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22 lines
875 B
JSON
22 lines
875 B
JSON
{
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"experiment_name": "phase5_v1",
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"dataset_snapshot_id": "cd664594-6a6c-4e16-afef-9104ce900f33",
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"description": "Phase 5 strategy improvements: ATR targets, partial exits, wider stops, event-type filtering, SUE gate, direction filter.",
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"base_config": "configs/backtest/defaults.json",
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"overrides": {
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"signal": {
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"score_threshold": 0.5,
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"max_candidates_per_day": 10
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},
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"risk": {
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"per_trade_risk_pct": 0.01,
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"max_daily_new_risk_pct": 0.05,
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"max_positions": 10,
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"max_positions_per_sector": 5
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}
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},
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"splits": [],
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"tags": ["phase5", "atr-targets", "partial-exits", "event-type-filter", "sue-gate"],
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"notes": "Phase 5 improvements over expanded_scored_v1. Uses new defaults: stop_atr_multiplier=3.0, target_model=atr_multiple, target_1_fraction=0.5, trailing pct_3 with warmup=2, event_type_profiles active."
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}
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