[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"project-80948":3},{"id":4,"name":5,"fullName":6,"owner":7,"repo":5,"description":8,"homepage":8,"htmlUrl":8,"language":9,"languages":8,"totalLinesOfCode":8,"stars":10,"forks":11,"watchers":10,"openIssues":11,"contributorsCount":11,"subscribersCount":11,"size":11,"stars1d":11,"stars7d":11,"stars30d":11,"stars90d":11,"forks30d":11,"starsTrendScore":11,"compositeScore":11,"rankGlobal":8,"rankLanguage":8,"license":8,"archived":12,"fork":12,"defaultBranch":13,"hasWiki":14,"hasPages":12,"topics":15,"createdAt":8,"pushedAt":8,"updatedAt":16,"readmeContent":17,"aiSummary":18,"trendingCount":11,"starSnapshotCount":11,"syncStatus":19,"lastSyncTime":20,"discoverSource":21},80948,"2026DoubleMaFuturesStrategy","MirrorNew\u002F2026DoubleMaFuturesStrategy","MirrorNew",null,"Python",31,0,false,"main",true,[],"2026-06-12 02:04:08","# 2026 Double MA Futures Strategy\n\nETH-only Freqtrade futures strategy based on a double moving-average compression breakout system.\n\nThis repository is for research and backtesting only. It is not investment advice and is not a live-trading guarantee.\n\n## Strategy Summary\n\n- Pair: `ETH\u002FUSDT:USDT`\n- Main timeframe: `1h`\n- Higher timeframe filter: `4h`\n- Direction: long and short\n- Exposure: effective `2x`\n- Max open trades: `1`\n- Entry idea: 5\u002F10\u002F30 MA + EMA compression, breakout, then first pullback confirmation\n- Stop idea: planned structure stop through `custom_stoploss`\n- Take-profit idea: structure target, minimum `2.3R`, preferred `3.5R`\n- Trailing: ordinary trades off; strong 4h trend only, starts after `+5%`\n\n## Equity Curve\n\nRed = strategy, light blue = ETH buy-and-hold, light orange = BTC buy-and-hold.\n\n![Equity curve](reports\u002Ffutures_backtests\u002Fassets\u002Feth_strategy_equity_vs_btc_eth.png)\n\n## Main Results\n\nBacktest uses Binance USD-M futures 1h data with an OKX futures adapter config.\n\n| Period | Trades | CAGR | Total Profit | Winrate | Profit Factor | Max DD | Avg Win | Avg Loss | Payoff |\n|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|\n| 2021-05-11 to 2025-01-01 | 215 | 21.46% | 100.84% | 34.88% | 1.345 | 17.72% | 5.24% | 2.09% | 2.51 |\n| 2025-01-01 to 2026-05-11 | 76 | 36.94% | 53.04% | 39.47% | 1.591 | 18.54% | 4.77% | 1.95% | 2.44 |\n| 2021-05-11 to 2026-05-11 | 291 | 20.78% | 154.24% | 36.08% | 1.404 | 13.51% | 5.11% | 2.05% | 2.49 |\n\n## Benchmark\n\nSame period, normalized to `10,000 USDT`.\n\n| Curve | Final Equity | Total Return | CAGR | Max DD |\n|---|---:|---:|---:|---:|\n| Strategy | 25,424.16 | 154.24% | 20.80% | -17.72% |\n| ETH buy-and-hold | 9,204.63 | -7.95% | -1.66% | -81.38% |\n| BTC buy-and-hold | 22,710.60 | 127.11% | 18.07% | -77.24% |\n\n## Monte Carlo Stress Test\n\nThe stress test generates fat-tailed, volatility-clustered, calendar-seasonal, jump-risk, BTC\u002FETH bootstrap, and black-swan synthetic 1h paths.\n\nMain takeaway: the simpler stable strategy is more robust than the optional trend-continuation variant in stress tests.\n\n![Monte Carlo stress curves](reports\u002Ffutures_backtests\u002Fmonte_carlo\u002Fmonte_carlo_equity_curves.svg)\n\n- Report: `reports\u002Ffutures_backtests\u002FMONTE_CARLO_STRESS_TEST.md`\n- Script: `scripts\u002Fmonte_carlo_stress_test.py`\n\n## Key Files\n\n- Strategy: `user_data\u002Fstrategies\u002FVideoDoubleMaFuturesStrategy.py`\n- Config: `config\u002Fconfig_okx_futures_eth_only_binance_data.json`\n- Backtest summary: `reports\u002Ffutures_backtests\u002Feth_2x_false_breakout_refinement_results.json`\n- Full note: `reports\u002Ffutures_backtests\u002FETH_2X_FALSE_BREAKOUT_REFINEMENT.md`\n\n## Install\n\n```powershell\nconda create -n env_freqtrade python=3.12 -y\nconda activate env_freqtrade\npip install freqtrade\n```\n\nOptional plotting\u002Fdata dependencies:\n\n```powershell\npip install pandas pyarrow\n```\n\n## Run Backtest\n\nFrom this folder:\n\n```powershell\nfreqtrade backtesting `\n  --userdir user_data `\n  -c config\\config_okx_futures_eth_only_binance_data.json `\n  --datadir user_data\\data\\binance `\n  --strategy VideoDoubleMaFuturesStrategy `\n  --timeframe 1h `\n  --timerange 20210511-20260511 `\n  --export trades `\n  --cache none\n```\n\n## Notes\n\nThe current version improved the false-breakout problem by converting the planned structural stop into a real Freqtrade `custom_stoploss`. This reduced delayed `body_line_invalid` exits and raised realized payoff to about `2.5R`.\n","这是一个基于双移动平均线压缩突破系统的以太坊期货交易策略。项目使用Python编写，适用于Freqtrade平台，支持多空双向操作，最大开仓数为1，通过5\u002F10\u002F30周期的MA和EMA压缩、突破及回撤确认来决定入场时机，并采用自定义止损逻辑与结构目标止盈。该策略在1小时K线图上运行，辅以4小时K线图过滤市场趋势，适合对加密货币期货市场有一定了解且希望通过量化分析进行研究或模拟测试的投资者。根据历史数据回测结果显示，在2021年5月11日至2026年5月11日期间，复合年增长率达到了20.78%，总收益为154.24%。此外，项目还包含蒙特卡洛压力测试脚本，用于评估策略在极端条件下的表现。",2,"2026-06-11 04:02:58","CREATED_QUERY"]