strategy comparison
target 1%
12:37:40.823
Object { drop_big: {…}, vol_drop: {…}, drop_medium: {…}, decline_end: {…}, drop_end: {…} }
​
decline_end: Object { orderCount: 57, pnl: -0.36 }
​
drop_big: Object { orderCount: 5, pnl: 0.05 }
​
drop_end: Object { orderCount: 1, pnl: 0.10 }
​
drop_medium: Object { orderCount: 28, pnl: -1.21 }
​
vol_drop: Object { orderCount: 2, pnl: 0.13 }









​drop_medium threshold 0.8 yaptım, drop_big priority 1 yaptım
13:41:43.256
Object { drop_end: {…}, vol_drop: {…}, drop_big: {…}, decline_end: {…} }
​
decline_end: Object { orderCount: 76, pnl: 0.2 }
​
drop_big: Object { orderCount: 15, pnl: -0.23 }
​
drop_end: Object { orderCount: 6, pnl: 0.54 }
​
vol_drop: Object { orderCount: 2, pnl: 0.22 }






drop_big priority 2, threshold 1.5 yaptım. decline_end'e 0.1 threshold verdim
​14:52:37.976
Object { decline_end: {…}, vol_drop: {…}, drop_big: {…}, drop_end: {…} }
​
decline_end: Object { orderCount: 59, pnl: 0.06 }
​
drop_big: Object { orderCount: 10, pnl: -0.34 }
​
drop_end: Object { orderCount: 11, pnl: 0.54 }
​
vol_drop: Object { orderCount: 2, pnl: 0.2 }




decline_end e 0.05 threshold verdim. drop_big 75 minutes, 3 elemanlı yaptım
15:22:09.823
Object { decline_end: {…}, vol_drop: {…}, drop_big: {…}, drop_end: {…} }
​
decline_end: Object { orderCount: 70, pnl: 1.54 }
​
drop_big: Object { orderCount: 4, pnl: 0.28 }
​
drop_end: Object { orderCount: 12, pnl: 0.01 }
​
vol_drop: Object { orderCount: 2, pnl: 0.23 }
​





- üstteki abortları kaldırdım
15:48:02.461
Object { decline_end: {…}, vol_drop: {…}, drop_end: {…}, drop_big: {…} }
​
decline_end: Object { orderCount: 70, pnl: 2.14 }
​
drop_big: Object { orderCount: 3, pnl: -0.07 }
​
drop_end: Object { orderCount: 12, pnl: -0.37 }
​
vol_drop: Object { orderCount: 2, pnl: 0.22 }
​



- bearish_day abortu açık sadece
16:12:26.026
Object { decline_end: {…}, drop_big: {…}, vol_drop: {…}, drop_end: {…} }
​
decline_end: Object { orderCount: 77, pnl: 1.73 }
​
drop_big: Object { orderCount: 4, pnl: 0.04 }
​
drop_end: Object { orderCount: 12, pnl: -0.37 }
​
vol_drop: Object { orderCount: 2, pnl: 0.24 }
​



- bearish yine kapalı, önceki haline getirdim
16:35:49.999
Object { drop_end: {…}, drop_big: {…}, vol_drop: {…}, decline_end: {…} }
​
decline_end: Object { orderCount: 69, pnl: 1.51 }
​
drop_big: Object { orderCount: 5, pnl: 0.18 }
​
drop_end: Object { orderCount: 14, pnl: -0.13 }
​
vol_drop: Object { orderCount: 2, pnl: 0.21 }




- target 1.2%
16:57:52.353
Object { decline_end: {…}, vol_drop: {…}, drop_big: {…}, drop_end: {…} }
​
decline_end: Object { orderCount: 66, pnl: 0.17 }
​
drop_big: Object { orderCount: 5, pnl: 0.43 }
​
drop_end: Object { orderCount: 13, pnl: -0.46 }
​
vol_drop: Object { orderCount: 2, pnl: 0.22 }
​



- target 1.2%, timeout:120
17:25:06.868
Object { vol_drop: {…}, decline_end: {…}, drop_end: {…}, drop_big: {…} }
​
decline_end: Object { orderCount: 102, pnl: -0.89 }
​
drop_big: Object { orderCount: 6, pnl: 0.24 }
​
drop_end: Object { orderCount: 16, pnl: 0.32 }
​
vol_drop: Object { orderCount: 2, pnl: 0.26 }
​

- target 0.8%, timeout:120
17:48:14.873
Object { vol_drop: {…}, decline_end: {…}, drop_big: {…}, drop_end: {…} }
​
decline_end: Object { orderCount: 96, pnl: -0.05 }
​
drop_big: Object { orderCount: 4, pnl: 0.29 }
​
drop_end: Object { orderCount: 14, pnl: -0.16 }
​
vol_drop: Object { orderCount: 2, pnl: 0.19 }
​




- target 1%, timeout:360
18:09:54.210
Object { vol_drop: {…}, drop_end: {…}, drop_big: {…}, rocket_launch: {…}, decline_end: {…} }
​
decline_end: Object { orderCount: 52, pnl: -0.18 }
​
drop_big: Object { orderCount: 6, pnl: 0.41 }
​
drop_end: Object { orderCount: 13, pnl: -0.07 }
​
rocket_launch: Object { orderCount: 1, pnl: 0.14 }
​
vol_drop: Object { orderCount: 1, pnl: 0.12 }




- target 1%, timeout:240, 80dk çalıştı
19:43:12.938
Object { vol_drop: {…}, rocket_launch: {…}, decline_end: {…}, drop_big: {…}, drop_end: {…} }
​
decline_end: Object { orderCount: 288, pnl: 3.26 }
​
drop_big: Object { orderCount: 6, pnl: -0.3 }
​
drop_end: Object { orderCount: 31, pnl: -0.24 }
​
rocket_launch: Object { orderCount: 1, pnl: 0.14 }
​
vol_drop: Object { orderCount: 1, pnl: 0.1 }
​



- target:1%, sadece decline_end ve drop_end var
20:37:20.281
Object { decline_end: {…}, rocket_launch: {…}, vol_drop: {…}, drop_end: {…} }
​
decline_end: Object { orderCount: 149, pnl: 4.26 }
​
drop_end: Object { orderCount: 40, pnl: -0.31 }
​
rocket_launch: Object { orderCount: 1, pnl: -0.08 }
​
vol_drop: Object { orderCount: 1, pnl: -0.08 }
​




- target:1%, sadece decline_end var, total pnl ve duration ekledim totals'e
21:26:33.491
Object { totalPnL: 0.21, decline_end: {…}, duration: "73.6 hours" }
​
decline_end: Object { orderCount: 75, pnl: 0.21 }
​
duration: "73.6 hours"
​
totalPnL: 0.21
​

- rocket_launch ve vol_drop var
21:51:36.150
Object { totalPnL: 0.13, decline_end: {…}, vol_drop: {…}, rocket_launch: {…}, duration: "73.2 hours" }
​
decline_end: Object { orderCount: 73, pnl: 0.13 }
​
duration: "73.2 hours"
​
rocket_launch: Object { orderCount: 1, pnl: 0.01 }
​
totalPnL: 0.13
​
vol_drop: Object { orderCount: 1, pnl: 0.09 }


- değişiklik yapmadım, 45dk çalıştı
22:38:39.998
Object { totalPnL: 5.19, decline_end: {…}, duration: "175.2 hours", vol_drop: {…}, rocket_launch: {…} }
​
decline_end: Object { orderCount: 168, pnl: 5.19 }
​
duration: "175.2 hours"
​
rocket_launch: Object { orderCount: 1, pnl: 0.02 }
​
totalPnL: 5.19
​
vol_drop: Object { orderCount: 1, pnl: 0.1 }


- drop_big ve drop_medium ekledim, offset sistemi kodunu ekledim
23:25:35.610
Object { totalPnL: -1.4, decline_end: {…}, duration: "128.9 hours", rocket_launch: {…}, vol_drop: {…}, drop_big_end: {…} }
​
decline_end: Object { orderCount: 67, pnl: 0.27 }
​
drop_big_end: Object { orderCount: 228, pnl: -1.63 }
​
duration: "129.5 hours"
​
rocket_launch: Object { orderCount: 1, pnl: 0 }
​
totalPnL: -1.31
​
vol_drop: Object { orderCount: 1, pnl: -0.01 }
​




- climbing abort koydum
23:31:21.749
Object { totalPnL: -0.04, decline_end: {…}, duration: "11.8 hours", rocket_launch: {…}, vol_drop: {…}, drop_big_end: {…} }
​
decline_end: Object { orderCount: 12, pnl: 0.62 }
​
drop_big_end: Object { orderCount: 14, pnl: -0.72 }
​
duration: "11.8 hours"
​
rocket_launch: Object { orderCount: 1, pnl: 0.02 }
​
totalPnL: -0.04
​
vol_drop: Object { orderCount: 1, pnl: -0 }
​




-climbing'i çıkardım
23:35:15.871
Object { totalPnL: -0.27, decline_end: {…}, vol_drop: {…}, duration: "11.8 hours", rocket_launch: {…}, drop_big_end: {…} }
​
decline_end: Object { orderCount: 13, pnl: 0.48 }
​
drop_big_end: Object { orderCount: 13, pnl: -0.81 }
​
duration: "11.8 hours"
​
rocket_launch: Object { orderCount: 1, pnl: -0 }
​
totalPnL: -0.27
​
vol_drop: Object { orderCount: 1, pnl: 0.09 }


- sadece climbing ve decline_end duruyor
23:42:42.965
Object { totalPnL: 0.01, decline_end: {…}, rocket_launch: {…}, vol_drop: {…}, duration: "11.8 hours" }
​
decline_end: Object { orderCount: 18, pnl: -0.22 }
​
duration: "12.2 hours"
​
rocket_launch: Object { orderCount: 1, pnl: -0 }
​
totalPnL: -0.22
​
vol_drop: Object { orderCount: 1, pnl: -0.01 }
​

- decline_end minutes:360 yaptım
23:50:28.203
Object { totalPnL: 0.11, decline_end: {…}, rocket_launch: {…}, vol_drop: {…}, duration: "12.3 hours" }
​
decline_end: Object { orderCount: 16, pnl: 0.11 }
​
duration: "12.3 hours"
​
rocket_launch: Object { orderCount: 1, pnl: -0.01 }
​
totalPnL: 0.11
​
vol_drop: Object { orderCount: 1, pnl: -0.02 }
​





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