diff --git a/.env.example b/.env.example index 466434f..9550083 100644 --- a/.env.example +++ b/.env.example @@ -2,14 +2,16 @@ MT5_BASE_URL=http://localhost:8080 # ── Symbol & Timeframe ────────────────────────────────────────────────────── -# XAUUSDm is the best-tested pair (PF=1.33, +314% over 7m) -# EURUSDm and GBPUSDm show negative edge — not recommended +# XAUUSDm: flagship (PF=1.47, +21606% over 18m) +# XAGUSDm: best risk-adjusted (PF=1.63, Max DD only -$192) +# BTCUSDm: viable (PF=1.25), USOILm: viable (PF=1.32) +# EURUSDm/GBPUSDm: negative edge — not recommended SYMBOL=XAUUSDm TIMEFRAME=M5 # ── Backtest ───────────────────────────────────────────────────────────────── BACKTEST_BALANCE=600 -BACKTEST_CANDLES=50000 +BACKTEST_CANDLES=99000 # DATE_FROM=2025-01-01 # DATE_TO=2025-12-31 @@ -17,7 +19,7 @@ BACKTEST_CANDLES=50000 RISK_PCT=0.01 # risk per trade (0.01 = 1%) # ── Momentum Candle Thresholds ─────────────────────────────────────────────── -BODY_PCT_MIN=0.6 # minimum body/range ratio (0.6 = 60% body) +BODY_PCT_MIN=0.5 # minimum body/range ratio — 0.50 optimal (PF 1.47 vs 1.43 at 0.60) CLOSE_PCT_MIN=0.8 # close must be in top/bottom 20% of range # ── FVG Setup ────────────────────────────────────────────────────────────────