ZenBlockChain BTC long-only strategy

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此只做多的BTC 策略大幅勝過買進持有BTC的策略。不僅在總報酬上面有優異的表現,在sortine ratio and maximum drawdown 也都比買進持有表現優異許多。ZenBlockChain BTC 只做多的策略採用數個趨勢交易指標作為買賣基礎。其中以K棒12小時表現最好,其次是24小時的K棒也能有好的表現。然而此策略的缺點在於勝率低於五成,不過因為大賺小賠,因此整體能有超額的表現。
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