YY
Small-Cap Screener
yyds · multi-exchange ≤ $100M
chase.db
317 个币 FDV < $1B2020-02-042026-05-2248.3M K线1.2M funding6.7 GB
A / B
回测结论
10 币样本上,均值回归 +$435.29 / +43.5%,显著盈 8/10;动量追随 -$435.29 / -43.1%,显著亏 8/10 两策略 PnL 对称、笔数等同,差异完全来自方向。
DETAIL · MOMENTUM

01 · K线柱涨买涨 / 跌买跌

-$435.29 · -43.1%SAMPLE 10 · 1,149,191
总本金
$1,000
10 币 × $100
总 PnL (SAMPLE)
-$435.29
最终 $569.26
ROI
-43.1%
加权胜率
46.77%
1,149,191 笔
盈利币
1 / 10
显著盈利
0 / 10
PnL > +1σ
显著亏损
8 / 10
PnL < −1σ
每币 ROI 分布
x: ROI 区间 (%) · y: 币数 ·正 ·
<-100
2
-100~-75
1
-75~-50
5
-50~-25
1
-25~0
1
0~25
25~50
50~75
75~100
>+100
按币种明细
点列名排序 · 当前 10 行 · sort: pnl_usd
10 / 10 个币
币种笔数胜率PnL最终$ROI年化±1σ显著
WIF2.380,63847.68%+$5.44$105.44
+5.4%
+2.3%±$24.39噪音
RONIN2.377,21246.91%-$12.36$87.64
-12.4%
-5.6%±$14.42噪音
BOME2.274,44847.07%-$26.94$73.06
-26.9%
-13.4%±$22.11显著亏
TURBO2.068,87947.93%-$29.84$70.16
-29.8%
-16.4%±$21.60显著亏
AUCTION2.483,96047.48%-$32.05$67.95
-32.0%
-14.7%±$21.30显著亏
OP4.0136,95947.48%-$41.35$58.65
-41.4%
-12.6%±$23.99显著亏
CRV5.7173,27242.84%-$43.00$57.00
-43.0%
-9.4%±$33.60显著亏
KAVA5.8197,42347.27%-$61.91$38.09
-61.9%
-15.3%±$30.86显著亏
LDO3.7126,84847.82%-$88.73$11.27
-88.7%
-44.9%±$22.80显著亏
INJ3.8129,55247.58%-$104.55$0.00
-100.0%
-100.0%±$22.84显著亏
chase.db / 6.7 GB · 48.3M K线 · 1.2M funding · last run 2026-05-22SAMPLE = 前 10 币按 24h vol · 等权 $100 / 币 · 含 funding · 不含手续费