[ { "name": "seed270_c008_pull6", "note": "pullback=6, WF=0.423832", "totalReturn": 38.74, "maxDrawdown": -14.76, "sharpeRatio": 1.5, "n_trades": 84, "winRate": 17.857142857142858, "profitFactor": 2.1890406849283455, "avgWin": 632.3846666666667, "avgLoss": -62.80144927536232, "totalProfit": 5152.47, "exitReasons": { "time_stop": 7, "breakeven_stop": 54, "trailing_stop": 22, "lock_profit_stop": 1 }, "monthlyPnL": { "2025-01": 909.7900000000001, "2025-02": -389.07000000000005, "2025-03": -141.80999999999997, "2025-04": 1264.03, "2025-05": 1276.92, "2025-06": 379.97, "2025-07": 1031.7100000000005, "2025-08": 323.94, "2025-09": 405.23999999999995, "2025-10": 1796.3300000000002, "2025-11": -359.36, "2025-12": -1345.2199999999998 }, "params": { "strategy_lever_rate": 1.5, "profit_line": 0.08, "lock_profit_rate": 0.33, "open_time_interval": 7, "up_line_span": 720, "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": 0.63, "regime_expansion_threshold": 1.0, "regime_hysteresis_bars": 5, "entry_up_line_span_short": 48, "entry_ma_span_short": 7, "entry_pullback_bars_min": 6, "exit_max_loss_pct": 0.03, "exit_breakeven_buffer": 0.001, "exit_max_hold_bars": 720 } }, { "name": "seed270_c006_pull10", "note": "pullback=10, WF=0.429253", "totalReturn": 38.3, "maxDrawdown": -13.9, "sharpeRatio": 1.51, "n_trades": 77, "winRate": 18.181818181818183, "profitFactor": 2.242589395501348, "avgWin": 644.8485714285715, "avgLoss": -63.89920634920635, "totalProfit": 5002.2300000000005, "exitReasons": { "time_stop": 7, "breakeven_stop": 51, "trailing_stop": 18, "lock_profit_stop": 1 }, "monthlyPnL": { "2025-01": 909.7900000000001, "2025-02": -359.34999999999997, "2025-03": -142.38, "2025-04": 1269.1799999999998, "2025-05": 1340.2, "2025-06": 384.16, "2025-07": 1134.0500000000002, "2025-08": 330.46, "2025-09": -76.26, "2025-10": 1772.54, "2025-11": -219.31, "2025-12": -1340.8499999999997 }, "params": { "strategy_lever_rate": 1.5, "profit_line": 0.08, "lock_profit_rate": 0.33, "open_time_interval": 7, "up_line_span": 576, "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": 0.63, "regime_expansion_threshold": 1.0, "regime_hysteresis_bars": 5, "entry_up_line_span_short": 96, "entry_ma_span_short": 7, "entry_pullback_bars_min": 10, "exit_max_loss_pct": 0.03, "exit_breakeven_buffer": 0.001, "exit_max_hold_bars": 720 } }, { "name": "seed270_c002_pull4", "note": "pullback=4, WF=0.385782", "totalReturn": 36.08, "maxDrawdown": -14.76, "sharpeRatio": 1.4, "n_trades": 89, "winRate": 16.853932584269664, "profitFactor": 2.111636990442031, "avgWin": 626.4086666666666, "avgLoss": -60.13094594594594, "totalProfit": 4946.4400000000005, "exitReasons": { "time_stop": 7, "breakeven_stop": 58, "trailing_stop": 23, "lock_profit_stop": 1 }, "monthlyPnL": { "2025-01": 909.7900000000001, "2025-02": -389.07000000000005, "2025-03": -141.80999999999997, "2025-04": 1235.14, "2025-05": 1254.46, "2025-06": 374.47, "2025-07": 898.2699999999999, "2025-08": 317.71000000000004, "2025-09": 397.46000000000004, "2025-10": 1761.85, "2025-11": -352.46, "2025-12": -1319.3699999999997 }, "params": { "strategy_lever_rate": 1.5, "profit_line": 0.08, "lock_profit_rate": 0.33, "open_time_interval": 7, "up_line_span": 360, "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": 0.67, "regime_expansion_threshold": 1.0, "regime_hysteresis_bars": 5, "entry_up_line_span_short": 96, "entry_ma_span_short": 7, "entry_pullback_bars_min": 4, "exit_max_loss_pct": 0.03, "exit_breakeven_buffer": 0.001, "exit_max_hold_bars": 720 } }, { "name": "baseline_seed251_c915", "note": "baseline, WF=0.496414", "totalReturn": 42.78, "maxDrawdown": -13.45, "sharpeRatio": 1.63, "n_trades": 81, "winRate": 19.753086419753085, "profitFactor": 2.337172975052815, "avgWin": 603.623125, "avgLoss": -63.57430769230769, "totalProfit": 5525.64, "exitReasons": { "time_stop": 7, "breakeven_stop": 52, "trailing_stop": 21, "lock_profit_stop": 1 }, "monthlyPnL": { "2025-01": 909.7900000000001, "2025-02": -360.86, "2025-03": -142.35000000000002, "2025-04": 1269.0, "2025-05": 1320.1200000000001, "2025-06": 383.0799999999999, "2025-07": 1096.37, "2025-08": 328.32, "2025-09": 410.73, "2025-10": 1820.57, "2025-11": -124.82000000000002, "2025-12": -1384.3099999999997 }, "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 } } ]