Strategy Factory Discovery — sf-20260414-005

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, -0.25125092258678655], 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: 0.967462688456569
• Return: 0.2531471152470841
• Max DD: -0.01910380142703759
• Trades: 513
• Sortino: 0.9922759690046995
• Calmar: 0.6203624599092183
• Win Rate: 0.4678362573099415
• Profit Factor: 2.003224437846127

Performance (Validation)

• Sharpe: 1.0570936051339452
• Return: 0.05128144158083425
• Max DD: -0.008384614181336014
• Trades: 156
• Sortino: 0.8370154591547874
• Calmar: 0.9977763836334568
• Win Rate: 0.4807692307692308
• Profit Factor: 2.0056284208037343

DSL Hash

54b0c2e8a73b1ef55a4f4d1274e7bb8094aa0f1f5bc0cb595a4ed1ad6007ac1a