Running backtest with 1D candlestick data, please wait...
| Date |
Operation |
Price (USDT) |
Amount |
Value (USDT) |
Reason |
Remaining Position |
Core 1D Momentum Strategy Rules
- Trend Judgment: 1D EMA20 > EMA50 + RSI 40-75 + Price above EMA20 + EMA20 upward slope = Bull trend confirmation
- Position Sizing:
- Single trade risk: 1% of total capital (adjustable)
- Max position: 15% of total capital (medium-term trend)
- Stop Loss & Take Profit:
- Stop loss: 2x ATR below entry price (adaptive to volatility)
- Take profit 1: 3x ATR (sell 50% position)
- Take profit 2: 6x ATR (sell all position)
- Trailing stop: 3x ATR below highest price
- Position Holding: Minimum 2 days holding period to avoid intraday trading