比特币随机RSI策略回测：把两个指标合成一个信号
随机RSI是把随机指标公式套用在RSI上——本质上是「动能的动能」指标。比纯RSI更灵敏、信号更快。%K上穿20买入，下穿80卖出。
策略规则
- 买入：Stochastic RSI %K上穿20
- 卖出：%K下穿80
- 设定：RSI(14)、Stochastic(14)、%K(3)、%D(3)
- 仓位100%——全进或全出
- 每笔交易0.1%手续费
- 无杠杆、不做空
回测结果
期间: 2017-09-16 to 2026-03-23 (8.5 years)
策略年化收益率
37.3%
买入持有年化
41.5%
策略最大回撤
-47.4%
B&H最大回撤
-83.2%
总交易次数
98
胜率
54.1%
盈亏比
1.8x
在场时间
50.5%
关键发现
完整交易记录
#进场出场收益天数
12017-09-172017-10-04+13.5%17
22017-10-302017-11-10+6.1%11
32017-11-152017-12-09+102.2%24
42017-12-282018-01-09+1.3%12
52018-01-222018-02-02-17.7%11
62018-02-092018-02-23+16.5%14
72018-03-202018-03-26-8.9%6
82018-04-082018-04-26+31.8%18
92018-05-102018-06-03-14.5%24
102018-06-202018-06-28-13.6%8
…(78 more trades)
882025-05-272025-06-20-5.4%24
892025-06-262025-07-08+1.6%12
902025-08-072025-08-19-4.1%12
912025-08-222025-09-05-5.6%14
922025-09-292025-10-10-1.5%11
932025-10-242025-11-03-4.2%10
942025-11-192025-12-11+0.8%22
952025-12-202026-01-08+2.9%19
962026-01-232026-02-21-24.3%29
972026-03-212026-03-23 (open)+3.6%2
数据来源：Binance BTC/USDT日线。包含0.1%手续费。过去业绩不保证未来表现。
Disclaimer: This content is for educational and informational purposes only.
It does not constitute financial advice. Past performance does not guarantee future results.
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