优化完成时间: 2026-05-14 22:15:08.950831
最佳适应度: 3.33

最佳参数:
  ma_cross_short_window: 11
  ma_cross_long_window: 55
  rsi_period: 11
  rsi_overbought: 65
  rsi_oversold: 29
  bollinger_period: 16
  bollinger_std_dev: 2.9083950058906556
  macd_fast_ema: 10
  macd_slow_ema: 28
  macd_signal_period: 6
  mean_reversion_period: 16
  mean_reversion_std_dev: 2.613625025971498
  momentum_breakout_period: 19
  momentum_breakout_momentum_period: 13
  kdj_period: 14
  turtle_period: 48
  wave_ema_short: 6
  wave_ema_medium: 19
  wave_ema_long: 30
  wave_period: 16
  wave_range_period: 31
  wave_adx_period: 18
  wave_momentum_period: 15
  wave_range_threshold: 0.005908254817195013
  wave_adx_threshold: 16
  daily_breakout_bars_count: 1098
  buy_threshold: 2.0857111182729855
  sell_threshold: -0.926629776569452
  stop_loss_pct: -0.960321914380855
  profit_retracement_pct: 0.33348957702356175
  min_profit_for_trailing: 0.5223934231928938
  take_profit_pct: 2.94949488457209
  max_holding_minutes: 71
  min_profit_for_time_exit: 0.15342156350262756
  weight_MACrossStrategy: 1.1033608422527825
  weight_RSIStrategy: 0.8568676545891594
  weight_BollingerStrategy: 1.1670658498913125
  weight_MeanReversionStrategy: 0.7239928874272219
  weight_MomentumBreakoutStrategy: 1.994651555978322
  weight_MACDStrategy: 0.27666348978171174
  weight_KDJStrategy: 0.987031669779262
  weight_TurtleStrategy: 1.3089542157420992
  weight_DailyBreakoutStrategy: 1.7222058193333316
  weight_WaveTheoryStrategy: 0.3056826386965221
  market_trend_period: 40
  market_retracement_tolerance: 0.41683174574518567
  market_volume_period: 37
  market_volume_ma_period: 24
  trend_price_breakout_weight: 0.12541108246078286
  trend_volume_confirmation_weight: 0.2526477146026147
  trend_momentum_oscillator_weight: 0.4984485520960388
  trend_moving_average_weight: 0.3116457380396548
  trend_strong_threshold: 0.6667733642542173
  trend_weak_threshold: 0.3061035903843855
  trend_volume_spike: 2.1197670382877396
  trend_oversold: 33
  trend_overbought: 79
  confidence_high: 0.7997910444574157
  confidence_medium: 0.6703055290278226

代数统计:
  代数 1: 最佳=3.62, 平均=-0.68
  代数 2: 最佳=3.62, 平均=1.34
  代数 3: 最佳=3.33, 平均=1.94