| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| bollinger | 0.784 | 0.21 | 28 | virtual |
| trend_follow | 0.756 | 0.23 | 105 | virtual |
| mean_reversion | 0.668 | 0.11 | 30 | virtual |
| macd | 0.609 | 0.27 | 81 | virtual |
| volume_breakout | 0.200 | 0.16 | 18 | virtual |
| vwap | -0.018 | 0.00 | 41 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| LONG | 0.2106 | 0.2055 | -2.44% | -58.77 | sl_hit | 09-10 23:14 |
| LONG | 0.2136 | 0.2141 | 0.23% | 2.93 | tp_trail | 09-09 19:59 |
| LONG | 0.2277 | 0.2208 | -3.04% | -61.97 | sl_hit | 09-08 19:49 |
| LONG | 0.2297 | 0.2290 | -0.30% | -7.56 | corr_derisk | 09-08 15:59 |
| SHORT | 0.1949 | 0.1963 | -0.72% | -18.06 | tp_trail | 08-31 07:29 |
| LONG | 0.2045 | 0.2011 | -1.66% | -66.83 | sl_hit | 08-30 20:49 |
| LONG | 0.2024 | 0.2026 | 0.10% | 0.75 | tp_trail | 08-30 15:19 |
| SHORT | 0.2054 | 0.1992 | 3.02% | 67.61 | tp_hit | 08-29 08:09 |
| SHORT | 0.2083 | 0.2080 | 0.14% | 1.32 | tp_trail | 08-26 21:24 |
| LONG | 0.2338 | 0.2201 | -5.86% | -42.73 | time_stop | 08-24 05:59 |
| LONG | 0.2311 | 0.2284 | -1.17% | -8.79 | circuit_breaker | 08-22 05:24 |
| LONG | 0.2393 | 0.2311 | -3.43% | -32.67 | circuit_breaker | 08-22 05:19 |
| LONG | 0.2439 | 0.2551 | 4.59% | 56.47 | tp_hit | 08-22 04:49 |
| LONG | 0.2320 | 0.2439 | 5.13% | 63.09 | tp_hit | 08-22 03:24 |
| LONG | 0.2200 | 0.2302 | 4.64% | 58.02 | tp_hit | 08-21 22:44 |
| LONG | 0.2101 | 0.2200 | 4.71% | 56.46 | tp_hit | 08-21 16:04 |
| LONG | 0.2097 | 0.2101 | 0.19% | 1.35 | circuit_breaker | 08-21 09:29 |
| LONG | 0.2104 | 0.2097 | -0.33% | -5.05 | circuit_breaker | 08-21 09:24 |
| LONG | 0.2166 | 0.2104 | -2.86% | -42.54 | circuit_breaker | 08-21 09:19 |
| LONG | 0.2051 | 0.2149 | 4.78% | 64.34 | tp_hit | 08-21 08:54 |
| LONG | 0.1945 | 0.2051 | 5.45% | 76.42 | tp_hit | 08-21 00:59 |
| LONG | 0.2021 | 0.1951 | -3.48% | -59.81 | sl_hit | 08-20 19:19 |
| LONG | 0.1895 | 0.1983 | 4.64% | 80.83 | tp_hit | 08-20 16:49 |
| LONG | 0.1912 | 0.1858 | -2.85% | -59.94 | sl_hit | 08-20 01:14 |
| LONG | 0.1817 | 0.1912 | 5.23% | 127.80 | tp_hit | 08-19 21:29 |
| LONG | 0.1765 | 0.1735 | -1.71% | -61.87 | sl_hit | 08-18 19:59 |
| SHORT | 0.1735 | 0.1749 | -0.81% | -31.96 | tp_trail | 08-18 13:44 |
| SHORT | 0.1785 | 0.1764 | 1.18% | 49.29 | tp_trail | 08-17 01:09 |
| SHORT | 0.1755 | 0.1775 | -1.12% | -63.70 | sl_hit | 08-16 19:24 |
| SHORT | 0.1797 | 0.1759 | 2.11% | 78.63 | tp_hit | 08-15 23:39 |
| SHORT | 0.1836 | 0.1827 | 0.49% | 14.10 | tp_trail | 08-13 00:09 |
| SHORT | 0.1862 | 0.1836 | 1.40% | 44.85 | tp_trail | 08-12 18:39 |
| SHORT | 0.1886 | 0.1862 | 1.27% | 43.06 | tp_trail | 08-11 16:29 |
| SHORT | 0.1938 | 0.1968 | -1.53% | -61.25 | sl_hit | 08-10 01:54 |
| LONG | 0.2067 | 0.1993 | -3.57% | -60.30 | sl_hit | 08-07 02:34 |
| LONG | 0.1964 | 0.2073 | 5.55% | 126.49 | tp_hit | 08-06 15:39 |
| LONG | 0.1978 | 0.1935 | -2.18% | -60.27 | sl_hit | 08-05 12:44 |
| LONG | 0.1943 | 0.1941 | -0.10% | -3.54 | tp_trail | 08-04 07:24 |
| LONG | 0.1867 | 0.1875 | 0.43% | 6.42 | tp_trail | 08-02 13:54 |
| LONG | 0.1784 | 0.1867 | 4.65% | 96.61 | tp_hit | 08-02 06:44 |
| LONG | 0.1707 | 0.1717 | 0.59% | 9.71 | tp_trail | 08-01 09:44 |
| SHORT | 0.1539 | 0.1581 | -2.70% | -56.93 | sl_hit | 07-28 12:54 |
| SHORT | 0.1598 | 0.1553 | 2.82% | 71.76 | corr_derisk | 07-27 22:59 |
| SHORT | 0.1621 | 0.1639 | -1.12% | -59.21 | sl_hit | 07-25 13:54 |
| SHORT | 0.1661 | 0.1621 | 2.41% | 81.10 | tp_hit | 07-25 06:29 |
| LONG | 0.1734 | 0.1794 | 3.46% | 75.33 | tp_hit | 07-22 15:54 |
| LONG | 0.1698 | 0.1749 | 3.00% | 59.41 | tp_hit | 07-21 12:04 |
| LONG | 0.1678 | 0.1639 | -2.34% | -57.36 | sl_hit | 07-18 16:44 |
| LONG | 0.1683 | 0.1650 | -1.94% | -61.21 | sl_hit | 07-15 16:09 |
| SHORT | 0.1601 | 0.1591 | 0.62% | 17.06 | tp_trail | 07-14 05:14 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 09-09 05:00 | L2 | weights | "{\"macd\": 0.293, \"vwap\": 0.0, \"bollinger\": 0.2, \"trend_follow\": 0.226, \"mean_reversion\": 0.082, \"rsi_divergence\": 0.011, \"volume_breakout\": 0.19}" | "{\"macd\": 0.273, \"mean_reversion\": 0.115, \"volume_breakout\": 0.158, \"bollinger\": 0.213, \"vwap\": 0.0, \"trend_follow\": 0.233, \"rsi_divergence\": 0.008}" | applied | auto-fitness (virtual, α=0.25) |
| 09-06 05:00 | L2 | weights | "{\"macd\": 0.318, \"vwap\": 0.0, \"bollinger\": 0.192, \"trend_follow\": 0.218, \"mean_reversion\": 0.047, \"rsi_divergence\": 0.015, \"volume_breakout\": 0.211}" | "{\"macd\": 0.293, \"mean_reversion\": 0.082, \"volume_breakout\": 0.19, \"bollinger\": 0.2, \"vwap\": 0.0, \"trend_follow\": 0.226, \"rsi_divergence\": 0.011}" | applied | auto-fitness (virtual, α=0.25) |
| 08-17 05:00 | L2 | weights | "{\"macd\": 0.299, \"vwap\": 0.0, \"bollinger\": 0.197, \"trend_follow\": 0.2, \"mean_reversion\": 0.04, \"rsi_divergence\": 0.019, \"volume_breakout\": 0.246}" | "{\"macd\": 0.318, \"mean_reversion\": 0.047, \"volume_breakout\": 0.211, \"bollinger\": 0.192, \"vwap\": 0.0, \"trend_follow\": 0.218, \"rsi_divergence\": 0.015}" | applied | auto-fitness (virtual, α=0.25) |
| 08-17 01:11 | L1 | trail_arm_pct | 1.5 | 1 | applied | 4/5 gagnants mais R moyen 0.81<1 → trailing armé plus tôt |
| 08-12 05:00 | L2 | weights | "{\"macd\": 0.265, \"vwap\": 0.0, \"bollinger\": 0.203, \"trend_follow\": 0.18, \"mean_reversion\": 0.051, \"rsi_divergence\": 0.026, \"volume_breakout\": 0.275}" | "{\"macd\": 0.299, \"mean_reversion\": 0.04, \"volume_breakout\": 0.246, \"bollinger\": 0.197, \"vwap\": 0.0, \"trend_follow\": 0.2, \"rsi_divergence\": 0.019}" | applied | auto-fitness (virtual, α=0.25) |
| 08-02 05:00 | L2 | weights | "{\"macd\": 0.272, \"vwap\": 0.0, \"bollinger\": 0.215, \"trend_follow\": 0.189, \"mean_reversion\": 0.052, \"rsi_divergence\": 0.034, \"volume_breakout\": 0.237}" | "{\"macd\": 0.265, \"mean_reversion\": 0.051, \"volume_breakout\": 0.275, \"bollinger\": 0.203, \"vwap\": 0.0, \"trend_follow\": 0.18, \"rsi_divergence\": 0.026}" | applied | auto-fitness (virtual, α=0.25) |
| 07-30 05:00 | L2 | weights | "{\"macd\": 0.283, \"vwap\": 0.0, \"bollinger\": 0.219, \"trend_follow\": 0.203, \"mean_reversion\": 0.051, \"rsi_divergence\": 0.046, \"volume_breakout\": 0.198}" | "{\"macd\": 0.272, \"mean_reversion\": 0.052, \"volume_breakout\": 0.237, \"bollinger\": 0.215, \"vwap\": 0.0, \"trend_follow\": 0.189, \"rsi_divergence\": 0.034}" | applied | auto-fitness (virtual, α=0.25) |
| 07-29 05:00 | L2 | weights | "{\"macd\": 0.297, \"vwap\": 0.0, \"bollinger\": 0.224, \"trend_follow\": 0.223, \"mean_reversion\": 0.049, \"rsi_divergence\": 0.061, \"volume_breakout\": 0.145}" | "{\"macd\": 0.283, \"mean_reversion\": 0.051, \"volume_breakout\": 0.198, \"bollinger\": 0.219, \"vwap\": 0.0, \"trend_follow\": 0.203, \"rsi_divergence\": 0.046}" | applied | auto-fitness (virtual, α=0.25) |