Balanced 4 | 2025-02 | -2.25% | 42,446 |
| Balanced 4 | 2025-03 | 5.86% | 44,935 |
| Balanced 4 | 2025-04 | 5.54% | 47,426 |
| Balanced 4 | 2025-05 | 0.95% | 47,878 |
| Balanced 4 | 2025-06 | 0.67% | 48,199 |
| Balanced 4 | 2025-07 | 4.52% | 50,376 |
| Balanced 4 | 2025-08 | -0.39% | 50,182 |
| Balanced 4 | 2025-09 | -2.23% | 49,063 |
| Balanced 4 | 2025-10 | -1.54% | 48,308 |
| Balanced 4 | 2025-11 | 0.66% | 48,626 |
| Balanced 4 | 2025-12 | -2.48% | 47,419 |
| Balanced 4 | 2026-01 | 1.78% | 48,261 |
| Balanced 4 | 2026-02 | 3.58% | 49,989 |
| Balanced 4 | 2026-03 | 0.39% | 50,185 |
| Balanced 4 | 2026-04 | -0.08% | 50,145 |
| Aggressive 5 | 2025-01 | -9.48% | 60,161 |
| Aggressive 5 | 2025-02 | 1.00% | 60,766 |
| Aggressive 5 | 2025-03 | 9.08% | 66,281 |
| Aggressive 5 | 2025-04 | 1.83% | 67,492 |
| Aggressive 5 | 2025-05 | 1.62% | 68,586 |
| Aggressive 5 | 2025-06 | 2.52% | 70,312 |
| Aggressive 5 | 2025-07 | 4.96% | 73,802 |
| Aggressive 5 | 2025-08 | -0.64% | 73,327 |
| Aggressive 5 | 2025-09 | -0.52% | 72,944 |
| Aggressive 5 | 2025-10 | -1.29% | 72,005 |
| Aggressive 5 | 2025-11 | -1.99% | 70,569 |
| Aggressive 5 | 2025-12 | -5.01% | 67,033 |
| Aggressive 5 | 2026-01 | 0.82% | 67,581 |
| Aggressive 5 | 2026-02 | 3.74% | 70,107 |
| Aggressive 5 | 2026-03 | 0.20% | 70,246 |
| Aggressive 5 | 2026-04 | 0.52% | 70,612 |
| Lead Lag Basket | 2025-01 | -14.30% | 38,527 |
| Lead Lag Basket | 2025-02 | 1.25% | 39,009 |
| Lead Lag Basket | 2025-03 | 12.51% | 43,888 |
| Lead Lag Basket | 2025-04 | -1.44% | 43,257 |
| Lead Lag Basket | 2025-05 | -0.61% | 42,992 |
| Lead Lag Basket | 2025-06 | 0.00% | 42,992 |
| Lead Lag Basket | 2025-07 | 3.57% | 44,526 |
| Lead Lag Basket | 2025-08 | -2.81% | 43,273 |
| Lead Lag Basket | 2025-09 | -1.39% | 42,672 |
| Lead Lag Basket | 2025-10 | -1.24% | 42,141 |
| Lead Lag Basket | 2025-11 | -1.88% | 41,350 |
| Lead Lag Basket | 2025-12 | -1.31% | 40,808 |
| Lead Lag Basket | 2026-01 | 0.00% | 40,808 |
| Lead Lag Basket | 2026-02 | 3.09% | 42,069 |
| Lead Lag Basket | 2026-03 | -1.46% | 41,453 |
| ETH Focused 2 | 2025-01 | -8.12% | 22,209 |
| ETH Focused 2 | 2025-02 | 0.03% | 22,215 |
| ETH Focused 2 | 2025-03 | 6.68% | 23,699 |
| ETH Focused 2 | 2025-04 | 6.47% | 25,232 |
| ETH Focused 2 | 2025-05 | 4.37% | 26,335 |
| ETH Focused 2 | 2025-06 | 2.93% | 27,107 |
| ETH Focused 2 | 2025-07 | 5.81% | 28,683 |
| ETH Focused 2 | 2025-08 | -0.65% | 28,497 |
| ETH Focused 2 | 2025-09 | -1.17% | 28,164 |
| ETH Focused 2 | 2025-10 | -1.08% | 27,859 |
| ETH Focused 2 | 2025-11 | -1.14% | 27,542 |
| ETH Focused 2 | 2025-12 | -1.07% | 27,248 |
| ETH Focused 2 | 2026-01 | 0.61% | 27,413 |
| ETH Focused 2 | 2026-02 | 5.85% | 29,017 |
| ETH Focused 2 | 2026-03 | 0.54% | 29,173 |
| ETH Focused 2 | 2026-04 | 0.83% | 29,416 |
年度收益
| name | year | return | end_equity |
|---|---|---|---|
| BTC RSI2 Guarded 15m | 2023 | -4.57% | 9,543 |
| BTC RSI2 Guarded 15m | 2024 | 9.86% | 10,484 |
| BTC RSI2 Guarded 15m | 2025 | -8.04% | 9,642 |
| BTC RSI2 Guarded 15m | 2026 | 9.75% | 10,582 |
| BTC RSI2 TWAP2 15m | 2023 | -7.43% | 9,257 |
| BTC RSI2 TWAP2 15m | 2024 | -4.41% | 8,849 |
| BTC RSI2 TWAP2 15m | 2025 | -9.69% | 7,991 |
| BTC RSI2 TWAP2 15m | 2026 | 4.82% | 8,377 |
| BTC RSI2 TWAP3 15m | 2023 | -9.86% | 9,014 |
| BTC RSI2 TWAP3 15m | 2024 | -6.87% | 8,395 |
| BTC RSI2 TWAP3 15m | 2025 | -10.59% | 7,506 |
| BTC RSI2 TWAP3 15m | 2026 | 4.78% | 7,865 |
| BTC RSI2 Price TWAP shallow 15m | 2023 | 11.17% | 11,117 |
| BTC RSI2 Price TWAP shallow 15m | 2024 | 42.33% | 15,822 |
| BTC RSI2 Price TWAP shallow 15m | 2025 | 11.76% | 17,684 |
| BTC RSI2 Price TWAP shallow 15m | 2026 | 25.28% | 22,155 |
| BTC RSI2 Price TWAP mid 15m | 2023 | 12.60% | 11,260 |
| BTC RSI2 Price TWAP mid 15m | 2024 | 74.20% | 19,614 |
| BTC RSI2 Price TWAP mid 15m | 2025 | 9.87% | 21,550 |
| BTC RSI2 Price TWAP mid 15m | 2026 | 25.02% | 26,943 |
| BTC RSI2 Price TWAP deep 15m | 2023 | 20.63% | 12,063 |
| BTC RSI2 Price TWAP deep 15m | 2024 | 54.76% | 18,669 |
| BTC RSI2 Price TWAP deep 15m | 2025 | 11.10% | 20,740 |
| BTC RSI2 Price TWAP deep 15m | 2026 | 20.54% | 25,001 |
| BTC RSI2 Price TWAP 2slice 15m | 2023 | 9.95% | 10,995 |
| BTC RSI2 Price TWAP 2slice 15m | 2024 | 52.47% | 16,764 |
| BTC RSI2 Price TWAP 2slice 15m | 2025 | 4.15% | 17,459 |
| BTC RSI2 Price TWAP 2slice 15m | 2026 | 21.89% | 21,280 |
| BTC RSI2 Price TWAP mid fb2 15m | 2023 | 9.43% | 10,943 |
| BTC RSI2 Price TWAP mid fb2 15m | 2024 | 70.47% | 18,654 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025 | 6.25% | 19,819 |
| BTC RSI2 Price TWAP mid fb2 15m | 2026 | 20.41% | 23,865 |
| BTC RSI2 Price TWAP mid fb5 15m | 2023 | 4.77% | 10,477 |
| BTC RSI2 Price TWAP mid fb5 15m | 2024 | 54.06% | 16,141 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025 | -4.69% | 15,384 |
| BTC RSI2 Price TWAP mid fb5 15m | 2026 | 14.97% | 17,687 |
| BTC RSI2 Price TWAP deep fb2 15m | 2023 | 20.09% | 12,009 |
| BTC RSI2 Price TWAP deep fb2 15m | 2024 | 44.05% | 17,299 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025 | 4.60% | 18,094 |
| BTC RSI2 Price TWAP deep fb2 15m | 2026 | 16.90% | 21,152 |
| BTC RSI2 Price TWAP deep fb5 15m | 2023 | 14.26% | 11,426 |
| BTC RSI2 Price TWAP deep fb5 15m | 2024 | 31.44% | 15,018 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025 | 2.25% | 15,356 |
| BTC RSI2 Price TWAP deep fb5 15m | 2026 | 11.46% | 17,116 |
| BTC Trend RSI-BB 15m | 2023 | -9.68% | 9,032 |
| BTC Trend RSI-BB 15m | 2024 | 22.46% | 11,060 |
| BTC Trend RSI-BB 15m | 2025 | -4.81% | 10,529 |
| BTC Trend RSI-BB 15m | 2026 | -3.63% | 10,147 |
| ETH RSI2 15m | 2023 | 0.50% | 10,050 |
| ETH RSI2 15m | 2024 | 6.78% | 10,732 |
| ETH RSI2 15m | 2025 | 14.15% | 12,251 |
| ETH RSI2 15m | 2026 | 11.69% | 13,682 |
| ETH RSI2 Price TWAP mid 15m | 2023 | -3.15% | 9,685 |
| ETH RSI2 Price TWAP mid 15m | 2024 | 11.40% | 10,789 |
| ETH RSI2 Price TWAP mid 15m | 2025 | 27.73% | 13,781 |
| ETH RSI2 Price TWAP mid 15m | 2026 | 15.28% | 15,887 |
| ETH RSI2 Price TWAP deep 15m | 2023 | 0.73% | 10,073 |
| ETH RSI2 Price TWAP deep 15m | 2024 | 23.24% | 12,414 |
| ETH RSI2 Price TWAP deep 15m | 2025 | 18.15% | 14,667 |
| ETH RSI2 Price TWAP deep 15m | 2026 | 29.26% | 18,959 |
| ETH RSI2 Price TWAP mid fb2 15m | 2023 | -3.85% | 9,615 |
| ETH RSI2 Price TWAP mid fb2 15m | 2024 | 8.63% | 10,445 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025 | 24.97% | 13,053 |
| ETH RSI2 Price TWAP mid fb2 15m | 2026 | 11.35% | 14,535 |
| ETH Robust Price TWAP 15m | 2023 | 5.55% | 10,555 |
| ETH Robust Price TWAP 15m | 2024 | 58.39% | 16,718 |
| ETH Robust Price TWAP 15m | 2025 | 25.46% | 20,975 |
| ETH Robust Price TWAP 15m | 2026 | 23.47% | 25,897 |
| ETH Trend RSI-BB 15m | 2023 | -27.26% | 7,274 |
| ETH Trend RSI-BB 15m | 2024 | -3.58% | 7,014 |
| ETH Trend RSI-BB 15m | 2025 | -56.73% | 3,035 |
| ETH Trend RSI-BB 15m | 2026 | -43.79% | 1,706 |
| ETH/BTC RSI Filter 15m | 2023 | 5.58% | 10,558 |
| ETH/BTC RSI Filter 15m | 2024 | 0.59% | 10,620 |
| ETH/BTC RSI Filter 15m | 2025 | 24.04% | 13,173 |
| ETH/BTC RSI Filter 15m | 2026 | 7.45% | 14,155 |
| BTC Lead ETH Lag 15m | 2023 | 39.66% | 13,966 |
| BTC Lead ETH Lag 15m | 2024 | 50.90% | 21,074 |
| BTC Lead ETH Lag 15m | 2025 | -15.10% | 17,892 |
| BTC Lead ETH Lag 15m | 2026 | -5.37% | 16,932 |
| BTC Lead ETH Lag 5m | 2023 | 22.79% | 12,279 |
| BTC Lead ETH Lag 5m | 2024 | 10.37% | 13,552 |
| BTC Lead ETH Lag 5m | 2025 | 3.86% | 14,076 |
| BTC Lead ETH Lag 5m | 2026 | 8.43% | 15,261 |
| BTC Lead ETH Lag 3m | 2023 | -3.83% | 9,617 |
| BTC Lead ETH Lag 3m | 2024 | 7.38% | 10,327 |
| BTC Lead ETH Lag 3m | 2025 | -14.40% | 8,840 |
| BTC Lead ETH Lag 3m | 2026 | 4.75% | 9,260 |
| Balanced 4 | 2023 | 2.81% | 41,412 |
| Balanced 4 | 2024 | 10.40% | 45,717 |
| Balanced 4 | 2025 | 3.72% | 47,419 |
| Balanced 4 | 2026 | 5.75% | 50,145 |
| Aggressive 5 | 2023 | 12.19% | 56,396 |
| Aggressive 5 | 2024 | 17.85% | 66,463 |
| Aggressive 5 | 2025 | 0.86% | 67,033 |
| Aggressive 5 | 2026 | 5.34% | 70,612 |
| Lead Lag Basket | 2023 | 18.20% | 35,862 |
| Lead Lag Basket | 2024 | 25.35% | 44,953 |
| Lead Lag Basket | 2025 | -9.22% | 40,808 |
| Lead Lag Basket | 2026 | 1.58% | 41,453 |
| ETH Focused 2 | 2023 | 14.18% | 22,837 |
| ETH Focused 2 | 2024 | 5.85% | 24,173 |
| ETH Focused 2 | 2025 | 12.72% | 27,248 |
| ETH Focused 2 | 2026 | 7.96% | 29,416 |
最差月份
| portfolio | period | return | end_equity |
|---|---|---|---|
| Lead Lag Basket | 2025-01 | -14.30% | 38,527 |
| Aggressive 5 | 2025-01 | -9.48% | 60,161 |
| ETH Focused 2 | 2025-01 | -8.12% | 22,209 |
| Balanced 4 | 2025-01 | -5.01% | 43,425 |
| Aggressive 5 | 2025-12 | -5.01% | 67,033 |
| Lead Lag Basket | 2025-08 | -2.81% | 43,273 |
| Balanced 4 | 2025-12 | -2.48% | 47,419 |
| Balanced 4 | 2025-02 | -2.25% | 42,446 |
| Balanced 4 | 2025-09 | -2.23% | 49,063 |
| Aggressive 5 | 2025-11 | -1.99% | 70,569 |
| Lead Lag Basket | 2025-11 | -1.88% | 41,350 |
| Balanced 4 | 2025-10 | -1.54% | 48,308 |
| strategy | period | return | end_equity |
|---|---|---|---|
| ETH Trend RSI-BB 15m | 2026-03 | -20.75% | 130 |
| BTC Lead ETH Lag 15m | 2025-01 | -19.57% | 8,543 |
| ETH Trend RSI-BB 15m | 2026-04 | -18.91% | 105 |
| ETH RSI2 15m | 2025-12 | -13.23% | 22,990 |
| ETH Trend RSI-BB 15m | 2025-10 | -12.64% | 200 |
| ETH Trend RSI-BB 15m | 2025-01 | -11.94% | 382 |
| BTC Lead ETH Lag 5m | 2025-01 | -11.86% | 3,568 |
| ETH Trend RSI-BB 15m | 2025-02 | -10.90% | 340 |
| BTC Lead ETH Lag 3m | 2025-03 | -9.93% | 8,262 |
| ETH Trend RSI-BB 15m | 2025-03 | -8.85% | 310 |
| ETH Trend RSI-BB 15m | 2026-01 | -8.28% | 172 |
| BTC Lead ETH Lag 15m | 2025-04 | -7.84% | 10,317 |
| ETH Trend RSI-BB 15m | 2025-12 | -7.33% | 188 |
| ETH Trend RSI-BB 15m | 2025-05 | -7.07% | 274 |
| ETH Trend RSI-BB 15m | 2025-08 | -6.91% | 237 |
| BTC Lead ETH Lag 3m | 2025-01 | -6.73% | 9,361 |
| ETH Robust Price TWAP 15m | 2025-12 | -5.92% | 45,277 |
| BTC Trend RSI-BB 15m | 2025-02 | -5.81% | 10,266 |
| ETH RSI2 15m | 2025-11 | -5.46% | 26,495 |
| BTC RSI2 TWAP2 15m | 2025-09 | -5.24% | 4,888 |
相关性矩阵
| name | BTC RSI2 Guarded 15m | BTC RSI2 TWAP2 15m | BTC RSI2 TWAP3 15m | BTC RSI2 Price TWAP shallow 15m | BTC RSI2 Price TWAP mid 15m | BTC RSI2 Price TWAP deep 15m | BTC RSI2 Price TWAP 2slice 15m | BTC RSI2 Price TWAP mid fb2 15m | BTC RSI2 Price TWAP mid fb5 15m | BTC RSI2 Price TWAP deep fb2 15m | BTC RSI2 Price TWAP deep fb5 15m | BTC Trend RSI-BB 15m | ETH RSI2 15m | ETH RSI2 Price TWAP mid 15m | ETH RSI2 Price TWAP deep 15m | ETH RSI2 Price TWAP mid fb2 15m | ETH Robust Price TWAP 15m | ETH Trend RSI-BB 15m | ETH/BTC RSI Filter 15m | BTC Lead ETH Lag 15m | BTC Lead ETH Lag 5m | BTC Lead ETH Lag 3m | Balanced 4 | Aggressive 5 | Lead Lag Basket | ETH Focused 2 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BTC RSI2 Guarded 15m | 1.000 | 0.934 | 0.892 | 0.885 | 0.709 | 0.488 | 0.793 | 0.700 | 0.709 | 0.496 | 0.472 | 0.541 | 0.161 | 0.143 | 0.108 | 0.139 | 0.059 | 0.103 | 0.168 | 0.070 | 0.065 | 0.108 | 0.576 | 0.312 | 0.099 | 0.109 |
| BTC RSI2 TWAP2 15m | 0.934 | 1.000 | 0.979 | 0.844 | 0.668 | 0.494 | 0.754 | 0.658 | 0.667 | 0.501 | 0.473 | 0.501 | 0.169 | 0.164 | 0.125 | 0.161 | 0.069 | 0.102 | 0.157 | 0.066 | 0.058 | 0.082 | 0.535 | 0.296 | 0.088 | 0.100 |
| BTC RSI2 TWAP3 15m | 0.892 | 0.979 | 1.000 | 0.810 | 0.640 | 0.482 | 0.722 | 0.628 | 0.637 | 0.490 | 0.465 | 0.471 | 0.163 | 0.146 | 0.115 | 0.143 | 0.079 | 0.098 | 0.157 | 0.054 | 0.044 | 0.076 | 0.502 | 0.273 | 0.071 | 0.086 |
| BTC RSI2 Price TWAP shallow 15m | 0.885 | 0.844 | 0.810 | 1.000 | 0.862 | 0.657 | 0.914 | 0.855 | 0.857 | 0.659 | 0.622 | 0.493 | 0.166 | 0.138 | 0.112 | 0.132 | 0.080 | 0.056 | 0.156 | 0.076 | 0.080 | 0.103 | 0.533 | 0.300 | 0.109 | 0.119 |
| BTC RSI2 Price TWAP mid 15m | 0.709 | 0.668 | 0.640 | 0.862 | 1.000 | 0.772 | 0.969 | 0.987 | 0.956 | 0.762 | 0.713 | 0.377 | 0.157 | 0.135 | 0.118 | 0.127 | 0.092 | 0.009 | 0.150 | 0.063 | 0.018 | 0.068 | 0.399 | 0.234 | 0.068 | 0.062 |
| BTC RSI2 Price TWAP deep 15m | 0.488 | 0.494 | 0.482 | 0.657 | 0.772 | 1.000 | 0.735 | 0.776 | 0.791 | 0.975 | 0.913 | 0.252 | 0.116 | 0.094 | 0.084 | 0.087 | 0.069 | 0.006 | 0.084 | 0.029 | -0.020 | 0.017 | 0.243 | 0.138 | 0.017 | 0.006 |
| BTC RSI2 Price TWAP 2slice 15m | 0.793 | 0.754 | 0.722 | 0.914 | 0.969 | 0.735 | 1.000 | 0.957 | 0.943 | 0.729 | 0.685 | 0.411 | 0.149 | 0.125 | 0.107 | 0.116 | 0.088 | 0.023 | 0.139 | 0.060 | 0.016 | 0.073 | 0.433 | 0.244 | 0.066 | 0.057 |
| BTC RSI2 Price TWAP mid fb2 15m | 0.700 | 0.658 | 0.628 | 0.855 | 0.987 | 0.776 | 0.957 | 1.000 | 0.969 | 0.767 | 0.716 | 0.372 | 0.158 | 0.133 | 0.115 | 0.124 | 0.096 | 0.005 | 0.150 | 0.061 | 0.026 | 0.059 | 0.400 | 0.234 | 0.068 | 0.069 |
| BTC RSI2 Price TWAP mid fb5 15m | 0.709 | 0.667 | 0.637 | 0.857 | 0.956 | 0.791 | 0.943 | 0.969 | 1.000 | 0.781 | 0.730 | 0.380 | 0.135 | 0.109 | 0.092 | 0.103 | 0.082 | 0.022 | 0.117 | 0.080 | 0.026 | 0.052 | 0.397 | 0.239 | 0.080 | 0.059 |
| BTC RSI2 Price TWAP deep fb2 15m | 0.496 | 0.501 | 0.490 | 0.659 | 0.762 | 0.975 | 0.729 | 0.767 | 0.781 | 1.000 | 0.936 | 0.253 | 0.115 | 0.091 | 0.083 | 0.087 | 0.069 | 0.013 | 0.087 | 0.025 | -0.020 | 0.018 | 0.247 | 0.138 | 0.014 | 0.007 |
| BTC RSI2 Price TWAP deep fb5 15m | 0.472 | 0.473 | 0.465 | 0.622 | 0.713 | 0.913 | 0.685 | 0.716 | 0.730 | 0.936 | 1.000 | 0.260 | 0.126 | 0.096 | 0.092 | 0.096 | 0.072 | 0.010 | 0.104 | 0.031 | -0.020 | 0.017 | 0.245 | 0.141 | 0.018 | 0.012 |
| BTC Trend RSI-BB 15m | 0.541 | 0.501 | 0.471 | 0.493 | 0.377 | 0.252 | 0.411 | 0.372 | 0.380 | 0.253 | 0.260 | 1.000 | 0.050 | 0.047 | 0.058 | 0.043 | 0.052 | 0.131 | 0.053 | 0.115 | 0.128 | 0.054 | 0.579 | 0.245 | 0.146 | 0.135 |
| ETH RSI2 15m | 0.161 | 0.169 | 0.163 | 0.166 | 0.157 | 0.116 | 0.149 | 0.158 | 0.135 | 0.115 | 0.126 | 0.050 | 1.000 | 0.715 | 0.626 | 0.708 | 0.500 | 0.079 | 0.654 | 0.045 | 0.069 | -0.036 | 0.262 | 0.365 | 0.052 | 0.252 |
| ETH RSI2 Price TWAP mid 15m | 0.143 | 0.164 | 0.146 | 0.138 | 0.135 | 0.094 | 0.125 | 0.133 | 0.109 | 0.091 | 0.096 | 0.047 | 0.715 | 1.000 | 0.848 | 0.990 | 0.606 | 0.040 | 0.467 | 0.079 | 0.076 | -0.021 | 0.217 | 0.307 | 0.083 | 0.205 |
| ETH RSI2 Price TWAP deep 15m | 0.108 | 0.125 | 0.115 | 0.112 | 0.118 | 0.084 | 0.107 | 0.115 | 0.092 | 0.083 | 0.092 | 0.058 | 0.626 | 0.848 | 1.000 | 0.853 | 0.740 | 0.031 | 0.399 | 0.085 | 0.067 | -0.015 | 0.186 | 0.275 | 0.084 | 0.178 |
| ETH RSI2 Price TWAP mid fb2 15m | 0.139 | 0.161 | 0.143 | 0.132 | 0.127 | 0.087 | 0.116 | 0.124 | 0.103 | 0.087 | 0.096 | 0.043 | 0.708 | 0.990 | 0.853 | 1.000 | 0.607 | 0.043 | 0.473 | 0.080 | 0.076 | -0.021 | 0.215 | 0.306 | 0.083 | 0.207 |
| ETH Robust Price TWAP 15m | 0.059 | 0.069 | 0.079 | 0.080 | 0.092 | 0.069 | 0.088 | 0.096 | 0.082 | 0.069 | 0.072 | 0.052 | 0.500 | 0.606 | 0.740 | 0.607 | 1.000 | 0.022 | 0.265 | 0.059 | 0.073 | -0.012 | 0.142 | 0.211 | 0.070 | 0.145 |
| ETH Trend RSI-BB 15m | 0.103 | 0.102 | 0.098 | 0.056 | 0.009 | 0.006 | 0.023 | 0.005 | 0.022 | 0.013 | 0.010 | 0.131 | 0.079 | 0.040 | 0.031 | 0.043 | 0.022 | 1.000 | 0.089 | 0.021 | 0.019 | 0.016 | 0.104 | 0.063 | 0.023 | 0.041 |
| ETH/BTC RSI Filter 15m | 0.168 | 0.157 | 0.157 | 0.156 | 0.150 | 0.084 | 0.139 | 0.150 | 0.117 | 0.087 | 0.104 | 0.053 | 0.654 | 0.467 | 0.399 | 0.473 | 0.265 | 0.089 | 1.000 | 0.061 | 0.079 | 0.043 | 0.349 | 0.353 | 0.082 | 0.361 |
| BTC Lead ETH Lag 15m | 0.070 | 0.066 | 0.054 | 0.076 | 0.063 | 0.029 | 0.060 | 0.061 | 0.080 | 0.025 | 0.031 | 0.115 | 0.045 | 0.079 | 0.085 | 0.080 | 0.059 | 0.021 | 0.061 | 1.000 | 0.446 | 0.107 | 0.390 | 0.844 | 0.871 | 0.439 |
| BTC Lead ETH Lag 5m | 0.065 | 0.058 | 0.044 | 0.080 | 0.018 | -0.020 | 0.016 | 0.026 | 0.026 | -0.020 | -0.020 | 0.128 | 0.069 | 0.076 | 0.067 | 0.076 | 0.073 | 0.019 | 0.079 | 0.446 | 1.000 | 0.274 | 0.786 | 0.713 | 0.778 | 0.957 |
| BTC Lead ETH Lag 3m | 0.108 | 0.082 | 0.076 | 0.103 | 0.068 | 0.017 | 0.073 | 0.059 | 0.052 | 0.018 | 0.017 | 0.054 | -0.036 | -0.021 | -0.015 | -0.021 | -0.012 | 0.016 | 0.043 | 0.107 | 0.274 | 1.000 | 0.253 | 0.198 | 0.411 | 0.269 |
| Balanced 4 | 0.576 | 0.535 | 0.502 | 0.533 | 0.399 | 0.243 | 0.433 | 0.400 | 0.397 | 0.247 | 0.245 | 0.579 | 0.262 | 0.217 | 0.186 | 0.215 | 0.142 | 0.104 | 0.349 | 0.390 | 0.786 | 0.253 | 1.000 | 0.763 | 0.647 | 0.836 |
| Aggressive 5 | 0.312 | 0.296 | 0.273 | 0.300 | 0.234 | 0.138 | 0.244 | 0.234 | 0.239 | 0.138 | 0.141 | 0.245 | 0.365 | 0.307 | 0.275 | 0.306 | 0.211 | 0.063 | 0.353 | 0.844 | 0.713 | 0.198 | 0.763 | 1.000 | 0.906 | 0.771 |
| Lead Lag Basket | 0.099 | 0.088 | 0.071 | 0.109 | 0.068 | 0.017 | 0.066 | 0.068 | 0.080 | 0.014 | 0.018 | 0.146 | 0.052 | 0.083 | 0.084 | 0.083 | 0.070 | 0.023 | 0.082 | 0.871 | 0.778 | 0.411 | 0.647 | 0.906 | 1.000 | 0.754 |
| ETH Focused 2 | 0.109 | 0.100 | 0.086 | 0.119 | 0.062 | 0.006 | 0.057 | 0.069 | 0.059 | 0.007 | 0.012 | 0.135 | 0.252 | 0.205 | 0.178 | 0.207 | 0.145 | 0.041 | 0.361 | 0.439 | 0.957 | 0.269 | 0.836 | 0.771 | 0.754 | 1.000 |
2025-2026 月度收益
| strategy | period | return | end_equity |
|---|---|---|---|
| BTC RSI2 Guarded 15m | 2025-01 | -1.22% | 7,664 |
| BTC RSI2 Guarded 15m | 2025-02 | -3.41% | 7,402 |
| BTC RSI2 Guarded 15m | 2025-03 | 0.89% | 7,469 |
| BTC RSI2 Guarded 15m | 2025-04 | 4.65% | 7,816 |
| BTC RSI2 Guarded 15m | 2025-05 | -0.47% | 7,779 |
| BTC RSI2 Guarded 15m | 2025-06 | -0.71% | 7,724 |
| BTC RSI2 Guarded 15m | 2025-07 | 3.74% | 8,013 |
| BTC RSI2 Guarded 15m | 2025-08 | -0.02% | 8,012 |
| BTC RSI2 Guarded 15m | 2025-09 | -4.75% | 7,631 |
| BTC RSI2 Guarded 15m | 2025-10 | -4.56% | 7,283 |
| BTC RSI2 Guarded 15m | 2025-11 | 2.05% | 7,433 |
| BTC RSI2 Guarded 15m | 2025-12 | -4.00% | 7,135 |
| BTC RSI2 Guarded 15m | 2026-01 | 4.35% | 7,445 |
| BTC RSI2 Guarded 15m | 2026-02 | 4.45% | 7,776 |
| BTC RSI2 Guarded 15m | 2026-03 | 2.00% | 7,932 |
| BTC RSI2 Guarded 15m | 2026-04 | -1.27% | 7,831 |
| BTC RSI2 TWAP2 15m | 2025-01 | -0.56% | 5,001 |
| BTC RSI2 TWAP2 15m | 2025-02 | -1.32% | 4,935 |
| BTC RSI2 TWAP2 15m | 2025-03 | -1.52% | 4,860 |
| BTC RSI2 TWAP2 15m | 2025-04 | 2.58% | 4,985 |
| BTC RSI2 TWAP2 15m | 2025-05 | 0.83% | 5,027 |
| BTC RSI2 TWAP2 15m | 2025-06 | -1.27% | 4,963 |
| BTC RSI2 TWAP2 15m | 2025-07 | 2.92% | 5,108 |
| BTC RSI2 TWAP2 15m | 2025-08 | 1.00% | 5,159 |
| BTC RSI2 TWAP2 15m | 2025-09 | -5.24% | 4,888 |
| BTC RSI2 TWAP2 15m | 2025-10 | -4.81% | 4,653 |
| BTC RSI2 TWAP2 15m | 2025-11 | 1.94% | 4,743 |
| BTC RSI2 TWAP2 15m | 2025-12 | -4.25% | 4,542 |
| BTC RSI2 TWAP2 15m | 2026-01 | 2.73% | 4,666 |
| BTC RSI2 TWAP2 15m | 2026-02 | 2.44% | 4,779 |
| BTC RSI2 TWAP2 15m | 2026-03 | 1.88% | 4,869 |
| BTC RSI2 TWAP2 15m | 2026-04 | -2.23% | 4,761 |
| BTC RSI2 TWAP3 15m | 2025-01 | -0.09% | 4,782 |
| BTC RSI2 TWAP3 15m | 2025-02 | -1.31% | 4,720 |
| BTC RSI2 TWAP3 15m | 2025-03 | -2.99% | 4,579 |
| BTC RSI2 TWAP3 15m | 2025-04 | 2.21% | 4,680 |
| BTC RSI2 TWAP3 15m | 2025-05 | 1.45% | 4,748 |
| BTC RSI2 TWAP3 15m | 2025-06 | -1.61% | 4,672 |
| BTC RSI2 TWAP3 15m | 2025-07 | 2.22% | 4,775 |
| BTC RSI2 TWAP3 15m | 2025-08 | 0.95% | 4,821 |
| BTC RSI2 TWAP3 15m | 2025-09 | -5.12% | 4,574 |
| BTC RSI2 TWAP3 15m | 2025-10 | -4.15% | 4,384 |
| BTC RSI2 TWAP3 15m | 2025-11 | 1.32% | 4,442 |
| BTC RSI2 TWAP3 15m | 2025-12 | -3.65% | 4,280 |
| BTC RSI2 TWAP3 15m | 2026-01 | 1.80% | 4,357 |
| BTC RSI2 TWAP3 15m | 2026-02 | 2.00% | 4,444 |
| BTC RSI2 TWAP3 15m | 2026-03 | 1.50% | 4,511 |
| BTC RSI2 TWAP3 15m | 2026-04 | -0.59% | 4,484 |
| BTC RSI2 Price TWAP shallow 15m | 2025-01 | -0.03% | 20,662 |
| BTC RSI2 Price TWAP shallow 15m | 2025-02 | -1.63% | 20,324 |
| BTC RSI2 Price TWAP shallow 15m | 2025-03 | 5.05% | 21,350 |
| BTC RSI2 Price TWAP shallow 15m | 2025-04 | 3.05% | 22,000 |
| BTC RSI2 Price TWAP shallow 15m | 2025-05 | 2.33% | 22,512 |
| BTC RSI2 Price TWAP shallow 15m | 2025-06 | -0.45% | 22,411 |
| BTC RSI2 Price TWAP shallow 15m | 2025-07 | 4.34% | 23,384 |
| BTC RSI2 Price TWAP shallow 15m | 2025-08 | 2.14% | 23,884 |
| BTC RSI2 Price TWAP shallow 15m | 2025-09 | -1.80% | 23,455 |
| BTC RSI2 Price TWAP shallow 15m | 2025-10 | -3.79% | 22,565 |
| BTC RSI2 Price TWAP shallow 15m | 2025-11 | 4.21% | 23,516 |
| BTC RSI2 Price TWAP shallow 15m | 2025-12 | -1.77% | 23,099 |
| BTC RSI2 Price TWAP shallow 15m | 2026-01 | 5.18% | 24,297 |
| BTC RSI2 Price TWAP shallow 15m | 2026-02 | 5.09% | 25,533 |
| BTC RSI2 Price TWAP shallow 15m | 2026-03 | 7.33% | 27,404 |
| BTC RSI2 Price TWAP shallow 15m | 2026-04 | 5.60% | 28,939 |
| BTC RSI2 Price TWAP mid 15m | 2025-01 | -0.02% | 38,508 |
| BTC RSI2 Price TWAP mid 15m | 2025-02 | -1.10% | 38,085 |
| BTC RSI2 Price TWAP mid 15m | 2025-03 | 4.32% | 39,731 |
| BTC RSI2 Price TWAP mid 15m | 2025-04 | 3.14% | 40,980 |
| BTC RSI2 Price TWAP mid 15m | 2025-05 | 1.39% | 41,551 |
| BTC RSI2 Price TWAP mid 15m | 2025-06 | -3.40% | 40,137 |
| BTC RSI2 Price TWAP mid 15m | 2025-07 | 4.62% | 41,990 |
| BTC RSI2 Price TWAP mid 15m | 2025-08 | 3.89% | 43,623 |
| BTC RSI2 Price TWAP mid 15m | 2025-09 | -1.64% | 42,906 |
| BTC RSI2 Price TWAP mid 15m | 2025-10 | -2.58% | 41,798 |
| BTC RSI2 Price TWAP mid 15m | 2025-11 | 3.41% | 43,223 |
| BTC RSI2 Price TWAP mid 15m | 2025-12 | -2.09% | 42,318 |
| BTC RSI2 Price TWAP mid 15m | 2026-01 | 5.87% | 44,801 |
| BTC RSI2 Price TWAP mid 15m | 2026-02 | 5.01% | 47,047 |
| BTC RSI2 Price TWAP mid 15m | 2026-03 | 5.42% | 49,598 |
| BTC RSI2 Price TWAP mid 15m | 2026-04 | 6.67% | 52,908 |
| BTC RSI2 Price TWAP deep 15m | 2025-01 | 6.36% | 69,198 |
| BTC RSI2 Price TWAP deep 15m | 2025-02 | -2.27% | 67,629 |
| BTC RSI2 Price TWAP deep 15m | 2025-03 | 1.67% | 68,757 |
| BTC RSI2 Price TWAP deep 15m | 2025-04 | 1.87% | 70,043 |
| BTC RSI2 Price TWAP deep 15m | 2025-05 | 3.38% | 72,409 |
| BTC RSI2 Price TWAP deep 15m | 2025-06 | -1.79% | 71,114 |
| BTC RSI2 Price TWAP deep 15m | 2025-07 | 1.79% | 72,387 |
| BTC RSI2 Price TWAP deep 15m | 2025-08 | 1.22% | 73,269 |
| BTC RSI2 Price TWAP deep 15m | 2025-09 | -1.12% | 72,451 |
| BTC RSI2 Price TWAP deep 15m | 2025-10 | -1.41% | 71,427 |
| BTC RSI2 Price TWAP deep 15m | 2025-11 | 3.36% | 73,828 |
| BTC RSI2 Price TWAP deep 15m | 2025-12 | -2.10% | 72,276 |
| BTC RSI2 Price TWAP deep 15m | 2026-01 | 1.87% | 73,627 |
| BTC RSI2 Price TWAP deep 15m | 2026-02 | 5.64% | 77,783 |
| BTC RSI2 Price TWAP deep 15m | 2026-03 | 5.81% | 82,299 |
| BTC RSI2 Price TWAP deep 15m | 2026-04 | 5.86% | 87,125 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-01 | -0.17% | 25,081 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-02 | -1.24% | 24,769 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-03 | 2.18% | 25,308 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-04 | 2.68% | 25,987 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-05 | 0.79% | 26,192 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-06 | -3.40% | 25,301 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-07 | 4.62% | 26,469 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-08 | 3.11% | 27,292 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-09 | -2.07% | 26,726 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-10 | -3.30% | 25,843 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-11 | 3.56% | 26,764 |
| BTC RSI2 Price TWAP 2slice 15m | 2025-12 | -2.24% | 26,165 |
| BTC RSI2 Price TWAP 2slice 15m | 2026-01 | 5.23% | 27,534 |
| BTC RSI2 Price TWAP 2slice 15m | 2026-02 | 4.54% | 28,786 |
| BTC RSI2 Price TWAP 2slice 15m | 2026-03 | 5.11% | 30,257 |
| BTC RSI2 Price TWAP 2slice 15m | 2026-04 | 5.40% | 31,892 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-01 | -0.32% | 32,588 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-02 | -1.10% | 32,231 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-03 | 4.01% | 33,523 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-04 | 2.78% | 34,456 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-05 | 0.94% | 34,781 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-06 | -3.40% | 33,598 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-07 | 4.11% | 34,980 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-08 | 3.89% | 36,340 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-09 | -2.03% | 35,602 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-10 | -2.87% | 34,582 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-11 | 2.90% | 35,584 |
| BTC RSI2 Price TWAP mid fb2 15m | 2025-12 | -2.39% | 34,735 |
| BTC RSI2 Price TWAP mid fb2 15m | 2026-01 | 5.13% | 36,518 |
| BTC RSI2 Price TWAP mid fb2 15m | 2026-02 | 5.01% | 38,349 |
| BTC RSI2 Price TWAP mid fb2 15m | 2026-03 | 3.61% | 39,733 |
| BTC RSI2 Price TWAP mid fb2 15m | 2026-04 | 5.26% | 41,824 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-01 | -0.32% | 21,557 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-02 | -2.46% | 21,027 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-03 | 3.00% | 21,658 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-04 | 1.07% | 21,890 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-05 | -0.03% | 21,884 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-06 | -3.40% | 21,140 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-07 | 2.21% | 21,608 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-08 | 2.03% | 22,046 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-09 | -2.33% | 21,532 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-10 | -4.10% | 20,649 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-11 | 2.90% | 21,247 |
| BTC RSI2 Price TWAP mid fb5 15m | 2025-12 | -2.99% | 20,611 |
| BTC RSI2 Price TWAP mid fb5 15m | 2026-01 | 3.05% | 21,240 |
| BTC RSI2 Price TWAP mid fb5 15m | 2026-02 | 4.70% | 22,239 |
| BTC RSI2 Price TWAP mid fb5 15m | 2026-03 | 3.61% | 23,042 |
| BTC RSI2 Price TWAP mid fb5 15m | 2026-04 | 2.84% | 23,697 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-01 | 4.84% | 54,292 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-02 | -2.27% | 53,061 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-03 | 0.20% | 53,169 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-04 | 1.21% | 53,810 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-05 | 3.38% | 55,628 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-06 | -2.61% | 54,176 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-07 | 0.21% | 54,288 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-08 | 1.22% | 54,950 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-09 | -1.12% | 54,336 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-10 | -1.41% | 53,568 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-11 | 3.29% | 55,329 |
| BTC RSI2 Price TWAP deep fb2 15m | 2025-12 | -2.10% | 54,166 |
| BTC RSI2 Price TWAP deep fb2 15m | 2026-01 | 0.05% | 54,194 |
| BTC RSI2 Price TWAP deep fb2 15m | 2026-02 | 5.64% | 57,253 |
| BTC RSI2 Price TWAP deep fb2 15m | 2026-03 | 4.47% | 59,813 |
| BTC RSI2 Price TWAP deep fb2 15m | 2026-04 | 5.86% | 63,320 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-01 | 4.84% | 38,240 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-02 | -2.27% | 37,373 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-03 | -0.82% | 37,069 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-04 | 0.75% | 37,348 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-05 | 2.51% | 38,287 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-06 | -2.61% | 37,287 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-07 | 0.00% | 37,287 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-08 | 0.58% | 37,502 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-09 | -1.12% | 37,084 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-10 | -1.41% | 36,560 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-11 | 3.29% | 37,761 |
| BTC RSI2 Price TWAP deep fb5 15m | 2025-12 | -1.24% | 37,295 |
| BTC RSI2 Price TWAP deep fb5 15m | 2026-01 | -0.60% | 37,070 |
| BTC RSI2 Price TWAP deep fb5 15m | 2026-02 | 1.85% | 37,754 |
| BTC RSI2 Price TWAP deep fb5 15m | 2026-03 | 4.47% | 39,442 |
| BTC RSI2 Price TWAP deep fb5 15m | 2026-04 | 5.39% | 41,569 |
| BTC Trend RSI-BB 15m | 2025-01 | -1.81% | 10,900 |
| BTC Trend RSI-BB 15m | 2025-02 | -5.81% | 10,266 |
| BTC Trend RSI-BB 15m | 2025-03 | 8.94% | 11,184 |
| BTC Trend RSI-BB 15m | 2025-04 | 4.38% | 11,674 |
| BTC Trend RSI-BB 15m | 2025-05 | -5.17% | 11,071 |
| BTC Trend RSI-BB 15m | 2025-06 | -3.42% | 10,692 |
| BTC Trend RSI-BB 15m | 2025-07 | 1.98% | 10,905 |
| BTC Trend RSI-BB 15m | 2025-08 | -0.06% | 10,898 |
| BTC Trend RSI-BB 15m | 2025-09 | -2.49% | 10,626 |
| BTC Trend RSI-BB 15m | 2025-10 | 0.19% | 10,646 |
| BTC Trend RSI-BB 15m | 2025-11 | 4.08% | 11,081 |
| BTC Trend RSI-BB 15m | 2025-12 | -4.64% | 10,567 |
| BTC Trend RSI-BB 15m | 2026-01 | 2.45% | 10,827 |
| BTC Trend RSI-BB 15m | 2026-02 | -3.00% | 10,502 |
| BTC Trend RSI-BB 15m | 2026-03 | -1.63% | 10,331 |
| BTC Trend RSI-BB 15m | 2026-04 | -1.42% | 10,184 |
| ETH RSI2 15m | 2025-01 | -0.81% | 19,978 |
| ETH RSI2 15m | 2025-02 | 1.44% | 20,266 |
| ETH RSI2 15m | 2025-03 | -4.82% | 19,289 |
| ETH RSI2 15m | 2025-04 | 9.25% | 21,073 |
| ETH RSI2 15m | 2025-05 | 5.11% | 22,150 |
| ETH RSI2 15m | 2025-06 | 8.71% | 24,079 |
| ETH RSI2 15m | 2025-07 | 8.08% | 26,025 |
| ETH RSI2 15m | 2025-08 | 1.78% | 26,487 |
| ETH RSI2 15m | 2025-09 | 3.29% | 27,360 |
| ETH RSI2 15m | 2025-10 | 2.43% | 28,025 |
| ETH RSI2 15m | 2025-11 | -5.46% | 26,495 |
| ETH RSI2 15m | 2025-12 | -13.23% | 22,990 |
| ETH RSI2 15m | 2026-01 | -0.30% | 22,921 |
| ETH RSI2 15m | 2026-02 | 4.23% | 23,890 |
| ETH RSI2 15m | 2026-03 | 5.43% | 25,189 |
| ETH RSI2 15m | 2026-04 | 1.94% | 25,676 |
| ETH RSI2 Price TWAP mid 15m | 2025-01 | -4.91% | 14,515 |
| ETH RSI2 Price TWAP mid 15m | 2025-02 | 3.64% | 15,044 |
| ETH RSI2 Price TWAP mid 15m | 2025-03 | 0.88% | 15,176 |
| ETH RSI2 Price TWAP mid 15m | 2025-04 | 7.37% | 16,294 |
| ETH RSI2 Price TWAP mid 15m | 2025-05 | 0.30% | 16,344 |
| ETH RSI2 Price TWAP mid 15m | 2025-06 | 8.14% | 17,674 |
| ETH RSI2 Price TWAP mid 15m | 2025-07 | 11.09% | 19,635 |
| ETH RSI2 Price TWAP mid 15m | 2025-08 | -2.53% | 19,138 |
| ETH RSI2 Price TWAP mid 15m | 2025-09 | 3.92% | 19,888 |
| ETH RSI2 Price TWAP mid 15m | 2025-10 | 4.81% | 20,844 |
| ETH RSI2 Price TWAP mid 15m | 2025-11 | -2.61% | 20,300 |
| ETH RSI2 Price TWAP mid 15m | 2025-12 | -3.96% | 19,497 |
| ETH RSI2 Price TWAP mid 15m | 2026-01 | 0.21% | 19,539 |
| ETH RSI2 Price TWAP mid 15m | 2026-02 | 5.43% | 20,601 |
| ETH RSI2 Price TWAP mid 15m | 2026-03 | 7.41% | 22,127 |
| ETH RSI2 Price TWAP mid 15m | 2026-04 | 1.58% | 22,476 |
| ETH RSI2 Price TWAP deep 15m | 2025-01 | -2.76% | 22,638 |
| ETH RSI2 Price TWAP deep 15m | 2025-02 | 2.70% | 23,249 |
| ETH RSI2 Price TWAP deep 15m | 2025-03 | -0.16% | 23,211 |
| ETH RSI2 Price TWAP deep 15m | 2025-04 | 5.04% | 24,380 |
| ETH RSI2 Price TWAP deep 15m | 2025-05 | 0.78% | 24,571 |
| ETH RSI2 Price TWAP deep 15m | 2025-06 | 7.49% | 26,411 |
| ETH RSI2 Price TWAP deep 15m | 2025-07 | 7.95% | 28,512 |
| ETH RSI2 Price TWAP deep 15m | 2025-08 | -3.95% | 27,385 |
| ETH RSI2 Price TWAP deep 15m | 2025-09 | 1.92% | 27,911 |
| ETH RSI2 Price TWAP deep 15m | 2025-10 | 3.05% | 28,762 |
| ETH RSI2 Price TWAP deep 15m | 2025-11 | -0.70% | 28,560 |
| ETH RSI2 Price TWAP deep 15m | 2025-12 | -3.69% | 27,507 |
| ETH RSI2 Price TWAP deep 15m | 2026-01 | 3.64% | 28,508 |
| ETH RSI2 Price TWAP deep 15m | 2026-02 | 7.79% | 30,728 |
| ETH RSI2 Price TWAP deep 15m | 2026-03 | 8.39% | 33,306 |
| ETH RSI2 Price TWAP deep 15m | 2026-04 | 6.76% | 35,557 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-01 | -4.91% | 12,638 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-02 | 3.64% | 13,099 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-03 | 0.88% | 13,214 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-04 | 7.05% | 14,145 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-05 | 0.30% | 14,188 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-06 | 8.14% | 15,343 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-07 | 10.76% | 16,994 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-08 | -2.53% | 16,564 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-09 | 3.92% | 17,213 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-10 | 3.16% | 17,756 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-11 | -2.61% | 17,293 |
| ETH RSI2 Price TWAP mid fb2 15m | 2025-12 | -3.96% | 16,609 |
| ETH RSI2 Price TWAP mid fb2 15m | 2026-01 | -0.38% | 16,546 |
| ETH RSI2 Price TWAP mid fb2 15m | 2026-02 | 4.25% | 17,250 |
| ETH RSI2 Price TWAP mid fb2 15m | 2026-03 | 5.47% | 18,192 |
| ETH RSI2 Price TWAP mid fb2 15m | 2026-04 | 1.66% | 18,495 |
| ETH Robust Price TWAP 15m | 2025-01 | 0.09% | 36,121 |
| ETH Robust Price TWAP 15m | 2025-02 | 4.56% | 37,768 |
| ETH Robust Price TWAP 15m | 2025-03 | -1.50% | 37,202 |
| ETH Robust Price TWAP 15m | 2025-04 | 10.83% | 41,231 |
| ETH Robust Price TWAP 15m | 2025-05 | 1.47% | 41,837 |
| ETH Robust Price TWAP 15m | 2025-06 | 7.31% | 44,895 |
| ETH Robust Price TWAP 15m | 2025-07 | 4.86% | 47,077 |
| ETH Robust Price TWAP 15m | 2025-08 | -2.72% | 45,797 |
| ETH Robust Price TWAP 15m | 2025-09 | 0.00% | 45,797 |
| ETH Robust Price TWAP 15m | 2025-10 | 4.91% | 48,044 |
| ETH Robust Price TWAP 15m | 2025-11 | 0.17% | 48,125 |
| ETH Robust Price TWAP 15m | 2025-12 | -5.92% | 45,277 |
| ETH Robust Price TWAP 15m | 2026-01 | 3.49% | 46,858 |
| ETH Robust Price TWAP 15m | 2026-02 | 7.95% | 50,583 |
| ETH Robust Price TWAP 15m | 2026-03 | 6.57% | 53,907 |
| ETH Robust Price TWAP 15m | 2026-04 | 3.70% | 55,902 |
| ETH Trend RSI-BB 15m | 2025-01 | -11.94% | 382 |
| ETH Trend RSI-BB 15m | 2025-02 | -10.90% | 340 |
| ETH Trend RSI-BB 15m | 2025-03 | -8.85% | 310 |
| ETH Trend RSI-BB 15m | 2025-04 | -4.80% | 295 |
| ETH Trend RSI-BB 15m | 2025-05 | -7.07% | 274 |
| ETH Trend RSI-BB 15m | 2025-06 | -4.06% | 263 |
| ETH Trend RSI-BB 15m | 2025-07 | -3.12% | 255 |
| ETH Trend RSI-BB 15m | 2025-08 | -6.91% | 237 |
| ETH Trend RSI-BB 15m | 2025-09 | -3.40% | 229 |
| ETH Trend RSI-BB 15m | 2025-10 | -12.64% | 200 |
| ETH Trend RSI-BB 15m | 2025-11 | 1.06% | 202 |
| ETH Trend RSI-BB 15m | 2025-12 | -7.33% | 188 |
| ETH Trend RSI-BB 15m | 2026-01 | -8.28% | 172 |
| ETH Trend RSI-BB 15m | 2026-02 | -4.63% | 164 |
| ETH Trend RSI-BB 15m | 2026-03 | -20.75% | 130 |
| ETH Trend RSI-BB 15m | 2026-04 | -18.91% | 105 |
| ETH/BTC RSI Filter 15m | 2025-01 | -3.35% | 19,486 |
| ETH/BTC RSI Filter 15m | 2025-02 | 1.25% | 19,730 |
| ETH/BTC RSI Filter 15m | 2025-03 | 1.25% | 19,977 |
| ETH/BTC RSI Filter 15m | 2025-04 | 4.01% | 20,778 |
| ETH/BTC RSI Filter 15m | 2025-05 | 6.07% | 22,039 |
| ETH/BTC RSI Filter 15m | 2025-06 | 6.65% | 23,505 |
| ETH/BTC RSI Filter 15m | 2025-07 | 6.55% | 25,045 |
| ETH/BTC RSI Filter 15m | 2025-08 | 1.44% | 25,407 |
| ETH/BTC RSI Filter 15m | 2025-09 | 2.01% | 25,917 |
| ETH/BTC RSI Filter 15m | 2025-10 | -0.10% | 25,892 |
| ETH/BTC RSI Filter 15m | 2025-11 | -0.23% | 25,833 |
| ETH/BTC RSI Filter 15m | 2025-12 | -3.19% | 25,009 |
| ETH/BTC RSI Filter 15m | 2026-01 | 1.25% | 25,323 |
| ETH/BTC RSI Filter 15m | 2026-02 | 3.13% | 26,115 |
| ETH/BTC RSI Filter 15m | 2026-03 | 1.14% | 26,412 |
| ETH/BTC RSI Filter 15m | 2026-04 | 1.75% | 26,873 |
| BTC Lead ETH Lag 15m | 2025-01 | -19.57% | 8,543 |
| BTC Lead ETH Lag 15m | 2025-02 | 4.71% | 8,946 |
| BTC Lead ETH Lag 15m | 2025-03 | 25.14% | 11,194 |
| BTC Lead ETH Lag 15m | 2025-04 | -7.84% | 10,317 |
| BTC Lead ETH Lag 15m | 2025-05 | -2.61% | 10,048 |
| BTC Lead ETH Lag 15m | 2025-06 | 0.00% | 10,048 |
| BTC Lead ETH Lag 15m | 2025-07 | 2.44% | 10,293 |
| BTC Lead ETH Lag 15m | 2025-08 | -2.61% | 10,025 |
| BTC Lead ETH Lag 15m | 2025-09 | 0.00% | 10,025 |
| BTC Lead ETH Lag 15m | 2025-10 | -2.61% | 9,763 |
| BTC Lead ETH Lag 15m | 2025-11 | -2.61% | 9,508 |
| BTC Lead ETH Lag 15m | 2025-12 | -5.15% | 9,018 |
| BTC Lead ETH Lag 15m | 2026-01 | 0.00% | 9,018 |
| BTC Lead ETH Lag 15m | 2026-02 | -0.23% | 8,998 |
| BTC Lead ETH Lag 15m | 2026-03 | -5.15% | 8,534 |
| BTC Lead ETH Lag 5m | 2025-01 | -11.86% | 3,568 |
| BTC Lead ETH Lag 5m | 2025-02 | -1.03% | 3,532 |
| BTC Lead ETH Lag 5m | 2025-03 | 11.46% | 3,936 |
| BTC Lead ETH Lag 5m | 2025-04 | 8.43% | 4,268 |
| BTC Lead ETH Lag 5m | 2025-05 | 3.08% | 4,399 |
| BTC Lead ETH Lag 5m | 2025-06 | 0.00% | 4,399 |
| BTC Lead ETH Lag 5m | 2025-07 | 5.19% | 4,627 |
| BTC Lead ETH Lag 5m | 2025-08 | -2.43% | 4,515 |
| BTC Lead ETH Lag 5m | 2025-09 | -3.98% | 4,335 |
| BTC Lead ETH Lag 5m | 2025-10 | -2.01% | 4,248 |
| BTC Lead ETH Lag 5m | 2025-11 | -2.01% | 4,163 |
| BTC Lead ETH Lag 5m | 2025-12 | 1.00% | 4,205 |
| BTC Lead ETH Lag 5m | 2026-01 | 0.00% | 4,205 |
| BTC Lead ETH Lag 5m | 2026-02 | 8.43% | 4,559 |
| BTC Lead ETH Lag 3m | 2025-01 | -6.73% | 9,361 |
| BTC Lead ETH Lag 3m | 2025-02 | -2.01% | 9,173 |
| BTC Lead ETH Lag 3m | 2025-03 | -9.93% | 8,262 |
| BTC Lead ETH Lag 3m | 2025-04 | 0.00% | 8,262 |
| BTC Lead ETH Lag 3m | 2025-05 | -2.01% | 8,096 |
| BTC Lead ETH Lag 3m | 2025-06 | 0.00% | 8,096 |
| BTC Lead ETH Lag 3m | 2025-07 | 3.39% | 8,371 |
| BTC Lead ETH Lag 3m | 2025-08 | -3.98% | 8,038 |
| BTC Lead ETH Lag 3m | 2025-09 | 0.00% | 8,038 |
| BTC Lead ETH Lag 3m | 2025-10 | 3.39% | 8,310 |
| BTC Lead ETH Lag 3m | 2025-11 | 0.00% | 8,310 |
| BTC Lead ETH Lag 3m | 2025-12 | 3.39% | 8,592 |
| BTC Lead ETH Lag 3m | 2026-01 | 0.00% | 8,592 |
| BTC Lead ETH Lag 3m | 2026-02 | 1.31% | 8,705 |
| BTC Lead ETH Lag 3m | 2026-03 | 3.39% | 9,000 |
组合按近 3 年起点等资金分配，不做月度再平衡。月度收益按成本调整后的闭合交易权益计算；若月内无平仓交易，收益可能显示为 0。BB squeeze risk 低回撤候选保留观察：现有可复用逻辑只在探索脚本中，接入主报告需要搬运完整 runner，本轮不接入。