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