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v0.1.3

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@eq19 eq19 released this 11 Jul 12:39
· 4890 commits to v8 since this release
252dbc9

Full Changelog: v0.1.2...v0.1.3

COmpendium of RElations – Modulo 6

***
  "key": "fibbo",
  "trades": 26,
  "profit_mean": 0.000806636908637003,
  "profit_mean_pct": 0.08,
  "profit_sum": 0.020972559624562077,
  "profit_sum_pct": 2.1,
  "profit_total_abs": 21042.234107140004,
  "profit_total": 0.006012066887754287,
  "profit_total_pct": 0.6,
  "duration_avg": "1 day, 5:53:00",
  "wins": 6,
  "draws": 17,
  "losses": 3,
  "winrate": 0.23076923076923078,
  "cagr": 0.2200526646559493,
  "expectancy": 809.3166964284618,
  "expectancy_ratio": -0.5274455847386634,
  "sortino": 6.320994716255032,
  "sharpe": 6.4307712541547914,
  "calmar": 192.45129243726143,
  "sqn": 0.712,
  "profit_factor": 2.0954715989315833,
  "max_drawdown_account": 0.005425711766974957,
  "max_drawdown_abs": "19208.379"
***

SCORE: 15.18

{
  "strategy_name": "fibbo",
  "params": {
    "buy": {
      "buy_additional_indicator": "STOCHRSI",
      "buy_fast_dema": "5",
      "buy_fib_level": "0.786",
      "buy_rsi": 82,
      "buy_slow_ema": "55",
      "buy_stoch_osc": 21,
      "buy_swing_period": 43,
      "period": 12,
      "smoothD": 2,
      "smoothK": 8
    },
    "sell": {
      "sell_additional_indicator": "STOCHRSI, TTM",
      "sell_fib_level": "0.236",
      "sell_rsi": 234,
      "sell_rsi_threshold": 202,
      "sell_stoch_osc": 24
    },
    "protection": {
      "cooldown_lookback": 0,
      "lookback_period_candles": 90,
      "low_profit_trade_limit": 0,
      "max_drawdown_trade_limit": 21,
      "stop_duration_candles": 166,
      "trade_limit": 8,
      "use_low_profit": false,
      "use_max_drawdown_protection": false,
      "use_stop_protection": false
    },
    "roi": {
      "0": 0.079,
      "8": 0.031,
      "19": 0.007,
      "42": 0
    },
    "stoploss": {
      "stoploss": -0.187
    },
    "trailing": {
      "trailing_stop": true,
      "trailing_stop_positive": 0.147,
      "trailing_stop_positive_offset": 0.213,
      "trailing_only_offset_is_reached": true
    },
    "max_open_trades": {
      "max_open_trades": 7
    }
  },
  "ft_stratparam_v": 1,
  "export_time": "2025-07-11 04:06:21.861552+00:00"
}

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