[ { "name": "1_baseline_0.8/0.8", "cfg": { "bars_limit": 48, "partial_trigger": 0.015, "partial_sell_pct": 0.3, "trailing_trigger": 0.02, "trailing_floor_pct": 0.005, "time_be_bars": 288, "fee_leg": 0.003, "fee_timeout": 0.002, "be_gain_trigger": 0.008, "be_buffer_pct": 0.008, "protection_delay_bars": 0, "realistic_fill": true }, "train": { "n": 333, "wr": 80.18, "expectancy_pct": 0.3064, "profit_factor": 2.039, "total_net_pct": 102.027, "sl_profit": 278, "sl_loss": 23, "sl_combined": 1, "tp": 0, "timeout": 31, "avg_hold_min": 71.5, "exposure_days": 16.53, "max_loss_streak": 11, "worst_day": "2026-05-28", "worst_day_pnl_pct": 2.324, "days_in_window": 5, "avg_win_pct": 0.7501, "avg_loss_pct": -1.4885 }, "test": { "n": 203, "wr": 79.8, "expectancy_pct": 0.2847, "profit_factor": 1.991, "total_net_pct": 57.792, "sl_profit": 180, "sl_loss": 13, "sl_combined": 0, "tp": 0, "timeout": 10, "avg_hold_min": 49.7, "exposure_days": 7.01, "max_loss_streak": 4, "worst_day": "2026-06-02", "worst_day_pnl_pct": 9.736, "days_in_window": 3, "avg_win_pct": 0.7168, "avg_loss_pct": -1.4228 }, "train_bootstrap": { "clusters": 33, "mean_pct": 99.28, "ci_95_low": 4.33, "ci_95_high": 184.87, "p_loss": 0.022 }, "test_bootstrap": { "clusters": 20, "mean_pct": 57.07, "ci_95_low": -11.18, "ci_95_high": 124.0, "p_loss": 0.048 } }, { "name": "2_conservative_0.7/0.7", "cfg": { "bars_limit": 48, "partial_trigger": 0.015, "partial_sell_pct": 0.3, "trailing_trigger": 0.02, "trailing_floor_pct": 0.005, "time_be_bars": 288, "fee_leg": 0.003, "fee_timeout": 0.002, "be_gain_trigger": 0.007, "be_buffer_pct": 0.007, "protection_delay_bars": 0, "realistic_fill": true }, "train": { "n": 333, "wr": 78.98, "expectancy_pct": 0.2205, "profit_factor": 1.757, "total_net_pct": 73.44, "sl_profit": 275, "sl_loss": 27, "sl_combined": 1, "tp": 0, "timeout": 30, "avg_hold_min": 65.5, "exposure_days": 15.15, "max_loss_streak": 14, "worst_day": "2026-05-28", "worst_day_pnl_pct": -0.411, "days_in_window": 5, "avg_win_pct": 0.6483, "avg_loss_pct": -1.3867 }, "test": { "n": 203, "wr": 77.34, "expectancy_pct": 0.2636, "profit_factor": 2.053, "total_net_pct": 53.519, "sl_profit": 177, "sl_loss": 20, "sl_combined": 0, "tp": 0, "timeout": 6, "avg_hold_min": 43.9, "exposure_days": 6.19, "max_loss_streak": 4, "worst_day": "2026-06-02", "worst_day_pnl_pct": 8.565, "days_in_window": 3, "avg_win_pct": 0.6646, "avg_loss_pct": -1.1047 }, "train_bootstrap": { "clusters": 33, "mean_pct": 74.22, "ci_95_low": -3.89, "ci_95_high": 147.61, "p_loss": 0.035 }, "test_bootstrap": { "clusters": 20, "mean_pct": 54.33, "ci_95_low": -3.46, "ci_95_high": 113.47, "p_loss": 0.035 } }, { "name": "3_aggressive_negative_0.5/0.3", "cfg": { "bars_limit": 48, "partial_trigger": 0.015, "partial_sell_pct": 0.3, "trailing_trigger": 0.02, "trailing_floor_pct": 0.005, "time_be_bars": 288, "fee_leg": 0.003, "fee_timeout": 0.002, "be_gain_trigger": 0.005, "be_buffer_pct": 0.003, "protection_delay_bars": 0, "realistic_fill": true }, "train": { "n": 333, "wr": 33.03, "expectancy_pct": 0.2197, "profit_factor": 1.861, "total_net_pct": 73.145, "sl_profit": 277, "sl_loss": 30, "sl_combined": 1, "tp": 0, "timeout": 25, "avg_hold_min": 64.4, "exposure_days": 14.9, "max_loss_streak": 14, "worst_day": "2026-05-28", "worst_day_pnl_pct": -1.296, "days_in_window": 5, "avg_win_pct": 1.4372, "avg_loss_pct": -0.3809 }, "test": { "n": 203, "wr": 34.48, "expectancy_pct": 0.1211, "profit_factor": 1.592, "total_net_pct": 24.58, "sl_profit": 175, "sl_loss": 25, "sl_combined": 0, "tp": 0, "timeout": 3, "avg_hold_min": 35.1, "exposure_days": 4.94, "max_loss_streak": 6, "worst_day": "2026-06-02", "worst_day_pnl_pct": 1.78, "days_in_window": 3, "avg_win_pct": 0.9443, "avg_loss_pct": -0.3122 }, "train_bootstrap": { "clusters": 33, "mean_pct": 72.67, "ci_95_low": 5.31, "ci_95_high": 138.19, "p_loss": 0.019 }, "test_bootstrap": { "clusters": 20, "mean_pct": 24.38, "ci_95_low": -20.59, "ci_95_high": 70.46, "p_loss": 0.128 } }, { "name": "4_baseline+Partial50", "cfg": { "bars_limit": 48, "partial_trigger": 0.015, "partial_sell_pct": 0.5, "trailing_trigger": 0.02, "trailing_floor_pct": 0.005, "time_be_bars": 288, "fee_leg": 0.003, "fee_timeout": 0.002, "be_gain_trigger": 0.008, "be_buffer_pct": 0.008, "protection_delay_bars": 0, "realistic_fill": true }, "train": { "n": 333, "wr": 80.78, "expectancy_pct": 0.3008, "profit_factor": 2.033, "total_net_pct": 100.166, "sl_profit": 278, "sl_loss": 23, "sl_combined": 1, "tp": 0, "timeout": 31, "avg_hold_min": 71.5, "exposure_days": 16.53, "max_loss_streak": 11, "worst_day": "2026-05-28", "worst_day_pnl_pct": 2.188, "days_in_window": 5, "avg_win_pct": 0.7327, "avg_loss_pct": -1.5146 }, "test": { "n": 203, "wr": 79.8, "expectancy_pct": 0.2912, "profit_factor": 2.013, "total_net_pct": 59.119, "sl_profit": 180, "sl_loss": 13, "sl_combined": 0, "tp": 0, "timeout": 10, "avg_hold_min": 49.7, "exposure_days": 7.01, "max_loss_streak": 4, "worst_day": "2026-06-02", "worst_day_pnl_pct": 9.714, "days_in_window": 3, "avg_win_pct": 0.725, "avg_loss_pct": -1.4228 }, "train_bootstrap": { "clusters": 33, "mean_pct": 100.73, "ci_95_low": 8.3, "ci_95_high": 191.48, "p_loss": 0.017 }, "test_bootstrap": { "clusters": 20, "mean_pct": 58.63, "ci_95_low": -5.66, "ci_95_high": 124.98, "p_loss": 0.041 } }, { "name": "5_baseline+Trailing1.5%", "cfg": { "bars_limit": 48, "partial_trigger": 0.015, "partial_sell_pct": 0.3, "trailing_trigger": 0.015, "trailing_floor_pct": 0.005, "time_be_bars": 288, "fee_leg": 0.003, "fee_timeout": 0.002, "be_gain_trigger": 0.008, "be_buffer_pct": 0.008, "protection_delay_bars": 0, "realistic_fill": true }, "train": { "n": 333, "wr": 80.18, "expectancy_pct": 0.3145, "profit_factor": 2.066, "total_net_pct": 104.736, "sl_profit": 278, "sl_loss": 23, "sl_combined": 1, "tp": 0, "timeout": 31, "avg_hold_min": 70.5, "exposure_days": 16.31, "max_loss_streak": 11, "worst_day": "2026-05-28", "worst_day_pnl_pct": 2.324, "days_in_window": 5, "avg_win_pct": 0.7602, "avg_loss_pct": -1.4885 }, "test": { "n": 203, "wr": 79.8, "expectancy_pct": 0.289, "profit_factor": 2.006, "total_net_pct": 58.662, "sl_profit": 180, "sl_loss": 13, "sl_combined": 0, "tp": 0, "timeout": 10, "avg_hold_min": 49.6, "exposure_days": 6.99, "max_loss_streak": 4, "worst_day": "2026-06-02", "worst_day_pnl_pct": 9.533, "days_in_window": 3, "avg_win_pct": 0.7222, "avg_loss_pct": -1.4228 }, "train_bootstrap": { "clusters": 33, "mean_pct": 105.14, "ci_95_low": 10.57, "ci_95_high": 191.82, "p_loss": 0.017 }, "test_bootstrap": { "clusters": 20, "mean_pct": 57.88, "ci_95_low": -9.66, "ci_95_high": 128.06, "p_loss": 0.047 } }, { "name": "6_baseline+TrailingFloor0.3%", "cfg": { "bars_limit": 48, "partial_trigger": 0.015, "partial_sell_pct": 0.3, "trailing_trigger": 0.02, "trailing_floor_pct": 0.003, "time_be_bars": 288, "fee_leg": 0.003, "fee_timeout": 0.002, "be_gain_trigger": 0.008, "be_buffer_pct": 0.008, "protection_delay_bars": 0, "realistic_fill": true }, "train": { "n": 333, "wr": 80.18, "expectancy_pct": 0.3089, "profit_factor": 2.047, "total_net_pct": 102.854, "sl_profit": 278, "sl_loss": 23, "sl_combined": 1, "tp": 0, "timeout": 31, "avg_hold_min": 71.5, "exposure_days": 16.53, "max_loss_streak": 11, "worst_day": "2026-05-28", "worst_day_pnl_pct": 2.324, "days_in_window": 5, "avg_win_pct": 0.7532, "avg_loss_pct": -1.4885 }, "test": { "n": 203, "wr": 79.8, "expectancy_pct": 0.2886, "profit_factor": 2.004, "total_net_pct": 58.576, "sl_profit": 180, "sl_loss": 13, "sl_combined": 0, "tp": 0, "timeout": 10, "avg_hold_min": 49.7, "exposure_days": 7.01, "max_loss_streak": 4, "worst_day": "2026-06-02", "worst_day_pnl_pct": 9.945, "days_in_window": 3, "avg_win_pct": 0.7217, "avg_loss_pct": -1.4228 }, "train_bootstrap": { "clusters": 33, "mean_pct": 102.78, "ci_95_low": 12.83, "ci_95_high": 198.06, "p_loss": 0.015 }, "test_bootstrap": { "clusters": 20, "mean_pct": 58.56, "ci_95_low": -4.81, "ci_95_high": 124.74, "p_loss": 0.034 } } ]