From e85f5a43224cd09d628789736b5434a8ff0896bb Mon Sep 17 00:00:00 2001 From: romysaputrasihananda Date: Tue, 9 Jun 2026 20:08:53 +0700 Subject: [PATCH] feat: optimize params with 99k candles from new bridge (10.1.34.194:8000) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit BODY_PCT_MIN 0.60→0.50: PF 1.43→1.47 on XAUUSDm over 18 months 18-month window (Jan 2025-Jun 2026) vs 8.5 months previously Best pairs (body=0.50, EMA=20, RR=1.5): XAUUSDm PF=1.47 Return=+21606% MaxDD=-$9131 XAGUSDm PF=1.63 Return=+496% MaxDD=-$192 ← best risk-adjusted BTCUSDm PF=1.25 Return=+2333% USOILm PF=1.32 Return=+762% Co-Authored-By: Claude Sonnet 4.6 --- .env.example | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) 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 ────────────────────────────────────────────────────────────────