gavindiaz
e99c14e907
- 重跑 500 trials Optuna study (warmup 修复版) - 新 finalist 集合: #1 trial #491 / #2 trial #297 / #3 trial #492 - finalist #1 IS net $263k (vs 旧 $29k, warmup 修复后搜索空间扩大) - 重生 finalists JSON / features parquet / dashboard HTML - 三个独立 registry 条目 (f1_t491 / f2_t297 / f3_t492) - registry 文件名含 finalist index + trial number 避免覆盖 - registry 状态: "已记录 (无 MT5 验证)" - 待 Phase 7 MT5 验证 - 删除旧 registry 条目 (trial #324 已被新 study 取代)
251 lines
6.9 KiB
JSON
251 lines
6.9 KiB
JSON
{
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"windows": {
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"IS": [
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"2025-01-01 00:00:00",
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"2026-01-01 00:00:00"
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],
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"OOS": [
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"2026-01-01 00:00:00",
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"2026-06-26 00:00:00"
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]
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},
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"finalists": [
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{
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"index": 1,
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"trial_number": 491,
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"score": 186075.4,
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"params": {
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"InpFastEmaPeriod": 33,
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"InpSlowEmaPeriod": 180,
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"InpRsiPeriod": 11,
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"InpRsiBuyLevel": 39.0,
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"InpRsiSellLevel": 57.0,
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"InpPullbackAtrMult": 3.9000000000000004,
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"InpAtrPeriod": 27,
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"InpMaxSpreadAtrPct": 25.0,
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"InpRiskPercent": 2.5,
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"InpAtrSLMult": 1.0,
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"InpAtrTPMult": 4.0,
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"InpBreakEvenPoints": 60.0,
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"InpBreakEvenLock": 50,
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"InpTrailStartPoints": 220.0,
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"InpTrailStepPoints": 240.0,
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"InpMaxTradesPerDay": 12,
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"InpDailyLossLimit": 7.0,
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"InpMinSecondsBetween": 30
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},
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"merged_params": {
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"InpTimeframe": 5,
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"InpFastEmaPeriod": 33,
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"InpSlowEmaPeriod": 180,
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"InpRsiPeriod": 11,
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"InpRsiBuyLevel": 39.0,
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"InpRsiSellLevel": 57.0,
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"InpPullbackAtrMult": 3.9000000000000004,
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"InpAtrPeriod": 27,
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"InpMinAtrPoints": 0,
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"InpMaxSpreadAtrPct": 25.0,
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"InpSizingMode": 1,
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"InpFixedLots": 0.01,
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"InpRiskPercent": 2.5,
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"InpStopMode": 0,
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"InpAtrSLMult": 1.0,
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"InpAtrTPMult": 4.0,
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"InpStopLossPoints": 200,
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"InpTakeProfitPoints": 300,
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"InpUseBreakEven": true,
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"InpBreakEvenPoints": 60.0,
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"InpBreakEvenLock": 50,
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"InpUseTrailing": true,
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"InpTrailStartPoints": 220.0,
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"InpTrailStepPoints": 240.0,
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"InpMaxPositions": 1,
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"InpMaxTradesPerDay": 12,
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"InpDailyLossLimit": 7.0,
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"InpDailyProfitTarget": 0.0,
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"InpMinSecondsBetween": 30,
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"InpUseSession": false,
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"InpSessionStartHour": 7,
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"InpSessionEndHour": 20,
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"InpMagicNumber": 20240530,
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"InpComment": "GoldScalperPro"
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},
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"IS": {
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"net": 263527.63,
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"PF": 1.8016,
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"trades": 2104,
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"DD%": 0.107894,
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"sharpe": 7.0019,
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"win_rate": 0.8113,
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"first_trade_ts": "2025-01-02T01:50:00"
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},
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"OOS": {
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"net": 10632.7,
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"PF": 1.8001,
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"trades": 1098,
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"DD%": 0.110416,
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"sharpe": 8.5291,
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"win_rate": 0.8889,
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"first_trade_ts": "2026-01-02T14:55:00"
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}
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},
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{
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"index": 2,
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"trial_number": 297,
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"score": 68772.16,
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"params": {
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"InpFastEmaPeriod": 9,
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"InpSlowEmaPeriod": 110,
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"InpRsiPeriod": 17,
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"InpRsiBuyLevel": 45.0,
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"InpRsiSellLevel": 54.0,
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"InpPullbackAtrMult": 3.5,
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"InpAtrPeriod": 23,
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"InpMaxSpreadAtrPct": 37.5,
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"InpRiskPercent": 2.75,
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"InpAtrSLMult": 1.3,
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"InpAtrTPMult": 3.9000000000000004,
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"InpBreakEvenPoints": 50.0,
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"InpBreakEvenLock": 45,
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"InpTrailStartPoints": 270.0,
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"InpTrailStepPoints": 70.0,
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"InpMaxTradesPerDay": 11,
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"InpDailyLossLimit": 7.5,
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"InpMinSecondsBetween": 45
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},
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"merged_params": {
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"InpTimeframe": 5,
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"InpFastEmaPeriod": 9,
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"InpSlowEmaPeriod": 110,
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"InpRsiPeriod": 17,
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"InpRsiBuyLevel": 45.0,
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"InpRsiSellLevel": 54.0,
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"InpPullbackAtrMult": 3.5,
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"InpAtrPeriod": 23,
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"InpMinAtrPoints": 0,
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"InpMaxSpreadAtrPct": 37.5,
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"InpSizingMode": 1,
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"InpFixedLots": 0.01,
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"InpRiskPercent": 2.75,
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"InpStopMode": 0,
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"InpAtrSLMult": 1.3,
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"InpAtrTPMult": 3.9000000000000004,
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"InpStopLossPoints": 200,
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"InpTakeProfitPoints": 300,
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"InpUseBreakEven": true,
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"InpBreakEvenPoints": 50.0,
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"InpBreakEvenLock": 45,
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"InpUseTrailing": true,
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"InpTrailStartPoints": 270.0,
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"InpTrailStepPoints": 70.0,
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"InpMaxPositions": 1,
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"InpMaxTradesPerDay": 11,
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"InpDailyLossLimit": 7.5,
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"InpDailyProfitTarget": 0.0,
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"InpMinSecondsBetween": 45,
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"InpUseSession": false,
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"InpSessionStartHour": 7,
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"InpSessionEndHour": 20,
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"InpMagicNumber": 20240530,
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"InpComment": "GoldScalperPro"
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},
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"IS": {
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"net": 94197.91,
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"PF": 2.499,
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"trades": 1605,
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"DD%": 0.032769,
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"sharpe": 7.7362,
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"win_rate": 0.8692,
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"first_trade_ts": "2025-01-02T01:55:00"
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},
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"OOS": {
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"net": 11153.84,
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"PF": 2.1992,
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"trades": 874,
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"DD%": 0.087003,
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"sharpe": 11.0799,
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"win_rate": 0.9245,
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"first_trade_ts": "2026-01-02T14:55:00"
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}
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},
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{
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"index": 3,
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"trial_number": 492,
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"score": 129574.9,
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"params": {
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"InpFastEmaPeriod": 34,
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"InpSlowEmaPeriod": 180,
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"InpRsiPeriod": 11,
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"InpRsiBuyLevel": 39.0,
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"InpRsiSellLevel": 57.0,
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"InpPullbackAtrMult": 4.0,
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"InpAtrPeriod": 28,
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"InpMaxSpreadAtrPct": 25.0,
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"InpRiskPercent": 2.5,
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"InpAtrSLMult": 1.0,
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"InpAtrTPMult": 4.0,
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"InpBreakEvenPoints": 70.0,
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"InpBreakEvenLock": 50,
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"InpTrailStartPoints": 220.0,
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"InpTrailStepPoints": 240.0,
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"InpMaxTradesPerDay": 12,
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"InpDailyLossLimit": 7.0,
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"InpMinSecondsBetween": 30
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},
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"merged_params": {
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"InpTimeframe": 5,
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"InpFastEmaPeriod": 34,
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"InpSlowEmaPeriod": 180,
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"InpRsiPeriod": 11,
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"InpRsiBuyLevel": 39.0,
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"InpRsiSellLevel": 57.0,
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"InpPullbackAtrMult": 4.0,
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"InpAtrPeriod": 28,
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"InpMinAtrPoints": 0,
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"InpMaxSpreadAtrPct": 25.0,
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"InpSizingMode": 1,
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"InpFixedLots": 0.01,
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"InpRiskPercent": 2.5,
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"InpStopMode": 0,
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"InpAtrSLMult": 1.0,
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"InpAtrTPMult": 4.0,
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"InpStopLossPoints": 200,
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"InpTakeProfitPoints": 300,
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"InpUseBreakEven": true,
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"InpBreakEvenPoints": 70.0,
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"InpBreakEvenLock": 50,
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"InpUseTrailing": true,
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"InpTrailStartPoints": 220.0,
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"InpTrailStepPoints": 240.0,
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"InpMaxPositions": 1,
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"InpMaxTradesPerDay": 12,
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"InpDailyLossLimit": 7.0,
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"InpDailyProfitTarget": 0.0,
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"InpMinSecondsBetween": 30,
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"InpUseSession": false,
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"InpSessionStartHour": 7,
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"InpSessionEndHour": 20,
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"InpMagicNumber": 20240530,
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"InpComment": "GoldScalperPro"
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},
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"IS": {
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"net": 165740.84,
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"PF": 1.6318,
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"trades": 2084,
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"DD%": 0.143814,
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"sharpe": 6.2544,
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"win_rate": 0.7961,
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"first_trade_ts": "2025-01-02T01:50:00"
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},
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"OOS": {
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"net": 6969.58,
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"PF": 1.5137,
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"trades": 1083,
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"DD%": 0.143276,
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"sharpe": 6.9851,
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"win_rate": 0.8689,
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"first_trade_ts": "2026-01-02T14:55:00"
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}
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}
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]
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} |