📋 MODEL v1: HARD-RULE (BOOLEAN)
Menggunakan gerbang IF/ELSE biner kaku. Semua kondisi diperlakukan sama rata (0 atau full), modal dipukul rata 30%, dan trailing stop telanjang tanpa buffer volatilitas.
• Hasil Backtest 66 Hari: +1.19% (+$59.50)
• Win Rate: 23.2% (Banyak tergocek wick)
⚡ MODEL v2: ADVANCED WEIGHT-BASED
Aktivasi Sigmoid kontinu tanpa cliff effect. Alokasi modal dinamis 18%–42% via Moreira-Muir Volatility Targeting, dan Trailing Stop diberi bantalan Chandelier 0.65×ATR.
• Hasil Backtest 66 Hari: +11.05% (9.3x Lebih Cuan!)
• Win Rate: 51.4% (+28.2% Peningkatan)
| Komponen Sistem |
v1: Hard-Rule (Lama) |
v2: Weight-Based (Baru) |
| Fungsi Aktivasi |
IF (x < 25) then True else False
Cliff effect (25.1 langsung gugur 0) |
Sigmoid: 1 / (1 + e^-k(x - x0))
Kontinu mulus 0.0 s/d 1.0 (Zero Cliff) |
| Alokasi Modal (Tranche 1) |
Flat 30.0% statis untuk semua koin |
Dinamis 18% – 42%
Volatilitas tenang → 38%; Liar → 20% |
| Trailing Stop Loss |
Nempel persis di Swing Low 3-bar
Rawan terjilat jarum sumbu (wick) |
Chandelier Volatility Stop:
Swing Low - 0.65 × ATR(14) |
| Macro BTC Gatekeeper |
Biner: BTC 1D > EMA 21 (Buka/Tutup) |
Continuous Sigmoid intensitas tren BTC (Bobot 25%) |
| Evaluasi Support S1 |
Biner: Jarak ≤ 2.5% atau gagal total |
Fungsi Gaussian Decay: exp(-0.5 * (dist/2.5)^2) |
| Anti-Pucuk Gate |
Hard cutoff: Jarak EMA 21 ≤ 8.0% |
Sigmoid smooth decay mulai jarak 5.0% |
💡 Tekan tombol ESC atau klik di luar kotak untuk menutup panel perbandingan ini.