
cache_db: combined_cache.db

strategy_class: strategies.short_top_gainers_bot_with_filters_v12.ShortTopGainersV12
strategy_params:
  # universe & ranking
  top_n: 8
  min_qv_24h: 200000
  min_qv_1h: 10000

  # filters from optimization (SHORT, breakdown mode)
  mode: "breakdown"          # "breakdown" (best PF) or "fade_gainers" (optional)
  min_momentum_sum: 0.06
  min_atr_ratio: 0.01
  min_vol_surge_mult: 1.2

  # exits & risk
  sl_atr_mult: 1.2
  tp_atr_mult: 2.0
  max_hold_hours: 72
  max_mae_atr_mult: 1.5
  mom_flip_thresh: 0.0
  trail_start_atr: 1.0
  trail_dist_atr: 1.0

  # optional: only for fade_gainers mode
  rsi_overbought: 70
  obi_overbought: 0.7

portfolio:
  initial_equity: 18         # your current balance
  position_notional: 3       # $3/test trade (adjust if exchange min notional is higher)
  max_notional_frac: 0.6     # do not exceed 60% of equity in one position
  fee_rate: 0.001            # 0.10% per side
  funding_rate_hour: 0.00002 # ~0.002%/h
  slippage_per_side: 0.0003  # 3 bps
  tick_pct: 0.0001

session:
  open_hour_kyiv: 2
  kyiv_offset_hours: 3
