ST Mid Rider (XRP·5m)
Officialv3SuperTrend(50,9) + 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: +48.3%, Sharpe 1.48, drawdown 17.1%, 181 trades, PF 1.309.
Published 2026-09-22 12:59:48#short#trend#xrp
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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
- 39.78%
- Profit Factor
- 1.31
- Expectancy / trade
- $26.66
- Closed trades
- 181
Strategy performance
| Net PnL | $4,825.11 |
|---|---|
| Return | 48.25% |
| CAGR | 48.57% |
| Max drawdown | 17.11% |
| Sharpe | 1.48 |
| Profit factor | 1.31 |
| Trade freq | 0.50 |
| Win rate | 39.78% |
|---|---|
| Avg hold | 17.4h |
| Avg margin/trade | $10,951.27 |
| Initial equity | $10,000.00 |
| Total fees | $791.75 |
| Final equity | $14,825.11 |
Backtest parameters
| Symbol / timeframe | XRPUSDT · 5m |
|---|---|
| Bars | 105408 |
| Window | 2025-09-19 ~ 2026-09-17 |
| Leverage | 1× |
| Cost model | Fee 2bp · Slippage 3bp |
Spec summary
| Universe | binanceXRPUSDT5mShort |
|---|---|
| Entry | current Supertrend(9,50)·Direction crosses below 0 AND current close is less than SMA(288) |
| Exit | current Supertrend(9,50)·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.