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 +1,38 @@
+{
+  "label": "offset=1.7 lever=1.0",
+  "seed": 292,
+  "candidate": "candidate_291",
+  "trainScore": 0.514159,
+  "totalReturn": 45.0,
+  "maxDrawdown": -13.2,
+  "totalTrades": 81,
+  "winRate": 19.75,
+  "profitFactor": 2.44,
+  "sharpeRatio": 1.72,
+  "annualReturn": 45.0,
+  "totalProfit": 4499.8,
+  "totalCommission": 2489.18,
+  "nWins": 16,
+  "nLosses": 65,
+  "monthlyPnL": {
+    "2025-01": 856.76,
+    "2025-02": -453.18,
+    "2025-03": -166.95,
+    "2025-04": 1230.85,
+    "2025-05": 1270.52,
+    "2025-06": 261.76,
+    "2025-07": 914.5,
+    "2025-08": 246.56,
+    "2025-09": 539.75,
+    "2025-10": 1583.43,
+    "2025-11": -177.88,
+    "2025-12": -1606.32
+  },
+  "exitReasons": {
+    "unknown": 81,
+    "time_stop": 7,
+    "breakeven_stop": 52,
+    "trailing_stop": 21,
+    "lock_profit_stop": 1
+  }
+}
@@ -0,0 +1,24 @@
+{
+  "profit_line": 0.08,
+  "lock_profit_rate": 0.33,
+  "open_time_interval": 7,
+  "up_line_span": 504,
+  "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,
+  "strategy_lever_rate": 1.0,
+  "up_line_offset": 1.7,
+  "buy_stop_profit_span": 240
+}