Linear perpetual (paper default)v0.3.0PAPER READY

K-BTC Smart Quant

Replace the fixed TP with a Chandelier-style ATR trailing stop (3x ATR from highest high for longs / lowest low for shorts) while keeping the initial 1.5 ATR SL. This lets winners run in strong trends and cuts losers quickly, which typically improves Sharpe by increasing average win size and smoothing returns.

4HBTCHyperliquid实验波段趋势高波动

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 · 4h

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

Period1460 days

Total return+46.12%

Max drawdown24.77%

Trades128

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

Annualized return+11.53%

Sharpe ratio0.37

Detail curve · 4h samplingK-BTC Smart QuantNormalized baseline

DATA PERIOD2022-04-27 — 2026-04-26

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 4h · 240 samples
2026-04-26T00:00:00Z · 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

2022-04-27 — 2026-04-26+46.12%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': 'squeeze-impulse-1', 'source_type': 'system', 'role': 'alpha', 'name': '窄幅后动量脉冲', 'summary': '相对波动仍受控时，用单根动量脉冲捕捉早期突破。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-squeeze-impulse', 'kind': 'trend', 'signal_definition': None, 'symbol': 'BTC/USDC', 'timeframe': '4h', 'weight': 1.0, 'parameters': {'window': 30, 'max_volatility': 0.04, 'impulse_pct': 0.015}, 'parameter_schema': [{'id': 'window', 'label': '波动窗口', 'description': '估计标准差和中枢的周期。', 'value_type': 'integer', 'default': 30, 'minimum': 5.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'max_volatility', 'label': '最大相对波动', 'description': '触发前允许的标准差/均线上限。', 'value_type': 'number', 'default': 0.04, 'minimum': 0.001, 'maximum': 1.0, 'step': 0.001, 'options': []}, {'id': 'impulse_pct', 'label': '脉冲涨跌幅', 'description': '当前 K 线触发的最小涨跌幅。', 'value_type': 'number', 'default': 0.015, 'minimum': 0.001, 'maximum': 0.5, 'step': 0.001, 'options': []}], 'origin_slug': 'k-pub-1784284561465-4w18bk', 'origin_version': '0.3.0', 'system_default': False}]}

third_party_migration{'source_platform': 'Minara', 'published_strategy_id': 'pub_1784284561465_4w18bk', 'source_url': 'https://minara.ai/zh/app/strategy/detail/pub_1784284561465_4w18bk', 'source_claims': 'self_reported', 'curve_replace_required': True}

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

K-BTC Smart Quant

Why it might work

Evidence used to compare strategies

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