说明
STRATVECTOR DIVERSIFIED
StratVector Diversified is a multi-strategy cBot combining five independent systematic trading modules across Bitcoin, DOT, Ethereum, Gold and XRP.
Rather than relying on a single trading model or market, the system combines complementary systematic strategies across multiple asset classes, markets and timeframes.
The objective is to distribute trading exposure across several independent strategy modules while applying centralized equity-based position sizing and portfolio-level risk controls.
KEY FEATURES
• Five independent systematic strategy modules
• Bitcoin, DOT, Ethereum, Gold and XRP trading
• XAG market data used as reference input for the Gold intermarket module
• Multi-market and multi-timeframe architecture
• Current-equity based position sizing
• Dynamic compounding
• Configurable Risk per Trade
• Configurable Max Total Open Risk
• Automatic position sizing and trade management
• Long and short strategy exposure
• Portfolio-level risk control
• Full-entry-or-reject portfolio risk handling
STRATEGY ARCHITECTURE
Bitcoin:
Systematic market-specific long strategy module.
DOT:
Systematic market-specific short strategy module.
Ethereum:
Systematic market-specific long strategy module.
Gold:
Systematic intermarket long strategy module using XAG as additional reference market data.
XRP:
Systematic market-specific short strategy module with dynamic trade-management logic.
Each module uses its own predefined signal, exit and trade-management logic.
Proprietary signal thresholds, entry rules and individual trade-management algorithms are embedded within the cBot and are not exposed as user-configurable strategy parameters.
TRADED MARKETS
Actively traded:
Bitcoin • DOT • Ethereum • Gold • XRP
XAG / Silver is used solely as reference market data for the Gold strategy module.
StratVector Diversified does not open Silver positions.
RISK MANAGEMENT
Default configuration:
Risk per Trade: 1.00%
Max Total Open Risk: 5.00%
Available Risk per Trade range:
Available Max Total Open Risk settings:
OFF • 1% • 2% • 3% • 4% • 5%
Position sizing is calculated dynamically from current account equity, allowing position size to adapt as equity changes.
The portfolio risk engine monitors planned risk across open positions and can prevent additional exposure when the configured maximum total open-risk limit would be exceeded.
The commercial version uses current-equity based compounding.
RECOMMENDED STARTING CAPITAL
A starting balance of $5,000 or more is recommended.
The cBot uses percentage-based equity sizing, but broker minimum trade volumes and volume increments can affect sizing granularity on smaller accounts.
The $5,000 recommendation provides better position-size granularity across the traded markets while preserving the intended portfolio risk framework more consistently.
DEFAULT SYMBOL CONFIGURATION
BTC: BITCOIN
DOT: POLKADOT
Ethereum: ETHEREUM
Gold: XAUUSD
XRP: XRP
Silver reference: XAGUSD
Broker symbol names may differ. Market mappings can therefore be adjusted through the public cBot parameters where necessary.
REFERENCE BACKTEST — $10,000
Platform: cTrader 5.9.16
Broker: FxPro Demo
Account: USD • Hedging
Starting Capital: $10,000
Leverage: 1:30
Period: 03 May 2023 – 14 August 2026
Host: EURUSD • H1
Historical Data: M1 bars from server / opening prices
Spread: Fixed 1 pip
Commission: $30 per $1M traded volume
Automatic Commission: Off
Backtest parameters:
BTC: BITCOIN
DOT: POLKADOT
Ethereum: ETHEREUM
Gold: XAUUSD
XRP: XRP
Silver reference: XAGUSD
Risk per Trade: 1.00%
Max Total Open Risk: 5.00%
REFERENCE BACKTEST RESULTS
Return: +171.62%
Net Profit: +$17,162.31
Final Balance: $27,162.31
Profit Factor: 1.44
Max Balance Drawdown: 14.92%
Max Equity Drawdown: 16.56%
Transactions: 343
Winners: 131
Losses: 212
Commission: -$126.44
Swap: -$1,299.13
The uploaded native cTrader report confirms StratVector Diversified, the $10,000 starting balance, FxPro, 1:30 leverage and the 03 May 2023–14 August 2026 reference period.
ADDITIONAL CAPITAL-SIZING BACKTEST — $5,000
An additional native cTrader backtest was performed using the same strategy configuration and reference period with a reduced starting balance of $5,000.
Starting Capital: $5,000
Risk per Trade: 1.00%
Max Total Open Risk: 5.00%
Return: +152.67%
Net Profit: +$7,633.70
Final Balance: $12,633.70
Profit Factor: 1.42
Max Balance Drawdown: 14.42%
Max Equity Drawdown: 16.13%
Transactions: 342
Winners: 130
Losses: 212
Commission: -$57.38
Swap: -$588.30
This additional test is provided to document performance and sizing behaviour at the recommended starting-capital level.
IMPORTANT INFORMATION
StratVector Diversified is a systematic multi-strategy trading system. Trading frequency and market exposure depend on predefined strategy conditions, and individual modules may remain inactive for extended periods when no valid setup is present.
Correct broker symbol mapping is required. Symbol names, contract specifications, minimum trade volumes, volume increments, spreads, commissions, swaps and execution conditions can differ between brokers.
XAG is required only as reference market data for the Gold intermarket module and is not traded directly.
The recommended starting capital of $5,000 or more is intended to provide better position-sizing granularity across all traded markets. Smaller balances may technically operate but can be more affected by broker minimum-volume constraints.
Backtest results are historical and depend on broker data, spreads, commissions, swaps, symbol specifications, minimum trading volumes and execution conditions. Live results can differ materially from backtested results.
Trading involves risk. Past performance does not guarantee future results.
摘要
The system employs a multi-market, multi-timeframe architecture with equity-based dynamic position sizing and compounding. Portfolio-level risk controls include configurable risk per trade (default 1%) and maximum total open risk (default 5%), with automatic trade and position management to maintain risk limits. The cBot supports long and short strategies, applying centralized risk management that can reject new entries if risk thresholds are exceeded.
Recommended starting capital is $5,000 or more to ensure adequate position-sizing granularity given typical broker constraints. Backtests on cTrader with FxPro data (1:30 leverage, May 2023–August 2026) show returns above 150% with maximum drawdowns around 15%, a profit factor near 1.4, and over 340 trades executed.
Broker symbol mappings are adjustable to accommodate different naming conventions and contract specifications. The system operates with market orders on hourly charts and uses indicators such as ADX, Keltner Channels, and Donchian Channels within its trend-following, low-frequency swing trading approach.
