revert: Undo exit strategy optimization based on corrupted MFE data

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CRITICAL DATA BUG DISCOVERED (Dec 5, 2025):
Previous commits a67a338 and f65aae5 implemented optimizations based on
INCORRECT analysis of maxFavorableExcursion (MFE) data.

Problem: Old Trade records stored MFE in DOLLARS, not PERCENTAGES
- Appeared to show 20%+ average favorable movement
- Actually only 0.76% (long) and 1.20% (short) average movement
- 26× inflation of perceived performance due to unit mismatch

Incorrect Changes Reverted:
- ATR_MULTIPLIER_TP1: 1.5 → back to 2.0
- ATR_MULTIPLIER_TP2: 3.0 → back to 4.0
- ATR_MULTIPLIER_SL: 2.5 → back to 3.0
- TAKE_PROFIT_1_SIZE_PERCENT: 75 → back to 60
- LEVERAGE: 5 → back to 1
- Safety bounds restored to original values
- TRAILING_STOP_ATR_MULTIPLIER: back to 2.5

REAL FINDINGS (after data correction):
- TP1 orders ARE being placed (tp1OrderTx populated)
- TP1 prices NOT being reached (only 2/11 trades in sample)
- Recent trades (6 total): avg MFE 0.74%, only 2/6 reached TP1
- Problem is ENTRY QUALITY, not exit timing
- Quality 90+ signals barely move favorably before reversing

See Common Pitfall #54 - MFE data stored in mixed units
Need to filter by createdAt >= '2025-11-23' for accurate analysis

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This commit is contained in:

mindesbunister

2025-12-05 10:05:39 +01:00

parent f65aae5eb7

commit a15f17f489

3 changed files with 32 additions and 45 deletions

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