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backtest
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💡 Backtesting data doesn't lie:
8 years, 53,392 trades verified👇
🥇 EMA7/25 + RSI → PF=1.67
🥈 Adding 4+ conditions → Win rate 57.1%
🥉 Adding 7+ conditions → Win rate 57.6%
Key points:
❌ Win rate 60% but PF < 1 → Long-term losses
✅ Win rate 46% but PF = 1.67 → Long-term gains
Risk-reward ratio > Win rate
This is where most newbies get it wrong
#量化交易 #Backtest #Crypto
8 years, 53,392 trades verified👇
🥇 EMA7/25 + RSI → PF=1.67
🥈 Adding 4+ conditions → Win rate 57.1%
🥉 Adding 7+ conditions → Win rate 57.6%
Key points:
❌ Win rate 60% but PF < 1 → Long-term losses
✅ Win rate 46% but PF = 1.67 → Long-term gains
Risk-reward ratio > Win rate
This is where most newbies get it wrong
#量化交易 #Backtest #Crypto
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