ZenBlockChain BTC long-only strategy

7 בפבר׳ 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.

---------------------------------------------------------------------------------------------------------------------------------------------------------------------

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 במרץ 2022

הערות שחרור

update backtesting result
更新回測數據

23 במרץ 2022

הערות שחרור

fix some bugs

23 במרץ 2022

הערות שחרור

updated backtesting result

11 במאי 2022

הערות שחרור

update back-testing result