| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| mean_reversion | 0.446 | 0.87 | 24 | virtual |
| vwap | 0.087 | 0.06 | 108 | virtual |
| trend_follow | -0.074 | 0.03 | 136 | virtual |
| bollinger | -0.465 | 0.03 | 76 | virtual |
| volume_breakout | -1.591 | 0.02 | 12 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| LONG | 0.9097 | 0.8905 | -2.11% | -51.05 | sl_hit | 11-05 14:59 |
| SHORT | 0.9021 | 0.9215 | -2.15% | -42.70 | circuit_breaker | 11-04 14:49 |
| SHORT | 0.8941 | 0.8646 | 3.30% | 76.43 | tp_hit | 11-04 03:09 |
| LONG | 0.9500 | 0.9248 | -2.65% | -51.23 | sl_hit | 10-24 15:09 |
| SHORT | 0.9992 | 0.9676 | 3.16% | 73.34 | tp_hit | 10-23 22:34 |
| LONG | 1.1006 | 1.0728 | -2.52% | -52.06 | sl_hit | 10-12 16:59 |
| LONG | 1.0899 | 1.0708 | -1.75% | -27.64 | circuit_breaker | 10-08 15:19 |
| LONG | 1.1153 | 1.0899 | -2.28% | -51.36 | tp_trail | 10-08 13:09 |
| LONG | 1.1911 | 1.2109 | 1.66% | 22.11 | tp_trail | 10-05 23:39 |
| LONG | 1.1164 | 1.1699 | 4.79% | 54.61 | tp_hit | 10-03 00:29 |
| LONG | 1.1112 | 1.1164 | 0.47% | 4.48 | circuit_breaker | 10-02 18:59 |
| LONG | 1.1131 | 1.1112 | -0.17% | -2.95 | circuit_breaker | 10-02 18:54 |
| LONG | 1.1473 | 1.1131 | -2.98% | -42.61 | circuit_breaker | 10-02 18:49 |
| LONG | 1.1328 | 1.1941 | 5.41% | 69.27 | tp_hit | 10-01 17:49 |
| LONG | 1.2104 | 1.1525 | -4.78% | -53.94 | sl_hit | 09-28 15:09 |
| LONG | 1.2727 | 1.2240 | -3.83% | -56.79 | sl_hit | 09-28 04:09 |
| LONG | 0.9628 | 0.9569 | -0.61% | -9.03 | tp_trail | 09-24 08:34 |
| LONG | 0.9542 | 0.9628 | 0.90% | 10.21 | circuit_breaker | 09-23 14:29 |
| LONG | 0.9707 | 0.9542 | -1.70% | -22.63 | circuit_breaker | 09-23 14:24 |
| LONG | 0.8610 | 0.8324 | -3.32% | -47.56 | circuit_breaker | 09-20 02:49 |
| SHORT | 0.7020 | 0.7206 | -2.66% | -59.76 | sl_hit | 09-17 03:39 |
| LONG | 0.7015 | 0.7236 | 3.15% | 80.87 | tp_hit | 09-14 06:09 |
| SHORT | 0.7400 | 0.7247 | 2.07% | 35.36 | tp_hit | 09-12 13:19 |
| LONG | 0.8021 | 0.8054 | 0.41% | 5.54 | tp_trail | 09-07 01:14 |
| LONG | 0.7149 | 0.7745 | 8.34% | 142.73 | tp_hit | 09-05 06:29 |
| LONG | 0.7199 | 0.7089 | -1.53% | -25.48 | circuit_breaker | 08-30 23:34 |
| LONG | 0.7355 | 0.7353 | -0.03% | -1.66 | tp_trail | 08-28 18:39 |
| LONG | 0.7724 | 0.7698 | -0.34% | -6.95 | corr_derisk | 08-28 14:44 |
| SHORT | 0.7444 | 0.7459 | -0.20% | -5.28 | tp_trail | 08-26 21:14 |
| LONG | 0.9090 | 0.8630 | -5.06% | -52.24 | sl_hit | 08-22 05:14 |
| LONG | 0.7272 | 0.7633 | 4.96% | 91.52 | tp_hit | 08-21 05:39 |
| SHORT | 0.6477 | 0.6610 | -2.05% | -57.28 | sl_hit | 08-19 14:49 |
| SHORT | 0.6693 | 0.6748 | -0.83% | -61.58 | sl_hit | 08-17 02:44 |
| SHORT | 0.6706 | 0.6798 | -1.38% | -60.42 | sl_hit | 08-08 04:04 |
| SHORT | 0.6974 | 0.6824 | 2.15% | 92.20 | tp_hit | 08-06 03:24 |
| SHORT | 0.6708 | 0.6779 | -1.05% | -59.32 | sl_hit | 08-01 22:14 |
| SHORT | 0.7207 | 0.6982 | 3.12% | 125.17 | tp_hit | 07-27 14:44 |
| SHORT | 0.7454 | 0.7222 | 3.11% | 88.46 | tp_hit | 07-24 13:14 |
| SHORT | 0.7463 | 0.7593 | -1.74% | -52.54 | sl_hit | 07-15 23:24 |
| SHORT | 0.7501 | 0.7251 | 3.33% | 97.03 | tp_hit | 07-12 00:14 |
| SHORT | 0.7306 | 0.7406 | -1.37% | -52.47 | sl_hit | 07-10 10:29 |
| SHORT | 0.7349 | 0.7496 | -2.00% | -52.35 | sl_hit | 07-06 21:09 |
| SHORT | 0.7502 | 0.7641 | -1.85% | -53.18 | sl_hit | 07-05 23:19 |
| SHORT | 0.7429 | 0.7602 | -2.32% | -53.84 | sl_hit | 07-03 18:29 |
| SHORT | 0.7049 | 0.7174 | -1.78% | -55.58 | sl_hit | 06-22 11:14 |
| SHORT | 0.7710 | 0.7464 | 3.19% | 44.10 | tp_hit | 06-18 12:04 |
| LONG | 0.8029 | 0.8143 | 1.42% | 29.22 | corr_derisk | 06-15 11:29 |
| SHORT | 0.7025 | 0.7213 | -2.68% | -27.81 | tp_trail | 06-05 13:24 |
| SHORT | 0.8397 | 0.7996 | 4.78% | 84.23 | tp_hit | 06-02 23:29 |
| SHORT | 0.8802 | 0.8392 | 4.66% | 89.44 | tp_hit | 06-02 09:29 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 11-11 05:00 | L2 | weights | "{\"vwap\": 0.027, \"bollinger\": 0.036, \"trend_follow\": 0.035, \"mean_reversion\": 0.875, \"volume_breakout\": 0.027}" | "{\"volume_breakout\": 0.02, \"bollinger\": 0.027, \"vwap\": 0.058, \"trend_follow\": 0.026, \"mean_reversion\": 0.869}" | applied | auto-fitness (virtual, α=0.25) |
| 11-08 05:00 | L2 | weights | "{\"vwap\": 0.036, \"bollinger\": 0.049, \"trend_follow\": 0.046, \"mean_reversion\": 0.834, \"volume_breakout\": 0.036}" | "{\"volume_breakout\": 0.027, \"bollinger\": 0.036, \"vwap\": 0.027, \"trend_follow\": 0.035, \"mean_reversion\": 0.875}" | applied | auto-fitness (virtual, α=0.25) |
| 11-07 05:00 | L2 | weights | "{\"vwap\": 0.048, \"bollinger\": 0.065, \"trend_follow\": 0.062, \"mean_reversion\": 0.778, \"volume_breakout\": 0.048}" | "{\"volume_breakout\": 0.036, \"bollinger\": 0.049, \"vwap\": 0.036, \"trend_follow\": 0.046, \"mean_reversion\": 0.834}" | applied | auto-fitness (virtual, α=0.25) |
| 11-06 05:00 | L2 | weights | "{\"vwap\": 0.062, \"bollinger\": 0.085, \"trend_follow\": 0.082, \"mean_reversion\": 0.708, \"volume_breakout\": 0.062}" | "{\"volume_breakout\": 0.048, \"bollinger\": 0.065, \"vwap\": 0.048, \"trend_follow\": 0.062, \"mean_reversion\": 0.778}" | applied | auto-fitness (virtual, α=0.25) |
| 11-05 05:00 | L2 | weights | "{\"vwap\": 0.081, \"bollinger\": 0.11, \"trend_follow\": 0.105, \"mean_reversion\": 0.624, \"volume_breakout\": 0.081}" | "{\"volume_breakout\": 0.062, \"bollinger\": 0.085, \"vwap\": 0.062, \"trend_follow\": 0.082, \"mean_reversion\": 0.708}" | applied | auto-fitness (virtual, α=0.25) |
| 11-04 05:00 | L2 | weights | "{\"vwap\": 0.101, \"bollinger\": 0.138, \"trend_follow\": 0.132, \"mean_reversion\": 0.528, \"volume_breakout\": 0.101}" | "{\"volume_breakout\": 0.081, \"bollinger\": 0.11, \"vwap\": 0.081, \"trend_follow\": 0.105, \"mean_reversion\": 0.624}" | applied | auto-fitness (virtual, α=0.25) |
| 11-03 05:00 | L2 | weights | "{\"vwap\": 0.123, \"bollinger\": 0.169, \"trend_follow\": 0.161, \"mean_reversion\": 0.423, \"volume_breakout\": 0.123}" | "{\"volume_breakout\": 0.101, \"bollinger\": 0.138, \"vwap\": 0.101, \"trend_follow\": 0.132, \"mean_reversion\": 0.528}" | applied | auto-fitness (virtual, α=0.25) |
| 11-02 05:00 | L2 | weights | "{\"vwap\": 0.146, \"bollinger\": 0.2, \"trend_follow\": 0.191, \"mean_reversion\": 0.316, \"volume_breakout\": 0.146}" | "{\"volume_breakout\": 0.123, \"bollinger\": 0.169, \"vwap\": 0.123, \"trend_follow\": 0.161, \"mean_reversion\": 0.423}" | applied | auto-fitness (virtual, α=0.25) |