Crypto Perpetual (Paper default)v0.3.0PAPER READY

PEPE 放量突破

只在通道突破、成交量扩张和异常波动过滤同时通过时跟随 PEPE。

趋势高波动实验

Hosted coming soon ↗Export for local runtimeHosted feasibility is under review; only released Local support produces a runtime configuration

Strategy categoryMeme 量价

Market / timeframePEPE/USDT · 1h

Default riskHIGH

Current runtimeslocal

Strategy thesis

Why it might work

PEPE 只作为超大 Meme 单品策略保留，普通小币不再逐币铺设。

Key risks

Meme 事件波动可能穿透历史止损假设
成交量尖峰可能快速衰减

Stop / invalidation conditions

突破后重返 Donchian 通道
ATR 否决连续触发

Published backtest

Evidence used to compare strategies

WAITING FOR DATA

Period—

Total return—

Max drawdown—

Trades—

No published backtest yet

QuantElse runs the catalog default parameters ahead of time, verifies the strategy, framework, dataset, and cost assumptions, then publishes the result here. Visitors do not rerun the calculation in the browser.

Only version-matched, source-labeled results are shown.

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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}

composition{'schema_version': 1, 'combination_mode': 'quorum', 'signal_threshold': 0.05, 'quorum_ratio': 0.5, 'deadband': 0.05, 'children': [{'child_id': 'donchian-breakout-1', 'source_type': 'system', 'role': 'alpha', 'name': 'Donchian 放量突破', 'summary': '价格创窗口新高/新低且成交量扩张时跟随突破。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-donchian-breakout', 'kind': 'trend', 'signal_definition': None, 'symbol': 'PEPE/USDT', 'timeframe': '1h', 'weight': 1.0, 'parameters': {'lookback': 36, 'volume_period': 30, 'volume_multiplier': 1.35}, 'parameter_schema': [{'id': 'lookback', 'label': '突破窗口', 'description': 'Donchian 高低点窗口。', 'value_type': 'integer', 'default': 20, 'minimum': 5.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'volume_period', 'label': '量能均线周期', 'description': '平均成交量观察窗口。', 'value_type': 'integer', 'default': 20, 'minimum': 2.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'volume_multiplier', 'label': '放量倍数', 'description': '当前量超过均量的倍数。', 'value_type': 'number', 'default': 1.1, 'minimum': 0.1, 'maximum': 10.0, 'step': 0.1, 'options': []}], 'origin_slug': 'pepe-volume-breakout', 'origin_version': '0.3.0', 'system_default': False}, {'child_id': 'vwma-trend-2', 'source_type': 'system', 'role': 'confirmation', 'name': 'VWMA 量价趋势', 'summary': '使用成交量加权均线区分多空趋势，减少无量波动影响。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-vwma-trend', 'kind': 'trend', 'signal_definition': None, 'symbol': 'PEPE/USDT', 'timeframe': '1h', 'weight': 1.0, 'parameters': {'fast_period': 20, 'slow_period': 50}, 'parameter_schema': [{'id': 'fast_period', 'label': '快速 EMA', 'description': '用于捕捉较快价格方向。', 'value_type': 'integer', 'default': 20, 'minimum': 2.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'slow_period', 'label': '慢速 EMA', 'description': '用于确认较慢市场趋势。', 'value_type': 'integer', 'default': 50, 'minimum': 3.0, 'maximum': 1000.0, 'step': 1.0, 'options': []}], 'origin_slug': 'pepe-volume-breakout', 'origin_version': '0.3.0', 'system_default': False}, {'child_id': 'volatility-veto-3', 'source_type': 'system', 'role': 'veto', 'name': '异常波动否决', 'summary': 'ATR 占价格比例过高时输出否决，令母策略暂时归零。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-volatility-veto', 'kind': 'trend', 'signal_definition': None, 'symbol': 'PEPE/USDT', 'timeframe': '1h', 'weight': 1.0, 'parameters': {'atr_period': 20, 'max_atr_pct': 0.1}, 'parameter_schema': [{'id': 'atr_period', 'label': 'ATR 周期', 'description': '波动率观察窗口。', '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': '超过此比例时否决交易。', 'value_type': 'number', 'default': 0.06, 'minimum': 0.001, 'maximum': 0.5, 'step': 0.001, 'options': []}], 'origin_slug': 'pepe-volume-breakout', 'origin_version': '0.3.0', 'system_default': False}]}

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

PEPE 放量突破

Why it might work

Evidence used to compare strategies

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