| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| macd | 0.983 | 0.19 | 6 | virtual |
| trend_follow | 0.057 | 0.80 | 188 | virtual |
| bollinger | -0.134 | 0.01 | 51 | virtual |
| vwap | -0.311 | 0.00 | 42 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 2,059.2900 | 1,987.9600 | 3.46% | 44.19 | tp_hit | 11-12 13:14 |
| SHORT | 2,052.8500 | 2,059.2900 | -0.31% | -6.81 | tp_trail | 11-10 20:54 |
| SHORT | 2,125.4600 | 2,052.8500 | 3.42% | 62.67 | tp_hit | 11-10 15:39 |
| SHORT | 2,235.3000 | 2,158.7000 | 3.43% | 217.01 | tp_hit | 11-08 21:59 |
| SHORT | 2,232.8300 | 2,235.3000 | -0.11% | -4.85 | time_stop | 11-08 05:09 |
| LONG | 2,366.2900 | 2,332.8273 | -1.41% | -38.89 | sl_hit | 11-05 15:09 |
| LONG | 2,439.6500 | 2,381.4804 | -2.38% | -38.85 | sl_hit | 11-05 14:19 |
| SHORT | 2,241.0900 | 2,262.0100 | -0.93% | -21.12 | time_stop | 11-01 22:14 |
| LONG | 2,326.1600 | 2,349.2200 | 0.99% | 27.26 | tp_trail | 10-29 01:09 |
| SHORT | 2,303.0000 | 2,342.1982 | -1.70% | -39.92 | sl_hit | 10-27 15:29 |
| SHORT | 2,311.2700 | 2,338.9165 | -1.20% | -40.42 | sl_hit | 10-24 19:14 |
| SHORT | 2,409.1800 | 2,367.8000 | 1.72% | 46.43 | time_stop | 10-24 14:09 |
| SHORT | 2,337.3400 | 2,370.5356 | -1.42% | -42.27 | sl_hit | 10-18 22:09 |
| SHORT | 2,387.1700 | 2,456.1697 | -2.89% | -42.79 | sl_hit | 10-15 19:29 |
| SHORT | 2,463.1800 | 2,512.0153 | -1.98% | -44.84 | sl_hit | 10-13 04:24 |
| LONG | 2,546.4100 | 2,515.7209 | -1.21% | -46.92 | sl_hit | 10-12 14:44 |
| SHORT | 2,490.0500 | 2,524.4837 | -1.38% | -48.55 | sl_hit | 10-11 15:49 |
| SHORT | 2,440.6700 | 2,493.0858 | -2.15% | -44.87 | sl_hit | 10-09 04:14 |
| SHORT | 2,568.3900 | 2,470.4000 | 3.82% | 128.58 | tp_hit | 10-08 15:29 |
| SHORT | 2,609.5300 | 2,556.1900 | 2.04% | 64.24 | tp_hit | 10-08 04:24 |
| LONG | 2,728.0000 | 2,708.6367 | -0.71% | -49.16 | sl_hit | 10-05 04:24 |
| LONG | 2,744.9400 | 2,708.4543 | -1.33% | -47.22 | sl_hit | 10-02 14:59 |
| SHORT | 2,649.4900 | 2,684.0499 | -1.30% | -47.72 | sl_hit | 09-28 12:14 |
| LONG | 2,732.8000 | 2,728.8100 | -0.15% | -4.51 | tp_trail | 09-22 04:39 |
| LONG | 2,647.8200 | 2,732.8000 | 3.21% | 60.22 | tp_hit | 09-21 09:39 |
| LONG | 2,588.3100 | 2,678.7400 | 3.49% | 105.39 | tp_hit | 09-21 00:19 |
| LONG | 2,626.1000 | 2,589.1718 | -1.41% | -41.22 | sl_hit | 09-20 02:49 |
| SHORT | 2,437.8600 | 2,487.5533 | -2.04% | -40.85 | sl_hit | 09-18 05:19 |
| SHORT | 2,452.4400 | 2,401.4800 | 2.08% | 57.37 | tp_trail | 09-16 09:04 |
| SHORT | 2,415.2900 | 2,451.0000 | -1.48% | -39.84 | time_stop | 09-05 06:29 |
| LONG | 2,498.7000 | 2,466.6767 | -1.28% | -43.91 | sl_hit | 08-30 22:29 |
| SHORT | 2,427.5900 | 2,477.3022 | -2.05% | -44.44 | sl_hit | 08-30 14:19 |
| LONG | 2,501.5200 | 2,510.7800 | 0.37% | 6.44 | corr_derisk | 08-28 00:24 |
| LONG | 2,530.2000 | 2,492.3178 | -1.50% | -44.37 | sl_hit | 08-27 13:39 |
| LONG | 2,493.3200 | 2,430.5532 | -2.52% | -44.37 | sl_hit | 08-25 21:14 |
| LONG | 2,462.9400 | 2,493.3200 | 1.23% | 24.46 | tp_trail | 08-24 15:49 |
| LONG | 2,542.0200 | 2,513.5000 | -1.12% | -16.94 | corr_derisk | 08-22 00:54 |
| LONG | 2,357.7600 | 2,438.7900 | 3.44% | 56.26 | tp_hit | 08-21 08:59 |
| SHORT | 1,875.4400 | 1,897.3226 | -1.17% | -48.43 | sl_hit | 08-12 09:29 |
| LONG | 1,917.5600 | 1,922.3400 | 0.25% | 4.17 | time_stop | 08-09 14:29 |
| LONG | 1,931.4000 | 1,914.4423 | -0.88% | -47.81 | sl_hit | 08-07 14:09 |
| LONG | 1,919.1200 | 1,893.9987 | -1.31% | -47.71 | sl_hit | 08-06 13:14 |
| SHORT | 1,846.7400 | 1,863.4345 | -0.90% | -48.79 | sl_hit | 08-02 02:14 |
| SHORT | 1,872.0000 | 1,830.5000 | 2.22% | 69.65 | tp_hit | 08-01 18:49 |
| SHORT | 1,915.2400 | 1,897.4500 | 0.93% | 21.91 | tp_trail | 07-29 22:04 |
| LONG | 1,933.7800 | 1,936.6300 | 0.15% | 2.02 | tp_trail | 07-27 14:34 |
| LONG | 1,938.8100 | 1,916.0600 | -1.17% | -49.25 | sl_hit | 07-23 07:24 |
| LONG | 1,938.5100 | 1,915.0540 | -1.21% | -49.84 | sl_hit | 07-22 06:29 |
| LONG | 1,897.8700 | 1,937.2500 | 2.08% | 48.29 | tp_hit | 07-21 08:19 |
| SHORT | 1,838.2100 | 1,865.9045 | -1.51% | -52.24 | sl_hit | 07-18 18:29 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 11-12 05:00 | L2 | weights | "{\"macd\": 0.125, \"vwap\": 0.0, \"bollinger\": 0.019, \"trend_follow\": 0.855, \"rsi_divergence\": 0.0}" | "{\"bollinger\": 0.014, \"vwap\": 0.0, \"trend_follow\": 0.799, \"rsi_divergence\": 0.0, \"macd\": 0.186}" | applied | auto-fitness (virtual, α=0.25) |
| 11-11 05:00 | L2 | weights | "{\"macd\": 0.064, \"vwap\": 0.001, \"bollinger\": 0.025, \"trend_follow\": 0.91, \"rsi_divergence\": 0.001}" | "{\"bollinger\": 0.019, \"vwap\": 0.0, \"trend_follow\": 0.855, \"rsi_divergence\": 0.0, \"macd\": 0.125}" | applied | auto-fitness (virtual, α=0.25) |
| 11-05 05:00 | L2 | weights | "{\"macd\": 0.085, \"vwap\": 0.001, \"bollinger\": 0.034, \"trend_follow\": 0.88, \"rsi_divergence\": 0.001}" | "{\"bollinger\": 0.025, \"vwap\": 0.001, \"trend_follow\": 0.91, \"rsi_divergence\": 0.001, \"macd\": 0.064}" | applied | auto-fitness (virtual, α=0.25) |
| 11-04 05:00 | L2 | weights | "{\"macd\": 0.114, \"vwap\": 0.001, \"bollinger\": 0.045, \"trend_follow\": 0.84, \"rsi_divergence\": 0.001}" | "{\"bollinger\": 0.034, \"vwap\": 0.001, \"trend_follow\": 0.88, \"rsi_divergence\": 0.001, \"macd\": 0.085}" | applied | auto-fitness (virtual, α=0.25) |
| 11-03 05:00 | L2 | weights | "{\"macd\": 0.152, \"vwap\": 0.001, \"bollinger\": 0.06, \"trend_follow\": 0.786, \"rsi_divergence\": 0.001}" | "{\"bollinger\": 0.045, \"vwap\": 0.001, \"trend_follow\": 0.84, \"rsi_divergence\": 0.001, \"macd\": 0.114}" | applied | auto-fitness (virtual, α=0.25) |
| 11-02 05:00 | L2 | weights | "{\"macd\": 0.2, \"vwap\": 0.002, \"bollinger\": 0.079, \"trend_follow\": 0.718, \"rsi_divergence\": 0.002}" | "{\"bollinger\": 0.06, \"vwap\": 0.001, \"trend_follow\": 0.786, \"rsi_divergence\": 0.001, \"macd\": 0.152}" | applied | auto-fitness (virtual, α=0.25) |
| 11-01 05:20 | L3 | adn | "{\"substrategies\": [\"etf_flows\", \"funding_extreme\", \"oi_divergence\", \"order_flow\", \"btc_correlation\", \"bollinger\", \"vwap\", \"trend_follow\", \"rsi_divergence\"], \"weights\": {\"etf_flows\": 0.0, \"funding_extreme\": 0.0, \"oi_divergence\": 0.0, \"order_flow\": 0.0, \"btc_correlation\": 0.0, \"bollinger\": 0.0984, \"vwap\": 0.0023, \"trend_follow\": 0.897, \"rsi_divergence\": 0.0023}}" | "{\"substrategies\": [\"etf_flows\", \"funding_extreme\", \"oi_divergence\", \"order_flow\", \"btc_correlation\", \"bollinger\", \"vwap\", \"trend_follow\", \"rsi_divergence\", \"macd\"], \"weights\": {\"etf_flows\": 0.0, \"funding_extreme\": 0.0, \"oi_divergence\": 0.0, \"order_flow\": 0.0, \"btc_correlation\": 0.0, \"bollinger\": 0.0787, \"vwap\": 0.0018, \"trend_follow\": 0.7177, \"rsi_divergence\": 0.0018, \"macd\": 0.2}}" | applied | recombinaison exploration (exploration (substrat rare)) — OOS +0.194R n=12 eff 70.58 (gate PROMOTE) |
| 10-18 22:11 | L1 | min_conviction | 25 | 35 | applied | 0/5 gagnants → entrées faibles, seuil de conviction relevé |