vegas-backtest-optimizer

Automated backtesting iteratively reruns tests by tweaking strategy and risk configurations to identify settings with positive profit and at least a 50 percent win rate.

Vegas 4H strategy optimization iteratively adjusts strategy_config and risk_config, reruns backtests via cargo, and selects configurations meeting win rate and profit criteria.

You can store and retrieve backtest logs and strategy configurations by integrating the optimization scripts directly with a MySQL database using PyMySQL.

MySQL is required as a dependency to store and retrieve backtest logs and strategy configurations during the iterative parameter optimization process.

The performance criteria require a selected configuration to achieve a win rate of at least 50 percent alongside positive profit before it is accepted.

You can execute the optimization Skill directly to run a backtest using the default environment variables provided for the Vegas strategy configuration.