Nodies V2 — Bot DOT

Bot DOT

active · l1

Fiabilité (sensibilité au meilleur trade)

Avec tous les trades : bruit → sans le meilleur (R=2.43) : bruit · sans les 2 meilleurs : bruit

ADN tactique

          mean_reversion 0.05
          macd 0.43
          btc_correlation 0.00
          volume_profile 0.00
          funding_extreme 0.00
          bollinger 0.12
          vwap 0.12
          trend_follow 0.28
      

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
macd	0.716	0.43	37	virtual
trend_follow	0.594	0.28	68	virtual
vwap	0.127	0.12	75	virtual
bollinger	0.065	0.12	58	virtual
mean_reversion	0.005	0.05	49	virtual

Histoire (ADN narratif)

great_win 07-27 14:14

short fermé [tp_hit] pnl +3.0% (+101 USDT)

state_change 05-29 15:23

Fin de gestation → ACTIVE (paper trading)

birth 05-29 14:56

Naissance de Bot[DOT] (l1) — gestation 4j — sous-stratégies: mean_reversion, macd, btc_correlation, volume_profile, funding_extreme

Historique des trades (50)

Sens	Entrée	Sortie	PnL%	PnL USDT	Raison	Quand
SHORT	1.0757	1.1073	-2.94%	-54.68	sl_hit	09-10 20:24
LONG	1.1293	1.0848	-3.94%	-55.23	sl_hit	09-10 13:49
LONG	1.1733	1.1298	-3.71%	-55.50	sl_hit	09-09 14:49
LONG	1.2068	1.1771	-2.46%	-20.46	tp_trail	09-09 07:04
LONG	1.2378	1.2068	-2.50%	-26.61	tp_trail	09-09 01:14
LONG	1.1778	1.2378	5.09%	53.53	tp_hit	09-08 18:09
LONG	1.1263	1.1778	4.57%	53.24	tp_hit	09-08 15:29
LONG	1.0625	1.1395	7.25%	74.46	tp_hit	09-08 14:59
LONG	1.0589	1.0625	0.34%	3.22	tp_trail	09-07 19:59
LONG	0.9799	0.9529	-2.76%	-53.57	sl_hit	09-06 15:09
LONG	0.9073	0.9111	0.42%	5.44	tp_trail	09-05 14:29
LONG	0.8862	0.9057	2.20%	33.54	time_stop	09-05 06:29
LONG	0.8192	0.8224	0.39%	4.99	tp_trail	08-31 13:59
LONG	0.8474	0.8604	1.53%	25.07	tp_trail	08-30 14:19
SHORT	0.8314	0.8513	-2.39%	-53.77	sl_hit	08-26 22:24
LONG	0.9593	0.9203	-4.07%	-34.96	tp_trail	08-22 14:54
LONG	0.9575	0.9593	0.19%	0.91	circuit_breaker	08-22 05:29
LONG	0.9980	0.9539	-4.42%	-58.58	circuit_breaker	08-22 05:19
LONG	0.9520	0.9980	4.83%	62.98	tp_hit	08-22 02:34
LONG	0.8697	0.9100	4.63%	76.64	tp_hit	08-21 17:54
LONG	0.8692	0.8697	0.06%	-0.39	circuit_breaker	08-21 09:29
LONG	0.8731	0.8692	-0.45%	-9.23	circuit_breaker	08-21 09:24
LONG	0.8700	0.8731	0.36%	6.55	circuit_breaker	08-21 09:19
LONG	0.8413	0.8700	3.41%	70.46	tp_hit	08-21 08:04
SHORT	0.7274	0.7405	-1.81%	-50.47	sl_hit	08-18 06:44
SHORT	0.8183	0.8090	1.14%	35.97	tp_trail	08-11 09:44
LONG	0.8664	0.8502	-1.87%	-50.55	sl_hit	08-05 03:19
LONG	0.8241	0.8358	1.42%	35.22	tp_trail	08-04 04:34
SHORT	0.7759	0.7627	1.70%	42.35	tp_trail	07-29 22:14
SHORT	0.7641	0.7636	0.07%	-0.52	tp_trail	07-28 15:49
SHORT	0.8293	0.8043	3.01%	101.06	tp_hit	07-27 14:14
SHORT	0.7990	0.8112	-1.53%	-46.00	sl_hit	07-25 03:34
LONG	0.8553	0.8497	-0.65%	-18.11	tp_trail	07-21 20:54
SHORT	0.8030	0.8187	-1.96%	-48.38	sl_hit	07-20 15:39
SHORT	0.8530	0.8600	-0.82%	-23.21	tp_trail	07-15 06:39
LONG	0.8860	0.8617	-2.74%	-55.51	sl_hit	07-11 23:14
SHORT	0.8570	0.8726	-1.82%	-56.01	sl_hit	07-10 09:44
SHORT	0.8460	0.8597	-1.62%	-57.10	sl_hit	07-10 08:39
SHORT	0.8160	0.8347	-2.29%	-57.18	sl_hit	07-09 05:19
SHORT	0.8870	0.8600	3.04%	84.11	tp_hit	07-06 05:34
SHORT	0.8970	0.8680	3.23%	95.42	tp_hit	07-05 02:49
LONG	0.8830	0.8676	-1.75%	-56.46	sl_hit	07-04 10:19
SHORT	0.8700	0.8853	-1.76%	-56.82	sl_hit	07-03 19:29
SHORT	0.8520	0.8696	-2.06%	-55.97	sl_hit	07-03 11:14
SHORT	0.8620	0.8360	3.02%	76.32	tp_hit	07-02 22:34
SHORT	0.8450	0.8450	0.00%	-2.07	tp_trail	07-01 21:39
SHORT	0.8110	0.8130	-0.25%	-8.04	tp_trail	06-28 20:29
SHORT	0.8090	0.8110	-0.25%	-10.26	tp_trail	06-28 14:24
SHORT	0.8330	0.8440	-1.32%	-20.92	tp_trail	06-26 07:44
SHORT	0.8450	0.8330	1.42%	16.36	tp_trail	06-26 04:04

Mutations

Quand	Niv.	Paramètre	Ancien	Nouveau	Statut	Raison
09-10 05:00	L2	weights	"{\"macd\": 0.41, \"vwap\": 0.131, \"bollinger\": 0.148, \"trend_follow\": 0.246, \"mean_reversion\": 0.065}"	"{\"mean_reversion\": 0.049, \"macd\": 0.426, \"bollinger\": 0.122, \"vwap\": 0.119, \"trend_follow\": 0.283}"	applied	auto-fitness (virtual, α=0.25)
09-09 05:00	L2	weights	"{\"macd\": 0.378, \"vwap\": 0.151, \"bollinger\": 0.186, \"trend_follow\": 0.2, \"mean_reversion\": 0.085}"	"{\"mean_reversion\": 0.065, \"macd\": 0.41, \"bollinger\": 0.148, \"vwap\": 0.131, \"trend_follow\": 0.246}"	applied	auto-fitness (virtual, α=0.25)
08-22 05:00	L2	weights	"{\"macd\": 0.347, \"vwap\": 0.171, \"bollinger\": 0.209, \"trend_follow\": 0.19, \"mean_reversion\": 0.084}"	"{\"mean_reversion\": 0.085, \"macd\": 0.378, \"bollinger\": 0.186, \"vwap\": 0.151, \"trend_follow\": 0.2}"	applied	auto-fitness (virtual, α=0.25)
08-04 05:00	L2	weights	"{\"macd\": 0.315, \"vwap\": 0.179, \"bollinger\": 0.221, \"trend_follow\": 0.195, \"mean_reversion\": 0.09}"	"{\"mean_reversion\": 0.084, \"macd\": 0.347, \"bollinger\": 0.209, \"vwap\": 0.171, \"trend_follow\": 0.19}"	applied	auto-fitness (virtual, α=0.25)
07-29 05:00	L2	weights	"{\"macd\": 0.283, \"vwap\": 0.18, \"bollinger\": 0.227, \"trend_follow\": 0.214, \"mean_reversion\": 0.095}"	"{\"mean_reversion\": 0.09, \"macd\": 0.315, \"bollinger\": 0.221, \"vwap\": 0.179, \"trend_follow\": 0.195}"	applied	auto-fitness (virtual, α=0.25)
07-28 05:00	L2	weights	"{\"macd\": 0.24, \"vwap\": 0.181, \"bollinger\": 0.235, \"trend_follow\": 0.241, \"mean_reversion\": 0.102}"	"{\"mean_reversion\": 0.095, \"macd\": 0.283, \"bollinger\": 0.227, \"vwap\": 0.18, \"trend_follow\": 0.214}"	applied	auto-fitness (virtual, α=0.25)
07-25 09:52	L2	weights	"{\"macd\": 0.211, \"vwap\": 0.175, \"bollinger\": 0.237, \"trend_follow\": 0.272, \"mean_reversion\": 0.104}"	"{\"mean_reversion\": 0.102, \"macd\": 0.24, \"bollinger\": 0.235, \"vwap\": 0.181, \"trend_follow\": 0.241}"	applied	auto-fitness (virtual, α=0.25)
07-13 05:00	L2	weights	"{\"macd\": 0.181, \"vwap\": 0.176, \"bollinger\": 0.252, \"trend_follow\": 0.282, \"mean_reversion\": 0.11}"	"{\"mean_reversion\": 0.104, \"macd\": 0.211, \"bollinger\": 0.237, \"vwap\": 0.175, \"trend_follow\": 0.272}"	applied	auto-fitness (virtual, α=0.15)

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