Files
XauBot/backtests/33_impulse_trail_results/impulse_trail_20260208_114314.log
T

12 lines
793 B
Plaintext
Raw Normal View History

#33 Impulse Trail + Trail Tuning Results
Generated: 2026-02-08 11:43:14.406433
Base: #31B (625 trades, 81.8% WR, $2,807)
A: Impulse 1.5x>1.0x trail: 625 trades, 81.4% WR, $2,847.16, DD: 2.4%, Sharpe: 4.02, PF: 2.21, Impulse: 252, vs #31B: $+40.60
B: Impulse 1.5x>1.5x trail: 625 trades, 81.8% WR, $2,865.11, DD: 2.4%, Sharpe: 4.03, PF: 2.22, Impulse: 253, vs #31B: $+58.55
C: Impulse 2.0x>1.0x trail: 625 trades, 81.8% WR, $2,794.44, DD: 2.4%, Sharpe: 3.96, PF: 2.19, Impulse: 94, vs #31B: $-12.12
D: A + wider start 5.0x: 625 trades, 81.4% WR, $2,847.16, DD: 2.4%, Sharpe: 4.02, PF: 2.21, Impulse: 252, vs #31B: $+40.60
E: A + start 5.0x step 3.5x: 624 trades, 81.4% WR, $2,820.03, DD: 2.4%, Sharpe: 3.99, PF: 2.20, Impulse: 252, vs #31B: $+13.47
Best: B: Impulse 1.5x>1.5x trail