Linear perpetual (paper default)v0.3.0PAPER READY

K-BB Breakout

Require that price is not overextended from emaFast: |close - emaFast| / atrVal < 2.0 at entry. BB breakouts that occur when price is already 2+ ATRs away from the 50 EMA are often late entries near exhaustion, leading to poor risk-reward. Filtering these out keeps only well-positioned breakouts with room to run, improving average trade PnL and sharpe.

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 · 5m
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

WAITING FOR DATA
Period
Total return
Max drawdown
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No published backtest yet

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