اختبار تاريخي لإشارات العملات الرقمية – أداء القواعد لكل عملة
محاكاة شراء فقط لكل قاعدة على بيانات Binance اليومية من 2021-09-01 (أو تاريخ الإدراج) حتى 2026-09-09، برسوم 0.1% لكل جانب وتنفيذ على الشمعة التالية.
| القاعدة | العائد الوسيط | وسيط أقصى تراجع | تفوّق على الشراء والاحتفاظ |
|---|---|---|---|
| الشراء والاحتفاظ | -76% | -94% | – |
| يومي | -8% | -57% | 82 / 97 |
| أسبوعي | -2% | -66% | 86 / 97 |
| شهري | -1% | -62% | 84 / 97 |
| سنوي | -30% | -68% | 82 / 97 |
لماذا تتفوق قواعد تتبع الاتجاه في سوق العملات الرقمية
قبل اختيار هذه القواعد اختبرنا خمس عشرة استراتيجية مؤشرات شائعة على 30 عملة كبيرة على مدى خمس سنوات. خسرت أساليب الارتداد إلى المتوسط — الشراء عند هبوط RSI دون 30، والشراء عند نطاق Bollinger السفلي — أموالاً في المحصلة، لأن الاتجاهات الهابطة في سوق العملات الرقمية تستمر أطول بكثير مما توحي به المذبذبات. أما MACD وحده والتقاطع الذهبي 50/200 فكانا بطيئين أو كثيري الضجيج. القواعد الأربع المستخدمة في هذا الموقع (Supertrend مع مرشّح 200 يوم، واختراقات Donchian 20/10 و55/20، ونظام متوسط 200 يوم الصاعد) تفوّقت كلها على الشراء والاحتفاظ في غالبية العملات مع خفض أقصى تراجع إلى النصف تقريباً. ونسب نجاحها منخفضة (30–40%%) بحكم التصميم: فهي تتكبد خسائر صغيرة كثيرة مقابل مكاسب قليلة كبيرة جداً.
تعرض كل صفحة عملة المحاكاة نفسها لذلك الأصل تحديداً؛ وفي الأسفل الجدول الكامل.
النتائج لكل عملة
| # | العملة | الشراء والاحتفاظ | يومي | أسبوعي | شهري | سنوي | أقصى تراجع للشراء والاحتفاظ | أقصى تراجع شهري | منذ |
|---|---|---|---|---|---|---|---|---|---|
| 1 | +60% | +113% | +141% | +57% | +100% | -77% | -39% | 2021-09-01 | |
| 2 | -36% | +61% | +15% | +40% | -3% | -79% | -35% | 2021-09-01 | |
| 3 | +48% | +39% | +62% | +47% | -21% | -70% | -45% | 2021-09-01 | |
| 4 | +13% | -16% | +168% | +10% | -6% | -78% | -59% | 2021-09-01 | |
| 5 | -8% | +340% | +777% | +62% | +211% | -96% | -65% | 2021-09-01 | |
| 6 | +257% | +31% | +12% | +11% | +238% | -60% | -56% | 2021-09-01 | |
| 7 | +720% | +462% | +2,864% | +674% | +422% | -94% | -77% | 2021-09-01 | |
| 8 | -71% | +5% | +230% | +100% | -68% | -85% | -58% | 2021-09-01 | |
| 9 | -60% | -1% | -25% | -12% | -58% | -85% | -69% | 2021-09-01 | |
| 10 | -93% | -45% | -65% | -19% | -68% | -95% | -71% | 2021-09-01 | |
| 11 | -49% | +18% | +99% | +38% | -41% | -83% | -56% | 2021-09-01 | |
| 12 | -62% | +10% | -48% | +50% | -29% | -89% | -42% | 2021-09-01 | |
| 13 | -71% | -75% | -81% | -78% | -56% | -85% | -83% | 2021-09-01 | |
| 14 | -18% | +0% | -10% | +0% | +0% | -26% | +0% | 2026-07-02 | |
| 15 | -80% | -25% | -37% | -4% | -66% | -92% | -78% | 2021-09-01 | |
| 16 | -82% | +111% | +104% | +171% | -60% | -96% | -60% | 2021-09-01 | |
| 17 | -71% | +21% | +160% | +70% | -46% | -93% | -65% | 2021-09-01 | |
| 18 | -55% | +66% | +431% | +41% | -32% | -95% | -77% | 2021-09-01 | |
| 19 | -45% | +341% | +127% | +137% | +15% | -88% | -62% | 2023-05-03 | |
| 20 | -27% | -15% | +371% | +94% | +30% | -95% | -51% | 2021-09-01 | |
| 21 | -59% | -69% | -31% | -14% | -51% | -80% | -58% | 2024-04-11 | |
| 22 | -64% | +6% | -36% | -19% | +5% | -77% | -29% | 2025-10-06 | |
| 23 | -70% | -21% | -62% | -40% | -47% | -88% | -76% | 2021-09-01 | |
| 24 | -97% | -15% | -67% | -12% | -58% | -99% | -65% | 2021-09-01 | |
| 25 | -76% | +0% | -36% | -14% | +0% | -79% | -19% | 2025-09-01 | |
| 26 | -60% | -45% | -18% | -29% | +1% | -80% | -41% | 2025-04-11 | |
| 27 | -31% | +74% | +29% | +17% | +1% | -86% | -49% | 2025-09-11 | |
| 28 | +23% | -21% | +16% | -10% | +5% | -51% | -32% | 2025-10-03 | |
| 29 | -96% | +11% | -64% | -58% | -44% | -97% | -84% | 2021-09-01 | |
| 30 | -81% | -5% | +36% | +39% | -73% | -98% | -79% | 2023-07-24 | |
| 31 | -80% | +124% | -36% | +94% | -74% | -95% | -53% | 2024-04-02 | |
| 32 | -7% | +136% | +916% | +291% | +6% | -91% | -62% | 2023-05-05 | |
| 33 | -19% | -15% | 0% | -18% | -34% | -46% | -29% | 2025-09-17 | |
| 34 | +0% | -1% | -2% | -1% | -1% | 0% | -1% | 2025-08-13 | |
| 35 | 0% | 0% | -1% | -1% | +0% | 0% | -1% | 2026-01-13 | |
| 36 | -88% | -59% | -32% | +3% | -58% | -92% | -43% | 2021-09-01 | |
| 37 | -76% | -17% | +59% | -39% | -23% | -90% | -64% | 2024-09-13 | |
| 38 | -89% | +60% | -34% | -31% | -45% | -97% | -74% | 2023-03-23 | |
| 39 | -64% | -35% | -16% | +10% | -86% | -89% | -52% | 2021-09-01 | |
| 40 | -93% | -43% | -55% | +77% | -43% | -97% | -46% | 2021-09-01 | |
| 41 | -91% | +40% | +57% | +43% | -69% | -97% | -58% | 2021-09-01 | |
| 42 | +35% | -35% | +4% | -57% | +6% | -80% | -75% | 2021-09-01 | |
| 43 | -64% | -2% | +98% | +67% | -11% | -78% | -26% | 2022-04-29 | |
| 44 | -65% | -61% | +7% | -78% | -62% | -92% | -81% | 2024-01-31 | |
| 45 | -78% | -37% | -25% | -64% | +0% | -88% | -70% | 2024-07-26 | |
| 46 | -75% | +238% | -22% | -42% | -53% | -93% | -81% | 2021-09-01 | |
| 47 | -91% | -30% | +128% | -5% | -75% | -96% | -59% | 2021-09-01 | |
| 48 | -95% | +96% | +297% | -12% | -44% | -98% | -64% | 2021-09-01 | |
| 49 | -99% | -53% | -31% | -64% | -57% | -99% | -83% | 2021-09-01 | |
| 50 | -80% | -41% | +21% | -20% | +1% | -96% | -64% | 2024-03-18 | |
| 51 | -55% | +665% | -26% | +92% | +533% | -95% | -74% | 2021-09-01 | |
| 52 | -96% | -34% | -59% | -16% | +0% | -97% | -26% | 2025-01-19 | |
| 54 | -91% | +14% | -40% | +20% | -48% | -97% | -76% | 2022-10-19 | |
| 55 | -85% | +157% | +452% | -9% | -84% | -97% | -73% | 2021-09-01 | |
| 56 | -82% | +268% | +132% | +94% | -42% | -97% | -70% | 2021-09-01 | |
| 57 | -73% | +50% | +144% | +89% | -47% | -91% | -47% | 2024-12-17 | |
| 58 | -46% | +70% | -24% | -11% | +47% | -79% | -56% | 2025-09-29 | |
| 59 | +236% | -8% | +389% | +438% | -1% | -85% | -32% | 2026-01-07 | |
| 60 | +25% | -54% | -22% | -44% | -3% | -79% | -54% | 2025-04-11 | |
| 61 | -89% | -43% | -69% | -83% | -34% | -97% | -85% | 2024-02-02 | |
| 62 | -76% | +579% | +547% | +409% | +198% | -96% | -69% | 2021-09-01 | |
| 63 | -52% | +0% | -26% | +0% | +0% | -67% | +0% | 2026-03-11 | |
| 64 | -69% | -58% | -70% | -61% | -3% | -90% | -72% | 2024-06-20 | |
| 65 | -83% | -43% | -85% | -46% | +0% | -99% | -58% | 2023-10-31 | |
| 66 | -89% | +1,134% | +3,443% | +670% | +200% | -99% | -74% | 2021-09-01 | |
| 67 | +135% | -46% | +104% | +211% | -25% | -85% | -47% | 2023-07-03 | |
| 68 | -48% | +99% | +110% | -10% | +40% | -88% | -58% | 2021-09-01 | |
| 69 | -74% | -62% | +76% | +104% | -77% | -96% | -67% | 2023-08-15 | |
| 70 | -81% | -48% | -34% | +54% | -52% | -94% | -64% | 2022-05-09 | |
| 71 | -61% | -47% | +76% | -1% | -7% | -86% | -66% | 2021-09-01 | |
| 72 | -91% | -55% | -67% | -80% | -76% | -95% | -88% | 2021-09-01 | |
| 73 | -95% | -42% | -68% | +2% | -44% | -98% | -45% | 2021-09-01 | |
| 74 | -88% | +101% | -5% | +38% | -79% | -94% | -76% | 2022-09-09 | |
| 75 | +47% | -26% | +121% | +56% | -8% | -70% | -39% | 2025-11-03 | |
| 76 | -84% | +201% | -2% | +196% | -16% | -97% | -78% | 2021-09-01 | |
| 77 | -88% | -27% | +213% | +0% | -61% | -96% | -56% | 2023-12-15 | |
| 78 | -3% | -4% | -66% | -35% | +0% | -81% | -47% | 2025-05-06 | |
| 79 | -93% | -36% | -65% | -40% | +0% | -96% | -45% | 2025-09-25 | |
| 80 | -92% | -36% | +34% | -39% | -48% | -95% | -66% | 2021-11-10 | |
| 81 | -46% | -1% | +10% | +62% | -70% | -87% | -56% | 2021-09-01 | |
| 82 | -48% | +74% | +651% | +96% | +40% | -94% | -78% | 2023-05-05 | |
| 83 | -92% | +87% | -47% | +34% | +50% | -98% | -72% | 2022-06-01 | |
| 84 | -98% | -47% | -70% | -78% | -36% | -99% | -81% | 2024-02-20 | |
| 85 | -82% | -75% | -80% | +50% | -71% | -95% | -59% | 2023-12-07 | |
| 86 | -98% | +63% | +268% | -21% | -34% | -99% | -60% | 2021-09-01 | |
| 87 | -99% | -49% | -72% | -67% | -30% | -99% | -78% | 2024-01-04 | |
| 88 | -87% | -41% | -66% | -18% | -36% | -97% | -55% | 2024-03-05 | |
| 89 | -98% | +7% | +396% | -5% | +37% | -99% | -82% | 2021-11-22 | |
| 90 | -96% | -10% | -66% | -34% | -75% | -97% | -64% | 2021-09-01 | |
| 91 | -95% | -49% | +172% | -37% | -79% | -98% | -70% | 2021-12-23 | |
| 92 | -79% | -23% | -55% | -62% | -4% | -94% | -72% | 2024-10-31 | |
| 93 | -96% | -16% | -46% | +2% | -72% | -98% | -65% | 2021-09-01 | |
| 94 | -95% | -59% | -76% | -69% | -37% | -97% | -79% | 2024-10-01 | |
| 95 | -95% | -16% | -26% | -56% | +190% | -98% | -86% | 2021-09-01 | |
| 96 | -98% | -22% | +58% | -26% | -23% | -99% | -63% | 2021-09-01 | |
| 97 | -97% | +51% | +74% | +25% | -49% | -99% | -62% | 2021-09-01 | |
| 98 | -92% | -13% | -54% | -30% | +0% | -92% | -32% | 2025-10-02 |