Support per-symbol strategy parameters (ATR_SL_MULT_XRPUSDT, etc.) via env vars, falling back to global defaults. Sweep results: - XRPUSDT: SL=1.5 TP=4.0 ADX=30 (PF 2.39, Sharpe 61.0) - TRXUSDT: SL=1.0 TP=4.0 ADX=30 (PF 3.87, Sharpe 62.8) - DOGEUSDT: SL=2.0 TP=2.0 ADX=30 (PF 1.80, Sharpe 44.1) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
7511 lines
160 KiB
JSON
7511 lines
160 KiB
JSON
[
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 16,
|
|
"total_pnl": 307.3608,
|
|
"return_pct": 30.74,
|
|
"win_rate": 56.25,
|
|
"avg_win": 46.0388,
|
|
"avg_loss": -15.2841,
|
|
"profit_factor": 3.87,
|
|
"max_drawdown_pct": 3.11,
|
|
"sharpe_ratio": 62.81,
|
|
"total_fees": 59.5551,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 7,
|
|
"TAKE_PROFIT": 9
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 16,
|
|
"total_pnl": 267.1543,
|
|
"return_pct": 26.72,
|
|
"win_rate": 56.25,
|
|
"avg_win": 46.0746,
|
|
"avg_loss": -21.0738,
|
|
"profit_factor": 2.81,
|
|
"max_drawdown_pct": 4.35,
|
|
"sharpe_ratio": 52.22,
|
|
"total_fees": 59.6055,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 7,
|
|
"TAKE_PROFIT": 9
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 16,
|
|
"total_pnl": 197.3457,
|
|
"return_pct": 19.73,
|
|
"win_rate": 56.25,
|
|
"avg_win": 34.1775,
|
|
"avg_loss": -15.7502,
|
|
"profit_factor": 2.79,
|
|
"max_drawdown_pct": 3.58,
|
|
"sharpe_ratio": 51.73,
|
|
"total_fees": 61.2834,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 7,
|
|
"TAKE_PROFIT": 9
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 25,
|
|
"total_pnl": 271.3057,
|
|
"return_pct": 27.13,
|
|
"win_rate": 48.0,
|
|
"avg_win": 39.9019,
|
|
"avg_loss": -15.9628,
|
|
"profit_factor": 2.31,
|
|
"max_drawdown_pct": 9.27,
|
|
"sharpe_ratio": 40.87,
|
|
"total_fees": 91.8187,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 13,
|
|
"TAKE_PROFIT": 12
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 24,
|
|
"total_pnl": 213.7249,
|
|
"return_pct": 21.37,
|
|
"win_rate": 54.17,
|
|
"avg_win": 29.6884,
|
|
"avg_loss": -15.6567,
|
|
"profit_factor": 2.24,
|
|
"max_drawdown_pct": 6.37,
|
|
"sharpe_ratio": 42.68,
|
|
"total_fees": 91.6941,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 11,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 23,
|
|
"total_pnl": 241.974,
|
|
"return_pct": 24.2,
|
|
"win_rate": 43.48,
|
|
"avg_win": 43.7518,
|
|
"avg_loss": -15.0418,
|
|
"profit_factor": 2.24,
|
|
"max_drawdown_pct": 6.37,
|
|
"sharpe_ratio": 38.53,
|
|
"total_fees": 86.8478,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 13,
|
|
"TAKE_PROFIT": 10
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 16,
|
|
"total_pnl": 226.9916,
|
|
"return_pct": 22.7,
|
|
"win_rate": 56.25,
|
|
"avg_win": 46.109,
|
|
"avg_loss": -26.8557,
|
|
"profit_factor": 2.21,
|
|
"max_drawdown_pct": 5.64,
|
|
"sharpe_ratio": 42.37,
|
|
"total_fees": 59.6528,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 7,
|
|
"TAKE_PROFIT": 9
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 25,
|
|
"total_pnl": 320.4991,
|
|
"return_pct": 32.05,
|
|
"win_rate": 60.0,
|
|
"avg_win": 40.408,
|
|
"avg_loss": -28.5621,
|
|
"profit_factor": 2.12,
|
|
"max_drawdown_pct": 8.01,
|
|
"sharpe_ratio": 42.0,
|
|
"total_fees": 91.3152,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 10,
|
|
"TAKE_PROFIT": 15
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 16,
|
|
"total_pnl": 155.8345,
|
|
"return_pct": 15.58,
|
|
"win_rate": 56.25,
|
|
"avg_win": 34.1981,
|
|
"avg_loss": -21.7069,
|
|
"profit_factor": 2.03,
|
|
"max_drawdown_pct": 5.01,
|
|
"sharpe_ratio": 38.37,
|
|
"total_fees": 61.315,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 7,
|
|
"TAKE_PROFIT": 9
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 25,
|
|
"total_pnl": 260.5231,
|
|
"return_pct": 26.05,
|
|
"win_rate": 56.0,
|
|
"avg_win": 36.8917,
|
|
"avg_loss": -23.2691,
|
|
"profit_factor": 2.02,
|
|
"max_drawdown_pct": 12.94,
|
|
"sharpe_ratio": 37.44,
|
|
"total_fees": 90.3845,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 11,
|
|
"TAKE_PROFIT": 14
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 30,
|
|
"total_pnl": 226.2722,
|
|
"return_pct": 22.63,
|
|
"win_rate": 43.33,
|
|
"avg_win": 39.1222,
|
|
"avg_loss": -16.6068,
|
|
"profit_factor": 1.8,
|
|
"max_drawdown_pct": 14.27,
|
|
"sharpe_ratio": 29.68,
|
|
"total_fees": 109.5606,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 17,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 16,
|
|
"total_pnl": 83.2688,
|
|
"return_pct": 8.33,
|
|
"win_rate": 56.25,
|
|
"avg_win": 21.7876,
|
|
"avg_loss": -16.117,
|
|
"profit_factor": 1.74,
|
|
"max_drawdown_pct": 4.07,
|
|
"sharpe_ratio": 30.48,
|
|
"total_fees": 62.64,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 7,
|
|
"TAKE_PROFIT": 9
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 25,
|
|
"total_pnl": 143.4547,
|
|
"return_pct": 14.35,
|
|
"win_rate": 48.0,
|
|
"avg_win": 29.6813,
|
|
"avg_loss": -16.3632,
|
|
"profit_factor": 1.67,
|
|
"max_drawdown_pct": 9.27,
|
|
"sharpe_ratio": 27.4,
|
|
"total_fees": 94.7972,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 13,
|
|
"TAKE_PROFIT": 12
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 24,
|
|
"total_pnl": 149.9751,
|
|
"return_pct": 15.0,
|
|
"win_rate": 54.17,
|
|
"avg_win": 29.7268,
|
|
"avg_loss": -21.4975,
|
|
"profit_factor": 1.63,
|
|
"max_drawdown_pct": 8.89,
|
|
"sharpe_ratio": 27.89,
|
|
"total_fees": 91.6773,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 11,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 23,
|
|
"total_pnl": 170.1172,
|
|
"return_pct": 17.01,
|
|
"win_rate": 43.48,
|
|
"avg_win": 43.8089,
|
|
"avg_loss": -20.6132,
|
|
"profit_factor": 1.63,
|
|
"max_drawdown_pct": 8.89,
|
|
"sharpe_ratio": 25.75,
|
|
"total_fees": 86.8591,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 13,
|
|
"TAKE_PROFIT": 10
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 16,
|
|
"total_pnl": 114.3913,
|
|
"return_pct": 11.44,
|
|
"win_rate": 56.25,
|
|
"avg_win": 34.2176,
|
|
"avg_loss": -27.6524,
|
|
"profit_factor": 1.59,
|
|
"max_drawdown_pct": 6.5,
|
|
"sharpe_ratio": 26.42,
|
|
"total_fees": 61.3428,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 7,
|
|
"TAKE_PROFIT": 9
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 29,
|
|
"total_pnl": 194.3655,
|
|
"return_pct": 19.44,
|
|
"win_rate": 48.28,
|
|
"avg_win": 37.8408,
|
|
"avg_loss": -22.3604,
|
|
"profit_factor": 1.58,
|
|
"max_drawdown_pct": 16.26,
|
|
"sharpe_ratio": 24.63,
|
|
"total_fees": 104.7774,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 15,
|
|
"TAKE_PROFIT": 14
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 25,
|
|
"total_pnl": 158.4228,
|
|
"return_pct": 15.84,
|
|
"win_rate": 60.0,
|
|
"avg_win": 30.0643,
|
|
"avg_loss": -29.2541,
|
|
"profit_factor": 1.54,
|
|
"max_drawdown_pct": 8.01,
|
|
"sharpe_ratio": 25.45,
|
|
"total_fees": 94.4294,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 10,
|
|
"TAKE_PROFIT": 15
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 38,
|
|
"total_pnl": 172.9096,
|
|
"return_pct": 17.29,
|
|
"win_rate": 39.47,
|
|
"avg_win": 33.7795,
|
|
"avg_loss": -14.5123,
|
|
"profit_factor": 1.52,
|
|
"max_drawdown_pct": 8.82,
|
|
"sharpe_ratio": 22.99,
|
|
"total_fees": 147.9172,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 15,
|
|
"STOP_LOSS": 23
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 36,
|
|
"total_pnl": 165.6553,
|
|
"return_pct": 16.57,
|
|
"win_rate": 36.11,
|
|
"avg_win": 38.7448,
|
|
"avg_loss": -14.6968,
|
|
"profit_factor": 1.49,
|
|
"max_drawdown_pct": 13.44,
|
|
"sharpe_ratio": 19.77,
|
|
"total_fees": 133.9359,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 23,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 25,
|
|
"total_pnl": 121.785,
|
|
"return_pct": 12.18,
|
|
"win_rate": 56.0,
|
|
"avg_win": 27.4832,
|
|
"avg_loss": -23.9073,
|
|
"profit_factor": 1.46,
|
|
"max_drawdown_pct": 12.94,
|
|
"sharpe_ratio": 21.66,
|
|
"total_fees": 93.7291,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 11,
|
|
"TAKE_PROFIT": 14
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 24,
|
|
"total_pnl": 68.0627,
|
|
"return_pct": 6.81,
|
|
"win_rate": 54.17,
|
|
"avg_win": 18.7715,
|
|
"avg_loss": -15.9969,
|
|
"profit_factor": 1.39,
|
|
"max_drawdown_pct": 6.37,
|
|
"sharpe_ratio": 18.79,
|
|
"total_fees": 93.7281,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 11,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 37,
|
|
"total_pnl": 145.6744,
|
|
"return_pct": 14.57,
|
|
"win_rate": 29.73,
|
|
"avg_win": 47.4324,
|
|
"avg_loss": -14.4647,
|
|
"profit_factor": 1.39,
|
|
"max_drawdown_pct": 14.0,
|
|
"sharpe_ratio": 16.12,
|
|
"total_fees": 141.2162,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 11,
|
|
"STOP_LOSS": 26
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 25,
|
|
"total_pnl": 70.716,
|
|
"return_pct": 7.07,
|
|
"win_rate": 52.0,
|
|
"avg_win": 20.3132,
|
|
"avg_loss": -16.113,
|
|
"profit_factor": 1.37,
|
|
"max_drawdown_pct": 5.06,
|
|
"sharpe_ratio": 18.05,
|
|
"total_fees": 97.356,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 12,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 37,
|
|
"total_pnl": 117.4281,
|
|
"return_pct": 11.74,
|
|
"win_rate": 43.24,
|
|
"avg_win": 27.1891,
|
|
"avg_loss": -15.1237,
|
|
"profit_factor": 1.37,
|
|
"max_drawdown_pct": 13.44,
|
|
"sharpe_ratio": 17.29,
|
|
"total_fees": 140.087,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 21,
|
|
"TAKE_PROFIT": 16
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 46,
|
|
"total_pnl": 164.9764,
|
|
"return_pct": 16.5,
|
|
"win_rate": 34.78,
|
|
"avg_win": 38.0132,
|
|
"avg_loss": -14.7745,
|
|
"profit_factor": 1.37,
|
|
"max_drawdown_pct": 18.1,
|
|
"sharpe_ratio": 16.41,
|
|
"total_fees": 166.338,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 30,
|
|
"TAKE_PROFIT": 16
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 36,
|
|
"total_pnl": 149.9851,
|
|
"return_pct": 15.0,
|
|
"win_rate": 44.44,
|
|
"avg_win": 35.3368,
|
|
"avg_loss": -20.7702,
|
|
"profit_factor": 1.36,
|
|
"max_drawdown_pct": 18.58,
|
|
"sharpe_ratio": 16.88,
|
|
"total_fees": 132.1756,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 20,
|
|
"TAKE_PROFIT": 16
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 30,
|
|
"total_pnl": 82.5579,
|
|
"return_pct": 8.26,
|
|
"win_rate": 56.67,
|
|
"avg_win": 18.6156,
|
|
"avg_loss": -17.9929,
|
|
"profit_factor": 1.35,
|
|
"max_drawdown_pct": 9.39,
|
|
"sharpe_ratio": 17.82,
|
|
"total_fees": 115.4404,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 13,
|
|
"TAKE_PROFIT": 17
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 47,
|
|
"total_pnl": 145.5489,
|
|
"return_pct": 14.55,
|
|
"win_rate": 42.55,
|
|
"avg_win": 28.4914,
|
|
"avg_loss": -15.714,
|
|
"profit_factor": 1.34,
|
|
"max_drawdown_pct": 14.86,
|
|
"sharpe_ratio": 17.04,
|
|
"total_fees": 179.0771,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 20,
|
|
"STOP_LOSS": 27
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 36,
|
|
"total_pnl": 161.0457,
|
|
"return_pct": 16.1,
|
|
"win_rate": 47.22,
|
|
"avg_win": 38.3482,
|
|
"avg_loss": -25.8355,
|
|
"profit_factor": 1.33,
|
|
"max_drawdown_pct": 11.11,
|
|
"sharpe_ratio": 16.35,
|
|
"total_fees": 133.6127,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 19,
|
|
"TAKE_PROFIT": 17
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 30,
|
|
"total_pnl": 87.9388,
|
|
"return_pct": 8.79,
|
|
"win_rate": 43.33,
|
|
"avg_win": 29.033,
|
|
"avg_loss": -17.0288,
|
|
"profit_factor": 1.3,
|
|
"max_drawdown_pct": 14.27,
|
|
"sharpe_ratio": 14.48,
|
|
"total_fees": 113.0509,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 17,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 46,
|
|
"total_pnl": 147.1734,
|
|
"return_pct": 14.72,
|
|
"win_rate": 50.0,
|
|
"avg_win": 27.5355,
|
|
"avg_loss": -21.1366,
|
|
"profit_factor": 1.3,
|
|
"max_drawdown_pct": 15.38,
|
|
"sharpe_ratio": 16.05,
|
|
"total_fees": 174.7837,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 22,
|
|
"STOP_LOSS": 23,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 30,
|
|
"total_pnl": 125.8243,
|
|
"return_pct": 12.58,
|
|
"win_rate": 50.0,
|
|
"avg_win": 36.5344,
|
|
"avg_loss": -28.1461,
|
|
"profit_factor": 1.3,
|
|
"max_drawdown_pct": 20.67,
|
|
"sharpe_ratio": 14.64,
|
|
"total_fees": 108.4184,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 14,
|
|
"TAKE_PROFIT": 15,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 38,
|
|
"total_pnl": 123.9471,
|
|
"return_pct": 12.39,
|
|
"win_rate": 44.74,
|
|
"avg_win": 32.2644,
|
|
"avg_loss": -20.2165,
|
|
"profit_factor": 1.29,
|
|
"max_drawdown_pct": 10.59,
|
|
"sharpe_ratio": 15.26,
|
|
"total_fees": 148.3352,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 17,
|
|
"STOP_LOSS": 21
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 25,
|
|
"total_pnl": 72.3058,
|
|
"return_pct": 7.23,
|
|
"win_rate": 64.0,
|
|
"avg_win": 20.3593,
|
|
"avg_loss": -28.1603,
|
|
"profit_factor": 1.29,
|
|
"max_drawdown_pct": 7.66,
|
|
"sharpe_ratio": 15.17,
|
|
"total_fees": 97.1591,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 9,
|
|
"TAKE_PROFIT": 16
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 24,
|
|
"total_pnl": 86.8275,
|
|
"return_pct": 8.68,
|
|
"win_rate": 54.17,
|
|
"avg_win": 29.7633,
|
|
"avg_loss": -27.2815,
|
|
"profit_factor": 1.29,
|
|
"max_drawdown_pct": 11.37,
|
|
"sharpe_ratio": 15.04,
|
|
"total_fees": 91.654,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 11,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 23,
|
|
"total_pnl": 98.6313,
|
|
"return_pct": 9.86,
|
|
"win_rate": 43.48,
|
|
"avg_win": 43.8484,
|
|
"avg_loss": -26.1425,
|
|
"profit_factor": 1.29,
|
|
"max_drawdown_pct": 11.37,
|
|
"sharpe_ratio": 14.19,
|
|
"total_fees": 86.8358,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 13,
|
|
"TAKE_PROFIT": 10
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 46,
|
|
"total_pnl": 108.0767,
|
|
"return_pct": 10.81,
|
|
"win_rate": 60.87,
|
|
"avg_win": 17.9079,
|
|
"avg_loss": -21.8525,
|
|
"profit_factor": 1.27,
|
|
"max_drawdown_pct": 12.29,
|
|
"sharpe_ratio": 15.1,
|
|
"total_fees": 178.8452,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 28,
|
|
"STOP_LOSS": 18
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 38,
|
|
"total_pnl": 131.4446,
|
|
"return_pct": 13.14,
|
|
"win_rate": 47.37,
|
|
"avg_win": 34.3447,
|
|
"avg_loss": -24.338,
|
|
"profit_factor": 1.27,
|
|
"max_drawdown_pct": 8.88,
|
|
"sharpe_ratio": 14.76,
|
|
"total_fees": 148.555,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 18,
|
|
"STOP_LOSS": 20
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 47,
|
|
"total_pnl": 93.1867,
|
|
"return_pct": 9.32,
|
|
"win_rate": 53.19,
|
|
"avg_win": 18.0194,
|
|
"avg_loss": -16.2408,
|
|
"profit_factor": 1.26,
|
|
"max_drawdown_pct": 10.61,
|
|
"sharpe_ratio": 14.31,
|
|
"total_fees": 182.8365,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 25,
|
|
"STOP_LOSS": 22
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 16,
|
|
"total_pnl": 40.7526,
|
|
"return_pct": 4.08,
|
|
"win_rate": 56.25,
|
|
"avg_win": 21.7962,
|
|
"avg_loss": -22.2018,
|
|
"profit_factor": 1.26,
|
|
"max_drawdown_pct": 5.71,
|
|
"sharpe_ratio": 13.53,
|
|
"total_fees": 62.6474,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 7,
|
|
"TAKE_PROFIT": 9
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 44,
|
|
"total_pnl": 135.0558,
|
|
"return_pct": 13.51,
|
|
"win_rate": 40.91,
|
|
"avg_win": 36.3825,
|
|
"avg_loss": -19.9934,
|
|
"profit_factor": 1.26,
|
|
"max_drawdown_pct": 21.32,
|
|
"sharpe_ratio": 12.97,
|
|
"total_fees": 159.27,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 26,
|
|
"TAKE_PROFIT": 17,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 37,
|
|
"total_pnl": 91.0826,
|
|
"return_pct": 9.11,
|
|
"win_rate": 51.35,
|
|
"avg_win": 25.2412,
|
|
"avg_loss": -21.5833,
|
|
"profit_factor": 1.23,
|
|
"max_drawdown_pct": 18.58,
|
|
"sharpe_ratio": 12.4,
|
|
"total_fees": 138.565,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 18,
|
|
"TAKE_PROFIT": 19
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 29,
|
|
"total_pnl": 56.7529,
|
|
"return_pct": 5.68,
|
|
"win_rate": 62.07,
|
|
"avg_win": 18.1367,
|
|
"avg_loss": -24.5189,
|
|
"profit_factor": 1.21,
|
|
"max_drawdown_pct": 9.51,
|
|
"sharpe_ratio": 11.27,
|
|
"total_fees": 111.2217,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 11,
|
|
"TAKE_PROFIT": 18
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 37,
|
|
"total_pnl": 89.4122,
|
|
"return_pct": 8.94,
|
|
"win_rate": 54.05,
|
|
"avg_win": 27.1804,
|
|
"avg_loss": -26.7174,
|
|
"profit_factor": 1.2,
|
|
"max_drawdown_pct": 13.17,
|
|
"sharpe_ratio": 10.92,
|
|
"total_fees": 139.6444,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 17,
|
|
"TAKE_PROFIT": 20
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 25,
|
|
"total_pnl": 43.87,
|
|
"return_pct": 4.39,
|
|
"win_rate": 60.0,
|
|
"avg_win": 18.6927,
|
|
"avg_loss": -23.652,
|
|
"profit_factor": 1.19,
|
|
"max_drawdown_pct": 7.16,
|
|
"sharpe_ratio": 10.15,
|
|
"total_fees": 96.6389,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 10,
|
|
"TAKE_PROFIT": 15
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 58,
|
|
"total_pnl": 85.303,
|
|
"return_pct": 8.53,
|
|
"win_rate": 29.31,
|
|
"avg_win": 38.6817,
|
|
"avg_loss": -13.9582,
|
|
"profit_factor": 1.15,
|
|
"max_drawdown_pct": 21.92,
|
|
"sharpe_ratio": 7.1,
|
|
"total_fees": 218.6233,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 16,
|
|
"STOP_LOSS": 41,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 60,
|
|
"total_pnl": 113.4177,
|
|
"return_pct": 11.34,
|
|
"win_rate": 48.33,
|
|
"avg_win": 29.5543,
|
|
"avg_loss": -23.989,
|
|
"profit_factor": 1.15,
|
|
"max_drawdown_pct": 13.26,
|
|
"sharpe_ratio": 8.86,
|
|
"total_fees": 233.1651,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 29,
|
|
"STOP_LOSS": 31
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 29,
|
|
"total_pnl": 49.0001,
|
|
"return_pct": 4.9,
|
|
"win_rate": 48.28,
|
|
"avg_win": 28.1716,
|
|
"avg_loss": -23.0268,
|
|
"profit_factor": 1.14,
|
|
"max_drawdown_pct": 16.26,
|
|
"sharpe_ratio": 7.6,
|
|
"total_fees": 108.6285,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 15,
|
|
"TAKE_PROFIT": 14
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 60,
|
|
"total_pnl": 56.5121,
|
|
"return_pct": 5.65,
|
|
"win_rate": 35.0,
|
|
"avg_win": 28.8647,
|
|
"avg_loss": -14.0935,
|
|
"profit_factor": 1.1,
|
|
"max_drawdown_pct": 16.46,
|
|
"sharpe_ratio": 5.57,
|
|
"total_fees": 231.8512,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 21,
|
|
"STOP_LOSS": 39
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 49,
|
|
"total_pnl": 49.4596,
|
|
"return_pct": 4.95,
|
|
"win_rate": 30.61,
|
|
"avg_win": 35.9311,
|
|
"avg_loss": -14.3973,
|
|
"profit_factor": 1.1,
|
|
"max_drawdown_pct": 19.06,
|
|
"sharpe_ratio": 4.83,
|
|
"total_fees": 181.9995,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 34,
|
|
"REVERSE_SIGNAL": 2,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 47,
|
|
"total_pnl": 45.096,
|
|
"return_pct": 4.51,
|
|
"win_rate": 63.83,
|
|
"avg_win": 17.2079,
|
|
"avg_loss": -27.7141,
|
|
"profit_factor": 1.1,
|
|
"max_drawdown_pct": 16.5,
|
|
"sharpe_ratio": 5.57,
|
|
"total_fees": 181.0832,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 30,
|
|
"STOP_LOSS": 16,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 37,
|
|
"total_pnl": 42.5414,
|
|
"return_pct": 4.25,
|
|
"win_rate": 32.43,
|
|
"avg_win": 45.0352,
|
|
"avg_loss": -19.9153,
|
|
"profit_factor": 1.09,
|
|
"max_drawdown_pct": 19.35,
|
|
"sharpe_ratio": 4.45,
|
|
"total_fees": 140.2912,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 12,
|
|
"STOP_LOSS": 25
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 73,
|
|
"total_pnl": 38.0757,
|
|
"return_pct": 3.81,
|
|
"win_rate": 36.99,
|
|
"avg_win": 25.674,
|
|
"avg_loss": -14.2418,
|
|
"profit_factor": 1.06,
|
|
"max_drawdown_pct": 19.77,
|
|
"sharpe_ratio": 3.33,
|
|
"total_fees": 276.8202,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 25,
|
|
"STOP_LOSS": 46,
|
|
"REVERSE_SIGNAL": 2
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 58,
|
|
"total_pnl": 53.5372,
|
|
"return_pct": 5.35,
|
|
"win_rate": 41.38,
|
|
"avg_win": 36.946,
|
|
"avg_loss": -24.5049,
|
|
"profit_factor": 1.06,
|
|
"max_drawdown_pct": 18.06,
|
|
"sharpe_ratio": 3.68,
|
|
"total_fees": 216.8371,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 23,
|
|
"STOP_LOSS": 34,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 47,
|
|
"total_pnl": 29.0362,
|
|
"return_pct": 2.9,
|
|
"win_rate": 51.06,
|
|
"avg_win": 26.7175,
|
|
"avg_loss": -26.6167,
|
|
"profit_factor": 1.05,
|
|
"max_drawdown_pct": 20.53,
|
|
"sharpe_ratio": 2.86,
|
|
"total_fees": 177.943,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 23,
|
|
"STOP_LOSS": 22,
|
|
"REVERSE_SIGNAL": 2
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 37,
|
|
"total_pnl": 8.6431,
|
|
"return_pct": 0.86,
|
|
"win_rate": 45.95,
|
|
"avg_win": 18.3181,
|
|
"avg_loss": -15.1383,
|
|
"profit_factor": 1.03,
|
|
"max_drawdown_pct": 7.87,
|
|
"sharpe_ratio": 1.69,
|
|
"total_fees": 144.114,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 20,
|
|
"TAKE_PROFIT": 17
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 60,
|
|
"total_pnl": 16.9947,
|
|
"return_pct": 1.7,
|
|
"win_rate": 43.33,
|
|
"avg_win": 26.5267,
|
|
"avg_loss": -19.7853,
|
|
"profit_factor": 1.03,
|
|
"max_drawdown_pct": 19.5,
|
|
"sharpe_ratio": 1.53,
|
|
"total_fees": 230.8668,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 26,
|
|
"STOP_LOSS": 34
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 48,
|
|
"total_pnl": 19.2172,
|
|
"return_pct": 1.92,
|
|
"win_rate": 37.5,
|
|
"avg_win": 33.5417,
|
|
"avg_loss": -19.4844,
|
|
"profit_factor": 1.03,
|
|
"max_drawdown_pct": 23.39,
|
|
"sharpe_ratio": 1.77,
|
|
"total_fees": 176.643,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 30,
|
|
"REVERSE_SIGNAL": 2,
|
|
"TAKE_PROFIT": 16
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 58,
|
|
"total_pnl": 22.3488,
|
|
"return_pct": 2.23,
|
|
"win_rate": 36.21,
|
|
"avg_win": 35.082,
|
|
"avg_loss": -19.3074,
|
|
"profit_factor": 1.03,
|
|
"max_drawdown_pct": 29.66,
|
|
"sharpe_ratio": 1.74,
|
|
"total_fees": 215.7837,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 20,
|
|
"STOP_LOSS": 37,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 72,
|
|
"total_pnl": 14.5853,
|
|
"return_pct": 1.46,
|
|
"win_rate": 44.44,
|
|
"avg_win": 24.5076,
|
|
"avg_loss": -19.2414,
|
|
"profit_factor": 1.02,
|
|
"max_drawdown_pct": 22.53,
|
|
"sharpe_ratio": 1.17,
|
|
"total_fees": 272.1887,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 29,
|
|
"STOP_LOSS": 40,
|
|
"REVERSE_SIGNAL": 3
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 45,
|
|
"total_pnl": 16.1973,
|
|
"return_pct": 1.62,
|
|
"win_rate": 42.22,
|
|
"avg_win": 35.1531,
|
|
"avg_loss": -25.0658,
|
|
"profit_factor": 1.02,
|
|
"max_drawdown_pct": 26.82,
|
|
"sharpe_ratio": 1.44,
|
|
"total_fees": 162.286,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 25,
|
|
"TAKE_PROFIT": 18,
|
|
"REVERSE_SIGNAL": 2
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 24,
|
|
"total_pnl": 2.799,
|
|
"return_pct": 0.28,
|
|
"win_rate": 54.17,
|
|
"avg_win": 18.7878,
|
|
"avg_loss": -21.9493,
|
|
"profit_factor": 1.01,
|
|
"max_drawdown_pct": 8.89,
|
|
"sharpe_ratio": 0.69,
|
|
"total_fees": 93.6517,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 11,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 38,
|
|
"total_pnl": 1.2537,
|
|
"return_pct": 0.13,
|
|
"win_rate": 42.11,
|
|
"avg_win": 20.492,
|
|
"avg_loss": -14.8463,
|
|
"profit_factor": 1.0,
|
|
"max_drawdown_pct": 8.96,
|
|
"sharpe_ratio": 0.23,
|
|
"total_fees": 149.2894,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 16,
|
|
"STOP_LOSS": 22
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 50,
|
|
"total_pnl": -2.3127,
|
|
"return_pct": -0.23,
|
|
"win_rate": 36.0,
|
|
"avg_win": 26.0837,
|
|
"avg_loss": -14.7444,
|
|
"profit_factor": 1.0,
|
|
"max_drawdown_pct": 19.06,
|
|
"sharpe_ratio": -0.27,
|
|
"total_fees": 189.0629,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 32,
|
|
"REVERSE_SIGNAL": 2,
|
|
"TAKE_PROFIT": 16
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 117,
|
|
"total_pnl": -7.4912,
|
|
"return_pct": -0.75,
|
|
"win_rate": 27.35,
|
|
"avg_win": 33.7388,
|
|
"avg_loss": -12.7898,
|
|
"profit_factor": 0.99,
|
|
"max_drawdown_pct": 20.57,
|
|
"sharpe_ratio": -0.37,
|
|
"total_fees": 434.0906,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 27,
|
|
"STOP_LOSS": 83,
|
|
"REVERSE_SIGNAL": 6,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 16,
|
|
"total_pnl": -1.6811,
|
|
"return_pct": -0.17,
|
|
"win_rate": 56.25,
|
|
"avg_win": 21.8018,
|
|
"avg_loss": -28.271,
|
|
"profit_factor": 0.99,
|
|
"max_drawdown_pct": 7.41,
|
|
"sharpe_ratio": -0.51,
|
|
"total_fees": 62.6425,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 7,
|
|
"TAKE_PROFIT": 9
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 48,
|
|
"total_pnl": -11.6184,
|
|
"return_pct": -1.16,
|
|
"win_rate": 45.83,
|
|
"avg_win": 17.3698,
|
|
"avg_loss": -15.1444,
|
|
"profit_factor": 0.97,
|
|
"max_drawdown_pct": 12.06,
|
|
"sharpe_ratio": -1.82,
|
|
"total_fees": 185.7228,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 26,
|
|
"TAKE_PROFIT": 22
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 30,
|
|
"total_pnl": -8.6499,
|
|
"return_pct": -0.86,
|
|
"win_rate": 63.33,
|
|
"avg_win": 17.4501,
|
|
"avg_loss": -30.9274,
|
|
"profit_factor": 0.97,
|
|
"max_drawdown_pct": 12.34,
|
|
"sharpe_ratio": -1.5,
|
|
"total_fees": 114.7488,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 10,
|
|
"TAKE_PROFIT": 19,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 78,
|
|
"total_pnl": -31.4379,
|
|
"return_pct": -3.14,
|
|
"win_rate": 26.92,
|
|
"avg_win": 35.148,
|
|
"avg_loss": -13.5008,
|
|
"profit_factor": 0.96,
|
|
"max_drawdown_pct": 26.87,
|
|
"sharpe_ratio": -2.16,
|
|
"total_fees": 290.6072,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 18,
|
|
"STOP_LOSS": 56,
|
|
"REVERSE_SIGNAL": 3,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 71,
|
|
"total_pnl": -37.949,
|
|
"return_pct": -3.79,
|
|
"win_rate": 26.76,
|
|
"avg_win": 34.3707,
|
|
"avg_loss": -13.2883,
|
|
"profit_factor": 0.95,
|
|
"max_drawdown_pct": 23.93,
|
|
"sharpe_ratio": -2.92,
|
|
"total_fees": 258.7421,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 51,
|
|
"REVERSE_SIGNAL": 3,
|
|
"TAKE_PROFIT": 17
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 37,
|
|
"total_pnl": -31.326,
|
|
"return_pct": -3.13,
|
|
"win_rate": 35.14,
|
|
"avg_win": 44.3148,
|
|
"avg_loss": -25.3091,
|
|
"profit_factor": 0.95,
|
|
"max_drawdown_pct": 19.45,
|
|
"sharpe_ratio": -3.07,
|
|
"total_fees": 139.6455,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 13,
|
|
"STOP_LOSS": 24
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 71,
|
|
"total_pnl": -32.2622,
|
|
"return_pct": -3.23,
|
|
"win_rate": 45.07,
|
|
"avg_win": 16.7262,
|
|
"avg_loss": -14.5513,
|
|
"profit_factor": 0.94,
|
|
"max_drawdown_pct": 13.65,
|
|
"sharpe_ratio": -3.71,
|
|
"total_fees": 275.7088,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 32,
|
|
"STOP_LOSS": 39
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 30,
|
|
"total_pnl": -27.6004,
|
|
"return_pct": -2.76,
|
|
"win_rate": 50.0,
|
|
"avg_win": 27.1352,
|
|
"avg_loss": -28.9752,
|
|
"profit_factor": 0.94,
|
|
"max_drawdown_pct": 20.67,
|
|
"sharpe_ratio": -3.84,
|
|
"total_fees": 112.235,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 14,
|
|
"TAKE_PROFIT": 15,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 121,
|
|
"total_pnl": -77.4768,
|
|
"return_pct": -7.75,
|
|
"win_rate": 32.23,
|
|
"avg_win": 25.931,
|
|
"avg_loss": -13.2779,
|
|
"profit_factor": 0.93,
|
|
"max_drawdown_pct": 18.87,
|
|
"sharpe_ratio": -4.45,
|
|
"total_fees": 466.1205,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 37,
|
|
"STOP_LOSS": 81,
|
|
"REVERSE_SIGNAL": 2,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 70,
|
|
"total_pnl": -46.9284,
|
|
"return_pct": -4.69,
|
|
"win_rate": 52.86,
|
|
"avg_win": 16.2278,
|
|
"avg_loss": -19.6169,
|
|
"profit_factor": 0.93,
|
|
"max_drawdown_pct": 16.32,
|
|
"sharpe_ratio": -4.82,
|
|
"total_fees": 270.6505,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 37,
|
|
"STOP_LOSS": 33
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 49,
|
|
"total_pnl": -41.9286,
|
|
"return_pct": -4.19,
|
|
"win_rate": 42.86,
|
|
"avg_win": 24.7214,
|
|
"avg_loss": -20.0385,
|
|
"profit_factor": 0.93,
|
|
"max_drawdown_pct": 23.39,
|
|
"sharpe_ratio": -4.61,
|
|
"total_fees": 184.5584,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 28,
|
|
"REVERSE_SIGNAL": 2,
|
|
"TAKE_PROFIT": 19
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 37,
|
|
"total_pnl": -31.7348,
|
|
"return_pct": -3.17,
|
|
"win_rate": 54.05,
|
|
"avg_win": 16.8508,
|
|
"avg_loss": -21.6912,
|
|
"profit_factor": 0.91,
|
|
"max_drawdown_pct": 11.88,
|
|
"sharpe_ratio": -5.55,
|
|
"total_fees": 143.0716,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 17,
|
|
"TAKE_PROFIT": 20
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 47,
|
|
"total_pnl": -44.3884,
|
|
"return_pct": -4.44,
|
|
"win_rate": 53.19,
|
|
"avg_win": 16.4411,
|
|
"avg_loss": -20.7007,
|
|
"profit_factor": 0.9,
|
|
"max_drawdown_pct": 13.33,
|
|
"sharpe_ratio": -6.3,
|
|
"total_fees": 181.5076,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 22,
|
|
"TAKE_PROFIT": 25
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 37,
|
|
"total_pnl": -43.1295,
|
|
"return_pct": -4.31,
|
|
"win_rate": 56.76,
|
|
"avg_win": 18.1115,
|
|
"avg_loss": -26.4669,
|
|
"profit_factor": 0.9,
|
|
"max_drawdown_pct": 12.55,
|
|
"sharpe_ratio": -6.72,
|
|
"total_fees": 143.7914,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 16,
|
|
"TAKE_PROFIT": 21
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 80,
|
|
"total_pnl": -81.3949,
|
|
"return_pct": -8.14,
|
|
"win_rate": 31.25,
|
|
"avg_win": 26.9092,
|
|
"avg_loss": -13.7114,
|
|
"profit_factor": 0.89,
|
|
"max_drawdown_pct": 20.91,
|
|
"sharpe_ratio": -6.6,
|
|
"total_fees": 307.0847,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 23,
|
|
"STOP_LOSS": 54,
|
|
"REVERSE_SIGNAL": 2,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 69,
|
|
"total_pnl": -87.1517,
|
|
"return_pct": -8.72,
|
|
"win_rate": 33.33,
|
|
"avg_win": 32.0599,
|
|
"avg_loss": -17.9245,
|
|
"profit_factor": 0.89,
|
|
"max_drawdown_pct": 27.93,
|
|
"sharpe_ratio": -6.33,
|
|
"total_fees": 250.5777,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 45,
|
|
"REVERSE_SIGNAL": 4,
|
|
"TAKE_PROFIT": 20
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 76,
|
|
"total_pnl": -110.3077,
|
|
"return_pct": -11.03,
|
|
"win_rate": 32.89,
|
|
"avg_win": 32.7365,
|
|
"avg_loss": -18.2102,
|
|
"profit_factor": 0.88,
|
|
"max_drawdown_pct": 34.04,
|
|
"sharpe_ratio": -7.14,
|
|
"total_fees": 277.9865,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 22,
|
|
"STOP_LOSS": 50,
|
|
"REVERSE_SIGNAL": 3,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 77,
|
|
"total_pnl": -135.828,
|
|
"return_pct": -13.58,
|
|
"win_rate": 36.36,
|
|
"avg_win": 34.0208,
|
|
"avg_loss": -22.2124,
|
|
"profit_factor": 0.88,
|
|
"max_drawdown_pct": 24.57,
|
|
"sharpe_ratio": -7.87,
|
|
"total_fees": 283.9101,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 24,
|
|
"STOP_LOSS": 46,
|
|
"REVERSE_SIGNAL": 6,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 60,
|
|
"total_pnl": -72.5246,
|
|
"return_pct": -7.25,
|
|
"win_rate": 40.0,
|
|
"avg_win": 18.1746,
|
|
"avg_loss": -14.1309,
|
|
"profit_factor": 0.86,
|
|
"max_drawdown_pct": 14.02,
|
|
"sharpe_ratio": -9.49,
|
|
"total_fees": 233.041,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 24,
|
|
"STOP_LOSS": 36
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 60,
|
|
"total_pnl": -93.368,
|
|
"return_pct": -9.34,
|
|
"win_rate": 51.67,
|
|
"avg_win": 18.7623,
|
|
"avg_loss": -23.2758,
|
|
"profit_factor": 0.86,
|
|
"max_drawdown_pct": 24.7,
|
|
"sharpe_ratio": -9.51,
|
|
"total_fees": 230.6455,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 31,
|
|
"STOP_LOSS": 29
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 120,
|
|
"total_pnl": -192.4664,
|
|
"return_pct": -19.25,
|
|
"win_rate": 39.17,
|
|
"avg_win": 23.9368,
|
|
"avg_loss": -18.0479,
|
|
"profit_factor": 0.85,
|
|
"max_drawdown_pct": 26.28,
|
|
"sharpe_ratio": -10.06,
|
|
"total_fees": 448.346,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 44,
|
|
"STOP_LOSS": 72,
|
|
"REVERSE_SIGNAL": 3,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 73,
|
|
"total_pnl": -143.3873,
|
|
"return_pct": -14.34,
|
|
"win_rate": 46.58,
|
|
"avg_win": 23.786,
|
|
"avg_loss": -24.4131,
|
|
"profit_factor": 0.85,
|
|
"max_drawdown_pct": 26.62,
|
|
"sharpe_ratio": -10.38,
|
|
"total_fees": 275.2875,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 31,
|
|
"STOP_LOSS": 38,
|
|
"REVERSE_SIGNAL": 4
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 111,
|
|
"total_pnl": -232.0898,
|
|
"return_pct": -23.21,
|
|
"win_rate": 36.04,
|
|
"avg_win": 31.9477,
|
|
"avg_loss": -21.2676,
|
|
"profit_factor": 0.85,
|
|
"max_drawdown_pct": 34.11,
|
|
"sharpe_ratio": -10.19,
|
|
"total_fees": 405.519,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 33,
|
|
"STOP_LOSS": 68,
|
|
"REVERSE_SIGNAL": 9,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 49,
|
|
"total_pnl": -111.177,
|
|
"return_pct": -11.12,
|
|
"win_rate": 38.78,
|
|
"avg_win": 32.7253,
|
|
"avg_loss": -24.4319,
|
|
"profit_factor": 0.85,
|
|
"max_drawdown_pct": 29.78,
|
|
"sharpe_ratio": -9.48,
|
|
"total_fees": 180.0418,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 29,
|
|
"REVERSE_SIGNAL": 3,
|
|
"TAKE_PROFIT": 17
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 114,
|
|
"total_pnl": -207.039,
|
|
"return_pct": -20.7,
|
|
"win_rate": 32.46,
|
|
"avg_win": 29.6778,
|
|
"avg_loss": -16.9496,
|
|
"profit_factor": 0.84,
|
|
"max_drawdown_pct": 35.01,
|
|
"sharpe_ratio": -10.09,
|
|
"total_fees": 406.7197,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 30,
|
|
"STOP_LOSS": 75,
|
|
"REVERSE_SIGNAL": 8,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 123,
|
|
"total_pnl": -176.1515,
|
|
"return_pct": -17.62,
|
|
"win_rate": 39.84,
|
|
"avg_win": 16.2276,
|
|
"avg_loss": -13.1257,
|
|
"profit_factor": 0.82,
|
|
"max_drawdown_pct": 22.36,
|
|
"sharpe_ratio": -12.9,
|
|
"total_fees": 469.601,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 49,
|
|
"STOP_LOSS": 73,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 78,
|
|
"total_pnl": -121.0534,
|
|
"return_pct": -12.11,
|
|
"win_rate": 39.74,
|
|
"avg_win": 16.9408,
|
|
"avg_loss": -13.7493,
|
|
"profit_factor": 0.81,
|
|
"max_drawdown_pct": 16.14,
|
|
"sharpe_ratio": -12.94,
|
|
"total_fees": 299.7856,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 31,
|
|
"STOP_LOSS": 46,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 38,
|
|
"total_pnl": -82.4426,
|
|
"return_pct": -8.24,
|
|
"win_rate": 44.74,
|
|
"avg_win": 20.2185,
|
|
"avg_loss": -20.2932,
|
|
"profit_factor": 0.81,
|
|
"max_drawdown_pct": 12.38,
|
|
"sharpe_ratio": -13.55,
|
|
"total_fees": 148.7233,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 17,
|
|
"STOP_LOSS": 21
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 71,
|
|
"total_pnl": -144.1618,
|
|
"return_pct": -14.42,
|
|
"win_rate": 56.34,
|
|
"avg_win": 15.6242,
|
|
"avg_loss": -24.8107,
|
|
"profit_factor": 0.81,
|
|
"max_drawdown_pct": 19.81,
|
|
"sharpe_ratio": -13.11,
|
|
"total_fees": 271.6853,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 40,
|
|
"STOP_LOSS": 30,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 24,
|
|
"total_pnl": -61.7747,
|
|
"return_pct": -6.18,
|
|
"win_rate": 54.17,
|
|
"avg_win": 18.8028,
|
|
"avg_loss": -27.8374,
|
|
"profit_factor": 0.8,
|
|
"max_drawdown_pct": 11.37,
|
|
"sharpe_ratio": -13.8,
|
|
"total_fees": 93.5673,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 11,
|
|
"TAKE_PROFIT": 13
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 38,
|
|
"total_pnl": -103.025,
|
|
"return_pct": -10.3,
|
|
"win_rate": 47.37,
|
|
"avg_win": 21.5852,
|
|
"avg_loss": -24.5779,
|
|
"profit_factor": 0.79,
|
|
"max_drawdown_pct": 18.02,
|
|
"sharpe_ratio": -15.11,
|
|
"total_fees": 148.8247,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 18,
|
|
"STOP_LOSS": 20
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 115,
|
|
"total_pnl": -303.1169,
|
|
"return_pct": -30.31,
|
|
"win_rate": 41.74,
|
|
"avg_win": 24.3544,
|
|
"avg_loss": -21.972,
|
|
"profit_factor": 0.79,
|
|
"max_drawdown_pct": 36.38,
|
|
"sharpe_ratio": -14.76,
|
|
"total_fees": 426.2474,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 45,
|
|
"STOP_LOSS": 65,
|
|
"REVERSE_SIGNAL": 4,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 60,
|
|
"total_pnl": -152.1904,
|
|
"return_pct": -15.22,
|
|
"win_rate": 46.67,
|
|
"avg_win": 16.9785,
|
|
"avg_loss": -19.6121,
|
|
"profit_factor": 0.76,
|
|
"max_drawdown_pct": 19.52,
|
|
"sharpe_ratio": -17.64,
|
|
"total_fees": 230.8685,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 28,
|
|
"STOP_LOSS": 32
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 50,
|
|
"total_pnl": -171.1632,
|
|
"return_pct": -17.12,
|
|
"win_rate": 44.0,
|
|
"avg_win": 24.1697,
|
|
"avg_loss": -25.1035,
|
|
"profit_factor": 0.76,
|
|
"max_drawdown_pct": 29.78,
|
|
"sharpe_ratio": -16.99,
|
|
"total_fees": 187.9389,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 27,
|
|
"REVERSE_SIGNAL": 3,
|
|
"TAKE_PROFIT": 20
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 70,
|
|
"total_pnl": -248.546,
|
|
"return_pct": -24.85,
|
|
"win_rate": 35.71,
|
|
"avg_win": 30.8952,
|
|
"avg_loss": -22.6872,
|
|
"profit_factor": 0.76,
|
|
"max_drawdown_pct": 31.79,
|
|
"sharpe_ratio": -16.67,
|
|
"total_fees": 253.8716,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 43,
|
|
"TAKE_PROFIT": 22,
|
|
"REVERSE_SIGNAL": 5
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 80,
|
|
"total_pnl": -256.9759,
|
|
"return_pct": -25.7,
|
|
"win_rate": 36.25,
|
|
"avg_win": 24.3424,
|
|
"avg_loss": -18.8805,
|
|
"profit_factor": 0.73,
|
|
"max_drawdown_pct": 33.98,
|
|
"sharpe_ratio": -19.04,
|
|
"total_fees": 300.2286,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 27,
|
|
"STOP_LOSS": 50,
|
|
"REVERSE_SIGNAL": 2,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 48,
|
|
"total_pnl": -156.7651,
|
|
"return_pct": -15.68,
|
|
"win_rate": 54.17,
|
|
"avg_win": 15.9638,
|
|
"avg_loss": -25.992,
|
|
"profit_factor": 0.73,
|
|
"max_drawdown_pct": 18.39,
|
|
"sharpe_ratio": -19.54,
|
|
"total_fees": 184.7391,
|
|
"close_reasons": {
|
|
"STOP_LOSS": 21,
|
|
"TAKE_PROFIT": 26,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 121,
|
|
"total_pnl": -316.6907,
|
|
"return_pct": -31.67,
|
|
"win_rate": 46.28,
|
|
"avg_win": 14.8443,
|
|
"avg_loss": -17.6611,
|
|
"profit_factor": 0.72,
|
|
"max_drawdown_pct": 35.61,
|
|
"sharpe_ratio": -21.0,
|
|
"total_fees": 443.9677,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 56,
|
|
"STOP_LOSS": 64,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 118,
|
|
"total_pnl": -351.898,
|
|
"return_pct": -35.19,
|
|
"win_rate": 50.85,
|
|
"avg_win": 14.9909,
|
|
"avg_loss": -21.5751,
|
|
"profit_factor": 0.72,
|
|
"max_drawdown_pct": 39.07,
|
|
"sharpe_ratio": -21.09,
|
|
"total_fees": 432.4642,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 60,
|
|
"STOP_LOSS": 56,
|
|
"END_OF_DATA": 1,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 79,
|
|
"total_pnl": -256.8355,
|
|
"return_pct": -25.68,
|
|
"win_rate": 45.57,
|
|
"avg_win": 15.7615,
|
|
"avg_loss": -19.1686,
|
|
"profit_factor": 0.69,
|
|
"max_drawdown_pct": 28.51,
|
|
"sharpe_ratio": -23.7,
|
|
"total_fees": 297.479,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 36,
|
|
"STOP_LOSS": 42,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 79,
|
|
"total_pnl": -343.5295,
|
|
"return_pct": -34.35,
|
|
"win_rate": 39.24,
|
|
"avg_win": 25.0678,
|
|
"avg_loss": -23.3465,
|
|
"profit_factor": 0.69,
|
|
"max_drawdown_pct": 38.15,
|
|
"sharpe_ratio": -22.67,
|
|
"total_fees": 295.9948,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 28,
|
|
"STOP_LOSS": 46,
|
|
"REVERSE_SIGNAL": 4,
|
|
"END_OF_DATA": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 3,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 79,
|
|
"total_pnl": -304.7525,
|
|
"return_pct": -30.48,
|
|
"win_rate": 49.37,
|
|
"avg_win": 16.0816,
|
|
"avg_loss": -23.2984,
|
|
"profit_factor": 0.67,
|
|
"max_drawdown_pct": 33.12,
|
|
"sharpe_ratio": -24.73,
|
|
"total_fees": 296.3847,
|
|
"close_reasons": {
|
|
"TAKE_PROFIT": 39,
|
|
"STOP_LOSS": 38,
|
|
"END_OF_DATA": 1,
|
|
"REVERSE_SIGNAL": 1
|
|
}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 1.5,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 2.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 3.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 4,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 0,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 20,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 25,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 1.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.0
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
},
|
|
{
|
|
"params": {
|
|
"atr_sl_mult": 2.0,
|
|
"atr_tp_mult": 4.0,
|
|
"signal_threshold": 5,
|
|
"adx_threshold": 30,
|
|
"volume_multiplier": 2.5
|
|
},
|
|
"summary": {
|
|
"total_trades": 0,
|
|
"total_pnl": 0.0,
|
|
"return_pct": 0.0,
|
|
"win_rate": 0.0,
|
|
"avg_win": 0.0,
|
|
"avg_loss": 0.0,
|
|
"profit_factor": 0.0,
|
|
"max_drawdown_pct": 0.0,
|
|
"sharpe_ratio": 0.0,
|
|
"total_fees": 0.0,
|
|
"close_reasons": {}
|
|
}
|
|
}
|
|
] |