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Trading bots: what the data says

Exchanges list every bot type with zero performance numbers. We replayed them out-of-sample with real fees and slippage. Below: each type, where it exists, and our verdict — including the negative ones and an honest “untested” where we have no study yet.

网格机器人

样本外:负面

设定价格区间,让机器人在每次波动中低买高卖——被宣传为横盘市场的稳定收入。

OKXBybitGate.io
Full verdict →

DCA/马丁格尔机器人

96%胜率,净亏损

自动平均下跌,并在小幅反弹时退出整个头寸 — 以超过90%的胜率进行营销。

OKXBybitGate.io
Full verdict →

信号机器人

−99.7% 如实回放

从信号频道或TradingView警报自动执行交易——号称无需盯盘即可复制呼叫者的技巧。

OKXBybit
Full verdict →

资金费率套利机器人

无确凿优势(样本外-14%)

持有现货,做空永续合约,收取资金费用——被宣传为Delta中性、与市场无关的收益。

OKXBybitGate.io
Full verdict →

定期买入(DCA储蓄)

适合储蓄——与持有相比

无论价格如何,按计划买入固定金额——被宣传为无压力的积累方式。

OKXBybitGate.io
Full verdict →

冰山/TWAP执行

执行工具,而非阿尔法

将大额订单随时间分割成小的隐藏块——向通过显示规模来影响市场的鲸鱼推销。

OKXBybit
Full verdict →

智能投资组合/再平衡器

尚未经我们测试

持有一篮子资产,自动再平衡至目标权重——号称自动驾驶的分散投资。

OKXBybitGate.io
Full verdict →
Our alternative is boring on purpose. Presets that survived out-of-sample testing, running on a public paper track — losing streaks included — plus the optimizer that produced them. Try any of it with $0 at risk on the 虚拟地板, and check what the trades would cost on the 费用页面 first. Prefer to see the tiers first? They are on the demo hub, Money 按钮.

Method in one line: in-sample optimization is easy, so we only trust out-of-sample results with real fee and slippage models — and we publish the failures. The full pipeline is documented in the research journey. Nothing here is investment advice.