| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| macd | 0.989 | 0.35 | 17 | virtual |
| bollinger | 0.581 | 0.21 | 41 | virtual |
| vwap | 0.465 | 0.17 | 56 | virtual |
| trend_follow | 0.398 | 0.19 | 47 | virtual |
| mean_reversion | 0.288 | 0.08 | 37 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 0.8183 | 0.8090 | 1.14% | 35.97 | tp_trail | 08-11 09:44 |
| LONG | 0.8664 | 0.8502 | -1.87% | -50.55 | sl_hit | 08-05 03:19 |
| LONG | 0.8241 | 0.8358 | 1.42% | 35.22 | tp_trail | 08-04 04:34 |
| SHORT | 0.7759 | 0.7627 | 1.70% | 42.35 | tp_trail | 07-29 22:14 |
| SHORT | 0.7641 | 0.7636 | 0.07% | -0.52 | tp_trail | 07-28 15:49 |
| SHORT | 0.8293 | 0.8043 | 3.01% | 101.06 | tp_hit | 07-27 14:14 |
| SHORT | 0.7990 | 0.8112 | -1.53% | -46.00 | sl_hit | 07-25 03:34 |
| LONG | 0.8553 | 0.8497 | -0.65% | -18.11 | tp_trail | 07-21 20:54 |
| SHORT | 0.8030 | 0.8187 | -1.96% | -48.38 | sl_hit | 07-20 15:39 |
| SHORT | 0.8530 | 0.8600 | -0.82% | -23.21 | tp_trail | 07-15 06:39 |
| LONG | 0.8860 | 0.8617 | -2.74% | -55.51 | sl_hit | 07-11 23:14 |
| SHORT | 0.8570 | 0.8726 | -1.82% | -56.01 | sl_hit | 07-10 09:44 |
| SHORT | 0.8460 | 0.8597 | -1.62% | -57.10 | sl_hit | 07-10 08:39 |
| SHORT | 0.8160 | 0.8347 | -2.29% | -57.18 | sl_hit | 07-09 05:19 |
| SHORT | 0.8870 | 0.8600 | 3.04% | 84.11 | tp_hit | 07-06 05:34 |
| SHORT | 0.8970 | 0.8680 | 3.23% | 95.42 | tp_hit | 07-05 02:49 |
| LONG | 0.8830 | 0.8676 | -1.75% | -56.46 | sl_hit | 07-04 10:19 |
| SHORT | 0.8700 | 0.8853 | -1.76% | -56.82 | sl_hit | 07-03 19:29 |
| SHORT | 0.8520 | 0.8696 | -2.06% | -55.97 | sl_hit | 07-03 11:14 |
| SHORT | 0.8620 | 0.8360 | 3.02% | 76.32 | tp_hit | 07-02 22:34 |
| SHORT | 0.8450 | 0.8450 | 0.00% | -2.07 | tp_trail | 07-01 21:39 |
| SHORT | 0.8110 | 0.8130 | -0.25% | -8.04 | tp_trail | 06-28 20:29 |
| SHORT | 0.8090 | 0.8110 | -0.25% | -10.26 | tp_trail | 06-28 14:24 |
| SHORT | 0.8330 | 0.8440 | -1.32% | -20.92 | tp_trail | 06-26 07:44 |
| SHORT | 0.8450 | 0.8330 | 1.42% | 16.36 | tp_trail | 06-26 04:04 |
| SHORT | 1.0310 | 0.9840 | 4.56% | 86.92 | tp_hit | 06-18 03:49 |
| SHORT | 1.0290 | 1.0140 | 1.46% | 29.88 | tp_trail | 06-16 07:39 |
| SHORT | 0.9930 | 1.0141 | -2.13% | -53.55 | sl_hit | 06-15 10:59 |
| SHORT | 0.9830 | 0.9520 | 3.15% | 75.88 | tp_hit | 06-14 14:44 |
| SHORT | 0.9710 | 0.9410 | 3.09% | 60.39 | tp_hit | 06-12 06:39 |
| SHORT | 0.9820 | 0.9690 | 1.32% | 26.40 | tp_trail | 06-09 04:39 |
| SHORT | 0.9790 | 0.9760 | 0.31% | 3.30 | tp_trail | 06-08 11:24 |
| SHORT | 0.9840 | 0.9790 | 0.51% | 6.79 | circuit_breaker | 06-07 22:29 |
| SHORT | 0.9990 | 0.9840 | 1.50% | 22.77 | circuit_breaker | 06-07 22:24 |
| SHORT | 0.9580 | 0.9990 | -4.28% | -84.10 | circuit_breaker | 06-07 22:19 |
| SHORT | 1.1630 | 1.1270 | 3.10% | 60.19 | tp_hit | 06-02 14:24 |
| SHORT | 1.1740 | 1.1893 | -1.31% | -53.35 | sl_hit | 05-31 23:09 |
| SHORT | 1.1890 | 1.1730 | 1.35% | 58.50 | tp_trail | 05-31 20:59 |
| SHORT | 1.1900 | 1.1890 | 0.08% | 0.19 | circuit_breaker | 05-30 22:14 |
| SHORT | 1.1890 | 1.2156 | -2.23% | -52.01 | sl_hit | 05-30 02:39 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 08-04 05:00 | L2 | weights | "{\"macd\": 0.315, \"vwap\": 0.179, \"bollinger\": 0.221, \"trend_follow\": 0.195, \"mean_reversion\": 0.09}" | "{\"mean_reversion\": 0.084, \"macd\": 0.347, \"bollinger\": 0.209, \"vwap\": 0.171, \"trend_follow\": 0.19}" | applied | auto-fitness (virtual, α=0.25) |
| 07-29 05:00 | L2 | weights | "{\"macd\": 0.283, \"vwap\": 0.18, \"bollinger\": 0.227, \"trend_follow\": 0.214, \"mean_reversion\": 0.095}" | "{\"mean_reversion\": 0.09, \"macd\": 0.315, \"bollinger\": 0.221, \"vwap\": 0.179, \"trend_follow\": 0.195}" | applied | auto-fitness (virtual, α=0.25) |
| 07-28 05:00 | L2 | weights | "{\"macd\": 0.24, \"vwap\": 0.181, \"bollinger\": 0.235, \"trend_follow\": 0.241, \"mean_reversion\": 0.102}" | "{\"mean_reversion\": 0.095, \"macd\": 0.283, \"bollinger\": 0.227, \"vwap\": 0.18, \"trend_follow\": 0.214}" | applied | auto-fitness (virtual, α=0.25) |
| 07-25 09:52 | L2 | weights | "{\"macd\": 0.211, \"vwap\": 0.175, \"bollinger\": 0.237, \"trend_follow\": 0.272, \"mean_reversion\": 0.104}" | "{\"mean_reversion\": 0.102, \"macd\": 0.24, \"bollinger\": 0.235, \"vwap\": 0.181, \"trend_follow\": 0.241}" | applied | auto-fitness (virtual, α=0.25) |
| 07-13 05:00 | L2 | weights | "{\"macd\": 0.181, \"vwap\": 0.176, \"bollinger\": 0.252, \"trend_follow\": 0.282, \"mean_reversion\": 0.11}" | "{\"mean_reversion\": 0.104, \"macd\": 0.211, \"bollinger\": 0.237, \"vwap\": 0.175, \"trend_follow\": 0.272}" | applied | auto-fitness (virtual, α=0.15) |
| 07-11 05:00 | L2 | weights | "{\"macd\": 0.147, \"vwap\": 0.178, \"bollinger\": 0.271, \"trend_follow\": 0.287, \"mean_reversion\": 0.117}" | "{\"mean_reversion\": 0.11, \"macd\": 0.181, \"bollinger\": 0.252, \"vwap\": 0.176, \"trend_follow\": 0.282}" | applied | auto-fitness (virtual, α=0.15) |
| 07-09 05:00 | L2 | weights | "{\"macd\": 0.114, \"vwap\": 0.181, \"bollinger\": 0.291, \"trend_follow\": 0.29, \"mean_reversion\": 0.124}" | "{\"mean_reversion\": 0.117, \"macd\": 0.147, \"bollinger\": 0.271, \"vwap\": 0.178, \"trend_follow\": 0.287}" | applied | auto-fitness (virtual, α=0.15) |
| 07-08 05:00 | L2 | weights | "{\"macd\": 0.075, \"vwap\": 0.184, \"bollinger\": 0.316, \"trend_follow\": 0.293, \"mean_reversion\": 0.131}" | "{\"mean_reversion\": 0.124, \"macd\": 0.114, \"bollinger\": 0.291, \"vwap\": 0.181, \"trend_follow\": 0.29}" | applied | auto-fitness (virtual, α=0.15) |