Linear perpetual (paper default)v0.3.0PAPER READY

K-ENA Adaptive Volatility Counter-Trend Strategy

A counter-trend, volatility-adaptive strategy on ENA perpetuals. It identifies short-term momentum reversal signals and enters against extended overbought/oversold moves, while dynamically scaling position size to prevailing volatility to manage risk. Each entry carries a fixed protective stop, and the strategy operates on a 15-minute timeframe with multiple rotations per day a mid-to-high frequency swing style.

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 / timeframeENA/USDC · 15m
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
Period183 days
Total return-60.06%
Max drawdown67.26%
Trades60
Risk-adjusted metricsOnly fields included in this published result are shown.
Annualized return-121.12%
Sharpe ratio1.98
Interactive backtestHover or use the arrow keys to inspect each sample
220.7187.2153.7120.286.652026-01-172026-03-042026-04-192026-06-042026-07-20
Detail curve · 15m samplingK-ENA Adaptive Volatility Counter-Trend StrategyNormalized baseline
DATA PERIOD2026-01-17 — 2026-07-20

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 15m · 240 samples
2025-07-01T00:00:00Z · 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
  • 2026-01-17 — 2026-07-20-60.06%Minara public Marketplace API (third-party, pending QuantElse replay)

Historical results do not guarantee future performance.