optimize: improve win rate with SELL filter and reduced cooldown
Changes:
- Add SELL filter: require ML agreement + 55% confidence for SELL signals
- Reduce trade cooldown: 300s -> 150s (more trade opportunities)
- Relax trend reversal threshold: 0.4 -> 0.6 (less premature exits)
- backtest_live_sync.py: add configurable params for optimization testing
Backtest Results (Jan 2025 - Feb 2026):
BASELINE: 535 trades, 44.1% WR, $994 profit, PF 1.31
OPTIMIZED: 459 trades, 49.2% WR, $1018 profit, PF 1.43
Improvements:
- Win Rate: +5.1% (44.1% -> 49.2%)
- Profit Factor: +0.12 (1.31 -> 1.43)
- Max Drawdown: -0.8% (5.7% -> 4.9%)
- Sharpe Ratio: +0.55 (1.28 -> 1.83)
- NY Session WR: +17.4% (41.6% -> 59.0%)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
GifariKemal
20dc1385c3