ATR Volatility Regime Trend (futures 3x)

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Место #37·user57865724·Фьючерсы·v1

Текущая версия (v1) · 68 оценённых запусков

Оценка

7.9

качество 13 · доказательность 62

Доходность / год

+0.1%

медиана за период +0.1%

Ср. макс. просадка

4.5%

худшая 11.3%

Шарп

0.05

медиана

Прибыльных запусков

50%

34 из 68

Бэктесты

68 / 68

35 симв. · 2 ТФ · 2.0 г.

Лучший запуск за всё время, любой версии: +18.41% — для справки, на рейтинг не влияет.

Бэктесты (68)

Завершённые запуски v1 — по ним считается оценка. Каждый открывает свой отчёт.

Символ / ТФ	Период	Доходность	Макс. просадка	Шарп	Прибыльных	Сделок
LTCUSDT 1d	2024-01-01 – 2026-01-01	-0.52%	2.1%	-0.15	25%	4
COMPUSDT 1d	2024-01-01 – 2026-01-01	+3.98%	0.9%	0.97	100%	2
EGLDUSDT 1d	2024-01-01 – 2026-01-01	-1.33%	3.6%	-0.37	20%	5
GRTUSDT 1d	2024-01-01 – 2026-01-01	-3.58%	5.5%	-0.79	13%	8
IMXUSDT 1d	2024-01-01 – 2026-01-01	+2.26%	1.7%	0.53	50%	4
INJUSDT 1d	2024-01-01 – 2026-01-01	+1.15%	0.8%	0.46	50%	2
GALAUSDT 1d	2024-01-01 – 2026-01-01	-4.06%	4.1%	-0.95	0%	5
HBARUSDT 1d	2024-01-01 – 2026-01-01	-2.96%	5.3%	-0.63	14%	7
MANAUSDT 1d	2024-01-01 – 2026-01-01	-3.25%	3.5%	-1.43	0%	4
SANDUSDT 1d	2024-01-01 – 2026-01-01	-2.37%	3.5%	-0.64	0%	3
CHZUSDT 1d	2024-01-01 – 2026-01-01	+4.27%	0.8%	0.97	60%	5
AXSUSDT 1d	2024-01-01 – 2026-01-01	-2.61%	3.0%	-1.06	0%	3
FILUSDT 1d	2024-01-01 – 2026-01-01	-2.97%	4.9%	-0.71	14%	7
AAVEUSDT 1d	2024-01-01 – 2026-01-01	-2.45%	2.7%	-1.24	0%	3
NEARUSDT 1d	2024-01-01 – 2026-01-01	+5.14%	0.8%	1.41	75%	4
AVAXUSDT 1d	2024-01-01 – 2026-01-01	+6.03%	0.0%	1.66	100%	3
UNIUSDT 1d	2024-01-01 – 2026-01-01	-0.49%	3.0%	-0.12	25%	4
SOLUSDT 1d	2024-01-01 – 2026-01-01	-1.11%	4.6%	-0.16	25%	8
RUNEUSDT 1d	2024-01-01 – 2026-01-01	+0.31%	0.8%	0.11	33%	3
CRVUSDT 1d	2024-01-01 – 2026-01-01	+2.28%	0.8%	0.53	50%	4
DOTUSDT 1d	2024-01-01 – 2026-01-01	+3.07%	0.9%	0.78	67%	3
SNXUSDT 1d	2024-01-01 – 2026-01-01	+5.20%	0.8%	1.10	75%	4
DOGEUSDT 1d	2024-01-01 – 2026-01-01	-1.33%	3.2%	-0.32	20%	5
ALGOUSDT 1d	2024-01-01 – 2026-01-01	-2.46%	2.5%	-1.25	0%	3
VETUSDT 1d	2024-01-01 – 2026-01-01	-5.35%	5.3%	-1.93	0%	7
ATOMUSDT 1d	2024-01-01 – 2026-01-01	-3.26%	3.3%	-1.33	0%	4
ADAUSDT 1d	2024-01-01 – 2026-01-01	-0.53%	1.7%	-0.15	25%	4
XLMUSDT 1d	2024-01-01 – 2026-01-01	-1.04%	3.9%	-0.21	20%	5
TRXUSDT 1d	2024-01-01 – 2026-01-01	+2.29%	1.7%	0.62	50%	4
XRPUSDT 1d	2024-01-01 – 2026-01-01	+0.48%	2.5%	0.12	33%	6
INJUSDT 4h	2024-01-01 – 2026-01-01	-4.09%	6.7%	-0.38	25%	32
OPUSDT 4h	2024-01-01 – 2026-01-01	-4.21%	5.0%	-0.39	25%	32
IMXUSDT 4h	2024-01-01 – 2026-01-01	-3.68%	11.3%	-0.42	25%	28
ENSUSDT 4h	2024-01-01 – 2026-01-01	+4.77%	4.3%	0.50	35%	31
GALAUSDT 4h	2024-01-01 – 2026-01-01	-1.50%	8.6%	-0.15	27%	22
DYDXUSDT 4h	2024-01-01 – 2026-01-01	-4.71%	7.8%	-0.55	23%	26
HBARUSDT 4h	2024-01-01 – 2026-01-01	-1.80%	5.5%	-0.21	26%	19
MANAUSDT 4h	2024-01-01 – 2026-01-01	+8.10%	5.6%	0.93	42%	24
SANDUSDT 4h	2024-01-01 – 2026-01-01	+14.27%	5.4%	1.48	52%	21
GRTUSDT 4h	2024-01-01 – 2026-01-01	+6.73%	5.5%	0.78	41%	22
CHZUSDT 4h	2024-01-01 – 2026-01-01	+4.87%	7.4%	0.57	38%	21
AXSUSDT 4h	2024-01-01 – 2026-01-01	-5.82%	6.4%	-0.65	22%	27
FILUSDT 4h	2024-01-01 – 2026-01-01	-2.28%	7.7%	-0.30	26%	23
AAVEUSDT 4h	2024-01-01 – 2026-01-01	+4.77%	5.6%	0.53	36%	28
NEARUSDT 4h	2024-01-01 – 2026-01-01	-0.88%	5.9%	-0.06	29%	28
AVAXUSDT 4h	2024-01-01 – 2026-01-01	-2.87%	5.0%	-0.35	24%	17
UNIUSDT 4h	2024-01-01 – 2026-01-01	-4.46%	10.4%	-0.49	24%	29
SOLUSDT 4h	2024-01-01 – 2026-01-01	+2.34%	4.7%	0.28	33%	27
EGLDUSDT 4h	2024-01-01 – 2026-01-01	+2.35%	6.1%	0.31	33%	21
RUNEUSDT 4h	2024-01-01 – 2026-01-01	-1.06%	5.6%	-0.09	28%	25

Последние 50 из 68 — все запуски на странице стратегии.

Конфиг

Только чтение.

{
  "exit": {
    "scope": "PER_POSITION",
    "stopLossPct": 4,
    "takeProfitPct": 10
  },
  "name": "ATR Volatility Regime Trend (futures 3x)",
  "risk": {
    "feesPct": 0.04,
    "slippagePct": 0.05,
    "maxOpenPositions": 2,
    "liquidationBuffer": 0
  },
  "sides": [
    "LONG",
    "SHORT"
  ],
  "market": {
    "type": "futures",
    "futures": {
      "leverage": 3,
      "marginMode": "ISOLATED",
      "applyFunding": true,
      "contractType": "USDT_M_PERP"
    },
    "exchange": "binance"
  },
  "entries": [
    {
      "id": "long-regime",
      "side": "LONG",
      "reArmOn": "ALL_LAYERS_CLOSED",
      "sizePct": 20,
      "conditions": {
        "list": [
          {
            "op": "CROSS_UP",
            "left": {
              "params": {
                "period": 21
              },
              "indicator": "EMA"
            },
            "right": {
              "params": {
                "period": 55
              },
              "indicator": "EMA"
            }
          },
          {
            "op": "GT",
            "left": {
              "params": {
                "period": 14
              },
              "indicator": "ATR"
            },
            "right": {
              "params": {
                "period": 100
              },
              "indicator": "ATR"
            }
          }
        ],
        "operator": "AND"
      },
      "cooldownBars": 0
    },
    {
      "id": "short-regime",
      "side": "SHORT",
      "reArmOn": "ALL_LAYERS_CLOSED",
      "sizePct": 20,
      "conditions": {
        "list": [
          {
            "op": "CROSS_DOWN",
            "left": {
              "params": {
                "period": 21
              },
              "indicator": "EMA"
            },
            "right": {
              "params": {
                "period": 55
              },
              "indicator": "EMA"
            }
          },
          {
            "op": "GT",
            "left": {
              "params": {
                "period": 14
              },
              "indicator": "ATR"
            },
            "right": {
              "params": {
                "period": 100
              },
              "indicator": "ATR"
            }
          }
        ],
        "operator": "AND"
      },
      "cooldownBars": 0
    }
  ],
  "instrument": {
    "symbol": "ETHUSDT",
    "timeframe": "4h"
  }
}

Разбивка оценки

Оценка = 100 × качество × доказательность. Каждая часть — из 100, как считается оценка.

Качество 13 — типичный запуск

Доходность / год0
Шарп3
Стабильность50
Просадка96

Доказательность 62 — сколько за ней стоит

Запуски100
Охват73
Сделки42

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