Linear perpetual (paper default)v0.3.0PAPER READY

K-SOL Bollinger Overextension Short

숏 전용 평균회귀(Mean-Reversion) 전략입니다. 가격이 볼린저 밴드 상단을 과도하게 돌파(과확장)했을 때 "곧 되돌림이 온다"는 가정으로 숏 진입 후, 소폭 하락 시 익절하는 구조입니다.

HyperliquidSOL均值回归实验趋势高波动

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 / timeframeSOL/USDC · 1h

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

Period730 days

Total return+93.24%

Max drawdown38.23%

Trades46

Risk-adjusted metricsOnly fields included in this published result are shown.

Annualized return+46.62%

Sharpe ratio0.93

Detail curve · 1h samplingK-SOL Bollinger Overextension ShortNormalized baseline

DATA PERIOD2024-04-27 — 2026-04-27

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 1h · 240 samples
2026-04-27T11:46:37.818000Z · 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

2024-04-27 — 2026-04-27+93.24%Minara public Marketplace API (third-party, pending QuantElse replay)

Historical results do not guarantee future performance.

Curve JSON →Aggregate JSON →

Default parameter space

fast_period20

slow_period50

signal_connectorquantelse.connector.hyperliquid-public

default_execution_route{'mode': 'paper', 'exchange': 'hyperliquid', 'market': 'linear_perpetual', 'connector_id': 'quantelse.connector.paper', 'account_ref': None, 'settlement_asset': 'USDC', 'margin_mode': 'isolated', 'position_mode': 'one_way', 'leverage': 1}

default_position_policy{'allow_short': True, 'reduce_only_on_exit': True, 'sizing_mode': 'signal_scaled', 'normalization_multiplier': 2.0, 'normalization_floor_ratio': 0.0}

composition{'schema_version': 1, 'combination_mode': 'weighted_average', 'signal_threshold': 0.05, 'quorum_ratio': 0.5, 'deadband': 0.05, 'children': [{'child_id': 'bollinger-swing-1', 'source_type': 'system', 'role': 'alpha', 'name': '布林带摆动回归', 'summary': '价格离开布林带并进入 RSI 极端区域时观察反向摆动。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-bollinger-swing', 'kind': 'mean_reversion', 'signal_definition': None, 'symbol': 'SOL/USDC', 'timeframe': '1h', 'weight': 1.0, 'parameters': {'period': 20, 'width': 2, 'rsi_period': 14, 'rsi_low': 30, 'rsi_high': 70}, 'parameter_schema': [{'id': 'period', 'label': '布林周期', 'description': '价格中枢与波动窗口。', 'value_type': 'integer', 'default': 20, 'minimum': 5.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'width', 'label': '标准差倍数', 'description': '布林带宽度。', 'value_type': 'number', 'default': 2, 'minimum': 0.5, 'maximum': 5.0, 'step': 0.1, 'options': []}, {'id': 'rsi_period', 'label': 'RSI 周期', 'description': '极端区域确认周期。', 'value_type': 'integer', 'default': 14, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'rsi_low', 'label': 'RSI 下限', 'description': '低于此值确认超卖。', 'value_type': 'number', 'default': 30, 'minimum': 1.0, 'maximum': 49.0, 'step': 1.0, 'options': []}, {'id': 'rsi_high', 'label': 'RSI 上限', 'description': '高于此值确认超买。', 'value_type': 'number', 'default': 70, 'minimum': 51.0, 'maximum': 99.0, 'step': 1.0, 'options': []}], 'origin_slug': 'k-pub-1784246367550-tr6c5l', 'origin_version': '0.3.0', 'system_default': False}]}

third_party_migration{'source_platform': 'Minara', 'published_strategy_id': 'pub_1784246367550_tr6c5l', 'source_url': 'https://minara.ai/zh/app/strategy/detail/pub_1784246367550_tr6c5l', 'source_claims': 'self_reported', 'curve_replace_required': True}

These defaults describe the catalog entry. They do not bypass runtime validation or risk limits.

K-SOL Bollinger Overextension Short

Why it might work

Evidence used to compare strategies

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