BTW 现货 100 策略 7 场景回测报告

💰 BTW 现货 100 策略 × 7 场景鲁棒性回测报告苏老师的笨笨 · 2026-09-29

⚠️ 必读 - 数据诚实声明:
1. 30 天数据 = 单一时段快照，任何方法只反映 2026-08-30 → 2026-09-29 的情况，不代表未来。
2. 手续费 0.3% + 滑点 0.5% — 实盘 gas/抢单失败未算。
3. 套利类 (ARB-076~082) + 做市类 (ARB-082) 数据是估算**，未做真实回测**，仅作为方法框架展示.
4. 复合类 (COMP-093~100) 实现简化**, 部分策略参数无差异.
5. 夏普 / 最大回撤都是基于历史数据**, 未来波动可能完全不同.
6. 报告结论不等于实盘建议**, 请勿直接抄结果做实盘 — 务必先用模拟/小资金测试.

🚨 苏老师的关键结论 (TOP 3 各自适用的场景):
🥇 ADV-088 波动率突破 = 30天 avg_pnl +33.2%, 但 BTW 上涨 +313% 时大赚, 下跌市回撤 -30% = 只适合大波动币种 (BTW/SOL 这类), 暴跌市谨慎
🥈 ADV-087 社媒热度 = 30天 avg_pnl +17.0%, 下跌市回撤 -22% = 适合高热度炒作币 (必须配合链上监控, 不可盲买)
🥉 GRID-017 马丁+网格混合 = 30天 avg_pnl +16.3%, 下跌市回撤 -16% = 震荡市/慢牛最稳 (TRX横盘+BTC/SOL慢牛都吃到)

📊 测试矩阵 (7 场景 × 100 策略 = 700 次回测)

场景 30天涨跌特征

BTW BSC币种单边爆炸 +226%

LAB 下跌 + 插针 -32%

VELVET 单边下跌 -44%

SIREN 弱跌震荡 -21%

TRX 完整横盘震荡 -1.5%

BTC 慢牛小涨 +7.5%

SOL 慢牛 +13.6%

🎯 跨场景 TOP 10 真实回测策略 (按 avg_pnl 排序)

只显示有真实回测数据的策略 (排除套利/做市类 + 至少有 5 笔成交).

# ID 名称类型平均收益平均夏普盈利场景最差最佳总成交

1 ADV-088 波动率突破 vol_break +33.2% 0.36 1/7 -31.1% +313.5% 20

2 ADV-087 社媒热度 social +17.0% 0.96 2/7 -38.0% +185.3% 27

3 GRID-017 马丁+网格混合 grid_martin +16.3% 2.10 2/7 -34.6% +171.3% 22

4 ADV-085 持仓量异动 oi_watch +13.4% 1.15 2/7 -24.6% +131.5% 31

5 MART-022 标准马丁 x2 跌3% martin +12.9% 1.99 2/7 -19.5% +130.6% 29

6 MART-029 马丁+TEMA martin +12.6% 1.96 2/7 -19.3% +128.6% 29

7 MART-030 马丁+成交量过滤 martin +12.6% 1.96 2/7 -19.3% +128.6% 29

8 MART-031 固定下注马丁 martin +12.6% 1.96 2/7 -19.3% +128.6% 29

9 MART-033 马丁+ATR止损 martin +12.6% 1.96 2/7 -19.3% +128.6% 29

10 MART-040 马丁+赢冲输缩 martin +12.6% 1.96 2/7 -19.3% +128.6% 29

📈 TOP 10 跨场景表现矩阵 (每行=1策略, 每列=1场景 30天收益)

ID 名称 BTW LAB VELVET SIREN TRX BTC SOL

ADV-088 波动率突破 +313.5% -31.1% -28.5% -21.7% +0.0% +0.0% +0.0%

ADV-087 社媒热度 +185.3% -21.7% -38.0% -22.0% -0.4% +4.2% +11.4%

GRID-017 马丁+网格混合 +171.3% -16.4% -34.6% -19.1% +0.6% +4.4% +7.6%

ADV-085 持仓量异动 +131.5% -24.6% -4.1% -20.3% -1.6% +2.4% +10.5%

MART-022 标准马丁 x2 跌3% +130.6% -14.1% -15.1% -19.5% +0.6% +1.6% +6.5%

MART-029 马丁+TEMA +128.6% -14.9% -15.2% -19.3% +0.6% +1.6% +6.5%

MART-030 马丁+成交量过滤 +128.6% -14.9% -15.2% -19.3% +0.6% +1.6% +6.5%

MART-031 固定下注马丁 +128.6% -14.9% -15.2% -19.3% +0.6% +1.6% +6.5%

MART-033 马丁+ATR止损 +128.6% -14.9% -15.2% -19.3% +0.6% +1.6% +6.5%

MART-040 马丁+赢冲输缩 +128.6% -14.9% -15.2% -19.3% +0.6% +1.6% +6.5%

📌 重要解读:

BTW 列: 单边爆炸 +226%, BTW 上涨大多策略都赚钱, 因为策略逻辑让它买在低位

LAB/VEL 列: 下插, 跌中策略多会回撤, 这是真实的'BTC L2 案例' — 你在 30 天数据中看不到的'跌 90%' 的情况

TRX 列: 接近横盘, 几乎所有策略表现=0, 网格类/MART 都能慢晥

BTC/SOL 列: 慢牛, 是最性感的验证场景 — 真正温和上涨中哪个稳

📋 全部 100 策略

📊 按场景分类

🎨 按类型分类

💾 原始 JSON

所有 100 策略跨 7 场景综合表现. 套利/做市类标为"未测".

# ID 名称类型平均收益平均夏普盈利N/7 最差DD 最差最佳总分成交

1 ARB-076 DEX间价差 arb [未真测] 未真测 19.16 0/7 0.0% +2.7% +2.7% 20.3 0

2 ARB-077 现货永续价差 arb [未真测] 未真测 19.16 0/7 0.0% +2.7% +2.7% 20.3 0

3 ARB-078 三角套利 arb [未真测] 未真测 19.16 0/7 0.0% +2.7% +2.7% 20.3 0

4 ARB-082 做市 0.3% market_make [未真测] 未真测 19.16 0/7 0.0% +0.3% +0.3% 19.3 0

5 TREND-048 动量轮动 trend 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

6 TREND-049 突破前高 trend 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

7 TREND-052 VT策略 trend 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

8 REV-061 乖离率回归 mean_rev 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

9 TPSL-067 固定TP/SL 10/7 tp_sl 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

10 TPSL-068 固定TP/SL 20/10 tp_sl 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

11 TPSL-069 固定TP/SL 30/15 tp_sl 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

12 ARB-079 夹子 arb [未真测] 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

13 ARB-080 网格+费率对冲 arb [未真测] 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

14 ARB-081 清算抢跑 arb [未真测] 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

15 ADV-089 日内 VWAP vwap 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

16 ADV-092 隐含波动率 IV iv 未真测 0.00 0/7 0.0% +0.0% +0.0% 0.0 0

17 GRID-018 永远网格 grid -0.1% -0.11 0/7 -1.4% -0.3% +0.0% -0.1 21

18 MART-027 反马丁做空加倍 martin +5.7% 1.09 2/7 -19.9% -12.2% +56.9% -0.1 7

19 GRID-007 不对称偏空网格 grid -0.1% -0.49 0/7 -1.8% -0.8% +0.8% -0.6 286

20 MART-028 马丁+止盈 martin +3.6% 1.74 2/7 -37.2% -22.1% +57.1% -0.9 38

21 MART-024 激进马丁 x3 martin +8.8% 1.97 1/7 -30.4% -16.4% +86.9% -0.9 28

22 TPSL-070 追踪止盈 5% ATR tp_sl -1.5% -0.44 1/7 -9.3% -7.7% +5.1% -1.5 7

23 TPSL-071 追踪止盈 3% 固定 tp_sl -1.5% -0.44 1/7 -9.3% -7.7% +5.1% -1.5 7

24 MART-022 标准马丁 x2 跌3% martin +12.9% 1.99 2/7 -37.4% -19.5% +130.6% -2.2 29

25 MART-029 马丁+TEMA martin +12.6% 1.96 2/7 -36.8% -19.3% +128.6% -2.2 29

26 MART-030 马丁+成交量过滤 martin +12.6% 1.96 2/7 -36.8% -19.3% +128.6% -2.2 29

27 MART-031 固定下注马丁 martin +12.6% 1.96 2/7 -36.8% -19.3% +128.6% -2.2 29

28 MART-033 马丁+ATR止损 martin +12.6% 1.96 2/7 -36.8% -19.3% +128.6% -2.2 29

29 MART-040 马丁+赢冲输缩 martin +12.6% 1.96 2/7 -36.8% -19.3% +128.6% -2.2 29

30 MART-023 标准马丁 x1.5 martin +9.3% 1.82 1/7 -35.8% -18.4% +103.8% -2.4 29

31 TREND-045 海龟突破 55d trend -1.8% -0.67 0/7 -12.9% -12.9% +0.1% -2.4 3

32 GRID-004 中性网格 v4 极窄 grid -5.5% 1.03 2/7 -34.9% -21.8% +8.1% -2.5 146

33 MART-026 AI+马丁动态 martin +8.9% 1.84 1/7 -36.3% -20.2% +104.2% -2.6 29

34 MART-021 标准马丁 x2 跌5% martin +8.8% 1.83 1/7 -35.8% -20.1% +104.2% -2.6 29

35 MART-032 马丁突破版 martin +8.8% 1.83 1/7 -35.8% -20.1% +104.2% -2.6 29

36 MART-034 永远马丁 martin +8.8% 1.83 1/7 -35.8% -20.1% +104.2% -2.6 29

37 MART-035 反向马丁 martin +8.8% 1.83 1/7 -35.8% -20.1% +104.2% -2.6 29

38 MART-036 马丁+海龟 martin +8.8% 1.83 1/7 -35.8% -20.1% +104.2% -2.6 29

39 MART-037 马丁+目标市值 martin +8.8% 1.83 1/7 -35.8% -20.1% +104.2% -2.6 29

40 MART-038 马丁+均线回归 martin +8.8% 1.83 1/7 -35.8% -20.1% +104.2% -2.6 29

41 MART-039 双触发马丁 martin +8.8% 1.83 1/7 -35.8% -20.1% +104.2% -2.6 29

42 ADV-085 持仓量异动 oi_watch +13.4% 1.15 2/7 -43.4% -24.6% +131.5% -3.0 31

43 TPSL-066 固定TP/SL 5/5 tp_sl -2.9% -1.55 1/7 -9.9% -7.9% +5.1% -3.2 7

44 TPSL-072 阶梯止盈 tp_sl -2.9% -1.55 1/7 -9.9% -7.9% +5.1% -3.2 7

45 TPSL-074 止损1%+挂单 tp_sl -2.9% -1.55 1/7 -9.9% -7.9% +5.1% -3.2 7

46 TPSL-075 追踪+加仓 tp_sl -2.5% -1.56 1/7 -9.9% -7.9% +7.7% -3.2 12

47 GRID-010 中轨网格 v1 grid -5.7% 0.31 2/7 -29.7% -23.5% +12.2% -3.7 141

48 GRID-015 金字塔加仓网格 grid -5.7% 0.31 2/7 -29.7% -23.5% +12.2% -3.7 141

49 GRID-016 倒金字塔减仓网格 grid -5.7% 0.31 2/7 -29.7% -23.5% +12.2% -3.7 141

50 REV-062 顶部吞没做空 mean_rev -2.7% -1.92 0/7 -11.6% -8.8% +0.0% -3.8 14

51 MART-025 保守马丁 x1.2 martin +10.7% 1.87 2/7 -46.3% -33.7% +134.2% -3.9 28

52 GRID-017 马丁+网格混合 grid_martin +16.3% 2.10 2/7 -47.1% -34.6% +171.3% -4.2 22

53 GRID-002 中性网格 v2 中幅 grid -5.4% 0.26 2/7 -41.6% -33.1% +22.4% -4.6 381

54 GRID-003 中性网格 v3 宽幅 grid -5.2% 0.29 2/7 -40.2% -32.4% +25.4% -4.6 416

55 GRID-006 不对称偏多网格 grid -6.0% 0.43 2/7 -44.6% -35.3% +20.3% -4.7 286

56 ADV-090 FVG 30m FVG +4.2% 0.64 2/7 -44.7% -32.6% +91.7% -4.7 38

57 REV-063 底部锤子做多 mean_rev -2.7% -0.13 1/7 -34.0% -23.4% +40.2% -4.8 26

58 GRID-001 中性网格 v1 紧窄 grid -7.0% 0.12 2/7 -42.4% -33.3% +10.8% -4.9 306

59 GRID-008 上行趋势网格 grid -7.0% 0.12 2/7 -42.4% -33.3% +10.8% -4.9 306

60 GRID-009 下行趋势网格 grid -7.0% 0.12 2/7 -42.4% -33.3% +10.8% -4.9 306

61 GRID-011 斐波那契网格 grid -7.0% 0.12 2/7 -42.4% -33.3% +10.8% -4.9 306

62 GRID-012 ATR动态网格 grid -7.0% 0.12 2/7 -42.4% -33.3% +10.8% -4.9 306

63 GRID-019 等量循环网格 grid -7.0% 0.12 2/7 -42.4% -33.3% +10.8% -4.9 306

64 TREND-051 周线共振小时 trend +7.9% -1.17 1/7 -37.8% -11.9% +98.0% -5.4 8

65 GRID-005 中性网格 v5 密集 grid -7.0% -1.01 0/7 -32.6% -20.1% +1.1% -5.4 423

66 ADV-091 订单块 OB order_block +2.9% 0.09 1/7 -43.4% -32.4% +83.4% -5.8 21

67 GRID-014 等比网格宽幅 grid -8.4% -0.36 2/7 -44.3% -35.0% +10.3% -5.8 449

68 ADV-087 社媒热度 social +17.0% 0.96 2/7 -47.9% -38.0% +185.3% -6.3 27

69 GRID-013 等差网格宽幅 grid -9.2% -0.53 1/7 -44.1% -35.2% +10.2% -6.8 646

70 TPSL-073 ATR动态SL tp_sl -5.1% -4.49 0/7 -9.9% -7.9% -2.2% -7.0 7

71 TREND-044 海龟突破 20d trend +5.9% -1.99 1/7 -43.4% -43.4% +97.3% -7.7 20

72 REV-065 波动率偏离 mean_rev -0.5% -3.01 1/7 -31.0% -23.5% +62.7% -8.4 47

73 GRID-020 极端网格 grid -11.4% -1.57 1/7 -42.2% -33.9% +10.2% -8.5 941

74 ADV-086 清算热度 liq_watch +11.4% -0.17 1/7 -48.1% -38.3% +174.2% -9.7 22

75 ADV-088 波动率突破 vol_break +33.2% 0.36 1/7 -43.4% -31.1% +313.5% -10.6 20

76 TREND-047 MACD 顺势 trend -13.2% -4.00 1/7 -40.3% -33.3% +6.3% -11.6 101

77 TREND-042 MA50 跟随 trend -13.3% -5.32 0/7 -36.5% -26.3% -3.9% -12.6 85

78 REV-059 RSI超卖反弹 mean_rev -9.1% -4.96 1/7 -34.8% -32.3% +37.4% -12.6 55

79 TREND-046 ATR通道 Keltner trend -13.0% -3.83 1/7 -44.5% -34.0% +41.7% -13.6 32

80 TREND-041 MA20 跟随 trend -12.8% -6.27 0/7 -37.1% -28.6% +0.1% -13.6 125

81 TREND-043 MA21 金叉 trend -12.9% -3.79 1/7 -50.4% -48.5% +42.7% -14.4 61

82 ADV-083 链上大户跟踪 on_chain -16.3% -7.09 1/7 -36.8% -30.9% +7.8% -15.7 137

83 ADV-084 新合约监控 on_chain -16.3% -7.09 1/7 -36.8% -30.9% +7.8% -15.7 137

84 REV-056 MA20回归 mean_rev +2.7% -5.47 1/7 -42.7% -40.6% +140.9% -16.2 83

85 REV-057 BOLL经典回归 mean_rev +2.7% -5.47 1/7 -42.7% -40.6% +140.9% -16.2 83

86 TREND-054 Dual Thrust trend -18.8% -5.69 3/7 -83.4% -83.4% +10.5% -18.6 114

87 COMP-093 趋势+追踪 comp -16.9% -11.59 0/7 -21.6% -21.6% -11.5% -19.0 92

88 COMP-094 网格+马丁 comp -16.9% -11.59 0/7 -21.6% -21.6% -11.5% -19.0 92

89 COMP-095 RSI+突破 comp -16.9% -11.59 0/7 -21.6% -21.6% -11.5% -19.0 92

90 COMP-096 MA+ATR+趋势 comp -16.9% -11.59 0/7 -21.6% -21.6% -11.5% -19.0 92

91 COMP-097 波段+剥头皮 comp -16.9% -11.59 0/7 -21.6% -21.6% -11.5% -19.0 92

92 COMP-098 动量+反转 comp -16.9% -11.59 0/7 -21.6% -21.6% -11.5% -19.0 92

93 COMP-099 均值-趋势切换器 comp -16.9% -11.59 0/7 -21.6% -21.6% -11.5% -19.0 92

94 COMP-100 全天候策略池 comp -16.9% -11.59 0/7 -21.6% -21.6% -11.5% -19.0 92

95 REV-060 RSI深度超卖 mean_rev -14.0% -10.20 1/7 -41.8% -41.8% +36.6% -20.2 105

96 REV-058 BOLL严格 mean_rev +4.4% -6.92 1/7 -47.6% -46.2% +188.6% -21.0 122

97 REV-064 区间回归 upper mean_rev -25.3% -14.21 0/7 -50.8% -50.8% -2.5% -27.3 133

98 TREND-055 BOLL趋势版 trend -52.8% -14.09 0/7 -91.8% -91.7% -34.7% -39.4 331

99 TREND-053 R-Breaker trend -70.7% -21.57 0/7 -96.1% -96.1% -60.7% -52.6 485

100 TREND-050 三连阳突破 trend -71.4% -25.17 0/7 -86.1% -86.1% -61.1% -55.4 554

BTW = BSC币种单边爆炸 +226% TOP 盈利策略

# ID 名称 30天收益

1 ADV-088 波动率突破 +313.5%

2 REV-058 BOLL严格 +188.6%

3 ADV-087 社媒热度 +185.3%

4 ADV-086 清算热度 +174.2%

5 GRID-017 马丁+网格混合 +171.3%

6 REV-056 MA20回归 +140.9%

7 REV-057 BOLL经典回归 +140.9%

8 MART-025 保守马丁 x1.2 +134.2%

LAB = 下跌 + 插针 -32% TOP 盈利策略

# ID 名称 30天收益

1 TREND-054 Dual Thrust +9.8%

2 TREND-041 MA20 跟随 +0.1%

3 TREND-048 动量轮动 +0.0%

4 TREND-049 突破前高 +0.0%

5 TREND-052 VT策略 +0.0%

6 REV-061 乖离率回归 +0.0%

7 TPSL-067 固定TP/SL 10/7 +0.0%

8 TPSL-068 固定TP/SL 20/10 +0.0%

VELVET = 单边下跌 -44% TOP 盈利策略

# ID 名称 30天收益

1 TREND-048 动量轮动 +0.0%

2 TREND-049 突破前高 +0.0%

3 TREND-052 VT策略 +0.0%

4 REV-061 乖离率回归 +0.0%

5 TPSL-067 固定TP/SL 10/7 +0.0%

6 TPSL-068 固定TP/SL 20/10 +0.0%

7 TPSL-069 固定TP/SL 30/15 +0.0%

8 ADV-089 日内 VWAP +0.0%

SIREN = 弱跌震荡 -21% TOP 盈利策略

# ID 名称 30天收益

1 TREND-048 动量轮动 +0.0%

2 TREND-049 突破前高 +0.0%

3 TREND-052 VT策略 +0.0%

4 REV-061 乖离率回归 +0.0%

5 TPSL-067 固定TP/SL 10/7 +0.0%

6 TPSL-068 固定TP/SL 20/10 +0.0%

7 TPSL-069 固定TP/SL 30/15 +0.0%

8 ADV-089 日内 VWAP +0.0%

TRX = 完整横盘震荡 -1.5% TOP 盈利策略

# ID 名称 30天收益

1 MART-027 反马丁做空加倍 +0.6%

2 MART-024 激进马丁 x3 +0.6%

3 MART-022 标准马丁 x2 跌3% +0.6%

4 MART-029 马丁+TEMA +0.6%

5 MART-030 马丁+成交量过滤 +0.6%

6 MART-031 固定下注马丁 +0.6%

7 MART-033 马丁+ATR止损 +0.6%

8 MART-040 马丁+赢冲输缩 +0.6%

BTC = 慢牛小涨 +7.5% TOP 盈利策略

# ID 名称 30天收益

1 GRID-017 马丁+网格混合 +4.4%

2 GRID-001 中性网格 v1 紧窄 +4.2%

3 GRID-008 上行趋势网格 +4.2%

4 GRID-009 下行趋势网格 +4.2%

5 GRID-011 斐波那契网格 +4.2%

6 GRID-012 ATR动态网格 +4.2%

7 GRID-019 等量循环网格 +4.2%

8 ADV-087 社媒热度 +4.2%

SOL = 慢牛 +13.6% TOP 盈利策略

# ID 名称 30天收益

1 GRID-010 中轨网格 v1 +12.2%

2 GRID-015 金字塔加仓网格 +12.2%

3 GRID-016 倒金字塔减仓网格 +12.2%

4 ADV-087 社媒热度 +11.4%

5 MART-028 马丁+止盈 +11.1%

6 ADV-085 持仓量异动 +10.5%

7 GRID-006 不对称偏多网格 +9.9%

8 GRID-002 中性网格 v2 中幅 +9.3%

类型: trend (15 个策略)

ID 名称均收益夏普盈利场景

TREND-051 周线共振小时 +7.9% -1.17 1/7

TREND-044 海龟突破 20d +5.9% -1.99 1/7

TREND-048 动量轮动 +0.0% 0.00 0/7

TREND-049 突破前高 +0.0% 0.00 0/7

TREND-052 VT策略 +0.0% 0.00 0/7

类型: mean_rev (10 个策略)

ID 名称均收益夏普盈利场景

REV-058 BOLL严格 +4.4% -6.92 1/7

REV-056 MA20回归 +2.7% -5.47 1/7

REV-057 BOLL经典回归 +2.7% -5.47 1/7

REV-061 乖离率回归 +0.0% 0.00 0/7

REV-065 波动率偏离 -0.5% -3.01 1/7

类型: tp_sl (10 个策略)

ID 名称均收益夏普盈利场景

TPSL-067 固定TP/SL 10/7 +0.0% 0.00 0/7

TPSL-068 固定TP/SL 20/10 +0.0% 0.00 0/7

TPSL-069 固定TP/SL 30/15 +0.0% 0.00 0/7

TPSL-070 追踪止盈 5% ATR -1.5% -0.44 1/7

TPSL-071 追踪止盈 3% 固定 -1.5% -0.44 1/7

类型: vwap (1 个策略)

ID 名称均收益夏普盈利场景

ADV-089 日内 VWAP +0.0% 0.00 0/7

类型: iv (1 个策略)

ID 名称均收益夏普盈利场景

ADV-092 隐含波动率 IV +0.0% 0.00 0/7

类型: grid (19 个策略)

ID 名称均收益夏普盈利场景

GRID-018 永远网格 -0.1% -0.11 0/7

GRID-007 不对称偏空网格 -0.1% -0.49 0/7

GRID-003 中性网格 v3 宽幅 -5.2% 0.29 2/7

GRID-002 中性网格 v2 中幅 -5.4% 0.26 2/7

GRID-004 中性网格 v4 极窄 -5.5% 1.03 2/7

类型: martin (20 个策略)

ID 名称均收益夏普盈利场景

MART-022 标准马丁 x2 跌3% +12.9% 1.99 2/7

MART-029 马丁+TEMA +12.6% 1.96 2/7

MART-030 马丁+成交量过滤 +12.6% 1.96 2/7

MART-031 固定下注马丁 +12.6% 1.96 2/7

MART-033 马丁+ATR止损 +12.6% 1.96 2/7

类型: oi_watch (1 个策略)

ID 名称均收益夏普盈利场景

ADV-085 持仓量异动 +13.4% 1.15 2/7

类型: grid_martin (1 个策略)

ID 名称均收益夏普盈利场景

GRID-017 马丁+网格混合 +16.3% 2.10 2/7

类型: FVG (1 个策略)

ID 名称均收益夏普盈利场景

ADV-090 FVG 30m +4.2% 0.64 2/7

类型: order_block (1 个策略)

ID 名称均收益夏普盈利场景

ADV-091 订单块 OB +2.9% 0.09 1/7

类型: social (1 个策略)

ID 名称均收益夏普盈利场景

ADV-087 社媒热度 +17.0% 0.96 2/7

类型: liq_watch (1 个策略)

ID 名称均收益夏普盈利场景

ADV-086 清算热度 +11.4% -0.17 1/7

类型: vol_break (1 个策略)

ID 名称均收益夏普盈利场景

ADV-088 波动率突破 +33.2% 0.36 1/7

类型: on_chain (2 个策略)

ID 名称均收益夏普盈利场景

ADV-083 链上大户跟踪 -16.3% -7.09 1/7

ADV-084 新合约监控 -16.3% -7.09 1/7

类型: comp (8 个策略)

ID 名称均收益夏普盈利场景

COMP-093 趋势+追踪 -16.9% -11.59 0/7

COMP-094 网格+马丁 -16.9% -11.59 0/7

COMP-095 RSI+突破 -16.9% -11.59 0/7

COMP-096 MA+ATR+趋势 -16.9% -11.59 0/7

COMP-097 波段+剥头皮 -16.9% -11.59 0/7

完整 100 策略 JSON. 字段: id, name, type, params, pnl_by_scenario, avg_pnl, avg_sharpe, worst_dd_pct, best_pnl, worst_pnl, pnl_std, profitable_count, score, total_completed.
{ "scenarios": [ "BTW", "LAB", "VELVET", "SIREN", "TRX", "BTC", "SOL" ], "scenario_descriptions": { "BTW": "BSC币种单边爆炸 +226%", "LAB": "下跌 + 插针 -32%", "VELVET": "单边下跌 -44%", "SIREN": "弱跌震荡 -21%", "TRX": "完整横盘震荡 -1.5%", "BTC": "慢牛小涨 +7.5%", "SOL": "慢牛 +13.6%" }, "data_period": "30天 (2026-08-30 → 2026-09-29)", "initial_capital": 1000, "fee": "0.3% (Uniswap V3)", "slippage": "0.5%", "strategies": [ { "id": "ARB-076", "name": "DEX间价差", "type": "arb", "params": { "pairs": [ "UniV3", "PancakeV3" ] }, "category": "arb", "pnl_by_scenario": { "BTW": 2.74, "LAB": 2.74, "VELVET": 2.74, "SIREN": 2.74, "TRX": 2.74, "BTC": 2.74, "SOL": 2.74 }, "avg_pnl": 2.74, "avg_sharpe": 19.16, "worst_dd_pct": 0, "best_pnl": 2.74, "worst_pnl": 2.74, "pnl_std": 0.0, "profitable_count": 0, "score": 20.26, "total_completed": 0, "btw_pnl": 2.74, "btw_sharpe": 19.16, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1027.35 }, { "id": "ARB-077", "name": "现货永续价差", "type": "arb", "params": { "funding_rate_threshold": 0.001 }, "category": "arb", "pnl_by_scenario": { "BTW": 2.74, "LAB": 2.74, "VELVET": 2.74, "SIREN": 2.74, "TRX": 2.74, "BTC": 2.74, "SOL": 2.74 }, "avg_pnl": 2.74, "avg_sharpe": 19.16, "worst_dd_pct": 0, "best_pnl": 2.74, "worst_pnl": 2.74, "pnl_std": 0.0, "profitable_count": 0, "score": 20.26, "total_completed": 0, "btw_pnl": 2.74, "btw_sharpe": 19.16, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1027.35 }, { "id": "ARB-078", "name": "三角套利", "type": "arb", "params": { "pairs": [ "BTW/USDT", "BNB/USDT", "BTW/BNB" ] }, "category": "arb", "pnl_by_scenario": { "BTW": 2.74, "LAB": 2.74, "VELVET": 2.74, "SIREN": 2.74, "TRX": 2.74, "BTC": 2.74, "SOL": 2.74 }, "avg_pnl": 2.74, "avg_sharpe": 19.16, "worst_dd_pct": 0, "best_pnl": 2.74, "worst_pnl": 2.74, "pnl_std": 0.0, "profitable_count": 0, "score": 20.26, "total_completed": 0, "btw_pnl": 2.74, "btw_sharpe": 19.16, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1027.35 }, { "id": "ARB-082", "name": "做市 0.3%", "type": "market_make", "params": { "spread": 0.003 }, "category": "market_make", "pnl_by_scenario": { "BTW": 0.27, "LAB": 0.27, "VELVET": 0.27, "SIREN": 0.27, "TRX": 0.27, "BTC": 0.27, "SOL": 0.27 }, "avg_pnl": 0.27, "avg_sharpe": 19.16, "worst_dd_pct": 0, "best_pnl": 0.27, "worst_pnl": 0.27, "pnl_std": 0.0, "profitable_count": 0, "score": 19.27, "total_completed": 0, "btw_pnl": 0.27, "btw_sharpe": 19.16, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1002.7 }, { "id": "TREND-048", "name": "动量轮动", "type": "trend", "params": { "lookback": 24, "buy_threshold": 0.05 }, "category": "trend", "pnl_by_scenario": { "BTW": 0.0, "LAB": 0.0, "VELVET": 0.0, "SIREN": 0.0, "TRX": 0.0, "BTC": 0.0, "SOL": 0.0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0.0, "worst_pnl": 0.0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0.0, "btw_sharpe": 0.0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "TREND-049", "name": "突破前高", "type": "trend", "params": { "lookback": 30, "confirm_volume": true }, "category": "trend", "pnl_by_scenario": { "BTW": 0.0, "LAB": 0.0, "VELVET": 0.0, "SIREN": 0.0, "TRX": 0.0, "BTC": 0.0, "SOL": 0.0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0.0, "worst_pnl": 0.0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0.0, "btw_sharpe": 0.0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "TREND-052", "name": "VT策略", "type": "trend", "params": { "period": 30, "atr_mult": 1.5 }, "category": "trend", "pnl_by_scenario": { "BTW": 0.0, "LAB": 0.0, "VELVET": 0.0, "SIREN": 0.0, "TRX": 0.0, "BTC": 0.0, "SOL": 0.0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0.0, "worst_pnl": 0.0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0.0, "btw_sharpe": 0.0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "REV-061", "name": "乖离率回归", "type": "mean_rev", "params": { "period": 10, "threshold": -5 }, "category": "mean_rev", "pnl_by_scenario": { "BTW": 0.0, "LAB": 0.0, "VELVET": 0.0, "SIREN": 0.0, "TRX": 0.0, "BTC": 0.0, "SOL": 0.0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0.0, "worst_pnl": 0.0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0.0, "btw_sharpe": 0.0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "TPSL-067", "name": "固定TP/SL 10/7", "type": "tp_sl", "params": { "tp": 0.1, "sl": 0.07 }, "category": "tp_sl", "pnl_by_scenario": { "BTW": 0.0, "LAB": 0.0, "VELVET": 0.0, "SIREN": 0.0, "TRX": 0.0, "BTC": 0.0, "SOL": 0.0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0.0, "worst_pnl": 0.0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0.0, "btw_sharpe": 0.0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "TPSL-068", "name": "固定TP/SL 20/10", "type": "tp_sl", "params": { "tp": 0.2, "sl": 0.1 }, "category": "tp_sl", "pnl_by_scenario": { "BTW": 0.0, "LAB": 0.0, "VELVET": 0.0, "SIREN": 0.0, "TRX": 0.0, "BTC": 0.0, "SOL": 0.0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0.0, "worst_pnl": 0.0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0.0, "btw_sharpe": 0.0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "TPSL-069", "name": "固定TP/SL 30/15", "type": "tp_sl", "params": { "tp": 0.3, "sl": 0.15 }, "category": "tp_sl", "pnl_by_scenario": { "BTW": 0.0, "LAB": 0.0, "VELVET": 0.0, "SIREN": 0.0, "TRX": 0.0, "BTC": 0.0, "SOL": 0.0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0.0, "worst_pnl": 0.0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0.0, "btw_sharpe": 0.0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "ARB-079", "name": "夹子", "type": "arb", "params": "MEV-bot (高风险)", "category": "arb", "pnl_by_scenario": { "BTW": 0, "LAB": 0, "VELVET": 0, "SIREN": 0, "TRX": 0, "BTC": 0, "SOL": 0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0, "worst_pnl": 0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0, "btw_sharpe": 0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "ARB-080", "name": "网格+费率对冲", "type": "arb", "params": "持仓=网格+费率对冲", "category": "arb", "pnl_by_scenario": { "BTW": 0, "LAB": 0, "VELVET": 0, "SIREN": 0, "TRX": 0, "BTC": 0, "SOL": 0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0, "worst_pnl": 0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0, "btw_sharpe": 0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "ARB-081", "name": "清算抢跑", "type": "arb", "params": "未公开", "category": "arb", "pnl_by_scenario": { "BTW": 0, "LAB": 0, "VELVET": 0, "SIREN": 0, "TRX": 0, "BTC": 0, "SOL": 0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0, "worst_pnl": 0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0, "btw_sharpe": 0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "ADV-089", "name": "日内 VWAP", "type": "vwap", "params": "突破+回调 VWAP", "category": "vwap", "pnl_by_scenario": { "BTW": 0, "LAB": 0, "VELVET": 0, "SIREN": 0, "TRX": 0, "BTC": 0, "SOL": 0 }, "avg_pnl": 0.0, "avg_sharpe": 0.0, "worst_dd_pct": 0, "best_pnl": 0, "worst_pnl": 0, "pnl_std": 0.0, "profitable_count": 0, "score": 0.0, "total_completed": 0, "btw_pnl": 0, "btw_sharpe": 0, "btw_max_dd": 0, "btw_win_rate": 0, "btw_trades": 0, "btw_final_eq": 1000 }, { "id": "ADV-092", "name": "隐含波动率 IV", 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"btw_max_dd": -16.34, "btw_win_rate": 15.4, "btw_trades": 13, "btw_final_eq": 884.84 }, { "id": "COMP-095", "name": "RSI+突破", "type": "comp", "params": { "rsi_filter": true, "breakout": "20d-high" }, "category": "comp", "pnl_by_scenario": { "BTW": -11.52, "LAB": -15.06, "VELVET": -13.71, "SIREN": -17.7, "TRX": -19.17, "BTC": -21.59, "SOL": -19.17 }, "avg_pnl": -16.85, "avg_sharpe": -11.59, "worst_dd_pct": -21.59, "best_pnl": -11.52, "worst_pnl": -21.59, "pnl_std": 3.55, "profitable_count": 0, "score": -19.03, "total_completed": 92, "btw_pnl": -11.52, "btw_sharpe": -5.95, "btw_max_dd": -16.34, "btw_win_rate": 15.4, "btw_trades": 13, "btw_final_eq": 884.84 }, { "id": "COMP-096", "name": "MA+ATR+趋势", "type": "comp", "params": { "ma": 50, "atr": 2 }, "category": "comp", "pnl_by_scenario": { "BTW": -11.52, "LAB": -15.06, "VELVET": -13.71, "SIREN": -17.7, "TRX": -19.17, "BTC": -21.59, "SOL": -19.17 }, "avg_pnl": -16.85, "avg_sharpe": -11.59, "worst_dd_pct": -21.59, "best_pnl": -11.52, "worst_pnl": -21.59, "pnl_std": 3.55, "profitable_count": 0, "score": -19.03, "total_completed": 92, "btw_pnl": -11.52, "btw_sharpe": -5.95, "btw_max_dd": -16.34, "btw_win_rate": 15.4, "btw_trades": 13, "btw_final_eq": 884.84 }, { "id": "COMP-097", "name": "波段+剥头皮", "type": "comp", "params": { "swing": "1d", "scalp": "5m" }, "category": "comp", "pnl_by_scenario": { "BTW": -11.52, "LAB": -15.06, "VELVET": -13.71, "SIREN": -17.7, "TRX": -19.17, "BTC": -21.59, "SOL": -19.17 }, "avg_pnl": -16.85, "avg_sharpe": -11.59, "worst_dd_pct": -21.59, "best_pnl": -11.52, "worst_pnl": -21.59, "pnl_std": 3.55, "profitable_count": 0, "score": -19.03, "total_completed": 92, "btw_pnl": -11.52, "btw_sharpe": -5.95, "btw_max_dd": -16.34, "btw_win_rate": 15.4, "btw_trades": 13, "btw_final_eq": 884.84 }, { "id": "COMP-098", "name": "动量+反转", "type": "comp", "params": "强势做多+补仓反转", "category": "comp", "pnl_by_scenario": { "BTW": -11.52, "LAB": -15.06, "VELVET": -13.71, "SIREN": -17.7, "TRX": -19.17, "BTC": -21.59, "SOL": -19.17 }, "avg_pnl": -16.85, "avg_sharpe": -11.59, "worst_dd_pct": -21.59, "best_pnl": -11.52, "worst_pnl": -21.59, "pnl_std": 3.55, "profitable_count": 0, "score": -19.03, "total_completed": 92, "btw_pnl": -11.52, "btw_sharpe": -5.95, "btw_max_dd": -16.34, "btw_win_rate": 15.4, "btw_trades": 13, "btw_final_eq": 884.84 }, { "id": "COMP-099", "name": "均值-趋势切换器", "type": "comp", "params": "regime-based switch", "category": "comp", "pnl_by_scenario": { "BTW": -11.52, "LAB": -15.06, "VELVET": -13.71, "SIREN": -17.7, "TRX": -19.17, "BTC": -21.59, "SOL": -19.17 }, "avg_pnl": -16.85, "avg_sharpe": -11.59, "worst_dd_pct": -21.59, "best_pnl": -11.52, "worst_pnl": -21.59, "pnl_std": 3.55, "profitable_count": 0, "score": -19.03, "total_completed": 92, "btw_pnl": -11.52, "btw_sharpe": -5.95, "btw_max_dd": -16.34, "btw_win_rate": 15.4, "btw_trades": 13, "btw_final_eq": 884.84 }, { "id": "COMP-100", "name": "全天候策略池", "type": "comp", "params": "3-regime 自适应", "category": "comp", "pnl_by_scenario": { "BTW": -11.52, "LAB": -15.06, "VELVET": -13.71, "SIREN": -17.7, "TRX": -19.17, "BTC": -21.59, "SOL": -19.17 }, "avg_pnl": -16.85, "avg_sharpe": -11.59, "worst_dd_pct": -21.59, "best_pnl": -11.52, "worst_pnl": -21.59, "pnl_std": 3.55, "profitable_count": 0, "score": -19.03, "total_completed": 92, "btw_pnl": -11.52, "btw_sharpe": -5.95, "btw_max_dd": -16.34, "btw_win_rate": 15.4, "btw_trades": 13, "btw_final_eq": 884.84 }, { "id": "REV-060", "name": "RSI深度超卖", "type": "mean_rev", "params": { "period": 7, "buy": 15, "sell": 30 }, "category": "mean_rev", "pnl_by_scenario": { "BTW": 36.61, "LAB": -41.8, "VELVET": -24.41, "SIREN": -5.31, "TRX": -25.16, "BTC": -19.13, "SOL": -19.09 }, "avg_pnl": -14.04, "avg_sharpe": -10.2, "worst_dd_pct": -41.8, "best_pnl": 36.61, "worst_pnl": -41.8, "pnl_std": 24.82, "profitable_count": 1, "score": -20.18, "total_completed": 105, "btw_pnl": 36.61, "btw_sharpe": 4.53, "btw_max_dd": -7.95, "btw_win_rate": 75.0, "btw_trades": 12, "btw_final_eq": 1366.06 }, { "id": "REV-058", "name": "BOLL严格", "type": "mean_rev", "params": { "period": 20, "std": 1.5 }, "category": "mean_rev", "pnl_by_scenario": { "BTW": 188.63, "LAB": -46.22, "VELVET": -40.57, "SIREN": -9.93, "TRX": -16.31, "BTC": -22.92, "SOL": -21.99 }, "avg_pnl": 4.38, "avg_sharpe": -6.92, "worst_dd_pct": -47.56, "best_pnl": 188.63, "worst_pnl": -46.22, "pnl_std": 82.26, "profitable_count": 1, "score": -21.02, "total_completed": 122, "btw_pnl": 188.63, "btw_sharpe": 10.16, "btw_max_dd": -13.17, "btw_win_rate": 94.7, "btw_trades": 19, "btw_final_eq": 2886.3 }, { "id": "REV-064", "name": "区间回归 upper", "type": "mean_rev", "params": { "range_high": "24hH", "range_low": "24hL" }, "category": "mean_rev", "pnl_by_scenario": { "BTW": -18.83, "LAB": -23.39, "VELVET": -2.47, "SIREN": -34.86, "TRX": -50.79, "BTC": -25.22, "SOL": -21.65 }, "avg_pnl": -25.32, "avg_sharpe": -14.21, "worst_dd_pct": -50.79, "best_pnl": -2.47, "worst_pnl": -50.79, "pnl_std": 14.84, "profitable_count": 0, "score": -27.3, "total_completed": 133, "btw_pnl": -18.83, "btw_sharpe": -10.0, "btw_max_dd": -19.38, "btw_win_rate": 55.0, "btw_trades": 20, "btw_final_eq": 811.68 }, { "id": "TREND-055", "name": "BOLL趋势版", "type": "trend", "params": { "period": 20, "std": 2, "direction": "up" }, "category": "trend", "pnl_by_scenario": { "BTW": -71.13, "LAB": -40.68, "VELVET": -44.55, "SIREN": -91.73, "TRX": -40.87, "BTC": -45.61, "SOL": -34.71 }, "avg_pnl": -52.75, "avg_sharpe": -14.09, "worst_dd_pct": -91.76, "best_pnl": -34.71, "worst_pnl": -91.73, "pnl_std": 20.77, "profitable_count": 0, "score": -39.35, "total_completed": 331, "btw_pnl": -71.13, "btw_sharpe": -4.21, "btw_max_dd": -80.47, "btw_win_rate": 16.0, "btw_trades": 50, "btw_final_eq": 288.67 }, { "id": "TREND-053", "name": "R-Breaker", "type": "trend", "params": { "pivot": "OHLC" }, "category": "trend", "pnl_by_scenario": { "BTW": -84.18, "LAB": -60.68, "VELVET": -64.34, "SIREN": -96.07, "TRX": -63.77, "BTC": -64.46, "SOL": -61.09 }, "avg_pnl": -70.66, "avg_sharpe": -21.57, "worst_dd_pct": -96.07, "best_pnl": -60.68, "worst_pnl": -96.07, "pnl_std": 13.82, "profitable_count": 0, "score": -52.6, "total_completed": 485, "btw_pnl": -84.18, "btw_sharpe": -7.05, "btw_max_dd": -90.14, "btw_win_rate": 28.6, "btw_trades": 56, "btw_final_eq": 158.19 }, { "id": "TREND-050", "name": "三连阳突破", "type": "trend", "params": { "consecutive": 3 }, "category": "trend", "pnl_by_scenario": { "BTW": -72.63, "LAB": -75.2, "VELVET": -61.08, "SIREN": -86.13, "TRX": -63.49, "BTC": -70.81, "SOL": -70.25 }, "avg_pnl": -71.37, "avg_sharpe": -25.17, "worst_dd_pct": -86.13, "best_pnl": -61.08, "worst_pnl": -86.13, "pnl_std": 8.2, "profitable_count": 0, "score": -55.35, "total_completed": 554, "btw_pnl": -72.63, "btw_sharpe": -7.08, "btw_max_dd": -79.81, "btw_win_rate": 30.3, "btw_trades": 89, "btw_final_eq": 273.67 } ] }

场景	30天涨跌	特征
BTW	BSC币种单边爆炸 +226%
LAB	下跌 + 插针 -32%
VELVET	单边下跌 -44%
SIREN	弱跌震荡 -21%
TRX	完整横盘震荡 -1.5%
BTC	慢牛小涨 +7.5%
SOL	慢牛 +13.6%

#	ID	名称	类型	平均收益	平均夏普	盈利场景	最差	最佳	总成交
1	ADV-088	波动率突破	vol_break	+33.2%	0.36	1/7	-31.1%	+313.5%	20
2	ADV-087	社媒热度	social	+17.0%	0.96	2/7	-38.0%	+185.3%	27
3	GRID-017	马丁+网格混合	grid_martin	+16.3%	2.10	2/7	-34.6%	+171.3%	22
4	ADV-085	持仓量异动	oi_watch	+13.4%	1.15	2/7	-24.6%	+131.5%	31
5	MART-022	标准马丁 x2 跌3%	martin	+12.9%	1.99	2/7	-19.5%	+130.6%	29
6	MART-029	马丁+TEMA	martin	+12.6%	1.96	2/7	-19.3%	+128.6%	29
7	MART-030	马丁+成交量过滤	martin	+12.6%	1.96	2/7	-19.3%	+128.6%	29
8	MART-031	固定下注马丁	martin	+12.6%	1.96	2/7	-19.3%	+128.6%	29
9	MART-033	马丁+ATR止损	martin	+12.6%	1.96	2/7	-19.3%	+128.6%	29
10	MART-040	马丁+赢冲输缩	martin	+12.6%	1.96	2/7	-19.3%	+128.6%	29

#	ID	名称	类型	平均收益	平均夏普	盈利N/7	最差DD	最差	最佳	总分	成交
1	ARB-076	DEX间价差	arb [未真测]	未真测	19.16	0/7	0.0%	+2.7%	+2.7%	20.3	0
2	ARB-077	现货永续价差	arb [未真测]	未真测	19.16	0/7	0.0%	+2.7%	+2.7%	20.3	0
3	ARB-078	三角套利	arb [未真测]	未真测	19.16	0/7	0.0%	+2.7%	+2.7%	20.3	0
4	ARB-082	做市 0.3%	market_make [未真测]	未真测	19.16	0/7	0.0%	+0.3%	+0.3%	19.3	0
5	TREND-048	动量轮动	trend	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
6	TREND-049	突破前高	trend	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
7	TREND-052	VT策略	trend	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
8	REV-061	乖离率回归	mean_rev	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
9	TPSL-067	固定TP/SL 10/7	tp_sl	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
10	TPSL-068	固定TP/SL 20/10	tp_sl	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
11	TPSL-069	固定TP/SL 30/15	tp_sl	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
12	ARB-079	夹子	arb [未真测]	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
13	ARB-080	网格+费率对冲	arb [未真测]	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
14	ARB-081	清算抢跑	arb [未真测]	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
15	ADV-089	日内 VWAP	vwap	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
16	ADV-092	隐含波动率 IV	iv	未真测	0.00	0/7	0.0%	+0.0%	+0.0%	0.0	0
17	GRID-018	永远网格	grid	-0.1%	-0.11	0/7	-1.4%	-0.3%	+0.0%	-0.1	21
18	MART-027	反马丁做空加倍	martin	+5.7%	1.09	2/7	-19.9%	-12.2%	+56.9%	-0.1	7
19	GRID-007	不对称偏空网格	grid	-0.1%	-0.49	0/7	-1.8%	-0.8%	+0.8%	-0.6	286
20	MART-028	马丁+止盈	martin	+3.6%	1.74	2/7	-37.2%	-22.1%	+57.1%	-0.9	38
21	MART-024	激进马丁 x3	martin	+8.8%	1.97	1/7	-30.4%	-16.4%	+86.9%	-0.9	28
22	TPSL-070	追踪止盈 5% ATR	tp_sl	-1.5%	-0.44	1/7	-9.3%	-7.7%	+5.1%	-1.5	7
23	TPSL-071	追踪止盈 3% 固定	tp_sl	-1.5%	-0.44	1/7	-9.3%	-7.7%	+5.1%	-1.5	7
24	MART-022	标准马丁 x2 跌3%	martin	+12.9%	1.99	2/7	-37.4%	-19.5%	+130.6%	-2.2	29
25	MART-029	马丁+TEMA	martin	+12.6%	1.96	2/7	-36.8%	-19.3%	+128.6%	-2.2	29
26	MART-030	马丁+成交量过滤	martin	+12.6%	1.96	2/7	-36.8%	-19.3%	+128.6%	-2.2	29
27	MART-031	固定下注马丁	martin	+12.6%	1.96	2/7	-36.8%	-19.3%	+128.6%	-2.2	29
28	MART-033	马丁+ATR止损	martin	+12.6%	1.96	2/7	-36.8%	-19.3%	+128.6%	-2.2	29
29	MART-040	马丁+赢冲输缩	martin	+12.6%	1.96	2/7	-36.8%	-19.3%	+128.6%	-2.2	29
30	MART-023	标准马丁 x1.5	martin	+9.3%	1.82	1/7	-35.8%	-18.4%	+103.8%	-2.4	29
31	TREND-045	海龟突破 55d	trend	-1.8%	-0.67	0/7	-12.9%	-12.9%	+0.1%	-2.4	3
32	GRID-004	中性网格 v4 极窄	grid	-5.5%	1.03	2/7	-34.9%	-21.8%	+8.1%	-2.5	146
33	MART-026	AI+马丁动态	martin	+8.9%	1.84	1/7	-36.3%	-20.2%	+104.2%	-2.6	29
34	MART-021	标准马丁 x2 跌5%	martin	+8.8%	1.83	1/7	-35.8%	-20.1%	+104.2%	-2.6	29
35	MART-032	马丁突破版	martin	+8.8%	1.83	1/7	-35.8%	-20.1%	+104.2%	-2.6	29
36	MART-034	永远马丁	martin	+8.8%	1.83	1/7	-35.8%	-20.1%	+104.2%	-2.6	29
37	MART-035	反向马丁	martin	+8.8%	1.83	1/7	-35.8%	-20.1%	+104.2%	-2.6	29
38	MART-036	马丁+海龟	martin	+8.8%	1.83	1/7	-35.8%	-20.1%	+104.2%	-2.6	29
39	MART-037	马丁+目标市值	martin	+8.8%	1.83	1/7	-35.8%	-20.1%	+104.2%	-2.6	29
40	MART-038	马丁+均线回归	martin	+8.8%	1.83	1/7	-35.8%	-20.1%	+104.2%	-2.6	29
41	MART-039	双触发马丁	martin	+8.8%	1.83	1/7	-35.8%	-20.1%	+104.2%	-2.6	29
42	ADV-085	持仓量异动	oi_watch	+13.4%	1.15	2/7	-43.4%	-24.6%	+131.5%	-3.0	31
43	TPSL-066	固定TP/SL 5/5	tp_sl	-2.9%	-1.55	1/7	-9.9%	-7.9%	+5.1%	-3.2	7
44	TPSL-072	阶梯止盈	tp_sl	-2.9%	-1.55	1/7	-9.9%	-7.9%	+5.1%	-3.2	7
45	TPSL-074	止损1%+挂单	tp_sl	-2.9%	-1.55	1/7	-9.9%	-7.9%	+5.1%	-3.2	7
46	TPSL-075	追踪+加仓	tp_sl	-2.5%	-1.56	1/7	-9.9%	-7.9%	+7.7%	-3.2	12
47	GRID-010	中轨网格 v1	grid	-5.7%	0.31	2/7	-29.7%	-23.5%	+12.2%	-3.7	141
48	GRID-015	金字塔加仓网格	grid	-5.7%	0.31	2/7	-29.7%	-23.5%	+12.2%	-3.7	141
49	GRID-016	倒金字塔减仓网格	grid	-5.7%	0.31	2/7	-29.7%	-23.5%	+12.2%	-3.7	141
50	REV-062	顶部吞没做空	mean_rev	-2.7%	-1.92	0/7	-11.6%	-8.8%	+0.0%	-3.8	14
51	MART-025	保守马丁 x1.2	martin	+10.7%	1.87	2/7	-46.3%	-33.7%	+134.2%	-3.9	28
52	GRID-017	马丁+网格混合	grid_martin	+16.3%	2.10	2/7	-47.1%	-34.6%	+171.3%	-4.2	22
53	GRID-002	中性网格 v2 中幅	grid	-5.4%	0.26	2/7	-41.6%	-33.1%	+22.4%	-4.6	381
54	GRID-003	中性网格 v3 宽幅	grid	-5.2%	0.29	2/7	-40.2%	-32.4%	+25.4%	-4.6	416
55	GRID-006	不对称偏多网格	grid	-6.0%	0.43	2/7	-44.6%	-35.3%	+20.3%	-4.7	286
56	ADV-090	FVG 30m	FVG	+4.2%	0.64	2/7	-44.7%	-32.6%	+91.7%	-4.7	38
57	REV-063	底部锤子做多	mean_rev	-2.7%	-0.13	1/7	-34.0%	-23.4%	+40.2%	-4.8	26
58	GRID-001	中性网格 v1 紧窄	grid	-7.0%	0.12	2/7	-42.4%	-33.3%	+10.8%	-4.9	306
59	GRID-008	上行趋势网格	grid	-7.0%	0.12	2/7	-42.4%	-33.3%	+10.8%	-4.9	306
60	GRID-009	下行趋势网格	grid	-7.0%	0.12	2/7	-42.4%	-33.3%	+10.8%	-4.9	306
61	GRID-011	斐波那契网格	grid	-7.0%	0.12	2/7	-42.4%	-33.3%	+10.8%	-4.9	306
62	GRID-012	ATR动态网格	grid	-7.0%	0.12	2/7	-42.4%	-33.3%	+10.8%	-4.9	306
63	GRID-019	等量循环网格	grid	-7.0%	0.12	2/7	-42.4%	-33.3%	+10.8%	-4.9	306
64	TREND-051	周线共振小时	trend	+7.9%	-1.17	1/7	-37.8%	-11.9%	+98.0%	-5.4	8
65	GRID-005	中性网格 v5 密集	grid	-7.0%	-1.01	0/7	-32.6%	-20.1%	+1.1%	-5.4	423
66	ADV-091	订单块 OB	order_block	+2.9%	0.09	1/7	-43.4%	-32.4%	+83.4%	-5.8	21
67	GRID-014	等比网格宽幅	grid	-8.4%	-0.36	2/7	-44.3%	-35.0%	+10.3%	-5.8	449
68	ADV-087	社媒热度	social	+17.0%	0.96	2/7	-47.9%	-38.0%	+185.3%	-6.3	27
69	GRID-013	等差网格宽幅	grid	-9.2%	-0.53	1/7	-44.1%	-35.2%	+10.2%	-6.8	646
70	TPSL-073	ATR动态SL	tp_sl	-5.1%	-4.49	0/7	-9.9%	-7.9%	-2.2%	-7.0	7
71	TREND-044	海龟突破 20d	trend	+5.9%	-1.99	1/7	-43.4%	-43.4%	+97.3%	-7.7	20
72	REV-065	波动率偏离	mean_rev	-0.5%	-3.01	1/7	-31.0%	-23.5%	+62.7%	-8.4	47
73	GRID-020	极端网格	grid	-11.4%	-1.57	1/7	-42.2%	-33.9%	+10.2%	-8.5	941
74	ADV-086	清算热度	liq_watch	+11.4%	-0.17	1/7	-48.1%	-38.3%	+174.2%	-9.7	22
75	ADV-088	波动率突破	vol_break	+33.2%	0.36	1/7	-43.4%	-31.1%	+313.5%	-10.6	20
76	TREND-047	MACD 顺势	trend	-13.2%	-4.00	1/7	-40.3%	-33.3%	+6.3%	-11.6	101
77	TREND-042	MA50 跟随	trend	-13.3%	-5.32	0/7	-36.5%	-26.3%	-3.9%	-12.6	85
78	REV-059	RSI超卖反弹	mean_rev	-9.1%	-4.96	1/7	-34.8%	-32.3%	+37.4%	-12.6	55
79	TREND-046	ATR通道 Keltner	trend	-13.0%	-3.83	1/7	-44.5%	-34.0%	+41.7%	-13.6	32
80	TREND-041	MA20 跟随	trend	-12.8%	-6.27	0/7	-37.1%	-28.6%	+0.1%	-13.6	125
81	TREND-043	MA21 金叉	trend	-12.9%	-3.79	1/7	-50.4%	-48.5%	+42.7%	-14.4	61
82	ADV-083	链上大户跟踪	on_chain	-16.3%	-7.09	1/7	-36.8%	-30.9%	+7.8%	-15.7	137
83	ADV-084	新合约监控	on_chain	-16.3%	-7.09	1/7	-36.8%	-30.9%	+7.8%	-15.7	137
84	REV-056	MA20回归	mean_rev	+2.7%	-5.47	1/7	-42.7%	-40.6%	+140.9%	-16.2	83
85	REV-057	BOLL经典回归	mean_rev	+2.7%	-5.47	1/7	-42.7%	-40.6%	+140.9%	-16.2	83
86	TREND-054	Dual Thrust	trend	-18.8%	-5.69	3/7	-83.4%	-83.4%	+10.5%	-18.6	114
87	COMP-093	趋势+追踪	comp	-16.9%	-11.59	0/7	-21.6%	-21.6%	-11.5%	-19.0	92
88	COMP-094	网格+马丁	comp	-16.9%	-11.59	0/7	-21.6%	-21.6%	-11.5%	-19.0	92
89	COMP-095	RSI+突破	comp	-16.9%	-11.59	0/7	-21.6%	-21.6%	-11.5%	-19.0	92
90	COMP-096	MA+ATR+趋势	comp	-16.9%	-11.59	0/7	-21.6%	-21.6%	-11.5%	-19.0	92
91	COMP-097	波段+剥头皮	comp	-16.9%	-11.59	0/7	-21.6%	-21.6%	-11.5%	-19.0	92
92	COMP-098	动量+反转	comp	-16.9%	-11.59	0/7	-21.6%	-21.6%	-11.5%	-19.0	92
93	COMP-099	均值-趋势切换器	comp	-16.9%	-11.59	0/7	-21.6%	-21.6%	-11.5%	-19.0	92
94	COMP-100	全天候策略池	comp	-16.9%	-11.59	0/7	-21.6%	-21.6%	-11.5%	-19.0	92
95	REV-060	RSI深度超卖	mean_rev	-14.0%	-10.20	1/7	-41.8%	-41.8%	+36.6%	-20.2	105
96	REV-058	BOLL严格	mean_rev	+4.4%	-6.92	1/7	-47.6%	-46.2%	+188.6%	-21.0	122
97	REV-064	区间回归 upper	mean_rev	-25.3%	-14.21	0/7	-50.8%	-50.8%	-2.5%	-27.3	133
98	TREND-055	BOLL趋势版	trend	-52.8%	-14.09	0/7	-91.8%	-91.7%	-34.7%	-39.4	331
99	TREND-053	R-Breaker	trend	-70.7%	-21.57	0/7	-96.1%	-96.1%	-60.7%	-52.6	485
100	TREND-050	三连阳突破	trend	-71.4%	-25.17	0/7	-86.1%	-86.1%	-61.1%	-55.4	554

#	ID	名称	30天收益
1	TREND-054	Dual Thrust	+9.8%
2	TREND-041	MA20 跟随	+0.1%
3	TREND-048	动量轮动	+0.0%
4	TREND-049	突破前高	+0.0%
5	TREND-052	VT策略	+0.0%
6	REV-061	乖离率回归	+0.0%
7	TPSL-067	固定TP/SL 10/7	+0.0%
8	TPSL-068	固定TP/SL 20/10	+0.0%

#	ID	名称	30天收益
1	MART-027	反马丁做空加倍	+0.6%
2	MART-024	激进马丁 x3	+0.6%
3	MART-022	标准马丁 x2 跌3%	+0.6%
4	MART-029	马丁+TEMA	+0.6%
5	MART-030	马丁+成交量过滤	+0.6%
6	MART-031	固定下注马丁	+0.6%
7	MART-033	马丁+ATR止损	+0.6%
8	MART-040	马丁+赢冲输缩	+0.6%