Big Bite + Lock Profit

Strategy Name: Big Bite + Lock Profit (Trend-Following with Dynamic Risk Management)
1. Core Concept
This strategy is a robust Trend-Following system designed to capture significant market moves while minimizing equity volatility. It combines long-term trend filters with volatility-based trailing stops and a partial profit-taking mechanism to ensure capital preservation.
2. Technical Indicators
Trend Filter: 200-period Exponential Moving Average (EMA 200).
Entry/Trailing Stop: Supertrend Indicator (default: 10-period, 3.0 Multiplier).
Volatility Measure: Average True Range (ATR) used for calculating the dynamic trailing stops.
3. Entry Logic (Long/Short)
Long Entry: Price must be trading above the EMA 200 AND the Supertrend flips from Bearish to Bullish.
Short Entry: Price must be trading below the EMA 200 AND the Supertrend flips from Bullish to Bearish.
Purpose: This ensures we only trade in the direction of the dominant macro-trend, significantly reducing "Whipsaw" losses during market consolidations.
4. Exit & Trade Management (The "Lock Profit" Mechanic)
Partial Take Profit (Locked Gains): Once the trade reaches a pre-defined target (e.g., 2% gain or a 1.5 R:R), 50% of the position is closed. This effectively "locks in" profit and moves the trade to a "risk-free" state.
Full Exit (Trend End): The remaining 50% of the position is held until the Supertrend signals a reversal (trend change). This allows the strategy to "let the winners run" and capture the "Big Bite" of major trends.
5. Strategy Strengths (Backtest Performance Insights)
High Sortino Ratio: The strategy demonstrates a high Sortino Ratio (approx. 5.47), indicating superior risk-adjusted returns with very low downside volatility.
Healthy Holding Period: Unlike "scalping" bots, this strategy has an average holding period of 40+ bars, making it highly resilient to slippage and high commission costs in live trading environments.
Asymmetric Reward-to-Risk: With an average win of ~1.28% vs. an average loss of ~0.41%, the strategy maintains a healthy 1:3 Reward-to-Risk ratio, ensuring long-term profitability even with a moderate win rate.