| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| macd | 0.845 | 0.47 | 84 | virtual |
| mean_reversion | 0.632 | 0.23 | 77 | virtual |
| trend_follow | 0.466 | 0.24 | 131 | virtual |
| bollinger | 0.229 | 0.03 | 73 | virtual |
| vwap | 0.127 | 0.02 | 127 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| LONG | 7.5280 | 7.2217 | -4.07% | -51.53 | sl_hit | 10-16 16:54 |
| LONG | 7.4050 | 7.1936 | -2.86% | -53.47 | sl_hit | 10-12 22:44 |
| LONG | 7.7890 | 7.6099 | -2.30% | -54.69 | sl_hit | 10-12 09:39 |
| SHORT | 7.5770 | 7.2330 | 4.54% | 79.44 | tp_hit | 10-08 16:19 |
| LONG | 7.7560 | 7.5519 | -2.63% | -53.82 | sl_hit | 10-08 12:54 |
| LONG | 7.9520 | 7.7584 | -2.43% | -52.95 | sl_hit | 10-08 05:49 |
| SHORT | 8.1080 | 7.7370 | 4.58% | 85.28 | tp_hit | 10-07 18:54 |
| LONG | 9.0550 | 8.9400 | -1.27% | -19.17 | time_stop | 10-01 10:09 |
| SHORT | 8.7190 | 8.6900 | 0.33% | 2.63 | tp_trail | 09-29 05:59 |
| SHORT | 9.1610 | 8.7190 | 4.82% | 70.69 | tp_hit | 09-28 14:59 |
| LONG | 10.1820 | 9.8596 | -3.17% | -51.66 | sl_hit | 09-27 12:59 |
| LONG | 9.7060 | 10.1820 | 4.90% | 63.88 | tp_hit | 09-27 06:44 |
| LONG | 10.6950 | 9.8911 | -7.52% | -53.26 | sl_hit | 09-23 10:29 |
| LONG | 10.2330 | 10.6950 | 4.51% | 33.20 | tp_hit | 09-23 01:19 |
| LONG | 9.0520 | 8.7660 | -3.16% | -34.17 | circuit_breaker | 09-22 09:19 |
| LONG | 8.7090 | 8.5520 | -1.80% | -28.25 | tp_trail | 09-20 13:44 |
| LONG | 7.3620 | 7.0137 | -4.73% | -55.52 | sl_hit | 09-17 15:59 |
| LONG | 7.0200 | 7.3620 | 4.87% | 56.49 | tp_hit | 09-17 14:29 |
| LONG | 6.6820 | 6.9970 | 4.71% | 47.14 | tp_hit | 09-17 08:44 |
| SHORT | 6.0630 | 6.2999 | -3.91% | -56.84 | sl_hit | 09-16 18:14 |
| LONG | 6.3860 | 6.3100 | -1.19% | -14.63 | circuit_breaker | 09-15 18:49 |
| LONG | 6.3930 | 6.4170 | 0.38% | 3.39 | circuit_breaker | 09-15 14:14 |
| LONG | 6.6870 | 6.5120 | -2.62% | -36.14 | circuit_breaker | 09-15 14:04 |
| LONG | 6.5280 | 6.5090 | -0.29% | -5.47 | tp_trail | 09-15 09:24 |
| LONG | 6.5280 | 6.5070 | -0.32% | -6.68 | tp_trail | 09-15 03:19 |
| LONG | 6.4960 | 6.5340 | 0.59% | 9.60 | tp_trail | 09-14 22:24 |
| SHORT | 6.2160 | 5.8910 | 5.23% | 66.65 | tp_hit | 09-10 12:54 |
| SHORT | 6.5250 | 6.2160 | 4.74% | 67.74 | tp_hit | 09-09 22:19 |
| LONG | 6.8440 | 7.1770 | 4.87% | 54.63 | tp_hit | 09-08 09:49 |
| LONG | 7.0230 | 7.0500 | 0.38% | 3.41 | tp_trail | 09-05 20:44 |
| LONG | 6.2090 | 6.2910 | 1.32% | 11.93 | time_stop | 09-05 06:29 |
| LONG | 5.8060 | 5.5950 | -3.63% | -41.70 | circuit_breaker | 09-01 18:49 |
| LONG | 5.0360 | 5.0630 | 0.54% | 4.22 | tp_trail | 08-31 14:04 |
| LONG | 5.3150 | 5.2490 | -1.24% | -14.10 | tp_trail | 08-30 22:29 |
| LONG | 4.4360 | 4.5750 | 3.13% | 35.12 | tp_hit | 08-29 16:39 |
| LONG | 4.5090 | 4.5180 | 0.20% | 1.36 | tp_trail | 08-28 15:49 |
| LONG | 4.2250 | 4.3990 | 4.12% | 53.13 | corr_derisk | 08-26 23:49 |
| LONG | 4.1920 | 4.2570 | 1.55% | 15.14 | tp_trail | 08-26 05:09 |
| LONG | 3.2460 | 3.3000 | 1.66% | 40.87 | tp_trail | 08-19 09:19 |
| SHORT | 3.3160 | 3.2830 | 1.00% | 24.68 | tp_trail | 08-17 07:39 |
| 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 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 10-12 22:46 | L1 | min_conviction | 25 | 35 | applied | 1/5 gagnants → entrées faibles, seuil de conviction relevé |
| 09-18 05:00 | L2 | weights | "{\"macd\": 0.442, \"vwap\": 0.032, \"bollinger\": 0.033, \"trend_follow\": 0.241, \"mean_reversion\": 0.252}" | "{\"macd\": 0.472, \"mean_reversion\": 0.232, \"bollinger\": 0.028, \"vwap\": 0.024, \"trend_follow\": 0.244}" | applied | auto-fitness (virtual, α=0.25) |
| 09-17 05:00 | L2 | weights | "{\"macd\": 0.411, \"vwap\": 0.043, \"bollinger\": 0.039, \"trend_follow\": 0.245, \"mean_reversion\": 0.262}" | "{\"macd\": 0.442, \"mean_reversion\": 0.252, \"bollinger\": 0.033, \"vwap\": 0.032, \"trend_follow\": 0.241}" | applied | auto-fitness (virtual, α=0.25) |
| 09-14 05:00 | L2 | weights | "{\"macd\": 0.381, \"vwap\": 0.051, \"bollinger\": 0.049, \"trend_follow\": 0.238, \"mean_reversion\": 0.281}" | "{\"macd\": 0.411, \"mean_reversion\": 0.262, \"bollinger\": 0.039, \"vwap\": 0.043, \"trend_follow\": 0.245}" | applied | auto-fitness (virtual, α=0.25) |
| 09-13 05:00 | L2 | weights | "{\"macd\": 0.34, \"vwap\": 0.063, \"bollinger\": 0.062, \"trend_follow\": 0.23, \"mean_reversion\": 0.305}" | "{\"macd\": 0.381, \"mean_reversion\": 0.281, \"bollinger\": 0.049, \"vwap\": 0.051, \"trend_follow\": 0.238}" | applied | auto-fitness (virtual, α=0.25) |
| 09-10 05:00 | L2 | weights | "{\"macd\": 0.302, \"vwap\": 0.074, \"bollinger\": 0.073, \"trend_follow\": 0.212, \"mean_reversion\": 0.338}" | "{\"macd\": 0.34, \"mean_reversion\": 0.305, \"bollinger\": 0.062, \"vwap\": 0.063, \"trend_follow\": 0.23}" | applied | auto-fitness (virtual, α=0.25) |
| 09-07 05:00 | L2 | weights | "{\"macd\": 0.271, \"vwap\": 0.085, \"bollinger\": 0.079, \"trend_follow\": 0.191, \"mean_reversion\": 0.375}" | "{\"macd\": 0.302, \"mean_reversion\": 0.338, \"bollinger\": 0.073, \"vwap\": 0.074, \"trend_follow\": 0.212}" | applied | auto-fitness (virtual, α=0.25) |
| 09-06 05:00 | L2 | weights | "{\"macd\": 0.212, \"vwap\": 0.104, \"bollinger\": 0.097, \"trend_follow\": 0.157, \"mean_reversion\": 0.429}" | "{\"macd\": 0.271, \"mean_reversion\": 0.375, \"bollinger\": 0.079, \"vwap\": 0.085, \"trend_follow\": 0.191}" | applied | auto-fitness (virtual, α=0.25) |