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优化结果记录在markd.md

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Ubuntu 2025-06-06 10:53:44 +08:00
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commit abf92b10e1
4 changed files with 68 additions and 10 deletions
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doc/mark.md Normal file
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### 优化记录
- 20250606 10:52
当前hyperopt使用 ./hyperopt 20250425 20250525 得到的优化结果, 然后
./backtest.sh 20250520 20250525, 结果:
SUMMARY METRICS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-05-20 00:00:00 │
│ Backtesting to │ 2025-05-25 00:00:00 │
│ Trading Mode │ Spot │
│ Max open trades │ 4 │
│ │ │
│ Total/Daily Avg Trades │ 16 / 3.2 │
│ Starting balance │ 1000 USDT │
│ Final balance │ 1010.711 USDT │
│ Absolute profit │ 10.711 USDT │
│ Total profit % │ 1.07% │
│ CAGR % │ 117.65% │
│ Sortino │ 53.06 │
│ Sharpe │ 11.07 │
│ Calmar │ 349.31 │
│ SQN │ 0.70 │
│ Profit factor │ 1.61 │
│ Expectancy (Ratio) │ 0.67 (-0.07) │
│ Avg. daily profit % │ 0.21% │
│ Avg. stake amount │ 149.999 USDT │
│ Total trade volume │ 4818.39 USDT │
│ │ │
│ Best Pair │ TRUMP/USDT 0.98% │
│ Worst Pair │ MASK/USDT -0.85% │
│ Best trade │ TRUMP/USDT 5.31% │
│ Worst trade │ UNI/USDT -4.60% │
│ Best day │ 15.174 USDT │
│ Worst day │ -6.004 USDT │
│ Days win/draw/lose │ 2 / 0 / 2 │
│ Avg. Duration Winners │ 1:08:00 │
│ Avg. Duration Loser │ 0:18:00 │
│ Max Consecutive Wins / Loss │ 3 / 3 │
│ Rejected Entry signals │ 0 │
│ Entry/Exit Timeouts │ 9 / 0 │
│ │ │
│ Min balance │ 1001.8 USDT │
│ Max balance │ 1020.574 USDT │
│ Max % of account underwater │ 1.17% │
│ Absolute Drawdown (Account) │ 1.17% │
│ Absolute Drawdown │ 11.957 USDT │
│ Drawdown high │ 20.574 USDT │
│ Drawdown low │ 8.617 USDT │
│ Drawdown Start │ 2025-05-22 20:48:00 │
│ Drawdown End │ 2025-05-24 17:27:00 │
│ Market change │ 0.81% │
└─────────────────────────────┴─────────────────────┘

18
freqtrade/templates/freqaiprimer.json
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@ -16,21 +16,21 @@
},
"protection": {},
"roi": {
"0": 0.099,
"9": 0.015,
"36": 0.008,
"108": 0
"0": 0.167,
"24": 0.036000000000000004,
"55": 0.012,
"119": 0
},
"stoploss": {
"stoploss": -0.345
"stoploss": -0.057
},
"trailing": {
"trailing_stop": true,
"trailing_stop_positive": 0.159,
"trailing_stop_positive_offset": 0.20900000000000002,
"trailing_only_offset_is_reached": false
"trailing_stop_positive": 0.148,
"trailing_stop_positive_offset": 0.189,
"trailing_only_offset_is_reached": true
}
},
"ft_stratparam_v": 1,
"export_time": "2025-06-04 13:35:45.484167+00:00"
"export_time": "2025-06-06 02:05:54.035420+00:00"
}

2
freqtrade/templates/freqaiprimer.py
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@ -45,7 +45,7 @@ class FreqaiPrimer(IStrategy):
stoploss = -0.015
timeframe = "3m"
use_custom_stoploss = False
use_custom_stoploss = True
plot_config = {
"main_plot": {