网格策略小结

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大约2个月收益率28%,年化收益率180%左右。主要运行3个货币对的小马丁,靠密集成交盈利。运行期间手动干预止损了一次,主要是美伊战争和解导致货币剧烈波动,逻辑变了不能扛单。其他时候都没干预。

最近两周波动小了很多,收益没之前高

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Reply 5
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2个月28%确实好看,但马丁的尾部风险你真的评估过吗?美伊那次如果不是手动止损后果不敢想
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马丁的目的就是在爆仓之前翻足够倍数,这种尾部风险只能靠控制投入资金来完全控制。除此之外主要靠手动干预防止快速爆仓。
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小马丁+网格确实适合震荡行情,但黑天鹅一来就是毁灭性的
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年化180%也太猛了,请问用的什么平台跑的?
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美伊那次能果断手动止损说明风控意识不错,比很多死扛的人强

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