25日高点突破 (XLM)
Officialv325日高点突破 (XLM)(存量官方策略,MEXC 成本口径刷新):本官方实测(MEXC 市价费率 0.02%/边+滑点 0.03%/边·3 年):+273.6%、Sharpe 0.98、回撤 31.6%、13 笔、PF 4.575。
Published 2026-09-22 13:42:58#breakout#xlmusdt
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10Quant官方甄选策略 · 经过 1:1 文献复现与真实成本回测验证
Backtest snapshot
R-based system performance
- Win Rate
- 23.08%
- Profit Factor
- 4.58
- Expectancy / trade
- $2,104.60
- Closed trades
- 13
Strategy performance
| Net PnL | $27,359.76 |
|---|---|
| Return | 273.6% |
| CAGR | 55.29% |
| Max drawdown | 31.55% |
| Sharpe | 0.98 |
| Profit factor | 4.58 |
| Trade freq | 0.01 |
| Win rate | 23.08% |
|---|---|
| Avg hold | 11.4d |
| Avg margin/trade | $10,003.00 |
| Initial equity | $10,000.00 |
| Total fees | $57.50 |
| Final equity | $37,359.76 |
Backtest parameters
| Symbol / timeframe | XLMUSDT · 1d |
|---|---|
| Bars | 1120 |
| Window | 2023-09-20 ~ 2026-09-17 |
| Leverage | 1× |
| Cost model | Fee 2bp · Slippage 3bp |
Spec summary
| Universe | binanceXLMUSDT1dLong |
|---|---|
| Entry | current close crosses above Donchian Channel(26)·Upper (prior bars) |
| Exit | current close crosses below Donchian Channel(26)·Middle |
| Position | Order margin 10000 USDT · leverage 1× Stop-loss Not set |
The strategy logic is fully open — anyone can read the complete rules and clone them.