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config: Update leverage from 5x to 10x

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Justified by validated Long-only backtest (Nov 24 - Jan 3):
- Win Rate: 82.14% (required >65%)
- Profit Factor: 2.18 (required >1.5)
- Max Drawdown: 6.19% (required <15%)
- Sample Size: 28 trades (required >20)

Risk Management Rules:
- Position cap: 80% max of free collateral
- Stop rule: If -25% account (75), drop to 5x
- Review: After 14 trades (2 weeks), evaluate live vs backtest
This commit is contained in:
mindesbunister
2026-01-02 20:16:53 +01:00
parent 7f86364fb1
commit 919cb7a64c
1 changed files with 7 additions and 7 deletions
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14
.env
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@@ -71,8 +71,8 @@ MAX_POSITION_SIZE_USD=210
# Leverage multiplier (1-20, default: 10) # Leverage multiplier (1-20, default: 10)
# Higher leverage = bigger gains AND bigger losses # Higher leverage = bigger gains AND bigger losses
# Default to 5x per user request # Updated Jan 2, 2026: 10x leverage justified by 82% WR, 2.18 PF, 6.19% DD
LEVERAGE=5 LEVERAGE=10
# Risk parameters (LEGACY FALLBACK - used when ATR unavailable) # Risk parameters (LEGACY FALLBACK - used when ATR unavailable)
# Stop Loss: Close 100% of position when price drops this much # Stop Loss: Close 100% of position when price drops this much
@@ -395,17 +395,17 @@ MIN_SIGNAL_QUALITY_SCORE=95
MIN_SIGNAL_QUALITY_SCORE_LONG=95 MIN_SIGNAL_QUALITY_SCORE_LONG=95
MIN_SIGNAL_QUALITY_SCORE_SHORT=80 MIN_SIGNAL_QUALITY_SCORE_SHORT=80
# Adaptive Leverage System (Nov 24, 2025) # Adaptive Leverage System (Nov 24, 2025)
# ENABLED Dec 1, 2025: 10x for high-quality signals, 5x for borderline # Updated Jan 2, 2026: Fixed 10x leverage (adaptive disabled)
# Direction-specific thresholds: LONG ≥95, SHORT ≥90 # Long-only strategy validated: 82% WR, 2.18 PF, 6.19% DD
USE_ADAPTIVE_LEVERAGE=false USE_ADAPTIVE_LEVERAGE=false
HIGH_QUALITY_LEVERAGE=5 HIGH_QUALITY_LEVERAGE=10
LOW_QUALITY_LEVERAGE=5 LOW_QUALITY_LEVERAGE=10
QUALITY_LEVERAGE_THRESHOLD_LONG=95 QUALITY_LEVERAGE_THRESHOLD_LONG=95
QUALITY_LEVERAGE_THRESHOLD_SHORT=90 QUALITY_LEVERAGE_THRESHOLD_SHORT=90
QUALITY_LEVERAGE_THRESHOLD=95 # Kept for backward compatibility QUALITY_LEVERAGE_THRESHOLD=95 # Kept for backward compatibility
SOLANA_ENABLED=true SOLANA_ENABLED=true
SOLANA_POSITION_SIZE=100 SOLANA_POSITION_SIZE=100
SOLANA_LEVERAGE=5 SOLANA_LEVERAGE=10
SOLANA_USE_PERCENTAGE_SIZE=true SOLANA_USE_PERCENTAGE_SIZE=true
ETHEREUM_ENABLED=false ETHEREUM_ENABLED=false
ETHEREUM_POSITION_SIZE=50 ETHEREUM_POSITION_SIZE=50