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 +1,34 @@
+{
+  "candidate": "phase7a_top1",
+  "note": "Phase 7a #1: profit_line=0.05, lock_profit_rate=0.26, buy_stop_profit_offset=1.04. Walk-forward score=0.505735.",
+  "train_score": 0.505735,
+  "full_year_backtest": {
+    "totalReturn": 35.39,
+    "maxDrawdown": -13.21,
+    "totalTrades": 81,
+    "winRate": 19.75,
+    "profitFactor": 2.23,
+    "sharpeRatio": 1.50,
+    "profitable_months": 8,
+    "monthlyPnL": {
+      "2025-01": 329.34,
+      "2025-02": -341.65,
+      "2025-03": 123.53,
+      "2025-04": 971.94,
+      "2025-05": 1062.13,
+      "2025-06": 405.49,
+      "2025-07": 1030.36,
+      "2025-08": 409.43,
+      "2025-09": 388.16,
+      "2025-10": 1729.12,
+      "2025-11": -75.51,
+      "2025-12": -1312.68
+    },
+    "exit_reasons": {
+      "lock_profit_stop_pct": 9.88,
+      "breakeven_stop_pct": 64.20,
+      "trailing_stop_pct": 22.22,
+      "time_stop_pct": 3.70
+    }
+  }
+}
@@ -0,0 +1,24 @@
+{
+  "strategy_lever_rate": 1.5,
+  "profit_line": 0.05,
+  "lock_profit_rate": 0.26,
+  "open_time_interval": 7,
+  "up_line_span": 504,
+  "up_line_offset": 1.8,
+  "buy_stop_profit_span": 240,
+  "buy_stop_profit_offset": 1.04,
+  "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
+}