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- {
- "best_params": {
- "position_size_pct": 1.0,
- "stop_loss_pct": 0.008,
- "take_profit_pct": 0.02,
- "max_hold_bars": 16,
- "min_signal_strength": 3,
- "rsi_oversold": 30,
- "rsi_overbought": 75,
- "kdj_oversold": 20,
- "kdj_overbought": 80,
- "volume_ratio_threshold": 1.2,
- "bb_upper_threshold": 0.995,
- "bb_lower_threshold": 1.005,
- "macd_fast": 12,
- "macd_slow": 26,
- "consecutive_bars": 4,
- "consecutive_change_pct": 0.015
- },
- "best_performance": {
- "total_return": 21.11,
- "win_rate": 83.3,
- "total_trades": 18,
- "avg_profit_pct": 1.10,
- "max_single_win": 27579.59,
- "max_single_loss": -10223.51,
- "long_trades": 9,
- "short_trades": 9
- },
- "optimization_time": "2026-02-26 18:51:09"
- }
|
