Nodies V2 — Bot ARB

Bot ARB

active · l2

Fiabilité (sensibilité au meilleur trade)

Avec tous les trades : bruit → sans le meilleur (R=2.09) : bruit · sans les 2 meilleurs : bruit

ADN tactique

          volume_breakout 0.00
          funding_extreme 0.00
          btc_beta 0.00
          oi_divergence 0.00
          order_flow 0.00
          bollinger 0.00
          vwap 0.14
          trend_follow 0.29
          rsi_divergence 0.00
          mean_reversion 0.57
      

params : tp_min_pct=2 · trail_arm_pct=1 · min_conviction=35 · 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	1.143	0.57	25	virtual
trend_follow	0.403	0.29	200	virtual
vwap	0.300	0.14	140	virtual
bollinger	0.102	0.00	82	virtual
volume_breakout	-0.754	0.00	22	virtual

Histoire (ADN narratif)

great_win 10-28 19:59

long fermé [tp_hit] pnl +4.6% (+96 USDT)

great_win 10-11 01:34

long fermé [tp_hit] pnl +3.5% (+111 USDT)

state_change 05-29 15:23

Fin de gestation → ACTIVE (paper trading)

birth 05-29 14:56

Naissance de Bot[ARB] (l2) — gestation 5j — sous-stratégies: volume_breakout, funding_extreme, btc_beta, oi_divergence, order_flow

Historique des trades (50)

Sens	Entrée	Sortie	PnL%	PnL USDT	Raison	Quand
SHORT	0.1676	0.1654	1.30%	16.56	tp_trail	11-05 09:04
SHORT	0.1664	0.1718	-3.25%	-50.49	circuit_breaker	11-04 15:19
SHORT	0.1670	0.1664	0.38%	4.51	circuit_breaker	11-04 14:59
SHORT	0.1617	0.1576	2.53%	53.91	corr_derisk	11-04 00:19
SHORT	0.1657	0.1637	1.19%	34.24	tp_trail	11-01 20:44
LONG	0.1661	0.1738	4.64%	96.19	tp_hit	10-28 19:59
SHORT	0.1698	0.1698	-0.01%	-2.11	tp_trail	10-26 05:54
SHORT	0.1640	0.1673	-1.99%	-51.10	sl_hit	10-25 15:04
SHORT	0.1707	0.1669	2.26%	27.68	corr_derisk	10-24 14:19
LONG	0.1756	0.1700	-3.18%	-52.63	sl_hit	10-24 00:24
LONG	0.1839	0.1767	-3.90%	-53.62	sl_hit	10-23 20:29
LONG	0.1909	0.1894	-0.79%	-9.95	circuit_breaker	10-20 15:19
LONG	0.1981	0.1985	0.20%	1.33	tp_trail	10-20 03:24
LONG	0.1979	0.1987	0.39%	5.27	tp_trail	10-16 12:54
LONG	0.1987	0.1979	-0.41%	-8.86	tp_trail	10-16 10:09
SHORT	0.1898	0.1978	-4.21%	-54.99	sl_hit	10-16 07:09
LONG	0.1938	0.1914	-1.22%	-27.98	tp_trail	10-12 12:39
LONG	0.1918	0.1924	0.30%	4.43	tp_trail	10-11 05:54
LONG	0.1964	0.1918	-2.32%	-56.45	sl_hit	10-11 03:14
LONG	0.1897	0.1964	3.53%	111.46	tp_hit	10-11 01:34
SHORT	0.1786	0.1834	-2.72%	-57.29	sl_hit	10-09 23:49
SHORT	0.1852	0.1853	-0.05%	-1.87	corr_derisk	10-07 09:44
LONG	0.2072	0.2007	-3.12%	-58.93	sl_hit	10-06 09:34
SHORT	0.2132	0.2022	5.15%	57.84	tp_hit	09-28 14:49
SHORT	0.2131	0.2219	-4.13%	-63.51	sl_hit	09-25 09:39
SHORT	0.2159	0.2189	-1.41%	-27.33	tp_trail	09-24 13:39
LONG	0.1676	0.1591	-5.12%	-58.33	tp_trail	09-16 14:44
LONG	0.1597	0.1676	4.99%	54.70	tp_hit	09-16 12:09
LONG	0.1510	0.1420	-5.96%	-65.23	sl_hit	09-15 18:54
LONG	0.1485	0.1553	4.57%	60.38	tp_hit	09-15 16:34
SHORT	0.1324	0.1365	-3.07%	-66.19	sl_hit	09-14 02:14
SHORT	0.1559	0.1488	4.59%	47.02	tp_hit	09-10 00:14
SHORT	0.1656	0.1559	5.83%	81.91	tp_hit	09-09 15:29
LONG	0.1642	0.1682	2.41%	26.86	corr_derisk	09-09 04:54
LONG	0.1311	0.1321	0.74%	10.94	tp_trail	09-05 12:04
LONG	0.1057	0.1108	4.86%	52.38	tp_hit	09-01 00:24
LONG	0.0985	0.1057	7.26%	92.07	tp_hit	08-31 21:49
LONG	0.0852	0.0893	4.84%	91.08	tp_hit	08-31 17:19
LONG	0.0840	0.0852	1.40%	17.71	tp_trail	08-31 13:54
LONG	0.0886	0.0858	-3.08%	-54.45	sl_hit	08-30 04:54
LONG	0.0888	0.0892	0.38%	5.72	tp_trail	08-28 15:49
SHORT	0.0914	0.0903	1.16%	24.00	tp_trail	08-26 22:04
LONG	0.0945	0.0915	-3.14%	-55.55	sl_hit	08-26 13:14
SHORT	0.0767	0.0779	-1.56%	-57.36	sl_hit	08-19 14:54
SHORT	0.0756	0.0754	0.23%	2.68	tp_trail	08-13 13:54
SHORT	0.0798	0.0794	0.40%	12.33	tp_trail	08-10 05:49
SHORT	0.0793	0.0789	0.50%	12.36	tp_trail	08-08 04:09
SHORT	0.0777	0.0791	-1.80%	-57.23	sl_hit	08-06 18:24
SHORT	0.0827	0.0821	0.74%	19.45	tp_trail	08-04 19:14
SHORT	0.0789	0.0781	1.09%	23.05	tp_trail	07-28 07:04

Mutations

Quand	Niv.	Paramètre	Ancien	Nouveau	Statut	Raison
10-31 05:00	L2	weights	"{\"vwap\": 0.136, \"bollinger\": 0.0, \"trend_follow\": 0.32, \"mean_reversion\": 0.54, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.004}"	"{\"volume_breakout\": 0.003, \"bollinger\": 0.0, \"vwap\": 0.139, \"trend_follow\": 0.288, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.57}"	applied	auto-fitness (virtual, α=0.25)
10-30 05:00	L2	weights	"{\"vwap\": 0.133, \"bollinger\": 0.0, \"trend_follow\": 0.362, \"mean_reversion\": 0.5, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.005}"	"{\"volume_breakout\": 0.004, \"bollinger\": 0.0, \"vwap\": 0.136, \"trend_follow\": 0.32, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.54}"	applied	auto-fitness (virtual, α=0.25)
10-29 05:00	L2	weights	"{\"vwap\": 0.133, \"bollinger\": 0.0, \"trend_follow\": 0.41, \"mean_reversion\": 0.45, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.007}"	"{\"volume_breakout\": 0.005, \"bollinger\": 0.0, \"vwap\": 0.133, \"trend_follow\": 0.362, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.5}"	applied	auto-fitness (virtual, α=0.25)
10-24 05:00	L2	weights	"{\"vwap\": 0.127, \"bollinger\": 0.0, \"trend_follow\": 0.376, \"mean_reversion\": 0.487, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.009}"	"{\"volume_breakout\": 0.007, \"bollinger\": 0.0, \"vwap\": 0.133, \"trend_follow\": 0.41, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.45}"	applied	auto-fitness (virtual, α=0.25)
10-23 05:00	L2	weights	"{\"vwap\": 0.134, \"bollinger\": 0.0, \"trend_follow\": 0.415, \"mean_reversion\": 0.439, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.012}"	"{\"volume_breakout\": 0.009, \"bollinger\": 0.0, \"vwap\": 0.127, \"trend_follow\": 0.376, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.487}"	applied	auto-fitness (virtual, α=0.25)
10-22 05:00	L2	weights	"{\"vwap\": 0.137, \"bollinger\": 0.001, \"trend_follow\": 0.465, \"mean_reversion\": 0.382, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.016}"	"{\"volume_breakout\": 0.012, \"bollinger\": 0.0, \"vwap\": 0.134, \"trend_follow\": 0.415, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.439}"	applied	auto-fitness (virtual, α=0.25)
10-21 05:00	L2	weights	"{\"vwap\": 0.145, \"bollinger\": 0.001, \"trend_follow\": 0.505, \"mean_reversion\": 0.327, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.021}"	"{\"volume_breakout\": 0.016, \"bollinger\": 0.001, \"vwap\": 0.137, \"trend_follow\": 0.465, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.382}"	applied	auto-fitness (virtual, α=0.25)
10-19 05:00	L2	weights	"{\"vwap\": 0.158, \"bollinger\": 0.001, \"trend_follow\": 0.549, \"mean_reversion\": 0.264, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.028}"	"{\"volume_breakout\": 0.021, \"bollinger\": 0.001, \"vwap\": 0.145, \"trend_follow\": 0.505, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.327}"	applied	auto-fitness (virtual, α=0.25)

maj 2026-11-12 17:13 UTC · données paper