{ "name": "Stop Loss Analysis - Which Stops Get Hit", "nodes": [ { "parameters": {}, "id": "1a2b3c4d-5e6f-7a8b-9c0d-1e2f3a4b5c6d", "name": "Manual Trigger", "type": "n8n-nodes-base.manualTrigger", "typeVersion": 1, "position": [240, 300] }, { "parameters": { "operation": "executeQuery", "query": "-- Exit reason breakdown\nSELECT \n \"exitReason\",\n COUNT(*) as count,\n ROUND(COUNT(*)::numeric / (SELECT COUNT(*) FROM \"Trade\" WHERE status = 'closed' AND \"isTestTrade\" = false) * 100, 2) as percentage,\n ROUND(AVG(\"realizedPnL\")::numeric, 4) as avg_pnl,\n ROUND(SUM(\"realizedPnL\")::numeric, 2) as total_pnl,\n ROUND(AVG(\"holdTimeSeconds\")::numeric / 60, 1) as avg_hold_minutes\nFROM \"Trade\"\nWHERE status = 'closed'\n AND \"isTestTrade\" = false\n AND \"entryTime\" >= NOW() - INTERVAL '30 days'\nGROUP BY \"exitReason\"\nORDER BY count DESC;" }, "id": "2b3c4d5e-6f7a-8b9c-0d1e-2f3a4b5c6d7e", "name": "Query Exit Reasons", "type": "n8n-nodes-base.postgres", "typeVersion": 2.4, "position": [460, 300], "credentials": { "postgres": { "id": "1", "name": "Trading Bot Database" } } }, { "parameters": { "operation": "executeQuery", "query": "-- Stop loss effectiveness by distance\nSELECT \n CASE \n WHEN ABS((\"stopLossPrice\" - \"entryPrice\") / \"entryPrice\" * 100) < 0.5 THEN 'Very Tight (< 0.5%)'\n WHEN ABS((\"stopLossPrice\" - \"entryPrice\") / \"entryPrice\" * 100) < 1.0 THEN 'Tight (0.5-1%)'\n WHEN ABS((\"stopLossPrice\" - \"entryPrice\") / \"entryPrice\" * 100) < 1.5 THEN 'Normal (1-1.5%)'\n WHEN ABS((\"stopLossPrice\" - \"entryPrice\") / \"entryPrice\" * 100) < 2.0 THEN 'Wide (1.5-2%)'\n ELSE 'Very Wide (> 2%)'\n END as sl_distance,\n COUNT(*) as total_trades,\n COUNT(CASE WHEN \"exitReason\" LIKE '%stop%' THEN 1 END) as stopped_out,\n ROUND(COUNT(CASE WHEN \"exitReason\" LIKE '%stop%' THEN 1 END)::numeric / NULLIF(COUNT(*), 0) * 100, 2) as stop_hit_rate,\n ROUND(AVG(\"realizedPnL\")::numeric, 4) as avg_pnl\nFROM \"Trade\"\nWHERE status = 'closed'\n AND \"isTestTrade\" = false\n AND \"stopLossPrice\" IS NOT NULL\n AND \"entryPrice\" > 0\n AND \"entryTime\" >= NOW() - INTERVAL '30 days'\nGROUP BY \n CASE \n WHEN ABS((\"stopLossPrice\" - \"entryPrice\") / \"entryPrice\" * 100) < 0.5 THEN 'Very Tight (< 0.5%)'\n WHEN ABS((\"stopLossPrice\" - \"entryPrice\") / \"entryPrice\" * 100) < 1.0 THEN 'Tight (0.5-1%)'\n WHEN ABS((\"stopLossPrice\" - \"entryPrice\") / \"entryPrice\" * 100) < 1.5 THEN 'Normal (1-1.5%)'\n WHEN ABS((\"stopLossPrice\" - \"entryPrice\") / \"entryPrice\" * 100) < 2.0 THEN 'Wide (1.5-2%)'\n ELSE 'Very Wide (> 2%)'\n END\nORDER BY \n CASE \n WHEN sl_distance = 'Very Tight (< 0.5%)' THEN 1\n WHEN sl_distance = 'Tight (0.5-1%)' THEN 2\n WHEN sl_distance = 'Normal (1-1.5%)' THEN 3\n WHEN sl_distance = 'Wide (1.5-2%)' THEN 4\n ELSE 5\n END;" }, "id": "3c4d5e6f-7a8b-9c0d-1e2f-3a4b5c6d7e8f", "name": "Query Stop Distance Analysis", "type": "n8n-nodes-base.postgres", "typeVersion": 2.4, "position": [460, 500], "credentials": { "postgres": { "id": "1", "name": "Trading Bot Database" } } }, { "parameters": { "operation": "executeQuery", "query": "-- Trades that got stopped out vs those that hit targets\nSELECT \n direction,\n symbol,\n COUNT(CASE WHEN \"exitReason\" LIKE '%stop%' THEN 1 END) as stopped_out,\n COUNT(CASE WHEN \"exitReason\" LIKE '%target%' OR \"exitReason\" LIKE '%TP%' THEN 1 END) as hit_targets,\n COUNT(CASE WHEN \"exitReason\" LIKE '%manual%' THEN 1 END) as manual_exits,\n ROUND(AVG(CASE WHEN \"exitReason\" LIKE '%stop%' THEN \"realizedPnL\" END)::numeric, 4) as avg_stop_loss,\n ROUND(AVG(CASE WHEN \"exitReason\" LIKE '%target%' OR \"exitReason\" LIKE '%TP%' THEN \"realizedPnL\" END)::numeric, 4) as avg_target_win\nFROM \"Trade\"\nWHERE status = 'closed'\n AND \"isTestTrade\" = false\n AND \"entryTime\" >= NOW() - INTERVAL '30 days'\nGROUP BY direction, symbol\nORDER BY stopped_out DESC;" }, "id": "4d5e6f7a-8b9c-0d1e-2f3a-4b5c6d7e8f9a", "name": "Query Stop vs Target by Symbol", "type": "n8n-nodes-base.postgres", "typeVersion": 2.4, "position": [460, 700], "credentials": { "postgres": { "id": "1", "name": "Trading Bot Database" } } }, { "parameters": { "jsCode": "const exitReasons = $('Query Exit Reasons').all().map(item => item.json);\nconst stopDistances = $('Query Stop Distance Analysis').all().map(item => item.json);\nconst symbolBreakdown = $('Query Stop vs Target by Symbol').all().map(item => item.json);\n\n// Calculate stop loss hit rate\nconst stopLossExits = exitReasons.filter(r => r.exitReason && r.exitReason.toLowerCase().includes('stop'));\nconst totalStopLosses = stopLossExits.reduce((sum, r) => sum + parseInt(r.count), 0);\nconst totalTrades = exitReasons.reduce((sum, r) => sum + parseInt(r.count), 0);\nconst stopHitRate = totalTrades > 0 ? (totalStopLosses / totalTrades * 100).toFixed(2) : 0;\n\n// Find optimal stop distance\nconst sortedByPnL = [...stopDistances].sort((a, b) => parseFloat(b.avg_pnl) - parseFloat(a.avg_pnl));\nconst optimalDistance = sortedByPnL[0];\nconst worstDistance = sortedByPnL[sortedByPnL.length - 1];\n\n// Calculate profit factor (avg win / avg loss)\nconst avgStopLoss = exitReasons\n .filter(r => r.exitReason && r.exitReason.toLowerCase().includes('stop'))\n .reduce((sum, r) => sum + parseFloat(r.avg_pnl) * parseInt(r.count), 0) / totalStopLosses;\n\nconst targetExits = exitReasons.filter(r => \n r.exitReason && (r.exitReason.toLowerCase().includes('target') || r.exitReason.toLowerCase().includes('tp'))\n);\nconst totalTargets = targetExits.reduce((sum, r) => sum + parseInt(r.count), 0);\nconst avgTarget = targetExits.reduce((sum, r) => sum + parseFloat(r.avg_pnl) * parseInt(r.count), 0) / totalTargets;\n\nconst insights = {\n summary: {\n stopHitRate: `${stopHitRate}%`,\n totalStopLosses,\n avgStopLoss: `$${avgStopLoss.toFixed(4)}`,\n avgTargetWin: `$${avgTarget.toFixed(4)}`,\n profitFactor: avgStopLoss !== 0 ? (Math.abs(avgTarget / avgStopLoss)).toFixed(2) : 'N/A'\n },\n optimalStopDistance: {\n distance: optimalDistance?.sl_distance || 'N/A',\n avgPnL: optimalDistance ? `$${optimalDistance.avg_pnl}` : 'N/A',\n stopHitRate: optimalDistance ? `${optimalDistance.stop_hit_rate}%` : 'N/A',\n recommendation: optimalDistance ? `Use ${optimalDistance.sl_distance} stop losses` : 'Need more data'\n },\n worstStopDistance: {\n distance: worstDistance?.sl_distance || 'N/A',\n avgPnL: worstDistance ? `$${worstDistance.avg_pnl}` : 'N/A',\n stopHitRate: worstDistance ? `${worstDistance.stop_hit_rate}%` : 'N/A'\n },\n recommendations: [\n stopHitRate > 50 ? '⚠️ High stop hit rate - consider wider stops or better entries' : '✅ Stop hit rate is acceptable',\n optimalDistance && worstDistance ? `💡 ${optimalDistance.sl_distance} performs ${((parseFloat(optimalDistance.avg_pnl) - parseFloat(worstDistance.avg_pnl)) / Math.abs(parseFloat(worstDistance.avg_pnl)) * 100).toFixed(1)}% better than ${worstDistance.sl_distance}` : '',\n Math.abs(avgStopLoss) > Math.abs(avgTarget) ? '⚠️ Average losses exceed average wins - adjust risk/reward' : '✅ Risk/reward ratio is positive'\n ].filter(Boolean),\n rawData: {\n exitReasons,\n stopDistances,\n symbolBreakdown\n }\n};\n\nreturn [{ json: insights }];" }, "id": "5e6f7a8b-9c0d-1e2f-3a4b-5c6d7e8f9a0b", "name": "Analyze Stop Effectiveness", "type": "n8n-nodes-base.code", "typeVersion": 2, "position": [680, 300] } ], "connections": { "Manual Trigger": { "main": [ [ { "node": "Query Exit Reasons", "type": "main", "index": 0 }, { "node": "Query Stop Distance Analysis", "type": "main", "index": 0 }, { "node": "Query Stop vs Target by Symbol", "type": "main", "index": 0 } ] ] }, "Query Exit Reasons": { "main": [ [ { "node": "Analyze Stop Effectiveness", "type": "main", "index": 0 } ] ] }, "Query Stop Distance Analysis": { "main": [ [ { "node": "Analyze Stop Effectiveness", "type": "main", "index": 0 } ] ] }, "Query Stop vs Target by Symbol": { "main": [ [ { "node": "Analyze Stop Effectiveness", "type": "main", "index": 0 } ] ] } }, "pinData": {}, "settings": { "executionOrder": "v1" }, "staticData": null, "tags": [], "triggerCount": 0, "updatedAt": "2025-10-27T00:00:00.000Z", "versionId": "1" }