| 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 |