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RETRACTED 2026-05-07
V6 多因子归因不成立——策略实际逻辑为纯 BTC SMA240 趋势跟踪，与 V6 仓位管理无关
Backtest Results
MSTR · MSTR 趋势跟踪（BTC 4H SMA240 regime gate + V6 仓位管理） · 2020-01-02T15:30:00+00:00 — 2026-05-06T19:30:00+00:00
Performance
Return (MTM)
+1659.65%
Realized Return
+1659.65%
Buy & Hold
+1201.69%
Max Drawdown
-62.47%
B&H Max DD
-89.56%
Sharpe (Ann.)
1.102
Win Rate
33.33%
Total Trades
69
Avg Hold
0 bars
* MTM return includes unrealized P&L from the current open position.
Equity Curve
Price & MA Overlay
Trade History
| # | Entry | Entry Price | Exit | Exit Price | Hold | P&L |
|---|---|---|---|---|---|---|
| 1 | 2020-02-10T18:30:00+00:00 | $15.26 | 2020-02-25T19:30:00+00:00 | $14.34 | 0b | -6.03% |
| 2 | 2020-04-06T17:30:00+00:00 | $11.56 | 2020-05-07T14:30:00+00:00 | $12.35 | 0b | +6.85% |
| 3 | 2020-05-11T18:30:00+00:00 | $12.47 | 2020-05-12T16:30:00+00:00 | $12.06 | 0b | -3.33% |
| 4 | 2020-05-18T14:30:00+00:00 | $11.88 | 2020-05-20T14:30:00+00:00 | $12.08 | 0b | +1.61% |
| 5 | 2020-05-28T17:30:00+00:00 | $12.73 | 2020-06-02T16:30:00+00:00 | $12.08 | 0b | -5.04% |
| 6 | 2020-07-08T19:30:00+00:00 | $11.72 | 2020-07-09T17:30:00+00:00 | $11.75 | 0b | +0.29% |
| 7 | 2020-07-21T17:30:00+00:00 | $12.06 | 2020-09-02T17:30:00+00:00 | $14.89 | 0b | +23.44% |
| 8 | 2020-10-01T16:30:00+00:00 | $15.03 | 2020-10-01T19:30:00+00:00 | $14.98 | 0b | -0.33% |
| 9 | 2020-10-12T14:30:00+00:00 | $16.72 | 2020-10-19T16:30:00+00:00 | $16.48 | 0b | -1.42% |
| 10 | 2020-11-03T16:30:00+00:00 | $16.93 | 2020-12-09T16:30:00+00:00 | $27.83 | 0b | +64.41% |
| 11 | 2020-12-11T14:30:00+00:00 | $28.41 | 2021-01-27T17:30:00+00:00 | $53.71 | 0b | +89.08% |
| 12 | 2021-01-29T15:30:00+00:00 | $68.02 | 2021-03-25T16:30:00+00:00 | $59.03 | 0b | -13.21% |
| 13 | 2021-03-31T16:30:00+00:00 | $66.76 | 2021-04-19T16:30:00+00:00 | $62.96 | 0b | -5.7% |
| 14 | 2021-04-30T19:30:00+00:00 | $65.88 | 2021-05-04T16:30:00+00:00 | $60.98 | 0b | -7.43% |
| 15 | 2021-06-29T19:30:00+00:00 | $66.15 | 2021-06-30T16:30:00+00:00 | $64.5 | 0b | -2.51% |
| 16 | 2021-07-26T16:30:00+00:00 | $64.51 | 2021-09-08T19:30:00+00:00 | $64.12 | 0b | -0.61% |
| 17 | 2021-09-20T13:30:00+00:00 | $57.42 | 2021-09-20T16:30:00+00:00 | $59.14 | 0b | +2.99% |
| 18 | 2021-10-01T16:30:00+00:00 | $61.02 | 2021-11-16T17:30:00+00:00 | $76.15 | 0b | +24.8% |
| 19 | 2022-02-07T17:30:00+00:00 | $42.05 | 2022-02-11T20:30:00+00:00 | $41.35 | 0b | -1.67% |
| 20 | 2022-03-01T14:30:00+00:00 | $46.56 | 2022-03-07T16:30:00+00:00 | $40.49 | 0b | -13.05% |
| 21 | 2022-03-17T16:30:00+00:00 | $43.51 | 2022-03-18T16:30:00+00:00 | $43.42 | 0b | -0.21% |
| 22 | 2022-03-21T16:30:00+00:00 | $44.13 | 2022-04-11T16:30:00+00:00 | $43.23 | 0b | -2.04% |
| 23 | 2022-07-18T16:30:00+00:00 | $23.83 | 2022-07-26T19:30:00+00:00 | $23.75 | 0b | -0.36% |
| 24 | 2022-07-27T19:30:00+00:00 | $25.06 | 2022-08-19T16:30:00+00:00 | $28.39 | 0b | +13.29% |
| 25 | 2022-09-12T16:30:00+00:00 | $25.38 | 2022-09-13T19:30:00+00:00 | $23.49 | 0b | -7.46% |
| 26 | 2022-10-04T16:30:00+00:00 | $23.94 | 2022-10-07T19:30:00+00:00 | $22.06 | 0b | -7.85% |
| 27 | 2022-10-24T16:30:00+00:00 | $23.6 | 2022-10-24T19:30:00+00:00 | $23.74 | 0b | +0.61% |
| 28 | 2022-10-25T19:30:00+00:00 | $26.61 | 2022-11-03T14:30:00+00:00 | $24.19 | 0b | -9.07% |
| 29 | 2022-12-13T17:30:00+00:00 | $20.17 | 2022-12-16T17:30:00+00:00 | $17.9 | 0b | -11.25% |
| 30 | 2022-12-27T17:30:00+00:00 | $15.34 | 2022-12-27T19:30:00+00:00 | $14.84 | 0b | -3.23% |
| 31 | 2023-01-09T16:30:00+00:00 | $17.31 | 2023-02-10T19:30:00+00:00 | $24.32 | 0b | +40.51% |
| 32 | 2023-02-14T16:30:00+00:00 | $26.09 | 2023-02-23T17:30:00+00:00 | $26.49 | 0b | +1.53% |
| 33 | 2023-03-13T19:30:00+00:00 | $22.49 | 2023-04-21T15:30:00+00:00 | $29.86 | 0b | +32.79% |
| 34 | 2023-04-27T14:30:00+00:00 | $30.66 | 2023-05-01T16:30:00+00:00 | $30.7 | 0b | +0.12% |
| 35 | 2023-05-30T16:30:00+00:00 | $30.11 | 2023-05-30T19:30:00+00:00 | $29.89 | 0b | -0.72% |
| 36 | 2023-06-20T16:30:00+00:00 | $29.62 | 2023-07-24T16:30:00+00:00 | $42.62 | 0b | +43.91% |
| 37 | 2023-09-18T16:30:00+00:00 | $34.67 | 2023-09-21T19:30:00+00:00 | $32.7 | 0b | -5.68% |
| 38 | 2023-09-29T19:30:00+00:00 | $32.56 | 2023-10-12T19:30:00+00:00 | $32.45 | 0b | -0.34% |
| 39 | 2023-10-17T15:30:00+00:00 | $33.38 | 2024-01-08T16:30:00+00:00 | $61.48 | 0b | +84.2% |
| 40 | 2024-01-30T16:30:00+00:00 | $52.41 | 2024-02-01T17:30:00+00:00 | $49.88 | 0b | -4.81% |
| 41 | 2024-02-02T16:30:00+00:00 | $50.08 | 2024-02-05T19:30:00+00:00 | $48.87 | 0b | -2.42% |
| 42 | 2024-02-08T15:30:00+00:00 | $53.02 | 2024-03-18T18:30:00+00:00 | $147.89 | 0b | +178.96% |
| 43 | 2024-03-20T15:30:00+00:00 | $146.15 | 2024-04-02T19:30:00+00:00 | $154.62 | 0b | +5.8% |
| 44 | 2024-04-04T14:30:00+00:00 | $169.35 | 2024-04-05T19:30:00+00:00 | $150.68 | 0b | -11.03% |
| 45 | 2024-04-10T15:30:00+00:00 | $145.85 | 2024-04-15T16:30:00+00:00 | $140.97 | 0b | -3.34% |
| 46 | 2024-05-15T19:30:00+00:00 | $144.14 | 2024-05-31T17:30:00+00:00 | $145 | 0b | +0.6% |
| 47 | 2024-06-04T19:30:00+00:00 | $169.35 | 2024-06-11T19:30:00+00:00 | $154.44 | 0b | -8.81% |
| 48 | 2024-07-15T19:30:00+00:00 | $162.5 | 2024-08-02T16:30:00+00:00 | $146.55 | 0b | -9.82% |
| 49 | 2024-08-26T16:30:00+00:00 | $148.61 | 2024-08-27T19:30:00+00:00 | $140.46 | 0b | -5.49% |
| 50 | 2024-09-13T19:30:00+00:00 | $141.16 | 2024-09-16T16:30:00+00:00 | $135.3 | 0b | -4.15% |
| 51 | 2024-09-18T19:30:00+00:00 | $137.17 | 2024-12-19T18:30:00+00:00 | $327.88 | 0b | +139.03% |
| 52 | 2024-12-20T20:30:00+00:00 | $362.28 | 2024-12-23T17:30:00+00:00 | $344.47 | 0b | -4.92% |
| 53 | 2025-01-06T16:30:00+00:00 | $363.07 | 2025-01-07T19:30:00+00:00 | $343.28 | 0b | -5.45% |
| 54 | 2025-01-16T20:30:00+00:00 | $363.28 | 2025-02-03T17:30:00+00:00 | $332.28 | 0b | -8.53% |
| 55 | 2025-04-02T19:30:00+00:00 | $304.33 | 2025-04-03T16:30:00+00:00 | $290.34 | 0b | -4.6% |
| 56 | 2025-04-14T16:30:00+00:00 | $306.5 | 2025-06-17T16:30:00+00:00 | $368.2 | 0b | +20.13% |
| 57 | 2025-06-26T17:30:00+00:00 | $389.07 | 2025-07-01T19:30:00+00:00 | $378.76 | 0b | -2.65% |
| 58 | 2025-07-03T15:30:00+00:00 | $410.72 | 2025-08-05T19:30:00+00:00 | $375.28 | 0b | -8.63% |
| 59 | 2025-08-08T15:30:00+00:00 | $409.07 | 2025-08-18T16:30:00+00:00 | $362.29 | 0b | -11.44% |
| 60 | 2025-09-11T16:30:00+00:00 | $327.56 | 2025-09-22T16:30:00+00:00 | $336.27 | 0b | +2.66% |
| 61 | 2025-09-30T17:30:00+00:00 | $317.3 | 2025-10-13T16:30:00+00:00 | $310.24 | 0b | -2.22% |
| 62 | 2025-10-27T16:30:00+00:00 | $294.56 | 2025-10-29T16:30:00+00:00 | $279.07 | 0b | -5.26% |
| 63 | 2025-12-30T19:30:00+00:00 | $157.3 | 2025-12-31T19:30:00+00:00 | $154.13 | 0b | -2.01% |
| 64 | 2026-01-02T17:30:00+00:00 | $159.36 | 2026-01-20T15:30:00+00:00 | $165.12 | 0b | +3.61% |
| 65 | 2026-01-21T20:30:00+00:00 | $162.54 | 2026-01-22T17:30:00+00:00 | $161.94 | 0b | -0.37% |
| 66 | 2026-03-04T19:30:00+00:00 | $147.38 | 2026-03-05T19:30:00+00:00 | $138.88 | 0b | -5.77% |
| 67 | 2026-03-10T16:30:00+00:00 | $140.87 | 2026-03-11T16:30:00+00:00 | $136.76 | 0b | -2.92% |
| 68 | 2026-03-13T14:30:00+00:00 | $143.9 | 2026-03-23T14:30:00+00:00 | $138.56 | 0b | -3.71% |
| 69 | 2026-04-07T13:30:00+00:00 | $124.86 | 2026-04-07T16:30:00+00:00 | $122.13 | 0b | -2.18% |