🏆 Baseline Strategy: MACD Momentum + ADX+EMA
Entry Conditions
macd_hist > 0 # Momentum positiv
AND close > ema_50 # Kurzfristiger Aufwärtstrend
AND ema_50 > ema_200 # Langfristiger Aufwärtstrend
AND adx_14 > 20 # Echter Trend (kein Chop)
Exit Conditions
| Parameter |
Wert |
| Trailing Stop |
2% |
| Stop Loss |
2.5% |
| Max Hold |
48 Bars (48h) |
Validation Results
8 Assets × 2 Perioden = 16 Tests
| Asset |
2024 |
2025Q1 |
Notes |
| BTC |
✅ |
✅ |
Stabil |
| ETH |
❌ |
✅ |
2024 schwer, 2025 besser |
| SOL |
✅ |
❌ |
Hohe Vol, ADX filtert zu aggressiv |
| DOGE |
✅ |
❌ |
Meme-Regime-Shift |
| AVAX |
❌ |
✅ |
Stark mit Filter |
| LINK |
✅ |
❌ |
Regime-abhängig |
| XRP |
✅ |
✅ |
Stabil |
| ADA |
❌ |
❌ |
Unprofitabel |
Pass Rate: 8/16 (50%)
Filter-Vergleich
| Filter |
Pass |
Return |
DD |
CL |
| Unfiltered |
12% |
+53.4% |
22.7% |
9.9 |
| ADX+EMA |
50% |
+35.9% |
14.1% |
6.5 |
| ATR Expansion |
44% |
+26.4% |
10.4% |
— |
| ATR Tight |
50% |
+21.1% |
10.7% |
— |
ATR wurde getestet und abgelehnt — ADX+EMA bleibt Gold Standard.
Gate Thresholds v0.3 (UNCHANGED)
| Gate |
Threshold |
| Min Return |
1% |
| Profit Factor |
≥ 1.05 |
| Max Drawdown |
≤ 20% |
| Max Consecutive Losses |
≤ 8 |
| Min Sharpe |
≥ 0.1 |
| Min Trades |
20 |
|
|
| Exchange |
Hyperliquid Perps DEX |
| Fees |
0.01% Maker + 1bp Slippage |
| Startkapital |
100€ |
| Leverage |
1x (V1 konservativ) |