# BTC
BTC: 3 个动态信号池（MA120 / 温度计 / ADX），在 BTC 与 BTC.D / CASH 之间轮动。
## 当前持仓
ABTC89%
+14.2%·entry $69,300 → $79,170·2026-08-20·held 10d
BBTC5%
+14.2%·entry $69,300 → $79,170·2026-08-20·held 10d
CBTC.D/CASH6%
+0.0%·2026-06-02·held 2m 29d
## metrics
strategyhodl
cagr+80.7%+60.3%
// 年化复合增长率 (Compound Annual Growth Rate)。如果每年都以这个速率增长，经过 N 年会达到当前终值。
= CAGR = (终值 / 初值) ^ (1 / 年数) − 1
dd-49.4%-83.8%
// 回撤。Strategy 列是账户最大回撤，按每笔平仓后的账户净值计算；HODL 列没有平仓事件，仍按每日净值计算。
= Strategy: max((历史最高平仓后净值 − 当前平仓后净值) / 历史最高平仓后净值)，平仓点在下一仓买入和当日波动前。HODL: 每日净值 peak-to-date 回撤。
sharpe1.501.02
// 每承受一单位波动率获得的超额回报。> 1 为好，> 2 为优秀。
= Sharpe = mean(daily return) / std(daily return) × √365
sortino2.261.49
// 类似 Sharpe 但只惩罚下行波动，对非对称收益更公平。正向大涨不算"风险"。
= Sortino = mean(daily return) / downside_std × √365
final×958.52×239.80
// 总倍数 — 初始投入到现在翻了多少倍。×800 = 投入 $1 变成 $800。
= Total = 终值 / 初值
## equity (log scale)2015-01..2026-08
## account drawdown (strategy)
## monthly (strategy)
| jan | feb | mar | apr | may | jun | jul | aug | sep | oct | nov | dec | ytd |
|---|
| 2015 | +0 | +2 | +3 | -4 | -1 | +4 | +7 | -16 | -0 | +20 | +22 | +15 | +57 |
| 2016 | -7 | +13 | -4 | +6 | +10 | +22 | -4 | -6 | -1 | +8 | +6 | +29 | +89 |
| 2017 | -5 | +13 | -19 | +24 | +61 | +0 | +11 | +52 | -6 | +40 | +49 | +42 | +728 |
| 2018 | -22 | -0 | -0 | +1 | -5 | -1 | -7 | -8 | -8 | -1 | -0 | -1 | -43 |
| 2019 | +0 | +1 | +4 | +23 | +59 | +20 | -7 | -4 | +3 | -1 | -0 | -0 | +122 |
| 2020 | +6 | -7 | -5 | +2 | +7 | -3 | +20 | +2 | -6 | +27 | +41 | +47 | +202 |
| 2021 | +16 | +30 | +26 | -1 | -12 | -8 | +12 | -4 | -6 | +39 | -7 | -8 | +84 |
| 2022 | +13 | +6 | -2 | +1 | +15 | +1 | -15 | -4 | +4 | -5 | -13 | +9 | +5 |
| 2023 | +15 | +0 | +19 | +3 | -5 | +8 | -4 | -9 | +2 | +32 | +9 | +12 | +108 |
| 2024 | +1 | +39 | +16 | -13 | +11 | -6 | -1 | -4 | +2 | +2 | +32 | -3 | +85 |
| 2025 | +8 | -10 | +10 | +21 | +11 | +2 | +8 | -6 | -2 | -8 | +5 | +2 | +43 |
| 2026 | +5 | +3 | -1 | +4 | -3 | -7 | -2 | -3 | · | · | · | · | -3 |
## trades (370)
#1BTCLIVE+14.2%08-20
pool-A·10d·$69,300→$79,170
entry 2026-08-20 · $69,300
last 2026-08-30 · $79,170
#2BTCLIVE+14.2%08-20
pool-B·10d·$69,300→$79,170
entry 2026-08-20 · $69,300
last 2026-08-30 · $79,170
#3BTC−2.4%08-08 → 08-13
pool-B·6d·$64,892→$63,412
entry 2026-08-08 · $64,892
exit 2026-08-13 · $63,412
#4BTC.D+0.0%08-01 → 08-08
pool-B·8d·$5,507→$5,514
entry 2026-08-01 · $5,507
exit 2026-08-08 · $5,514
#5BTC−0.2%07-31 → 08-01
pool-B·2d·$64,722→$62,827
entry 2026-07-31 · $64,722
exit 2026-08-01 · $62,827
#6BTC.D−1.5%07-25 → 07-31
pool-B·7d·$5,540→$5,462
entry 2026-07-25 · $5,540
exit 2026-07-31 · $5,462
#7BTC−0.7%07-15 → 07-25
pool-B·11d·$64,989→$64,083
entry 2026-07-15 · $64,989
exit 2026-07-25 · $64,083
#8BTC.D−1.0%07-14 → 07-15
pool-B·2d·$5,492→$5,445
entry 2026-07-14 · $5,492
exit 2026-07-15 · $5,445
#9BTC+2.1%07-05 → 07-14
pool-B·10d·$63,086→$62,265
entry 2026-07-05 · $63,086
exit 2026-07-14 · $62,265
#10BTC.D−4.4%06-25 → 07-05
pool-B·11d·$5,672→$5,427
entry 2026-06-25 · $5,672
exit 2026-07-05 · $5,427
#11BTC−9.1%06-16 → 06-25
pool-B·10d·$66,277→$60,983
entry 2026-06-16 · $66,277
exit 2026-06-25 · $60,983
#12BTC.D/CASHLIVE+0.0%06-02
pool-C·89d
entry 2026-06-02 · —
last 2026-06-02 · —
#13BTC−6.6%06-01 → 06-02
pool-C·2d·$73,575→$71,314
entry 2026-06-01 · $73,575
exit 2026-06-02 · $71,314
#14BTC.D+1.3%05-13 → 06-16
pool-B·35d·$5,460→$5,536
entry 2026-05-13 · $5,460
exit 2026-06-16 · $5,536
#15BTC−2.1%05-05 → 05-13
pool-B·9d·$79,852→$80,485
entry 2026-05-05 · $79,852
exit 2026-05-13 · $80,485
#16BTC−3.1%05-04 → 05-20
pool-C·17d·$78,559→$76,767
entry 2026-05-04 · $78,559
exit 2026-05-20 · $76,767
#17BTC.D+1.8%04-29 → 05-05
pool-B·7d·$5,434→$5,540
entry 2026-04-29 · $5,434
exit 2026-05-05 · $5,540
#18BTC−0.8%04-28 → 04-29
pool-C·2d·$77,364→$76,318
entry 2026-04-28 · $77,364
exit 2026-04-29 · $76,318
#19BTC−14.9%04-23 → 06-02
pool-A·41d·$78,209→$71,314
entry 2026-04-23 · $78,209
exit 2026-06-02 · $71,314
#20BTC+6.5%04-08 → 04-29
pool-B·22d·$71,910→$76,318
entry 2026-04-08 · $71,910
exit 2026-04-29 · $76,318
#21BTC.D+2.4%03-27 → 04-08
pool-B·13d·$5,087→$5,215
entry 2026-03-27 · $5,087
exit 2026-04-08 · $5,215
#22BTC−3.6%03-26 → 03-27
pool-B·2d·$71,302→$68,769
entry 2026-03-26 · $71,302
exit 2026-03-27 · $68,769
#23BTC.D+0.7%03-25 → 03-26
pool-B·2d·$5,073→$5,114
entry 2026-03-25 · $5,073
exit 2026-03-26 · $5,114
#24BTC+1.0%03-24 → 03-25
pool-B·2d·$70,874→$70,533
entry 2026-03-24 · $70,874
exit 2026-03-25 · $70,533
#25BTC.D−0.1%03-20 → 03-24
pool-B·5d·$5,054→$5,056
entry 2026-03-20 · $5,054
exit 2026-03-24 · $5,056
#26BTC−4.7%03-17 → 03-20
pool-B·4d·$74,886→$69,917
entry 2026-03-17 · $74,886
exit 2026-03-20 · $69,917
#27BTC.D−3.3%03-07 → 03-17
pool-B·11d·$5,172→$5,004
entry 2026-03-07 · $5,172
exit 2026-03-17 · $5,004
#28BTC−1.7%03-03 → 03-07
pool-B·5d·$68,832→$68,108
entry 2026-03-03 · $68,832
exit 2026-03-07 · $68,108