Linear perpetual (paper default)v0.3.0PAPER READY

K-vorg | eth only 3% risk

Trend-following system that enters only on fresh multi-day price extremes (excluding the signal bar itself), filtered to trade only with the prevailing long-term trend direction. Position size is set from a fixed fraction of equity divided by a volatility-based stop distance, equalizing risk per trade across regimes. Exits use a wide initial volatility stop plus a ratcheting volatility trailing stop computed from closes only (re-evaluated and re-issued every completed bar, never loosens), a maximum holding-period exit measured from the actual fill bar, and no fixed profit target so winners can

4HETHHyperliquid实验波段趋势高波动
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ETH/USDC · 4h
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1663 天
总收益+187.57%
最大回撤26.60%
交易次数147
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+41.14%
夏普率0.97
可交互回测图悬停、触摸或使用方向键查看每个采样点
296.4247.3198.2149.1100.02021-12-312023-02-202024-04-112025-06-012026-07-22
详情曲线 · 4h 采样K-vorg | eth only 3% riskNormalized baseline
数据区间2021-12-31 — 2026-07-22

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 4h · 240 条样本
2026-07-22T15:59:59Z · 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
  • 2021-12-31 — 2026-07-22+187.57%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。