Linear perpetual (paper default)v0.3.0PAPER READY

K-Judas Swing ICT

Implements the ICT Judas Swing concept by identifying Asia session liquidity sweeps, confirming a Market Structure Shift (MSS) via pivot highs/lows, and entering on a Fair Value Gap (FVG) retracement during the London Kill Zone (07:00–10:00 UTC). Stops are placed beyond the sweep high/low and targets the opposite Asia session extreme. 아시아 세션의 유동성 스윕을 파악하고, 피벗 고점/저점을 통해 시장 구조 변화(MSS)를 확인한 뒤, 런던 킬 존(UTC 기준 07:00–10:00) 동안 공정가치 갭(FVG) 되돌림 구간에서 진입함으로써 ICT 유다 스윙 전략을 구현합니다. 손절매는 스윕 고점/저점 너머에 설정하며, 목표가는 아시아 세션의 반대쪽 극단값으로 설정합니다.

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托管准备中 导出本地运行托管可行性待评估;只有已发布的 Local 能生成运行配置
策略类别K 策略迁移研究
市场 / 周期xyz:BRENTOIL · 5m
默认风险HIGH
当前运行local
策略假设

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

用于策略比较的历史证据

自行报告
回测区间94 天
总收益+0.43%
最大回撤2.37%
交易次数33
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+0.87%
夏普率-0.37
可交互回测图悬停、触摸或使用方向键查看每个采样点
100.099.3798.7398.1097.472026-04-152026-05-092026-06-012026-06-252026-07-19
详情曲线 · 5m 采样K-Judas Swing ICTNormalized baseline
数据区间2026-04-15 — 2026-07-19

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 5m · 240 条样本
2026-07-19T14:59:59Z · 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
  • 2026-04-15 — 2026-07-19+0.43%Minara public Marketplace API (third-party, pending QuantElse replay)

历史结果不代表未来表现,推荐仍需结合风险、假设与停止条件。