trading_bot_v4/n8n-stop-loss-analysis.json

{
  "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"
}