ST Very Slow (SOL·5m)
Officialv3SuperTrend(80,10) + regime short, TP 8%/SL 2%, 0.8× 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: +68.0%, Sharpe 1.83, drawdown 19.1%, 164 trades, PF 1.383.
Published 2026-09-22 13:51:23#short#trend#sol
1
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
- 37.2%
- Profit Factor
- 1.38
- Expectancy / trade
- $41.49
- Closed trades
- 164
Strategy performance
| Net PnL | $6,804.28 |
|---|---|
| Return | 68.04% |
| CAGR | 68.52% |
| Max drawdown | 19.1% |
| Sharpe | 1.83 |
| Profit factor | 1.38 |
| Trade freq | 0.45 |
| Win rate | 37.2% |
|---|---|
| Avg hold | 19.8h |
| Avg margin/trade | $11,672.90 |
| Initial equity | $10,000.00 |
| Total fees | $764.23 |
| Final equity | $16,804.28 |
Backtest parameters
| Symbol / timeframe | SOLUSDT · 5m |
|---|---|
| Bars | 105408 |
| Window | 2025-09-19 ~ 2026-09-17 |
| Leverage | 1× |
| Cost model | Fee 2bp · Slippage 3bp |
Spec summary
| Universe | binanceSOLUSDT5mShort |
|---|---|
| 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.