fix: V5.2 TP/SL parameters - wider stops for better risk/reward

V5.2: SL=3.0×ATR, TP1=2.0×ATR, TP2=4.5×ATR
V5.1: SL=2.0×ATR, TP1=1.5×ATR, TP2=3.0×ATR (unchanged)

Expected improvement: win/loss ratio 0.72→0.84, breakeven winrate 58%→54%
This commit is contained in:
root 2026-03-01 23:06:29 +00:00
parent 87f19cb7d8
commit 58c72b4d90
3 changed files with 28 additions and 3 deletions

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@ -0,0 +1,13 @@
module.exports = {
apps: [{
name: "arb-dev-signal",
script: "signal_engine.py",
interpreter: "python3",
cwd: "/root/Projects/arbitrage-engine/backend",
env: {
PG_HOST: "34.85.117.248",
CLOUD_PG_HOST: "34.85.117.248",
CLOUD_PG_ENABLED: "true"
}
}]
};

12
backend/paper_config.json Normal file
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{
"enabled": true,
"enabled_strategies": ["v52_8signals"],
"initial_balance": 10000,
"risk_per_trade": 0.02,
"max_positions": 4,
"tier_multiplier": {
"light": 0.5,
"standard": 1.0,
"heavy": 1.5
}
}

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@ -11,9 +11,9 @@
}, },
"accel_bonus": 5, "accel_bonus": 5,
"tp_sl": { "tp_sl": {
"sl_multiplier": 2.0, "sl_multiplier": 3.0,
"tp1_multiplier": 1.5, "tp1_multiplier": 2.0,
"tp2_multiplier": 3.0 "tp2_multiplier": 4.5
}, },
"signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium", "funding_rate", "liquidation"] "signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium", "funding_rate", "liquidation"]
} }