马丁格尔 · BTC/USDT

每次亏损后加倍。平仓的交易在设计上全是盈利，而这正是它危险的地方。

价格与成交

资金曲线

图上显示了 1189 笔成交中的 397 笔。 信号在收盘判定，于下一根开盘成交。

结果分布

一个收益率只是选定的某一个起始日期的结果。下面是同一套规则、仅把起点每次后移 30 天跑 95 次的结果。

它能扛住自己的参数吗

上面的代表数字只用了一组参数。测试过的全部是这样 — 16 种组合，中位数 75.3%，最好 130.0%，最差 35.4%。其中 0 组跑赢了买入持有。

参数网格

把 马丁格尔 在整段区间上按其自身参数范围运行。同一套规则仅因所选数字不同就从盈利翻成亏损 — 这正是单一代表收益率本身没有意义的原因。

悬停单元格可看交易数与回撤。"·" 表示无效组合(快线 ≥ 慢线)。

逐年

最近平仓交易

这是什么

18th-century French casino betting system. 也称 Doubling system, averaging down。

公式

已确认的事实

• The system doubles the stake after each loss so that one win recovers all prior losses plus the original stake. [1, 3]
• Required capital grows geometrically with the number of consecutive losses. [1]
• With finite capital and a finite table limit, the probability of eventual ruin approaches certainty — the gambler's ruin result. [1, 2]
• The system does not change the expected value of the underlying bet; it redistributes outcomes into many small wins and rare large losses. [1, 3]

通行的解读

• Applied to markets it is usually implemented as averaging down: adding larger positions as price falls, exiting when the averaged entry is recovered. [3]
• On spot without leverage the failure mode is typically capital lock-up rather than liquidation; forced liquidation requires margin. [3]
• The capital requirement above is arithmetic that follows from the doubling rule, not a figure quoted by any source. [3]

按通行解读列出，并非已确认的事实。

来源

1. Martingale (betting system) — Wikipedia (en)
2. Gambler's ruin — Wikipedia (en)
3. 마틴게일 (베팅 시스템) — Glowwiki (ko)

假设

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