| Bid Px | Size |
|---|
| Ask Px | Size |
|---|
{
"directions": [
"LONG",
"SHORT"
],
"mp_threshold": 1.0,
"mp_obi_threshold": 0.3,
"mp_obi_levels": 10,
"mp_hold": 10,
"mp_tp_pct": 0.004,
"mp_sl_pct": 0.002,
"atr_filter_min": 0.1,
"atr_filter_max": 0.9,
"max_position_pct": 0.04,
"max_positions": 1
}| Strategy | Side | Entry | Exit | P&L | Reason |
|---|---|---|---|---|---|
| breakout | SHORT | 90.209020 | 90.440955 | $-0.1287 | hold_breakout |
| momentum_cont | SHORT | 94.489448 | 93.760623 | $+0.3857 | hold_momentum_cont |