Nodies V2 — Bot APT

Bot APT

active · l1

Fiabilité (sensibilité au meilleur trade)

Avec tous les trades : bruit → sans le meilleur (R=2.44) : bruit · sans les 2 meilleurs : bruit

ADN tactique

          volume_breakout 0.00
          funding_extreme 0.00
          btc_beta 0.00
          oi_divergence 0.00
          mean_reversion 0.65
          bollinger 0.09
          vwap 0.12
          trend_follow 0.13
          rsi_divergence 0.00
          macd 0.00
      

params : tp_min_pct=2 · trail_arm_pct=2 · min_conviction=25 · sl_atr_multiplier=2 · trail_rearm_close_pct=2

Pourquoi (edge mesuré par indicateur, sur les trades de CE bot)

Indicateur	Edge (%)	Poids actuel	n	Source
mean_reversion	0.505	0.65	63	virtual
bollinger	0.185	0.09	51	virtual
trend_follow	0.154	0.13	62	virtual
vwap	0.065	0.12	97	virtual
macd	-0.761	0.00	17	virtual

Histoire (ADN narratif)

great_win 09-09 13:14

long fermé [tp_hit] pnl +6.4% (+106 USDT)

great_win 07-12 00:44

short fermé [tp_hit] pnl +3.1% (+93 USDT)

state_change 05-29 15:23

Fin de gestation → ACTIVE (paper trading)

birth 05-29 14:56

Naissance de Bot[APT] (l1) — gestation 4j — sous-stratégies: volume_breakout, funding_extreme, btc_beta, oi_divergence, mean_reversion

Historique des trades (44)

Sens	Entrée	Sortie	PnL%	PnL USDT	Raison	Quand
SHORT	0.6472	0.6109	5.61%	63.07	tp_hit	09-12 08:09
LONG	0.6165	0.6473	5.00%	57.77	tp_hit	09-10 20:39
LONG	0.6415	0.6825	6.39%	105.67	tp_hit	09-09 13:14
LONG	0.5201	0.5263	1.19%	15.27	tp_trail	08-31 22:24
LONG	0.5338	0.5406	1.27%	34.23	tp_trail	08-30 00:09
LONG	0.5500	0.5336	-2.97%	-46.67	sl_hit	08-28 16:29
LONG	0.5567	0.5623	1.01%	15.87	tp_trail	08-27 03:19
LONG	0.6021	0.5827	-3.23%	-48.55	sl_hit	08-25 20:09
SHORT	0.5279	0.5361	-1.56%	-53.32	sl_hit	08-19 15:04
SHORT	0.5942	0.5875	1.13%	29.04	time_stop	08-07 16:34
SHORT	0.5833	0.5919	-1.47%	-56.98	sl_hit	08-05 14:54
SHORT	0.5739	0.5827	-1.54%	-58.47	sl_hit	08-05 02:34
SHORT	0.5635	0.5725	-1.59%	-59.38	sl_hit	08-03 18:09
SHORT	0.5796	0.5622	3.00%	94.18	tp_hit	07-31 07:29
SHORT	0.5728	0.5809	-1.42%	-57.57	sl_hit	07-30 18:04
SHORT	0.5897	0.5720	3.00%	80.34	tp_hit	07-29 03:34
SHORT	0.6025	0.6164	-2.30%	-57.19	sl_hit	07-21 05:34
SHORT	0.5897	0.6006	-1.85%	-57.06	sl_hit	07-20 16:19
SHORT	0.6232	0.6041	3.06%	81.12	tp_hit	07-18 12:29
SHORT	0.6287	0.6066	3.52%	86.16	tp_hit	07-16 08:19
SHORT	0.5984	0.5937	0.79%	12.55	tp_trail	07-14 01:09
SHORT	0.6065	0.5984	1.34%	27.59	tp_trail	07-13 04:34
SHORT	0.6395	0.6199	3.06%	93.08	tp_hit	07-12 00:44
SHORT	0.6427	0.6202	3.50%	47.65	tp_hit	07-07 04:04
LONG	0.6401	0.6269	-2.06%	-36.76	sl_hit	07-04 07:09
LONG	0.6140	0.6341	3.27%	61.51	tp_hit	07-03 20:34
LONG	0.6093	0.6162	1.13%	15.74	tp_trail	07-03 15:44
LONG	0.6110	0.6093	-0.28%	-5.78	tp_trail	07-02 15:54
SHORT	0.5704	0.5839	-2.36%	-48.12	sl_hit	07-01 03:59
SHORT	0.5720	0.5704	0.28%	4.73	tp_trail	06-30 14:09
SHORT	0.5841	0.5785	0.96%	19.11	tp_trail	06-28 20:24
SHORT	0.5847	0.6065	-3.73%	-47.61	sl_hit	06-26 16:39
LONG	0.6843	0.6683	-2.34%	-48.56	sl_hit	06-22 15:54
LONG	0.6602	0.6639	0.56%	10.16	tp_trail	06-22 02:54
SHORT	0.6432	0.6579	-2.28%	-49.25	sl_hit	06-21 09:04
LONG	0.7027	0.6852	-2.49%	-49.42	sl_hit	06-15 19:24
SHORT	0.6886	0.7072	-2.71%	-49.91	sl_hit	06-15 13:24
SHORT	0.6802	0.6769	0.49%	8.42	corr_derisk	06-14 23:04
SHORT	0.6385	0.6558	-2.71%	-50.23	sl_hit	06-11 21:19
SHORT	0.6393	0.6385	0.13%	0.82	circuit_breaker	06-11 17:44
SHORT	0.6344	0.6393	-0.77%	-16.16	circuit_breaker	06-11 17:39
SHORT	0.6105	0.6348	-3.98%	-50.48	sl_hit	06-11 04:04
SHORT	0.6917	0.6780	1.98%	27.03	circuit_breaker	06-07 22:24
SHORT	0.6577	0.6917	-5.17%	-90.80	circuit_breaker	06-07 22:19

Mutations

Quand	Niv.	Paramètre	Ancien	Nouveau	Statut	Raison
09-10 05:00	L2	weights	"{\"macd\": 0.001, \"vwap\": 0.137, \"bollinger\": 0.058, \"trend_follow\": 0.122, \"mean_reversion\": 0.682, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.0}"	"{\"volume_breakout\": 0.0, \"mean_reversion\": 0.651, \"bollinger\": 0.095, \"vwap\": 0.12, \"trend_follow\": 0.134, \"rsi_divergence\": 0.0, \"macd\": 0.0}"	applied	auto-fitness (virtual, α=0.25)
09-06 05:00	L2	weights	"{\"macd\": 0.001, \"vwap\": 0.153, \"bollinger\": 0.023, \"trend_follow\": 0.104, \"mean_reversion\": 0.719, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.0}"	"{\"volume_breakout\": 0.0, \"mean_reversion\": 0.682, \"bollinger\": 0.058, \"vwap\": 0.137, \"trend_follow\": 0.122, \"rsi_divergence\": 0.0, \"macd\": 0.001}"	applied	auto-fitness (virtual, α=0.25)
08-31 05:00	L2	weights	"{\"macd\": 0.001, \"vwap\": 0.157, \"bollinger\": 0.011, \"trend_follow\": 0.08, \"mean_reversion\": 0.751, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.0}"	"{\"volume_breakout\": 0.0, \"mean_reversion\": 0.719, \"bollinger\": 0.023, \"vwap\": 0.153, \"trend_follow\": 0.104, \"rsi_divergence\": 0.0, \"macd\": 0.001}"	applied	auto-fitness (virtual, α=0.25)
08-27 05:00	L2	weights	"{\"macd\": 0.001, \"vwap\": 0.184, \"bollinger\": 0.014, \"trend_follow\": 0.094, \"mean_reversion\": 0.705, \"rsi_divergence\": 0.001, \"volume_breakout\": 0.0}"	"{\"volume_breakout\": 0.0, \"mean_reversion\": 0.751, \"bollinger\": 0.011, \"vwap\": 0.157, \"trend_follow\": 0.08, \"rsi_divergence\": 0.0, \"macd\": 0.001}"	applied	auto-fitness (virtual, α=0.25)
08-26 05:00	L2	weights	"{\"macd\": 0.002, \"vwap\": 0.221, \"bollinger\": 0.019, \"trend_follow\": 0.112, \"mean_reversion\": 0.644, \"rsi_divergence\": 0.001, \"volume_breakout\": 0.001}"	"{\"volume_breakout\": 0.0, \"mean_reversion\": 0.705, \"bollinger\": 0.014, \"vwap\": 0.184, \"trend_follow\": 0.094, \"rsi_divergence\": 0.001, \"macd\": 0.001}"	applied	auto-fitness (virtual, α=0.25)
08-25 05:00	L2	weights	"{\"macd\": 0.003, \"vwap\": 0.231, \"bollinger\": 0.025, \"trend_follow\": 0.139, \"mean_reversion\": 0.6, \"rsi_divergence\": 0.001, \"volume_breakout\": 0.001}"	"{\"volume_breakout\": 0.001, \"mean_reversion\": 0.644, \"bollinger\": 0.019, \"vwap\": 0.221, \"trend_follow\": 0.112, \"rsi_divergence\": 0.001, \"macd\": 0.002}"	applied	auto-fitness (virtual, α=0.25)
08-24 05:00	L2	weights	"{\"macd\": 0.004, \"vwap\": 0.25, \"bollinger\": 0.034, \"trend_follow\": 0.145, \"mean_reversion\": 0.565, \"rsi_divergence\": 0.001, \"volume_breakout\": 0.001}"	"{\"volume_breakout\": 0.001, \"mean_reversion\": 0.6, \"bollinger\": 0.025, \"vwap\": 0.231, \"trend_follow\": 0.139, \"rsi_divergence\": 0.001, \"macd\": 0.003}"	applied	auto-fitness (virtual, α=0.25)
08-23 05:00	L2	weights	"{\"macd\": 0.004, \"vwap\": 0.276, \"bollinger\": 0.044, \"trend_follow\": 0.183, \"mean_reversion\": 0.489, \"rsi_divergence\": 0.002, \"volume_breakout\": 0.001}"	"{\"volume_breakout\": 0.001, \"mean_reversion\": 0.565, \"bollinger\": 0.034, \"vwap\": 0.25, \"trend_follow\": 0.145, \"rsi_divergence\": 0.001, \"macd\": 0.004}"	applied	auto-fitness (virtual, α=0.25)

maj 2026-09-12 21:03 UTC · données paper