Strategy Factory Discovery — sf-20260414-004

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

Strategy

• Symbols: BTCUSDT, ETHUSDT, SOLUSDT
• Timeframe: 4h
• Entry: Score(features=['returns', 'volume_ma_ratio'], weights=[0.907827740756566, -0.2508861854049798], threshold=0.5731616244020757, comparator='>')
• Exit: And(children=[Condition(feature='ema_cross', comparator='>', threshold=0.014951636369373106, params={}), Condition(feature='swing_lows', comparator='>', threshold=0.02305462563132714, params={})])
• Sizing: inverse_vol

Performance (Training)

• Sharpe: 0.960703572444238
• Return: 0.25138391587804465
• Max DD: -0.020624822880259477
• Trades: 514
• Sortino: 0.9840149636097498
• Calmar: 0.5710061497264655
• Win Rate: 0.4669260700389105
• Profit Factor: 1.990350803989899

Performance (Validation)

• Sharpe: 1.0190428959819224
• Return: 0.04956352256411667
• Max DD: -0.008384614181336014
• Trades: 157
• Sortino: 0.7996813244196536
• Calmar: 0.9650147764078504
• Win Rate: 0.47770700636942676
• Profit Factor: 1.9439558666385293

DSL Hash

b619159e92d2a5b85df1313f7e35e4d0c9e3d69c73678bb2282809c392767334