83 lines
1.7 KiB
JSON
83 lines
1.7 KiB
JSON
{
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"backtest_settings": {
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"data_file": "btcusd_1-min_data.csv",
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"data_dir": "data",
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"start_date": "2023-01-01",
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"end_date": "2023-01-31",
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"initial_usd": 10000
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},
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"strategies": [
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{
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"name": "MetaTrend_Conservative",
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"type": "metatrend",
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"params": {
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"supertrend_periods": [
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12,
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10,
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11
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],
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"supertrend_multipliers": [
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3.0,
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1.0,
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2.0
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],
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"min_trend_agreement": 0.8,
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"timeframe": "15min"
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},
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"trader_params": {
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"stop_loss_pct": 0.02,
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"portfolio_percent_per_trade": 1.0
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}
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},
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{
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"name": "MetaTrend_Aggressive",
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"type": "metatrend",
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"params": {
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"supertrend_periods": [
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10,
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8,
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9
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],
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"supertrend_multipliers": [
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2.0,
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1.0,
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1.5
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],
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"min_trend_agreement": 0.5,
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"timeframe": "5min"
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},
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"trader_params": {
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"stop_loss_pct": 0.03,
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"portfolio_percent_per_trade": 1.0
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}
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},
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{
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"name": "BBRS_Default",
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"type": "bbrs",
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"params": {
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"bb_length": 20,
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"bb_std": 2.0,
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"rsi_length": 14,
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"rsi_overbought": 70,
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"rsi_oversold": 30,
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"timeframe": "15min"
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},
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"trader_params": {
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"stop_loss_pct": 0.025,
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"portfolio_percent_per_trade": 1.0
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}
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},
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{
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"name": "Random_Baseline",
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"type": "random",
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"params": {
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"signal_probability": 0.001,
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"timeframe": "15min"
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},
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"trader_params": {
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"stop_loss_pct": 0.02,
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"portfolio_percent_per_trade": 1.0
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}
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}
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]
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} |