# source: https://raw.githubusercontent.com/tradingstrategy-ai/gmx-ccxt-freqtrade/aca8df255f14081be1902aa6ba2734c28af55a1a/user_data/strategies/IchiV2_LS_Live.py # IchiV2_LS_1h_Merged - Dual Long/Short Ichimoku Strategy (1h timeframe) # Author: Gui # Version: 2.0 # Description: Combines cloud crossover (long) with senkou B retest breakdown (short) from freqtrade.strategy.interface import IStrategy from pandas import DataFrame import talib.abstract as ta import pandas as pd pd.options.mode.chained_assignment = None import technical.indicators as ftt import freqtrade.vendor.qtpylib.indicators as qtpylib from datetime import datetime from freqtrade.persistence import Trade from freqtrade.enums import RunMode from freqtrade.strategy import informative, DecimalParameter, IntParameter from freqtrade.strategy.strategy_helper import stoploss_from_absolute import logging import json from freqtrade.optimize.space import SKDecimal class Github_tradingstrategy_ai_gmx_ccxt_freqtrade__IchiV2_LS_Live__20251223_165007(IStrategy): """ Github_tradingstrategy_ai_gmx_ccxt_freqtrade__IchiV2_LS_Live__20251223_165007 - for live config bots Dual long/short Ichimoku strategy on 1h timeframe. Long entries (checked at 4h boundary): - 4h close crosses above senkou_a_4h - Cloud is green (senkou_a_4h > senkou_b_4h) - SAR is below close (sar_4h < close_4h) Long exits: - 1h close crosses below sar_4h (exit on SAR cross) - Base stoploss at -0.2 as fallback - No ATR stop Short entries (checked on any 1h candle): - Cloud is bearish (senkou_a < senkou_b) - Price retested senkou_b (high >= senkou_b) within lookback window - Current price breaks down below senkou_b Short exits: - RSI 4h oversold (< 25) - OR price velocity exhaustion (< -10%) - ATR-based stop loss (3.5x ATR from entry, locked at entry) - No SAR exit for shorts Standard Freqtrade position sizing (no market cap scaling). with fixed stoploss OR atr stoploss EXIT REASON STATS ┏━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ sar_exit_long │ 409 │ 4.51 │ 422.410 │ 422.41 │ 2 days, 2:21:00 │ 234 0 175 57.2 │ │ tp_velocity_achieved │ 111 │ 13.31 │ 357.842 │ 357.84 │ 2 days, 11:51:00 │ 103 0 8 92.8 │ │ tp_rsi_4h_oversold │ 89 │ 14.26 │ 295.409 │ 295.41 │ 6 days, 10:05:00 │ 77 0 12 86.5 │ │ senkou_a_4h_exit_short │ 198 │ 2.62 │ 145.497 │ 145.5 │ 4 days, 1:47:00 │ 142 0 56 71.7 │ │ force_exit │ 4 │ 1.78 │ 4.177 │ 4.18 │ 7 days, 19:15:00 │ 2 0 2 50.0 │ │ senkou_a_4h_exit_long │ 56 │ -0.03 │ -0.146 │ -0.15 │ 17:39:00 │ 23 0 33 41.1 │ │ trailing_stop_loss │ 114 │ -3.37 │ -84.801 │ -84.8 │ 2 days, 1:22:00 │ 0 0 114 0 │ │ stop_loss │ 637 │ -4.0 │ -633.972 │ -633.97 │ 1 day, 0:24:00 │ 0 0 637 0 │ │ TOTAL │ 1618 │ 1.35 │ 506.416 │ 506.42 │ 2 days, 3:26:00 │ 581 0 1037 35.9 │ └────────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ MIXED TAG STATS ┏━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ long_entry │ sar_exit_long │ 409 │ 4.51 │ 422.410 │ 422.41 │ 2 days, 2:21:00 │ 234 0 175 57.2 │ │ short_entry │ tp_velocity_achieved │ 111 │ 13.31 │ 357.842 │ 357.84 │ 2 days, 11:51:00 │ 103 0 8 92.8 │ │ short_entry │ tp_rsi_4h_oversold │ 89 │ 14.26 │ 295.409 │ 295.41 │ 6 days, 10:05:00 │ 77 0 12 86.5 │ │ short_entry │ senkou_a_4h_exit_short │ 198 │ 2.62 │ 145.497 │ 145.5 │ 4 days, 1:47:00 │ 142 0 56 71.7 │ │ short_entry │ force_exit │ 4 │ 1.78 │ 4.177 │ 4.18 │ 7 days, 19:15:00 │ 2 0 2 50.0 │ │ long_entry │ senkou_a_4h_exit_long │ 56 │ -0.03 │ -0.146 │ -0.15 │ 17:39:00 │ 23 0 33 41.1 │ │ short_entry │ trailing_stop_loss │ 114 │ -3.37 │ -84.801 │ -84.8 │ 2 days, 1:22:00 │ 0 0 114 0 │ │ long_entry │ stop_loss │ 240 │ -4.51 │ -275.871 │ -275.87 │ 12:07:00 │ 0 0 240 0 │ │ short_entry │ stop_loss │ 397 │ -3.69 │ -358.101 │ -358.1 │ 1 day, 7:49:00 │ 0 0 397 0 │ │ TOTAL │ │ 1618 │ 1.35 │ 506.416 │ 506.42 │ 2 days, 3:26:00 │ 581 0 1037 35.9 │ └─────────────┴────────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ SUMMARY METRICS ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Metric ┃ Value ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ Backtesting from │ 2024-01-01 00:00:00 │ │ Backtesting to │ 2025-12-22 09:00:00 │ │ Trading Mode │ Isolated Futures │ │ Max open trades │ 10 │ │ │ │ │ Total/Daily Avg Trades │ 1618 / 2.24 │ │ Starting balance │ 100 USDT │ │ Final balance │ 606.416 USDT │ │ Absolute profit │ 506.416 USDT │ │ Total profit % │ 506.42% │ │ CAGR % │ 149.04% │ │ Sortino │ 5.65 │ │ Sharpe │ 2.32 │ │ Calmar │ 13.09 │ │ SQN │ 4.60 │ │ Profit factor │ 1.61 │ │ Expectancy (Ratio) │ 0.31 (0.39) │ │ Avg. daily profit │ 0.702 USDT │ │ Avg. stake amount │ 24.302 USDT │ │ Total trade volume │ 78439.111 USDT │ │ │ │ │ Long / Short trades │ 705 / 913 │ │ Long / Short profit % │ 146.39% / 360.02% │ │ Long / Short profit USDT │ 146.393 / 360.024 │ │ │ │ │ Best Pair │ MOODENG/USDT:USDT 77.61% │ │ Worst Pair │ BNB/USDT:USDT -11.45% │ │ Best trade │ MOODENG/USDT:USDT 196.35% │ │ Worst trade │ ZEC/USDT:USDT -4.83% │ │ Best day │ 61.65 USDT │ │ Worst day │ -16.576 USDT │ │ Days win/draw/lose │ 206 / 174 / 341 │ │ Min/Max/Avg. Duration Winners │ 0d 01:00 / 30d 23:00 / 3d 18:25 │ │ Min/Max/Avg. Duration Losers │ 0d 00:00 / 18d 10:00 / 1d 05:35 │ │ Max Consecutive Wins / Loss │ 17 / 23 │ │ Rejected Entry signals │ 527 │ │ Entry/Exit Timeouts │ 0 / 0 │ │ │ │ │ Min balance │ 95.195 USDT │ │ Max balance │ 606.569 USDT │ │ Max % of account underwater │ 13.88% │ │ Absolute drawdown │ 59.485 USDT (11.39%) │ │ Drawdown duration │ 50 days 01:00:00 │ │ Profit at drawdown start │ 422.406 USDT │ │ Profit at drawdown end │ 362.921 USDT │ │ Drawdown start │ 2025-08-17 16:00:00 │ │ Drawdown end │ 2025-10-06 17:00:00 │ │ Market change │ 19.91% │ └───────────────────────────────┴─────────────────────────────────┘ Backtested 2024-01-01 00:00:00 -> 2025-12-22 09:00:00 | Max open trades : 10 STRATEGY SUMMARY ┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓ ┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩ │ Github_tradingstrategy_ai_gmx_ccxt_freqtrade__IchiV2_LS_Live__20251223_165007 │ 1618 │ 1.35 │ 506.416 │ 506.42 │ 2 days, 3:26:00 │ 581 0 1037 35.9 │ 59.485 USDT 11.39% │ └────────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┴─────────────────────┘ with ATR stoploss taking precedence over fixed stoploss ENTER TAG STATS ┏━━━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ short_entry │ 836 │ 1.83 │ 421.827 │ 421.83 │ 3 days, 0:10:00 │ 332 0 504 39.7 │ │ long_entry │ 699 │ 1.1 │ 140.321 │ 140.32 │ 1 day, 10:47:00 │ 257 0 442 36.8 │ │ TOTAL │ 1535 │ 1.5 │ 562.147 │ 562.15 │ 2 days, 7:08:00 │ 589 0 946 38.4 │ └─────────────┴─────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘ EXIT REASON STATS ┏━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ sar_exit_long │ 408 │ 4.51 │ 405.835 │ 405.83 │ 2 days, 2:14:00 │ 234 0 174 57.4 │ │ tp_velocity_achieved │ 115 │ 13.29 │ 373.450 │ 373.45 │ 2 days, 19:14:00 │ 106 0 9 92.2 │ │ tp_rsi_4h_oversold │ 89 │ 14.21 │ 291.895 │ 291.9 │ 6 days, 11:44:00 │ 77 0 12 86.5 │ │ senkou_a_4h_exit_short │ 210 │ 2.36 │ 144.700 │ 144.7 │ 4 days, 7:43:00 │ 147 0 63 70.0 │ │ force_exit │ 3 │ 3.71 │ 6.948 │ 6.95 │ 5 days, 21:00:00 │ 2 0 1 66.7 │ │ senkou_a_4h_exit_long │ 54 │ -0.0 │ 0.241 │ 0.24 │ 17:44:00 │ 23 0 31 42.6 │ │ trailing_stop_loss │ 112 │ -3.85 │ -89.739 │ -89.74 │ 1 day, 21:00:00 │ 0 0 112 0 │ │ stop_loss │ 544 │ -4.42 │ -571.183 │ -571.18 │ 1 day, 2:22:00 │ 0 0 544 0 │ │ TOTAL │ 1535 │ 1.5 │ 562.147 │ 562.15 │ 2 days, 7:08:00 │ 589 0 946 38.4 │ └────────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ MIXED TAG STATS ┏━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ long_entry │ sar_exit_long │ 408 │ 4.51 │ 405.835 │ 405.83 │ 2 days, 2:14:00 │ 234 0 174 57.4 │ │ short_entry │ tp_velocity_achieved │ 115 │ 13.29 │ 373.450 │ 373.45 │ 2 days, 19:14:00 │ 106 0 9 92.2 │ │ short_entry │ tp_rsi_4h_oversold │ 89 │ 14.21 │ 291.895 │ 291.9 │ 6 days, 11:44:00 │ 77 0 12 86.5 │ │ short_entry │ senkou_a_4h_exit_short │ 210 │ 2.36 │ 144.700 │ 144.7 │ 4 days, 7:43:00 │ 147 0 63 70.0 │ │ short_entry │ force_exit │ 3 │ 3.71 │ 6.948 │ 6.95 │ 5 days, 21:00:00 │ 2 0 1 66.7 │ │ long_entry │ senkou_a_4h_exit_long │ 54 │ -0.0 │ 0.241 │ 0.24 │ 17:44:00 │ 23 0 31 42.6 │ │ short_entry │ trailing_stop_loss │ 112 │ -3.85 │ -89.739 │ -89.74 │ 1 day, 21:00:00 │ 0 0 112 0 │ │ long_entry │ stop_loss │ 237 │ -4.51 │ -265.755 │ -265.75 │ 12:04:00 │ 0 0 237 0 │ │ short_entry │ stop_loss │ 307 │ -4.36 │ -305.428 │ -305.43 │ 1 day, 13:25:00 │ 0 0 307 0 │ │ TOTAL │ │ 1535 │ 1.5 │ 562.147 │ 562.15 │ 2 days, 7:08:00 │ 589 0 946 38.4 │ └─────────────┴────────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ SUMMARY METRICS ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Metric ┃ Value ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ Backtesting from │ 2024-01-01 00:00:00 │ │ Backtesting to │ 2025-12-22 09:00:00 │ │ Trading Mode │ Isolated Futures │ │ Max open trades │ 10 │ │ │ │ │ Total/Daily Avg Trades │ 1535 / 2.13 │ │ Starting balance │ 100 USDT │ │ Final balance │ 662.147 USDT │ │ Absolute profit │ 562.147 USDT │ │ Total profit % │ 562.15% │ │ CAGR % │ 160.38% │ │ Sortino │ 6.74 │ │ Sharpe │ 2.58 │ │ Calmar │ 17.61 │ │ SQN │ 5.22 │ │ Profit factor │ 1.73 │ │ Expectancy (Ratio) │ 0.37 (0.45) │ │ Avg. daily profit │ 0.78 USDT │ │ Avg. stake amount │ 23.721 USDT │ │ Total trade volume │ 72550.583 USDT │ │ │ │ │ Long / Short trades │ 699 / 836 │ │ Long / Short profit % │ 140.32% / 421.83% │ │ Long / Short profit USDT │ 140.321 / 421.827 │ │ │ │ │ Best Pair │ MOODENG/USDT:USDT 72.68% │ │ Worst Pair │ BNB/USDT:USDT -14.21% │ │ Best trade │ MOODENG/USDT:USDT 196.35% │ │ Worst trade │ ZEC/USDT:USDT -17.13% │ │ Best day │ 59.789 USDT │ │ Worst day │ -15.851 USDT │ │ Days win/draw/lose │ 206 / 186 / 329 │ │ Min/Max/Avg. Duration Winners │ 0d 01:00 / 30d 23:00 / 3d 21:56 │ │ Min/Max/Avg. Duration Losers │ 0d 00:00 / 14d 13:00 / 1d 06:59 │ │ Max Consecutive Wins / Loss │ 17 / 22 │ │ Rejected Entry signals │ 561 │ │ Entry/Exit Timeouts │ 0 / 0 │ │ │ │ │ Min balance │ 94.055 USDT │ │ Max balance │ 662.147 USDT │ │ Max % of account underwater │ 10.78% │ │ Absolute drawdown │ 45.243 USDT (9.11%) │ │ Drawdown duration │ 50 days 01:00:00 │ │ Profit at drawdown start │ 396.793 USDT │ │ Profit at drawdown end │ 351.551 USDT │ │ Drawdown start │ 2025-08-17 16:00:00 │ │ Drawdown end │ 2025-10-06 17:00:00 │ │ Market change │ 19.39% │ └───────────────────────────────┴─────────────────────────────────┘ Backtested 2024-01-01 00:00:00 -> 2025-12-22 09:00:00 | Max open trades : 10 STRATEGY SUMMARY ┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┓ ┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩ │ Github_tradingstrategy_ai_gmx_ccxt_freqtrade__IchiV2_LS_Live__20251223_165007 │ 1535 │ 1.50 │ 562.147 │ 562.15 │ 2 days, 7:08:00 │ 589 0 946 38.4 │ 45.243 USDT 9.11% │ └────────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┴────────────────────┘ with fixed stoploss taking precedence, new change Result for strategy Github_tradingstrategy_ai_gmx_ccxt_freqtrade__IchiV2_LS_Live__20251223_165007 BACKTESTING REPORT ┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ MOODENG/USDT:USDT │ 29 │ 12.25 │ 77.608 │ 77.61 │ 1 day, 3:33:00 │ 12 0 17 41.4 │ │ SUI/USDT:USDT │ 64 │ 3.58 │ 43.847 │ 43.85 │ 2 days, 0:28:00 │ 31 0 33 48.4 │ │ HYPE/USDT:USDT │ 34 │ 2.94 │ 43.358 │ 43.36 │ 2 days, 6:14:00 │ 15 0 19 44.1 │ │ ZORA/USDT:USDT │ 16 │ 3.65 │ 30.220 │ 30.22 │ 1 day, 13:30:00 │ 6 0 10 37.5 │ │ CAKE/USDT:USDT │ 41 │ 2.47 │ 28.232 │ 28.23 │ 2 days, 5:03:00 │ 17 0 24 41.5 │ │ ARB/USDT:USDT │ 38 │ 2.75 │ 26.904 │ 26.9 │ 2 days, 12:28:00 │ 17 0 21 44.7 │ │ DOGE/USDT:USDT │ 49 │ 1.97 │ 26.635 │ 26.64 │ 2 days, 13:00:00 │ 24 0 25 49.0 │ │ FARTCOIN/USDT:USDT │ 34 │ 2.47 │ 26.301 │ 26.3 │ 17:26:00 │ 13 0 21 38.2 │ │ ENA/USDT:USDT │ 49 │ 1.06 │ 25.548 │ 25.55 │ 1 day, 7:04:00 │ 16 0 33 32.7 │ │ NEAR/USDT:USDT │ 44 │ 3.75 │ 23.953 │ 23.95 │ 2 days, 5:37:00 │ 24 0 20 54.5 │ │ CRV/USDT:USDT │ 52 │ 2.45 │ 22.689 │ 22.69 │ 3 days, 4:55:00 │ 18 0 34 34.6 │ │ ZEC/USDT:USDT │ 34 │ 1.63 │ 20.385 │ 20.38 │ 1 day, 22:02:00 │ 14 0 20 41.2 │ │ PENGU/USDT:USDT │ 23 │ 1.96 │ 19.468 │ 19.47 │ 1 day, 13:57:00 │ 10 0 13 43.5 │ │ MET/USDT:USDT │ 2 │ 17.66 │ 17.816 │ 17.82 │ 1 day, 5:30:00 │ 2 0 0 100 │ │ AAVE/USDT:USDT │ 67 │ -0.16 │ 16.168 │ 16.17 │ 1 day, 20:29:00 │ 17 0 50 25.4 │ │ XLM/USDT:USDT │ 53 │ 1.53 │ 15.744 │ 15.74 │ 2 days, 12:32:00 │ 21 0 32 39.6 │ │ OP/USDT:USDT │ 44 │ 0.34 │ 14.819 │ 14.82 │ 1 day, 11:22:00 │ 14 0 30 31.8 │ │ INJ/USDT:USDT │ 49 │ 0.85 │ 14.625 │ 14.63 │ 2 days, 17:04:00 │ 13 0 36 26.5 │ │ TON/USDT:USDT │ 49 │ 0.72 │ 14.438 │ 14.44 │ 2 days, 2:51:00 │ 16 0 33 32.7 │ │ ONDO/USDT:USDT │ 57 │ 1.08 │ 14.092 │ 14.09 │ 1 day, 20:19:00 │ 19 0 38 33.3 │ │ AVAX/USDT:USDT │ 20 │ 2.59 │ 13.753 │ 13.75 │ 2 days, 7:06:00 │ 8 0 12 40.0 │ │ ADA/USDT:USDT │ 42 │ 1.05 │ 8.536 │ 8.54 │ 2 days, 23:30:00 │ 14 0 28 33.3 │ │ BCH/USDT:USDT │ 53 │ 0.65 │ 7.516 │ 7.52 │ 2 days, 18:24:00 │ 21 0 32 39.6 │ │ LINK/USDT:USDT │ 44 │ 1.62 │ 6.665 │ 6.66 │ 2 days, 10:20:00 │ 21 0 23 47.7 │ │ ETH/USDT:USDT │ 16 │ 2.65 │ 5.203 │ 5.2 │ 1 day, 19:22:00 │ 7 0 9 43.8 │ │ 0G/USDT:USDT │ 2 │ 3.44 │ 4.060 │ 4.06 │ 3:30:00 │ 1 0 1 50.0 │ │ WLFI/USDT:USDT │ 5 │ 0.79 │ 1.598 │ 1.6 │ 4 days, 16:36:00 │ 1 0 4 20.0 │ │ DOT/USDT:USDT │ 37 │ 1.72 │ 1.511 │ 1.51 │ 2 days, 22:02:00 │ 16 0 21 43.2 │ │ BTC/USDT:USDT │ 49 │ 0.8 │ 0.810 │ 0.81 │ 3 days, 8:01:00 │ 19 0 30 38.8 │ │ SOL/USDT:USDT │ 0 │ 0.0 │ 0.000 │ 0.0 │ 0:00 │ 0 0 0 0 │ │ STBL/USDT:USDT │ 2 │ 0.24 │ -0.264 │ -0.26 │ 4:30:00 │ 1 0 1 50.0 │ │ LINEA/USDT:USDT │ 4 │ -0.18 │ -0.297 │ -0.3 │ 3:30:00 │ 1 0 3 25.0 │ │ UNI/USDT:USDT │ 49 │ -0.58 │ -0.467 │ -0.47 │ 2 days, 9:04:00 │ 13 0 36 26.5 │ │ SEI/USDT:USDT │ 53 │ 1.68 │ -1.037 │ -1.04 │ 1 day, 20:32:00 │ 20 0 33 37.7 │ │ WLD/USDT:USDT │ 37 │ 0.39 │ -1.070 │ -1.07 │ 1 day, 19:28:00 │ 12 0 25 32.4 │ │ AVNT/USDT:USDT │ 1 │ -4.5 │ -1.927 │ -1.93 │ 2:00:00 │ 0 0 1 0 │ │ TRUMP/USDT:USDT │ 18 │ 0.08 │ -2.095 │ -2.09 │ 1 day, 5:33:00 │ 7 0 11 38.9 │ │ APT/USDT:USDT │ 52 │ 0.24 │ -2.190 │ -2.19 │ 2 days, 1:52:00 │ 17 0 35 32.7 │ │ PUMP/USDT:USDT │ 18 │ -0.24 │ -2.770 │ -2.77 │ 22:47:00 │ 5 0 13 27.8 │ │ LTC/USDT:USDT │ 69 │ -0.22 │ -2.838 │ -2.84 │ 2 days, 1:58:00 │ 16 0 53 23.2 │ │ ASTER/USDT:USDT │ 5 │ -1.47 │ -2.902 │ -2.9 │ 7:00:00 │ 1 0 4 20.0 │ │ TRX/USDT:USDT │ 52 │ -0.23 │ -4.042 │ -4.04 │ 1 day, 21:27:00 │ 16 0 36 30.8 │ │ PYTH/USDT:USDT │ 52 │ 0.89 │ -4.341 │ -4.34 │ 1 day, 16:27:00 │ 15 0 37 28.8 │ │ XPL/USDT:USDT │ 3 │ -4.46 │ -6.166 │ -6.17 │ 2 days, 12:40:00 │ 0 0 3 0 │ │ XRP/USDT:USDT │ 47 │ -0.59 │ -6.269 │ -6.27 │ 2 days, 19:20:00 │ 13 0 34 27.7 │ │ SKY/USDT:USDT │ 7 │ -2.29 │ -8.476 │ -8.48 │ 1 day, 20:43:00 │ 1 0 6 14.3 │ │ BNB/USDT:USDT │ 54 │ -0.53 │ -11.449 │ -11.45 │ 2 days, 2:29:00 │ 17 0 37 31.5 │ │ TOTAL │ 1619 │ 1.36 │ 513.901 │ 513.9 │ 2 days, 3:29:00 │ 582 0 1037 35.9 │ └────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ LEFT OPEN TRADES REPORT ┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ CRV/USDT:USDT │ 1 │ 9.26 │ 5.298 │ 5.3 │ 11 days, 8:00:00 │ 1 0 0 100 │ │ ZORA/USDT:USDT │ 1 │ 4.22 │ 2.488 │ 2.49 │ 1 day, 14:00:00 │ 1 0 0 100 │ │ BTC/USDT:USDT │ 1 │ -2.34 │ -1.224 │ -1.22 │ 4 days, 17:00:00 │ 0 0 1 0 │ │ TOTAL │ 3 │ 3.71 │ 6.562 │ 6.56 │ 5 days, 21:00:00 │ 2 0 1 66.7 │ └────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ ENTER TAG STATS ┏━━━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ short_entry │ 914 │ 1.57 │ 367.508 │ 367.51 │ 2 days, 16:24:00 │ 325 0 589 35.6 │ │ long_entry │ 705 │ 1.08 │ 146.393 │ 146.39 │ 1 day, 10:44:00 │ 257 0 448 36.5 │ │ TOTAL │ 1619 │ 1.36 │ 513.901 │ 513.9 │ 2 days, 3:29:00 │ 582 0 1037 35.9 │ └─────────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ EXIT REASON STATS ┏━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ sar_exit_long │ 409 │ 4.51 │ 422.410 │ 422.41 │ 2 days, 2:21:00 │ 234 0 175 57.2 │ │ tp_velocity_achieved │ 112 │ 13.28 │ 363.534 │ 363.53 │ 2 days, 14:15:00 │ 104 0 8 92.9 │ │ tp_rsi_4h_oversold │ 89 │ 14.26 │ 295.409 │ 295.41 │ 6 days, 10:05:00 │ 77 0 12 86.5 │ │ senkou_a_4h_exit_short │ 198 │ 2.62 │ 145.497 │ 145.5 │ 4 days, 1:47:00 │ 142 0 56 71.7 │ │ force_exit │ 3 │ 3.71 │ 6.562 │ 6.56 │ 5 days, 21:00:00 │ 2 0 1 66.7 │ │ senkou_a_4h_exit_long │ 56 │ -0.03 │ -0.146 │ -0.15 │ 17:39:00 │ 23 0 33 41.1 │ │ trailing_stop_loss │ 114 │ -3.37 │ -84.801 │ -84.8 │ 2 days, 1:22:00 │ 0 0 114 0 │ │ stop_loss │ 638 │ -3.99 │ -634.565 │ -634.56 │ 1 day, 0:35:00 │ 0 0 638 0 │ │ TOTAL │ 1619 │ 1.36 │ 513.901 │ 513.9 │ 2 days, 3:29:00 │ 582 0 1037 35.9 │ └────────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ MIXED TAG STATS ┏━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ long_entry │ sar_exit_long │ 409 │ 4.51 │ 422.410 │ 422.41 │ 2 days, 2:21:00 │ 234 0 175 57.2 │ │ short_entry │ tp_velocity_achieved │ 112 │ 13.28 │ 363.534 │ 363.53 │ 2 days, 14:15:00 │ 104 0 8 92.9 │ │ short_entry │ tp_rsi_4h_oversold │ 89 │ 14.26 │ 295.409 │ 295.41 │ 6 days, 10:05:00 │ 77 0 12 86.5 │ │ short_entry │ senkou_a_4h_exit_short │ 198 │ 2.62 │ 145.497 │ 145.5 │ 4 days, 1:47:00 │ 142 0 56 71.7 │ │ short_entry │ force_exit │ 3 │ 3.71 │ 6.562 │ 6.56 │ 5 days, 21:00:00 │ 2 0 1 66.7 │ │ long_entry │ senkou_a_4h_exit_long │ 56 │ -0.03 │ -0.146 │ -0.15 │ 17:39:00 │ 23 0 33 41.1 │ │ short_entry │ trailing_stop_loss │ 114 │ -3.37 │ -84.801 │ -84.8 │ 2 days, 1:22:00 │ 0 0 114 0 │ │ long_entry │ stop_loss │ 240 │ -4.51 │ -275.871 │ -275.87 │ 12:07:00 │ 0 0 240 0 │ │ short_entry │ stop_loss │ 398 │ -3.69 │ -358.694 │ -358.69 │ 1 day, 8:05:00 │ 0 0 398 0 │ │ TOTAL │ │ 1619 │ 1.36 │ 513.901 │ 513.9 │ 2 days, 3:29:00 │ 582 0 1037 35.9 │ └─────────────┴────────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ SUMMARY METRICS ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Metric ┃ Value ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ Backtesting from │ 2024-01-01 00:00:00 │ │ Backtesting to │ 2025-12-22 09:00:00 │ │ Trading Mode │ Isolated Futures │ │ Max open trades │ 10 │ │ │ │ │ Total/Daily Avg Trades │ 1619 / 2.25 │ │ Starting balance │ 100 USDT │ │ Final balance │ 613.901 USDT │ │ Absolute profit │ 513.901 USDT │ │ Total profit % │ 513.90% │ │ CAGR % │ 150.59% │ │ Sortino │ 5.74 │ │ Sharpe │ 2.35 │ │ Calmar │ 13.23 │ │ SQN │ 4.66 │ │ Profit factor │ 1.62 │ │ Expectancy (Ratio) │ 0.32 (0.40) │ │ Avg. daily profit │ 0.713 USDT │ │ Avg. stake amount │ 24.325 USDT │ │ Total trade volume │ 78553.074 USDT │ │ │ │ │ Long / Short trades │ 705 / 914 │ │ Long / Short profit % │ 146.39% / 367.51% │ │ Long / Short profit USDT │ 146.393 / 367.508 │ │ │ │ │ Best Pair │ MOODENG/USDT:USDT 77.61% │ │ Worst Pair │ BNB/USDT:USDT -11.45% │ │ Best trade │ MOODENG/USDT:USDT 196.35% │ │ Worst trade │ ZEC/USDT:USDT -4.83% │ │ Best day │ 61.65 USDT │ │ Worst day │ -16.576 USDT │ │ Days win/draw/lose │ 206 / 174 / 341 │ │ Min/Max/Avg. Duration Winners │ 0d 01:00 / 30d 23:00 / 3d 18:48 │ │ Min/Max/Avg. Duration Losers │ 0d 00:00 / 18d 10:00 / 1d 05:25 │ │ Max Consecutive Wins / Loss │ 17 / 23 │ │ Rejected Entry signals │ 527 │ │ Entry/Exit Timeouts │ 0 / 0 │ │ │ │ │ Min balance │ 95.195 USDT │ │ Max balance │ 613.901 USDT │ │ Max % of account underwater │ 13.88% │ │ Absolute drawdown │ 59.485 USDT (11.39%) │ │ Drawdown duration │ 50 days 01:00:00 │ │ Profit at drawdown start │ 422.406 USDT │ │ Profit at drawdown end │ 362.921 USDT │ │ Drawdown start │ 2025-08-17 16:00:00 │ │ Drawdown end │ 2025-10-06 17:00:00 │ │ Market change │ 19.63% │ └───────────────────────────────┴─────────────────────────────────┘ Backtested 2024-01-01 00:00:00 -> 2025-12-22 09:00:00 | Max open trades : 10 STRATEGY SUMMARY ┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓ ┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩ │ Github_tradingstrategy_ai_gmx_ccxt_freqtrade__IchiV2_LS_Live__20251223_165007 │ 1619 │ 1.36 │ 513.901 │ 513.9 │ 2 days, 3:29:00 │ 582 0 1037 35.9 │ 59.485 USDT 11.39% │ └────────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┴─────────────────────┘ testing stoloss hyperopt. Before hyperopt as is with stoploss proiritization of 4.5% since 2020 so we have a long backtest EXIT REASON STATS ┏━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ sar_exit_long │ 887 │ 3.69 │ 765.654 │ 765.65 │ 2 days, 0:34:00 │ 498 0 389 56.1 │ │ tp_velocity_achieved │ 177 │ 12.0 │ 593.946 │ 593.95 │ 2 days, 8:59:00 │ 162 0 15 91.5 │ │ tp_rsi_4h_oversold │ 160 │ 13.65 │ 536.905 │ 536.9 │ 6 days, 13:46:00 │ 144 0 16 90.0 │ │ senkou_a_4h_exit_short │ 402 │ 2.14 │ 252.681 │ 252.68 │ 3 days, 23:27:00 │ 282 0 120 70.1 │ │ force_exit │ 3 │ 3.71 │ 9.549 │ 9.55 │ 5 days, 21:00:00 │ 2 0 1 66.7 │ │ senkou_a_4h_exit_long │ 98 │ -0.16 │ -2.261 │ -2.26 │ 18:04:00 │ 40 0 58 40.8 │ │ trailing_stop_loss │ 266 │ -3.25 │ -171.717 │ -171.72 │ 1 day, 23:40:00 │ 2 0 264 0.8 │ │ stop_loss │ 1233 │ -4.0 │ -1186.455 │ -1186.46 │ 1 day, 1:15:00 │ 0 0 1233 0 │ │ TOTAL │ 3226 │ 0.82 │ 798.301 │ 798.3 │ 2 days, 2:27:00 │ 1130 0 2096 35.0 │ └────────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ MIXED TAG STATS ┏━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ ┡━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ │ long_entry │ sar_exit_long │ 887 │ 3.69 │ 765.654 │ 765.65 │ 2 days, 0:34:00 │ 498 0 389 56.1 │ │ short_entry │ tp_velocity_achieved │ 177 │ 12.0 │ 593.946 │ 593.95 │ 2 days, 8:59:00 │ 162 0 15 91.5 │ │ short_entry │ tp_rsi_4h_oversold │ 160 │ 13.65 │ 536.905 │ 536.9 │ 6 days, 13:46:00 │ 144 0 16 90.0 │ │ short_entry │ senkou_a_4h_exit_short │ 402 │ 2.14 │ 252.681 │ 252.68 │ 3 days, 23:27:00 │ 282 0 120 70.1 │ │ short_entry │ force_exit │ 3 │ 3.71 │ 9.549 │ 9.55 │ 5 days, 21:00:00 │ 2 0 1 66.7 │ │ long_entry │ senkou_a_4h_exit_long │ 98 │ -0.16 │ -2.261 │ -2.26 │ 18:04:00 │ 40 0 58 40.8 │ │ short_entry │ trailing_stop_loss │ 266 │ -3.25 │ -171.717 │ -171.72 │ 1 day, 23:40:00 │ 2 0 264 0.8 │ │ long_entry │ stop_loss │ 473 │ -4.58 │ -521.860 │ -521.86 │ 13:41:00 │ 0 0 473 0 │ │ short_entry │ stop_loss │ 760 │ -3.63 │ -664.595 │ -664.6 │ 1 day, 8:26:00 │ 0 0 760 0 │ │ TOTAL │ │ 3226 │ 0.82 │ 798.301 │ 798.3 │ 2 days, 2:27:00 │ 1130 0 2096 35.0 │ └─────────────┴────────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────────┴────────────────────────┘ SUMMARY METRICS ┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓ ┃ Metric ┃ Value ┃ ┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩ │ Backtesting from │ 2020-10-21 20:00:00 │ │ Backtesting to │ 2025-12-22 09:00:00 │ │ Trading Mode │ Isolated Futures │ │ Max open trades │ 10 │ │ │ │ │ Total/Daily Avg Trades │ 3226 / 1.71 │ │ Starting balance │ 100 USDT │ │ Final balance │ 898.301 USDT │ │ Absolute profit │ 798.301 USDT │ │ Total profit % │ 798.30% │ │ CAGR % │ 52.90% │ │ Sortino │ 3.21 │ │ Sharpe │ 1.51 │ │ Calmar │ 4.57 │ │ SQN │ 4.85 │ │ Profit factor │ 1.51 │ │ Expectancy (Ratio) │ 0.25 (0.33) │ │ Avg. daily profit │ 0.423 USDT │ │ Avg. stake amount │ 23.371 USDT │ │ Total trade volume │ 150496.364 USDT │ │ │ │ │ Long / Short trades │ 1458 / 1768 │ │ Long / Short profit % │ 241.53% / 556.77% │ │ Long / Short profit USDT │ 241.533 / 556.769 │ │ │ │ │ Best Pair │ MOODENG/USDT:USDT 108.98% │ │ Worst Pair │ BNB/USDT:USDT -13.66% │ │ Best trade │ MOODENG/USDT:USDT 196.35% │ │ Worst trade │ NEAR/USDT:USDT -26.36% │ │ Best day │ 89.728 USDT │ │ Worst day │ -25.377 USDT │ │ Days win/draw/lose │ 451 / 628 / 809 │ │ Min/Max/Avg. Duration Winners │ 0d 00:00 / 30d 23:00 / 3d 15:24 │ │ Min/Max/Avg. Duration Losers │ 0d 00:00 / 18d 10:00 / 1d 06:32 │ │ Max Consecutive Wins / Loss │ 17 / 23 │ │ Rejected Entry signals │ 612 │ │ Entry/Exit Timeouts │ 0 / 0 │ │ │ │ │ Min balance │ 91.741 USDT │ │ Max balance │ 898.301 USDT │ │ Max % of account underwater │ 22.30% │ │ Absolute drawdown │ 88.712 USDT (11.58%) │ │ Drawdown duration │ 24 days 11:00:00 │ │ Profit at drawdown start │ 666.306 USDT │ │ Profit at drawdown end │ 577.594 USDT │ │ Drawdown start │ 2025-10-17 16:00:00 │ │ Drawdown end │ 2025-11-11 03:00:00 │ │ Market change │ 362.53% │ └───────────────────────────────┴─────────────────────────────────┘ Backtested 2020-10-21 20:00:00 -> 2025-12-22 09:00:00 | Max open trades : 10 STRATEGY SUMMARY ┏━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓ ┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ ┡━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩ │ Github_tradingstrategy_ai_gmx_ccxt_freqtrade__IchiV2_LS_Live__20251223_165007 │ 3226 │ 0.82 │ 798.301 │ 798.3 │ 2 days, 2:27:00 │ 1130 0 2096 35.0 │ 88.712 USDT 11.58% │ └────────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┴─────────────────────┘ """ def __init__(self, config): super().__init__(config) self.logger = logging.getLogger(__name__) self._pairs_analyzed_count = 0 def _log_jsonl(self, signal_type: str, pair: str = None, conditions: dict = None, indicators: dict = None, trade_data: dict = None, **extra_kwargs): """ Universal JSONL logger for strategy analysis. :param signal_type: Type of signal/analysis (e.g., 'long_entry_check', 'short_exit_check') :param pair: Trading pair :param conditions: Dict of conditions being evaluated {name: bool} :param indicators: Dict of indicator values {name: float} :param trade_data: Dict of trade-specific data (trade_id, profit, etc.) :param extra_kwargs: Any additional key-value pairs to log """ import numpy as np def convert_to_serializable(obj, max_decimals=4): """Convert numpy/pandas types to native Python types with decimal precision limit.""" if isinstance(obj, (np.integer, np.floating)): return round(float(obj), max_decimals) elif isinstance(obj, np.bool_): return bool(obj) elif isinstance(obj, float): return round(obj, max_decimals) elif isinstance(obj, dict): return {k: convert_to_serializable(v, max_decimals) for k, v in obj.items()} elif isinstance(obj, (list, tuple)): return [convert_to_serializable(item, max_decimals) for item in obj] elif pd.isna(obj): return None return obj log_entry = { "timestamp": datetime.now().isoformat(), "signal_type": signal_type, } # Add pair if provided if pair: log_entry["pair"] = pair # Add conditions if provided if conditions: log_entry["conditions"] = convert_to_serializable(conditions) # Add condition summary log_entry["conditions_passed"] = sum(1 for v in conditions.values() if v) log_entry["conditions_total"] = len(conditions) log_entry["all_conditions_met"] = all(conditions.values()) # Add indicators if provided if indicators: log_entry["indicators"] = convert_to_serializable(indicators) # Add trade data if provided if trade_data: log_entry["trade"] = convert_to_serializable(trade_data) # Add any extra kwargs log_entry.update(convert_to_serializable(extra_kwargs)) # Log as single-line JSON (no prefix for easy parsing) self.logger.info(json.dumps(log_entry)) def _calculate_atr_stop_price(self, current_price: float, atr: float, is_short: bool) -> dict: """ Calculate ATR-based stop loss price and related metrics. :param current_price: Current market price :param atr: Current ATR value :param is_short: True if short position, False if long :return: Dict with stop price and distance info """ atr_multiplier = self.atr_stop_multiplier.value atr_distance = atr_multiplier * atr if is_short: # Short: stop is ABOVE entry (price + distance) stop_price = current_price + atr_distance stop_pct = (atr_distance / current_price) * 100 else: # Long: stop is BELOW entry (price - distance) stop_price = current_price - atr_distance stop_pct = (atr_distance / current_price) * 100 return { 'atr_stop_price': stop_price, 'atr_stop_distance': atr_distance, 'atr_stop_pct': stop_pct, 'atr_multiplier': atr_multiplier, } INTERFACE_VERSION = 3 can_short = True # Set to False to test long-only performance # Hyperoptable parameters buy_params = { # Short entry (RetestSenkou) 'retest_lookback_window': 24, # Max candles to look for retest (24h) 'rsi_tp_threshold': 25, # RSI oversold threshold for shorts 'velocity_tp_threshold': -0.1, # Velocity threshold for shorts 'price_velocity_window': 10, # Velocity calculation window } # Short entry parameters retest_lookback_window = IntParameter(4, 96, default=24, space='buy', optimize=False) # Short exit parameters rsi_tp_threshold = IntParameter(15, 35, default=25, space='sell', optimize=False) use_rsi_exit = IntParameter(0, 1, default=1, space='sell', optimize=False) # ATR stop loss for shorts atr_stop_multiplier = DecimalParameter(1.5, 4.0, default=3.5, decimals=1, space='sell', optimize=False) atr_timeperiod = IntParameter(2, 20, default=14, space='sell', optimize=False) # Price velocity window velocity_tp_threshold = DecimalParameter(-0.13, -0.06, default=-0.1, decimals=2, space='sell', optimize=True) price_velocity_window = IntParameter(4, 20, default=20, space='sell', optimize=False) sell_params = {} custom_info = {} # ROI table - minimal minimal_roi = { "0": 10.0 # Disabled } # Stop loss # -0.2 for longs (only SAR exit matters) # Shorts use ATR-based custom stoploss stoploss = -0.129 use_custom_stoploss = True # Only applies to shorts (returns None for longs) # Timeframe timeframe = '1h' startup_candle_count = 500 process_only_new_candles = True # Trailing stop - DISABLED trailing_stop = False trailing_stop_positive = None trailing_stop_positive_offset = None trailing_only_offset_is_reached = False # Exit settings use_exit_signal = True exit_profit_only = False ignore_roi_if_entry_signal = True ICHI_PARAMS = dict( conversion_line_period=20, base_line_periods=60, laggin_span=120, displacement=1, ) plot_config = { 'main_plot': { 'sar_4h': {'color': 'purple', 'marker': '.', 'linestyle': 'none'}, 'senkou_a_4h': {'color': 'lightgreen', 'linestyle': '--'}, 'senkou_b_4h': {'color': 'lightcoral', 'linestyle': '--'}, # 4h Bollinger Bands # 'bb_upper_4h': {'color': 'lightblue'}, # 'bb_middle_4h': {'color': 'lightgray'}, # 'bb_lower_4h': {'color': 'lightblue'}, }, 'subplots': { 'RSI 4h': { 'rsi_4h': {'color': 'purple'}, }, 'Price Velocity': { 'price_velocity': {'color': 'magenta'}, }, }, } def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, after_fill: bool, **kwargs) -> float | None: """ ATR-based stop loss for SHORTS only. Returns the TIGHTER of ATR-based or base stoploss. """ if not trade.is_short: return None entry_atr = trade.get_custom_data(key='entry_atr') if entry_atr is None: custom_info_pair = self.custom_info.get(pair) if custom_info_pair is not None: try: entry_candle = custom_info_pair[custom_info_pair.index <= trade.open_date_utc] if not entry_candle.empty: entry_atr = entry_candle.iloc[-1]['atr'] if pd.isna(entry_atr): return None else: return None except (KeyError, IndexError): return None else: return None entry_rate = trade.open_rate atr_distance = self.atr_stop_multiplier.value * float(entry_atr) atr_stop_price = entry_rate + atr_distance fixed_stop_price = entry_rate * (1 + abs(self.stoploss)) # Use the TIGHTER stop loss between atr and fixed stoploss final_stop_price = min(atr_stop_price, fixed_stop_price) # Convert absolute price to stoploss distance using Freqtrade utility return stoploss_from_absolute( stop_rate=final_stop_price, current_rate=current_rate, is_short=trade.is_short, leverage=trade.leverage ) def custom_exit(self, pair: str, trade: 'Trade', current_time: datetime, current_rate: float, current_profit: float, **kwargs) -> str | bool | None: """ Exit logic - COMPLETELY SEPARATE for longs vs shorts: LONGS (from IchiV3_LS_1h): - SAR exit: 1h close crosses below sar_4h → exit immediately - This is the PRIMARY and ONLY exit for longs (base stoploss is just fallback) SHORTS (from IchiV2_Short_RetestSenkou): - RSI 4h oversold (< 25) - OR velocity exhaustion (< -10%) - ATR-based stop loss (via custom_stoploss) """ custom_info_pair = self.custom_info.get(pair) if custom_info_pair is None: return None current_mode = self.config['runmode'] is_trading_mode = current_mode in (RunMode.LIVE, RunMode.DRY_RUN) try: completed_candles = custom_info_pair.loc[custom_info_pair.index < current_time] if completed_candles.empty: return None last_row = completed_candles.iloc[-1] last_close = last_row['close'] last_sar = last_row.get('sar_4h') # LONG EXIT: SAR if not trade.is_short: # Cloud flip check (to prevent concurrent trades between long and short) cloud_flip = last_row['senkou_a_4h'] < last_row['senkou_b_4h'] if cloud_flip: if is_trading_mode: self._log_jsonl( signal_type="long_exit_check", pair=pair, conditions={'cloud_flip_bearish': cloud_flip}, indicators={ 'close': float(last_close), 'sar_4h': float(last_sar) if not pd.isna(last_sar) else None, 'senkou_a_4h': float(last_row['senkou_a_4h']), 'senkou_b_4h': float(last_row['senkou_b_4h']), }, trade_data={ 'trade_id': trade.id, 'current_profit': current_profit, 'current_profit_pct': current_profit * 100, }, exit_triggered=True, exit_reason='senkou_a_4h_exit_long' ) return 'senkou_a_4h_exit_long' # SAR cross down sar_cross_down = not pd.isna(last_sar) and last_close <= last_sar if is_trading_mode: self._log_jsonl( signal_type="long_exit_check", pair=pair, conditions={'sar_cross_down': sar_cross_down}, indicators={ 'close': float(last_close), 'sar_4h': float(last_sar) if not pd.isna(last_sar) else None, }, trade_data={ 'trade_id': trade.id, 'current_profit': current_profit, 'current_profit_pct': current_profit * 100, }, exit_triggered=sar_cross_down, exit_reason='sar_exit_long' if sar_cross_down else None ) if sar_cross_down: return 'sar_exit_long' # SHORT EXIT: RSI + Velocity if trade.is_short: last_rsi_4h = last_row.get('rsi_4h') last_velocity = last_row.get('price_velocity') # Cloud flip check (to prevent concurrent trades between long and short) cloud_flip = last_row['senkou_a_4h'] > last_row['senkou_b_4h'] if cloud_flip: if is_trading_mode: self._log_jsonl( signal_type="short_exit_check", pair=pair, conditions={'cloud_flip_bullish': cloud_flip}, indicators={ 'close': float(last_close), 'senkou_a_4h': float(last_row['senkou_a_4h']), 'senkou_b_4h': float(last_row['senkou_b_4h']), 'rsi_4h': float(last_rsi_4h) if not pd.isna(last_rsi_4h) else None, 'price_velocity': float(last_velocity) if not pd.isna(last_velocity) else None, 'atr': float(last_row.get('atr', 0)), }, trade_data={ 'trade_id': trade.id, 'current_profit': current_profit, 'current_profit_pct': current_profit * 100, }, exit_triggered=True, exit_reason='senkou_a_4h_exit_short' ) return 'senkou_a_4h_exit_short' # Check exit conditions rsi_oversold = False velocity_exhausted = False if self.use_rsi_exit.value == 1: rsi_oversold = not pd.isna(last_rsi_4h) and last_rsi_4h < self.rsi_tp_threshold.value velocity_exhausted = not pd.isna(last_velocity) and last_velocity < self.velocity_tp_threshold.value if is_trading_mode: self._log_jsonl( signal_type="short_exit_check", pair=pair, conditions={ 'rsi_oversold': rsi_oversold, 'velocity_exhausted': velocity_exhausted, }, indicators={ 'close': float(last_close), 'rsi_4h': float(last_rsi_4h) if not pd.isna(last_rsi_4h) else None, 'price_velocity': float(last_velocity) if not pd.isna(last_velocity) else None, 'atr': float(last_row.get('atr', 0)), 'rsi_threshold': self.rsi_tp_threshold.value, 'velocity_threshold': self.velocity_tp_threshold.value, }, trade_data={ 'trade_id': trade.id, 'current_profit': current_profit, 'current_profit_pct': current_profit * 100, }, exit_triggered=rsi_oversold or velocity_exhausted, exit_reason='tp_rsi_4h_oversold' if rsi_oversold else ('tp_velocity_achieved' if velocity_exhausted else None) ) if rsi_oversold: return 'tp_rsi_4h_oversold' if velocity_exhausted: return 'tp_velocity_achieved' except (KeyError, IndexError) as e: self.logger.warning(f"Error in custom_exit for {pair}: {e}") return None def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, current_time: datetime, entry_tag: str | None, side: str, **kwargs) -> bool: """Store ATR at entry time for shorts and log detailed entry information.""" trade = kwargs.get('trade') custom_info_pair = self.custom_info.get(pair) # Store ATR for shorts if trade is not None and side == 'short' and custom_info_pair is not None: try: entry_candles = custom_info_pair[custom_info_pair.index <= current_time] if not entry_candles.empty: entry_row = entry_candles.iloc[-1] entry_atr = entry_row.get('atr') if not pd.isna(entry_atr): trade.set_custom_data(key='entry_atr', value=float(entry_atr)) except (KeyError, IndexError) as e: self.logger.warning(f"Failed to store entry ATR for {pair}: {e}") current_mode = self.config['runmode'] is_trading_mode = current_mode in (RunMode.LIVE, RunMode.DRY_RUN) if is_trading_mode: self.logger.info(f"ENTRY | {pair} | {side} | amount={amount} | rate={rate} | time={current_time}") return True def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, rate: float, time_in_force: str, exit_reason: str, current_time: datetime, **kwargs) -> bool: """Log detailed trade exit information.""" current_mode = self.config['runmode'] is_trading_mode = current_mode in (RunMode.LIVE, RunMode.DRY_RUN) if is_trading_mode: profit_ratio = trade.calc_profit_ratio(rate) duration = current_time - trade.open_date_utc side = 'short' if trade.is_short else 'long' self.logger.info(f"EXIT | {pair} | {side} | reason={exit_reason} | profit={profit_ratio:.2%} | duration={duration} | time={current_time}") return True def _add_ichimoku(self, df: DataFrame) -> None: ichi = ftt.ichimoku(df, **self.ICHI_PARAMS) df['senkou_a'] = ichi['senkou_span_a'] df['senkou_b'] = ichi['senkou_span_b'] df['chikou_span'] = ichi['chikou_span'] df['tenkan_sen'] = ichi['tenkan_sen'] df['kijun_sen'] = ichi['kijun_sen'] df['cloud_green'] = ichi['cloud_green'] df['cloud_red'] = ichi['cloud_red'] @informative('4h') def populate_indicators_4h(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """Calculate 4h Ichimoku, SAR, and RSI.""" self._add_ichimoku(dataframe) dataframe['sar'] = ta.SAR(dataframe) dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=14) # # Bollinger Bands for analysis (using qtpylib) # bollinger = qtpylib.bollinger_bands(dataframe['close'], window=20, stds=3.0) # dataframe['bb_upper'] = bollinger['upper'] # dataframe['bb_middle'] = bollinger['mid'] # dataframe['bb_lower'] = bollinger['lower'] return dataframe def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """Calculate 1h indicators.""" # Mark 4h boundaries for long entries dataframe['is_4h_boundary'] = dataframe['date'].dt.hour % 4 == 0 # Cloud status for short entries dataframe['cloud_bearish'] = dataframe['senkou_a_4h'] < dataframe['senkou_b_4h'] # Price velocity for short exits dataframe['price_velocity'] = ( (dataframe['close'] - dataframe['close'].shift(self.price_velocity_window.value)) / dataframe['close'].shift(self.price_velocity_window.value) ) # ATR for short stop loss dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) # Store for custom functions self.custom_info[metadata['pair']] = dataframe[[ 'date', 'close', 'sar_4h', 'rsi_4h', 'price_velocity', 'atr', 'senkou_a_4h', 'senkou_b_4h' # 'bb_upper_4h' ]].copy().set_index('date') return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Dual entry system: 1. LONG: Ichimoku cloud crossover at 4h boundaries 2. SHORT: Senkou B retest breakdown """ pair = metadata.get('pair', 'unknown') current_mode = self.config['runmode'] is_trading_mode = current_mode in (RunMode.LIVE, RunMode.DRY_RUN) # Initialize dataframe['enter_long'] = 0 dataframe['enter_short'] = 0 dataframe['buy'] = 0 dataframe['enter_tag'] = '' # === LONG ENTRY (IchiV3_LS_1h logic) === # Only at 4h boundaries at_4h_boundary = dataframe['is_4h_boundary'] effective_close = dataframe['close_4h'] # Long: prev 4h close was below senkou_a, current 4h close is above prev_close_4h = effective_close.shift(4) prev_senkou_a = dataframe['senkou_a_4h'].shift(4) prev_below_cloud = prev_close_4h < prev_senkou_a curr_above_cloud = effective_close > dataframe['senkou_a_4h'] cloud_green = dataframe['senkou_a_4h'] > dataframe['senkou_b_4h'] sar_below_close = dataframe['sar_4h'] < effective_close long_entry = at_4h_boundary & prev_below_cloud & curr_above_cloud & cloud_green & sar_below_close # === SHORT ENTRY (RetestSenkou logic) === window = self.retest_lookback_window.value # Retest detection dataframe['retested_senkou_b'] = dataframe['high'] >= dataframe['senkou_b_4h'] dataframe['had_senkou_b_retest'] = dataframe['retested_senkou_b'].rolling( window=window, min_periods=1 ).max().astype(bool) # Breakdown detection dataframe['cross_down_senkou_b'] = ( (dataframe['close'].shift(1) >= dataframe['senkou_b_4h'].shift(1)) & (dataframe['close'] < dataframe['senkou_b_4h']) ) # Short entry: cloud bearish + retest + breakdown short_entry = ( dataframe['cloud_bearish'] & dataframe['had_senkou_b_retest'] & dataframe['cross_down_senkou_b'] ) # Apply signals dataframe.loc[long_entry, 'enter_long'] = 1 dataframe.loc[long_entry, 'enter_tag'] = 'long_entry' dataframe.loc[short_entry, 'enter_short'] = 1 dataframe.loc[short_entry, 'enter_tag'] = 'short_entry' dataframe.loc[long_entry | short_entry, 'buy'] = 1 # Signal logging (only in trading mode) if is_trading_mode and len(dataframe) > 0: latest = dataframe.iloc[-1] # LONG signal analysis if latest['is_4h_boundary']: long_conditions = { 'prev_below_cloud': bool(prev_below_cloud.iloc[-1]) if len(prev_below_cloud) > 0 else False, 'curr_above_cloud': bool(curr_above_cloud.iloc[-1]) if len(curr_above_cloud) > 0 else False, 'cloud_green': bool(cloud_green.iloc[-1]) if len(cloud_green) > 0 else False, 'sar_below_close': bool(sar_below_close.iloc[-1]) if len(sar_below_close) > 0 else False, } long_signal = latest['enter_long'] == 1 # Calculate ATR stop for longs (informational - longs use SAR exit) atr_stop_info = self._calculate_atr_stop_price( current_price=float(latest['close']), atr=float(latest.get('atr', 0)), is_short=False ) # Standardized JSONL logging self._log_jsonl( signal_type="long_entry_check", pair=pair, conditions=long_conditions, indicators={ 'close': float(latest['close']), 'close_4h': float(latest['close_4h']), 'senkou_a_4h': float(latest['senkou_a_4h']), 'senkou_b_4h': float(latest['senkou_b_4h']), 'sar_4h': float(latest['sar_4h']), 'rsi_4h': float(latest.get('rsi_4h', 0)), 'atr': float(latest.get('atr', 0)), 'atr_stop_price': atr_stop_info['atr_stop_price'], 'atr_stop_distance': atr_stop_info['atr_stop_distance'], 'atr_stop_pct': atr_stop_info['atr_stop_pct'], }, signal_triggered=long_signal, is_4h_boundary=True, action='ENTER_LONG' if long_signal else 'REJECTED', note='longs_use_sar_exit_not_atr' ) # SHORT signal analysis short_conditions = { 'cloud_bearish': bool(latest['cloud_bearish']), 'had_retest': bool(latest['had_senkou_b_retest']), 'cross_down': bool(latest['cross_down_senkou_b']), } short_signal = latest['enter_short'] == 1 # Only log if at least one condition is met or signal triggered (reduce noise) should_log_short = short_signal or latest['cloud_bearish'] or latest['had_senkou_b_retest'] or latest['cross_down_senkou_b'] if should_log_short: # Calculate ATR stop for shorts (this is the actual stop used) atr_stop_info = self._calculate_atr_stop_price( current_price=float(latest['close']), atr=float(latest.get('atr', 0)), is_short=True ) # Standardized JSONL logging self._log_jsonl( signal_type="short_entry_check", pair=pair, conditions=short_conditions, indicators={ 'close': float(latest['close']), 'senkou_a_4h': float(latest['senkou_a_4h']), 'senkou_b_4h': float(latest['senkou_b_4h']), 'rsi_4h': float(latest.get('rsi_4h', 0)), 'price_velocity': float(latest.get('price_velocity', 0)), 'atr': float(latest.get('atr', 0)), 'atr_stop_price': atr_stop_info['atr_stop_price'], 'atr_stop_distance': atr_stop_info['atr_stop_distance'], 'atr_stop_pct': atr_stop_info['atr_stop_pct'], }, signal_triggered=short_signal, action='ENTER_SHORT' if short_signal else 'REJECTED', note='shorts_use_atr_stop' ) return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """Exit signals disabled - using custom_exit.""" dataframe['exit_long'] = 0 dataframe['exit_short'] = 0 dataframe['exit_tag'] = '' dataframe['sell'] = 0 return dataframe class HyperOpt: """ Custom hyperopt space definitions """ @staticmethod def stoploss_space() -> list: """ Define custom stoploss bounds for hyperopt. This limits stoploss optimization to your specified range. """ return [ SKDecimal(-0.1, -0.02, decimals=3, name='stoploss') ]