Nodies V2 — Bot ARB

Bot ARB

active · l2

ADN tactique

          volume_breakout 0.00
          funding_extreme 0.00
          btc_beta 0.00
          oi_divergence 0.00
          order_flow 0.00
          bollinger 0.24
          vwap 0.37
          trend_follow 0.34
          rsi_divergence 0.04
      

params : tp_min_pct=2 · trail_arm_pct=1 · min_conviction=25 · 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
vwap	0.850	0.37	65	virtual
bollinger	0.701	0.24	40	virtual
trend_follow	0.651	0.34	54	virtual

Histoire (ADN narratif)

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 (44)

Sens	Entrée	Sortie	PnL%	PnL USDT	Raison	Quand
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
SHORT	0.0803	0.0775	3.57%	106.38	tp_hit	07-06 12:04
SHORT	0.0793	0.0801	-1.01%	-37.71	corr_derisk	07-05 22:09
LONG	0.0808	0.0793	-1.93%	-65.52	sl_hit	07-04 09:44
SHORT	0.0794	0.0809	-1.84%	-66.39	sl_hit	07-03 20:49
SHORT	0.0794	0.0770	3.05%	74.32	tp_hit	07-02 22:44
SHORT	0.0786	0.0775	1.39%	30.76	corr_derisk	07-01 23:39
SHORT	0.0778	0.0786	-1.03%	-30.24	tp_trail	07-01 15:29
SHORT	0.0750	0.0770	-2.58%	-66.66	sl_hit	06-29 12:19
SHORT	0.0746	0.0742	0.48%	7.31	tp_trail	06-28 08:44
SHORT	0.0866	0.0839	3.13%	77.83	tp_hit	06-22 19:04
SHORT	0.0849	0.0844	0.54%	10.14	circuit_breaker	06-22 01:39
SHORT	0.0848	0.0845	0.37%	4.90	tp_trail	06-20 00:39
LONG	0.0893	0.0872	-2.32%	-53.74	sl_hit	06-15 19:24
SHORT	0.0855	0.0875	-2.28%	-54.61	sl_hit	06-15 11:14
SHORT	0.0793	0.0757	4.50%	78.71	tp_hit	06-10 22:09
SHORT	0.0776	0.0765	1.42%	9.72	circuit_breaker	06-06 05:34
SHORT	0.0822	0.0780	5.11%	51.22	tp_hit	06-05 18:59
SHORT	0.0869	0.0822	5.41%	64.88	tp_hit	06-05 06:24
SHORT	0.0867	0.0916	-5.62%	-51.78	sl_hit	06-04 16:04
SHORT	0.0899	0.0945	-5.15%	-52.35	sl_hit	06-03 06:34
SHORT	0.0939	0.0895	4.69%	70.61	tp_hit	06-03 03:54
SHORT	0.0984	0.0932	5.28%	85.04	tp_hit	06-02 15:34
SHORT	0.0988	0.1016	-2.86%	-51.89	sl_hit	06-01 17:49
SHORT	0.1005	0.1020	-1.49%	-54.00	sl_hit	05-31 21:44
SHORT	0.1029	0.1005	2.33%	89.76	circuit_breaker	05-31 14:24

Mutations

Quand	Niv.	Paramètre	Ancien	Nouveau	Statut	Raison
08-10 05:51	L1	trail_arm_pct	1.5	1	applied	4/5 gagnants mais R moyen 0.31<1 → trailing armé plus tôt
07-15 00:46	L1	min_conviction	15	25	applied	1/5 gagnants → entrées faibles, seuil de conviction relevé
06-29 12:21	L1	trail_arm_pct	2	1.5	applied	4/5 gagnants mais R moyen 0.45<1 → trailing armé plus tôt
06-19 05:00	L2	weights	"{\"vwap\": 0.341, \"bollinger\": 0.229, \"trend_follow\": 0.376, \"rsi_divergence\": 0.05, \"volume_breakout\": 0.005}"	"{\"volume_breakout\": 0.004, \"bollinger\": 0.244, \"vwap\": 0.365, \"trend_follow\": 0.345, \"rsi_divergence\": 0.042}"	applied	auto-fitness (virtual, α=0.15)
06-16 05:00	L2	weights	"{\"vwap\": 0.304, \"bollinger\": 0.237, \"trend_follow\": 0.394, \"rsi_divergence\": 0.058, \"volume_breakout\": 0.006}"	"{\"volume_breakout\": 0.005, \"bollinger\": 0.229, \"vwap\": 0.341, \"trend_follow\": 0.376, \"rsi_divergence\": 0.05}"	applied	auto-fitness (virtual, α=0.15)
06-15 05:00	L2	weights	"{\"vwap\": 0.266, \"bollinger\": 0.251, \"trend_follow\": 0.407, \"rsi_divergence\": 0.069, \"volume_breakout\": 0.007}"	"{\"volume_breakout\": 0.006, \"bollinger\": 0.237, \"vwap\": 0.304, \"trend_follow\": 0.394, \"rsi_divergence\": 0.058}"	applied	auto-fitness (virtual, α=0.15)
06-11 05:20	L3	adn	"{\"substrategies\": [\"volume_breakout\", \"funding_extreme\", \"btc_beta\", \"oi_divergence\", \"order_flow\", \"bollinger\", \"vwap\", \"trend_follow\", \"rsi_divergence\"], \"weights\": {\"volume_breakout\": 0.0073, \"funding_extreme\": 0.0, \"btc_beta\": 0.0, \"oi_divergence\": 0.0, \"order_flow\": 0.0, \"bollinger\": 0.251, \"vwap\": 0.2658, \"trend_follow\": 0.4074, \"rsi_divergence\": 0.0686}}"	"{\"substrategies\": [\"volume_breakout\", \"funding_extreme\", \"btc_beta\", \"oi_divergence\", \"order_flow\", \"bollinger\", \"vwap\", \"trend_follow\", \"rsi_divergence\", \"macd\"], \"weights\": {\"volume_breakout\": 0.0051, \"funding_extreme\": 0.0, \"btc_beta\": 0.0, \"oi_divergence\": 0.0, \"order_flow\": 0.0, \"bollinger\": 0.1757, \"vwap\": 0.1861, \"trend_follow\": 0.2852, \"rsi_divergence\": 0.048, \"macd\": 0.3}}"	rejected	recombinaison exploitation (donneur NEAR) — OOS +0.129R n=22 eff 0.96 (gate PROMOTE)
06-08 05:00	L2	weights	"{\"vwap\": 0.258, \"bollinger\": 0.219, \"trend_follow\": 0.414, \"rsi_divergence\": 0.098, \"volume_breakout\": 0.01}"	"{\"volume_breakout\": 0.007, \"bollinger\": 0.251, \"vwap\": 0.266, \"trend_follow\": 0.407, \"rsi_divergence\": 0.069}"	applied	auto-fitness (forward, α=0.3)

maj 2026-08-15 12:48 UTC · données paper