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2026-04-10

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2026-04-10 — 5pm trading report (paper)

1) P&L + risk

  • Start cash (OKX paper): n/a (historical positions existed before this reporting window)
  • End cash (OKX paper): $8761.73
  • Realized PnL (today, engine state): $89.77
  • Exposure vs cap: $1415 / $2000
  • Open positions: 22

2) Trades list (proof)

Source: logs/okx_trades.md (latest window)

Recent exits (examples):

  • 2026-04-10T22:34:37Z EXIT MON-USDT-SWAP long pnlUsd +$41.84 reason tp_0.6% tradeId 562c68094bbf:MON-USDT-SWAP:1775014218665
  • 2026-04-10T22:34:37Z EXIT GPS-USDT-SWAP long pnlUsd -$10.33 reason stop_0.4% tradeId 415855192c73:GPS-USDT-SWAP:1775015119590
  • 2026-04-10T22:56:22Z EXIT SPACE-USDT-SWAP short pnlUsd +$0.61 reason tp_0.6% tradeId 219e1d4286e1:SPACE-USDT-SWAP:1775860558693

Open positions exist (latest entries are recorded in the same log with ENTRY lines + tradeId).

3) What worked vs didn’t (measured)

Window stats (last ~200 log lines parsed):

  • Exits: 96
  • Win rate: 47.9%
  • Avg win: +$3.21
  • Avg loss: -$1.10
  • Biggest winner: +$41.84 (MON-USDT-SWAP, tp_0.6%)
  • Biggest loser: -$10.33 (GPS-USDT-SWAP, stop_0.4%)

4) Learning log

What changed today

  • Tuned OKX paper parameters to reduce churn and improve expectancy:
    • maxEntriesPerRun: 10 → 4
    • takeProfitPct: 0.6 → 0.7
    • stopLossPct: 0.4 → 0.35 Commit: 1013bd47

Evidence

  • Empirical exit stats above show edge exists but churn is high; reducing entries and tightening stops should improve net.

Hypothesis next

  • Add a quality gate (e.g., minimum breakout strength) to avoid low-signal entries during chop.

5) Next 24h plan (bounded)

  1. Add one entry-quality filter (breakout strength / ATR regime) and A/B with current settings.
  2. Add per-symbol cooldown after a stop to reduce repeat losses.
  3. Produce a daily OKX-only scoreboard (PnL, win rate, avg win/loss) from okx_trades.md.