Files
trading_bot_v4/DIAGNOSTIC_RESULTS_SUMMARY.md
mindesbunister cc56b72df2 fix: Database-first cluster status detection + Stop button clarification
CRITICAL FIX (Nov 30, 2025):
- Dashboard showed 'idle' despite 22+ worker processes running
- Root cause: SSH-based worker detection timing out
- Solution: Check database for running chunks FIRST

Changes:
1. app/api/cluster/status/route.ts:
   - Query exploration database before SSH detection
   - If running chunks exist, mark workers 'active' even if SSH fails
   - Override worker status: 'offline' → 'active' when chunks running
   - Log: ' Cluster status: ACTIVE (database shows running chunks)'
   - Database is source of truth, SSH only for supplementary metrics

2. app/cluster/page.tsx:
   - Stop button ALREADY EXISTS (conditionally shown)
   - Shows Start when status='idle', Stop when status='active'
   - No code changes needed - fixed by status detection

Result:
- Dashboard now shows 'ACTIVE' with 2 workers (correct)
- Workers show 'active' status (was 'offline')
- Stop button automatically visible when cluster active
- System resilient to SSH timeouts/network issues

Verified:
- Container restarted: Nov 30 21:18 UTC
- API tested: Returns status='active', activeWorkers=2
- Logs confirm: Database-first logic working
- Workers confirmed running: 22+ processes on worker1, workers on worker2
2025-11-30 22:23:01 +01:00

3.9 KiB

V9 Diagnostic Results Summary

Date: November 29, 2025
Data: 95,617 5-minute bars (SOLUSDT, Jan-Nov 2024)

🚨 CRITICAL FINDINGS

1. BASELINE IS LOSING MONEY

  • Baseline PnL: -$1,532.30 (1,663 trades)
  • Win Rate: 0.6% (essentially all losses!)
  • This explains the "parameter insensitivity" - when strategy loses on EVERY trade, parameters don't matter much

2. momentum_min_adx Parameter BROKEN

momentum_min_adx=18.0: 1663 trades, $-1532.30 PnL
momentum_min_adx=21.0: 1663 trades, $-1532.30 PnL  ← IDENTICAL
momentum_min_adx=24.0: 1663 trades, $-1532.30 PnL  ← IDENTICAL
momentum_min_adx=27.0: 1663 trades, $-1532.30 PnL  ← IDENTICAL

Status: 🔴 NO EFFECT - Parameter is NOT being applied or is overridden

3. Other Parameters Show Minimal Effect

  • flip_threshold: 1662-1663 trades (0.1% variation), PnL: -$1,185 to -$1,532
  • cooldown_bars: 1660-1664 trades (0.2% variation), PnL: -$1,408 to -$1,859
  • ma_gap_threshold: 1662-1663 trades (0.1% variation), PnL: -$1,185 to -$1,532

Signal counts barely change - most parameters have almost zero effect on trade generation.

📊 Comparison to Sweep Results

Exhaustive Sweep (EPYC):

  • Best Result: $498.12 PnL, 568 trades, 61.09% WR
  • Configuration: Different from baseline

Diagnostic Test (Local):

  • Baseline: -$1,532.30 PnL, 1,663 trades, 0.6% WR
  • Best: -$1,514.75 PnL, 1,663 trades, 0.6% WR

🤔 Why The Discrepancy?

Hypothesis 1: Data Mismatch

  • EPYC used: Aug 1 - Nov 28, 2024 (34,273 candles - mentioned in DUAL_SWEEP_README.md)
  • Local used: Jan 1 - Nov 28, 2024 (95,617 candles - full year)
  • Impact: Different time periods = different market conditions = different results

Hypothesis 2: Configuration Mismatch

  • EPYC sweep might be using different TradeConfig settings
  • Position size, max bars per trade, or other simulator settings might differ

Hypothesis 3: Strategy Implementation Difference

  • Backtester simulate_money_line() might not match live v9 indicator
  • Parameters might not map correctly between TradingView and Python

🎯 Action Items

IMMEDIATE (Before Any Optimization):

  1. VERIFY DATA ALIGNMENT

    # Download exact same date range as EPYC
    python3 scripts/export_binance_ohlcv.py \
      --symbol SOLUSDT --interval 5m \
      --start 2024-08-01 --end 2024-11-28 \
      --output backtester/data/solusdt_5m_aug_nov.csv
    
    # Re-run diagnostics on matched dataset
    ./run_comprehensive_diagnostics.sh backtester/data/solusdt_5m_aug_nov.csv
    
  2. VERIFY SIMULATOR SETTINGS

    • Check if EPYC sweep uses different position_size or max_bars_per_trade
    • Compare TradeConfig between sweep script and diagnostic scripts
  3. FIX momentum_min_adx BUG

    • Investigate money_line_signals() to find why ADX parameter is ignored
    • This is likely why all sweep configs produced similar results
  4. FIX EXTREME BUGS

    • Fix load_csv() call in test_extreme_configs() (missing symbol/timeframe)
    • Fix SimulatedTrade.pnl attribute access in trade_analysis.py

AFTER VERIFICATION:

  1. If Data Mismatch Confirmed:

    • Use Aug-Nov 2024 dataset for all future analysis
    • Understand why Q1-Q3 2024 was so terrible (bear market?)
  2. If Simulator Bug Confirmed:

    • Fix Python backtester to match TradingView v9 exactly
    • Validate against known live trades
  3. Parameter Optimization:

    • Only optimize AFTER baseline is profitable on test data
    • No point optimizing if strategy loses money fundamentally

💡 Key Insight

You can't optimize a fundamentally losing strategy.

If v9 baseline loses $1,532 on full-year data but makes $498 on Aug-Nov subset, either:

  • A) Aug-Nov was a favorable period (cherry-picked results)
  • B) Jan-Jul market was unfavorable for momentum strategies (bear market)
  • C) Backtester doesn't match production v9 indicator

Must resolve this before any parameter tuning!