25日高点突破 (XLM)
Officialv1QuantifiedStrategies: close上破前25根最高close做多,跌回出场. 源(12h TRX +2481%; BTC +552%,PF1.57; 本卡用1d) | 我方: 2024-07-01→2026-06-02, 现实成本(6bp费+5bp滑) CAGR 299.7% 总收益/702根K线, 8笔, 胜率25.0%, 最大回撤31.1%
Published 2026-08-30 00:22:47#breakout#xlmusdt
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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
Strategy performance
| Net PnL | $29,973.99 |
|---|---|
| Return | 299.74% |
| CAGR | 105.75% |
| Max drawdown | 31.05% |
| Sharpe | 1.32 |
| Profit factor | 6.13 |
| Trade freq (/day) | 0.01 |
| Win rate | 25% |
|---|---|
| Avg hold | 14.9d |
| Avg margin/trade | $10,005.00 |
| Initial equity | $10,000.00 |
| Total fees | $113.55 |
| Final equity | $39,973.99 |
Backtest parameters
| Symbol / timeframe | XLMUSDT · 1d |
|---|---|
| Bars | 728 |
| Window | 2024-07-01 ~ 2026-06-02 |
| Leverage | 1× |
| Cost model | Fee 6bp · Slippage 5bp |
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.