Linear perpetual (paper default)v0.3.0PAPER READY

K-AI-Scored Adaptive SuperTrend BTC

This strategy combines a volatility-adaptive SuperTrend indicator with a multi-factor AI scoring engine on BTC 4-hour charts. The SuperTrend's ATR multiplier dynamically adjusts based on a regime detection system that classifies the market as trending, ranging, or volatile using ADX readings and ATR ratios against their moving average. Entry signals require a composite score (default threshold 65) derived from trend alignment via a 50-period EMA, volume confirmation against a 20-period moving average, and regime strength. Longs trigger when price crosses above the adaptive SuperTrend band with

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+55.49%

Max drawdown15.52%

Trades26

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

Annualized return+55.49%

Sharpe ratio1.64

Detail curve · 4h samplingK-AI-Scored Adaptive SuperTrend BTCNormalized baseline

DATA PERIOD2025-07-20 — 2026-07-20

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 4h · 240 samples
2026-07-20T02:04:07.592000Z · 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

2025-07-20 — 2026-07-20+55.49%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': 'supertrend-monitor-1', 'source_type': 'system', 'role': 'alpha', 'name': 'Supertrend 动量监控', 'summary': 'Supertrend 方向、MACD 动量、RSI 与 ATR 波动共同确认趋势。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-supertrend-monitor', 'kind': 'trend', 'signal_definition': None, 'symbol': 'BTC/USDC', 'timeframe': '4h', 'weight': 1.0, 'parameters': {'supertrend_period': 10, 'supertrend_multiplier': 3, 'fast_period': 12, 'slow_period': 26, 'signal_period': 9, 'rsi_period': 14, 'rsi_low': 30, 'rsi_high': 70, 'atr_period': 14, 'max_atr_pct': 0.06, 'signal_size': 0.8}, 'parameter_schema': [{'id': 'supertrend_period', 'label': 'Supertrend ATR 周期', 'description': '计算 Supertrend 的 ATR 窗口。', 'value_type': 'integer', 'default': 10, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'supertrend_multiplier', 'label': 'Supertrend 倍数', 'description': 'Supertrend 通道宽度。', 'value_type': 'number', 'default': 3, 'minimum': 0.1, 'maximum': 20.0, 'step': 0.1, 'options': []}, {'id': 'fast_period', 'label': 'MACD 快周期', 'description': 'MACD 快速 EMA 周期。', 'value_type': 'integer', 'default': 12, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'slow_period', 'label': 'MACD 慢周期', 'description': 'MACD 慢速 EMA 周期。', 'value_type': 'integer', 'default': 26, 'minimum': 3.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'signal_period', 'label': 'MACD 信号周期', 'description': 'MACD 信号线周期。', 'value_type': 'integer', 'default': 9, 'minimum': 2.0, 'maximum': 100.0, 'step': 1.0, 'options': []}, {'id': 'rsi_period', 'label': 'RSI 周期', 'description': '动量过热过滤周期。', 'value_type': 'integer', 'default': 14, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'rsi_low', 'label': 'RSI 下限', 'description': '空头信号的过冷保护。', 'value_type': 'number', 'default': 30, 'minimum': 1.0, 'maximum': 49.0, 'step': 1.0, 'options': []}, {'id': 'rsi_high', 'label': 'RSI 上限', 'description': '多头信号的过热保护。', 'value_type': 'number', 'default': 70, 'minimum': 51.0, 'maximum': 99.0, 'step': 1.0, 'options': []}, {'id': 'atr_period', 'label': '风险 ATR 周期', 'description': '风险波动过滤窗口。', 'value_type': 'integer', 'default': 14, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'max_atr_pct', 'label': '最大 ATR 比例', 'description': '高于此比例时不输出方向。', 'value_type': 'number', 'default': 0.06, 'minimum': 0.001, 'maximum': 0.5, 'step': 0.001, 'options': []}, {'id': 'signal_size', 'label': '信号强度', 'description': '通过所有条件后的目标信号。', 'value_type': 'number', 'default': 0.8, 'minimum': 0.1, 'maximum': 1.0, 'step': 0.05, 'options': []}], 'origin_slug': 'k-pub-1784542074169-wu7p6n', 'origin_version': '0.3.0', 'system_default': False}]}

third_party_migration{'source_platform': 'Minara', 'published_strategy_id': 'pub_1784542074169_wu7p6n', 'source_url': 'https://minara.ai/zh/app/strategy/detail/pub_1784542074169_wu7p6n', 'source_claims': 'self_reported', 'curve_replace_required': True}

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

K-AI-Scored Adaptive SuperTrend BTC

Why it might work

Evidence used to compare strategies

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