# DualThrust Nearby Batch 2

## Baselines
- Basic baseline (`range_period=20, k1=0.3, k2=0.3`): annual `19.22%`, Sharpe `0.501`, max DD `37.27%`
- Regime baseline (`range_period=20, k1=0.3, k2=0.3, regime=120`): annual `15.02%`, Sharpe `0.405`, max DD `34.04%`

## Nearby Results

| Variant | Config | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate |
| --- | --- | ---: | ---: | ---: | ---: | ---: |
| DualThrust_r20_k030_035 | range_period=20, k1=0.3, k2=0.35 | 17.03% | 0.473 | 55.80% | 50 | 46.00% |
| DualThrust_r20_k035_030 | range_period=20, k1=0.35, k2=0.3 | 15.64% | 0.424 | 38.09% | 43 | 41.86% |
| DualThrust_r22_k035_035 | range_period=22, k1=0.35, k2=0.35 | 15.11% | 0.451 | 37.22% | 31 | 51.61% |
| DualThrustRegime_r20_k035_035_reg120 | range_period=20, k1=0.35, k2=0.35, regime=120 | 14.78% | 0.435 | 32.70% | 25 | 44.00% |

## Quick Take
- Best annual return in this batch: `DualThrust_r20_k030_035` -> `17.03%`
- Best Sharpe in this batch: `DualThrust_r20_k030_035` -> `0.473`