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dragon_threshold_perturbation.md

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Dragon Threshold Perturbation

Baseline

  • trades: 107
  • avg_return: 2.52%
  • profit_factor: 3.31
  • real BUY overlap: 106
  • real SELL overlap: 105

Sensitivity Summary

  • predictive_b1_break_short_b1_max: stable_real_alignment False, avg_return_range 0.17%, profit_factor_range 0.15, aux_sell_overlap_range 0
  • deep_oversold_entry_c1_max: stable_real_alignment False, avg_return_range 0.10%, profit_factor_range 0.18, aux_sell_overlap_range 0
  • deep_oversold_entry_b1_min: stable_real_alignment False, avg_return_range 0.09%, profit_factor_range 0.06, aux_sell_overlap_range 0
  • predictive_b1_break_long_b1_max: stable_real_alignment False, avg_return_range 0.07%, profit_factor_range 0.04, aux_sell_overlap_range 0
  • glued_high_weak_rebound_high_b1: stable_real_alignment True, avg_return_range 0.16%, profit_factor_range 0.21, aux_sell_overlap_range 2
  • glued_high_weak_rebound_high_c1: stable_real_alignment True, avg_return_range 0.09%, profit_factor_range 0.14, aux_sell_overlap_range 0
  • post_exit_confirmation_window_days: stable_real_alignment True, avg_return_range 0.00%, profit_factor_range 0.00, aux_sell_overlap_range 1
  • aux_sell_high_zone_kdj_only_block_c1: stable_real_alignment True, avg_return_range 0.00%, profit_factor_range 0.00, aux_sell_overlap_range 1

Fragile Parameters

  • predictive_b1_break_short_b1_max: minimum real BUY overlap 106, minimum real SELL overlap 104
  • deep_oversold_entry_c1_max: minimum real BUY overlap 104, minimum real SELL overlap 103
  • deep_oversold_entry_b1_min: minimum real BUY overlap 102, minimum real SELL overlap 101
  • predictive_b1_break_long_b1_max: minimum real BUY overlap 105, minimum real SELL overlap 104

Relatively Robust Parameters

  • aux_sell_high_zone_kdj_only_block_c1: avg_return_range 0.00%, profit_factor_range 0.00
  • post_exit_confirmation_window_days: avg_return_range 0.00%, profit_factor_range 0.00
  • glued_high_weak_rebound_high_c1: avg_return_range 0.09%, profit_factor_range 0.14
  • glued_high_weak_rebound_high_b1: avg_return_range 0.16%, profit_factor_range 0.21