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Merged
athon-millane merged 3 commits into from
May 18, 2025
Merged

Will's winning strategy (legit this time) #39

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863cb32
will's best submission-fractral strategy
wc01127 May 17, 2025
9b50e2e
will's new winning legit strategy
wc01127 May 18, 2025
f0b5a7e
Delete src/strategies/will_fractals.py
wc01127 May 18, 2025
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128 changes: 74 additions & 54 deletions data/leaderboard.json
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Original file line number Diff line number Diff line change
@@ -1,5 +1,25 @@
{
"strategies": [
{
"author_name": "Will",
"strategy_name": "Will Fractals 24h",
"description": "Optimized 24-hour fractal breakout strategy with protection mechanisms. Constructs 24h bars from 1-hour close prices only and executes signals on the next 1h bar.",
"last_updated": "2025-05-18T03:24:23.098856Z",
"development_metrics": {
"sharpe": 2.4776683641258717,
"total_return": 199232748.5700369,
"max_drawdown": 0.42925570352018166,
"n_trades": 222,
"win_rate": 0.9099099099099099
},
"holdout_metrics": {
"sharpe": 3.975519499218606,
"total_return": 0.22504933857596043,
"max_drawdown": 0.03976081539161014,
"n_trades": 5,
"win_rate": 1.0
}
},
{
"author_name": "Genesis",
"strategy_name": "Volatility ATR Strategy",
Expand Down Expand Up @@ -60,6 +80,26 @@
"win_rate": 0.4847161572052402
}
},
{
"author_name": "Jim",
"strategy_name": "Enhanced Price Momentum",
"description": "Enhanced momentum strategy with trend confirmation, volatility-based position sizing, and risk management.",
"last_updated": "2025-05-17T12:50:15.376811Z",
"development_metrics": {
"sharpe": 1.5028615712789264,
"total_return": 83691.01305699791,
"max_drawdown": 0.8047181682279175,
"n_trades": 175,
"win_rate": 0.4685714285714286
},
"holdout_metrics": {
"sharpe": 2.3589800460822663,
"total_return": 0.25319737220833005,
"max_drawdown": 0.09536946074759874,
"n_trades": 8,
"win_rate": 0.75
}
},
{
"author_name": "Mahak",
"strategy_name": "Advanced Buy And Hold Strategy",
Expand Down Expand Up @@ -140,6 +180,26 @@
"win_rate": 0.25
}
},
{
"author_name": "Aditya",
"strategy_name": "SMA Crossover 1",
"description": "Goes long when the 30-period SMA crosses above the 120-period SMA, and exits when it crosses below.",
"last_updated": "2025-05-17T12:42:57.466976Z",
"development_metrics": {
"sharpe": 1.2890757652003817,
"total_return": 16908.019911407955,
"max_drawdown": 0.8924143378220439,
"n_trades": 584,
"win_rate": 0.4126712328767123
},
"holdout_metrics": {
"sharpe": 0.1546100984967055,
"total_return": -0.005179828456650437,
"max_drawdown": 0.2720590455045794,
"n_trades": 20,
"win_rate": 0.25
}
},
{
"author_name": "Will",
"strategy_name": "SMA Crossover 1",
Expand All @@ -160,26 +220,6 @@
"win_rate": 0.2962962962962963
}
},
{
"author_name": "Yuan",
"strategy_name": "Volume SMA Confirmation Strategy",
"description": "Goes long when the price breaks above the resistance with high volume, and exits when it breaks below the support with high volume.",
"last_updated": "2025-05-17T10:50:33.555705Z",
"development_metrics": {
"sharpe": 1.1497768598234075,
"total_return": 4483.2488594820325,
"max_drawdown": 0.8781365323919945,
"n_trades": 735,
"win_rate": 0.48707482993197276
},
"holdout_metrics": {
"sharpe": 0.7297079146266436,
"total_return": 0.07258730731958374,
"max_drawdown": 0.19649304246128135,
"n_trades": 26,
"win_rate": 0.46153846153846156
}
},
{
"author_name": "Lucien",
"strategy_name": "EMA Crossover + Adaptive ATR Filter",
Expand All @@ -200,26 +240,6 @@
"win_rate": 0.5263157894736842
}
},
{
"author_name": "Aditya",
"strategy_name": "SMA Crossover 1",
"description": "Goes long when the 30-period SMA crosses above the 120-period SMA, and exits when it crosses below.",
"last_updated": "2025-05-17T12:42:57.466976Z",
"development_metrics": {
"sharpe": 1.2890757652003817,
"total_return": 16908.019911407955,
"max_drawdown": 0.8924143378220439,
"n_trades": 584,
"win_rate": 0.4126712328767123
},
"holdout_metrics": {
"sharpe": 0.1546100984967055,
"total_return": -0.005179828456650437,
"max_drawdown": 0.2720590455045794,
"n_trades": 20,
"win_rate": 0.25
}
},
{
"author_name": "Will",
"strategy_name": "ML Enhanced Trading Strategy",
Expand All @@ -241,23 +261,23 @@
}
},
{
"author_name": "Jim",
"strategy_name": "Enhanced Price Momentum",
"description": "Enhanced momentum strategy with trend confirmation, volatility-based position sizing, and risk management.",
"last_updated": "2025-05-17T12:50:15.376811Z",
"author_name": "Yuan",
"strategy_name": "Volume SMA Confirmation Strategy",
"description": "Goes long when the price breaks above the resistance with high volume, and exits when it breaks below the support with high volume.",
"last_updated": "2025-05-17T10:50:33.555705Z",
"development_metrics": {
"sharpe": 1.5028615712789264,
"total_return": 83691.01305699791,
"max_drawdown": 0.8047181682279175,
"n_trades": 175,
"win_rate": 0.4685714285714286
"sharpe": 1.1497768598234075,
"total_return": 4483.2488594820325,
"max_drawdown": 0.8781365323919945,
"n_trades": 735,
"win_rate": 0.48707482993197276
},
"holdout_metrics": {
"sharpe": 2.3589800460822663,
"total_return": 0.25319737220833005,
"max_drawdown": 0.09536946074759874,
"n_trades": 8,
"win_rate": 0.75
"sharpe": 0.7297079146266436,
"total_return": 0.07258730731958374,
"max_drawdown": 0.19649304246128135,
"n_trades": 26,
"win_rate": 0.46153846153846156
}
},
{
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