# DualThrust Nearby Batch

## Baseline
- DualThrustBasicStrategy (`range_period=20, k1=0.3, k2=0.3`): annual `19.22%`, Sharpe `0.501`, max DD `37.27%`

## Nearby Results

| Variant | Config | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate |
| --- | --- | ---: | ---: | ---: | ---: | ---: |
| DualThrust_r18_k030 | range_period=18, k1=0.3, k2=0.3 | 10.71% | 0.401 | 46.52% | 68 | 36.76% |
| DualThrust_r22_k030 | range_period=22, k1=0.3, k2=0.3 | 16.28% | 0.46 | 41.05% | 48 | 43.75% |
| DualThrust_r20_k025 | range_period=20, k1=0.25, k2=0.25 | 5.27% | 0.219 | 54.87% | 97 | 37.11% |
| DualThrust_r20_k035 | range_period=20, k1=0.35, k2=0.35 | 15.89% | 0.454 | 38.78% | 40 | 45.00% |

## Quick Take
- Best annual return in this batch: `DualThrust_r22_k030` -> `16.28%`
- Best Sharpe in this batch: `DualThrust_r22_k030` -> `0.46`