Linear perpetual (paper default)v0.3.0PAPER READY

K-Volatility Breakout

Remove use_trail logic and instead implement a fixed take-profit at 2x the ATR risk distance (entry ± atrVal * sl_multiplier * 2). Current trailing starts at 3% with 1% offset, which may be too tight and gets stopped out during normal ETH volatility before larger moves develop. Fixed 2R targets enforce disciplined reward-to-risk and prevent giving back profits, improving consistency of returns for Sharpe.

Hyperliquid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 / timeframeBNB/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+24.12%
Max drawdown13.34%
Trades44
Risk-adjusted metricsOnly fields included in this published result are shown.
Annualized return+48.64%
Sharpe ratio1.21
Interactive backtestHover or use the arrow keys to inspect each sample
125.1118.4111.7105.098.322026-01-162026-03-022026-04-162026-05-312026-07-15
Detail curve · 1h samplingK-Volatility BreakoutNormalized baseline
DATA PERIOD2026-01-16 — 2026-07-15

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 1h · 240 samples
2026-07-15T13:43:00.561000Z · 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
  • 2026-01-16 — 2026-07-15+24.12%Minara public Marketplace API (third-party, pending QuantElse replay)

Historical results do not guarantee future performance.