Add freqtrade quant strategies and deploy docs

2026-08-23 04:11:24 +00:00
parent 09ecdbb654
commit 523483f26d
73 changed files with 10346 additions and 0 deletions
@@ -0,0 +1,58 @@
+{
+  "candidate": "seed251_candidate_915",
+  "note": "Phase 7 deep search rescued best. Walk-forward score 0.485463, full-year backtest +42.78%.",
+  "train_score": 0.485463,
+  "full_year_backtest": {
+    "totalReturn": 42.78,
+    "maxDrawdown": -13.45,
+    "totalTrades": 81,
+    "winRate": 19.75,
+    "profitFactor": 2.34,
+    "sharpeRatio": 1.63,
+    "profitable_months": 8,
+    "monthlyPnL": {
+      "2025-01": 909.79,
+      "2025-02": -360.86,
+      "2025-03": -142.35,
+      "2025-04": 1269.0,
+      "2025-05": 1320.12,
+      "2025-06": 383.08,
+      "2025-07": 1096.37,
+      "2025-08": 328.32,
+      "2025-09": 410.73,
+      "2025-10": 1820.57,
+      "2025-11": -124.82,
+      "2025-12": -1384.31
+    },
+    "exit_reasons": {
+      "time_stop": 8.64,
+      "breakeven_stop": 64.20,
+      "trailing_stop": 25.93,
+      "lock_profit_stop": 1.23
+    }
+  },
+  "params": {
+    "strategy_lever_rate": 1.5,
+    "profit_line": 0.08,
+    "lock_profit_rate": 0.33,
+    "open_time_interval": 7,
+    "up_line_span": 504,
+    "up_line_offset": 1.8,
+    "buy_stop_profit_span": 240,
+    "buy_stop_profit_offset": 0.96,
+    "ma_span_long": 1,
+    "regime_slope_lookback": 48,
+    "regime_slope_threshold": 0.008,
+    "regime_displace_threshold": 0.14,
+    "regime_vol_ema_span": 24,
+    "regime_compression_threshold": 0.59,
+    "regime_expansion_threshold": 1.0,
+    "regime_hysteresis_bars": 5,
+    "entry_up_line_span_short": 60,
+    "entry_ma_span_short": 7,
+    "entry_pullback_bars_min": 8,
+    "exit_max_loss_pct": 0.03,
+    "exit_breakeven_buffer": 0.001,
+    "exit_max_hold_bars": 720
+  }
+}
@@ -0,0 +1,24 @@
+{
+  "strategy_lever_rate": 1.5,
+  "profit_line": 0.08,
+  "lock_profit_rate": 0.33,
+  "open_time_interval": 7,
+  "up_line_span": 504,
+  "up_line_offset": 1.8,
+  "buy_stop_profit_span": 240,
+  "buy_stop_profit_offset": 0.96,
+  "ma_span_long": 1,
+  "regime_slope_lookback": 48,
+  "regime_slope_threshold": 0.008,
+  "regime_displace_threshold": 0.14,
+  "regime_vol_ema_span": 24,
+  "regime_compression_threshold": 0.59,
+  "regime_expansion_threshold": 1.0,
+  "regime_hysteresis_bars": 5,
+  "entry_up_line_span_short": 60,
+  "entry_ma_span_short": 7,
+  "entry_pullback_bars_min": 8,
+  "exit_max_loss_pct": 0.03,
+  "exit_breakeven_buffer": 0.001,
+  "exit_max_hold_bars": 720
+}