ZenBlockChain BTC long-only strategy

7 thg 2, 2022

This BTC long-only strategy massively outperform buy and hold BTC for the same time period, not just for cumulative return but also sortine ratio and maximum drawdown. ZenBlockChain BTC long-only strategy using multiple trend-following indicators to trade BTC. This strategy is most effective on 12h and 24h window. However, the winning odds for this strategy is below 50%, but winning trades are way better than losing trades. So this strategy makes a killing.

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此只做多的BTC 策略大幅勝過買進持有BTC的策略。不僅在總報酬上面有優異的表現，在sortine ratio and maximum drawdown 也都比買進持有表現優異許多。ZenBlockChain BTC 只做多的策略採用數個趨勢交易指標作為買賣基礎。其中以K棒12小時表現最好，其次是24小時的K棒也能有好的表現。然而此策略的缺點在於勝率低於五成，不過因為大賺小賠，因此整體能有超額的表現。

17 thg 3, 2022

Phát hành các Ghi chú

update backtesting result
更新回測數據

23 thg 3, 2022

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fix some bugs

23 thg 3, 2022

Phát hành các Ghi chú

updated backtesting result

11 thg 5, 2022

Phát hành các Ghi chú

update back-testing result