| Experiment | Model | Stock | Stop Loss | Limit | Limit Max | Gain | Price Gain | Max Drawdown | Min Gain | Min Trade Gain | Max Gain | Max Trade Gain | Sharpe ratio | Sortino ratio | Profit trades | Loss trades | P/D ratio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| t7 | model_OPTF2_ex4_2 | SMCI | 2.00% | 0.01 | 10 | ▲+44.14% | ▲+52.87% | 28.78% | -25.42% | -16.71% | 49.54% | 13.57% | 1.38 | 1.72 | 82.00 | 53.00 | 1.53 | |
| t7 | model_OPTF2_ex19_9 | MU | 10.00% | 0.03 | 10 | ▲+38.06% | ▲+80.51% | 7.67% | -5.55% | -4.54% | 47.06% | 15.43% | 1.30 | 3.50 | 56.00 | 56.00 | 4.96 | |
| t7 | model_OPTF2_ex5_5 | APTV | 10.00% | 0.02 | 10 | ▲+33.77% | ▲+35.23% | 4.08% | -1.86% | -2.69% | 36.08% | 9.52% | 1.84 | 4.53 | 85.00 | 71.00 | 8.28 |
| Experiment | Model | Stock | Stop Loss | Limit | Limit Max | Gain | Price Gain | Max Drawdown | Min Gain | Min Trade Gain | Max Gain | Max Trade Gain | Sharpe ratio | Sortino ratio | Profit trades | Loss trades | P/D ratio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OPT_ALP_RHILO_ATR16 | model_OPT_ALP_RHILO_ATR16_ex19_6 | SMCI | 5.00% | 0.01 | 2 | ▲+1,038.60% | ▼-8.59% | 42.96% | -41.63% | -18.21% | 1,420.22% | 47.75% | 2.59 | 7.65 | 116.00 | 141.00 | 24.18 | |
| OPT_ALP_FILLED2_2023_new | model_OPTF2_ex2_0 | SMCI | 2.00% | 0.06 | 10 | ▲+968.85% | ▲+237.71% | 17.69% | 0.06% | -7.67% | 1,198.49% | 35.22% | 3.57 | 11.78 | 364.00 | 276.00 | 54.77 | |
| OPT_ALP_FILLED2_2023_new | model_OPTF2_ex2_0 | SMCI | 2.00% | 0.06 | 2 | ▲+966.75% | ▲+237.71% | 17.11% | 0.06% | -7.67% | 1,176.06% | 22.16% | 3.93 | 11.43 | 377.00 | 284.00 | 56.50 |