ST Slow Rider (ADA·5m)
Officialv3SuperTrend(60,10) flips short + price<SMA288 to enter short, exit on a flip long, TP 6%/SL 2%, full position. A 5-minute regime rider (short side; parameters chosen via seven matrix rounds + a TP/SL grid + position-size sweeps). Cost basis: MEXC market 0.02%/side + slippage 0.03%/side, 1-year window; funding excluded. Official measured result: +96.1%, Sharpe 1.92, drawdown 16.1%, 167 trades, PF 1.399.
Published 2026-09-22 13:05:25#short#trend#ada
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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
- 37.13%
- Profit Factor
- 1.4
- Expectancy / trade
- $57.56
- Closed trades
- 167
Strategy performance
| Net PnL | $9,612.37 |
|---|---|
| Return | 96.12% |
| CAGR | 96.85% |
| Max drawdown | 16.15% |
| Sharpe | 1.92 |
| Profit factor | 1.40 |
| Trade freq | 0.46 |
| Win rate | 37.13% |
|---|---|
| Avg hold | 18.0h |
| Avg margin/trade | $14,049.96 |
| Initial equity | $10,000.00 |
| Total fees | $936.43 |
| Final equity | $19,612.37 |
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(10,60)·Direction crosses below 0 AND current close is less than SMA(288) |
| Exit | current Supertrend(10,60)·Direction is greater than 0 |
| Position | Order margin 10000 USDT · leverage 1× Stop-loss 2 price %Take-profit 6 price % |
The strategy logic is fully open — anyone can read the complete rules and clone them.