Strategy Factory Discovery — sf-20260414-003

Date: 2026-04-14
Status: ✅ PROMOTED (pending test-set evaluation)

Strategy

• Symbols: BTCUSDT, ETHUSDT, SOLUSDT
• Timeframe: 4h
• Entry: And(children=[Condition(feature='ema_cross', comparator='>', threshold=0.5, params={}), Condition(feature='volume_ma_ratio', comparator='>', threshold=1.2, params={}), Condition(feature='price_zscore', comparator='>', threshold=0.7, params={})])
• Exit: Condition(feature='ema_cross', comparator='<', threshold=0.5, params={})
• Sizing: equal

Performance (Training)

• Sharpe: 0.7084285860342696
• Return: 0.20986178796812127
• Max DD: -0.02581335005816117
• Trades: 369
• Sortino: 0.7707750296418657
• Calmar: 0.3872395873711618
• Win Rate: 0.3604336043360434
• Profit Factor: 1.9060832632656444

Performance (Validation)

• Sharpe: 1.0524678739708397
• Return: 0.05298588861018749
• Max DD: -0.011114597766465856
• Trades: 104
• Sortino: 0.9246886342478575
• Calmar: 0.7771887037948241
• Win Rate: 0.4519230769230769
• Profit Factor: 2.2977646471360154

DSL Hash

ba6b6841c4848b0885b8155234fd2ca0d9755745e13294ca0924a271463f5381