diff --git a/ccxt.tar.gz b/ccxt.tar.gz new file mode 100644 index 00000000..a07e7aec Binary files /dev/null and b/ccxt.tar.gz differ diff --git a/doc/mark.md b/doc/mark.md new file mode 100644 index 00000000..fe470ebb --- /dev/null +++ b/doc/mark.md @@ -0,0 +1,58 @@ +### 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% │ +└─────────────────────────────┴─────────────────────┘ diff --git a/freqtrade/templates/freqaiprimer.json b/freqtrade/templates/freqaiprimer.json index 4a8fac8a..e4ba3879 100644 --- a/freqtrade/templates/freqaiprimer.json +++ b/freqtrade/templates/freqaiprimer.json @@ -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" } \ No newline at end of file diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 417b3d99..550f7eb0 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -45,7 +45,7 @@ class FreqaiPrimer(IStrategy): stoploss = -0.015 timeframe = "3m" - use_custom_stoploss = False + use_custom_stoploss = True plot_config = { "main_plot": {