From e04202ab04f1129e9264f08a2d1702f81b72ed6a Mon Sep 17 00:00:00 2001 From: "zhangkun9038@dingtalk.com" Date: Sat, 4 Oct 2025 20:04:30 +0800 Subject: [PATCH] =?UTF-8?q?=E6=94=B6=E7=9B=8A=E6=9C=80=E9=AB=98=204?= =?UTF-8?q?=E4=B8=AA=E6=9C=881136=EF=BC=8C=E8=83=9C=E7=8E=87=E4=B8=80?= =?UTF-8?q?=E8=88=AC82.5%=EF=BC=8Csqn3.76,?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- freqtrade/templates/freqaiprimer.json | 27 +++- freqtrade/templates/freqaiprimer.py | 6 +- outputs/output.log | 211 +++++++++++++++++++++++++- tools/hyperopt_org.sh | 6 +- 4 files changed, 239 insertions(+), 11 deletions(-) diff --git a/freqtrade/templates/freqaiprimer.json b/freqtrade/templates/freqaiprimer.json index eea4281b..ee621755 100644 --- a/freqtrade/templates/freqaiprimer.json +++ b/freqtrade/templates/freqaiprimer.json @@ -15,43 +15,58 @@ "max_open_trades": 5 }, "buy": { +<<<<<<< Updated upstream "bb_length": 13, "bb_lower_deviation": 1.04, +======= +>>>>>>> Stashed changes "bb_std": 3.0, "bb_width_threshold": 0.012, "h1_max_candles": 200, "h1_max_consecutive_candles": 3, - "h1_rapid_rise_threshold": 0.064, "max_entry_adjustments": 4, - "min_condition_count": 2, "rsi_bull_threshold": 54, "rsi_length": 16, - "rsi_oversold": 47, "stochrsi_bull_threshold": 36, - "stochrsi_neutral_threshold": 30, "volume_multiplier": 1.6, +<<<<<<< Updated upstream <<<<<<< Updated upstream "stake_divisor": 2.719 ======= "add_position_callback": 0.04, "stake_divisor": 2.605, "step_coefficient": 0.52 +>>>>>>> Stashed changes +======= + "add_position_callback": 0.055, + "bb_length": 28, + "bb_lower_deviation": 1.04, + "h1_rapid_rise_threshold": 0.068, + "min_condition_count": 2, + "rsi_oversold": 41, + "stake_divisor": 2.864, + "step_coefficient": 1.38, + "stochrsi_neutral_threshold": 26 >>>>>>> Stashed changes }, "sell": { - "exit_bb_upper_deviation": 0.99, - "exit_volume_multiplier": 1.7, "roi_param_a": -6e-05, "roi_param_k": 132, "roi_param_t": 0.168, + "exit_bb_upper_deviation": 0.99, + "exit_volume_multiplier": 2.9, "rsi_overbought": 58 }, "protection": {} }, "ft_stratparam_v": 1, +<<<<<<< Updated upstream <<<<<<< Updated upstream "export_time": "2025-10-01 07:04:56.228084+00:00" ======= "export_time": "2025-10-03 10:35:38.313383+00:00" >>>>>>> Stashed changes +======= + "export_time": "2025-10-04 11:46:21.204572+00:00" +>>>>>>> Stashed changes } \ No newline at end of file diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 3a0d788e..36fdd5f5 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -112,10 +112,10 @@ class FreqaiPrimer(IStrategy): roi_param_k = IntParameter(20, 150, default=50, optimize=False, load=True, space='sell') # 偏移量k roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=False, load=True, space='sell') # 常数项t # 出场条件阈值参数 - exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=False, load=True, space='sell') - exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='sell') + exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=True, load=True, space='sell') + exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='sell') - rsi_overbought = IntParameter(57, 59, default=58, optimize=False, load=True, space='sell') + rsi_overbought = IntParameter(57, 59, default=58, optimize=True, load=True, space='sell') def informative_pairs(self): diff --git a/outputs/output.log b/outputs/output.log index e9f9943a..8202f653 100644 --- a/outputs/output.log +++ b/outputs/output.log @@ -1,3 +1,4 @@ +<<<<<<< Updated upstream Result for strategy FreqaiPrimer BACKTESTING REPORT ┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ @@ -56,16 +57,26 @@ Result for strategy FreqaiPrimer │ TOTAL │ │ 144 │ 2.66 │ 921.719 │ 46.09 │ 3 days, 14:09:00 │ 129 0 15 89.6 │ └───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ DAY BREAKDOWN +======= + DAY BREAKDOWN +>>>>>>> Stashed changes ┏━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Day ┃ Trades ┃ Tot Profit USDT ┃ Profit Factor ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ 01/05/2025 │ 1 │ 2.49 │ 0.0 │ 1 0 0 100 │ +<<<<<<< Updated upstream │ 02/05/2025 │ 4 │ 3.955 │ 0.0 │ 4 0 0 100 │ │ 03/05/2025 │ 1 │ -0.28 │ 0.0 │ 0 0 1 0 │ │ 04/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +======= +│ 02/05/2025 │ 4 │ 3.827 │ 0.0 │ 4 0 0 100 │ +│ 03/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 04/05/2025 │ 1 │ -0.455 │ 0.0 │ 0 0 1 0 │ +>>>>>>> Stashed changes │ 05/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 06/05/2025 │ 1 │ -87.82 │ 0.0 │ 0 0 1 0 │ │ 07/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +<<<<<<< Updated upstream │ 08/05/2025 │ 5 │ 34.362 │ 0.0 │ 5 0 0 100 │ │ 09/05/2025 │ 1 │ 4.478 │ 0.0 │ 1 0 0 100 │ │ 10/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ @@ -166,6 +177,108 @@ Result for strategy FreqaiPrimer │ 13/08/2025 │ 3 │ 18.768 │ 0.0 │ 3 0 0 100 │ │ 14/08/2025 │ 2 │ 6.486 │ 0.0 │ 2 0 0 100 │ │ 15/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +======= +│ 08/05/2025 │ 5 │ 128.139 │ 0.0 │ 5 0 0 100 │ +│ 09/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 10/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 11/05/2025 │ 1 │ 3.584 │ 0.0 │ 1 0 0 100 │ +│ 12/05/2025 │ 2 │ 5.63 │ 0.0 │ 2 0 0 100 │ +│ 13/05/2025 │ 2 │ 85.36 │ 0.0 │ 2 0 0 100 │ +│ 14/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 15/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 16/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 17/05/2025 │ 1 │ -2.216 │ 0.0 │ 0 0 1 0 │ +│ 18/05/2025 │ 3 │ 5.282 │ 4.79 │ 2 0 1 66.7 │ +│ 19/05/2025 │ 1 │ -7.094 │ 0.0 │ 0 0 1 0 │ +│ 20/05/2025 │ 2 │ 5.53 │ 0.0 │ 2 0 0 100 │ +│ 21/05/2025 │ 3 │ 8.008 │ 0.0 │ 3 0 0 100 │ +│ 22/05/2025 │ 2 │ 5.889 │ 0.0 │ 2 0 0 100 │ +│ 23/05/2025 │ 3 │ -29.915 │ 0.12 │ 2 0 1 66.7 │ +│ 24/05/2025 │ 2 │ 10.489 │ 0.0 │ 2 0 0 100 │ +│ 25/05/2025 │ 1 │ 0.429 │ 0.0 │ 1 0 0 100 │ +│ 26/05/2025 │ 1 │ 0.172 │ 0.0 │ 1 0 0 100 │ +│ 27/05/2025 │ 1 │ 0.717 │ 0.0 │ 1 0 0 100 │ +│ 28/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 29/05/2025 │ 1 │ 0.543 │ 0.0 │ 1 0 0 100 │ +│ 30/05/2025 │ 1 │ 7.46 │ 0.0 │ 1 0 0 100 │ +│ 31/05/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 01/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 02/06/2025 │ 1 │ -1.167 │ 0.0 │ 0 0 1 0 │ +│ 03/06/2025 │ 1 │ 2.692 │ 0.0 │ 1 0 0 100 │ +│ 04/06/2025 │ 2 │ -2.424 │ 0.0 │ 0 0 2 0 │ +│ 05/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 06/06/2025 │ 2 │ 11.158 │ 0.0 │ 2 0 0 100 │ +│ 07/06/2025 │ 1 │ 2.521 │ 0.0 │ 1 0 0 100 │ +│ 08/06/2025 │ 2 │ 4.564 │ 0.0 │ 2 0 0 100 │ +│ 09/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 10/06/2025 │ 4 │ 108.917 │ 0.0 │ 4 0 0 100 │ +│ 11/06/2025 │ 1 │ 3.044 │ 0.0 │ 1 0 0 100 │ +│ 12/06/2025 │ 1 │ 0.64 │ 0.0 │ 1 0 0 100 │ +│ 13/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 14/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 15/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 16/06/2025 │ 2 │ 95.886 │ 0.0 │ 2 0 0 100 │ +│ 17/06/2025 │ 1 │ -70.884 │ 0.0 │ 0 0 1 0 │ +│ 18/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 19/06/2025 │ 2 │ -12.888 │ 0.02 │ 1 0 1 50.0 │ +│ 20/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 21/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 22/06/2025 │ 1 │ -4.001 │ 0.0 │ 0 0 1 0 │ +│ 23/06/2025 │ 4 │ 96.602 │ 0.0 │ 4 0 0 100 │ +│ 24/06/2025 │ 1 │ 2.493 │ 0.0 │ 1 0 0 100 │ +│ 25/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 26/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 27/06/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 28/06/2025 │ 3 │ 3.336 │ 0.0 │ 3 0 0 100 │ +│ 29/06/2025 │ 2 │ 3.938 │ 0.0 │ 2 0 0 100 │ +│ 30/06/2025 │ 2 │ 2.138 │ 3.09 │ 1 0 1 50.0 │ +│ 01/07/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 02/07/2025 │ 2 │ 0.925 │ 0.0 │ 2 0 0 100 │ +│ 03/07/2025 │ 1 │ 3.851 │ 0.0 │ 1 0 0 100 │ +│ 04/07/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 05/07/2025 │ 1 │ 13.678 │ 0.0 │ 1 0 0 100 │ +│ 06/07/2025 │ 4 │ 7.574 │ 0.0 │ 4 0 0 100 │ +│ 07/07/2025 │ 1 │ 2.471 │ 0.0 │ 1 0 0 100 │ +│ 08/07/2025 │ 2 │ 1.012 │ 0.0 │ 2 0 0 100 │ +│ 09/07/2025 │ 3 │ 7.136 │ 0.0 │ 3 0 0 100 │ +│ 10/07/2025 │ 3 │ 5.961 │ 0.0 │ 3 0 0 100 │ +│ 11/07/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 12/07/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 13/07/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 14/07/2025 │ 2 │ 7.879 │ 0.0 │ 2 0 0 100 │ +│ 15/07/2025 │ 1 │ 72.728 │ 0.0 │ 1 0 0 100 │ +│ 16/07/2025 │ 3 │ 11.295 │ 0.0 │ 3 0 0 100 │ +│ 17/07/2025 │ 1 │ 2.271 │ 0.0 │ 1 0 0 100 │ +│ 18/07/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 19/07/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 20/07/2025 │ 1 │ 3.322 │ 0.0 │ 1 0 0 100 │ +│ 21/07/2025 │ 2 │ 6.022 │ 0.0 │ 2 0 0 100 │ +│ 22/07/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 23/07/2025 │ 1 │ 47.215 │ 0.0 │ 1 0 0 100 │ +│ 24/07/2025 │ 2 │ 42.23 │ 0.0 │ 2 0 0 100 │ +│ 25/07/2025 │ 1 │ 21.115 │ 0.0 │ 1 0 0 100 │ +│ 26/07/2025 │ 1 │ 2.918 │ 0.0 │ 1 0 0 100 │ +│ 27/07/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 28/07/2025 │ 2 │ 6.059 │ 0.0 │ 2 0 0 100 │ +│ 29/07/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 30/07/2025 │ 2 │ 33.139 │ 24.11 │ 1 0 1 50.0 │ +│ 31/07/2025 │ 1 │ 1.109 │ 0.0 │ 1 0 0 100 │ +│ 01/08/2025 │ 1 │ -91.048 │ 0.0 │ 0 0 1 0 │ +│ 02/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 03/08/2025 │ 3 │ 28.474 │ 0.0 │ 3 0 0 100 │ +│ 04/08/2025 │ 3 │ 9.743 │ 0.0 │ 3 0 0 100 │ +│ 05/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 06/08/2025 │ 3 │ -7.824 │ 0.0 │ 0 0 3 0 │ +│ 07/08/2025 │ 3 │ 10.631 │ 0.0 │ 3 0 0 100 │ +│ 08/08/2025 │ 3 │ 7.543 │ 0.0 │ 3 0 0 100 │ +│ 09/08/2025 │ 1 │ 4.926 │ 0.0 │ 1 0 0 100 │ +│ 10/08/2025 │ 1 │ 67.509 │ 0.0 │ 1 0 0 100 │ +│ 11/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 12/08/2025 │ 3 │ 10.634 │ 0.0 │ 3 0 0 100 │ +│ 13/08/2025 │ 4 │ 17.68 │ 0.0 │ 4 0 0 100 │ +│ 14/08/2025 │ 1 │ 2.692 │ 0.0 │ 1 0 0 100 │ +│ 15/08/2025 │ 1 │ 37.722 │ 0.0 │ 1 0 0 100 │ +>>>>>>> Stashed changes │ 16/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 17/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 18/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ @@ -173,15 +286,20 @@ Result for strategy FreqaiPrimer │ 20/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 21/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 22/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +<<<<<<< Updated upstream │ 23/08/2025 │ 1 │ 109.637 │ 0.0 │ 1 0 0 100 │ +======= +│ 23/08/2025 │ 1 │ 70.464 │ 0.0 │ 1 0 0 100 │ +>>>>>>> Stashed changes │ 24/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 25/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 26/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 27/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ -│ 28/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 28/08/2025 │ 1 │ 55.085 │ 0.0 │ 1 0 0 100 │ │ 29/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 30/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 31/08/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +<<<<<<< Updated upstream │ 01/09/2025 │ 2 │ -3.162 │ 0.0 │ 0 0 2 0 │ │ 02/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ │ 03/09/2025 │ 2 │ 4.177 │ 0.0 │ 2 0 0 100 │ @@ -270,3 +388,94 @@ Backtested 2025-04-30 16:00:00 -> 2025-09-30 16:00:00 | Max open trades : 5 ┡━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩ │ FreqaiPrimer │ 144 │ 2.66 │ 921.719 │ 46.09 │ 3 days, 14:09:00 │ 129 0 15 89.6 │ 180.636 USDT 6.61% │ └──────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┴─────────────────────┘ +======= +│ 01/09/2025 │ 3 │ -5.518 │ 0.0 │ 0 0 3 0 │ +│ 02/09/2025 │ 2 │ -3.401 │ 0.0 │ 0 0 2 0 │ +│ 03/09/2025 │ 2 │ 5.246 │ 0.0 │ 2 0 0 100 │ +│ 04/09/2025 │ 1 │ 0.479 │ 0.0 │ 1 0 0 100 │ +│ 05/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 06/09/2025 │ 1 │ 0.954 │ 0.0 │ 1 0 0 100 │ +│ 07/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 08/09/2025 │ 4 │ 59.843 │ 0.0 │ 4 0 0 100 │ +│ 09/09/2025 │ 2 │ 5.936 │ 0.0 │ 2 0 0 100 │ +│ 10/09/2025 │ 1 │ 1.592 │ 0.0 │ 1 0 0 100 │ +│ 11/09/2025 │ 4 │ 1.684 │ 8.02 │ 2 0 2 50.0 │ +│ 12/09/2025 │ 2 │ 62.086 │ 518.38 │ 1 0 1 50.0 │ +│ 13/09/2025 │ 4 │ 11.059 │ 0.0 │ 4 0 0 100 │ +│ 14/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 15/09/2025 │ 1 │ 1.742 │ 0.0 │ 1 0 0 100 │ +│ 16/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 17/09/2025 │ 2 │ 52.151 │ 0.0 │ 2 0 0 100 │ +│ 18/09/2025 │ 1 │ 2.663 │ 0.0 │ 1 0 0 100 │ +│ 19/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 20/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 21/09/2025 │ 1 │ 2.667 │ 0.0 │ 1 0 0 100 │ +│ 22/09/2025 │ 5 │ -66.929 │ 0.43 │ 1 0 4 20.0 │ +│ 23/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 24/09/2025 │ 1 │ 0.64 │ 0.0 │ 1 0 0 100 │ +│ 25/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 26/09/2025 │ 1 │ 3.566 │ 0.0 │ 1 0 0 100 │ +│ 27/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 28/09/2025 │ 1 │ -2.713 │ 0.0 │ 0 0 1 0 │ +│ 29/09/2025 │ 0 │ 0 │ 0.0 │ 0 0 0 0 │ +│ 30/09/2025 │ 1 │ -1.718 │ 0.0 │ 0 0 1 0 │ +└────────────┴────────┴─────────────────┴───────────────┴────────────────────────┘ + SUMMARY METRICS +┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Metric ┃ Value ┃ +┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ Backtesting from │ 2025-04-30 16:00:00 │ +│ Backtesting to │ 2025-09-30 16:00:00 │ +│ Trading Mode │ Spot │ +│ Max open trades │ 5 │ +│ │ │ +│ Total/Daily Avg Trades │ 177 / 1.16 │ +│ Starting balance │ 2000 USDT │ +│ Final balance │ 3136.598 USDT │ +│ Absolute profit │ 1136.598 USDT │ +│ Total profit % │ 56.83% │ +│ CAGR % │ 192.56% │ +│ Sortino │ 5.86 │ +│ Sharpe │ 6.27 │ +│ Calmar │ 194.53 │ +│ SQN │ 3.76 │ +│ Profit factor │ 4.08 │ +│ Expectancy (Ratio) │ 6.42 (0.54) │ +│ Avg. daily profit % │ 0.37% │ +│ Avg. stake amount │ 305.051 USDT │ +│ Total trade volume │ 109299.496 USDT │ +│ │ │ +│ Best Pair │ DOT/USDT 14.92% │ +│ Worst Pair │ MASK/USDT -0.25% │ +│ Best trade │ UNI/USDT 8.16% │ +│ Worst trade │ TRUMP/USDT -11.80% │ +│ Best day │ 128.139 USDT │ +│ Worst day │ -91.048 USDT │ +│ Days win/draw/lose │ 77 / 60 / 16 │ +│ Min/Max/Avg. Duration Winners │ 0d 03:51 / 31d 07:06 / 3d 01:19 │ +│ Min/Max/Avg. Duration Losers │ 0d 00:00 / 24d 17:45 / 2d 23:07 │ +│ Max Consecutive Wins / Loss │ 36 / 5 │ +│ Rejected Entry signals │ 93920 │ +│ Entry/Exit Timeouts │ 0 / 0 │ +│ │ │ +│ Min balance │ 2002.49 USDT │ +│ Max balance │ 3203.752 USDT │ +│ Max % of account underwater │ 3.65% │ +│ Absolute Drawdown (Account) │ 3.65% │ +│ Absolute Drawdown │ 116.869 USDT │ +│ Drawdown high │ 1203.752 USDT │ +│ Drawdown low │ 1086.884 USDT │ +│ Drawdown Start │ 2025-09-21 02:30:00 │ +│ Drawdown End │ 2025-09-22 06:00:00 │ +│ Market change │ 27.83% │ +└───────────────────────────────┴─────────────────────────────────┘ + +Backtested 2025-04-30 16:00:00 -> 2025-09-30 16:00:00 | Max open trades : 5 + STRATEGY SUMMARY +┏━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓ +┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ +┡━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩ +│ FreqaiPrimer │ 177 │ 2.02 │ 1136.598 │ 56.83 │ 3 days, 0:56:00 │ 146 0 31 82.5 │ 116.869 USDT 3.65% │ +└──────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┴─────────────────────┘ + +>>>>>>> Stashed changes diff --git a/tools/hyperopt_org.sh b/tools/hyperopt_org.sh index 8b632f6b..47fd94a2 100755 --- a/tools/hyperopt_org.sh +++ b/tools/hyperopt_org.sh @@ -168,10 +168,14 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \ --random-state 42 \ <<<<<<< Updated upstream -e 2500 \ +<<<<<<< Updated upstream ======= -e 1000 \ >>>>>>> Stashed changes -j 6 \ +======= + -j 3 \ +>>>>>>> Stashed changes --hyperopt-loss SharpeHyperOptLossDaily \ - --spaces buy \ + --spaces buy sell \ --fee 0.0016