【缠论策略回测】维加斯二类线段确认策略（较好）

策略编号：01_11
交 易  所：Binance
标      的：BTCUSDT永续合约
图表周期：5min
交易级别：5min走势
回测时间：2023年1月-2024年3月
交易次数：161次
回测结果：年化净利率242%，最大回测22%，最大回测时间50天，胜率37.3%，毛利率324%，手续费率135%，返佣率54%
初设资金：2000USDT
滑点模式：未考虑滑点
手续费用：回测完成后统一计算
仓位模式：未使用马丁格尔模式；未使用复利模式
（一）多单开仓条件
1）30min维加斯通道趋势为多头（ema144>ema169）;
2）5min走势出现二类买点的确认（向下的5min线段不破新低被新的向上的5min线段所确认）
3）以二类买点所在的向下5min线段最低值作为止损
（二）多单减仓条件
1）达到2倍盈亏比平仓50%的仓位，即：首次止盈价格=开仓价格+2*（开仓价格-止损价格），并且挂保本损；
2）首次止盈完成后，每次5min线段形成次高结构时，减仓剩余仓位的10%
3）首次止盈完成后，每次产生5min走势的新高且距离上一次减仓价格大于指定间距时，减仓剩余仓位的10%
4）首次止盈完成后，每次产生5min走势的次高结构时，减仓剩余仓位的10%
5）首次止盈完成后，产生新的30min走势新高时，减仓剩余仓位的10%
（二）多单平仓条件
1）达到止损点即平仓；
2）首次止盈完成后，价格回落到开仓价格时平仓所有仓位
3）首次止盈完成后，未形成新的30min走势的前提下，跌破5min走势道氏点时，全部平仓
4)  首次止盈完成后，已形成新的30min走势的前提下，跌破30min走势道氏点时，全部平仓
空单的开平仓与多单相反。

策略点位展示图下载：
百度网盘链接：https://pan.baidu.com/s/1EdaWLuPE1fjX8hTCrKtvEg?pwd=avcw   提取码：avcw
策略回测交割单下载：
策略交割单.xlsx (83.38 KB, 下载次数: 245)

2024-3-31 22:23 上传

点击文件名下载附件

一年的时间，交易真是个漫长的过程啊

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