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feat: optimize params with 99k candles from new bridge (10.1.34.194:8000)

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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 <noreply@anthropic.com>
This commit is contained in:
romysaputrasihananda
2026-06-09 20:08:53 +07:00
co-authored by Claude Sonnet 4.6
parent a78dd26cf0
commit e85f5a4322
1 changed files with 6 additions and 4 deletions
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.env.example
+6 -4
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@@ -2,14 +2,16 @@
MT5_BASE_URL=http://localhost:8080 MT5_BASE_URL=http://localhost:8080
# ── Symbol & Timeframe ────────────────────────────────────────────────────── # ── Symbol & Timeframe ──────────────────────────────────────────────────────
# XAUUSDm is the best-tested pair (PF=1.33, +314% over 7m) # XAUUSDm: flagship (PF=1.47, +21606% over 18m)
# EURUSDm and GBPUSDm show negative edge — not recommended # 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 SYMBOL=XAUUSDm
TIMEFRAME=M5 TIMEFRAME=M5
# ── Backtest ───────────────────────────────────────────────────────────────── # ── Backtest ─────────────────────────────────────────────────────────────────
BACKTEST_BALANCE=600 BACKTEST_BALANCE=600
BACKTEST_CANDLES=50000 BACKTEST_CANDLES=99000
# DATE_FROM=2025-01-01 # DATE_FROM=2025-01-01
# DATE_TO=2025-12-31 # DATE_TO=2025-12-31
@@ -17,7 +19,7 @@ BACKTEST_CANDLES=50000
RISK_PCT=0.01 # risk per trade (0.01 = 1%) RISK_PCT=0.01 # risk per trade (0.01 = 1%)
# ── Momentum Candle Thresholds ─────────────────────────────────────────────── # ── 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 CLOSE_PCT_MIN=0.8 # close must be in top/bottom 20% of range
# ── FVG Setup ──────────────────────────────────────────────────────────────── # ── FVG Setup ────────────────────────────────────────────────────────────────