eth-partial-take-runner-report.md 5.8 KB
ETH partial-take runner exploration
Scope: offline local OKX 15m candle research only. No live executor, private API, env, or service file was touched.
Run command: rtk .venv/bin/python /home/lxy/okx-codex-trader/scripts/search_eth_partial_take_runner.py --bar 15m --years 10.0 --output-dir reports/eth-exploration
Model: BB squeeze entry, single-position contract-equity approximation, partial profit take, retained runner with trailing exit, optional drawdown re-add, optional post-exit re-entry. Each candle can execute at most one pending or risk action.
Output files:
reports/eth-exploration/eth-partial-take-runner-summary.csvreports/eth-exploration/eth-partial-take-runner-horizons.csvreports/eth-exploration/eth-partial-take-runner-events.csvreports/eth-exploration/eth-partial-take-runner-trades.csvreports/eth-exploration/eth-partial-take-runner-report.md
Ranking
| variant | full_total_return | full_annualized_return | full_max_drawdown | full_calmar | recent_min_return | recent_min_calmar | trades | win_rate | profit_factor | payoff_ratio | partial_take_events | t_readd_events | reentry_events |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| bb-l48-bw960-q0.2-both-none-sl0.01-pt0.018-f0.25-tr0.024-0.012-readd0.008-reentry0 | -0.9999 | -0.764244 | 0.999913 | -0.76431 | 0 | 0 | 1081 | 0.484736 | 0.488036 | 0.518772 | 64 | 17 | 0 |
| bb-l48-bw960-q0.25-both-none-sl0.01-pt0.018-f0.25-tr0.024-0.012-readd0.008-reentry0 | -0.9999 | -0.76426 | 0.999914 | -0.764325 | 0 | 0 | 1140 | 0.490351 | 0.512819 | 0.533002 | 66 | 18 | 0 |
| bb-l48-bw960-q0.2-both-none-sl0.01-pt0.018-f0.25-tr0.024-0.012-readdnone-reentry0 | -0.999901 | -0.764358 | 0.999913 | -0.764424 | 0 | 0 | 1085 | 0.483871 | 0.483873 | 0.516131 | 62 | 0 | 0 |
| bb-l48-bw960-q0.2-both-none-sl0.01-pt0.012-f0.3-tr0.018-0.01-readdnone-reentry0 | -0.999901 | -0.764391 | 0.999911 | -0.764459 | 0 | 0 | 1225 | 0.49551 | 0.455017 | 0.463262 | 90 | 0 | 0 |
| bb-l48-bw960-q0.2-both-none-sl0.01-pt0.024-f0.2-tr0.03-0.015-readdnone-reentry0 | -0.999901 | -0.76443 | 0.999913 | -0.764497 | 0 | 0 | 1090 | 0.485321 | 0.555208 | 0.588793 | 73 | 0 | 0 |
| bb-l48-bw960-q0.25-both-none-sl0.01-pt0.012-f0.3-tr0.018-0.01-readdnone-reentry0 | -0.999901 | -0.764439 | 0.999911 | -0.764506 | 0 | 0 | 1299 | 0.502694 | 0.483241 | 0.478061 | 91 | 0 | 0 |
| bb-l96-bw960-q0.25-both-btc-up-sl0.012-pt0.012-f0.3-tr0.018-0.01-readd0.006-reentry1 | -0.999901 | -0.76445 | 0.999902 | -0.764525 | 0 | 0 | 1239 | 0.600484 | 0.542505 | 0.360941 | 200 | 90 | 1038 |
| bb-l96-bw960-q0.25-both-btc-up-momo-sl0.012-pt0.012-f0.3-tr0.018-0.01-readd0.006-reentry1 | -0.999901 | -0.76445 | 0.999902 | -0.764525 | 0 | 0 | 1239 | 0.600484 | 0.542505 | 0.360941 | 200 | 90 | 1038 |
| bb-l48-bw960-q0.25-both-none-sl0.01-pt0.018-f0.25-tr0.024-0.012-readdnone-reentry0 | -0.999901 | -0.764479 | 0.999915 | -0.764544 | 0 | 0 | 1151 | 0.490009 | 0.512454 | 0.533352 | 66 | 0 | 0 |
| bb-l48-bw960-q0.25-both-none-sl0.01-pt0.024-f0.2-tr0.03-0.015-readdnone-reentry0 | -0.999901 | -0.764487 | 0.999913 | -0.764553 | 0 | 0 | 1171 | 0.492741 | 0.581327 | 0.598455 | 73 | 0 | 0 |
| bb-l48-bw960-q0.25-both-none-sl0.01-pt0.018-f0.25-tr0.024-0.012-readd0.008-reentry1 | -0.999902 | -0.764742 | 0.999902 | -0.764817 | 0 | 0 | 1012 | 0.511858 | 0.500536 | 0.477345 | 111 | 40 | 900 |
| bb-l48-bw960-q0.2-both-none-sl0.01-pt0.018-f0.25-tr0.024-0.012-readd0.008-reentry1 | -0.999902 | -0.764742 | 0.999902 | -0.764817 | 0 | 0 | 1012 | 0.511858 | 0.500536 | 0.477345 | 111 | 40 | 900 |
Best Variant Horizons
| horizon | total_return | annualized_return | max_drawdown | calmar | trades | win_rate | profit_factor | payoff_ratio | partial_take_exits | trail_exits | stop_exits |
|---|---|---|---|---|---|---|---|---|---|---|---|
| full | -0.9999 | -0.764244 | 0.999913 | -0.76431 | 1081 | 0.484736 | 0.488036 | 0.518772 | 64 | 564 | 453 |
| 3y | -0.816731 | -0.431687 | 0.819779 | -0.52659 | 224 | 0.544643 | 0.541812 | 0.452991 | 21 | 117 | 86 |
| 1y | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 6m | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3m | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 30d | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Event Counts
| variant | entry_events | partial_take_events | t_readd_events | reentry_events | trail_events | stop_events |
|---|---|---|---|---|---|---|
| bb-l96-bw960-q0.25-both-btc-up-sl0.012-pt0.012-f0.3-tr0.018-0.01-readd0.006-reentry1 | 1 | 200 | 90 | 1038 | 676 | 363 |
| bb-l96-bw960-q0.25-both-btc-up-momo-sl0.012-pt0.012-f0.3-tr0.018-0.01-readd0.006-reentry1 | 1 | 200 | 90 | 1038 | 676 | 363 |
| bb-l96-bw960-q0.25-both-btc-up-sl0.012-pt0.018-f0.25-tr0.024-0.012-readd0.008-reentry1 | 1 | 169 | 67 | 983 | 588 | 396 |
| bb-l96-bw960-q0.25-both-btc-up-momo-sl0.012-pt0.018-f0.25-tr0.024-0.012-readd0.008-reentry1 | 1 | 169 | 67 | 983 | 588 | 396 |
| bb-l96-bw960-q0.25-both-btc-up-sl0.012-pt0.024-f0.2-tr0.03-0.015-readd0.01-reentry1 | 1 | 151 | 60 | 953 | 531 | 423 |
| bb-l96-bw960-q0.25-both-btc-up-momo-sl0.012-pt0.024-f0.2-tr0.03-0.015-readd0.01-reentry1 | 1 | 151 | 60 | 953 | 531 | 423 |
| bb-l48-bw960-q0.25-both-none-sl0.01-pt0.012-f0.3-tr0.018-0.01-readd0.006-reentry1 | 1 | 138 | 41 | 926 | 532 | 395 |
| bb-l48-bw960-q0.2-both-none-sl0.01-pt0.012-f0.3-tr0.018-0.01-readd0.006-reentry1 | 1 | 138 | 41 | 926 | 532 | 395 |
| bb-l48-bw960-q0.25-both-none-sl0.01-pt0.018-f0.25-tr0.024-0.012-readd0.008-reentry1 | 1 | 111 | 40 | 900 | 467 | 434 |
| bb-l48-bw960-q0.2-both-none-sl0.01-pt0.018-f0.25-tr0.024-0.012-readd0.008-reentry1 | 1 | 111 | 40 | 900 | 467 | 434 |
| bb-l48-bw960-q0.25-both-none-sl0.01-pt0.012-f0.3-tr0.018-0.01-readd0.006-reentry0 | 1192 | 96 | 34 | 0 | 747 | 445 |
| bb-l48-bw960-q0.2-both-none-sl0.01-pt0.012-f0.3-tr0.018-0.01-readd0.006-reentry0 | 1117 | 94 | 40 | 0 | 694 | 423 |