Indicator Params Viewer

{'avg_loss': -0.02269256470377834,
 'avg_win': 0.060354581203613325,
 'day_hold': 2,
 'expectancy': 0.03959279472676541,
 'feature_weights': [0.3249161434504066,
                     0.4227780484286446,
                     1.587112195003636,
                     0.4326796182060568,
                     1.4072358148991326,
                     0.4971449132985645,
                     0.41225789989126693,
                     0.6054439909927795],
 'knn_window': 173,
 'lb': 0.8530398041063583,
 'losing_trades': 5,
 'max_drawdown': 0.09574104430472263,
 'period_adx': 23,
 'period_atr': 38,
 'period_bb': 27,
 'period_chop': 7,
 'period_lookback': 153,
 'period_mfi': 29,
 'period_rsi': 8,
 'profit_factor': 7.978989857444039,
 'sharpe_ratio': 59.71475079095327,
 'tb_horizon': 105,
 'total_pnl': 0.7918558945353081,
 'total_trades': 20,
 'ub': 1.093261874350645,
 'w_ediff': 0.4326796182060568,
 'w_energy': 0.3249161434504066,
 'w_fdiff': 1.4072358148991326,
 'w_flow': 0.4227780484286446,
 'w_sdiff': 0.4971449132985645,
 'w_stress': 1.587112195003636,
 'w_vol': 0.41225789989126693,
 'w_vpct': 0.6054439909927795,
 'win_rate': 0.75,
 'winning_trades': 15}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.025499012492548837,
 'avg_win': 0.07725842326892349,
 'day_hold': 2,
 'expectancy': 0.0489115444381725,
 'feature_weights': [1.2843727127109625,
                     1.1585579087860671,
                     0.899721780992311,
                     1.4236763790082942,
                     1.376641720043391,
                     0.5926749163382362,
                     0.46730077918555546,
                     0.7232051335909546],
 'knn_window': 154,
 'lb': 0.8967254827087333,
 'losing_trades': 8,
 'max_drawdown': 0.0755140558022045,
 'period_adx': 25,
 'period_atr': 32,
 'period_bb': 17,
 'period_chop': 19,
 'period_lookback': 141,
 'period_mfi': 7,
 'period_rsi': 28,
 'profit_factor': 7.95338098446699,
 'sharpe_ratio': 62.1855894515227,
 'tb_horizon': 172,
 'total_pnl': 1.4184347887070023,
 'total_trades': 29,
 'ub': 1.1085135566733901,
 'w_ediff': 1.4236763790082942,
 'w_energy': 1.2843727127109625,
 'w_fdiff': 1.376641720043391,
 'w_flow': 1.1585579087860671,
 'w_sdiff': 0.5926749163382362,
 'w_stress': 0.899721780992311,
 'w_vol': 0.46730077918555546,
 'w_vpct': 0.7232051335909546,
 'win_rate': 0.7241379310344828,
 'winning_trades': 21}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.017745266283252105,
 'avg_win': 0.057437136354838304,
 'day_hold': 2,
 'expectancy': 0.03567380927539108,
 'feature_weights': [0.7398909092691646,
                     1.6221165237076334,
                     0.9318734242768707,
                     0.2796379114080759,
                     1.2525821596512379,
                     0.9185297352931108,
                     0.11365596550310747,
                     0.5038174235445858],
 'knn_window': 187,
 'lb': 0.8908353150513929,
 'losing_trades': 11,
 'max_drawdown': 0.05188281332300715,
 'period_adx': 29,
 'period_atr': 21,
 'period_bb': 27,
 'period_chop': 19,
 'period_lookback': 136,
 'period_mfi': 10,
 'period_rsi': 19,
 'profit_factor': 7.944770155122102,
 'sharpe_ratio': 58.481838129067185,
 'tb_horizon': 116,
 'total_pnl': 1.3556047524648611,
 'total_trades': 38,
 'ub': 1.0891672440330658,
 'w_ediff': 0.2796379114080759,
 'w_energy': 0.7398909092691646,
 'w_fdiff': 1.2525821596512379,
 'w_flow': 1.6221165237076334,
 'w_sdiff': 0.9185297352931108,
 'w_stress': 0.9318734242768707,
 'w_vol': 0.11365596550310747,
 'w_vpct': 0.5038174235445858,
 'win_rate': 0.7105263157894737,
 'winning_trades': 27}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.02590469913273472,
 'avg_win': 0.06156678475843212,
 'day_hold': 2,
 'expectancy': 0.0413810577066244,
 'feature_weights': [0.37883766439609556,
                     0.3355827135821679,
                     1.5461050918694834,
                     1.3365250486570215,
                     0.6550064822369659,
                     0.6808007486711861,
                     0.2335843745431518,
                     0.6715170241973425],
 'knn_window': 168,
 'lb': 0.8878235348940214,
 'losing_trades': 9,
 'max_drawdown': 0.08865597381202073,
 'period_adx': 26,
 'period_atr': 26,
 'period_bb': 33,
 'period_chop': 9,
 'period_lookback': 121,
 'period_mfi': 24,
 'period_rsi': 23,
 'profit_factor': 7.922215765174006,
 'sharpe_ratio': 64.82950109910631,
 'tb_horizon': 117,
 'total_pnl': 1.6138612505583516,
 'total_trades': 39,
 'ub': 1.083434481587115,
 'w_ediff': 1.3365250486570215,
 'w_energy': 0.37883766439609556,
 'w_fdiff': 0.6550064822369659,
 'w_flow': 0.3355827135821679,
 'w_sdiff': 0.6808007486711861,
 'w_stress': 1.5461050918694834,
 'w_vol': 0.2335843745431518,
 'w_vpct': 0.6715170241973425,
 'win_rate': 0.7692307692307693,
 'winning_trades': 30}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 150.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.02121408338216137,
 'avg_win': 0.03338949367698779,
 'expectancy': 0.024288897500462935,
 'knn_window': 156.0,
 'lb': 0.8795218303846499,
 'losing_trades': 1.0,
 'max_drawdown': 0.021214083382161367,
 'max_hold_bars': 257.0,
 'period_adx': 34.0,
 'period_atr': 37.0,
 'period_bb': 39.0,
 'period_chop': 22.0,
 'period_lookback': 129.0,
 'period_mfi': 27.0,
 'period_rsi': 24.0,
 'profit_factor': 7.869652691443778,
 'sharpe_ratio': 87.06716838395997,
 'sl_mult': 1.403019020980628,
 'sl_mult_short': 3.1726503764140332,
 'tb_horizon': 154.0,
 'total_pnl': 0.14573338500277758,
 'total_trades': 6.0,
 'tp_mult': 1.9123058730842253,
 'tp_mult_short': 1.3028046196656349,
 'tsl_activate_mult': 1.6538118772163517,
 'tsl_trail_mult': 1.4147759430932245,
 'ub': 1.0859319387116282,
 'w_bbw': 0.5092243888468793,
 'w_chop': 1.4561424510484646,
 'w_energy': 0.5555082484626823,
 'w_flow': 0.9392268686487193,
 'w_stress': 1.560495397159223,
 'win_rate': 0.8333333333333334,
 'winning_trades': 5.0}

{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'tb_horizon': [80, 200], 'ub': [1.005, 1.15], 'lb': [0.85, 0.995], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}

{'avg_loss': -0.00075453062335076,
 'avg_win': 0.0055025316300976075,
 'expectancy': 0.0024886587122062475,
 'learning_rate': 0.08494111234293762,
 'losing_trades': 92,
 'max_depth': 5,
 'max_drawdown': 0.00463383131517997,
 'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260618_1781792460',
 'n_estimators': 175,
 'period_lookback': 13,
 'profit_factor': 7.847531076606468,
 'sharpe_ratio': 26.34534431536989,
 'top_pct': 10,
 'total_pnl': 0.4753338140313933,
 'total_trades': 191,
 'trail_stop_1': -0.11184710777838008,
 'trail_stop_2': 0.14509713060810733,
 'trail_stop_3': 0.32201934894675155,
 'trail_stop_4': 0.40447305034219844,
 'trail_stop_5': 1.6895080871140569,
 'trail_thr_1': 0.3353657598723219,
 'trail_thr_2': 0.7008836404849472,
 'trail_thr_3': 1.3077147728683605,
 'trail_thr_4': 1.6275404854648141,
 'trail_thr_5': 3.9052808386853894,
 'vp_subset_size': 0,
 'win_rate': 0.518324607329843,
 'winning_trades': 99}

{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}

{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 1,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}

{'avg_loss': -0.0007666757591076003,
 'avg_win': 0.005335592637616393,
 'expectancy': 0.0024282291606431815,
 'learning_rate': 0.0789308278545693,
 'losing_trades': 91,
 'max_drawdown': 0.004512280766436005,
 'model_file': 'volume_price_pivot_v85_trail_BTCUSDT_20260618_1781764368',
 'n_estimators': 167,
 'period_lookback': 12,
 'profit_factor': 7.647677056582632,
 'sharpe_ratio': 25.96327917800189,
 'total_pnl': 0.4637917696828476,
 'total_trades': 191,
 'trail_stop_1': -0.09992613000009183,
 'trail_stop_2': 0.15661507352570536,
 'trail_stop_3': 0.3310031227358169,
 'trail_stop_4': 0.3843980938592115,
 'trail_stop_5': 1.7018744237421521,
 'trail_thr_1': 0.32832392528314824,
 'trail_thr_2': 0.6913272106096842,
 'trail_thr_3': 1.3276335328905489,
 'trail_thr_4': 1.5221041647391356,
 'trail_thr_5': 4.055268355608659,
 'win_rate': 0.5235602094240838,
 'winning_trades': 100}

{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}

{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 1,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}

{'day_hold': 2.0,
 'knn_window': 58.0,
 'lb': 0.9133654172256875,
 'period_adx': 10.0,
 'period_atr': 7.0,
 'period_bb': 22.0,
 'period_chop': 11.0,
 'period_lookback': 67.0,
 'period_mfi': 26.0,
 'period_rsi': 7.0,
 'tb_horizon': 66.0,
 'ub': 1.0376577486682328,
 'w_ediff': 0.30852575035823093,
 'w_energy': 0.6658685334396535,
 'w_fdiff': 0.21110126635447266,
 'w_flow': 1.996351311189977,
 'w_sdiff': 0.2681569402923808,
 'w_stress': 0.6797864777595932,
 'w_vol': 1.0139750258008537,
 'w_vpct': 0.8635033136346543}

{'avg_loss': -0.02600359783728312,
 'avg_win': 0.047439426825770445,
 'day_hold': 2,
 'expectancy': 0.03275082189315973,
 'feature_weights': [0.3888762218201468,
                     1.4038117667321628,
                     1.5817869970851635,
                     0.588418759215218,
                     0.7487620501998713,
                     0.5612424662643843,
                     0.11956801383975134,
                     0.45029791032021416],
 'knn_window': 189,
 'lb': 0.9211842213120168,
 'losing_trades': 2,
 'max_drawdown': 0.0378985083357708,
 'period_adx': 40,
 'period_atr': 35,
 'period_bb': 12,
 'period_chop': 25,
 'period_lookback': 156,
 'period_mfi': 14,
 'period_rsi': 23,
 'profit_factor': 7.297363560630571,
 'sharpe_ratio': 56.14769942604769,
 'tb_horizon': 27,
 'total_pnl': 0.3275082189315973,
 'total_trades': 10,
 'ub': 1.0995667330869123,
 'w_ediff': 0.588418759215218,
 'w_energy': 0.3888762218201468,
 'w_fdiff': 0.7487620501998713,
 'w_flow': 1.4038117667321628,
 'w_sdiff': 0.5612424662643843,
 'w_stress': 1.5817869970851635,
 'w_vol': 0.11956801383975134,
 'w_vpct': 0.45029791032021416,
 'win_rate': 0.8,
 'winning_trades': 8}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

('[{"feature": "vol_ratio", "importance": 0.43237187937458654}, {"feature": '
 '"body_size_pct", "importance": 0.1627260295355797}, {"feature": '
 '"price_position", "importance": 0.13665713821130945}, {"feature": '
 '"pct_change", "importance": 0.08907952007161413}, {"feature": "hl_range", '
 '"importance": 0.08162650951087005}, {"feature": "consecutive_shrink", '
 '"importance": 0.0710863937372239}, {"feature": "atr_norm", "importance": '
 '0.026452529558816235}]')

{'_feature_score': '[{"feature": "vol_ratio", "importance": '
                   '0.43237187937458654}, {"feature": "body_size_pct", '
                   '"importance": 0.1627260295355797}, {"feature": '
                   '"price_position", "importance": 0.13665713821130945}, '
                   '{"feature": "pct_change", "importance": '
                   '0.08907952007161413}, {"feature": "hl_range", '
                   '"importance": 0.08162650951087005}, {"feature": '
                   '"consecutive_shrink", "importance": 0.0710863937372239}, '
                   '{"feature": "atr_norm", "importance": '
                   '0.026452529558816235}]',
 '_model_metadata': {'feature_names': ['pct_change',
                                       'hl_range',
                                       'atr_norm',
                                       'vol_ratio',
                                       'price_position',
                                       'consecutive_shrink',
                                       'body_size_pct'],
                     'git_commit': 'd167aa95',
                     'metrics': {'accuracy': 0.9548611111111112,
                                 'balanced_accuracy': 0.33500233100233107,
                                 'long_recall': 0.005128205128205128,
                                 'macro_f1': 0.3290369203105212,
                                 'short_recall': 0.0,
                                 'train_accuracy': 0.9590320556696327},
                     'model_version': 'v1',
                     'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
                     'training_time_sec': 75.74367213249207},
 '_run_source': 'llm',
 'accuracy': 0.9548611111111112,
 'atr_factor': 2.5952139365315383,
 'atr_period': 8,
 'avg_loss': -0.008917890850580161,
 'avg_win': 0.03199779453072286,
 'balanced_accuracy': 0.33500233100233107,
 'colsample_bytree': 0.6552475597470536,
 'expectancy': 0.018359232736955184,
 'k_momentum_pct_change_window': 79,
 'learning_rate': 0.05548350848065472,
 'long_recall': 0.005128205128205128,
 'losing_trades': 5,
 'macro_f1': 0.3290369203105212,
 'max_depth': 2,
 'max_drawdown': 0.019794043799739376,
 'max_hold_bars': 18,
 'min_child_weight': 29.234472334970704,
 'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791016495',
 'n_estimators': 258,
 'optuna_seed': 850,
 'profit_factor': 7.176090191469704,
 'reg_alpha': 3.1280403555947496,
 'reg_lambda': 4.7915395704384665,
 'reversal_abs': 0.0,
 'reversal_ticks': 0,
 'sharpe_ratio': 49.79323840198391,
 'short_recall': 0.0,
 'sl_pct': 0.03784713958141138,
 'subsample': 0.9571210330875413,
 'test_accuracy': 0.0,
 'total_pnl': 0.2753884910543278,
 'total_trades': 15,
 'tp_pct': 0.08216357581552991,
 'train_accuracy': 0.9590320556696327,
 'trial_num': 11,
 'win_rate': 0.6666666666666666,
 'winning_trades': 10,
 'zz_percent': 0.21266285677005398}

{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]}

{'method': 'expanding-window-walk-forward',
 'min_train_bars': 1000,
 'n_splits': 4,
 'purge_days': 7,
 'test_window_months': 3,
 'train_window_months': 6}

{'avg_loss': -0.01723977705397228,
 'avg_win': 0.03670736954867249,
 'day_hold': 2.0,
 'expectancy': 0.02414433540833056,
 'knn_window': 146.0,
 'lb': 0.9590459893548751,
 'losing_trades': 34.0,
 'max_drawdown': 0.06303131056854006,
 'period_adx': 34.0,
 'period_atr': 35.0,
 'period_bb': 11.0,
 'period_chop': 12.0,
 'period_lookback': 145.0,
 'period_mfi': 30.0,
 'period_rsi': 10.0,
 'profit_factor': 7.01391865038826,
 'sharpe_ratio': 68.75981557572791,
 'tb_horizon': 160.0,
 'total_pnl': 3.5250729696162617,
 'total_trades': 146.0,
 'ub': 1.0433680780749919,
 'w_bbw': 0.750520409335827,
 'w_chop': 0.9185984483526829,
 'w_energy': 1.2926730024367832,
 'w_flow': 1.6255776824798465,
 'w_stress': 1.8441472044476817,
 'win_rate': 0.7671232876712328,
 'winning_trades': 112.0}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.000722220127403523,
 'avg_win': 0.0042252662592622975,
 'expectancy': 0.0019643181793343686,
 'learning_rate': 0.08522388898977991,
 'losing_trades': 340.0,
 'max_depth': 4.0,
 'max_drawdown': 0.012755099226847921,
 'n_estimators': 219.0,
 'profit_factor': 6.951634696681281,
 'sharpe_ratio': 20.75178583299103,
 'top_pct': 8.0,
 'total_pnl': 1.4614527254247702,
 'total_trades': 744.0,
 'trail_stop_1': 0.04749037110259072,
 'trail_stop_2': 0.06465682842690004,
 'trail_stop_3': 0.3476950801607518,
 'trail_stop_4': 0.5511386113968664,
 'trail_stop_5': 1.8434195686443133,
 'trail_thr_1': 0.3464307962981885,
 'trail_thr_2': 0.4937049592097039,
 'trail_thr_3': 1.3065806063053653,
 'trail_thr_4': 1.5362321015601061,
 'trail_thr_5': 3.8380594185337356,
 'vp_subset_size': 2.0,
 'win_rate': 0.543010752688172,
 'winning_trades': 404.0}

{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'day_hold': [1, 1]}

{'avg_loss': -0.0008146604632846767,
 'avg_win': 0.005593243148731953,
 'expectancy': 0.0023594276108434013,
 'learning_rate': 0.08395909885309555,
 'losing_trades': 379.0,
 'max_drawdown': 0.010849839646408399,
 'n_estimators': 181.0,
 'period_lookback': 13.0,
 'profit_factor': 6.738927582377509,
 'sharpe_ratio': 19.689252895996198,
 'total_pnl': 1.771930135743394,
 'total_trades': 751.0,
 'trail_stop_1': -0.10809828556794127,
 'trail_stop_2': 0.17201730472248367,
 'trail_stop_3': 0.3391365748442333,
 'trail_stop_4': 0.434138320524614,
 'trail_stop_5': 1.8794371541664292,
 'trail_thr_1': 0.30182338088819644,
 'trail_thr_2': 0.6788032790544903,
 'trail_thr_3': 1.3229265912126982,
 'trail_thr_4': 1.5435337396778515,
 'trail_thr_5': 4.0231006457011835,
 'win_rate': 0.49533954727030627,
 'winning_trades': 372.0}

{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}

{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}

{'avg_loss': -0.019885170414757552,
 'avg_win': 0.06097452250250915,
 'day_hold': 2,
 'expectancy': 0.03543988263389861,
 'feature_weights': [0.9178747945854555,
                     1.8758176094107437,
                     1.241971903921969,
                     0.6049374062829673,
                     0.9078826023318814,
                     0.583017781624151,
                     1.2827448192968316,
                     0.37989711112342595],
 'knn_window': 184,
 'lb': 0.8832289169272162,
 'losing_trades': 6,
 'max_drawdown': 0.06774401518962248,
 'period_adx': 17,
 'period_atr': 12,
 'period_bb': 12,
 'period_chop': 30,
 'period_lookback': 140,
 'period_mfi': 27,
 'period_rsi': 10,
 'profit_factor': 6.643718040457835,
 'sharpe_ratio': 50.60986511961791,
 'tb_horizon': 97,
 'total_pnl': 0.6733577700440736,
 'total_trades': 19,
 'ub': 1.1017963107263102,
 'w_ediff': 0.6049374062829673,
 'w_energy': 0.9178747945854555,
 'w_fdiff': 0.9078826023318814,
 'w_flow': 1.8758176094107437,
 'w_sdiff': 0.583017781624151,
 'w_stress': 1.241971903921969,
 'w_vol': 1.2827448192968316,
 'w_vpct': 0.37989711112342595,
 'win_rate': 0.6842105263157895,
 'winning_trades': 13}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.018937723760444027,
 'avg_win': 0.03669265877316557,
 'day_hold': 2.0,
 'expectancy': 0.024088900230394644,
 'knn_window': 147.0,
 'lb': 0.9589056833927407,
 'losing_trades': 29.0,
 'max_drawdown': 0.07258823717130469,
 'period_adx': 15.0,
 'period_atr': 36.0,
 'period_bb': 26.0,
 'period_chop': 17.0,
 'period_lookback': 142.0,
 'period_mfi': 15.0,
 'period_rsi': 8.0,
 'profit_factor': 6.614371771999939,
 'sharpe_ratio': 65.45209157480754,
 'tb_horizon': 166.0,
 'total_pnl': 3.0833792294905145,
 'total_trades': 128.0,
 'ub': 1.0484186976771763,
 'w_bbw': 0.7884812308618108,
 'w_chop': 0.19662238939203003,
 'w_energy': 1.5860354680697504,
 'w_flow': 1.4010177586845036,
 'w_stress': 0.4529271219590078,
 'win_rate': 0.7734375,
 'winning_trades': 99.0}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.0007311501074814842,
 'avg_win': 0.0031966499431835033,
 'expectancy': 0.0016286975036035284,
 'learning_rate': 0.08530178369240946,
 'losing_trades': 297.0,
 'max_depth': 2.0,
 'max_drawdown': 0.006684480453166719,
 'n_estimators': 485.0,
 'profit_factor': 6.580207760661293,
 'sharpe_ratio': 28.45166143631975,
 'top_pct': 11.0,
 'total_pnl': 1.2117509426810253,
 'total_trades': 744.0,
 'trail_stop_1': 0.07732561445122199,
 'trail_stop_2': 0.1747679512262741,
 'trail_stop_3': 0.2910605355967498,
 'trail_stop_4': 0.5786490681054162,
 'trail_stop_5': 2.506162069914536,
 'trail_thr_1': 0.2880178137525673,
 'trail_thr_2': 0.6664899532455687,
 'trail_thr_3': 1.3988795680895385,
 'trail_thr_4': 2.2041037175809475,
 'trail_thr_5': 2.487153001307341,
 'vp_subset_size': 8.0,
 'win_rate': 0.6008064516129032,
 'winning_trades': 447.0}

{'n_estimators': [100, 500], 'max_depth': [2, 5], 'learning_rate': [0.01, 0.1], 'trail_thr_1': [0.03, 0.3], 'trail_stop_1': [-0.1, 0.1], 'trail_thr_2': [0.1, 0.8], 'trail_stop_2': [-0.05, 0.3], 'trail_thr_3': [0.3, 1.5], 'trail_stop_3': [0.1, 0.8], 'trail_thr_4': [0.8, 2.5], 'trail_stop_4': [0.4, 1.8], 'trail_thr_5': [1.5, 5.0], 'trail_stop_5': [1.0, 3.5], 'vp_subset_size': [0, 8], 'top_pct': [5, 30], 'day_hold': [1, 1]}

{'avg_loss': -0.0274741824660018,
 'avg_win': 0.05223687480008506,
 'day_hold': 2,
 'expectancy': 0.03423760380451706,
 'feature_weights': [0.7682687324481581,
                     1.1317730920732372,
                     0.6987466567874328,
                     1.2608738317037758,
                     1.2510467602580502,
                     0.7900616737967425,
                     0.24280827974035102,
                     0.2617518916709913],
 'knn_window': 159,
 'lb': 0.8766607421517489,
 'losing_trades': 7,
 'max_drawdown': 0.057198707411512784,
 'period_adx': 35,
 'period_atr': 31,
 'period_bb': 22,
 'period_chop': 20,
 'period_lookback': 123,
 'period_mfi': 11,
 'period_rsi': 14,
 'profit_factor': 6.51876927290051,
 'sharpe_ratio': 58.12100054028036,
 'tb_horizon': 102,
 'total_pnl': 1.0613657179400287,
 'total_trades': 31,
 'ub': 1.0755903795829913,
 'w_ediff': 1.2608738317037758,
 'w_energy': 0.7682687324481581,
 'w_fdiff': 1.2510467602580502,
 'w_flow': 1.1317730920732372,
 'w_sdiff': 0.7900616737967425,
 'w_stress': 0.6987466567874328,
 'w_vol': 0.24280827974035102,
 'w_vpct': 0.2617518916709913,
 'win_rate': 0.7741935483870968,
 'winning_trades': 24}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.4481442791315952,
 '3d_flow_thresh': 0.42687376700275814,
 '3d_stress_thresh': 0.3412043297174687,
 'avg_loss': -0.03002772551345645,
 'avg_win': 0.04340269063729512,
 'day_hold': 2.0,
 'expectancy': 0.030051705882613022,
 'knn_window': 157.0,
 'lb': 0.9575329783874444,
 'losing_trades': 6.0,
 'max_drawdown': 0.05679335954565312,
 'period_adx': 25.0,
 'period_atr': 12.0,
 'period_bb': 30.0,
 'period_chop': 11.0,
 'period_lookback': 158.0,
 'period_mfi': 13.0,
 'period_rsi': 15.0,
 'profit_factor': 6.504392341681092,
 'regime_thresh': 0.19538307048758446,
 'sharpe_ratio': 61.73329067191373,
 'tb_horizon': 148.0,
 'total_pnl': 0.9917062941262297,
 'total_trades': 33.0,
 'ub': 1.1012978226909529,
 'w_ediff': 0.966520684649288,
 'w_energy': 1.0603390745607504,
 'w_fdiff': 1.304572586138036,
 'w_flow': 0.9745591765073955,
 'w_sdiff': 0.5934214880173155,
 'w_stress': 1.8108789039513664,
 'w_vol': 0.3941012822975949,
 'w_vpct': 0.8311662735825639,
 'win_rate': 0.8181818181818182,
 'winning_trades': 27.0}

[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3]

{'avg_loss': -0.0008038599301211413,
 'avg_win': 0.005549780433173692,
 'expectancy': 0.0022619423419525755,
 'learning_rate': 0.07729418776880728,
 'losing_trades': 385.0,
 'max_drawdown': 0.013996151746483276,
 'n_estimators': 181.0,
 'profit_factor': 6.437676356723238,
 'sharpe_ratio': 20.60151335342224,
 'total_pnl': 1.6828851024127163,
 'total_trades': 744.0,
 'trail_stop_1': -0.0983600994074719,
 'trail_stop_2': 0.17309683264402087,
 'trail_stop_3': 0.3445100155704342,
 'trail_stop_4': 0.4395139741681801,
 'trail_stop_5': 1.6971775423966344,
 'trail_thr_1': 0.3251107484441858,
 'trail_thr_2': 0.7172003659605812,
 'trail_thr_3': 1.291008851859476,
 'trail_thr_4': 1.6333124383559292,
 'trail_thr_5': 3.8798320130549264,
 'win_rate': 0.4825268817204301,
 'winning_trades': 359.0}

{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'day_hold': [1, 1]}

{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.49335593334983296,
 '3d_flow_thresh': 0.454690756817143,
 '3d_stress_thresh': 0.39510640418714443,
 'avg_loss': -0.03216625743737691,
 'avg_win': 0.07283148870152505,
 'day_hold': 2.0,
 'expectancy': 0.04544077231746366,
 'knn_window': 176.0,
 'lb': 0.9252226573491066,
 'losing_trades': 6.0,
 'max_drawdown': 0.1060407720652663,
 'period_adx': 33.0,
 'period_atr': 21.0,
 'period_bb': 18.0,
 'period_chop': 28.0,
 'period_lookback': 137.0,
 'period_mfi': 7.0,
 'period_rsi': 19.0,
 'profit_factor': 6.415290465670938,
 'regime_thresh': 0.151053317523288,
 'sharpe_ratio': 63.33783144189175,
 'tb_horizon': 128.0,
 'total_pnl': 1.0451377633016643,
 'total_trades': 23.0,
 'ub': 1.1028832290825543,
 'w_ediff': 0.5964116421505549,
 'w_energy': 1.6041780038532758,
 'w_fdiff': 0.1167854508523618,
 'w_flow': 1.836832050530353,
 'w_sdiff': 1.2060587884786025,
 'w_stress': 1.225511262010694,
 'w_vol': 0.11501212087477852,
 'w_vpct': 0.30720487002080893,
 'win_rate': 0.7391304347826086,
 'winning_trades': 17.0}

[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3]

{'avg_loss': -0.0007629001957666194,
 'avg_win': 0.004239457274952768,
 'expectancy': 0.0018808327680332644,
 'learning_rate': 0.07091845595917992,
 'losing_trades': 91.0,
 'max_depth': 3.0,
 'max_drawdown': 0.005156197028145895,
 'n_estimators': 187.0,
 'period_lookback': 14.0,
 'profit_factor': 6.228755962735816,
 'sharpe_ratio': 21.16655731601675,
 'top_pct': 11.0,
 'total_pnl': 0.36300072423041996,
 'total_trades': 193.0,
 'trail_stop_1': -0.01075534269627998,
 'trail_stop_2': 0.17441424524841628,
 'trail_stop_3': 0.48352541637277224,
 'trail_stop_4': 0.9960733398420264,
 'trail_stop_5': 1.7800424606008924,
 'trail_thr_1': 0.32409244091936706,
 'trail_thr_2': 0.691939516954904,
 'trail_thr_3': 0.8585600025530716,
 'trail_thr_4': 1.7532283926377041,
 'trail_thr_5': 2.7448079807251715,
 'vp_subset_size': 3.0,
 'win_rate': 0.5284974093264249,
 'winning_trades': 102.0}

{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'period_lookback': [8, 18], 'day_hold': [1, 1]}

{'avg_loss': -0.021517806708964925,
 'avg_win': 0.03238195863873589,
 'day_hold': 2.0,
 'expectancy': 0.02188200435022275,
 'knn_window': 157.0,
 'lb': 0.9613892814175227,
 'losing_trades': 30.0,
 'max_drawdown': 0.0602251109490628,
 'period_adx': 24.0,
 'period_atr': 26.0,
 'period_bb': 39.0,
 'period_chop': 21.0,
 'period_lookback': 146.0,
 'period_mfi': 16.0,
 'period_rsi': 24.0,
 'profit_factor': 6.220217090450235,
 'sharpe_ratio': 62.995835735493095,
 'tb_horizon': 179.0,
 'total_pnl': 3.3698286699343036,
 'total_trades': 154.0,
 'ub': 1.0453600189354524,
 'w_bbw': 1.3898321166733387,
 'w_chop': 0.9394881886945861,
 'w_energy': 1.8253322503319613,
 'w_flow': 0.9457310559349408,
 'w_stress': 0.5126740929152562,
 'win_rate': 0.8051948051948052,
 'winning_trades': 124.0}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.028190278687059367,
 'avg_win': 0.0666934219246334,
 'day_hold': 2,
 'expectancy': 0.04051860796278712,
 'feature_weights': [0.9767204085957255,
                     0.5934887167525815,
                     0.4372921030933818,
                     0.28464175758460386,
                     0.13431189973248397,
                     0.7811579283729558,
                     0.9814800434525746,
                     0.2527161631841055],
 'knn_window': 140,
 'lb': 0.8688135391749207,
 'losing_trades': 8,
 'max_drawdown': 0.11288080411523116,
 'period_adx': 39,
 'period_atr': 19,
 'period_bb': 28,
 'period_chop': 10,
 'period_lookback': 144,
 'period_mfi': 15,
 'period_rsi': 29,
 'profit_factor': 6.210305137299971,
 'sharpe_ratio': 57.82886225949687,
 'tb_horizon': 112,
 'total_pnl': 1.1750396309208266,
 'total_trades': 29,
 'ub': 1.0816711985573746,
 'w_ediff': 0.28464175758460386,
 'w_energy': 0.9767204085957255,
 'w_fdiff': 0.13431189973248397,
 'w_flow': 0.5934887167525815,
 'w_sdiff': 0.7811579283729558,
 'w_stress': 0.4372921030933818,
 'w_vol': 0.9814800434525746,
 'w_vpct': 0.2527161631841055,
 'win_rate': 0.7241379310344828,
 'winning_trades': 21}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.030397645082979825,
 'avg_win': 0.05244712776292582,
 'day_hold': 2,
 'expectancy': 0.034193194762980515,
 'feature_weights': [0.6795481805920864,
                     1.508933444860741,
                     0.6907299039212486,
                     0.15552540120212693,
                     0.9143447823078176,
                     1.0046485396832259,
                     0.9902890477122681,
                     0.10007967465374219],
 'knn_window': 156,
 'lb': 0.9336550850521155,
 'losing_trades': 13,
 'max_drawdown': 0.08193557173277877,
 'period_adx': 34,
 'period_atr': 22,
 'period_bb': 12,
 'period_chop': 8,
 'period_lookback': 144,
 'period_mfi': 15,
 'period_rsi': 28,
 'profit_factor': 6.105148733899853,
 'sharpe_ratio': 61.69946383775639,
 'tb_horizon': 146,
 'total_pnl': 2.01739849101585,
 'total_trades': 59,
 'ub': 1.0691504696423848,
 'w_ediff': 0.15552540120212693,
 'w_energy': 0.6795481805920864,
 'w_fdiff': 0.9143447823078176,
 'w_flow': 1.508933444860741,
 'w_sdiff': 1.0046485396832259,
 'w_stress': 0.6907299039212486,
 'w_vol': 0.9902890477122681,
 'w_vpct': 0.10007967465374219,
 'win_rate': 0.7796610169491526,
 'winning_trades': 46}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.0008056810054754488,
 'avg_win': 0.004908072707610071,
 'expectancy': 0.002036393380308022,
 'learning_rate': 0.07579321458210923,
 'losing_trades': 97.0,
 'max_drawdown': 0.0070999616084171605,
 'n_estimators': 184.0,
 'period_lookback': 11.0,
 'profit_factor': 6.029028842545761,
 'sharpe_ratio': 19.13553511141989,
 'total_pnl': 0.3930239223994483,
 'total_trades': 193.0,
 'trail_stop_1': -0.10127096951531364,
 'trail_stop_2': 0.1541477567991582,
 'trail_stop_3': 0.36795879122771546,
 'trail_stop_4': 0.4111530590192794,
 'trail_stop_5': 1.910412409967125,
 'trail_thr_1': 0.31359775357013725,
 'trail_thr_2': 0.6630516057801714,
 'trail_thr_3': 1.2908818339765997,
 'trail_thr_4': 1.5565070823164913,
 'trail_thr_5': 3.8807525248076713,
 'win_rate': 0.49740932642487046,
 'winning_trades': 96.0}

{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}

{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 4,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}

{'avg_loss': -0.02334945351630347,
 'avg_win': 0.04480975322952945,
 'day_hold': 2,
 'expectancy': 0.02828630916993359,
 'feature_weights': [1.6674988581681038,
                     0.8174804382187886,
                     1.1699084935345034,
                     0.7865922616114828,
                     1.2683933876076512,
                     1.1551155989735125,
                     0.37894568401332074,
                     0.7369640941547619],
 'knn_window': 144,
 'lb': 0.9243553802434946,
 'losing_trades': 16,
 'max_drawdown': 0.09716590320684326,
 'period_adx': 32,
 'period_atr': 28,
 'period_bb': 31,
 'period_chop': 30,
 'period_lookback': 159,
 'period_mfi': 15,
 'period_rsi': 18,
 'profit_factor': 5.997163006170785,
 'sharpe_ratio': 56.17847357811401,
 'tb_horizon': 191,
 'total_pnl': 1.8668964052156176,
 'total_trades': 66,
 'ub': 1.0534865232726576,
 'w_ediff': 0.7865922616114828,
 'w_energy': 1.6674988581681038,
 'w_fdiff': 1.2683933876076512,
 'w_flow': 0.8174804382187886,
 'w_sdiff': 1.1551155989735125,
 'w_stress': 1.1699084935345034,
 'w_vol': 0.37894568401332074,
 'w_vpct': 0.7369640941547619,
 'win_rate': 0.7575757575757576,
 'winning_trades': 50}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.022661429947455795,
 'avg_win': 0.04012573348420933,
 'day_hold': 2,
 'expectancy': 0.025805854105057632,
 'feature_weights': [0.975326239592273,
                     0.9785736281385511,
                     0.3539781865886085,
                     1.4951732633403014,
                     1.3197556655292835,
                     0.38945572857996125,
                     1.3775121809051154,
                     0.38796328190031004],
 'knn_window': 145,
 'lb': 0.9529368491536911,
 'losing_trades': 26,
 'max_drawdown': 0.05691131489752477,
 'period_adx': 36,
 'period_atr': 28,
 'period_bb': 29,
 'period_chop': 17,
 'period_lookback': 149,
 'period_mfi': 20,
 'period_rsi': 14,
 'profit_factor': 5.993009937348592,
 'sharpe_ratio': 63.774911686629,
 'tb_horizon': 148,
 'total_pnl': 2.9418673679765694,
 'total_trades': 114,
 'ub': 1.0457593763401434,
 'w_ediff': 1.4951732633403014,
 'w_energy': 0.975326239592273,
 'w_fdiff': 1.3197556655292835,
 'w_flow': 0.9785736281385511,
 'w_sdiff': 0.38945572857996125,
 'w_stress': 0.3539781865886085,
 'w_vol': 1.3775121809051154,
 'w_vpct': 0.38796328190031004,
 'win_rate': 0.7719298245614035,
 'winning_trades': 88}

[365.0, 0.05, 1.0, 2.0, 100.0, 10.0, 20.0, 10.0, 30.0, 12.0, 40.0, 20.0, 40.0, 10.0, 40.0, 10.0, 30.0, 120.0, 160.0, 100.0, 200.0, 1.01, 1.15, 0.85, 0.99, 120.0, 180.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.4, 0.2, 0.4, 0.2, 0.4, 1.0, 5.0, 0.05, 0.3]

{'avg_loss': -0.0161920948749618,
 'avg_win': 0.031535815328603806,
 'day_hold': 2.0,
 'expectancy': 0.019535655048850166,
 'knn_window': 155.0,
 'lb': 0.95440420142754,
 'losing_trades': 44.0,
 'max_drawdown': 0.06186554475700712,
 'period_adx': 31.0,
 'period_atr': 35.0,
 'period_bb': 26.0,
 'period_chop': 22.0,
 'period_lookback': 159.0,
 'period_mfi': 22.0,
 'period_rsi': 21.0,
 'profit_factor': 5.798553160366338,
 'sharpe_ratio': 58.39610637460608,
 'tb_horizon': 149.0,
 'total_pnl': 3.418739633548779,
 'total_trades': 175.0,
 'ub': 1.0332519960208244,
 'w_bbw': 0.36291258024201145,
 'w_chop': 0.4719354082619477,
 'w_energy': 0.6145727639620445,
 'w_flow': 0.9789055477690192,
 'w_stress': 0.7288600839620974,
 'win_rate': 0.7485714285714286,
 'winning_trades': 131.0}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.2446893476607681,
 '3d_flow_thresh': 0.4626822683131292,
 '3d_stress_thresh': 0.4899120099921835,
 'avg_loss': -0.02561466313034492,
 'avg_win': 0.038216994374831906,
 'day_hold': 2.0,
 'expectancy': 0.025010444546174633,
 'knn_window': 147.0,
 'lb': 0.9576758038928315,
 'losing_trades': 6.0,
 'max_drawdown': 0.051872049023291344,
 'period_adx': 29.0,
 'period_atr': 19.0,
 'period_bb': 10.0,
 'period_chop': 8.0,
 'period_lookback': 120.0,
 'period_mfi': 12.0,
 'period_rsi': 17.0,
 'profit_factor': 5.719320909721562,
 'regime_thresh': 0.2571962785053564,
 'sharpe_ratio': 56.881985283133645,
 'tb_horizon': 91.0,
 'total_pnl': 0.7253028918390644,
 'total_trades': 29.0,
 'ub': 1.0713939051425196,
 'w_ediff': 1.3922036536359916,
 'w_energy': 1.4353660695097856,
 'w_fdiff': 1.1013120795227607,
 'w_flow': 1.4195693599142598,
 'w_sdiff': 0.9478207042346896,
 'w_stress': 0.7213818517016399,
 'w_vol': 0.6019257577402607,
 'w_vpct': 0.4073527256043762,
 'win_rate': 0.7931034482758621,
 'winning_trades': 23.0}

[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3]

{'avg_loss': -0.022277304562187315,
 'avg_win': 0.03750584964960871,
 'day_hold': 2,
 'expectancy': 0.023854578215419062,
 'feature_weights': [1.9436178072505272,
                     1.2101588964749628,
                     0.7301047302626715,
                     0.8378359778400275,
                     0.7850507300316368,
                     0.2879938734018846,
                     0.6144063421082141,
                     0.27179225621999187],
 'knn_window': 150,
 'lb': 0.9468953707626793,
 'losing_trades': 29,
 'max_drawdown': 0.08020252545184037,
 'period_adx': 29,
 'period_atr': 33,
 'period_bb': 18,
 'period_chop': 14,
 'period_lookback': 157,
 'period_mfi': 25,
 'period_rsi': 10,
 'profit_factor': 5.689373476879303,
 'sharpe_ratio': 60.60412165411317,
 'tb_horizon': 185,
 'total_pnl': 3.0295314333582217,
 'total_trades': 127,
 'ub': 1.0426619969014457,
 'w_ediff': 0.8378359778400275,
 'w_energy': 1.9436178072505272,
 'w_fdiff': 0.7850507300316368,
 'w_flow': 1.2101588964749628,
 'w_sdiff': 0.2879938734018846,
 'w_stress': 0.7301047302626715,
 'w_vol': 0.6144063421082141,
 'w_vpct': 0.27179225621999187,
 'win_rate': 0.7716535433070866,
 'winning_trades': 98}

[365.0, 0.05, 1.0, 2.0, 50.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.03165231436923846,
 'avg_win': 0.05294558661384674,
 'day_hold': 2,
 'expectancy': 0.033558567638556386,
 'feature_weights': [1.059118318466108,
                     0.5589192681693633,
                     0.6219313978532983,
                     0.33893993440031445,
                     0.978819542481115,
                     0.4779637437335613,
                     0.7299497143204937,
                     0.14100837414417283],
 'knn_window': 179,
 'lb': 0.8787983774561534,
 'losing_trades': 11,
 'max_drawdown': 0.08812110604115908,
 'period_adx': 33,
 'period_atr': 38,
 'period_bb': 35,
 'period_chop': 23,
 'period_lookback': 155,
 'period_mfi': 11,
 'period_rsi': 11,
 'profit_factor': 5.626435348483439,
 'sharpe_ratio': 56.212533580741145,
 'tb_horizon': 184,
 'total_pnl': 1.610811246650706,
 'total_trades': 48,
 'ub': 1.0561931248931191,
 'w_ediff': 0.33893993440031445,
 'w_energy': 1.059118318466108,
 'w_fdiff': 0.978819542481115,
 'w_flow': 0.5589192681693633,
 'w_sdiff': 0.4779637437335613,
 'w_stress': 0.6219313978532983,
 'w_vol': 0.7299497143204937,
 'w_vpct': 0.14100837414417283,
 'win_rate': 0.7708333333333334,
 'winning_trades': 37}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.0008495900953764079,
 'avg_win': 0.004707733256437778,
 'expectancy': 0.0019434687912866803,
 'learning_rate': 0.08224090239083987,
 'losing_trades': 96.0,
 'max_drawdown': 0.008329760865307387,
 'n_estimators': 184.0,
 'period_lookback': 11.0,
 'profit_factor': 5.5989025418407214,
 'sharpe_ratio': 18.526083642780137,
 'total_pnl': 0.3750894767183293,
 'total_trades': 193.0,
 'trail_stop_1': -0.10437297908153248,
 'trail_stop_2': 0.16752515006563926,
 'trail_stop_3': 0.3021084176020305,
 'trail_stop_4': 0.42031597859573044,
 'trail_stop_5': 1.7629430651559894,
 'trail_thr_1': 0.2919464108644609,
 'trail_thr_2': 0.6873812781792302,
 'trail_thr_3': 1.2897661355269698,
 'trail_thr_4': 1.5354651866961309,
 'trail_thr_5': 4.035922705798071,
 'win_rate': 0.5025906735751295,
 'winning_trades': 97.0}

{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}

{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 1,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}

('[{"feature": "k_iter3_k_vol20_mfi14_bias", "importance": '
 '0.42599457174806954}, {"feature": "vol_ratio", "importance": '
 '0.2553711011479229}, {"feature": "atr_norm", "importance": '
 '0.09057827907828647}, {"feature": "pct_change", "importance": '
 '0.08255023095908279}, {"feature": "hl_range", "importance": '
 '0.06208289534330198}, {"feature": "body_size_pct", "importance": '
 '0.053073253543227665}, {"feature": "consecutive_shrink", "importance": '
 '0.01738109458546363}, {"feature": "price_position", "importance": '
 '0.012968573594645002}]')

{'_feature_score': '[{"feature": "k_iter3_k_vol20_mfi14_bias", "importance": '
                   '0.42599457174806954}, {"feature": "vol_ratio", '
                   '"importance": 0.2553711011479229}, {"feature": "atr_norm", '
                   '"importance": 0.09057827907828647}, {"feature": '
                   '"pct_change", "importance": 0.08255023095908279}, '
                   '{"feature": "hl_range", "importance": '
                   '0.06208289534330198}, {"feature": "body_size_pct", '
                   '"importance": 0.053073253543227665}, {"feature": '
                   '"consecutive_shrink", "importance": 0.01738109458546363}, '
                   '{"feature": "price_position", "importance": '
                   '0.012968573594645002}]',
 '_model_metadata': {'feature_names': ['pct_change',
                                       'hl_range',
                                       'atr_norm',
                                       'vol_ratio',
                                       'price_position',
                                       'consecutive_shrink',
                                       'body_size_pct',
                                       'k_iter3_k_vol20_mfi14_bias'],
                     'git_commit': 'd167aa95',
                     'metrics': {'accuracy': 0.983912037037037,
                                 'balanced_accuracy': 0.3333333333333333,
                                 'long_recall': 0.0,
                                 'macro_f1': 0.3306302627229061,
                                 'short_recall': 0.0,
                                 'train_accuracy': 0.9836869723933379},
                     'model_version': 'v1',
                     'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
                     'training_time_sec': 66.4146409034729},
 '_run_source': 'llm',
 'accuracy': 0.983912037037037,
 'atr_factor': 4.807704230988648,
 'atr_period': 3,
 'avg_loss': -0.007068426314213648,
 'avg_win': 0.039404943620603414,
 'balanced_accuracy': 0.3333333333333333,
 'colsample_bytree': 0.884094223288421,
 'expectancy': 0.01616825865319488,
 'k_momentum_pct_change_window': 367,
 'learning_rate': 0.023042140704209308,
 'long_recall': 0.0,
 'losing_trades': 2,
 'macro_f1': 0.3306302627229061,
 'max_depth': 2,
 'max_drawdown': 0.014094383184247026,
 'max_hold_bars': 192,
 'min_child_weight': 48.33001698002912,
 'model_file': 'zz_sylvain_BTCUSDT_2_20261003_1791012737',
 'n_estimators': 228,
 'optuna_seed': 448,
 'profit_factor': 5.574783108563416,
 'reg_alpha': 4.527836900675352,
 'reg_lambda': 1.3221389162253177,
 'reversal_abs': 0.0,
 'reversal_ticks': 0,
 'sharpe_ratio': 34.606897284916386,
 'short_recall': 0.0,
 'sl_pct': 0.03901756673394465,
 'subsample': 0.56560051389031,
 'test_accuracy': 0.0,
 'total_pnl': 0.06467303461277954,
 'total_trades': 4,
 'tp_pct': 0.07862012151208592,
 'train_accuracy': 0.9836869723933379,
 'trial_num': 19,
 'win_rate': 0.5,
 'winning_trades': 2,
 'zz_percent': 0.18740847302047622}

{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192]}

{'method': 'expanding-window-walk-forward',
 'min_train_bars': 1000,
 'n_splits': 4,
 'purge_days': 7,
 'test_window_months': 3,
 'train_window_months': 6}

('[{"feature": "vol_ratio", "importance": 0.29068121175042566}, {"feature": '
 '"k_iter2_k_macd_hist_atr", "importance": 0.20876904060541313}, {"feature": '
 '"body_size_pct", "importance": 0.1874438850502256}, {"feature": '
 '"price_position", "importance": 0.13568410307946202}, {"feature": '
 '"hl_range", "importance": 0.12901818154570577}, {"feature": "pct_change", '
 '"importance": 0.029656309622791876}, {"feature": "atr_norm", "importance": '
 '0.011201760477885559}, {"feature": "consecutive_shrink", "importance": '
 '0.007545507868090352}]')

{'_feature_score': '[{"feature": "vol_ratio", "importance": '
                   '0.29068121175042566}, {"feature": '
                   '"k_iter2_k_macd_hist_atr", "importance": '
                   '0.20876904060541313}, {"feature": "body_size_pct", '
                   '"importance": 0.1874438850502256}, {"feature": '
                   '"price_position", "importance": 0.13568410307946202}, '
                   '{"feature": "hl_range", "importance": '
                   '0.12901818154570577}, {"feature": "pct_change", '
                   '"importance": 0.029656309622791876}, {"feature": '
                   '"atr_norm", "importance": 0.011201760477885559}, '
                   '{"feature": "consecutive_shrink", "importance": '
                   '0.007545507868090352}]',
 '_model_metadata': {'feature_names': ['pct_change',
                                       'hl_range',
                                       'atr_norm',
                                       'vol_ratio',
                                       'price_position',
                                       'consecutive_shrink',
                                       'body_size_pct',
                                       'k_iter2_k_macd_hist_atr'],
                     'git_commit': 'a42bfb9b',
                     'metrics': {'accuracy': 0.9197916666666667,
                                 'balanced_accuracy': 0.3342939481268012,
                                 'long_recall': 0.0,
                                 'macro_f1': 0.3213207937283494,
                                 'short_recall': 0.002881844380403458,
                                 'train_accuracy': 0.9277749258498745},
                     'model_version': 'v1',
                     'training_data_hash': '4d2500492b3b40ec-814dd7b9784d57c1',
                     'training_time_sec': 27.801705837249756},
 '_run_source': 'llm',
 'accuracy': 0.9197916666666667,
 'atr_factor': 1.7038556288818776,
 'atr_period': 10,
 'avg_loss': -0.010560544424217494,
 'avg_win': 0.05882411001207266,
 'balanced_accuracy': 0.3342939481268012,
 'colsample_bytree': 0.9422864655150114,
 'expectancy': 0.024131782793927584,
 'k_iter2_k_macd_hist_atr_length': 23,
 'k_momentum_pct_change_window': 186,
 'learning_rate': 0.05997161448903766,
 'long_recall': 0.0,
 'losing_trades': 3,
 'macro_f1': 0.3213207937283494,
 'max_depth': 2,
 'max_drawdown': 0.010827211090884095,
 'max_hold_bars': 182,
 'min_child_weight': 32.76561408282991,
 'model_file': 'zz_sylvain_BTCUSDT_2_20261004_1791058768',
 'n_estimators': 92,
 'optuna_seed': 217,
 'profit_factor': 5.570177790945788,
 'reg_alpha': 3.4476936278604486,
 'reg_lambda': 3.5238010702688767,
 'reversal_abs': 0.0,
 'reversal_ticks': 0,
 'sharpe_ratio': 53.34291590117747,
 'short_recall': 0.002881844380403458,
 'sl_pct': 0.010625086073669354,
 'subsample': 0.7548725163092433,
 'test_accuracy': 0.0,
 'total_pnl': 0.14479069676356549,
 'total_trades': 6,
 'tp_pct': 0.06486948456326688,
 'train_accuracy': 0.9277749258498745,
 'trial_num': 26,
 'win_rate': 0.5,
 'winning_trades': 3,
 'zz_percent': 0.24130549142127575}

{'atr_period': [3, 20], 'atr_factor': [0.5, 5.0], 'zz_percent': [0.1, 1.5], 'reversal_abs': [0.0, 0.0], 'reversal_ticks': [0, 0], 'k_momentum_pct_change_window': [6, 504], 'n_estimators': [50, 300], 'max_depth': [2, 12], 'learning_rate': [0.01, 0.2], 'min_child_weight': [1.0, 50.0], 'subsample': [0.5, 1.0], 'colsample_bytree': [0.5, 1.0], 'reg_alpha': [0.0, 5.0], 'reg_lambda': [0.0, 5.0], 'optuna_seed': [1, 1000], 'tp_pct': [0.002, 0.1], 'sl_pct': [0.001, 0.05], 'max_hold_bars': [6, 192], 'k_iter2_k_macd_hist_atr_length': [3, 27]}

{'method': 'expanding-window-walk-forward',
 'min_train_bars': 1000,
 'n_splits': 4,
 'purge_days': 7,
 'test_window_months': 3,
 'train_window_months': 6}

{'avg_loss': -0.033428220809812774,
 'avg_win': 0.055142238519181645,
 'day_hold': 2,
 'expectancy': 0.03484484158962043,
 'feature_weights': [1.5918585362518085,
                     0.7086971926323993,
                     0.3454355936676662,
                     0.990818224396836,
                     0.9587622933669195,
                     0.5155452522019763,
                     0.9281909852649123,
                     0.5586246399347792],
 'knn_window': 170,
 'lb': 0.8970580130190877,
 'losing_trades': 11,
 'max_drawdown': 0.11363261764421273,
 'period_adx': 40,
 'period_atr': 18,
 'period_bb': 14,
 'period_chop': 15,
 'period_lookback': 148,
 'period_mfi': 28,
 'period_rsi': 28,
 'profit_factor': 5.54855849824297,
 'sharpe_ratio': 54.25964613049217,
 'tb_horizon': 190,
 'total_pnl': 1.67255239630178,
 'total_trades': 48,
 'ub': 1.0610181015753763,
 'w_ediff': 0.990818224396836,
 'w_energy': 1.5918585362518085,
 'w_fdiff': 0.9587622933669195,
 'w_flow': 0.7086971926323993,
 'w_sdiff': 0.5155452522019763,
 'w_stress': 0.3454355936676662,
 'w_vol': 0.9281909852649123,
 'w_vpct': 0.5586246399347792,
 'win_rate': 0.7708333333333334,
 'winning_trades': 37}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.021934913637066178,
 'avg_win': 0.03945221694938829,
 'day_hold': 2.0,
 'expectancy': 0.024394996239503235,
 'knn_window': 147.0,
 'lb': 0.9389122259285515,
 'losing_trades': 26.0,
 'max_drawdown': 0.06329448095020496,
 'period_adx': 17.0,
 'period_atr': 38.0,
 'period_bb': 14.0,
 'period_chop': 19.0,
 'period_lookback': 149.0,
 'period_mfi': 30.0,
 'period_rsi': 26.0,
 'profit_factor': 5.534165247964242,
 'sharpe_ratio': 59.54802399563474,
 'tb_horizon': 156.0,
 'total_pnl': 2.5858696013873423,
 'total_trades': 106.0,
 'ub': 1.043218783996468,
 'w_bbw': 0.4312310400174695,
 'w_chop': 0.10476516848056866,
 'w_energy': 1.9132477459878454,
 'w_flow': 1.017736252383854,
 'w_stress': 1.9027940487110322,
 'win_rate': 0.7547169811320755,
 'winning_trades': 80.0}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.01601668523246139,
 'avg_win': 0.06497017383994894,
 'day_hold': 2,
 'expectancy': 0.030612112415290015,
 'feature_weights': [0.43827935903433624,
                     1.8980087118708364,
                     1.5848869540119446,
                     0.3182562558599644,
                     0.18301511599211245,
                     0.5837298401753774,
                     1.0917558423760396,
                     0.7501104946304129],
 'knn_window': 176,
 'lb': 0.878110494702713,
 'losing_trades': 14,
 'max_drawdown': 0.09125072731304751,
 'period_adx': 22,
 'period_atr': 19,
 'period_bb': 14,
 'period_chop': 23,
 'period_lookback': 132,
 'period_mfi': 23,
 'period_rsi': 15,
 'profit_factor': 5.5051220695473555,
 'sharpe_ratio': 47.63340321123145,
 'tb_horizon': 115,
 'total_pnl': 1.0101997097045703,
 'total_trades': 33,
 'ub': 1.0841242710460706,
 'w_ediff': 0.3182562558599644,
 'w_energy': 0.43827935903433624,
 'w_fdiff': 0.18301511599211245,
 'w_flow': 1.8980087118708364,
 'w_sdiff': 0.5837298401753774,
 'w_stress': 1.5848869540119446,
 'w_vol': 1.0917558423760396,
 'w_vpct': 0.7501104946304129,
 'win_rate': 0.5757575757575758,
 'winning_trades': 19}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.0008191265251429443,
 'avg_win': 0.004721717704247477,
 'expectancy': 0.0018795229959073124,
 'learning_rate': 0.07550475084490493,
 'losing_trades': 99.0,
 'max_drawdown': 0.0074473851582194436,
 'n_estimators': 167.0,
 'period_lookback': 13.0,
 'profit_factor': 5.473204658268762,
 'sharpe_ratio': 17.87938232832291,
 'total_pnl': 0.3627479382101112,
 'total_trades': 193.0,
 'trail_stop_1': -0.09599625499671977,
 'trail_stop_2': 0.16120444864828784,
 'trail_stop_3': 0.37490624779465387,
 'trail_stop_4': 0.41991740660848714,
 'trail_stop_5': 1.9494266571660726,
 'trail_thr_1': 0.3289039380439024,
 'trail_thr_2': 0.6849411197716326,
 'trail_thr_3': 1.309480574409408,
 'trail_thr_4': 1.5005570912179704,
 'trail_thr_5': 3.8702506815063735,
 'win_rate': 0.48704663212435234,
 'winning_trades': 94.0}

{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}

{'method': 'expanding-window-walk-forward',
 'min_train_bars': 500,
 'n_splits': 1,
 'purge_days': 0,
 'test_window_months': 6,
 'train_window_months': 6}

{'avg_loss': -0.018450283094671154,
 'avg_win': 0.03903389465015216,
 'day_hold': 2.0,
 'expectancy': 0.022916835469360575,
 'knn_window': 183.0,
 'lb': 0.9217079782362448,
 'losing_trades': 30.0,
 'max_drawdown': 0.07128685522237999,
 'period_adx': 21.0,
 'period_atr': 37.0,
 'period_bb': 10.0,
 'period_chop': 11.0,
 'period_lookback': 129.0,
 'period_mfi': 19.0,
 'period_rsi': 21.0,
 'profit_factor': 5.430106180737145,
 'sharpe_ratio': 54.041477987382066,
 'tb_horizon': 171.0,
 'total_pnl': 2.452101395221582,
 'total_trades': 107.0,
 'ub': 1.0410463904656622,
 'w_bbw': 1.2345675283937658,
 'w_chop': 0.9707249226215445,
 'w_energy': 1.5943522321218655,
 'w_flow': 0.7586075369753127,
 'w_stress': 0.3670400450559043,
 'win_rate': 0.719626168224299,
 'winning_trades': 77.0}

[365.0, 0.05, 1.0, 2.0, 50.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.0252899775264721,
 'avg_win': 0.04368980156843429,
 'day_hold': 2,
 'expectancy': 0.026887034865828892,
 'feature_weights': [1.1209466876042824,
                     1.1697950066518963,
                     1.4690547666618403,
                     1.4462815855478035,
                     0.4880301478091049,
                     0.32103536456269005,
                     0.5509058446266746,
                     0.9198664548273184],
 'knn_window': 143,
 'lb': 0.9321266454273801,
 'losing_trades': 19,
 'max_drawdown': 0.08459744005907499,
 'period_adx': 40,
 'period_atr': 22,
 'period_bb': 19,
 'period_chop': 9,
 'period_lookback': 136,
 'period_mfi': 24,
 'period_rsi': 14,
 'profit_factor': 5.364509756648888,
 'sharpe_ratio': 56.04606688452389,
 'tb_horizon': 181,
 'total_pnl': 2.0971887195346532,
 'total_trades': 78,
 'ub': 1.0504016003431846,
 'w_ediff': 1.4462815855478035,
 'w_energy': 1.1209466876042824,
 'w_fdiff': 0.4880301478091049,
 'w_flow': 1.1697950066518963,
 'w_sdiff': 0.32103536456269005,
 'w_stress': 1.4690547666618403,
 'w_vol': 0.5509058446266746,
 'w_vpct': 0.9198664548273184,
 'win_rate': 0.7564102564102564,
 'winning_trades': 59}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.0007931914998893178,
 'avg_win': 0.003707190759790934,
 'expectancy': 0.001608566908126568,
 'learning_rate': 0.08354745104361545,
 'losing_trades': 90.0,
 'max_depth': 5.0,
 'max_drawdown': 0.004748735656985413,
 'n_estimators': 253.0,
 'profit_factor': 5.348864517749544,
 'sharpe_ratio': 21.153984653456522,
 'top_pct': 14.0,
 'total_pnl': 0.31045341326842757,
 'total_trades': 193.0,
 'trail_stop_1': -0.03611294815546323,
 'trail_stop_2': 0.08774491923450381,
 'trail_stop_3': 0.3139771512936408,
 'trail_stop_4': 0.5947513155959252,
 'trail_stop_5': 2.614644235963453,
 'trail_thr_1': 0.264696407111999,
 'trail_thr_2': 0.5432093623936934,
 'trail_thr_3': 0.8911471274467687,
 'trail_thr_4': 1.790994000337742,
 'trail_thr_5': 3.926378228716255,
 'vp_subset_size': 2.0,
 'win_rate': 0.533678756476684,
 'winning_trades': 103.0}

{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'day_hold': [1, 1]}

{'avg_loss': -0.0008238578967352429,
 'avg_win': 0.004580781192530458,
 'expectancy': 0.0018084533695392434,
 'learning_rate': 0.07610150318684455,
 'losing_trades': 99.0,
 'max_drawdown': 0.007826233356120827,
 'n_estimators': 166.0,
 'period_lookback': 12.0,
 'profit_factor': 5.2793432268900915,
 'sharpe_ratio': 17.551698282136677,
 'total_pnl': 0.34903150032107394,
 'total_trades': 193.0,
 'trail_stop_1': -0.13352108605271132,
 'trail_stop_2': 0.17638762078427572,
 'trail_stop_3': 0.3788805147711327,
 'trail_stop_4': 0.4543833372678454,
 'trail_stop_5': 1.8595609432126825,
 'trail_thr_1': 0.3382971030393935,
 'trail_thr_2': 0.682207602605631,
 'trail_thr_3': 1.2679624423350109,
 'trail_thr_4': 1.6360311509691823,
 'trail_thr_5': 3.919118645078615,
 'win_rate': 0.48704663212435234,
 'winning_trades': 94.0}

{'n_estimators': [165, 185], 'max_depth': [5, 5], 'learning_rate': [0.075, 0.085], 'trail_thr_1': [0.29, 0.34], 'trail_stop_1': [-0.15, -0.09], 'trail_thr_2': [0.65, 0.73], 'trail_stop_2': [0.14, 0.2], 'trail_thr_3': [1.25, 1.4], 'trail_stop_3': [0.3, 0.38], 'trail_thr_4': [1.5, 1.65], 'trail_stop_4': [0.38, 0.46], 'trail_thr_5': [3.7, 4.1], 'trail_stop_5': [1.65, 1.95], 'vp_subset_size': [0, 0], 'top_pct': [10, 10], 'period_lookback': [11, 13], 'day_hold': [1, 1]}

{'avg_loss': -0.0008819767404422094,
 'avg_win': 0.0052748217139215875,
 'expectancy': 0.0019890691709191465,
 'learning_rate': 0.04680278644584803,
 'losing_trades': 103.0,
 'max_depth': 4.0,
 'max_drawdown': 0.0086476471538585,
 'n_estimators': 237.0,
 'profit_factor': 5.2258379452364565,
 'sharpe_ratio': 18.71766783439848,
 'top_pct': 10.0,
 'total_pnl': 0.3838903499873953,
 'total_trades': 193.0,
 'trail_stop_1': -0.14915013653704257,
 'trail_stop_2': 0.15868690571797694,
 'trail_stop_3': 0.29285889915467966,
 'trail_stop_4': 0.7100315864157252,
 'trail_stop_5': 2.8415361892393443,
 'trail_thr_1': 0.297236320781445,
 'trail_thr_2': 0.6619243180844561,
 'trail_thr_3': 1.1209485609885468,
 'trail_thr_4': 1.7851688688068166,
 'trail_thr_5': 3.403296475932023,
 'vp_subset_size': 0.0,
 'win_rate': 0.46632124352331605,
 'winning_trades': 90.0}

{'n_estimators': [165, 295], 'max_depth': [3, 5], 'learning_rate': [0.04, 0.09], 'trail_thr_1': [0.15, 0.35], 'trail_stop_1': [-0.15, 0.05], 'trail_thr_2': [0.35, 0.7], 'trail_stop_2': [0.0, 0.2], 'trail_thr_3': [0.8, 1.4], 'trail_stop_3': [0.2, 0.65], 'trail_thr_4': [1.45, 1.8], 'trail_stop_4': [0.4, 1.0], 'trail_thr_5': [2.5, 4.0], 'trail_stop_5': [1.5, 3.0], 'vp_subset_size': [0, 3], 'top_pct': [7, 16], 'day_hold': [1, 1]}

{'avg_loss': -0.02865606929564432,
 'avg_win': 0.04114143438247946,
 'day_hold': 2,
 'expectancy': 0.02563087800956307,
 'feature_weights': [1.8856382572088763,
                     1.9347969946418166,
                     1.292839813211664,
                     1.4673500385511047,
                     0.4362572622936758,
                     1.44427502825579,
                     1.174790608801909,
                     0.30689003402558074],
 'knn_window': 260,
 'lb': 0.8845371867228624,
 'losing_trades': 4,
 'max_drawdown': 0.09058815598438186,
 'period_adx': 33,
 'period_atr': 21,
 'period_bb': 20,
 'period_chop': 11,
 'period_lookback': 120,
 'period_mfi': 7,
 'period_rsi': 13,
 'profit_factor': 5.024939703107332,
 'sharpe_ratio': 42.74206980755193,
 'tb_horizon': 80,
 'total_pnl': 0.4613558041721352,
 'total_trades': 18,
 'ub': 1.093561945745965,
 'w_ediff': 1.4673500385511047,
 'w_energy': 1.8856382572088763,
 'w_fdiff': 0.4362572622936758,
 'w_flow': 1.9347969946418166,
 'w_sdiff': 1.44427502825579,
 'w_stress': 1.292839813211664,
 'w_vol': 1.174790608801909,
 'w_vpct': 0.30689003402558074,
 'win_rate': 0.7777777777777778,
 'winning_trades': 14}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 40.0, 180.0, 25.0, 80.0, 1.005, 1.15, 0.85, 0.995, 120.0, 260.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.024202074409610832,
 'avg_win': 0.02469272144362646,
 'day_hold': 2.0,
 'expectancy': 0.016418217530001687,
 'knn_window': 140.0,
 'lb': 0.9467444192865387,
 'losing_trades': 22.0,
 'max_drawdown': 0.055104401582113105,
 'max_hold_bars': 138.0,
 'period_adx': 32.0,
 'period_atr': 35.0,
 'period_bb': 32.0,
 'period_chop': 21.0,
 'period_lookback': 127.0,
 'period_mfi': 30.0,
 'period_rsi': 12.0,
 'profit_factor': 5.008612580394508,
 'sharpe_ratio': 62.95523954080197,
 'sl_long': 0.037467752022160024,
 'sl_short': 0.052329548068979985,
 'tb_horizon': 152.0,
 'total_pnl': 2.134368278900219,
 'total_trades': 130.0,
 'tp_long': 0.030163872507444924,
 'tp_short': 0.024135024012347975,
 'tsl_activate': 0.03690199626163699,
 'tsl_trail': 0.013842857160563807,
 'ub': 1.057456442947697,
 'w_bbw': 0.13183949727824945,
 'w_chop': 1.2571758787372342,
 'w_energy': 0.7277828758765973,
 'w_flow': 1.29965317966515,
 'w_stress': 1.5287644347622953,
 'win_rate': 0.8307692307692308,
 'winning_trades': 108.0}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.4, 0.2, 0.4, 0.2, 0.4, 1.0, 5.0, 0.05, 0.3]

{'avg_loss': -0.027723772156495706,
 'avg_win': 0.0307053578391436,
 'expectancy': 0.020081879658118276,
 'knn_window': 156.0,
 'lb': 0.9131251714926772,
 'losing_trades': 2.0,
 'max_drawdown': 0.03511889722979955,
 'max_hold_bars': 193.0,
 'period_adx': 16.0,
 'period_atr': 14.0,
 'period_bb': 11.0,
 'period_chop': 7.0,
 'period_lookback': 134.0,
 'period_mfi': 25.0,
 'period_rsi': 28.0,
 'profit_factor': 4.9839577924742064,
 'sharpe_ratio': 65.8537504549286,
 'sl_mult': 4.463296075396139,
 'sl_mult_short': 5.230637819979248,
 'tb_horizon': 145.0,
 'total_pnl': 0.220900676239301,
 'total_trades': 11.0,
 'tp_mult': 5.7250122594068875,
 'tp_mult_short': 3.699428823969497,
 'tsl_activate_mult': 4.133725775221917,
 'tsl_trail_mult': 1.9643873922596196,
 'ub': 1.1113994964895413,
 'w_bbw': 1.470792959398676,
 'w_chop': 0.4037974377663156,
 'w_energy': 1.5969089651572692,
 'w_flow': 1.6358749270076347,
 'w_stress': 1.8222883732083806,
 'win_rate': 0.8181818181818182,
 'winning_trades': 9.0}

{'period_rsi': [7, 30], 'period_mfi': [7, 30], 'period_atr': [12, 40], 'period_adx': [15, 40], 'period_bb': [10, 40], 'period_chop': [7, 30], 'period_lookback': [120, 160], 'tb_horizon': [80, 200], 'ub': [1.005, 1.15], 'lb': [0.85, 0.995], 'knn_window': [140, 190], 'w_energy': [0.3, 2.0], 'w_flow': [0.3, 2.0], 'w_stress': [0.3, 2.0], 'w_bbw': [0.1, 1.5], 'w_chop': [0.1, 1.5], 'day_hold': [2, 2], 'tp_mult': [1.0, 6.0], 'sl_mult': [1.0, 6.0], 'tp_mult_short': [1.0, 6.0], 'sl_mult_short': [1.0, 6.0], 'tsl_activate_mult': [1.0, 5.0], 'tsl_trail_mult': [0.5, 3.0], 'max_hold_bars': [24, 288]}

{'avg_loss': -0.024195803444433985,
 'avg_win': 0.03912553246783877,
 'day_hold': 2.0,
 'expectancy': 0.023445963575275994,
 'knn_window': 147.0,
 'lb': 0.9524143447832094,
 'losing_trades': 26.0,
 'max_drawdown': 0.09953044688616908,
 'period_adx': 29.0,
 'period_atr': 33.0,
 'period_bb': 10.0,
 'period_chop': 14.0,
 'period_lookback': 136.0,
 'period_mfi': 22.0,
 'period_rsi': 29.0,
 'profit_factor': 4.913307625777718,
 'sharpe_ratio': 54.616820054958545,
 'tb_horizon': 130.0,
 'total_pnl': 2.46182617540398,
 'total_trades': 105.0,
 'ub': 1.0471916833987076,
 'w_bbw': 0.9007677758832384,
 'w_chop': 0.6232843380718183,
 'w_energy': 0.8824370562444233,
 'w_flow': 1.1212874987702124,
 'w_stress': 1.5673315502046348,
 'win_rate': 0.7523809523809524,
 'winning_trades': 79.0}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]

{'avg_loss': -0.0006751222606132678,
 'avg_win': 0.002499354489866686,
 'expectancy': 0.0011339881455742326,
 'learning_rate': 0.07047667272975762,
 'losing_trades': 320.0,
 'max_depth': 3.0,
 'max_drawdown': 0.009911977806870476,
 'n_estimators': 148.0,
 'profit_factor': 4.905251822188659,
 'sharpe_ratio': 21.92874057535203,
 'top_pct': 23.0,
 'total_pnl': 0.843687180307229,
 'total_trades': 744.0,
 'trail_stop_1': 0.07939886139683106,
 'trail_stop_2': 0.06987232279067375,
 'trail_stop_3': 0.5005343222948349,
 'trail_stop_4': 0.4033485706394058,
 'trail_stop_5': 3.4430097679527996,
 'trail_thr_1': 0.16938337111639765,
 'trail_thr_2': 0.414534793268579,
 'trail_thr_3': 1.266740474970033,
 'trail_thr_4': 2.460722481262338,
 'trail_thr_5': 4.411825613362427,
 'vp_subset_size': 3.0,
 'win_rate': 0.5698924731182796,
 'winning_trades': 424.0}

{'n_estimators': [100, 500], 'max_depth': [2, 5], 'learning_rate': [0.01, 0.1], 'trail_thr_1': [0.03, 0.3], 'trail_stop_1': [-0.1, 0.1], 'trail_thr_2': [0.1, 0.8], 'trail_stop_2': [-0.05, 0.3], 'trail_thr_3': [0.3, 1.5], 'trail_stop_3': [0.1, 0.8], 'trail_thr_4': [0.8, 2.5], 'trail_stop_4': [0.4, 1.8], 'trail_thr_5': [1.5, 5.0], 'trail_stop_5': [1.0, 3.5], 'vp_subset_size': [0, 8], 'top_pct': [5, 30], 'day_hold': [1, 1]}

{'3d_confirm_bars': 1.0,
 '3d_energy_thresh': 0.3139459738211617,
 '3d_flow_thresh': 0.30910361931104896,
 '3d_stress_thresh': 0.36855780292069734,
 'avg_loss': -0.0260299938152925,
 'avg_win': 0.04248797773702943,
 'day_hold': 2.0,
 'expectancy': 0.025358484848948946,
 'knn_window': 148.0,
 'lb': 0.9381405141741347,
 'losing_trades': 19.0,
 'max_drawdown': 0.14906366843904917,
 'period_adx': 28.0,
 'period_atr': 34.0,
 'period_bb': 21.0,
 'period_chop': 13.0,
 'period_lookback': 154.0,
 'period_mfi': 29.0,
 'period_rsi': 9.0,
 'profit_factor': 4.896809969128913,
 'regime_thresh': 0.2582375809433895,
 'sharpe_ratio': 53.416209780250426,
 'tb_horizon': 169.0,
 'total_pnl': 1.92724484852012,
 'total_trades': 76.0,
 'ub': 1.0417649127317283,
 'w_ediff': 0.16558899080622447,
 'w_energy': 1.2548985427181303,
 'w_fdiff': 0.7952666108773453,
 'w_flow': 1.3974378612761895,
 'w_sdiff': 0.983930698430084,
 'w_stress': 1.2746023463840837,
 'w_vol': 0.13811063837867923,
 'w_vpct': 0.531568204324164,
 'win_rate': 0.75,
 'winning_trades': 57.0}

[365.0, 0.05, 1.0, 2.0, 30.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 120.0, 160.0, 80.0, 200.0, 1.005, 1.15, 0.85, 0.995, 140.0, 190.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0, 0.2, 0.5, 0.2, 0.5, 0.2, 0.5, 1.0, 3.0, 0.05, 0.3]

{'avg_loss': -0.03221030324710184,
 'avg_win': 0.05613516027888226,
 'day_hold': 2,
 'expectancy': 0.032576370005286494,
 'feature_weights': [0.6996461130536478,
                     1.6832200391509924,
                     1.4473761339596631,
                     0.2900357496136348,
                     0.9518611321502567,
                     0.3467584017626292,
                     0.9553034567500415,
                     0.5365136628861029],
 'knn_window': 155,
 'lb': 0.9273512802064475,
 'losing_trades': 12,
 'max_drawdown': 0.1040655078840742,
 'period_adx': 40,
 'period_atr': 34,
 'period_bb': 38,
 'period_chop': 28,
 'period_lookback': 157,
 'period_mfi': 28,
 'period_rsi': 8,
 'profit_factor': 4.792618361356656,
 'sharpe_ratio': 49.38984632484748,
 'tb_horizon': 116,
 'total_pnl': 1.4659366502378925,
 'total_trades': 45,
 'ub': 1.084203473548303,
 'w_ediff': 0.2900357496136348,
 'w_energy': 0.6996461130536478,
 'w_fdiff': 0.9518611321502567,
 'w_flow': 1.6832200391509924,
 'w_sdiff': 0.3467584017626292,
 'w_stress': 1.4473761339596631,
 'w_vol': 0.9553034567500415,
 'w_vpct': 0.5365136628861029,
 'win_rate': 0.7333333333333333,
 'winning_trades': 33}

[365.0, 0.05, 1.0, 2.0, 100.0, 7.0, 30.0, 7.0, 30.0, 12.0, 40.0, 15.0, 40.0, 10.0, 40.0, 7.0, 30.0, 80.0, 160.0, 25.0, 120.0, 1.005, 1.15, 0.85, 0.995, 140.0, 220.0, 0.3, 2.0, 0.3, 2.0, 0.3, 2.0, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.5, 0.1, 1.0]