| Bid Px | Size |
|---|
| Ask Px | Size |
|---|
{
"directions": [
"LONG",
"SHORT"
],
"reg_lookback": 30,
"reg_br_pct": 0.003,
"reg_hold": 20,
"reg_range_short": 10,
"reg_range_long": 120,
"reg_range_ratio": 1.1,
"reg_vol_window": 60,
"reg_vol_rank_window": 240,
"reg_vol_rank_lo": 0.3,
"reg_vol_rank_hi": 0.9,
"take_profit_pct": 0.01,
"stop_loss_pct": 0.005,
"max_position_pct": 0.04,
"max_positions": 1
}| Strategy | Side | Entry | Exit | P&L | Reason |
|---|---|---|---|---|---|
| breakout | LONG | 0.116612 | 0.114690 | $-0.4948 | manual_fix_stale_v2 |
| breakout | LONG | 0.115712 | 0.115668 | $-0.0112 | hold_breakout |
| breakout | LONG | 0.115572 | 0.115198 | $-0.0969 | hold_breakout |
| breakout | LONG | 0.115122 | 0.115328 | $+0.0540 | hold_breakout |
| breakout | LONG | 0.114391 | 0.114429 | $+0.0097 | hold_breakout |
| breakout | LONG | 0.113701 | 0.113509 | $-0.0509 | hold_breakout |
| breakout | LONG | 0.113451 | 0.113139 | $-0.0828 | hold_breakout |
| breakout | SHORT | 0.113091 | 0.113109 | $-0.0046 | hold_breakout |
| breakout | SHORT | 0.113701 | 0.113449 | $+0.0667 | hold_breakout |
| breakout | SHORT | 0.113921 | 0.113919 | $+0.0007 | hold_breakout |
| breakout | SHORT | 0.114051 | 0.113959 | $+0.0244 | hold_breakout |
| breakout | LONG | 0.115012 | 0.114469 | $-0.1418 | hold_breakout |
| breakout | LONG | 0.114661 | 0.114759 | $+0.0254 | hold_breakout |
| breakout | SHORT | 0.114471 | 0.114439 | $+0.0086 | hold_breakout |
| breakout | LONG | 0.115142 | 0.114959 | $-0.0477 | hold_breakout |