| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| mean_reversion | 0.679 | 0.40 | 40 | virtual |
| bollinger | 0.571 | 0.43 | 101 | virtual |
| trend_follow | 0.126 | 0.14 | 202 | virtual |
| vwap | 0.097 | 0.03 | 139 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 0.0000 | 0.0000 | 1.33% | 12.70 | tp_trail | 11-10 04:09 |
| SHORT | 0.0000 | 0.0000 | -1.15% | -11.81 | circuit_breaker | 11-04 15:24 |
| SHORT | 0.0000 | 0.0000 | -2.48% | -47.56 | sl_hit | 11-03 13:39 |
| SHORT | 0.0000 | 0.0000 | -3.43% | -49.04 | sl_hit | 11-03 00:24 |
| LONG | 0.0000 | 0.0000 | -2.00% | -17.71 | tp_trail | 10-29 16:34 |
| SHORT | 0.0000 | 0.0000 | -2.50% | -50.06 | sl_hit | 10-27 16:59 |
| SHORT | 0.0000 | 0.0000 | 2.08% | 37.79 | corr_derisk | 10-25 23:34 |
| LONG | 0.0000 | 0.0000 | -2.24% | -34.63 | tp_trail | 10-23 17:19 |
| LONG | 0.0000 | 0.0000 | -2.25% | -46.20 | tp_trail | 10-22 16:54 |
| LONG | 0.0000 | 0.0000 | -0.88% | -12.50 | tp_trail | 10-20 22:14 |
| LONG | 0.0000 | 0.0000 | 5.01% | 92.13 | tp_hit | 10-20 14:04 |
| LONG | 0.0000 | 0.0000 | 0.00% | -1.78 | tp_trail | 10-20 13:19 |
| LONG | 0.0000 | 0.0000 | 0.98% | 15.61 | tp_trail | 10-20 03:24 |
| LONG | 0.0000 | 0.0000 | 4.76% | 81.83 | tp_hit | 10-18 22:24 |
| LONG | 0.0000 | 0.0000 | -2.68% | -47.87 | sl_hit | 10-12 21:59 |
| LONG | 0.0000 | 0.0000 | -2.82% | -48.34 | sl_hit | 10-12 14:29 |
| LONG | 0.0000 | 0.0000 | -1.81% | -29.42 | circuit_breaker | 10-08 15:34 |
| LONG | 0.0000 | 0.0000 | -2.52% | -50.37 | sl_hit | 10-08 15:24 |
| SHORT | 0.0000 | 0.0000 | 0.74% | 18.51 | corr_derisk | 10-08 05:49 |
| LONG | 0.0000 | 0.0000 | -2.93% | -50.68 | sl_hit | 10-06 01:54 |
| LONG | 0.0000 | 0.0000 | -0.73% | -10.98 | tp_trail | 09-29 01:34 |
| LONG | 0.0000 | 0.0000 | -0.72% | -11.94 | tp_trail | 09-28 14:59 |
| LONG | 0.0000 | 0.0000 | -0.25% | -5.21 | tp_trail | 09-21 02:04 |
| LONG | 0.0000 | 0.0000 | 3.18% | 74.42 | tp_hit | 09-14 18:34 |
| LONG | 0.0000 | 0.0000 | 1.18% | 26.18 | tp_trail | 09-14 09:19 |
| LONG | 0.0000 | 0.0000 | -1.16% | -54.23 | sl_hit | 09-13 08:29 |
| LONG | 0.0000 | 0.0000 | -2.96% | -53.38 | sl_hit | 09-09 15:24 |
| SHORT | 0.0000 | 0.0000 | -0.57% | -15.55 | time_stop | 09-05 06:29 |
| SHORT | 0.0000 | 0.0000 | 0.85% | 13.56 | tp_trail | 09-01 11:44 |
| SHORT | 0.0000 | 0.0000 | -4.09% | -52.57 | sl_hit | 08-31 09:14 |
| SHORT | 0.0000 | 0.0000 | 0.00% | -1.01 | corr_derisk | 08-30 23:44 |
| SHORT | 0.0000 | 0.0000 | 2.01% | 26.44 | corr_derisk | 08-30 23:39 |
| SHORT | 0.0000 | 0.0000 | 0.54% | 7.41 | tp_trail | 08-29 14:54 |
| SHORT | 0.0000 | 0.0000 | 0.27% | 3.59 | corr_derisk | 08-26 15:09 |
| SHORT | 0.0000 | 0.0000 | 0.27% | 3.96 | corr_derisk | 08-26 13:29 |
| LONG | 0.0000 | 0.0000 | 4.73% | 45.79 | tp_hit | 08-25 02:44 |
| LONG | 0.0000 | 0.0000 | 5.17% | 59.69 | tp_hit | 08-20 08:19 |
| SHORT | 0.0000 | 0.0000 | 1.15% | 26.60 | tp_trail | 08-17 13:39 |
| SHORT | 0.0000 | 0.0000 | -1.13% | -52.72 | sl_hit | 08-14 17:04 |
| SHORT | 0.0000 | 0.0000 | 1.48% | 30.28 | tp_trail | 08-13 19:04 |
| SHORT | 0.0000 | 0.0000 | -2.25% | -51.00 | sl_hit | 08-13 06:54 |
| SHORT | 0.0000 | 0.0000 | 1.08% | 26.52 | tp_trail | 07-31 13:04 |
| SHORT | 0.0000 | 0.0000 | 1.09% | 22.19 | corr_derisk | 07-29 15:54 |
| SHORT | 0.0000 | 0.0000 | -1.44% | -53.92 | sl_hit | 07-24 07:14 |
| LONG | 0.0000 | 0.0000 | 0.70% | 17.02 | tp_trail | 07-20 05:04 |
| LONG | 0.0000 | 0.0000 | -3.26% | -52.92 | sl_hit | 07-17 13:39 |
| LONG | 0.0000 | 0.0000 | -2.10% | -53.32 | sl_hit | 07-14 18:29 |
| LONG | 0.0000 | 0.0000 | -2.16% | -53.97 | sl_hit | 07-11 23:39 |
| LONG | 0.0000 | 0.0000 | 4.80% | 128.90 | tp_hit | 07-10 16:39 |
| SHORT | 0.0000 | 0.0000 | -1.90% | -54.14 | sl_hit | 07-10 08:39 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 11-09 05:00 | L2 | weights | "{\"vwap\": 0.017, \"bollinger\": 0.456, \"trend_follow\": 0.164, \"mean_reversion\": 0.364, \"rsi_divergence\": 0.0}" | "{\"bollinger\": 0.433, \"vwap\": 0.03, \"trend_follow\": 0.141, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.395}" | applied | auto-fitness (virtual, α=0.25) |
| 11-08 05:00 | L2 | weights | "{\"vwap\": 0.007, \"bollinger\": 0.476, \"trend_follow\": 0.188, \"mean_reversion\": 0.329, \"rsi_divergence\": 0.0}" | "{\"bollinger\": 0.456, \"vwap\": 0.017, \"trend_follow\": 0.164, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.364}" | applied | auto-fitness (virtual, α=0.25) |
| 11-06 05:00 | L2 | weights | "{\"vwap\": 0.0, \"bollinger\": 0.498, \"trend_follow\": 0.21, \"mean_reversion\": 0.291, \"rsi_divergence\": 0.0}" | "{\"bollinger\": 0.476, \"vwap\": 0.007, \"trend_follow\": 0.188, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.329}" | applied | auto-fitness (virtual, α=0.25) |
| 11-05 05:00 | L2 | weights | "{\"vwap\": 0.0, \"bollinger\": 0.512, \"trend_follow\": 0.227, \"mean_reversion\": 0.26, \"rsi_divergence\": 0.0}" | "{\"bollinger\": 0.498, \"vwap\": 0.0, \"trend_follow\": 0.21, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.291}" | applied | auto-fitness (virtual, α=0.25) |
| 11-02 05:00 | L2 | weights | "{\"vwap\": 0.0, \"bollinger\": 0.537, \"trend_follow\": 0.241, \"mean_reversion\": 0.222, \"rsi_divergence\": 0.0}" | "{\"bollinger\": 0.512, \"vwap\": 0.0, \"trend_follow\": 0.227, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.26}" | applied | auto-fitness (virtual, α=0.25) |
| 11-01 05:00 | L2 | weights | "{\"vwap\": 0.0, \"bollinger\": 0.573, \"trend_follow\": 0.253, \"mean_reversion\": 0.174, \"rsi_divergence\": 0.0}" | "{\"bollinger\": 0.537, \"vwap\": 0.0, \"trend_follow\": 0.241, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.222}" | applied | auto-fitness (virtual, α=0.25) |
| 10-31 05:00 | L2 | weights | "{\"vwap\": 0.0, \"bollinger\": 0.614, \"trend_follow\": 0.273, \"mean_reversion\": 0.113, \"rsi_divergence\": 0.0}" | "{\"bollinger\": 0.573, \"vwap\": 0.0, \"trend_follow\": 0.253, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.174}" | applied | auto-fitness (virtual, α=0.25) |
| 10-30 05:00 | L2 | weights | "{\"vwap\": 0.0, \"bollinger\": 0.658, \"trend_follow\": 0.291, \"mean_reversion\": 0.051, \"rsi_divergence\": 0.0}" | "{\"bollinger\": 0.614, \"vwap\": 0.0, \"trend_follow\": 0.273, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.113}" | applied | auto-fitness (virtual, α=0.25) |