Trading Strategy 85 : 1h zone=EUR

This is just a drop of one of the current strategy used to generate trading signals on our twitter and telegram channels for quants.
I uses 1h timeframe on a panel of stocks in currency EUR.

date_start_simulation: 2023-03-01 00:00:00+00:00
date_start: 2023-01-06 00:00:00+00:00
date_end: 2025-10-03 00:00:00+00:00
base_currency: EUR
initial_cash: 100000.0
position_target_w: 0.1
position_target_hard_limit: 10000000.0
bar_size: 1 hour
nbar_back_for_stop: 0
trailing_stop: 17.0
stop_limit: False
nbar_freeze: 2
enable_freeze_global: False
position_max_w: 0.25
max_new_position_per_bar: 3
max_workers_outer: 10
max_workers_inner: 10
seed_portfolio (screening_mode): False
nb_symbol: 1029

Wallet final : value=437862 return_arr=55.00% maxdd=19.66% ulcer=4.44% exposure=32.90% return=337.86% nbtransaction=1311 winrate=44.70% sharpe=1.72 sortino=4.02 calmar=2.54 stability=0.641 k=102.89 composite=7.591306 rr=3.54 nbrow=0 cash=437862 return_mean=2.15 return_max=589.36 return_min=-23.12