Add average SLTP

2025-03-02 18:10:52 +07:00
parent 6f4db52bbb
commit 963b7bbf83
2 changed files with 41 additions and 6 deletions
--- a/src/Managing.Domain/Shared/Helpers/BacktestScore.cs
+++ b/src/Managing.Domain/Shared/Helpers/BacktestScore.cs
@@ -5,12 +5,12 @@ public class BacktestScorer
    // Updated weights without ProfitEfficiency
    private static readonly Dictionary<string, double> Weights = new Dictionary<string, double>
    {
-        { "GrowthPercentage", 0.30 }, // Increased weight for profitability
+        { "GrowthPercentage", 0.28 },
        { "SharpeRatio", 0.18 },
        { "MaxDrawdownPc", 0.15 },
-        { "HodlComparison", 0.15 },
-        { "WinRate", 0.10 },
-        { "ProfitabilityBonus", 0.07 }, // New direct profitability component
+        { "HodlComparison", 0.05 },
+        { "WinRate", 0.18 },
+        { "ProfitabilityBonus", 0.11 },
        { "TradeCount", 0.03 },
        { "RecoveryTime", 0.02 }
    };