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chore(config): v1.4.0 — hybrid-C config (EMA=20, zone=0.75, ATR filter)

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Backtest validation (50k candles, XAUUSDm M5, RISK=5%, SESSION=08-13):
  v1.3.0 (no filter)         : +174.7%  PF=1.17  DD=-5482  trades=224
  v1.4-prev (EMA=10+z=0.75)  : +227.7%  PF=2.19  DD=-1965  trades=55
  v1.4 hybrid-C (EMA=20+z=0.75+ATR): +448.7%  PF=2.08  DD=-2669  trades=83

EMA=20 captures more valid setups in trending markets (+83 vs 55 trades)
while zone=0.75 + ATR filter maintain quality (WR 62.7%, PF 2.08).
$5000 → $27,439 over 50k M5 candles (~8 months).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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romysaputrasihananda
2026-06-12 02:18:22 +07:00
parent af2dcb244c
commit 2c02589521
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.env.example
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@@ -29,7 +29,7 @@ SLIPPAGE_POINTS=2
SPREAD_OVERRIDE=0
# ── EMA Trend Filter ─────────────────────────────────────────────────────────
EMA_PERIOD=10
EMA_PERIOD=20
# ── Backtest ─────────────────────────────────────────────────────────────────
BACKTEST_BALANCE=600