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