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
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 / timeframeETH/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
Period1663 days
Total return+187.57%
Max drawdown26.60%
Trades147
Risk-adjusted metricsOnly fields included in this published result are shown.
Annualized return+41.14%
Sharpe ratio0.97
Interactive backtestHover or use the arrow keys to inspect each sample
296.4247.3198.2149.1100.02021-12-312023-02-202024-04-112025-06-012026-07-22
Detail curve · 4h samplingK-vorg | eth only 3% riskNormalized baseline
DATA PERIOD2021-12-31 — 2026-07-22

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

Historical results do not guarantee future performance.