3.3 KiB
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% │ └─────────────────────────────┴─────────────────────┘