c577019793
- Revised the architecture document to enhance clarity on system overview, trading decision process, and technical stack. - Updated the README to emphasize the bot's operational guidelines and risk management features. - Added new sections in the architecture document detailing the trading decision gates and data pipeline flow. - Improved the table of contents for better navigation and understanding of the bot's architecture.
92 lines
2.0 KiB
JSON
92 lines
2.0 KiB
JSON
{
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"date": "2026-03-07",
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"backtest": {
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"summary": {
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"profit_factor": 1.24,
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"win_rate": 61.4,
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"max_drawdown_pct": 17.1,
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"total_trades": 88,
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"total_pnl": 379.4
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},
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"per_symbol": {
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"XRPUSDT": {
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"total_trades": 27,
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"total_pnl": 217.0703,
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"return_pct": 21.71,
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"win_rate": 66.67,
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"avg_win": 33.2223,
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"avg_loss": -42.3256,
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"profit_factor": 1.57,
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"max_drawdown_pct": 11.99,
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"sharpe_ratio": 33.32,
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"total_fees": 102.7825,
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"close_reasons": {
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"STOP_LOSS": 9,
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"TAKE_PROFIT": 18
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}
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},
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"TRXUSDT": {
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"total_trades": 25,
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"total_pnl": 72.3058,
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"return_pct": 7.23,
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"win_rate": 64.0,
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"avg_win": 20.3593,
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"avg_loss": -28.1603,
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"profit_factor": 1.29,
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"max_drawdown_pct": 7.66,
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"sharpe_ratio": 15.17,
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"total_fees": 97.1591,
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"close_reasons": {
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"STOP_LOSS": 9,
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"TAKE_PROFIT": 16
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}
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},
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"DOGEUSDT": {
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"total_trades": 36,
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"total_pnl": 90.019,
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"return_pct": 9.0,
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"win_rate": 55.56,
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"avg_win": 52.4749,
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"avg_loss": -59.9675,
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"profit_factor": 1.09,
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"max_drawdown_pct": 17.14,
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"sharpe_ratio": 6.64,
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"total_fees": 139.8283,
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"close_reasons": {
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"STOP_LOSS": 15,
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"TAKE_PROFIT": 20,
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"REVERSE_SIGNAL": 1
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}
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}
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}
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},
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"live_trades": {
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"count": 0,
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"net_pnl": 0.0,
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"win_rate": 0
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},
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"trend": {
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"pf": [
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1.24
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],
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"win_rate": [
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61.4
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],
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"mdd": [
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17.1
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],
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"pf_declining_3w": false
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},
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"ml_trigger": {
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"conditions": {
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"cumulative_trades_enough": false,
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"pf_below_1": false,
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"pf_declining_3w": false
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},
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"met_count": 0,
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"recommend": false,
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"cumulative_trades": 0,
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"threshold": 150
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},
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"sweep": null
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} |