config: Change fixed SL from 2.8% to 2.6%

- config/trading.ts: stopLossPercent -2.8 → -2.6 (fallback SL)
- config/trading.ts: minSlPercent 2.8 → 2.6 (floor)
- config/trading.ts: maxSlPercent 2.8 → 2.6 (cap)
- moneyline_v11_2_strategy.pinescript: slPct default 2.8 → 2.6

Based on TradingView backtest data:
- SL 2.6%: 87.80% WR, +$766.21 P&L, PF 4.437
- Tighter SL preserves capital on losing trades

Did NOT implement dynamic breakeven (analysis showed -$50 P&L impact
when normalized to current $1,400 @ 7x leverage position size)
This commit is contained in:
mindesbunister
2026-01-12 13:09:47 +01:00
parent 3c76c9cd69
commit f6424c4d04
4 changed files with 405 additions and 6 deletions

View File

@@ -163,7 +163,7 @@ export const DEFAULT_TRADING_CONFIG: TradingConfig = {
},
// Risk parameters (LEGACY FALLBACK - used when ATR unavailable)
stopLossPercent: -2.8, // Fallback: -2.8% if no ATR
stopLossPercent: -2.6, // Fallback: -2.6% if no ATR
takeProfit1Percent: 1.45, // Fallback: +1.45% if no ATR
takeProfit2Percent: 1.8, // Fallback: +1.8% if no ATR
emergencyStopPercent: -2.0, // Emergency hard stop (always active)
@@ -177,8 +177,8 @@ export const DEFAULT_TRADING_CONFIG: TradingConfig = {
maxTp1Percent: 1.45, // Cap: Fixed at +1.45%
minTp2Percent: 1.0, // Floor: Never below +1.0%
maxTp2Percent: 3.0, // Cap: Never above +3.0%
minSlPercent: 2.8, // Floor: Never tighter than -2.8%
maxSlPercent: 2.8, // Cap: Fixed at -2.8%
minSlPercent: 2.6, // Floor: Never tighter than -2.6%
maxSlPercent: 2.6, // Cap: Fixed at -2.6%
// Dual Stop System
useDualStops: false, // Disabled by default