10Quant10Quant

ST 慢骑手 (SOL·5m)

Officialv3

SuperTrend(60,10) 翻空 + 价<SMA288 做空、翻多离场,TP8%/SL2%,0.75 仓。 5 分钟级 regime 骑手(空头,参数经七轮矩阵+TP/SL 网格+仓位扫参选定)。费用口径 MEXC 市价 0.02%/边+滑点 0.03%/边,1 年窗口;不含资金费。本官方实测:+61.3%、Sharpe 1.85、回撤 18.8%、164 笔、PF 1.372。

Published 2026-09-19 16:52:09#short#trend#sol
1
10Quant 官方官方甄选策略 · 经过 1:1 文献复现与真实成本回测验证

Backtest snapshot

R-based system performance

Closed trades only. R = net PnL ÷ initial stop risk; fees are already deducted. Drawdown uses the closed-trade R curve, not intratrade equity. SQN uses sample standard deviation.

Total R
34.97 R
Expectancy / trade
0.21 R
Closed-trade drawdown
10.94 R
SQN
1.71
Profit factor (R)
1.45
Closed trades
164

Strategy performance

Net PnL$6,129.26
Return61.29%
CAGR61.72%
Max drawdown18.78%
Sharpe1.85
Profit factor1.37
Trade freq0.45
Win rate36.59%
Avg hold18.3h
Avg margin/trade$10,730.58
Initial equity$10,000.00
Total fees$702.56
Final equity$16,129.26

Backtest parameters

Symbol / timeframeSOLUSDT · 5m
Bars105408
Window2025-09-19 ~ 2026-09-17
Leverage1×
Cost modelFee 2bp · Slippage 3bp

Spec summary

UniversebinanceSOLUSDT5mShort
Entrycurrent Supertrend(10,60)·Direction crosses below 0 AND current close is less than SMA(288)
Exitcurrent Supertrend(10,60)·Direction is greater than 0
Position

Order margin 10000 USDT · leverage 1×

Stop-loss 2 price %Take-profit 8 price %

The strategy logic is fully open — anyone can read the complete rules and clone them.