Linear perpetual (paper default)v0.3.0PAPER READY

K-EMA200 Pullback

BTC 중기 트레이딩 전략. 4시간봉 기준. 롱 전용. 5x 레버리지. 진입 조건: - 종가 > 200EMA (강세장 확인) - 200EMA 기울기 상승 (현재 EMA > 10봉 전 EMA) - ADX(14) > 20 - RSI(14) 35~58 구간 - Stochastic(14,3,3) %K < 58 이고 %K가 %D를 상향 돌파 - 거래량 > SMA(volume, 20) * 1.0 (거래량 필터 완화 적용) 청산 조건: - 손절: ATR(14) * 1.5 (변동성 기반 — 고정 -7%보다 BTC 4시간봉에 적합) - 1차 익절: 포지션 50%를 ATR * 1.8에서 청산 - 2차 익절: 포지션 50%를 ATR * 3.0에서 청산 (손익비 2.0) - 조기 청산 없음 리스크 관리: - 레버리지 5x - 포지션 크기: 자본의 50% - 피라미딩 없음

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

Period365 days

Total return+26.08%

Max drawdown10.76%

Trades15

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

Annualized return+26.01%

Sharpe ratio1.62

Detail curve · 4h samplingK-EMA200 PullbackNormalized baseline

DATA PERIOD2025-05-10 — 2026-05-10

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 4h · 240 samples
2026-05-10T15:28:02.864000Z · 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

2025-05-10 — 2026-05-10+26.08%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': 'ema-trend-1', 'source_type': 'system', 'role': 'alpha', 'name': 'EMA 趋势方向', 'summary': '用快慢 EMA 和收盘位置输出连续多空方向。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-ema-trend', 'kind': 'trend', 'signal_definition': None, 'symbol': 'BTC/USDC', 'timeframe': '4h', 'weight': 1.0, 'parameters': {'fast_period': 20, 'slow_period': 50}, 'parameter_schema': [{'id': 'fast_period', 'label': '快速 EMA', 'description': '用于捕捉较快价格方向。', 'value_type': 'integer', 'default': 20, 'minimum': 2.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'slow_period', 'label': '慢速 EMA', 'description': '用于确认较慢市场趋势。', 'value_type': 'integer', 'default': 50, 'minimum': 3.0, 'maximum': 1000.0, 'step': 1.0, 'options': []}], 'origin_slug': 'k-pub-1784289113568-jv4mjn', 'origin_version': '0.3.0', 'system_default': False}, {'child_id': 'volume-confirmation-2', 'source_type': 'system', 'role': 'confirmation', 'name': '量价方向确认', 'summary': '只有成交量超过均量时，才按当前 K 线涨跌方向确认信号。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-volume-confirmation', 'kind': 'trend', 'signal_definition': None, 'symbol': 'BTC/USDC', 'timeframe': '4h', 'weight': 1.0, 'parameters': {'volume_period': 20, 'volume_multiplier': 1.1}, 'parameter_schema': [{'id': 'volume_period', 'label': '量能均线周期', 'description': '平均成交量观察窗口。', 'value_type': 'integer', 'default': 20, 'minimum': 2.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'volume_multiplier', 'label': '放量倍数', 'description': '当前量超过均量的倍数。', 'value_type': 'number', 'default': 1.1, 'minimum': 0.1, 'maximum': 10.0, 'step': 0.1, 'options': []}], 'origin_slug': 'k-pub-1784289113568-jv4mjn', 'origin_version': '0.3.0', 'system_default': False}]}

third_party_migration{'source_platform': 'Minara', 'published_strategy_id': 'pub_1784289113568_jv4mjn', 'source_url': 'https://minara.ai/zh/app/strategy/detail/pub_1784289113568_jv4mjn', 'source_claims': 'self_reported', 'curve_replace_required': True}

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

K-EMA200 Pullback

Why it might work

Evidence used to compare strategies

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