Linear perpetual (paper default)v0.3.0PAPER READY

K-ROC Vol Breakout

Momentum long-only strategy on HYPE-USD at 15m timeframe with 10x leverage. Entry conditions (long only): - Rate of Change (ROC) > 0 (price momentum is positive), using a 14-period ROC - Volume breakout: current volume > 1.5x the 20-period SMA of volume Position management: - Hold for a maximum of 10 bars (time-based exit) - Stop loss: 2% below entry price - Take profit: 5% above entry price - Exit on whichever comes first: SL, TP, or 10-bar time limit Position sizing: 100% of equity per trade (leverage applied externally at 10x) Pyramiding: 1 (no stacking) Initial balance: 10000 USDT

Hyperliquid实验趋势高波动
Hosted coming soon Export for local runtimeHosted feasibility is under review; only released Local support produces a runtime configuration
Strategy categoryK 策略迁移研究
Market / timeframeHYPE/USDC · 15m
Default riskHIGH
Current runtimeslocal
Strategy thesis

Why it might work

第三方公开时序研究的技术指标迁移草稿;待 QuantElse 使用原始行情复现。

Key risks
  • 第三方自报回测,尚未由 QuantElse 复现。
  • 永续合约含资金费、滑点、清算和交易所可用性风险。
Stop / invalidation conditions
  • 原始规则或数据无法复现时停止发布为可运行版本。
Published backtest

Evidence used to compare strategies

Self-reported
Period95 days
Total return+10.98%
Max drawdown21.36%
Trades317
Risk-adjusted metricsOnly fields included in this published result are shown.
Annualized return+22.02%
Sharpe ratio-1.67
Interactive backtestHover or use the arrow keys to inspect each sample
110.2100.390.4580.6070.742026-03-012026-03-252026-04-182026-05-122026-06-05
Detail curve · 15m samplingK-ROC Vol BreakoutNormalized baseline
DATA PERIOD2026-03-01 — 2026-06-05

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 15m · 240 samples
2026-06-05T00:00:00Z · Public third-party claim; retain attribution and source terms.

BENCHMARK PROFILECatalog defaults

catalog-default-v1
model-based fees · model-based slippage

METHODOLOGY

Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.

LIMITATIONS
  • Third-party self-reported result; not independently verified.
  • Replace this curve after a native QuantElse backtest.
Published records
  • 2026-03-01 — 2026-06-05+10.98%Minara public Marketplace API (third-party, pending QuantElse replay)

Historical results do not guarantee future performance.