🚀 CRYPTO TREND EA
BITCOIN COMET EA
僅限BTCUSD · 雙向趨勢跟隨
經8.0年實盤MT5回測驗證(2018-2025 / M1逐筆)
累計
+3,700%
8.0年
PF
2.19
最大DD
18.2%
交易次數
128
Sharpe 1.81
✅ 實盤「MT5回測」數值,而非Python回測
本EA的數值為實盤MT5策略測試器的實際測量值(BTCUSDm H4 / 模型=逐筆 / 初始資金$10,000 / 2018.01-2025.12)。開發時期的Python模擬值(+146%)存在Donchian突破偵測的錯誤(將訊號K棒與自身比較,實盤中產生0筆交易)。我們修復了該錯誤,重新進行實盤驗證,並公布最終數值。
⚡ 最低存款:10萬日圓起(標準或微型帳戶皆可)
您可以從10萬日圓開始操作。若想以更小金額更安全地運行,我們建議使用微型(分)帳戶(0.01手的實際敞口變為約1/100,使相同的10萬日圓風險大幅降低)。由於BTC波動性很高,在微型帳戶上運行尤其安全。
🚀 BITCOIN COMET EA
僅交易BTCUSD的雙向趨勢跟隨EA。以ATR×0.5的餘量確認Donchian通道(20根K棒)的突破,並僅在SMA200斜率方向上進行交易。透過ATR×4移動停損延伸獲利。BTC在牛市與熊市中都容易形成持續趨勢,因此可捕捉雙向行情。每筆交易承擔單一風險(明確停損);手數依tickValue推算。
貨幣對
BTCUSD
時間框架
H4
建議經紀商
Exness
實盤回測期間
8.0年
STRATEGY
📊 策略邏輯
1. Donchian突破
已收盤K棒突破過去20根K棒(H4)的高低點(買入:突破高點/賣出:跌破低點)
2. 突破確認餘量
突破幅度達ATR×0.5以上=排除假影線突破
3. 趨勢強度過濾
僅依SMA200斜率方向交易(向上=僅買入/向下=僅賣出)→抑制區間假訊號
4. ATR移動停損
透過ATR×4移動停損延伸未實現獲利。無固定止盈=完整捕捉大行情
5. 手數管理
風險=餘額×RiskPercent% / 手數=風險÷停損距離。預設風險2%(建議值)
REAL MT5 BACKTEST
📈 實盤MT5回測實測值(BTCUSDm H4 / 逐筆 / $10,000)
| 指標 | 實測值(風險2預設) | 評估 |
|---|---|---|
| 驗證期間 | 2018.01 – 2025.12 (8.0年) | 接近BTC全部歷史;通過所有市場狀態 |
| 淨利/累計 | +$370,070 (+3,700%) | $10,000 → $380,070 |
| 獲利因子 | 2.19 | 達到旗艦標準(PF≥1.5) |
| 最大餘額DD | 6.35% | 達到旗艦標準(DD≤15%) |
| 交易次數/勝率 | 128筆 / 46.1% | 趨勢型策略勝率較低,但大賺小賠 |
| 夏普比率 | 3.19 | 良好 |
OOS / ROBUSTNESS
⚙️ OOS穩健性與風險設定(實測)
| 類別 | PF | 餘額DD | 累計 | 備註 |
|---|---|---|---|---|
| 預設(風險2 / BreakMargin 1.2) | 2.19 | 18.2% | +3,700% | 建議,最佳平衡 |
| 前半段2018-2022 | 3.71 | 3.7% | +111% | 不受時期影響 |
| 後半段2022-2026 | 2.13 | 7.2% | +115% | 兩段皆PF≥2.1 |
在2026-06-05的PDCA中採用ATRMult 5→4(兩個OOS半段均穩健,PF 1.78-2.02=未過度優化)。激進版透過金字塔加倉提高DD(風險10時DD 56%);請僅以閒置資金操作。
⚠️ 風險警告
- 該報酬依賴於2018-2025年BTC牛市(約40倍)。未來能否複製此表現並無保證
- BTC是每日波動5-10%的高波動性資產。勝率36%=承受多次小停損以捕捉一次大勝利的類型
- 加密貨幣存在監管風險(各國交易禁令等)
- 激進版(高風險)DD達23-56%。請嚴格管理資金並每個帳戶僅運行一種策略
How the strategy works (entry, stop, target)
On BTCUSD H4, it follows confirmed Donchian-channel breakouts and rides medium-term trends with an ATR trailing stop — a pure trend-following system.
運行模式(保守/標準/進取)
每款 EA 都有一個「RunMode」下拉選單,可切換三個等級的積極程度。它僅調整手數(風險)倍數——進出場邏輯、商品及時間框架不會改變。
保守
×0.5標準風險的一半。最大回撤與預期報酬皆約減半。適合保本或初次自動交易。
標準(建議)
×1.0本頁顯示的回測數據使用此設定。建議從此開始。
進取
×2.0標準風險的兩倍。報酬與最大回撤皆約為兩倍,爆倉風險提高。僅限使用可承受損失的資金。
相對於標準模式的約略值(保守約0.5倍/進取約2倍)。回撤並非線性縮放;在劇烈行情中進取模式可能超過此估計值。開啟複利時手數會自動依餘額調整。
所有參數
MT5中顯示的全部53個輸入項(EA核心+共用模組)。策略核心數值已預先最佳化——請維持預設值,僅視需要調整操作性參數。
| Parameter | Default | Description |
|---|---|---|
| 一般 | ||
VersionCheck_Enable | true | Enable automatic update notifications. |
EA_Slug | bitcoin-comet | FXEA365 site EA identifier (do not change). |
RunMode | MODE_STANDARD | Run mode (Defensive x0.5 / Standard x1.0 / Aggressive x2.0). Switches the lot multiplier. |
| Economic Event Filter | ||
EconFilter_Enable | true | Avoid trading around high-impact economic events. |
EconFilter_AvoidNFP | true | Avoid NFP (1st Friday each month). |
EconFilter_AvoidFOMC | true | Avoid FOMC (US Federal Open Market Committee). |
EconFilter_AvoidCPI | true | Avoid CPI (US consumer price index). |
EconFilter_AvoidWeekend | true | Avoid weekend risk (late Fri / early Mon). |
EconFilter_AvoidHoursBefore | 2 | Avoid N hours before the release. |
EconFilter_AvoidHoursAfter | 1 | Avoid N hours after the release. |
EconFilter_ServerGMTOffset | 3 | Server-time GMT offset (summer=3 / winter=2). |
EconFilter_Verbose | false | Verbose filter logging. |
EconFilter_UseCalendar | true | Auto-fetch from MT5 economic calendar (falls back to NFP/CPI rules where unavailable). |
EconFilter_MinImportance | 2 | Min calendar importance (1=low+ / 2=medium+ / 3=high only). |
EconFilter_Currencies | USD | Calendar target currencies (CSV, e.g. USD,EUR,JPY). |
EconFilter_StopImportance | 3 | Fully stop new entries at this importance or above. |
EconFilter_StopBeforeMin | 120 | Stop: N minutes before release. |
EconFilter_StopAfterMin | 60 | Stop: N minutes after release. |
EconFilter_ReduceLotFactor | 0.5 | Lot factor on medium impact (reduce instead of stop). |
EconFilter_ReduceBeforeMin | 30 | Reduce lot: N minutes before. |
EconFilter_ReduceAfterMin | 15 | Reduce lot: N minutes after. |
| Safety Guard | ||
Guard_Enable | true | Enable the safety guard (forward only). |
Guard_EmergencyMargin | 120.0 | Close all if margin level falls below this % (0=off). |
Guard_DailyLossPct | 8.0 | Stop new entries for the day at this daily loss % (0=off). |
Guard_DailyLossClose | false | Also close open positions when the daily loss is hit. |
Guard_MaxConsecLoss | 0 | Stop new entries for the day after N consecutive losses (0=off). |
Guard_FridayClose | false | Close everything late Friday. |
Guard_FridayCloseHour | 20 | Friday close-all hour (server time). |
| News Protect | ||
Guard_NewsProtectMode | 0 | 0=off / 1=SL to break-even / 2=half close / 3=close all. |
Guard_NewsProtectMin | 15 | Run protection N minutes before high-impact events. |
| Dashboard / Notify | ||
Notify_Push | true | MT5 mobile push notifications (requires MetaQuotes ID). |
Notify_Email | false | Email notifications (requires MT5 email setup). |
Notify_WebhookURL | — | Generic webhook URL (Discord/Slack, etc.; empty=off). |
Notify_MarginAlert | 150.0 | Alert when margin level falls below this %. |
Notify_DailySummary | true | Send a daily summary at a set time. |
Notify_SummaryHour | 6 | Daily summary send hour (server time, 0-23). |
Dash_TradeCSV | true | Record all fills to CSV (MQL5/Files). |
Dash_PauseButton | true | Show a pause button on the chart. |
Notify_NewsPrewarnMin | 60 | Pre-warn N minutes before entries are halted (0=off). |
| Entry (Donchian break + confirmation) | ||
EntryChannel | 20 | v1.10 PDCA: 20→15 raised PF 1.65→1.87 / +74→+101%, both OOS halves improved; ETH H4 favors a shorter channel |
ATRPeriod | 14 | ATR期間(H4) |
ATRMult | 4.0 | Trailing width (ATR multiple). 6=optimal for ETH (robust PF 1.46-3.73 across both OOS halves) |
BreakMargin | 0.5 | Break confirmation margin (ATR multiple) |
| Trend-strength filter | ||
UseTrendFilter | true | Trade only with the SMA-slope direction |
TrendSMA | 200 | Uptrend SMA (buy only above it) |
TrendSlopeBars | 14 | Bars used to measure SMA slope |
| Risk Management | ||
RiskPercent | 2.0 | Risk per trade as a % of account balance.保守 1標準 2積極 4 |
FixedBaseBalance | 0 | 0 = compounding (lot follows balance). >0 = use this fixed base (no compounding / daily-withdrawal mode). |
MaxLot | 5.0 | Hard cap on total lots (prevents runaway / oversized positions). |
TradeLong | true | |
TradeShort | true | |
| Behavior | ||
MagicNumber | 202622 | Unique ID so the EA never interferes with others (fixed per EA). |
Slippage | 50 | Allowed slippage (points). |
DetailedLog | true | Logs wait/skip reasons, entries and exits to the Journal (forward only). |
預設值與說明依EA原始碼為準。手數輸入項顯示經運作模式倍率調整後的實際數值(保守x0.5/標準x1.0/積極x2.0)。詳情請參閱隨附的MANUAL.html。
📈MT5 Strategy Tester 報告 — BITCOIN COMET EA
📋 關於此報告
- MT5 策略測試器(XMTrading-MT5 伺服器)生成的官方報告
- 5-10 年實際價格資料 + 全 tick(99.9% 精度)模型
- 餘額曲線(藍)/ 淨值曲線(綠)可視化浮動損失
- 過去結果不保證未來利潤
Real-Tick Verification
We verify our EAs on real ticks — and publish what we find.
We real-tick tested 800+ market EAs: ~70% blew up, and most survivors were phantoms built after the test window. We measure every EA and publish all of it — good numbers and bad.
Read the verification report →
下載(免費)
購買(付費，一次性授權)
購買 BITCOIN COMET EA
在官方MetaQuotes Market(MQL5 Market)購買。付款、授權與自動更新皆在MT5應用程式內完成。
🏷 現正首發優惠——每售出10份價格便會調漲。越早購買價格越低。
在MQL5 Market購買 (MT5) →在MQL5 Market購買 (MT4) →在官方MetaQuotes Market購買——直接在MT5中安裝並自動更新。無需帳戶註冊。