ST 极慢 (ADA·5m)

Officialv3

SuperTrend(80,10) + regime 空头,TP8%/SL2%,0.85 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:+58.2%、Sharpe 1.49、回撤 14.0%、162 笔、PF 1.306。

Published 2026-09-19 16:53:23#short#trend#ada

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: 30.75 R
Expectancy / trade: 0.19 R
Closed-trade drawdown: 6.8 R
SQN: 1.44
Profit factor (R): 1.35
Closed trades: 162

Strategy performance

Net PnL	$5,816.97
Return	58.17%
CAGR	58.57%
Max drawdown	14.05%
Sharpe	1.49
Profit factor	1.31
Trade freq	0.45

Win rate	35.8%
Avg hold	19.0h
Avg margin/trade	$10,950.22
Initial equity	$10,000.00
Total fees	$708.27
Final equity	$15,816.97

Backtest parameters

Symbol / timeframe	ADAUSDT · 5m
Bars	105408
Window	2025-09-19 ~ 2026-09-17
Leverage	1×
Cost model	Fee 2bp · Slippage 3bp

Spec summary

Universe	binanceADAUSDT5mShort
Entry	current Supertrend(10,80)·Direction crosses below 0 AND current close is less than SMA(288)
Exit	current Supertrend(10,80)·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.