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xiaochuan
28 lines
681 B
JSON
28 lines
681 B
JSON
{
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"symbol": "USDJPY",
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"fast": 20,
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"slow": 120,
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"atr_sl": 1.0,
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"atr_tp": 3.0,
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"atr_window": 21,
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"cooldown": 36,
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"rsi_long_thresh": 60,
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"rsi_short_thresh": 40,
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"spread": 1.2,
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"slip": 0.2,
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"comm": 2.0,
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"risk_per_trade_pct": 0.01,
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"max_drawdown_pct": 0.05,
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"result_summary": {
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"sharpe": 2.3922795335924505,
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"ann_return": 0.003221386151178729,
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"ann_vol": 0.001346575977407298,
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"max_drawdown": -0.0008654020935744954,
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"trades": 188,
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"expectancy": 2.8389997613201357,
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"win_rate": 0.3617021276595745,
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"median_hold": "0 days 07:00:00",
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"source": "QuantResearch/data/grid/grid_rsi_trailing_diagnostics_USDJPY_grid.csv"
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}
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}
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