Files
cointrader/results/trxusdt/strategy_sweep_20260317_171133.json
21in7 55c20012a3 feat: add per-symbol strategy params with sweep-optimized values
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>
2026-03-17 17:28:14 +09:00

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
}
}
},
{
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"volume_multiplier": 2.5
},
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"total_pnl": 267.1543,
"return_pct": 26.72,
"win_rate": 56.25,
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"avg_loss": -21.0738,
"profit_factor": 2.81,
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"sharpe_ratio": 52.22,
"total_fees": 59.6055,
"close_reasons": {
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"TAKE_PROFIT": 9
}
}
},
{
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}
}
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}
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