ST Gated Rider (ADA·5m)
Officialv3SuperTrend(30,6) flips short + price<SMA480 (2-day regime) 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: +73.6%, Sharpe 1.64, drawdown 16.5%, 246 trades, PF 1.260.
Published 2026-09-22 13:53:54#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
- 36.59%
- Profit Factor
- 1.26
- Expectancy / trade
- $29.91
- Closed trades
- 246
Strategy performance
| Net PnL | $7,357.34 |
|---|---|
| Return | 73.57% |
| CAGR | 74.1% |
| Max drawdown | 16.46% |
| Sharpe | 1.64 |
| Profit factor | 1.26 |
| Trade freq | 0.68 |
| Win rate | 36.59% |
|---|---|
| Avg hold | 9.6h |
| Avg margin/trade | $14,546.98 |
| Initial equity | $10,000.00 |
| Total fees | $1,429.67 |
| Final equity | $17,357.34 |
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(6,30)·Direction crosses below 0 AND current close is less than SMA(480) |
| Exit | current Supertrend(6,30)·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.