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已更新 BTC Sharpe 1.5 5-10x Leverage
1) Data Analysis: Robust Returns and Drawdown Structure (Backtesting Summary)
Target Asset / Period / Range
Target Asset: OKX:BTCUSDT.P (Perpetual)
Period: 4H
Backtesting Range: 2019-12-16 12:00 — 2026-01-18 08:00
Trading began on 2020-03-05 (Report Attribute Table)
Initial Capital: 100,000 USDT (Live Trading, Capital Settings Can Be Modified)
Net Profit: +453,405.40 USDT (+453.41%)
Ending Equity: Approximately 553,405.40 USDT (Estimated from Initial Capital + Net Profit)
Annualized Return (CAGR): 32.4%
Risk Adjustment and Trade Quality
Risk Adjustment: Sharpe 1.506, Sortino 29.334, Profit Factor 233.393
Trade Quality: 329 trades, Win Rate (Percentage of Profit) 69.91%, Average Profit/Loss per Trade +1,378.13 USDT
Maximum Single Trade Profit: 6,982.34 USDT; Maximum Single Trade Loss: 38.87 USDT
Drawdown Structure (Core Characteristics)
Maximum Intrabar Equity Drawdown: 14.92% (34,733.4 USDT)
Drawdown Recovery Factor (referred to as "Return on Maximum Equity Drawdown" in the report): 12.89
Execution/Fee Assumptions
Commission: 0.05%; Slippage: 2 ticks; No Adding to Positions
2) Trading Logic: Direction → Entry → Quality Control → Exit → Execution
The "skeleton" is clear: First look at the market (HTF), then dive in (4H), conduct a check-up (scoring) upon entry, lock in profits for a period, then let them run.
A. Directional Filtering (Only act when the overall direction allows)
HTF defaults to Level D, overlaid with EMA 370 to determine the overall trend: htfTfOpt="D" / htfEmaLen=370
B. 4-Hour Entry Trigger (Catching Trend Continuation/Breakout)
Default Entry Trigger: Trend + RSI50 (switchable): triggerMode="Trend + RSI50 (Recommended)"
C. Quality Control (Trade more with good signals, less with average signals)
Three-Factor Scoring:
Momentum: RSI + MACD (Strong/Weak Momentum Conditions)
Structure: Proximity to Support/Resistance or EMA50 Structural Constraints
Volume: Trading Volume MA + Threshold Multiplier volSoftMult=1.35
D. Exit Logic (TP1 Profit Locking + Runner Trend Taking)
Specifically: TP1 (First Close) + Runner (Full Close)
E. Execution of Safety (Live Trading)
No reversal/No re-opening immediately after closing/Signal confirmation only at closing/Minimum nominal filtering
/Quantity rounding
3) Risk Control: Three-Layer Defense (Controlling Drawdowns)
First Layer: Single Trade Risk Control (Strike hard with every move)
Second Layer: Account Drawdown Control (Be more conservative as losses mount, avoid cascading losses)
Third Layer: Emergency Coverage (Long-term holding/Black Swan Events)
Holding positions for more than 35 4H: Tighten stop-loss orders
Core Conclusion: This system does not chase "maximum returns," but rather controls drawdowns, making the net asset value curve smoother and more controllable.
Suitable for OKX exchange platform
Target Asset / Period / Range
Target Asset: OKX:BTCUSDT.P (Perpetual)
Period: 4H
Backtesting Range: 2019-12-16 12:00 — 2026-01-18 08:00
Trading began on 2020-03-05 (Report Attribute Table)
Initial Capital: 100,000 USDT (Live Trading, Capital Settings Can Be Modified)
Net Profit: +453,405.40 USDT (+453.41%)
Ending Equity: Approximately 553,405.40 USDT (Estimated from Initial Capital + Net Profit)
Annualized Return (CAGR): 32.4%
Risk Adjustment and Trade Quality
Risk Adjustment: Sharpe 1.506, Sortino 29.334, Profit Factor 233.393
Trade Quality: 329 trades, Win Rate (Percentage of Profit) 69.91%, Average Profit/Loss per Trade +1,378.13 USDT
Maximum Single Trade Profit: 6,982.34 USDT; Maximum Single Trade Loss: 38.87 USDT
Drawdown Structure (Core Characteristics)
Maximum Intrabar Equity Drawdown: 14.92% (34,733.4 USDT)
Drawdown Recovery Factor (referred to as "Return on Maximum Equity Drawdown" in the report): 12.89
Execution/Fee Assumptions
Commission: 0.05%; Slippage: 2 ticks; No Adding to Positions
2) Trading Logic: Direction → Entry → Quality Control → Exit → Execution
The "skeleton" is clear: First look at the market (HTF), then dive in (4H), conduct a check-up (scoring) upon entry, lock in profits for a period, then let them run.
A. Directional Filtering (Only act when the overall direction allows)
HTF defaults to Level D, overlaid with EMA 370 to determine the overall trend: htfTfOpt="D" / htfEmaLen=370
B. 4-Hour Entry Trigger (Catching Trend Continuation/Breakout)
Default Entry Trigger: Trend + RSI50 (switchable): triggerMode="Trend + RSI50 (Recommended)"
C. Quality Control (Trade more with good signals, less with average signals)
Three-Factor Scoring:
Momentum: RSI + MACD (Strong/Weak Momentum Conditions)
Structure: Proximity to Support/Resistance or EMA50 Structural Constraints
Volume: Trading Volume MA + Threshold Multiplier volSoftMult=1.35
D. Exit Logic (TP1 Profit Locking + Runner Trend Taking)
Specifically: TP1 (First Close) + Runner (Full Close)
E. Execution of Safety (Live Trading)
No reversal/No re-opening immediately after closing/Signal confirmation only at closing/Minimum nominal filtering
/Quantity rounding
3) Risk Control: Three-Layer Defense (Controlling Drawdowns)
First Layer: Single Trade Risk Control (Strike hard with every move)
Second Layer: Account Drawdown Control (Be more conservative as losses mount, avoid cascading losses)
Third Layer: Emergency Coverage (Long-term holding/Black Swan Events)
Holding positions for more than 35 4H: Tighten stop-loss orders
Core Conclusion: This system does not chase "maximum returns," but rather controls drawdowns, making the net asset value curve smoother and more controllable.
Suitable for OKX exchange platform
發行說明
Updated Sharp ratio 1.9發行說明
OKX Platform BTC 4-Hour Chart Trading BacktestOptimized Sharp Version 2.0
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作者的說明
Suitable for the OKX exchange platform, approximately 4 trades in 30 days. Interested users can try it out.
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這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
僅限邀請腳本
僅作者批准的使用者才能訪問此腳本。您需要申請並獲得使用許可，通常需在付款後才能取得。更多詳情，請依照作者以下的指示操作，或直接聯絡w919339492。
TradingView不建議在未完全信任作者並了解其運作方式的情況下購買或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
Suitable for the OKX exchange platform, approximately 4 trades in 30 days. Interested users can try it out.
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。