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ETH Momentum
ETH/USDactivemomentum8/8 long+short price-only. UNICO con shorts rentables (+$8,091, crashes cripto). Branch eth-momentum-v1 (806dbe7).
Config vigente · 8/8 long+short
PnL
+$22,884
CAGR
+15.3%
DD máx
−25.7%
MAR
0.59
PF
1.45
WR
+16.8%
Racha perd.
14
Longs
+$14,793
Shorts
+$8,091
Rentabilidad anual
| Año | Trades | WR | PnL | Balance |
|---|---|---|---|---|
| 2018 | 13 | +30.8% | +$2,095 | +$12,095 |
| 2019 | 44 | +11.4% | −$1,415 | +$10,680 |
| 2020 | 55 | +20.0% | +$3,620 | +$14,300 |
| 2021 | 51 | +13.7% | +$1,316 | +$15,616 |
| 2022 | 28 | +14.3% | +$986 | +$16,601 |
| 2023 | 44 | +13.6% | +$1,032 | +$17,633 |
| 2024 | 45 | +20.0% | +$6,675 | +$24,308 |
| 2025 | 44 | +15.9% | +$4,188 | +$28,496 |
| 2026 | 3 | +66.7% | +$4,389 | +$32,884 |
Historial de iteraciones (1)
- 8/8 long+shortmerged806dbe7+$22,884−25.7%MAR 0.59
Hipótesis: Transferir config de BTC (8/8 price-only) a ETH.
Decisión: Ganadora. UNICO activo donde shorts ganan (+$8,091): crashes cripto 2018/2022 son tendenciales. 8/8 hace +74% mas que long-only pese a MAR marginalmente menor; usuario prioriza rentabilidad.
Sweeps
rr_side— 8 long-only mejor MAR pero 8/8 +74% PnL; usuario prioriza rentabilidad
| Parámetro | PnL | CAGR | DD | PF | MAR |
|---|---|---|---|---|---|
| 8 long-only | +$13,139 | +10.5% | −16.6% | 1.48 | 0.64 |
| 8/8 long+shortelegido | +$22,884 | +15.3% | −25.7% | 1.45 | 0.59 |