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enarjordenarjord
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updated template config
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‎configs/template.json‎

Lines changed: 63 additions & 58 deletions
Original file line numberDiff line numberDiff line change
@@ -1,11 +1,16 @@
11
{
22
"backtest": {
3-
"aggregate": {"default":"mean","high_exposure_hours_max_long": "max","peak_recovery_hours_pnl": "max","position_held_hours_max": "max"},
3+
"aggregate": {
4+
"default": "mean",
5+
"high_exposure_hours_max_long": "max",
6+
"peak_recovery_hours_pnl": "max",
7+
"position_held_hours_max": "max"
8+
},
49
"balance_sample_divider": 60,
510
"base_dir": "backtests",
611
"btc_collateral_cap": 0.5,
712
"btc_collateral_ltv_cap": null,
8-
"candle_interval_minutes": 5,
13+
"candle_interval_minutes": 2,
914
"coin_sources": {},
1015
"compress_cache": true,
1116
"end_date": "now",
@@ -168,81 +173,81 @@
168173
},
169174
"bot": {
170175
"long": {
171-
"close_grid_markup_end": 0.003,
172-
"close_grid_markup_start": 0.0053,
173-
"close_grid_qty_pct": 0.93,
174-
"close_trailing_grid_ratio": -0.41,
175-
"close_trailing_qty_pct": 0.1,
176-
"close_trailing_retracement_pct": 0.0039,
177-
"close_trailing_threshold_pct": 0.0034,
178-
"ema_span_0": 320,
179-
"ema_span_1": 1250,
180-
"entry_grid_double_down_factor": 0.84,
181-
"entry_grid_spacing_pct": 0.0336,
182-
"entry_grid_spacing_volatility_weight": 1,
183-
"entry_grid_spacing_we_weight": 0.793,
184-
"entry_initial_ema_dist": 0.0096,
185-
"entry_initial_qty_pct": 0.0102,
186-
"entry_trailing_double_down_factor": 0.76,
187-
"entry_trailing_grid_ratio": -0.28,
188-
"entry_trailing_retracement_pct": 0.0107,
189-
"entry_trailing_retracement_volatility_weight": 1,
190-
"entry_trailing_retracement_we_weight": 0.215,
191-
"entry_trailing_threshold_pct": 0.0075,
192-
"entry_trailing_threshold_volatility_weight": 42,
193-
"entry_trailing_threshold_we_weight": 3.46,
194-
"entry_volatility_ema_span_hours": 695,
176+
"close_grid_markup_end": 0.0027,
177+
"close_grid_markup_start": 0.0037,
178+
"close_grid_qty_pct": 0.51,
179+
"close_trailing_grid_ratio": -0.77,
180+
"close_trailing_qty_pct": 0.82,
181+
"close_trailing_retracement_pct": 0.0034,
182+
"close_trailing_threshold_pct": 0.005,
183+
"ema_span_0": 1280,
184+
"ema_span_1": 200,
185+
"entry_grid_double_down_factor": 0.61,
186+
"entry_grid_spacing_pct": 0.0201,
187+
"entry_grid_spacing_volatility_weight": 32,
188+
"entry_grid_spacing_we_weight": 0.358,
189+
"entry_initial_ema_dist": 0.0099,
190+
"entry_initial_qty_pct": 0.0295,
191+
"entry_trailing_double_down_factor": 0.53,
192+
"entry_trailing_grid_ratio": -0.43,
193+
"entry_trailing_retracement_pct": 0.0269,
194+
"entry_trailing_retracement_volatility_weight": 52,
195+
"entry_trailing_retracement_we_weight": 1.59,
196+
"entry_trailing_threshold_pct": 0.0259,
197+
"entry_trailing_threshold_volatility_weight": 80,
198+
"entry_trailing_threshold_we_weight": 14.9,
199+
"entry_volatility_ema_span_hours": 1440,
195200
"filter_volatility_drop_pct": 0,
196-
"filter_volatility_ema_span": 406,
197-
"filter_volume_drop_pct": 0.5,
198-
"filter_volume_ema_span": 400,
201+
"filter_volatility_ema_span": 611,
202+
"filter_volume_drop_pct": 0.56,
203+
"filter_volume_ema_span": 1830,
199204
"n_positions": 10,
200-
"risk_twel_enforcer_threshold": 0.995,
201-
"risk_we_excess_allowance_pct": 0.5,
202-
"risk_wel_enforcer_threshold": 0.999,
205+
"risk_twel_enforcer_threshold": 1.01,
206+
"risk_we_excess_allowance_pct": 0.35,
207+
"risk_wel_enforcer_threshold": 0.99,
203208
"total_wallet_exposure_limit": 1.25,
204-
"unstuck_close_pct": 0.105,
205-
"unstuck_ema_dist": -0.0004,
206-
"unstuck_loss_allowance_pct": 0.0101,
207-
"unstuck_threshold": 0.93
209+
"unstuck_close_pct": 0.119,
210+
"unstuck_ema_dist": -0.0731,
211+
"unstuck_loss_allowance_pct": 0.0109,
212+
"unstuck_threshold": 0.522
208213
},
209214
"short": {
210-
"close_grid_markup_end": 0.001,
211-
"close_grid_markup_start": 0.001,
215+
"close_grid_markup_end": 0.0015,
216+
"close_grid_markup_start": 0.0015,
212217
"close_grid_qty_pct": 0.05,
213218
"close_trailing_grid_ratio": -1,
214219
"close_trailing_qty_pct": 0.05,
215-
"close_trailing_retracement_pct": 0.0001,
216-
"close_trailing_threshold_pct": 0.0001,
217-
"ema_span_0": 200,
218-
"ema_span_1": 200,
219-
"entry_grid_double_down_factor": 0.2,
220-
"entry_grid_spacing_pct": 0.001,
220+
"close_trailing_retracement_pct": 0.001,
221+
"close_trailing_threshold_pct": 0.001,
222+
"ema_span_0": 100,
223+
"ema_span_1": 100,
224+
"entry_grid_double_down_factor": 0.5,
225+
"entry_grid_spacing_pct": 0.025,
221226
"entry_grid_spacing_volatility_weight": 1,
222-
"entry_grid_spacing_we_weight": 0.1,
223-
"entry_initial_ema_dist": -0.1,
224-
"entry_initial_qty_pct": 0.004,
225-
"entry_trailing_double_down_factor": 0.2,
226-
"entry_trailing_grid_ratio": -1,
227-
"entry_trailing_retracement_pct": 0.0001,
227+
"entry_grid_spacing_we_weight": 0,
228+
"entry_initial_ema_dist": -0.01,
229+
"entry_initial_qty_pct": 0.01,
230+
"entry_trailing_double_down_factor": 0.5,
231+
"entry_trailing_grid_ratio": -0.5,
232+
"entry_trailing_retracement_pct": 0.001,
228233
"entry_trailing_retracement_volatility_weight": 1,
229234
"entry_trailing_retracement_we_weight": 0,
230-
"entry_trailing_threshold_pct": 0.0001,
235+
"entry_trailing_threshold_pct": 0.001,
231236
"entry_trailing_threshold_volatility_weight": 1,
232237
"entry_trailing_threshold_we_weight": 0,
233238
"entry_volatility_ema_span_hours": 672,
234239
"filter_volatility_drop_pct": 0,
235240
"filter_volatility_ema_span": 10,
236241
"filter_volume_drop_pct": 0.5,
237242
"filter_volume_ema_span": 360,
238-
"n_positions": 7,
243+
"n_positions": 10,
239244
"risk_twel_enforcer_threshold": 0.95,
240245
"risk_we_excess_allowance_pct": 0,
241246
"risk_wel_enforcer_threshold": 0.95,
242247
"total_wallet_exposure_limit": 0,
243-
"unstuck_close_pct": 0.001,
244-
"unstuck_ema_dist": -0.1,
245-
"unstuck_loss_allowance_pct": 0.001,
248+
"unstuck_close_pct": 0.05,
249+
"unstuck_ema_dist": -0.2,
250+
"unstuck_loss_allowance_pct": 0.01,
246251
"unstuck_threshold": 0.4
247252
}
248253
},
@@ -396,17 +401,17 @@
396401
{
397402
"metric": "high_exposure_hours_max_long",
398403
"penalize_if": "greater_than",
399-
"value": 3024
404+
"value": 1008
400405
},
401406
{
402407
"metric": "peak_recovery_hours_pnl",
403408
"penalize_if": "greater_than",
404-
"value": 3024
409+
"value": 1680
405410
},
406411
{
407412
"metric": "position_held_hours_max",
408413
"penalize_if": "greater_than",
409-
"value": 3024
414+
"value": 1008
410415
}
411416
],
412417
"mutation_eta": 20,

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