Linear perpetual (paper default)v0.3.0PAPER READY

K-ETH 4h 双均线交叉策略

This strategy trades ETH on the 4-hour timeframe using a classic dual Simple Moving Average crossover system. A 14-period SMA and a 28-period SMA are computed on the close price. When the fast SMA (14) crosses above the slow SMA (28), a long entry is triggered. When the fast SMA crosses below the slow SMA, a short entry is triggered, effectively reversing the position. There are no explicit stop-loss or take-profit orders — exits occur only when the opposing crossover signal fires, making this a always-in-market reversal strategy. It performs best in trending or momentum-driven ETH markets whe

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365 天
总收益+17.71%
最大回撤13.04%
交易次数86
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+17.71%
夏普率0.92
可交互回测图悬停、触摸或使用方向键查看每个采样点
127.0119.8112.5105.297.962025-07-232025-10-222026-01-212026-04-222026-07-23
详情曲线 · 4h 采样K-ETH 4h 双均线交叉策略Normalized baseline
数据区间2025-07-23 — 2026-07-23

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 4h · 240 条样本
2026-07-23T09:40:49.397000Z · 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
  • 2025-07-23 — 2026-07-23+17.71%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。