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add config/examples
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@enarjord
enarjord committed Nov 27, 2024
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150 changes: 150 additions & 0 deletions configs/examples/high_risk_btc_trailing_long.json
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{"analysis": {"adg": 0.009813373940044771,
"drawdown_worst": 0.6945115960400235,
"equity_balance_diff_max": 0.6930804946290117,
"equity_balance_diff_mean": 0.017493566929694827,
"loss_profit_ratio": 0.032608860175119325,
"loss_profit_ratio_long": 0.032608860175119325,
"loss_profit_ratio_short": 1.0,
"mdg": 0.007380387901004964,
"pnl_ratio_long_short": 1.0,
"sharpe_ratio": 0.3991849326303949},
"backtest": {"base_dir": "backtests",
"cache_dir": "caches/hlcvs_data/ecaebc4a596ef216",
"compress_cache": true,
"end_date": "2024-11-14",
"exchange": "bybit",
"start_date": "2024-01-01",
"starting_balance": 100000,
"symbols": ["BTCUSDT"]},
"bot": {"long": {"close_grid_markup_range": 0.005233755971494632,
"close_grid_min_markup": 0.029443141648836362,
"close_grid_qty_pct": 0.376056914689064,
"close_trailing_grid_ratio": 1,
"close_trailing_qty_pct": 0.47567248653991856,
"close_trailing_retracement_pct": 0.00020058926244927774,
"close_trailing_threshold_pct": 0.00466337060146426,
"ema_span_0": 228.0710753978957,
"ema_span_1": 767.344612064711,
"entry_grid_double_down_factor": 2.5099193684500376,
"entry_grid_spacing_pct": 0.052156960093609234,
"entry_grid_spacing_weight": 0.932020524544718,
"entry_initial_ema_dist": -0.0038751972323778647,
"entry_initial_qty_pct": 0.09980217963520135,
"entry_trailing_grid_ratio": 1,
"entry_trailing_retracement_pct": 0.00013698138685686628,
"entry_trailing_threshold_pct": 0.06233741446341446,
"filter_relative_volume_clip_pct": 0.8847687493808436,
"filter_rolling_window": 55.068004720674026,
"n_positions": 1.000092506770869,
"total_wallet_exposure_limit": 9.72504928658771,
"unstuck_close_pct": 0.08905490275771208,
"unstuck_ema_dist": -0.0017324226989119255,
"unstuck_loss_allowance_pct": 0.004726553565561598,
"unstuck_threshold": 0.4007945818444598},
"short": {"close_grid_markup_range": 0.005528531510502695,
"close_grid_min_markup": 0.026473279904984614,
"close_grid_qty_pct": 0.37573717710600746,
"close_trailing_grid_ratio": 1,
"close_trailing_qty_pct": 0.7731148472127198,
"close_trailing_retracement_pct": 0.033976642966983356,
"close_trailing_threshold_pct": 0.044452344775101224,
"ema_span_0": 814.96662344569,
"ema_span_1": 461.488766970942,
"entry_grid_double_down_factor": 1.4705087038845643,
"entry_grid_spacing_pct": 0.021714380568355285,
"entry_grid_spacing_weight": 0.2754086481261349,
"entry_initial_ema_dist": -0.03926216961844701,
"entry_initial_qty_pct": 0.00739160119302463,
"entry_trailing_grid_ratio": 1,
"entry_trailing_retracement_pct": 0.06586528763664759,
"entry_trailing_threshold_pct": -0.006360049589975893,
"filter_relative_volume_clip_pct": 0.39064954228610194,
"filter_rolling_window": 57.90400312877959,
"n_positions": 0.0,
"total_wallet_exposure_limit": 2.1969382299041125,
"unstuck_close_pct": 0.008459139558869443,
"unstuck_ema_dist": -0.03573366946883049,
"unstuck_loss_allowance_pct": 0.013646444492036598,
"unstuck_threshold": 0.8281823987224207}},
"disable_plotting": false,
"live": {"approved_coins": {"long": ["BTC"], "short": ["BTC"]},
"auto_gs": true,
"coin_flags": {},
"empty_means_all_approved": false,
"execution_delay_seconds": 2,
"filter_by_min_effective_cost": true,
"forced_mode_long": "",
"forced_mode_short": "",
"ignored_coins": {"long": [], "short": []},
"leverage": 10,
"max_n_cancellations_per_batch": 5,
"max_n_creations_per_batch": 3,
"max_n_restarts_per_day": 10,
"minimum_coin_age_days": 30,
"ohlcvs_1m_rolling_window_days": 4,
"ohlcvs_1m_update_after_minutes": 10,
"pnls_max_lookback_days": 30,
"price_distance_threshold": 0.002,
"time_in_force": "good_till_cancelled",
"user": "bybit_01"},
"optimize": {"bounds": {"long_close_grid_markup_range": [0, 0.03],
"long_close_grid_min_markup": [0.001, 0.03],
"long_close_grid_qty_pct": [0.05, 1],
"long_close_trailing_grid_ratio": [1, 1],
"long_close_trailing_qty_pct": [0.05, 1],
"long_close_trailing_retracement_pct": [0, 0.1],
"long_close_trailing_threshold_pct": [-0.1, 0.1],
"long_ema_span_0": [200, 1440],
"long_ema_span_1": [200, 1440],
"long_entry_grid_double_down_factor": [0.1, 3],
"long_entry_grid_spacing_pct": [0.001, 0.12],
"long_entry_grid_spacing_weight": [0, 10],
"long_entry_initial_ema_dist": [-0.1, 0.003],
"long_entry_initial_qty_pct": [0.005, 0.1],
"long_entry_trailing_grid_ratio": [1, 1],
"long_entry_trailing_retracement_pct": [0, 0.1],
"long_entry_trailing_threshold_pct": [-0.1, 0.1],
"long_filter_relative_volume_clip_pct": [0, 1],
"long_filter_rolling_window": [10, 360],
"long_n_positions": [1, 20],
"long_total_wallet_exposure_limit": [1, 10],
"long_unstuck_close_pct": [0.001, 0.1],
"long_unstuck_ema_dist": [-0.1, 0.01],
"long_unstuck_loss_allowance_pct": [0, 0.05],
"long_unstuck_threshold": [0.4, 0.95],
"short_close_grid_markup_range": [0, 0.03],
"short_close_grid_min_markup": [0.001, 0.03],
"short_close_grid_qty_pct": [0.05, 1],
"short_close_trailing_grid_ratio": [1, 1],
"short_close_trailing_qty_pct": [0.05, 1],
"short_close_trailing_retracement_pct": [0, 0.1],
"short_close_trailing_threshold_pct": [-0.1, 0.1],
"short_ema_span_0": [200, 1440],
"short_ema_span_1": [200, 1440],
"short_entry_grid_double_down_factor": [0.1, 3],
"short_entry_grid_spacing_pct": [0.001, 0.12],
"short_entry_grid_spacing_weight": [0, 10],
"short_entry_initial_ema_dist": [-0.1, 0.003],
"short_entry_initial_qty_pct": [0.005, 0.1],
"short_entry_trailing_grid_ratio": [1, 1],
"short_entry_trailing_retracement_pct": [0, 0.1],
"short_entry_trailing_threshold_pct": [-0.1, 0.1],
"short_filter_relative_volume_clip_pct": [0, 1],
"short_filter_rolling_window": [10, 360],
"short_n_positions": [1, 20],
"short_total_wallet_exposure_limit": [0, 10],
"short_unstuck_close_pct": [0.001, 0.1],
"short_unstuck_ema_dist": [-0.1, 0.01],
"short_unstuck_loss_allowance_pct": [0, 0.05],
"short_unstuck_threshold": [0.4, 0.95]},
"compress_results_file": true,
"crossover_probability": 0.7,
"iters": 200000,
"limits": {"lower_bound_drawdown_worst": 0.5,
"lower_bound_equity_balance_diff_mean": 0.03,
"lower_bound_loss_profit_ratio": 0.6},
"mutation_probability": 0.2,
"n_cpus": 10,
"population_size": 500,
"scoring": ["mdg", "sharpe_ratio"]},
"results_filename": "optimize_results/2024-11-15T14_35_30_BTC_3225f17e_all_results.txt"}
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