网格 · Crypto Perpetual (Paper default)Paper 可用
BTC 低波动区间网格
依据滚动价格中枢和区间带宽生成反向调仓信号，并用异常波动门限限制追单。
BTC震荡低频网格
证据状态已发布证据
Linear perpetual (paper default)v0.3.0PAPER READY
K-Volatility Breakout: ETH
Increase equity_pct from 50.0 to 80.0 to deploy more capital per trade. With a strong Sharpe ratio of 2.780 and controlled maxDD of 14.86%, the strategy demonstrates robust risk-adjusted returns that can support higher position sizing. Greater capital utilization per valid signal should directly scale absolute netPnl without significantly compromising the risk profile.
4HETHHyperliquid实验波段趋势高波动
策略类别K 策略迁移研究
市场 / 周期ETH/USDC · 4h
默认风险HIGH
当前运行local
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
自行报告用于策略比较的历史证据
回测区间365 天
总收益+207.75%
最大回撤23.20%
交易次数51
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+207.75%
夏普率2.57
数据区间2025-07-17 — 2026-07-17
Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 4h · 240 条样本
2026-07-17T10:00:28.080000Z · 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
- 2025-07-17 — 2026-07-17+207.75%Minara public Marketplace API (third-party, pending QuantElse replay)