Phase 3: TP/SL Optimization Analytics API
- Created /api/analytics/tp-sl-optimization endpoint - Analyzes historical trades using MAE/MFE data - Calculates optimal TP1/TP2/SL levels based on percentiles - Provides win rate, profit factor, and hit rate analysis - Shows money left on table (MFE - realized P&L) - Projects impact of optimal levels on future performance Analytics calculated: - MAE analysis: avg, median, percentiles, worst - MFE analysis: avg, median, percentiles, best - Current level performance: TP1/TP2/SL hit rates - Optimal recommendations: TP1=50% of avg MFE, TP2=80%, SL=70% of avg MAE - Projected improvements: win rate change, profit factor, total P&L Requires 10+ closed trades with MAE/MFE data to generate recommendations Test script: scripts/test-analytics.sh Next: Phase 4 (visual dashboard) or wait for trades with MAE/MFE data
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scripts/test-analytics.sh
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scripts/test-analytics.sh
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#!/bin/bash
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# Test TP/SL Optimization Analytics Endpoint
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# Usage: ./scripts/test-analytics.sh
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echo "🔍 Testing TP/SL Optimization Analytics..."
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echo ""
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RESPONSE=$(curl -s http://localhost:3001/api/analytics/tp-sl-optimization)
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# Pretty print JSON response
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echo "$RESPONSE" | jq '.' || echo "$RESPONSE"
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echo ""
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echo "✅ Test complete"
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