157 lines
4.0 KiB
JSON
157 lines
4.0 KiB
JSON
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[
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{
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"name": "baseline_seed251",
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"note": "baseline, WF=0.496",
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"totalReturn": 42.78,
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"maxDrawdown": -13.45,
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"sharpeRatio": 1.63,
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"n_trades": 81,
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"winRate": 19.753086419753085,
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"profitFactor": 2.337172975052815,
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"totalProfit": 5525.64,
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"exitReasons": {
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"time_stop": 7,
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"breakeven_stop": 52,
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"trailing_stop": 21,
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"lock_profit_stop": 1
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},
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"monthlyPnL": {
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"2025-01": 909.7900000000001,
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"2025-02": -360.86,
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"2025-03": -142.35000000000002,
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"2025-04": 1269.0,
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"2025-05": 1320.1200000000001,
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"2025-06": 383.0799999999999,
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"2025-07": 1096.37,
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"2025-08": 328.32,
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"2025-09": 410.73,
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"2025-10": 1820.57,
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"2025-11": -124.82000000000002,
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"2025-12": -1384.3099999999997
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}
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},
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{
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"name": "seed280_c099_lever10",
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"note": "lever=1.0 offset=1.04, WF=0.514",
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"totalReturn": 45.0,
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"maxDrawdown": -13.2,
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"sharpeRatio": 1.72,
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"n_trades": 81,
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"winRate": 19.753086419753085,
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"profitFactor": 2.4429414973442163,
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"totalProfit": 5740.18,
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"exitReasons": {
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"time_stop": 7,
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"breakeven_stop": 52,
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"trailing_stop": 21,
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"lock_profit_stop": 1
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},
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"monthlyPnL": {
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"2025-01": 893.02,
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"2025-02": -341.65000000000003,
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"2025-03": -104.16,
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"2025-04": 1299.1,
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"2025-05": 1372.5300000000002,
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"2025-06": 383.47,
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"2025-07": 1110.5400000000002,
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"2025-08": 331.88,
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"2025-09": 415.17,
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"2025-10": 1866.09,
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"2025-11": -80.88,
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"2025-12": -1404.93
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}
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},
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{
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"name": "seed280_c141_lever125",
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"note": "lever=1.25 offset=1.04, WF=0.509",
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"totalReturn": 44.28,
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"maxDrawdown": -13.21,
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"sharpeRatio": 1.69,
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"n_trades": 81,
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"winRate": 19.753086419753085,
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"profitFactor": 2.4070124482356117,
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"totalProfit": 5677.45,
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"exitReasons": {
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"time_stop": 7,
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"breakeven_stop": 52,
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"trailing_stop": 21,
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"lock_profit_stop": 1
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},
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"monthlyPnL": {
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"2025-01": 909.7900000000001,
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"2025-02": -355.08000000000004,
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"2025-03": -123.31,
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"2025-04": 1285.3,
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"2025-05": 1367.8300000000002,
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"2025-06": 385.95,
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"2025-07": 1107.0800000000002,
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"2025-08": 330.8299999999999,
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"2025-09": 413.87,
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"2025-10": 1834.5200000000002,
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"2025-11": -80.48000000000002,
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"2025-12": -1398.85
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}
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},
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{
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"name": "seed280_c011_lever15",
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"note": "lever=1.5 offset=1.04, WF=0.507",
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"totalReturn": 43.71,
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"maxDrawdown": -13.21,
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"sharpeRatio": 1.67,
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"n_trades": 81,
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"winRate": 19.753086419753085,
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"profitFactor": 2.386292189684377,
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"totalProfit": 5622.51,
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"exitReasons": {
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"time_stop": 7,
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"breakeven_stop": 52,
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"trailing_stop": 21,
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"lock_profit_stop": 1
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},
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"monthlyPnL": {
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"2025-01": 909.7900000000001,
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"2025-02": -360.86,
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"2025-03": -142.35000000000002,
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"2025-04": 1270.83,
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"2025-05": 1362.43,
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"2025-06": 384.42999999999995,
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"2025-07": 1102.69,
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"2025-08": 329.53000000000003,
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"2025-09": 412.24,
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"2025-10": 1827.27,
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"2025-11": -80.16,
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"2025-12": -1393.3300000000002
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}
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},
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{
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"name": "seed280_c023_lever20",
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"note": "lever=2.0 offset=1.04, WF=0.505",
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"totalReturn": 43.22,
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"maxDrawdown": -13.32,
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"sharpeRatio": 1.65,
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"n_trades": 81,
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"winRate": 19.753086419753085,
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"profitFactor": 2.368592756970918,
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"totalProfit": 5575.25,
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"exitReasons": {
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"time_stop": 7,
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"breakeven_stop": 52,
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"trailing_stop": 21,
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"lock_profit_stop": 1
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},
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"monthlyPnL": {
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"2025-01": 909.7900000000001,
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"2025-02": -360.86,
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"2025-03": -168.39999999999998,
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"2025-04": 1263.01,
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"2025-05": 1357.8100000000002,
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"2025-06": 383.12,
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"2025-07": 1098.9599999999996,
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"2025-08": 328.41,
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"2025-09": 410.84000000000003,
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"2025-10": 1821.07,
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"2025-11": -79.9,
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"2025-12": -1388.6
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}
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}
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]
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