myTestFreqAI/jsons/best_backtest.json
2025-12-07 09:45:10 +08:00

70 lines
2.3 KiB
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{
"id": "EgdU7cbQw09t",
"vmName": "rose",
"startTime": "2025-12-07T00:45:25.340794224Z",
"endTime": "2025-12-07T01:45:25.340794274Z",
"fullHyperoptEventID": "t4tlEfzYznuN",
"propertyGroupListID": "pglist-NyQzSSdEmo4YN8it-L2s0aqVYTavQVUe3-bRC1bJAxew1oGKjS-mtLl3jKQhzESRy5p",
"backTestResult": {
"task_id": "t4tlEfzYznuN",
"start_time": "2025-12-07T00:45:25.34078659Z",
"end_time": "2025-12-07T01:45:25.34078683Z",
"performance": {
"total_profit": 0.009399999999999999,
"win_rate": 0.8333333333333334,
"max_drawdown": 0.008,
"calmar_ratio": 449.67,
"sharpe_ratio": 31.2,
"sqn": 1.6,
"trades": 25,
"profit_factor": 2.16,
"expectancy": 0.75,
"total_days": 0,
"avg_trade_duration": 0,
"cagr": 0.9843999999999999,
"market_change": 0.0032,
"best_pair": "WCT/USDT",
"best_pair_profit": 0.004,
"worst_pair": "TON/USDT",
"worst_pair_profit": -0.0013
},
"full_hyperopt_event_id": "t4tlEfzYznuN",
"parameters": {
"add_bb_lower_proximity": "0.928",
"add_position_callback": "0.051",
"add_position_decrease_ratio": "0.61",
"add_rsi_oversold_threshold": "21",
"add_stochrsi_oversold": "14",
"adjust_multiplier": "1.6",
"bb_length": "22",
"bb_lower_deviation": "1.038",
"bb_std": "3.8",
"bb_width_threshold": "0.019",
"exit_bb_upper_deviation": "1.064",
"exit_profit_tier1": "0.1",
"exit_profit_tier2": "0.138",
"exit_reduce_tier1": "0.42",
"exit_reduce_tier2": "0.58",
"exit_rsi_threshold": "69",
"exit_volume_multiplier": "3.4",
"h1_max_candles": "16",
"h1_max_consecutive_candles": "1",
"h1_rapid_rise_threshold": "0.128",
"max_entry_adjustments": "4",
"max_reduce_adjustments": "3",
"min_condition_count": "1",
"reduce_coefficient": "0.296",
"reduce_profit_base": "0.033",
"rsi_bull_threshold": "45",
"rsi_length": "17",
"rsi_oversold": "31",
"stochrsi_bull_threshold": "22",
"stochrsi_neutral_threshold": "26",
"volume_multiplier": "5.8"
},
"type": "postTest",
"property_group_list_id": ""
},
"backTestStartTime": "2025-10-17T00:00:00Z",
"backTestEndTime": "2025-10-22T00:00:00Z"
}