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lm_code/bitmart/atr_best_params.json
2026-02-10 11:31:12 +08:00

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{
"apply_live": false,
"selection_metric": "robust_score",
"robust_score": -42.24269838750459,
"consistency_score": 0.6069453441126542,
"overfit_gap": 40.47267326756849,
"train_risk_adj": -71.72112718512093,
"valid_risk_adj": -31.248453917552446,
"split": {
"train_ratio": 0.7,
"split_gap_bars": 20
},
"train_metrics": {
"score": -67.1828968000868,
"total_return_pct": -44.49174487491609,
"max_drawdown_pct": 45.382303850341415,
"win_rate_pct": 22.328767123287673,
"profit_factor": 0.4784084680856937,
"trades": 730,
"wins": 163
},
"valid_metrics": {
"score": -29.273526277306964,
"total_return_pct": -19.398888076079544,
"max_drawdown_pct": 19.749276402454836,
"win_rate_pct": 24.842767295597483,
"profit_factor": 0.5745025296635685,
"trades": 318,
"wins": 79
},
"full_metrics": {
"score": -82.88705309316238,
"total_return_pct": -55.23085815685731,
"max_drawdown_pct": 55.31238987261013,
"win_rate_pct": 23.15689981096408,
"profit_factor": 0.5119705777123974,
"trades": 1058,
"wins": 245
},
"params_for_trade_py": {
"min_prev_entity_pct": 0.1,
"breakout_buffer_pct": 0.03,
"shadow_threshold_pct": 0.15,
"stop_loss_pct": 0.35,
"take_profit_pct": 0.8,
"trailing_start_pct": 0.5,
"trailing_backoff_pct": 0.25,
"use_atr_dynamic_threshold": true,
"atr_length": 10,
"breakout_buffer_atr_mult": 0.08,
"shadow_threshold_atr_mult": 0.14,
"stop_loss_atr_mult": 0.5,
"take_profit_atr_mult": 0.8,
"trailing_start_atr_mult": 0.45,
"trailing_backoff_atr_mult": 0.2
}
}