Nodies V2 — Bot ARB

Bot ARB

active · l2

Fiabilité (sensibilité au meilleur trade)

Avec tous les trades : tendance → sans le meilleur (R=1.83) : tendance · sans les 2 meilleurs : bruit

ADN tactique

          volume_breakout 0.35
          funding_extreme 0.00
          btc_beta 0.00
          oi_divergence 0.00
          order_flow 0.00
          bollinger 0.05
          vwap 0.15
          trend_follow 0.36
          rsi_divergence 0.01
          mean_reversion 0.09
      

params : tp_min_pct=2 · trail_arm_pct=1 · 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
volume_breakout	1.455	0.35	9	virtual
trend_follow	1.040	0.36	86	virtual
vwap	0.326	0.15	95	virtual
bollinger	-0.063	0.05	58	virtual

Histoire (ADN narratif)

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	0.1559	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
LONG	0.0806	0.0790	-2.02%	-57.14	sl_hit	07-27 21:54
SHORT	0.0832	0.0818	1.71%	60.29	time_stop	07-27 08:39
SHORT	0.0833	0.0832	0.06%	-1.06	tp_trail	07-25 08:34
SHORT	0.0867	0.0841	3.02%	91.47	tp_hit	07-24 13:09
SHORT	0.0919	0.0898	2.20%	40.39	tp_trail	07-22 23:54
SHORT	0.0888	0.0899	-1.27%	-58.47	sl_hit	07-19 15:24
SHORT	0.0906	0.0907	-0.09%	-3.18	tp_trail	07-17 10:44
SHORT	0.0868	0.0886	-2.07%	-57.53	sl_hit	07-16 15:34
SHORT	0.0889	0.0861	3.16%	57.98	tp_hit	07-16 08:14
SHORT	0.0936	0.0891	4.76%	94.01	tp_hit	07-15 05:19
SHORT	0.0926	0.0936	-1.06%	-24.53	tp_trail	07-15 00:44
SHORT	0.0896	0.0919	-2.63%	-58.63	sl_hit	07-14 13:29
SHORT	0.0936	0.0966	-3.19%	-58.76	sl_hit	07-11 14:29
SHORT	0.0803	0.0775	3.57%	106.38	tp_hit	07-06 12:04
SHORT	0.0793	0.0801	-1.01%	-37.71	corr_derisk	07-05 22:09
LONG	0.0808	0.0793	-1.93%	-65.52	sl_hit	07-04 09:44
SHORT	0.0794	0.0809	-1.84%	-66.39	sl_hit	07-03 20:49
SHORT	0.0794	0.0770	3.05%	74.32	tp_hit	07-02 22:44
SHORT	0.0786	0.0775	1.39%	30.76	corr_derisk	07-01 23:39
SHORT	0.0778	0.0786	-1.03%	-30.24	tp_trail	07-01 15:29
SHORT	0.0750	0.0770	-2.58%	-66.66	sl_hit	06-29 12:19
SHORT	0.0746	0.0742	0.48%	7.31	tp_trail	06-28 08:44
SHORT	0.0866	0.0839	3.13%	77.83	tp_hit	06-22 19:04
SHORT	0.0849	0.0844	0.54%	10.14	circuit_breaker	06-22 01:39
SHORT	0.0848	0.0845	0.37%	4.90	tp_trail	06-20 00:39
LONG	0.0893	0.0872	-2.32%	-53.74	sl_hit	06-15 19:24
SHORT	0.0855	0.0875	-2.28%	-54.61	sl_hit	06-15 11:14
SHORT	0.0793	0.0757	4.50%	78.71	tp_hit	06-10 22:09
SHORT	0.0776	0.0765	1.42%	9.72	circuit_breaker	06-06 05:34
SHORT	0.0822	0.0780	5.11%	51.22	tp_hit	06-05 18:59
SHORT	0.0869	0.0822	5.41%	64.88	tp_hit	06-05 06:24

Mutations

Quand	Niv.	Paramètre	Ancien	Nouveau	Statut	Raison
09-10 05:00	L2	weights	"{\"vwap\": 0.162, \"bollinger\": 0.061, \"trend_follow\": 0.361, \"mean_reversion\": 0.115, \"rsi_divergence\": 0.008, \"volume_breakout\": 0.292}"	"{\"volume_breakout\": 0.348, \"bollinger\": 0.046, \"vwap\": 0.151, \"trend_follow\": 0.363, \"rsi_divergence\": 0.006, \"mean_reversion\": 0.086}"	applied	auto-fitness (virtual, α=0.25)
09-09 05:00	L2	weights	"{\"vwap\": 0.175, \"bollinger\": 0.082, \"trend_follow\": 0.347, \"mean_reversion\": 0.154, \"rsi_divergence\": 0.01, \"volume_breakout\": 0.232}"	"{\"volume_breakout\": 0.292, \"bollinger\": 0.061, \"vwap\": 0.162, \"trend_follow\": 0.361, \"rsi_divergence\": 0.008, \"mean_reversion\": 0.115}"	applied	auto-fitness (virtual, α=0.25)
09-08 05:00	L2	weights	"{\"vwap\": 0.198, \"bollinger\": 0.106, \"trend_follow\": 0.316, \"mean_reversion\": 0.2, \"rsi_divergence\": 0.013, \"volume_breakout\": 0.166}"	"{\"volume_breakout\": 0.232, \"bollinger\": 0.082, \"vwap\": 0.175, \"trend_follow\": 0.347, \"rsi_divergence\": 0.01, \"mean_reversion\": 0.154}"	applied	auto-fitness (virtual, α=0.25)
09-07 05:21	L3	adn	"{\"substrategies\": [\"volume_breakout\", \"funding_extreme\", \"btc_beta\", \"oi_divergence\", \"order_flow\", \"bollinger\", \"vwap\", \"trend_follow\", \"rsi_divergence\"], \"weights\": {\"volume_breakout\": 0.2079, \"funding_extreme\": 0.0, \"btc_beta\": 0.0, \"oi_divergence\": 0.0, \"order_flow\": 0.0, \"bollinger\": 0.1326, \"vwap\": 0.2476, \"trend_follow\": 0.395, \"rsi_divergence\": 0.0169}}"	"{\"substrategies\": [\"volume_breakout\", \"funding_extreme\", \"btc_beta\", \"oi_divergence\", \"order_flow\", \"bollinger\", \"vwap\", \"trend_follow\", \"rsi_divergence\", \"mean_reversion\"], \"weights\": {\"volume_breakout\": 0.1663, \"funding_extreme\": 0.0, \"btc_beta\": 0.0, \"oi_divergence\": 0.0, \"order_flow\": 0.0, \"bollinger\": 0.1061, \"vwap\": 0.1981, \"trend_follow\": 0.316, \"rsi_divergence\": 0.0135, \"mean_reversion\": 0.2}}"	applied	recombinaison exploration (exploration (substrat rare)) — OOS +0.676R n=17 eff 2.81 (gate PROMOTE)
09-07 05:00	L2	weights	"{\"vwap\": 0.285, \"bollinger\": 0.173, \"trend_follow\": 0.376, \"rsi_divergence\": 0.022, \"volume_breakout\": 0.144}"	"{\"volume_breakout\": 0.208, \"bollinger\": 0.133, \"vwap\": 0.248, \"trend_follow\": 0.395, \"rsi_divergence\": 0.017}"	applied	auto-fitness (virtual, α=0.25)
09-06 05:00	L2	weights	"{\"vwap\": 0.322, \"bollinger\": 0.212, \"trend_follow\": 0.366, \"rsi_divergence\": 0.027, \"volume_breakout\": 0.072}"	"{\"volume_breakout\": 0.144, \"bollinger\": 0.173, \"vwap\": 0.285, \"trend_follow\": 0.376, \"rsi_divergence\": 0.022}"	applied	auto-fitness (virtual, α=0.25)
09-01 05:00	L2	weights	"{\"vwap\": 0.343, \"bollinger\": 0.24, \"trend_follow\": 0.382, \"rsi_divergence\": 0.032, \"volume_breakout\": 0.003}"	"{\"volume_breakout\": 0.072, \"bollinger\": 0.212, \"vwap\": 0.322, \"trend_follow\": 0.366, \"rsi_divergence\": 0.027}"	applied	auto-fitness (virtual, α=0.25)
08-22 05:00	L2	weights	"{\"vwap\": 0.365, \"bollinger\": 0.244, \"trend_follow\": 0.345, \"rsi_divergence\": 0.042, \"volume_breakout\": 0.004}"	"{\"volume_breakout\": 0.003, \"bollinger\": 0.24, \"vwap\": 0.343, \"trend_follow\": 0.382, \"rsi_divergence\": 0.032}"	applied	auto-fitness (virtual, α=0.25)

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