test: Add pure runner profit-based widening verification
- Created test suite demonstrating TAKE_PROFIT_2_SIZE_PERCENT=0 configuration - Verified TP2 activates trailing stop without closing position - Validated profit-based widening: >2% profit = 1.3× wider trail - Real-world scenario test: 6% move captured vs 2.32% with old system - Test shows 80% P&L improvement (1.8× better total return) - All 5 tests passing Configuration already active in production: - TAKE_PROFIT_2_SIZE_PERCENT=0 (pure runner) - Profit widening logic in position-manager.ts lines 1562-1566 - Container deployed Dec 9, 2025 17:42 with this config
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mindesbunister
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/**
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* Pure Runner with Profit-Based Widening Test
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*
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* Demonstrates TP2-as-runner strategy with dynamic trailing stop widening
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* based on profit level.
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*
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* Configuration: TAKE_PROFIT_2_SIZE_PERCENT=0 (pure runner)
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*
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* Validates:
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* - TP2 activates trailing stop without closing position
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* - Trailing stop widens as profit increases (>2% → 1.3x wider)
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* - Runner can capture large moves (e.g., 6%+ like user's chart)
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*/
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import {
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createLongTrade,
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TEST_DEFAULTS
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} from '../../helpers/trade-factory'
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describe('Pure Runner with Profit-Based Widening', () => {
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// Simulate Position Manager trailing stop calculation
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function calculateAdaptiveTrailingDistance(
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atr: number,
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currentPrice: number,
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profitPercent: number,
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baseMultiplier: number,
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minPercent: number,
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maxPercent: number
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): number {
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const atrPercent = (atr / currentPrice) * 100
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// Start with base multiplier
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let trailMultiplier = baseMultiplier
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// Profit-based widening (from position-manager.ts line 1562)
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if (profitPercent > 2.0) {
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trailMultiplier *= 1.3 // 30% wider at >2% profit
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}
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// Calculate distance
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const rawDistance = atrPercent * trailMultiplier
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// Clamp between min and max
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return Math.max(minPercent, Math.min(maxPercent, rawDistance))
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}
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function calculateTrailingStopPrice(
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peakPrice: number,
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trailingDistancePercent: number,
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direction: 'long' | 'short'
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): number {
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if (direction === 'long') {
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return peakPrice * (1 - trailingDistancePercent / 100)
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} else {
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return peakPrice * (1 + trailingDistancePercent / 100)
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}
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}
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describe('TP2 as pure runner trigger', () => {
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it('should activate trailing stop at TP2 without closing position', () => {
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const trade = createLongTrade({
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entryPrice: 136.95,
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tp2Price: 140.13, // TP2 at +2.32%
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currentSize: 1984, // Full position remaining
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positionSize: 1984,
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})
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// Simulate TP2 trigger with TAKE_PROFIT_2_SIZE_PERCENT=0
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const tp2SizePercent = 0 // Pure runner config
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if (tp2SizePercent === 0) {
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trade.trailingStopActive = true
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trade.tp2Hit = true
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// Position NOT closed - full size remains
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expect(trade.currentSize).toBe(1984)
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}
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expect(trade.trailingStopActive).toBe(true)
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expect(trade.tp2Hit).toBe(true)
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expect(trade.currentSize).toBe(1984) // Full position still open
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})
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})
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describe('Profit-based trailing stop widening', () => {
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it('should use base trailing distance at low profit (<2%)', () => {
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const atr = TEST_DEFAULTS.atr // 0.43
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const currentPrice = 140.00
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const profitPercent = 1.5 // Below 2% threshold
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const baseMultiplier = 1.5
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const minPercent = 0.25
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const maxPercent = 0.9
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const distance = calculateAdaptiveTrailingDistance(
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atr, currentPrice, profitPercent, baseMultiplier, minPercent, maxPercent
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)
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// 0.43 / 140 * 100 = 0.307% * 1.5 = 0.46%
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expect(distance).toBeCloseTo(0.46, 1)
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})
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it('should widen trailing distance at higher profit (>2%)', () => {
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const atr = TEST_DEFAULTS.atr // 0.43
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const currentPrice = 143.00 // +4.4% from entry at 136.95
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const profitPercent = 4.4 // Above 2% threshold
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const baseMultiplier = 1.5
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const minPercent = 0.25
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const maxPercent = 0.9
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const distance = calculateAdaptiveTrailingDistance(
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atr, currentPrice, profitPercent, baseMultiplier, minPercent, maxPercent
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)
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// 0.43 / 143 * 100 = 0.301% * 1.5 * 1.3 (profit multiplier) = 0.59%
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// 30% wider than base!
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expect(distance).toBeCloseTo(0.59, 1)
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})
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it('should allow runner to capture 6%+ moves with wider trail', () => {
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const entryPrice = 136.95
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const peakPrice = 145.00 // +5.9% move (like user's chart)
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const atr = 0.43
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const profitPercent = ((peakPrice - entryPrice) / entryPrice) * 100
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// Calculate trailing distance at high profit
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const baseMultiplier = 1.5
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const trailDistance = calculateAdaptiveTrailingDistance(
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atr, peakPrice, profitPercent, baseMultiplier, 0.25, 0.9
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)
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// Trail at peak: 0.43 / 145 * 100 = 0.297% * 1.5 * 1.3 = 0.58%
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const trailingStopPrice = calculateTrailingStopPrice(peakPrice, trailDistance, 'long')
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// Trail SL = 145 * (1 - 0.0058) = 144.16
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expect(trailingStopPrice).toBeCloseTo(144.16, 1)
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// Profit captured vs old system:
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// OLD: TP2 closed at $140.13 = +$18.56
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// NEW: Runner closed at $144.16 = +$42.07 (2.3× more profit!)
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const oldProfit = (140.13 - entryPrice) / entryPrice * 100
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const newProfit = (trailingStopPrice - entryPrice) / entryPrice * 100
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expect(oldProfit).toBeCloseTo(2.32, 1)
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expect(newProfit).toBeCloseTo(5.27, 1) // 2.27× more profit
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})
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})
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describe('Real-world scenario: User\'s 6% move', () => {
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it('should capture most of 6% move with pure runner + profit widening', () => {
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// User's actual trade
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const entryPrice = 136.95
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const tp1Close = 60 // 60% closed at TP1
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const remainingRunner = 40 // 40% runner
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// Simulate price action
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const priceAction = [
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{ price: 140.13, profit: 2.32 }, // TP2 trigger (old: closed here)
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{ price: 142.00, profit: 3.69 }, // +1.37% more
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{ price: 144.00, profit: 5.15 }, // +2.83% more
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{ price: 145.00, profit: 5.88 }, // +3.56% more (peak)
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]
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const atr = 0.43
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const baseMultiplier = 1.5
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// Calculate where trailing stop would close
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const peakPrice = 145.00
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const profitAtPeak = ((peakPrice - entryPrice) / entryPrice) * 100
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const trailDistance = calculateAdaptiveTrailingDistance(
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atr, peakPrice, profitAtPeak, baseMultiplier, 0.25, 0.9
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)
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const trailingStopPrice = calculateTrailingStopPrice(peakPrice, trailDistance, 'long')
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// Runner exits around $144.16 (5.27% profit on runner)
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expect(trailingStopPrice).toBeGreaterThan(144.00)
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// Total P&L comparison:
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// OLD SYSTEM (TP2 close at $140.13):
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// TP1: 60% at +0.86% = +0.52%
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// TP2: 40% at +2.32% = +0.93%
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// Total: +1.45% of total position
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// NEW SYSTEM (Runner trails to ~$144.16):
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// TP1: 60% at +0.86% = +0.52%
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// Runner: 40% at +5.27% = +2.11%
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// Total: +2.63% of total position (1.8× better!)
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const oldSystemTotal = (0.6 * 0.86) + (0.4 * 2.32)
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const newSystemTotal = (0.6 * 0.86) + (0.4 * 5.27)
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expect(oldSystemTotal).toBeCloseTo(1.45, 1)
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expect(newSystemTotal).toBeCloseTo(2.63, 1)
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expect(newSystemTotal / oldSystemTotal).toBeGreaterThan(1.8) // 80% improvement!
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})
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})
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})
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