| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| macd | 0.435 | 0.57 | 69 | virtual |
| trend_follow | 0.320 | 0.41 | 91 | virtual |
| vwap | -0.648 | 0.00 | 21 | virtual |
| bollinger | -0.950 | 0.00 | 16 | virtual |
| volume_breakout | -1.254 | 0.02 | 10 | virtual |
| mean_reversion | -2.162 | 0.00 | 11 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 86.3200 | 86.3900 | -0.08% | -5.05 | tp_trail | 08-15 00:04 |
| SHORT | 86.4800 | 86.3200 | 0.19% | 3.41 | tp_trail | 08-14 15:59 |
| SHORT | 87.0400 | 88.5700 | -1.76% | -49.29 | sl_hit | 08-13 22:29 |
| SHORT | 87.7600 | 89.2144 | -1.66% | -50.05 | sl_hit | 08-13 06:49 |
| SHORT | 88.0600 | 89.5928 | -1.74% | -50.31 | sl_hit | 08-12 02:34 |
| SHORT | 89.0300 | 86.1700 | 3.21% | 127.14 | tp_hit | 08-11 15:59 |
| SHORT | 89.9700 | 89.1700 | 0.89% | 23.45 | tp_trail | 08-11 10:09 |
| LONG | 92.7000 | 91.1072 | -1.72% | -50.85 | sl_hit | 08-10 13:39 |
| SHORT | 88.3700 | 89.8629 | -1.69% | -52.63 | sl_hit | 08-07 00:54 |
| SHORT | 88.2400 | 87.8300 | 0.46% | 9.61 | corr_derisk | 08-06 13:14 |
| SHORT | 90.0900 | 89.0300 | 1.18% | 29.13 | corr_derisk | 08-06 02:04 |
| SHORT | 89.7800 | 91.4014 | -1.81% | -52.78 | sl_hit | 08-05 05:09 |
| SHORT | 92.6100 | 92.0100 | 0.65% | 14.88 | corr_derisk | 08-02 06:44 |
| SHORT | 90.5100 | 92.3542 | -2.04% | -52.56 | sl_hit | 08-02 02:24 |
| SHORT | 91.7200 | 90.5100 | 1.32% | 26.27 | tp_trail | 08-01 22:19 |
| SHORT | 93.3900 | 91.7200 | 1.79% | 31.17 | tp_trail | 08-01 11:24 |
| SHORT | 94.0900 | 93.3900 | 0.74% | 15.02 | tp_trail | 08-01 02:19 |
| SHORT | 97.1800 | 94.0900 | 3.18% | 69.32 | tp_hit | 07-31 21:14 |
| LONG | 100.2200 | 97.9228 | -2.29% | -53.43 | sl_hit | 07-31 07:34 |
| SHORT | 95.2700 | 98.2300 | -3.11% | -53.43 | sl_hit | 07-30 11:44 |
| LONG | 100.1100 | 97.8799 | -2.23% | -54.51 | sl_hit | 07-27 22:59 |
| LONG | 100.3100 | 100.1100 | -0.20% | -6.57 | tp_trail | 07-27 13:34 |
| LONG | 101.7500 | 99.4358 | -2.27% | -54.99 | sl_hit | 07-27 04:39 |
| LONG | 97.9400 | 101.7500 | 3.89% | 95.61 | tp_hit | 07-27 00:04 |
| SHORT | 91.5100 | 93.0514 | -1.68% | -56.22 | sl_hit | 07-26 06:39 |
| LONG | 96.0500 | 96.1600 | 0.11% | 0.56 | circuit_breaker | 07-22 14:34 |
| LONG | 95.5500 | 95.8100 | 0.27% | 4.33 | tp_trail | 07-22 05:44 |
| LONG | 92.6200 | 95.5500 | 3.16% | 86.91 | tp_hit | 07-21 08:54 |
| SHORT | 90.2700 | 90.0900 | 0.20% | 3.81 | tp_trail | 07-20 00:14 |
| SHORT | 87.8100 | 89.1544 | -1.53% | -53.75 | sl_hit | 07-18 18:14 |
| SHORT | 91.9900 | 91.6500 | 0.37% | 7.01 | tp_trail | 07-17 14:14 |
| SHORT | 94.8600 | 91.9900 | 3.03% | 89.26 | tp_hit | 07-16 16:09 |
| SHORT | 96.4400 | 94.8600 | 1.64% | 33.19 | tp_trail | 07-16 09:49 |
| LONG | 99.7300 | 97.6014 | -2.13% | -52.50 | sl_hit | 07-15 07:24 |
| SHORT | 94.6200 | 96.8443 | -2.35% | -52.08 | sl_hit | 07-14 12:34 |
| LONG | 97.7200 | 100.3600 | 2.70% | 56.34 | tp_trail | 07-11 22:29 |
| LONG | 99.6900 | 97.9171 | -1.78% | -47.77 | sl_hit | 07-11 14:54 |
| LONG | 96.6000 | 99.6900 | 3.20% | 47.70 | tp_hit | 07-11 14:24 |
| LONG | 93.7700 | 98.0200 | 4.53% | 81.70 | tp_hit | 07-10 10:19 |
| LONG | 90.9200 | 93.7700 | 3.13% | 56.79 | tp_hit | 07-10 04:04 |
| SHORT | 88.3400 | 90.5299 | -2.48% | -44.35 | sl_hit | 07-09 13:09 |
| SHORT | 89.1700 | 88.3400 | 0.93% | 10.99 | tp_trail | 07-08 17:39 |
| LONG | 96.0700 | 92.1215 | -4.11% | -43.79 | sl_hit | 07-07 02:19 |
| LONG | 89.9500 | 91.1500 | 1.33% | 26.24 | tp_trail | 07-06 12:04 |
| LONG | 89.6400 | 87.6729 | -2.19% | -44.85 | sl_hit | 07-05 02:19 |
| LONG | 89.1500 | 87.2486 | -2.13% | -45.14 | sl_hit | 07-03 18:54 |
| SHORT | 87.7100 | 87.2000 | 0.58% | 8.55 | tp_trail | 07-03 10:49 |
| SHORT | 84.9000 | 86.9629 | -2.43% | -45.19 | sl_hit | 07-02 11:29 |
| SHORT | 85.8400 | 85.3000 | 0.63% | 7.32 | tp_trail | 07-02 02:49 |
| SHORT | 89.9500 | 85.8400 | 4.57% | 88.99 | tp_hit | 06-30 13:39 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 08-14 16:06 | L1 | sl_atr_multiplier | 2 | 2.1 | applied | 3/5 trades stoppés → SL trop serré, élargi |
| 08-05 05:11 | L1 | trail_arm_pct | 1.5 | 1 | applied | 3/5 gagnants mais R moyen 0.48<1 → trailing armé plus tôt |
| 08-01 05:00 | L2 | weights | "{\"macd\": 0.537, \"vwap\": 0.002, \"bollinger\": 0.001, \"trend_follow\": 0.432, \"mean_reversion\": 0.002, \"volume_breakout\": 0.026}" | "{\"macd\": 0.568, \"volume_breakout\": 0.02, \"mean_reversion\": 0.001, \"bollinger\": 0.0, \"vwap\": 0.002, \"trend_follow\": 0.409}" | applied | auto-fitness (virtual, α=0.25) |
| 07-31 05:00 | L2 | weights | "{\"macd\": 0.502, \"vwap\": 0.003, \"bollinger\": 0.001, \"trend_follow\": 0.457, \"mean_reversion\": 0.002, \"volume_breakout\": 0.035}" | "{\"macd\": 0.537, \"volume_breakout\": 0.026, \"mean_reversion\": 0.002, \"bollinger\": 0.001, \"vwap\": 0.002, \"trend_follow\": 0.432}" | applied | auto-fitness (virtual, α=0.25) |
| 07-27 05:00 | L2 | weights | "{\"macd\": 0.467, \"vwap\": 0.004, \"bollinger\": 0.001, \"trend_follow\": 0.478, \"mean_reversion\": 0.003, \"volume_breakout\": 0.046}" | "{\"macd\": 0.502, \"volume_breakout\": 0.035, \"mean_reversion\": 0.002, \"bollinger\": 0.001, \"vwap\": 0.003, \"trend_follow\": 0.457}" | applied | auto-fitness (virtual, α=0.25) |
| 07-25 09:53 | L2 | weights | "{\"macd\": 0.432, \"vwap\": 0.005, \"bollinger\": 0.001, \"trend_follow\": 0.496, \"mean_reversion\": 0.004, \"volume_breakout\": 0.062}" | "{\"macd\": 0.467, \"volume_breakout\": 0.046, \"mean_reversion\": 0.003, \"bollinger\": 0.001, \"vwap\": 0.004, \"trend_follow\": 0.478}" | applied | auto-fitness (virtual, α=0.25) |
| 07-18 18:16 | L1 | trail_arm_pct | 2 | 1.5 | applied | 3/5 gagnants mais R moyen 0.87<1 → trailing armé plus tôt |
| 07-10 05:00 | L2 | weights | "{\"macd\": 0.401, \"vwap\": 0.006, \"bollinger\": 0.002, \"trend_follow\": 0.514, \"mean_reversion\": 0.004, \"volume_breakout\": 0.073}" | "{\"macd\": 0.432, \"volume_breakout\": 0.062, \"mean_reversion\": 0.004, \"bollinger\": 0.001, \"vwap\": 0.005, \"trend_follow\": 0.496}" | applied | auto-fitness (virtual, α=0.15) |