⚠
DEPRECATED 2026-05-22
Superseded by echotrend_240_v3 (decision_row execution model, CB, crash mode confirm)
Backtest Results
MSTR · MSTR 趋势跟踪（BTC 4H SMA240 regime gate，CAP1.0 无杠杆） · 2020-01-02T15:30:00+00:00 — 2026-05-22T19:30:00+00:00
Performance
Return (MTM)
+1273.37%
Realized Return
+1273.37%
Buy & Hold
+1014.4%
Max Drawdown
-72.68%
B&H Max DD
-89.56%
Sharpe (Ann.)
0.999
Win Rate
29.87%
Total Trades
77
Avg Hold
390.6 bars
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 | $14.33 | 361b | -6.07% |
| 2 | 2020-04-06T17:30:00+00:00 | $11.56 | 2020-06-15T17:30:00+00:00 | $12.29 | 1680b | +6.27% |
| 3 | 2020-06-16T17:30:00+00:00 | $12.23 | 2020-06-17T19:30:00+00:00 | $12.24 | 26b | +0.05% |
| 4 | 2020-06-22T16:30:00+00:00 | $11.78 | 2020-06-24T17:30:00+00:00 | $11.46 | 49b | -2.71% |
| 5 | 2020-07-08T19:30:00+00:00 | $11.72 | 2020-07-09T17:30:00+00:00 | $11.75 | 22b | +0.25% |
| 6 | 2020-07-21T17:30:00+00:00 | $12.06 | 2020-09-02T17:30:00+00:00 | $14.88 | 1032b | +23.39% |
| 7 | 2020-10-01T16:30:00+00:00 | $15.03 | 2020-10-01T19:30:00+00:00 | $14.98 | 3b | -0.37% |
| 8 | 2020-10-08T19:30:00+00:00 | $16.4 | 2021-01-27T17:30:00+00:00 | $53.7 | 2662b | +227.4% |
| 9 | 2021-01-28T19:30:00+00:00 | $59.33 | 2021-03-25T16:30:00+00:00 | $59.02 | 1341b | -0.52% |
| 10 | 2021-03-26T19:30:00+00:00 | $61.11 | 2021-04-19T16:30:00+00:00 | $62.94 | 573b | +3% |
| 11 | 2021-04-30T19:30:00+00:00 | $65.89 | 2021-05-04T16:30:00+00:00 | $60.97 | 93b | -7.47% |
| 12 | 2021-05-05T19:30:00+00:00 | $63.06 | 2021-05-07T16:30:00+00:00 | $62.6 | 45b | -0.72% |
| 13 | 2021-05-07T19:30:00+00:00 | $61.88 | 2021-05-11T16:30:00+00:00 | $56.02 | 93b | -9.48% |
| 14 | 2021-06-29T19:30:00+00:00 | $66.17 | 2021-06-30T16:30:00+00:00 | $64.48 | 21b | -2.55% |
| 15 | 2021-07-26T16:30:00+00:00 | $64.52 | 2021-09-08T19:30:00+00:00 | $64.1 | 1059b | -0.65% |
| 16 | 2021-09-09T16:30:00+00:00 | $63.63 | 2021-09-10T16:30:00+00:00 | $62.52 | 24b | -1.74% |
| 17 | 2021-09-15T16:30:00+00:00 | $63.77 | 2021-09-20T16:30:00+00:00 | $59.12 | 120b | -7.28% |
| 18 | 2021-10-01T16:30:00+00:00 | $61.03 | 2021-11-16T17:30:00+00:00 | $76.13 | 1105b | +24.75% |
| 19 | 2022-02-07T17:30:00+00:00 | $42.06 | 2022-02-18T17:30:00+00:00 | $39.13 | 264b | -6.97% |
| 20 | 2022-02-28T19:30:00+00:00 | $43.79 | 2022-03-07T16:30:00+00:00 | $40.48 | 165b | -7.56% |
| 21 | 2022-03-09T17:30:00+00:00 | $44.66 | 2022-03-10T17:30:00+00:00 | $40.8 | 24b | -8.65% |
| 22 | 2022-03-17T16:30:00+00:00 | $43.52 | 2022-03-18T16:30:00+00:00 | $43.41 | 24b | -0.25% |
| 23 | 2022-03-18T19:30:00+00:00 | $45.14 | 2022-04-11T16:30:00+00:00 | $43.22 | 573b | -4.26% |
| 24 | 2022-07-18T16:30:00+00:00 | $23.84 | 2022-07-26T19:30:00+00:00 | $23.74 | 195b | -0.4% |
| 25 | 2022-07-27T16:30:00+00:00 | $24.63 | 2022-08-19T16:30:00+00:00 | $28.39 | 552b | +15.26% |
| 26 | 2022-09-12T16:30:00+00:00 | $25.39 | 2022-09-13T19:30:00+00:00 | $23.48 | 27b | -7.49% |
| 27 | 2022-10-04T16:30:00+00:00 | $23.95 | 2022-10-07T19:30:00+00:00 | $22.06 | 75b | -7.89% |
| 28 | 2022-10-24T16:30:00+00:00 | $23.6 | 2022-10-24T19:30:00+00:00 | $23.74 | 3b | +0.56% |
| 29 | 2022-10-25T19:30:00+00:00 | $26.61 | 2022-11-08T17:30:00+00:00 | $25.49 | 334b | -4.22% |
| 30 | 2022-12-13T17:30:00+00:00 | $20.18 | 2022-12-16T17:30:00+00:00 | $17.9 | 72b | -11.29% |
| 31 | 2022-12-20T19:30:00+00:00 | $17.15 | 2022-12-22T19:30:00+00:00 | $16.17 | 48b | -5.76% |
| 32 | 2022-12-23T17:30:00+00:00 | $16.38 | 2022-12-27T19:30:00+00:00 | $14.84 | 98b | -9.41% |
| 33 | 2023-01-09T16:30:00+00:00 | $17.31 | 2023-03-03T17:30:00+00:00 | $24.69 | 1273b | +42.6% |
| 34 | 2023-03-13T19:30:00+00:00 | $22.49 | 2023-04-24T16:30:00+00:00 | $28.4 | 1005b | +26.27% |
| 35 | 2023-04-26T16:30:00+00:00 | $31.68 | 2023-05-01T16:30:00+00:00 | $30.69 | 120b | -3.13% |
| 36 | 2023-05-04T16:30:00+00:00 | $31.66 | 2023-05-08T16:30:00+00:00 | $30.19 | 96b | -4.62% |
| 37 | 2023-05-30T16:30:00+00:00 | $30.12 | 2023-05-30T19:30:00+00:00 | $29.88 | 3b | -0.76% |
| 38 | 2023-06-20T16:30:00+00:00 | $29.62 | 2023-07-24T16:30:00+00:00 | $42.61 | 816b | +43.85% |
| 39 | 2023-09-18T16:30:00+00:00 | $34.68 | 2023-09-21T19:30:00+00:00 | $32.7 | 75b | -5.71% |
| 40 | 2023-09-22T16:30:00+00:00 | $32.62 | 2023-09-25T16:30:00+00:00 | $32.13 | 72b | -1.5% |
| 41 | 2023-09-26T16:30:00+00:00 | $32.09 | 2023-09-26T19:30:00+00:00 | $31.88 | 3b | -0.63% |
| 42 | 2023-09-27T16:30:00+00:00 | $31.8 | 2023-10-12T19:30:00+00:00 | $32.44 | 363b | +2.02% |
| 43 | 2023-10-13T16:30:00+00:00 | $31.72 | 2023-10-13T19:30:00+00:00 | $31.76 | 3b | +0.1% |
| 44 | 2023-10-16T16:30:00+00:00 | $32.8 | 2024-01-16T17:30:00+00:00 | $48.03 | 2209b | +46.44% |
| 45 | 2024-01-30T16:30:00+00:00 | $52.42 | 2024-02-01T17:30:00+00:00 | $49.87 | 49b | -4.85% |
| 46 | 2024-02-02T16:30:00+00:00 | $50.09 | 2024-02-05T19:30:00+00:00 | $48.86 | 75b | -2.46% |
| 47 | 2024-02-06T19:30:00+00:00 | $49.69 | 2024-04-02T19:30:00+00:00 | $154.59 | 1344b | +211.1% |
| 48 | 2024-04-03T16:30:00+00:00 | $165.68 | 2024-04-15T16:30:00+00:00 | $140.94 | 288b | -14.93% |
| 49 | 2024-05-15T19:30:00+00:00 | $144.17 | 2024-06-11T19:30:00+00:00 | $154.41 | 648b | +7.1% |
| 50 | 2024-06-12T16:30:00+00:00 | $167.08 | 2024-06-13T19:30:00+00:00 | $149.18 | 27b | -10.72% |
| 51 | 2024-06-14T16:30:00+00:00 | $153.06 | 2024-06-14T19:30:00+00:00 | $148.43 | 3b | -3.02% |
| 52 | 2024-07-15T19:30:00+00:00 | $162.53 | 2024-08-05T16:30:00+00:00 | $130.93 | 501b | -19.44% |
| 53 | 2024-08-26T16:30:00+00:00 | $148.64 | 2024-08-27T19:30:00+00:00 | $140.43 | 27b | -5.53% |
| 54 | 2024-09-13T19:30:00+00:00 | $141.19 | 2024-09-16T16:30:00+00:00 | $135.27 | 69b | -4.19% |
| 55 | 2024-09-17T19:30:00+00:00 | $130.37 | 2024-12-23T17:30:00+00:00 | $344.4 | 2326b | +164.18% |
| 56 | 2024-12-24T19:00:00+00:00 | $359.32 | 2024-12-26T17:30:00+00:00 | $343.61 | 46b | -4.37% |
| 57 | 2025-01-06T16:30:00+00:00 | $363.14 | 2025-01-07T19:30:00+00:00 | $343.21 | 27b | -5.49% |
| 58 | 2025-01-15T19:30:00+00:00 | $358.03 | 2025-02-03T17:30:00+00:00 | $332.21 | 454b | -7.21% |
| 59 | 2025-02-04T19:30:00+00:00 | $347.68 | 2025-02-05T16:30:00+00:00 | $345.88 | 21b | -0.52% |
| 60 | 2025-04-02T19:30:00+00:00 | $304.39 | 2025-04-03T16:30:00+00:00 | $290.28 | 21b | -4.64% |
| 61 | 2025-04-14T16:30:00+00:00 | $306.56 | 2025-06-17T16:30:00+00:00 | $368.13 | 1536b | +20.08% |
| 62 | 2025-06-20T16:30:00+00:00 | $371.87 | 2025-06-20T19:30:00+00:00 | $368.25 | 3b | -0.97% |
| 63 | 2025-06-25T16:30:00+00:00 | $384.23 | 2025-07-01T19:30:00+00:00 | $378.69 | 147b | -1.44% |
| 64 | 2025-07-02T16:30:00+00:00 | $384.12 | 2025-08-05T19:30:00+00:00 | $375.2 | 819b | -2.32% |
| 65 | 2025-08-06T19:30:00+00:00 | $383.43 | 2025-08-18T16:30:00+00:00 | $362.21 | 285b | -5.53% |
| 66 | 2025-09-11T16:30:00+00:00 | $327.62 | 2025-09-22T16:30:00+00:00 | $336.2 | 264b | +2.62% |
| 67 | 2025-09-24T19:30:00+00:00 | $327.6 | 2025-09-25T16:30:00+00:00 | $302.17 | 21b | -7.76% |
| 68 | 2025-09-29T19:30:00+00:00 | $327.31 | 2025-10-13T16:30:00+00:00 | $310.17 | 333b | -5.24% |
| 69 | 2025-10-27T16:30:00+00:00 | $294.62 | 2025-10-29T16:30:00+00:00 | $279.01 | 48b | -5.3% |
| 70 | 2025-12-30T19:30:00+00:00 | $157.33 | 2025-12-31T19:30:00+00:00 | $154.1 | 24b | -2.05% |
| 71 | 2026-01-02T17:30:00+00:00 | $159.39 | 2026-01-21T16:30:00+00:00 | $162.4 | 455b | +1.88% |
| 72 | 2026-01-21T19:30:00+00:00 | $159.06 | 2026-01-22T17:30:00+00:00 | $161.9 | 22b | +1.79% |
| 73 | 2026-03-04T19:30:00+00:00 | $147.41 | 2026-03-05T19:30:00+00:00 | $138.85 | 24b | -5.81% |
| 74 | 2026-03-10T16:30:00+00:00 | $140.9 | 2026-03-11T16:30:00+00:00 | $136.73 | 24b | -2.96% |
| 75 | 2026-03-11T19:30:00+00:00 | $138.55 | 2026-03-26T19:30:00+00:00 | $133.11 | 360b | -3.93% |
| 76 | 2026-04-06T16:30:00+00:00 | $127.12 | 2026-04-07T16:30:00+00:00 | $122.11 | 24b | -3.94% |
| 77 | 2026-04-08T16:30:00+00:00 | $128.25 | 2026-05-18T16:30:00+00:00 | $162.6 | 960b | +26.78% |