| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| mean_reversion | 0.611 | 0.44 | 52 | virtual |
| vwap | 0.223 | 0.20 | 88 | virtual |
| bollinger | 0.150 | 0.26 | 52 | virtual |
| trend_follow | 0.125 | 0.08 | 54 | virtual |
| macd | -0.084 | 0.02 | 23 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 3.9440 | 4.0264 | -2.09% | -42.68 | sl_hit | 08-05 13:44 |
| SHORT | 4.1710 | 4.2554 | -2.02% | -43.02 | sl_hit | 08-02 07:29 |
| SHORT | 3.9750 | 3.9430 | 0.81% | 10.99 | tp_trail | 07-29 22:04 |
| SHORT | 3.7850 | 3.8636 | -2.08% | -44.99 | sl_hit | 07-23 06:14 |
| SHORT | 3.6170 | 3.7097 | -2.56% | -44.72 | sl_hit | 07-21 03:09 |
| SHORT | 3.5690 | 3.5200 | 1.37% | 24.44 | tp_trail | 07-18 16:19 |
| SHORT | 3.5850 | 3.6800 | -2.65% | -46.31 | sl_hit | 07-14 13:04 |
| LONG | 3.7210 | 3.7450 | 0.65% | 9.82 | tp_trail | 07-11 22:44 |
| SHORT | 3.6310 | 3.7051 | -2.04% | -47.99 | sl_hit | 07-11 13:49 |
| LONG | 3.6630 | 3.5326 | -3.56% | -49.12 | sl_hit | 07-10 15:09 |
| SHORT | 3.5520 | 3.6631 | -3.13% | -49.80 | sl_hit | 07-10 12:44 |
| SHORT | 3.4470 | 3.5461 | -2.88% | -50.48 | sl_hit | 07-10 08:24 |
| SHORT | 3.2230 | 3.1260 | 3.01% | 54.22 | tp_hit | 07-07 04:29 |
| LONG | 3.2580 | 3.2020 | -1.72% | -51.40 | sl_hit | 07-04 23:19 |
| SHORT | 3.2800 | 3.1790 | 3.08% | 56.22 | tp_hit | 07-04 01:14 |
| SHORT | 2.8860 | 2.9550 | -2.39% | -50.74 | circuit_breaker | 07-02 11:19 |
| SHORT | 2.8130 | 2.7770 | 1.28% | 27.51 | tp_trail | 07-01 14:04 |
| SHORT | 2.8290 | 2.8130 | 0.57% | 11.91 | tp_trail | 07-01 02:39 |
| SHORT | 2.9850 | 2.9800 | 0.17% | 1.24 | tp_trail | 06-29 13:19 |
| SHORT | 2.8260 | 2.8590 | -1.17% | -22.60 | tp_trail | 06-24 20:14 |
| SHORT | 2.8330 | 2.9167 | -2.96% | -53.45 | sl_hit | 06-23 14:19 |
| SHORT | 3.0990 | 3.0380 | 1.97% | 43.28 | tp_trail | 06-22 00:34 |
| SHORT | 3.0010 | 3.0744 | -2.45% | -54.45 | sl_hit | 06-21 15:39 |
| SHORT | 3.0070 | 3.0010 | 0.20% | 2.54 | circuit_breaker | 06-20 14:44 |
| SHORT | 3.0070 | 3.0070 | 0.00% | -1.71 | circuit_breaker | 06-20 14:39 |
| SHORT | 2.9570 | 3.0070 | -1.69% | -41.34 | circuit_breaker | 06-20 14:34 |
| SHORT | 2.9780 | 3.1393 | -5.42% | -53.87 | sl_hit | 06-16 17:24 |
| SHORT | 2.5980 | 2.6499 | -2.00% | -56.15 | sl_hit | 06-15 10:59 |
| SHORT | 2.5580 | 2.4810 | 3.01% | 108.34 | tp_hit | 06-14 14:59 |
| SHORT | 2.5590 | 2.5150 | 1.72% | 41.98 | tp_trail | 06-13 07:34 |
| SHORT | 2.5800 | 2.4600 | 4.65% | 97.32 | tp_hit | 06-09 01:14 |
| SHORT | 2.5740 | 2.5580 | 0.62% | 9.78 | tp_trail | 06-08 14:34 |
| SHORT | 2.5840 | 2.5740 | 0.39% | 5.79 | circuit_breaker | 06-07 22:29 |
| SHORT | 2.6080 | 2.5840 | 0.92% | 15.94 | circuit_breaker | 06-07 22:24 |
| SHORT | 2.6980 | 2.5700 | 4.74% | 55.23 | tp_hit | 06-05 03:04 |
| SHORT | 3.0070 | 2.9080 | 3.29% | 122.58 | tp_hit | 06-01 13:59 |
| SHORT | 2.9790 | 3.0164 | -1.26% | -52.89 | sl_hit | 05-31 21:54 |
| SHORT | 2.9880 | 3.0540 | -2.21% | -51.99 | sl_hit | 05-30 01:14 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 08-15 05:00 | L2 | weights | "{\"macd\": 0.03, \"vwap\": 0.195, \"bollinger\": 0.302, \"trend_follow\": 0.067, \"mean_reversion\": 0.407}" | "{\"macd\": 0.022, \"mean_reversion\": 0.443, \"bollinger\": 0.26, \"vwap\": 0.196, \"trend_follow\": 0.079}" | applied | auto-fitness (virtual, α=0.25) |
| 08-13 05:00 | L2 | weights | "{\"macd\": 0.04, \"vwap\": 0.186, \"bollinger\": 0.332, \"trend_follow\": 0.06, \"mean_reversion\": 0.383}" | "{\"macd\": 0.03, \"mean_reversion\": 0.407, \"bollinger\": 0.302, \"vwap\": 0.195, \"trend_follow\": 0.067}" | applied | auto-fitness (virtual, α=0.25) |
| 08-02 05:00 | L2 | weights | "{\"macd\": 0.053, \"vwap\": 0.179, \"bollinger\": 0.339, \"trend_follow\": 0.076, \"mean_reversion\": 0.351}" | "{\"macd\": 0.04, \"mean_reversion\": 0.383, \"bollinger\": 0.332, \"vwap\": 0.186, \"trend_follow\": 0.06}" | applied | auto-fitness (virtual, α=0.25) |
| 07-27 05:00 | L2 | weights | "{\"macd\": 0.071, \"vwap\": 0.177, \"bollinger\": 0.342, \"trend_follow\": 0.102, \"mean_reversion\": 0.308}" | "{\"macd\": 0.053, \"mean_reversion\": 0.351, \"bollinger\": 0.339, \"vwap\": 0.179, \"trend_follow\": 0.076}" | applied | auto-fitness (virtual, α=0.25) |
| 07-25 09:52 | L2 | weights | "{\"macd\": 0.095, \"vwap\": 0.174, \"bollinger\": 0.326, \"trend_follow\": 0.136, \"mean_reversion\": 0.27}" | "{\"macd\": 0.071, \"mean_reversion\": 0.308, \"bollinger\": 0.342, \"vwap\": 0.177, \"trend_follow\": 0.102}" | applied | auto-fitness (virtual, α=0.25) |
| 07-23 05:00 | L2 | weights | "{\"macd\": 0.112, \"vwap\": 0.17, \"bollinger\": 0.32, \"trend_follow\": 0.16, \"mean_reversion\": 0.239}" | "{\"macd\": 0.095, \"mean_reversion\": 0.27, \"bollinger\": 0.326, \"vwap\": 0.174, \"trend_follow\": 0.136}" | applied | auto-fitness (virtual, α=0.15) |
| 07-21 05:00 | L2 | weights | "{\"macd\": 0.131, \"vwap\": 0.162, \"bollinger\": 0.31, \"trend_follow\": 0.188, \"mean_reversion\": 0.209}" | "{\"macd\": 0.112, \"mean_reversion\": 0.239, \"bollinger\": 0.32, \"vwap\": 0.17, \"trend_follow\": 0.16}" | applied | auto-fitness (virtual, α=0.15) |
| 07-11 13:51 | L1 | min_conviction | 15 | 25 | applied | 1/5 gagnants → entrées faibles, seuil de conviction relevé |