| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| macd | 0.796 | 0.30 | 55 | virtual |
| trend_follow | 0.577 | 0.20 | 78 | virtual |
| bollinger | 0.370 | 0.20 | 21 | virtual |
| volume_breakout | 0.328 | 0.25 | 10 | virtual |
| mean_reversion | 0.141 | 0.04 | 24 | virtual |
| vwap | -0.521 | 0.00 | 36 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 0.1836 | 0.1827 | 0.49% | 14.10 | tp_trail | 08-13 00:09 |
| SHORT | 0.1862 | 0.1836 | 1.40% | 44.85 | tp_trail | 08-12 18:39 |
| SHORT | 0.1886 | 0.1862 | 1.27% | 43.06 | tp_trail | 08-11 16:29 |
| SHORT | 0.1938 | 0.1968 | -1.53% | -61.25 | sl_hit | 08-10 01:54 |
| LONG | 0.2067 | 0.1993 | -3.57% | -60.30 | sl_hit | 08-07 02:34 |
| LONG | 0.1964 | 0.2073 | 5.55% | 126.49 | tp_hit | 08-06 15:39 |
| LONG | 0.1978 | 0.1935 | -2.18% | -60.27 | sl_hit | 08-05 12:44 |
| LONG | 0.1943 | 0.1941 | -0.10% | -3.54 | tp_trail | 08-04 07:24 |
| LONG | 0.1867 | 0.1875 | 0.43% | 6.42 | tp_trail | 08-02 13:54 |
| LONG | 0.1784 | 0.1867 | 4.65% | 96.61 | tp_hit | 08-02 06:44 |
| LONG | 0.1707 | 0.1717 | 0.59% | 9.71 | tp_trail | 08-01 09:44 |
| SHORT | 0.1539 | 0.1581 | -2.70% | -56.93 | sl_hit | 07-28 12:54 |
| SHORT | 0.1598 | 0.1553 | 2.82% | 71.76 | corr_derisk | 07-27 22:59 |
| SHORT | 0.1621 | 0.1639 | -1.12% | -59.21 | sl_hit | 07-25 13:54 |
| SHORT | 0.1661 | 0.1621 | 2.41% | 81.10 | tp_hit | 07-25 06:29 |
| LONG | 0.1734 | 0.1794 | 3.46% | 75.33 | tp_hit | 07-22 15:54 |
| LONG | 0.1698 | 0.1749 | 3.00% | 59.41 | tp_hit | 07-21 12:04 |
| LONG | 0.1678 | 0.1639 | -2.34% | -57.36 | sl_hit | 07-18 16:44 |
| LONG | 0.1683 | 0.1650 | -1.94% | -61.21 | sl_hit | 07-15 16:09 |
| SHORT | 0.1601 | 0.1591 | 0.62% | 17.06 | tp_trail | 07-14 05:14 |
| LONG | 0.1713 | 0.1684 | -1.72% | -65.45 | sl_hit | 07-11 23:14 |
| SHORT | 0.1685 | 0.1714 | -1.71% | -67.55 | sl_hit | 07-11 15:29 |
| SHORT | 0.1688 | 0.1690 | -0.12% | -6.59 | tp_trail | 07-10 01:54 |
| SHORT | 0.1705 | 0.1685 | 1.17% | 26.89 | tp_trail | 07-09 01:14 |
| SHORT | 0.1771 | 0.1705 | 3.73% | 109.49 | tp_hit | 07-08 04:04 |
| LONG | 0.1734 | 0.1826 | 5.31% | 93.44 | tp_hit | 07-03 19:24 |
| LONG | 0.1644 | 0.1718 | 4.50% | 67.55 | tp_hit | 07-03 15:24 |
| LONG | 0.1593 | 0.1673 | 5.02% | 81.34 | tp_hit | 07-03 02:24 |
| SHORT | 0.1458 | 0.1449 | 0.62% | 8.18 | tp_trail | 06-30 14:09 |
| SHORT | 0.1485 | 0.1456 | 1.95% | 21.41 | tp_trail | 06-27 23:04 |
| SHORT | 0.1455 | 0.1476 | -1.44% | -19.75 | corr_derisk | 06-26 15:54 |
| SHORT | 0.1426 | 0.1426 | 0.00% | -1.32 | tp_trail | 06-26 05:34 |
| SHORT | 0.1453 | 0.1430 | 1.58% | 17.43 | circuit_breaker | 06-25 14:19 |
| SHORT | 0.1400 | 0.1444 | -3.12% | -44.10 | sl_hit | 06-24 20:54 |
| SHORT | 0.1475 | 0.1400 | 5.08% | 97.30 | tp_hit | 06-24 17:29 |
| SHORT | 0.1581 | 0.1619 | -2.39% | -46.51 | sl_hit | 06-22 11:39 |
| SHORT | 0.1564 | 0.1592 | -1.77% | -47.34 | sl_hit | 06-22 00:49 |
| SHORT | 0.1638 | 0.1623 | 0.92% | 18.56 | tp_trail | 06-20 14:54 |
| SHORT | 0.1595 | 0.1628 | -2.07% | -49.15 | sl_hit | 06-20 00:34 |
| SHORT | 0.1667 | 0.1643 | 1.44% | 20.36 | tp_trail | 06-19 00:49 |
| SHORT | 0.1712 | 0.1684 | 1.64% | 33.65 | tp_trail | 06-18 02:29 |
| SHORT | 0.1674 | 0.1711 | -2.20% | -50.24 | sl_hit | 06-17 16:04 |
| SHORT | 0.1726 | 0.1674 | 3.01% | 49.81 | tp_hit | 06-17 14:09 |
| LONG | 0.1831 | 0.1889 | 3.17% | 44.18 | corr_derisk | 06-15 13:24 |
| SHORT | 0.1698 | 0.1713 | -0.88% | -25.20 | circuit_breaker | 06-14 21:34 |
| SHORT | 0.1661 | 0.1693 | -1.93% | -50.47 | sl_hit | 06-14 21:24 |
| LONG | 0.1736 | 0.1702 | -1.94% | -51.30 | sl_hit | 06-14 09:24 |
| LONG | 0.1707 | 0.1725 | 1.05% | 17.11 | tp_trail | 06-13 16:29 |
| LONG | 0.1675 | 0.1700 | 1.49% | 23.55 | tp_trail | 06-08 23:54 |
| SHORT | 0.1622 | 0.1611 | 0.68% | 8.53 | tp_trail | 06-07 22:04 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 08-12 05:00 | L2 | weights | "{\"macd\": 0.265, \"vwap\": 0.0, \"bollinger\": 0.203, \"trend_follow\": 0.18, \"mean_reversion\": 0.051, \"rsi_divergence\": 0.026, \"volume_breakout\": 0.275}" | "{\"macd\": 0.299, \"mean_reversion\": 0.04, \"volume_breakout\": 0.246, \"bollinger\": 0.197, \"vwap\": 0.0, \"trend_follow\": 0.2, \"rsi_divergence\": 0.019}" | applied | auto-fitness (virtual, α=0.25) |
| 08-02 05:00 | L2 | weights | "{\"macd\": 0.272, \"vwap\": 0.0, \"bollinger\": 0.215, \"trend_follow\": 0.189, \"mean_reversion\": 0.052, \"rsi_divergence\": 0.034, \"volume_breakout\": 0.237}" | "{\"macd\": 0.265, \"mean_reversion\": 0.051, \"volume_breakout\": 0.275, \"bollinger\": 0.203, \"vwap\": 0.0, \"trend_follow\": 0.18, \"rsi_divergence\": 0.026}" | applied | auto-fitness (virtual, α=0.25) |
| 07-30 05:00 | L2 | weights | "{\"macd\": 0.283, \"vwap\": 0.0, \"bollinger\": 0.219, \"trend_follow\": 0.203, \"mean_reversion\": 0.051, \"rsi_divergence\": 0.046, \"volume_breakout\": 0.198}" | "{\"macd\": 0.272, \"mean_reversion\": 0.052, \"volume_breakout\": 0.237, \"bollinger\": 0.215, \"vwap\": 0.0, \"trend_follow\": 0.189, \"rsi_divergence\": 0.034}" | applied | auto-fitness (virtual, α=0.25) |
| 07-29 05:00 | L2 | weights | "{\"macd\": 0.297, \"vwap\": 0.0, \"bollinger\": 0.224, \"trend_follow\": 0.223, \"mean_reversion\": 0.049, \"rsi_divergence\": 0.061, \"volume_breakout\": 0.145}" | "{\"macd\": 0.283, \"mean_reversion\": 0.051, \"volume_breakout\": 0.198, \"bollinger\": 0.219, \"vwap\": 0.0, \"trend_follow\": 0.203, \"rsi_divergence\": 0.046}" | applied | auto-fitness (virtual, α=0.25) |
| 07-28 05:00 | L2 | weights | "{\"macd\": 0.31, \"vwap\": 0.001, \"bollinger\": 0.234, \"trend_follow\": 0.242, \"mean_reversion\": 0.048, \"rsi_divergence\": 0.082, \"volume_breakout\": 0.085}" | "{\"macd\": 0.297, \"mean_reversion\": 0.049, \"volume_breakout\": 0.145, \"bollinger\": 0.224, \"vwap\": 0.0, \"trend_follow\": 0.223, \"rsi_divergence\": 0.061}" | applied | auto-fitness (virtual, α=0.25) |
| 07-26 05:00 | L2 | weights | "{\"macd\": 0.306, \"vwap\": 0.001, \"bollinger\": 0.229, \"trend_follow\": 0.261, \"mean_reversion\": 0.045, \"rsi_divergence\": 0.109, \"volume_breakout\": 0.05}" | "{\"macd\": 0.31, \"mean_reversion\": 0.048, \"volume_breakout\": 0.085, \"bollinger\": 0.234, \"vwap\": 0.001, \"trend_follow\": 0.242, \"rsi_divergence\": 0.082}" | applied | auto-fitness (virtual, α=0.25) |
| 07-25 09:52 | L2 | weights | "{\"macd\": 0.302, \"vwap\": 0.001, \"bollinger\": 0.222, \"trend_follow\": 0.285, \"mean_reversion\": 0.041, \"rsi_divergence\": 0.145, \"volume_breakout\": 0.004}" | "{\"macd\": 0.306, \"mean_reversion\": 0.045, \"volume_breakout\": 0.05, \"bollinger\": 0.229, \"vwap\": 0.001, \"trend_follow\": 0.261, \"rsi_divergence\": 0.109}" | applied | auto-fitness (virtual, α=0.25) |
| 07-22 15:56 | L1 | trail_arm_pct | 2 | 1.5 | applied | 3/5 gagnants mais R moyen 0.96<1 → trailing armé plus tôt |