Linear perpetual (paper default)v0.3.0PAPER READY

K-Trend Rider: BTC

Change atrSlMult from 2.0 to 1.5 to tighten stop losses. This should reduce large losing trades and improve risk-adjusted returns by cutting losses faster, which typically increases Sharpe ratio even if it slightly lowers win rate.

BTCHyperliquid低频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 · 1d
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
Period364 days
Total return+41.79%
Max drawdown20.55%
Trades10
Risk-adjusted metricsOnly fields included in this published result are shown.
Annualized return+41.79%
Sharpe ratio1.13
Interactive backtestHover or use the arrow keys to inspect each sample
138.9124.9110.996.8782.872025-07-172025-10-162026-01-152026-04-162026-07-16
Detail curve · 1d samplingK-Trend Rider: BTCNormalized baseline
DATA PERIOD2025-07-17 — 2026-07-16

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 1d · 240 samples
2026-07-17T00:00:00Z · 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
  • 2025-07-17 — 2026-07-16+41.79%Minara public Marketplace API (third-party, pending QuantElse replay)

Historical results do not guarantee future performance.