======================================================================== OPTIMIZED PARAMETERS — COINBASE_BTCUSD_4H — 2026-04-17 [WFO-selected] Composite: 0.4223 | Calmar: 0.1054 | Sortino: 0.6445 | Sharpe: 0.4404 WFO Score: 1.0239 (mean OOS Calmar across 5 temporal folds) P&L: 1,304.9% | Max Drawdown: -52.07% | Trades: 64 NOTE: Metrics above cover the SCORING WINDOW (2017-12-01 → 2026-02-28) only. ======================================================================== --- Neural Activation Thresholds --- Long Entry Activation Threshold 251 (i_long_entry_activation_threshold) Long Exit Activation Threshold -80 (i_long_exit_activation_threshold) Long Exit Activation Confirmation Threshold -90 (i_long_exit_activation_confirmation_threshold) Use Long Exit Confirmation false (i_use_long_exit_confirmation) Use Long Entry Confirmation false (i_use_long_entry_confirmation) Trailing Stop % (0 = disabled) 30 (i_trailing_stop_threshold) --- Neural Activation Weights --- Stochastic Weight -80 (i_w_stoch) MACD Prediction Weight 10 (i_w_macd_pred) OSC Weight 55 (i_w_osc) MACD Bullish Weight 0 (i_w_macd_bullish) M3 Momentum Weight -80 (i_w_m3_momentum) M3 Momentum Period 1 (i_m3_momentum_period) M2 Tiny Momentum Weight 25 (i_w_m2_tiny) RSID OSC Weight 0 (i_w_rsid_osc) Stoch Div OSC Weight -100 (i_w_stoch_div_osc) VWAP Div OSC Weight -65 (i_w_vwap_div_osc) Stoch Peaking Weight 0 (i_w_stoch_peaking) Stoch Bottoming Weight 0 (i_w_stoch_bottoming) M3 Div OSC Weight 60 (i_w_m3_div_osc) M2 Div OSC Weight 60 (i_w_m2_div_osc) M2 Div OSC (No Offset) Weight -10 (i_w_m2_div_osc_noOffset) --- Candlestick Patterns --- Bearish Engulfing Weight 15 (i_w_bearish_engulfing) Body Quality Ratio N/A (i_cs_body_quality_ratio) Confidence Scaling Factor N/A (i_cs_confidence_scaling_factor) Bullish Hammer Weight -20 (i_w_bullish_hammer) Hammer Min Lower Shadow Ratio 0.6 (i_cs_hammer_min_lower_shadow) (fixed Pine default) Hammer Max Body Ratio 0.35 (i_cs_hammer_max_body_ratio) (fixed Pine default) Hammer Max Upper Shadow Ratio 0.15 (i_cs_hammer_max_upper_shadow) (fixed Pine default) Bullish Engulfing Weight 60 (i_w_bullish_engulfing) Bullish Engulfing Scaling Factor 2.5 (i_cs_bull_eng_scaling_factor) (fixed Pine default) Shooting Star Weight 35 (i_w_shooting_star) Shooting Star Min Upper Shadow 0.6 (i_cs_star_min_upper_shadow) (fixed Pine default) Shooting Star Max Body Ratio 0.35 (i_cs_star_max_body_ratio) (fixed Pine default) Shooting Star Max Lower Shadow 0.15 (i_cs_star_max_lower_shadow) (fixed Pine default) --- Macro Signals --- BTC/SPX Correlation Weight 60 (i_w_btc_spx_corr) DXY Weight 75 (i_w_dxy) VIX Weight -25 (i_w_vix) BTC Dominance Weight 75 (i_w_btc_dom) US 10Y Yield Weight 80 (i_w_us10y) SPY Weight 95 (i_w_spy) Gold Weight -25 (i_w_gold) --- On-Chain Regime Signals --- MVRV Z-Score Weight (discrete) 25 (i_w_mvrv) MVRV Z-Score Weight (continuous) -65 (i_w_mvrv_cont) Realized Price NUPL Weight -35 (i_w_nupl) Fed Net Liquidity Sign Weight 35 (i_w_fed_net_liq) Gaussian Channel Position Weight 65 (i_w_gc_position) --- Rates & Macro --- US 2Y Yield Weight 80 (i_w_us2y) Yield Curve (10Y-2Y) Weight -95 (i_w_yield_curve) QQQ/SPY Ratio Weight -40 (i_w_qqq_spy_ratio) --- MVRV Macro Regime --- Regime Filter Window (0=off) 0 (i_regime_window) Regime Filter Min Score -1000 (i_regime_entry_min_score) Suppress Entries in Bear Regime false (i_mvrv_suppress_bear) --- RSI Divergence Signals --- RSI Div Regular Bullish Weight -70 (i_w_rsid_reg_bull) RSI Div Regular Bearish Weight 85 (i_w_rsid_reg_bear) RSI Div Hidden Bullish Weight -100 (i_w_rsid_hid_bull) RSI Div Hidden Bearish Weight 20 (i_w_rsid_hid_bear) RSI Div Real-Time Bullish Weight 90 (i_w_rsid_rt_bull) RSI Div Real-Time Bearish Weight -70 (i_w_rsid_rt_bear) RSI Div Slowing Bullish Weight -90 (i_w_rsid_slow_bull) RSI Div Slowing Bearish Weight 75 (i_w_rsid_slow_bear) RSI Div Delayed Peak Weight 20 (i_w_rsid_delayed_peak) RSI Div Delayed Dip Weight 95 (i_w_rsid_delayed_dip) RSI Div Window (bars signal stays active) 7 (i_div_window) --- Derivatives & Market Structure --- Perp OI ROC Weight -25 (i_w_oi_roc) USDT Dominance ROC Weight 85 (i_w_usdt_d) Spot-Perp Basis Weight -65 (i_w_basis) --- Sentiment & Sub-TF Signals --- Fear & Greed Index Weight (disabled) 95 (i_w_fear_greed) BTC/Gold Ratio Weight -60 (i_w_btc_gold) Sub-TF RSI Weight (half chart period) -80 (i_w_rsi_subtf)