Linear perpetual (paper default)v0.3.0PAPER READY

K-Momentum Spark (고빈도·고거래량)

An ultra-short-term scalping strategy engineered to maximize exchange Spark reward accumulation. Operating on 5-minute candles, it captures short-lived momentum bursts and cycles in and out of positions dozens of times a day — with an average hold time of just a few minutes, generating dramatically more fills and notional volume per dollar of capital. Built for traders chasing volume-based Spark points. 거래소 Spark 리워드 적립을 극대화하기 위해 설계된 초단기 스캘핑 전략입니다. 5분봉 단위로 시장의 순간적인 모멘텀 신호를 포착해 하루에도 수십 회씩 진입·청산을 반복하며, 평균 보유 시간이 단 몇 분에 불과해 동일 자본으로도 압도적으로 많은 체결 횟수와 거래량을 쌓습니다. 거래량 기반으로 지급되는 Spark 포인트를 노리는 유저에게 최적화

BTCHyperliquid实验趋势高波动
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BTC/USDC · 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365 天
总收益+12.20%
最大回撤14.96%
交易次数1573
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+12.20%
夏普率-13.03
可交互回测图悬停、触摸或使用方向键查看每个采样点
100.077.2154.4131.628.832025-07-202025-10-192026-01-182026-04-192026-07-20
详情曲线 · 5m 采样K-Momentum Spark (고빈도·고거래량)Normalized baseline
数据区间2025-07-20 — 2026-07-20

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 5m · 240 条样本
2026-07-20T00:00:00Z · 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
  • 2025-07-20 — 2026-07-20+12.20%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。