From 2c025895211658a2c9752a6f1cdf4e3ed1fde071 Mon Sep 17 00:00:00 2001 From: romysaputrasihananda Date: Fri, 12 Jun 2026 02:18:22 +0700 Subject: [PATCH] =?UTF-8?q?chore(config):=20v1.4.0=20=E2=80=94=20hybrid-C?= =?UTF-8?q?=20config=20(EMA=3D20,=20zone=3D0.75,=20ATR=20filter)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 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 --- .env.example | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.env.example b/.env.example index 575617d..e87e04f 100644 --- a/.env.example +++ b/.env.example @@ -29,7 +29,7 @@ SLIPPAGE_POINTS=2 SPREAD_OVERRIDE=0 # ── EMA Trend Filter ───────────────────────────────────────────────────────── -EMA_PERIOD=10 +EMA_PERIOD=20 # ── Backtest ───────────────────────────────────────────────────────────────── BACKTEST_BALANCE=600