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v0.0.38

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@eq19 eq19 released this 23 Jun 12:38
· 66 commits to v8 since this release
4638547

Full Changelog: v0.0.37...v0.0.38

{
  "key": "fibbo",
  "trades": 5860,
  "profit_mean": 0.0018207327169159483,
  "profit_mean_pct": 0.18,
  "profit_sum": 10.669493721127457,
  "profit_sum_pct": 1066.95,
  "profit_total_abs": 1070497.1859866502,
  "profit_total": 0.10704971859866502,
  "profit_total_pct": 10.7,
  "duration_avg": "1:28:00",
  "wins": 2930,
  "draws": 7,
  "losses": 2923,
  "winrate": 0.5,
  "cagr": 28.21094051396544,
  "expectancy": 182.67870068031584,
  "expectancy_ratio": 0.1511088832543459,
  "sortino": 1078.4723466199198,
  "sharpe": 826.0238290310623,
  "calmar": 1182.8231060982646,
  "sqn": 6.2123,
  "profit_factor": 1.3053363174377235,
  "max_drawdown_account": 0.015718803226139336,
  "max_drawdown_abs": "168177.287"
}
SCORE: 29.66

COmpendium of RElations – Modulo 6

{
  "strategy_name": "fibbo",
  "params": {
    "roi": {
      "0": 0.298,
      "115": 0.144,
      "280": 0.055,
      "507": 0
    },
    "stoploss": {
      "stoploss": -0.136
    },
    "trailing": {
      "trailing_stop": true,
      "trailing_stop_positive": 0.099,
      "trailing_stop_positive_offset": 0.178,
      "trailing_only_offset_is_reached": false
    },
    "max_open_trades": {
      "max_open_trades": 100
    },
    "buy": {
      "buy_additional_indicator": "NONE",
      "buy_fast_dema": "13",
      "buy_fib_level": "0.618",
      "buy_rsi": 45,
      "buy_slow_ema": "34",
      "buy_stoch_osc": 29,
      "buy_swing_period": 50,
      "period": 14,
      "smoothD": 3,
      "smoothK": 2
    },
    "sell": {
      "sell_additional_indicator": "NONE",
      "sell_fib_level": "0.382",
      "sell_rsi": 70,
      "sell_rsi_threshold": 64,
      "sell_stoch_osc": 85
    },
    "protection": {
      "low_profit_trade_limit": 0,
      "max_drawdown_trade_limit": 6,
      "stop_duration": 98,
      "trade_limit": 4,
      "use_low_profit": true,
      "use_max_drawdown_protection": false,
      "use_stop_protection": true,
      "cooldown_lookback": 2
    }
  },
  "ft_stratparam_v": 1,
  "export_time": "2025-06-22 12:39:08.511064+00:00"
}

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Download action repository 'eq19/maps@v8' (SHA:3403a497dd43ceb2e9578bd066b72487877774b7)
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