arbitrage-engine/backend/strategies/v52_8signals.json
root 58c72b4d90 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%
2026-03-01 23:06:29 +00:00

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{
"name": "v52_8signals",
"version": "5.2",
"threshold": 75,
"weights": {
"direction": 40,
"crowding": 25,
"environment": 15,
"confirmation": 20,
"auxiliary": 5
},
"accel_bonus": 5,
"tp_sl": {
"sl_multiplier": 3.0,
"tp1_multiplier": 2.0,
"tp2_multiplier": 4.5
},
"signals": ["cvd", "p99", "accel", "ls_ratio", "oi", "coinbase_premium", "funding_rate", "liquidation"]
}