Nodies V2 — Bot ARB

Bot ARB

active · l2

Fiabilité (sensibilité au meilleur trade)

Avec tous les trades : bruit → sans le meilleur (R=2.09) : bruit · sans les 2 meilleurs : bruit

ADN tactique

          volume_breakout 0.02
          funding_extreme 0.00
          btc_beta 0.00
          oi_divergence 0.00
          order_flow 0.00
          bollinger 0.00
          vwap 0.15
          trend_follow 0.51
          rsi_divergence 0.00
          mean_reversion 0.33
      

params : tp_min_pct=2 · trail_arm_pct=1 · min_conviction=35 · sl_atr_multiplier=2 · trail_rearm_close_pct=2

Pourquoi (edge mesuré par indicateur, sur les trades de CE bot)

Indicateur	Edge (%)	Poids actuel	n	Source
mean_reversion	0.824	0.33	6	virtual
trend_follow	0.543	0.51	166	virtual
vwap	0.155	0.15	112	virtual
bollinger	-0.262	0.00	64	virtual
volume_breakout	-0.739	0.02	21	virtual

Histoire (ADN narratif)

great_win 10-11 01:34

long fermé [tp_hit] pnl +3.5% (+111 USDT)

state_change 05-29 15:23

Fin de gestation → ACTIVE (paper trading)

birth 05-29 14:56

Naissance de Bot[ARB] (l2) — gestation 5j — sous-stratégies: volume_breakout, funding_extreme, btc_beta, oi_divergence, order_flow

Historique des trades (50)

Sens	Entrée	Sortie	PnL%	PnL USDT	Raison	Quand
LONG	0.1979	0.1987	0.39%	5.27	tp_trail	10-16 12:54
LONG	0.1987	0.1979	-0.41%	-8.86	tp_trail	10-16 10:09
SHORT	0.1898	0.1978	-4.21%	-54.99	sl_hit	10-16 07:09
LONG	0.1938	0.1914	-1.22%	-27.98	tp_trail	10-12 12:39
LONG	0.1918	0.1924	0.30%	4.43	tp_trail	10-11 05:54
LONG	0.1964	0.1918	-2.32%	-56.45	sl_hit	10-11 03:14
LONG	0.1897	0.1964	3.53%	111.46	tp_hit	10-11 01:34
SHORT	0.1786	0.1834	-2.72%	-57.29	sl_hit	10-09 23:49
SHORT	0.1852	0.1853	-0.05%	-1.87	corr_derisk	10-07 09:44
LONG	0.2072	0.2007	-3.12%	-58.93	sl_hit	10-06 09:34
SHORT	0.2132	0.2022	5.15%	57.84	tp_hit	09-28 14:49
SHORT	0.2131	0.2219	-4.13%	-63.51	sl_hit	09-25 09:39
SHORT	0.2159	0.2189	-1.41%	-27.33	tp_trail	09-24 13:39
LONG	0.1676	0.1591	-5.12%	-58.33	tp_trail	09-16 14:44
LONG	0.1597	0.1676	4.99%	54.70	tp_hit	09-16 12:09
LONG	0.1510	0.1420	-5.96%	-65.23	sl_hit	09-15 18:54
LONG	0.1485	0.1553	4.57%	60.38	tp_hit	09-15 16:34
SHORT	0.1324	0.1365	-3.07%	-66.19	sl_hit	09-14 02:14
SHORT	0.1559	0.1488	4.59%	47.02	tp_hit	09-10 00:14
SHORT	0.1656	0.1559	5.83%	81.91	tp_hit	09-09 15:29
LONG	0.1642	0.1682	2.41%	26.86	corr_derisk	09-09 04:54
LONG	0.1311	0.1321	0.74%	10.94	tp_trail	09-05 12:04
LONG	0.1057	0.1108	4.86%	52.38	tp_hit	09-01 00:24
LONG	0.0985	0.1057	7.26%	92.07	tp_hit	08-31 21:49
LONG	0.0852	0.0893	4.84%	91.08	tp_hit	08-31 17:19
LONG	0.0840	0.0852	1.40%	17.71	tp_trail	08-31 13:54
LONG	0.0886	0.0858	-3.08%	-54.45	sl_hit	08-30 04:54
LONG	0.0888	0.0892	0.38%	5.72	tp_trail	08-28 15:49
SHORT	0.0914	0.0903	1.16%	24.00	tp_trail	08-26 22:04
LONG	0.0945	0.0915	-3.14%	-55.55	sl_hit	08-26 13:14
SHORT	0.0767	0.0779	-1.56%	-57.36	sl_hit	08-19 14:54
SHORT	0.0756	0.0754	0.23%	2.68	tp_trail	08-13 13:54
SHORT	0.0798	0.0794	0.40%	12.33	tp_trail	08-10 05:49
SHORT	0.0793	0.0789	0.50%	12.36	tp_trail	08-08 04:09
SHORT	0.0777	0.0791	-1.80%	-57.23	sl_hit	08-06 18:24
SHORT	0.0827	0.0821	0.74%	19.45	tp_trail	08-04 19:14
SHORT	0.0789	0.0781	1.09%	23.05	tp_trail	07-28 07:04
LONG	0.0806	0.0790	-2.02%	-57.14	sl_hit	07-27 21:54
SHORT	0.0832	0.0818	1.71%	60.29	time_stop	07-27 08:39
SHORT	0.0833	0.0832	0.06%	-1.06	tp_trail	07-25 08:34
SHORT	0.0867	0.0841	3.02%	91.47	tp_hit	07-24 13:09
SHORT	0.0919	0.0898	2.20%	40.39	tp_trail	07-22 23:54
SHORT	0.0888	0.0899	-1.27%	-58.47	sl_hit	07-19 15:24
SHORT	0.0906	0.0907	-0.09%	-3.18	tp_trail	07-17 10:44
SHORT	0.0868	0.0886	-2.07%	-57.53	sl_hit	07-16 15:34
SHORT	0.0889	0.0861	3.16%	57.98	tp_hit	07-16 08:14
SHORT	0.0936	0.0891	4.76%	94.01	tp_hit	07-15 05:19
SHORT	0.0926	0.0936	-1.06%	-24.53	tp_trail	07-15 00:44
SHORT	0.0896	0.0919	-2.63%	-58.63	sl_hit	07-14 13:29
SHORT	0.0936	0.0966	-3.19%	-58.76	sl_hit	07-11 14:29

Mutations

Quand	Niv.	Paramètre	Ancien	Nouveau	Statut	Raison
10-19 05:00	L2	weights	"{\"vwap\": 0.158, \"bollinger\": 0.001, \"trend_follow\": 0.549, \"mean_reversion\": 0.264, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.028}"	"{\"volume_breakout\": 0.021, \"bollinger\": 0.001, \"vwap\": 0.145, \"trend_follow\": 0.505, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.327}"	applied	auto-fitness (virtual, α=0.25)
10-18 05:00	L2	weights	"{\"vwap\": 0.167, \"bollinger\": 0.001, \"trend_follow\": 0.596, \"mean_reversion\": 0.199, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.036}"	"{\"volume_breakout\": 0.028, \"bollinger\": 0.001, \"vwap\": 0.158, \"trend_follow\": 0.549, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.264}"	applied	auto-fitness (virtual, α=0.25)
10-17 05:00	L2	weights	"{\"vwap\": 0.176, \"bollinger\": 0.002, \"trend_follow\": 0.641, \"mean_reversion\": 0.134, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.047}"	"{\"volume_breakout\": 0.036, \"bollinger\": 0.001, \"vwap\": 0.167, \"trend_follow\": 0.596, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.199}"	applied	auto-fitness (virtual, α=0.25)
10-16 05:00	L2	weights	"{\"vwap\": 0.196, \"bollinger\": 0.002, \"trend_follow\": 0.674, \"mean_reversion\": 0.068, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.06}"	"{\"volume_breakout\": 0.047, \"bollinger\": 0.002, \"vwap\": 0.176, \"trend_follow\": 0.641, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.134}"	applied	auto-fitness (virtual, α=0.25)
10-15 05:00	L2	weights	"{\"vwap\": 0.214, \"bollinger\": 0.003, \"trend_follow\": 0.702, \"mean_reversion\": 0.005, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.076}"	"{\"volume_breakout\": 0.06, \"bollinger\": 0.002, \"vwap\": 0.196, \"trend_follow\": 0.674, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.068}"	applied	auto-fitness (virtual, α=0.25)
10-11 03:16	L1	min_conviction	25	35	applied	1/5 gagnants → entrées faibles, seuil de conviction relevé
10-03 05:00	L2	weights	"{\"vwap\": 0.182, \"bollinger\": 0.003, \"trend_follow\": 0.706, \"mean_reversion\": 0.006, \"rsi_divergence\": 0.0, \"volume_breakout\": 0.102}"	"{\"volume_breakout\": 0.076, \"bollinger\": 0.003, \"vwap\": 0.214, \"trend_follow\": 0.702, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.005}"	applied	auto-fitness (virtual, α=0.25)
09-22 05:00	L2	weights	"{\"vwap\": 0.177, \"bollinger\": 0.005, \"trend_follow\": 0.673, \"mean_reversion\": 0.009, \"rsi_divergence\": 0.001, \"volume_breakout\": 0.136}"	"{\"volume_breakout\": 0.102, \"bollinger\": 0.003, \"vwap\": 0.182, \"trend_follow\": 0.706, \"rsi_divergence\": 0.0, \"mean_reversion\": 0.006}"	applied	auto-fitness (virtual, α=0.25)

maj 2026-10-19 08:43 UTC · données paper