Change i_tpMode from 'RR' to 'Percent' and set i_tpPct to 4.5%. The current RR-based TP creates variable targets dependent on stop distance, which in volatile regimes can set unrealistic expectations. Fixed percentage targets provide more predictable payoff structure and may better align with BTC's typical move sizes, reducing holding time and improving capital turnover for higher Sharpe.
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。
Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 4h · 240 samples
2026-07-30T23:03:24.331000Z · Public third-party claim; retain attribution and source terms.
catalog-default-v1
model-based fees · model-based slippage
Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.
Historical results do not guarantee future performance.