| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| mean_reversion | 0.894 | 0.57 | 43 | virtual |
| macd | 0.544 | 0.42 | 75 | virtual |
| bollinger | 0.089 | — | 58 | forward |
| trend_follow | 0.078 | — | 678 | forward |
| rsi_divergence | 0.068 | — | 45 | forward |
| volume_breakout | -0.061 | — | 38 | forward |
| vwap | -0.178 | — | 273 | forward |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| LONG | 0.4606 | 0.4645 | 0.85% | 14.32 | tp_trail | 10-16 03:04 |
| SHORT | 0.4902 | 0.4752 | 3.06% | 60.29 | corr_derisk | 10-12 23:09 |
| LONG | 0.5084 | 0.5151 | 1.32% | 32.90 | tp_trail | 10-12 03:04 |
| LONG | 0.4910 | 0.4737 | -3.52% | -77.63 | sl_hit | 10-08 15:24 |
| LONG | 0.4682 | 0.4910 | 4.87% | 101.19 | tp_hit | 10-08 13:59 |
| LONG | 0.5700 | 0.5961 | 4.58% | 67.13 | tp_hit | 09-28 04:29 |
| LONG | 0.5811 | 0.5700 | -1.91% | -36.32 | tp_trail | 09-28 00:44 |
| LONG | 0.5259 | 0.5185 | -1.41% | -16.13 | circuit_breaker | 09-25 03:34 |
| LONG | 0.5021 | 0.5259 | 4.74% | 55.71 | tp_hit | 09-24 17:19 |
| LONG | 0.4802 | 0.5021 | 4.56% | 58.71 | tp_hit | 09-24 14:24 |
| LONG | 0.4570 | 0.4802 | 5.08% | 73.34 | tp_hit | 09-24 13:24 |
| LONG | 0.4153 | 0.4360 | 4.98% | 79.36 | tp_hit | 09-24 07:39 |
| LONG | 0.4148 | 0.4153 | 0.12% | 0.66 | circuit_breaker | 09-23 14:29 |
| LONG | 0.4158 | 0.4148 | -0.24% | -5.23 | circuit_breaker | 09-23 14:24 |
| LONG | 0.4259 | 0.4136 | -2.89% | -50.35 | tp_trail | 09-20 01:19 |
| LONG | 0.3719 | 0.3704 | -0.40% | -9.40 | tp_trail | 09-17 21:34 |
| LONG | 0.3532 | 0.3697 | 4.67% | 82.79 | tp_hit | 09-17 13:19 |
| LONG | 0.3378 | 0.3532 | 4.56% | 98.76 | tp_hit | 09-17 01:34 |
| LONG | 0.3468 | 0.3492 | 0.69% | 14.83 | tp_trail | 09-12 13:54 |
| SHORT | 0.3568 | 0.3457 | 3.11% | 61.02 | tp_hit | 09-10 16:19 |
| LONG | 0.3701 | 0.3736 | 0.95% | 17.95 | tp_trail | 09-08 21:59 |
| LONG | 0.3427 | 0.3720 | 8.55% | 187.70 | tp_hit | 09-05 06:29 |
| SHORT | 0.3562 | 0.3526 | 1.01% | 16.67 | tp_trail | 08-29 14:29 |
| LONG | 0.3614 | 0.3735 | 3.35% | 65.95 | corr_derisk | 08-26 23:44 |
| LONG | 0.3633 | 0.3614 | -0.52% | -12.39 | tp_trail | 08-26 13:29 |
| LONG | 0.3849 | 0.3678 | -4.43% | -61.18 | sl_hit | 08-24 02:04 |
| LONG | 0.3908 | 0.4093 | 4.73% | 45.74 | tp_hit | 08-22 01:39 |
| LONG | 0.3690 | 0.3863 | 4.69% | 61.56 | tp_hit | 08-21 14:49 |
| LONG | 0.3695 | 0.3690 | -0.14% | -2.88 | circuit_breaker | 08-21 09:29 |
| LONG | 0.3686 | 0.3695 | 0.24% | 2.19 | circuit_breaker | 08-21 09:24 |
| LONG | 0.3783 | 0.3686 | -2.56% | -42.81 | circuit_breaker | 08-21 09:19 |
| LONG | 0.3375 | 0.3529 | 4.56% | 127.98 | tp_hit | 08-19 21:14 |
| SHORT | 0.3274 | 0.3259 | 0.46% | 10.71 | time_stop | 08-16 11:14 |
| SHORT | 0.3502 | 0.3485 | 0.49% | 5.88 | time_stop | 08-09 06:44 |
| SHORT | 0.3578 | 0.3495 | 2.32% | 44.72 | tp_trail | 08-07 06:19 |
| SHORT | 0.3740 | 0.3713 | 0.72% | 13.95 | tp_trail | 08-06 15:04 |
| LONG | 0.3849 | 0.3747 | -2.64% | -52.41 | sl_hit | 08-05 21:04 |
| LONG | 0.3655 | 0.3701 | 1.26% | 25.42 | tp_trail | 08-05 00:54 |
| LONG | 0.3760 | 0.3681 | -2.11% | -53.19 | sl_hit | 08-04 06:49 |
| SHORT | 0.3693 | 0.3779 | -2.33% | -53.30 | sl_hit | 08-03 14:44 |
| SHORT | 0.3901 | 0.3778 | 3.15% | 65.36 | tp_hit | 08-01 20:04 |
| SHORT | 0.4028 | 0.3901 | 3.15% | 64.39 | tp_hit | 07-31 23:04 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 10-11 05:00 | L2 | weights | "{\"macd\": 0.453, \"oi_divergence\": 0.005, \"mean_reversion\": 0.533, \"volume_profile\": 0.005, \"btc_correlation\": 0.005}" | "{\"macd\": 0.421, \"mean_reversion\": 0.568, \"volume_profile\": 0.004, \"btc_correlation\": 0.004, \"oi_divergence\": 0.004}" | applied | auto-fitness (virtual, α=0.25) |
| 09-25 03:36 | L1 | trail_arm_pct | 1.5 | 1 | applied | 4/5 gagnants mais R moyen 0.92<1 → trailing armé plus tôt |
| 08-31 05:00 | L2 | weights | "{\"macd\": 0.48, \"oi_divergence\": 0.006, \"mean_reversion\": 0.5, \"volume_profile\": 0.006, \"btc_correlation\": 0.006}" | "{\"macd\": 0.453, \"mean_reversion\": 0.533, \"volume_profile\": 0.005, \"btc_correlation\": 0.005, \"oi_divergence\": 0.005}" | applied | auto-fitness (virtual, α=0.25) |
| 08-29 05:00 | L2 | weights | "{\"macd\": 0.506, \"oi_divergence\": 0.009, \"mean_reversion\": 0.468, \"volume_profile\": 0.009, \"btc_correlation\": 0.009}" | "{\"macd\": 0.48, \"mean_reversion\": 0.5, \"volume_profile\": 0.006, \"btc_correlation\": 0.006, \"oi_divergence\": 0.006}" | applied | auto-fitness (virtual, α=0.25) |
| 08-27 05:00 | L2 | weights | "{\"macd\": 0.53, \"oi_divergence\": 0.012, \"mean_reversion\": 0.435, \"volume_profile\": 0.012, \"btc_correlation\": 0.012}" | "{\"macd\": 0.506, \"mean_reversion\": 0.468, \"volume_profile\": 0.009, \"btc_correlation\": 0.009, \"oi_divergence\": 0.009}" | applied | auto-fitness (virtual, α=0.25) |
| 08-26 05:00 | L2 | weights | "{\"macd\": 0.557, \"oi_divergence\": 0.015, \"mean_reversion\": 0.397, \"volume_profile\": 0.015, \"btc_correlation\": 0.015}" | "{\"macd\": 0.53, \"mean_reversion\": 0.435, \"volume_profile\": 0.012, \"btc_correlation\": 0.012, \"oi_divergence\": 0.012}" | applied | auto-fitness (virtual, α=0.25) |
| 08-25 05:00 | L2 | weights | "{\"macd\": 0.572, \"oi_divergence\": 0.021, \"mean_reversion\": 0.365, \"volume_profile\": 0.021, \"btc_correlation\": 0.021}" | "{\"macd\": 0.557, \"mean_reversion\": 0.397, \"volume_profile\": 0.015, \"btc_correlation\": 0.015, \"oi_divergence\": 0.015}" | applied | auto-fitness (virtual, α=0.25) |
| 08-24 05:00 | L2 | weights | "{\"macd\": 0.606, \"oi_divergence\": 0.028, \"mean_reversion\": 0.311, \"volume_profile\": 0.028, \"btc_correlation\": 0.028}" | "{\"macd\": 0.572, \"mean_reversion\": 0.365, \"volume_profile\": 0.021, \"btc_correlation\": 0.021, \"oi_divergence\": 0.021}" | applied | auto-fitness (virtual, α=0.25) |