Files
wiki/quant/quantdinger/best_params/phase7a_top3_full_year.json

176 lines
4.9 KiB
JSON

[
{
"name": "phase7a_top1",
"score": 0.505735,
"totalReturn": 35.39,
"annualReturn": 35.39,
"maxDrawdown": -13.21,
"sharpeRatio": 1.5,
"n_trades": 81,
"winRate": 19.753086419753085,
"profitFactor": 2.233021224122976,
"avgWin": 534.21125,
"avgLoss": -58.888000000000005,
"totalProfit": 4719.66,
"exitReasons": {
"lock_profit_stop": 8,
"breakeven_stop": 52,
"trailing_stop": 18,
"time_stop": 3
},
"monthlyPnL": {
"2025-01": 329.34000000000003,
"2025-02": -341.65,
"2025-03": 123.53000000000003,
"2025-04": 971.94,
"2025-05": 1062.13,
"2025-06": 405.49,
"2025-07": 1030.36,
"2025-08": 409.42999999999995,
"2025-09": 388.15999999999997,
"2025-10": 1729.12,
"2025-11": -75.50999999999999,
"2025-12": -1312.6799999999998
},
"params": {
"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
}
},
{
"name": "phase7a_top2",
"score": 0.499407,
"totalReturn": 34.75,
"annualReturn": 34.75,
"maxDrawdown": -13.32,
"sharpeRatio": 1.48,
"n_trades": 81,
"winRate": 19.753086419753085,
"profitFactor": 2.200093898409144,
"avgWin": 533.045625,
"avgLoss": -59.63892307692308,
"totalProfit": 4652.2,
"exitReasons": {
"lock_profit_stop": 8,
"breakeven_stop": 52,
"trailing_stop": 18,
"time_stop": 3
},
"monthlyPnL": {
"2025-01": 329.34000000000003,
"2025-02": -341.65,
"2025-03": 123.53000000000003,
"2025-04": 970.19,
"2025-05": 1022.8100000000002,
"2025-06": 404.09,
"2025-07": 1026.7600000000002,
"2025-08": 408.0,
"2025-09": 386.8,
"2025-10": 1723.0900000000001,
"2025-11": -94.31999999999998,
"2025-12": -1306.4400000000003
},
"params": {
"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": 1.0,
"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
}
},
{
"name": "phase7a_top3",
"score": 0.498957,
"totalReturn": 36.37,
"annualReturn": 36.37,
"maxDrawdown": -13.21,
"sharpeRatio": 1.5,
"n_trades": 81,
"winRate": 19.753086419753085,
"profitFactor": 2.254899461208859,
"avgWin": 541.71,
"avgLoss": -59.135230769230766,
"totalProfit": 4823.57,
"exitReasons": {
"lock_profit_stop": 5,
"breakeven_stop": 52,
"trailing_stop": 19,
"time_stop": 5
},
"monthlyPnL": {
"2025-01": 198.66000000000003,
"2025-02": -337.33,
"2025-03": 108.28000000000003,
"2025-04": 1300.3,
"2025-05": 1080.8700000000001,
"2025-06": 364.09000000000003,
"2025-07": 1044.3899999999999,
"2025-08": 337.42999999999995,
"2025-09": 391.17999999999995,
"2025-10": 1733.9099999999999,
"2025-11": -76.07,
"2025-12": -1322.1399999999999
},
"params": {
"strategy_lever_rate": 1.5,
"profit_line": 0.05,
"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": 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
}
}
]