| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| macd | 0.322 | 0.44 | 153 | virtual |
| trend_follow | 0.162 | 0.19 | 157 | virtual |
| volume_breakout | 0.132 | 0.32 | 23 | virtual |
| mean_reversion | 0.026 | 0.04 | 37 | virtual |
| vwap | -0.351 | 0.00 | 34 | virtual |
| bollinger | -0.482 | 0.00 | 41 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 1.0589 | 1.0633 | -0.42% | -14.41 | tp_trail | 11-10 18:34 |
| SHORT | 1.1104 | 1.1042 | 0.56% | 16.10 | tp_trail | 11-09 12:44 |
| SHORT | 1.1461 | 1.1104 | 3.11% | 144.48 | tp_hit | 11-08 21:59 |
| SHORT | 1.1817 | 1.1729 | 0.74% | 18.09 | tp_trail | 11-07 07:49 |
| SHORT | 1.2430 | 1.2036 | 3.17% | 86.97 | tp_hit | 11-06 05:04 |
| SHORT | 1.2859 | 1.2430 | 3.34% | 118.53 | tp_hit | 11-05 15:59 |
| LONG | 1.3366 | 1.3085 | -2.11% | -63.98 | sl_hit | 11-04 17:09 |
| LONG | 1.2785 | 1.2631 | -1.20% | -69.23 | sl_hit | 11-04 00:39 |
| SHORT | 1.2530 | 1.2544 | -0.11% | -3.81 | tp_trail | 10-30 22:09 |
| SHORT | 1.2541 | 1.2526 | 0.12% | 0.80 | tp_trail | 10-30 04:19 |
| SHORT | 1.2606 | 1.2544 | 0.49% | 13.94 | tp_trail | 10-29 21:24 |
| LONG | 1.3415 | 1.3232 | -1.37% | -69.16 | sl_hit | 10-28 12:09 |
| SHORT | 1.2784 | 1.2667 | 0.92% | 39.25 | corr_derisk | 10-24 15:14 |
| SHORT | 1.3266 | 1.3238 | 0.21% | 4.51 | tp_trail | 10-23 05:14 |
| LONG | 1.3574 | 1.3630 | 0.41% | 15.27 | tp_trail | 10-22 01:04 |
| SHORT | 1.3137 | 1.2927 | 1.60% | 53.88 | tp_trail | 10-17 22:29 |
| SHORT | 1.3350 | 1.2922 | 3.21% | 92.93 | tp_hit | 10-15 06:04 |
| SHORT | 1.3923 | 1.3503 | 3.02% | 103.55 | tp_hit | 10-12 22:44 |
| SHORT | 1.3545 | 1.3741 | -1.45% | -27.82 | corr_derisk | 10-08 20:14 |
| SHORT | 1.3751 | 1.3478 | 1.99% | 43.08 | corr_derisk | 10-08 15:39 |
| SHORT | 1.4231 | 1.3751 | 3.37% | 93.61 | tp_hit | 10-08 15:24 |
| LONG | 1.5191 | 1.5009 | -1.20% | -55.20 | sl_hit | 10-06 16:19 |
| LONG | 1.5448 | 1.5092 | -2.30% | -57.30 | sl_hit | 09-29 16:44 |
| SHORT | 1.4795 | 1.5164 | -2.50% | -59.25 | sl_hit | 09-28 12:24 |
| SHORT | 1.2820 | 1.2742 | 0.61% | 14.63 | corr_derisk | 09-16 13:14 |
| LONG | 1.4444 | 1.4017 | -2.96% | -59.58 | sl_hit | 09-15 05:24 |
| LONG | 1.4529 | 1.4444 | -0.59% | -17.54 | tp_trail | 09-14 21:54 |
| LONG | 1.4040 | 1.4472 | 3.08% | 88.36 | tp_hit | 09-14 18:29 |
| SHORT | 1.3611 | 1.3616 | -0.04% | -3.67 | corr_derisk | 09-10 17:39 |
| SHORT | 1.3607 | 1.3607 | 0.00% | -2.49 | corr_derisk | 09-10 13:49 |
| LONG | 1.4152 | 1.4204 | 0.37% | 9.83 | corr_derisk | 09-08 15:49 |
| SHORT | 1.3395 | 1.3687 | -2.18% | -66.02 | sl_hit | 09-05 06:29 |
| SHORT | 1.3623 | 1.3514 | 0.80% | 16.38 | time_stop | 09-01 23:39 |
| SHORT | 1.3883 | 1.4089 | -1.48% | -39.60 | time_stop | 08-30 16:39 |
| SHORT | 1.3917 | 1.4235 | -2.28% | -66.66 | sl_hit | 08-28 14:44 |
| SHORT | 1.4099 | 1.3975 | 0.88% | 19.93 | tp_trail | 08-26 21:44 |
| SHORT | 1.4343 | 1.4331 | 0.08% | -0.32 | tp_trail | 08-26 10:54 |
| LONG | 1.5372 | 1.5040 | -2.16% | -16.13 | circuit_breaker | 08-22 05:24 |
| LONG | 1.5228 | 1.5372 | 0.95% | 7.12 | circuit_breaker | 08-22 05:19 |
| LONG | 1.6667 | 1.5736 | -5.58% | -62.46 | sl_hit | 08-22 05:14 |
| LONG | 1.3692 | 1.4379 | 5.02% | 67.76 | tp_hit | 08-21 22:24 |
| LONG | 1.3633 | 1.3692 | 0.43% | 4.83 | circuit_breaker | 08-21 09:29 |
| LONG | 1.3557 | 1.3633 | 0.56% | 6.54 | circuit_breaker | 08-21 09:24 |
| LONG | 1.3207 | 1.3305 | 0.74% | 9.21 | corr_derisk | 08-20 17:54 |
| LONG | 1.2616 | 1.3207 | 4.68% | 71.06 | tp_hit | 08-20 17:14 |
| LONG | 1.2038 | 1.2616 | 4.80% | 85.56 | tp_hit | 08-20 15:19 |
| LONG | 1.1513 | 1.2038 | 4.56% | 75.23 | tp_hit | 08-20 13:29 |
| LONG | 1.0998 | 1.1513 | 4.68% | 97.20 | tp_hit | 08-20 08:44 |
| LONG | 1.0606 | 1.0998 | 3.70% | 115.38 | tp_hit | 08-19 20:59 |
| LONG | 1.0218 | 1.0606 | 3.80% | 186.68 | tp_hit | 08-19 15:34 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 11-02 05:00 | L2 | weights | "{\"macd\": 0.463, \"vwap\": 0.0, \"bollinger\": 0.0, \"trend_follow\": 0.205, \"mean_reversion\": 0.046, \"rsi_divergence\": 0.001, \"volume_breakout\": 0.285}" | "{\"macd\": 0.444, \"mean_reversion\": 0.043, \"volume_breakout\": 0.321, \"bollinger\": 0.0, \"vwap\": 0.0, \"trend_follow\": 0.191, \"rsi_divergence\": 0.0}" | applied | auto-fitness (virtual, α=0.25) |
| 11-01 05:00 | L2 | weights | "{\"macd\": 0.489, \"vwap\": 0.0, \"bollinger\": 0.0, \"trend_follow\": 0.222, \"mean_reversion\": 0.049, \"rsi_divergence\": 0.001, \"volume_breakout\": 0.238}" | "{\"macd\": 0.463, \"mean_reversion\": 0.046, \"volume_breakout\": 0.285, \"bollinger\": 0.0, \"vwap\": 0.0, \"trend_follow\": 0.205, \"rsi_divergence\": 0.001}" | applied | auto-fitness (virtual, α=0.25) |
| 10-31 05:00 | L2 | weights | "{\"macd\": 0.523, \"vwap\": 0.0, \"bollinger\": 0.0, \"trend_follow\": 0.244, \"mean_reversion\": 0.054, \"rsi_divergence\": 0.001, \"volume_breakout\": 0.177}" | "{\"macd\": 0.489, \"mean_reversion\": 0.049, \"volume_breakout\": 0.238, \"bollinger\": 0.0, \"vwap\": 0.0, \"trend_follow\": 0.222, \"rsi_divergence\": 0.001}" | applied | auto-fitness (virtual, α=0.25) |
| 10-30 05:00 | L2 | weights | "{\"macd\": 0.558, \"vwap\": 0.0, \"bollinger\": 0.0, \"trend_follow\": 0.264, \"mean_reversion\": 0.061, \"rsi_divergence\": 0.001, \"volume_breakout\": 0.115}" | "{\"macd\": 0.523, \"mean_reversion\": 0.054, \"volume_breakout\": 0.177, \"bollinger\": 0.0, \"vwap\": 0.0, \"trend_follow\": 0.244, \"rsi_divergence\": 0.001}" | applied | auto-fitness (virtual, α=0.25) |
| 10-29 21:26 | L1 | trail_arm_pct | 2 | 1.5 | applied | 4/5 gagnants mais R moyen 0.28<1 → trailing armé plus tôt |
| 10-21 05:00 | L2 | weights | "{\"macd\": 0.541, \"vwap\": 0.0, \"bollinger\": 0.0, \"trend_follow\": 0.247, \"mean_reversion\": 0.056, \"rsi_divergence\": 0.002, \"volume_breakout\": 0.153}" | "{\"macd\": 0.558, \"mean_reversion\": 0.061, \"volume_breakout\": 0.115, \"bollinger\": 0.0, \"vwap\": 0.0, \"trend_follow\": 0.264, \"rsi_divergence\": 0.001}" | applied | auto-fitness (virtual, α=0.25) |
| 10-20 05:00 | L2 | weights | "{\"macd\": 0.514, \"vwap\": 0.0, \"bollinger\": 0.0, \"trend_follow\": 0.229, \"mean_reversion\": 0.051, \"rsi_divergence\": 0.002, \"volume_breakout\": 0.205}" | "{\"macd\": 0.541, \"mean_reversion\": 0.056, \"volume_breakout\": 0.153, \"bollinger\": 0.0, \"vwap\": 0.0, \"trend_follow\": 0.247, \"rsi_divergence\": 0.002}" | applied | auto-fitness (virtual, α=0.25) |
| 10-19 05:00 | L2 | weights | "{\"macd\": 0.476, \"vwap\": 0.0, \"bollinger\": 0.0, \"trend_follow\": 0.209, \"mean_reversion\": 0.045, \"rsi_divergence\": 0.003, \"volume_breakout\": 0.266}" | "{\"macd\": 0.514, \"mean_reversion\": 0.051, \"volume_breakout\": 0.205, \"bollinger\": 0.0, \"vwap\": 0.0, \"trend_follow\": 0.229, \"rsi_divergence\": 0.002}" | applied | auto-fitness (virtual, α=0.25) |