Linear perpetual (paper default)v0.3.0PAPER READY

K-ST EMA Fade

Require volume > ta.sma(volume, 20) * 1.2 as an additional filter for longSignal (SuperTrend flip bull entries). Currently the long signal fires on any ST flip above EMA50, including low-conviction flips on thin volume that often reverse. Adding volume confirmation filters out weak flips, should increase win rate on longs and thus improve Sharpe by reducing whipsaw losses.

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 · 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

Period180 days

Total return+11.79%

Max drawdown9.62%

Trades44

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

Annualized return+23.91%

Sharpe ratio0.66

Detail curve · 1h samplingK-ST EMA FadeNormalized baseline

DATA PERIOD2025-11-23 — 2026-05-22

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 1h · 240 samples
2026-05-22T00:00:00Z · 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

2025-11-23 — 2026-05-22+11.79%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': 'supertrend-monitor-1', 'source_type': 'system', 'role': 'alpha', 'name': 'Supertrend 动量监控', 'summary': 'Supertrend 方向、MACD 动量、RSI 与 ATR 波动共同确认趋势。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-supertrend-monitor', 'kind': 'trend', 'signal_definition': None, 'symbol': 'BTC/USDC', 'timeframe': '1h', 'weight': 1.0, 'parameters': {'supertrend_period': 10, 'supertrend_multiplier': 3, 'fast_period': 12, 'slow_period': 26, 'signal_period': 9, 'rsi_period': 14, 'rsi_low': 30, 'rsi_high': 70, 'atr_period': 14, 'max_atr_pct': 0.06, 'signal_size': 0.8}, 'parameter_schema': [{'id': 'supertrend_period', 'label': 'Supertrend ATR 周期', 'description': '计算 Supertrend 的 ATR 窗口。', 'value_type': 'integer', 'default': 10, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'supertrend_multiplier', 'label': 'Supertrend 倍数', 'description': 'Supertrend 通道宽度。', 'value_type': 'number', 'default': 3, 'minimum': 0.1, 'maximum': 20.0, 'step': 0.1, 'options': []}, {'id': 'fast_period', 'label': 'MACD 快周期', 'description': 'MACD 快速 EMA 周期。', 'value_type': 'integer', 'default': 12, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'slow_period', 'label': 'MACD 慢周期', 'description': 'MACD 慢速 EMA 周期。', 'value_type': 'integer', 'default': 26, 'minimum': 3.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'signal_period', 'label': 'MACD 信号周期', 'description': 'MACD 信号线周期。', 'value_type': 'integer', 'default': 9, 'minimum': 2.0, 'maximum': 100.0, 'step': 1.0, 'options': []}, {'id': 'rsi_period', 'label': 'RSI 周期', 'description': '动量过热过滤周期。', 'value_type': 'integer', 'default': 14, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'rsi_low', 'label': 'RSI 下限', 'description': '空头信号的过冷保护。', 'value_type': 'number', 'default': 30, 'minimum': 1.0, 'maximum': 49.0, 'step': 1.0, 'options': []}, {'id': 'rsi_high', 'label': 'RSI 上限', 'description': '多头信号的过热保护。', 'value_type': 'number', 'default': 70, 'minimum': 51.0, 'maximum': 99.0, 'step': 1.0, 'options': []}, {'id': 'atr_period', 'label': '风险 ATR 周期', 'description': '风险波动过滤窗口。', 'value_type': 'integer', 'default': 14, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'max_atr_pct', 'label': '最大 ATR 比例', 'description': '高于此比例时不输出方向。', 'value_type': 'number', 'default': 0.06, 'minimum': 0.001, 'maximum': 0.5, 'step': 0.001, 'options': []}, {'id': 'signal_size', 'label': '信号强度', 'description': '通过所有条件后的目标信号。', 'value_type': 'number', 'default': 0.8, 'minimum': 0.1, 'maximum': 1.0, 'step': 0.05, 'options': []}], 'origin_slug': 'k-pub-1784265543491-nk6ua4', 'origin_version': '0.3.0', 'system_default': False}]}

third_party_migration{'source_platform': 'Minara', 'published_strategy_id': 'pub_1784265543491_nk6ua4', 'source_url': 'https://minara.ai/zh/app/strategy/detail/pub_1784265543491_nk6ua4', 'source_claims': 'self_reported', 'curve_replace_required': True}

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

K-ST EMA Fade

Why it might work

Evidence used to compare strategies

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