Linear perpetual (paper default)v0.3.0PAPER READY

K-RSI Revert

Entries occur on RSI cross up from OS or cross down from OB while price is near the lower/upper Bollinger Band, ATR volatility is above a floor, and ADX is below the ranging threshold (no pyramiding — only when flat). Stops and targets are placed on the entry bar using ATR multiples (SL = entry ± SL ATR Mult * ATR; partial TP at TP Partial ATR Mult and full TP at TP ATR Mult with qty_percent). Position size uses Base Margin % of equity times strategy leverage, and an optional 'RSI Neutral Exit' closes positions if RSI reverts to the neutral level. The strategy therefore combines RSI mean-rever

BTCHyperliquid实验趋势高波动
托管准备中 导出本地运行托管可行性待评估;只有已发布的 Local 能生成运行配置
策略类别K 策略迁移研究
市场 / 周期BTC/USDC · 15m
默认风险HIGH
当前运行local
策略假设

它为什么可能工作

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。

主要风险
  • 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。
停止 / 失效条件
  • 原始规则或数据无法复现时停止发布为可运行版本。
已发布回测

用于策略比较的历史证据

自行报告
回测区间63 天
总收益+2.40%
最大回撤21.45%
交易次数230
风险调整指标仅展示该条已发布结果中实际包含的指标。
年化收益+13.69%
夏普率-6.49
可交互回测图悬停、触摸或使用方向键查看每个采样点
103.587.7371.9456.1440.342026-04-082026-04-242026-05-102026-05-262026-06-11
详情曲线 · 15m 采样K-RSI RevertNormalized baseline
数据区间2026-04-08 — 2026-06-11

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 15m · 240 条样本
2026-06-11T14:59:59Z · Public third-party claim; retain attribution and source terms.

基准配置目录默认参数

catalog-default-v1
费率按模型计算 · 滑点按模型计算

方法说明

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

局限
  • Third-party self-reported result; not independently verified.
  • Replace this curve after a native QuantElse backtest.
已发布记录
  • 2026-04-08 — 2026-06-11+2.40%Minara public Marketplace API (third-party, pending QuantElse replay)

历史结果不代表未来表现,推荐仍需结合风险、假设与停止条件。