ST Very Slow (ADA·5m)
Officialv4SuperTrend(80,10) + regime short, TP 8%/SL 2%, 0.85× 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: +58.2%, Sharpe 1.49, drawdown 14.0%, 162 trades, PF 1.306.
Published 2026-09-22 13:16:42#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
- 35.8%
- Profit Factor
- 1.31
- Expectancy / trade
- $35.91
- 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.