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
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 / timeframeBTC/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
Period63 days
Total return+2.40%
Max drawdown21.45%
Trades230
Risk-adjusted metricsOnly fields included in this published result are shown.
Annualized return+13.69%
Sharpe ratio-6.49
Interactive backtestHover or use the arrow keys to inspect each sample
103.587.7371.9456.1440.342026-04-082026-04-242026-05-102026-05-262026-06-11
Detail curve · 15m samplingK-RSI RevertNormalized baseline
DATA PERIOD2026-04-08 — 2026-06-11

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 15m · 240 samples
2026-06-11T14:59:59Z · 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
  • 2026-04-08 — 2026-06-11+2.40%Minara public Marketplace API (third-party, pending QuantElse replay)

Historical results do not guarantee future performance.