Trade Analytics

Entry-based trade flow analysis with Position linkage (入场流水分析) Per-Leg View

For scaled positions (加仓), P&L is prorated by cost ratio (Pro). The icon shows position total. Stats cards use position-level data. Date filter applies to entry time.

Filter Options

Account Type

Symbol

Status

Signal Grade

Exit Method

Start Date (Entry)

End Date (Entry)

Reset

Realized P&L

+$38425.95

Closed Positions

3725

Win Rate

47.6%

Avg Win

$199.88

1.28%

Avg Loss

-$161.68

-1.52%

Profit Factor

1.12

Performance by Signal Grade

Grade	Positions	P&L	Win Rate
A	1064	+$30111.77	44.7%
B	1052	+$19650.19	46.7%
C	423	+$7258.96	41.8%
Unknown	1186	$-18594.97	44.9%

Performance by Exit Method

Exit Method	Positions	P&L	Win Rate
External	282	+$41817.48	74.1%
Webhook Signal	983	+$9528.66	37.6%
Stop Loss	639	$-54103.96	17.4%
Trailing Stop	1664	+$19762.68	50.6%
Take Profit	154	+$21716.22	94.2%
Unknown	3	$-295.13	0.0%

Entry Flow Records (9062)

Page 133 of 303

Symbol	Side	Qty	Signal	Grade	Entry	SL / TP	Exit	P&L	Exit Method	Hold
ALAB P_ALAB_2026-03-26_1	SHORT	86	📌AImonitor-wavematrix动能共振 Signal:	A (-4)	$114.18 03/26 15:45	SL $118.37 TP $107.33	$113.41 03/26 16:04	+$66.22 0.67%	Trailing Stop	19m
ALAB Signal Details (Order: 42684266313564160) Ticker: ALAB Action: sell Price: $114.18 Indicator: 📌AImonitor-wavematrix动能共振 Signal: A-4, WMvalue: -22.19, 趋势强度: 94.1% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -34.32, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) \| 15 Market Structure: V4 (DUDD) OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] Resonance: +0.763 强共振 [TSI×htf:+0.84 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.50] ML: 0.465 weak(caution) [XGB:0.496/RF:0.420] 预测模型: ✅ 支持方向一致率:40% (高置信, 10案例) 预期波动:0.8% 建议TP:-0.63% \| K线:看跌:Advance Block 图表:Descending Channel 多维综合评级: A-4 M-4 V4 Final Decision: STRONGPASS - 6维度strongpass但V评级V4偏弱，降级为pass Grade: A (-4) Extras: indicator 📌AImonitor-wavematrix动能共振 Signal: A-4, WMvalue: -22.19, 趋势强度: 94.1% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -34.32, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) \| 15 Market Structure: V4 (DUDD) OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] Resonance: +0.763 强共振 [TSI×htf:+0.84 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.50] ML: 0.465 weak(caution) [XGB:0.496/RF:0.420] 预测模型: ✅ 支持方向一致率:40% (高置信, 10案例) 预期波动:0.8% 建议TP:-0.63% \| K线:看跌:Advance Block 图表:Descending Channel 多维综合评级: A-4 M-4 V4 Final Decision: STRONGPASS - 6维度strongpass但V评级V4偏弱，降级为pass SL: $118.37 TP: $107.33 Qty: 86 Raw Webhook Payload { "ticker": "ALAB", "action": "sell", "price": 114.18, "referencePrice": 114.18, "timeframe": "5", "extras": { "indicator": "📌AImonitor-wavematrix动能共振\nSignal: A-4, WMvalue: -22.19, 趋势强度: 94.1%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -34.32, 趋势强度: 88.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) \| 15\nMarket Structure: V4 (DUDD)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nResonance: +0.763 强共振 [TSI×htf:+0.84 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.50]\nML: 0.465 weak(caution) [XGB:0.496/RF:0.420]\n预测模型: ✅ 支持方向一致率:40% (高置信, 10案例) 预期波动:0.8% 建议TP:-0.63% \| K线:看跌:Advance Block 图表:Descending Channel\n多维综合评级: A-4 M-4 V4\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V4偏弱，降级为pass" }, "quantity": "86", "takeProfit": { "limitPrice": 107.33 }, "stopLoss": { "stopPrice": 118.37 }, "filter_result": { "decision": "strongpass", "rating": "A-4", "final_rating": "📌AImonitor-wavematrix动能共振\nSignal: A-4, WMvalue: -22.19, 趋势强度: 94.1%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -34.32, 趋势强度: 88.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) \| 15\nMarket Structure: V4 (DUDD)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nResonance: +0.763 强共振 [TSI×htf:+0.84 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.50]\nML: 0.465 weak(caution) [XGB:0.496/RF:0.420]\n预测模型: ✅ 支持方向一致率:40% (高置信, 10案例) 预期波动:0.8% 建议TP:-0.63% \| K线:看跌:Advance Block 图表:Descending Channel\n多维综合评级: A-4 M-4 V4\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V4偏弱，降级为pass", "reason": "ABC:A-4(-0.450) \| HTF:strongpass \| 6D:完美信号：双A级+双强动能+双Momo支持+HTF规则strongpass \| L4:6维度strongpass但V评级V4偏弱，降级为pass \| L5:OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB \| L6:[MRC极强] APEX_BEAR+A-4级+HTF通过，强势做空", "scores": {}, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-03-26T19:45:06.932356" }
SOXL P_SOXL_2026-03-26_2	LONG	201	🤖 BT-ML	-	$54.37 03/26 09:20	SL $53.09 TP $58.85	$53.52 03/26 09:38	$-169.84 -1.55%	Trailing Stop	18m
SOXL Signal Details (Order: 42681238513141760) Ticker: SOXL Action: buy TF: 5 Price: $54.37 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.65 (阈值: 0.6) ✅ PASS [放行] XGB: 0.63 \| LGBM: 0.67 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 40% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.719 (阈值:0.45) ✅ ② 投票: 支持(0.719≥0.45) \| RF:0.537 \| LGBM:0.840 多模型decision: XGB/LGBM:支持(0.65) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.719≥0.45) \| 质量=25%（仅调仓用） → 总分+2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.65 (阈值: 0.6) ✅ PASS [放行] XGB: 0.63 \| LGBM: 0.67 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 40% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.719 (阈值:0.45) ✅ ② 投票: 支持(0.719≥0.45) \| RF:0.537 \| LGBM:0.840 多模型decision: XGB/LGBM:支持(0.65) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.719≥0.45) \| 质量=25%（仅调仓用） → 总分+2 trailingStop activationPct: 3.35, trailPct: 1.75, ladder: [{'profitPct': 1.64, 'newStopPct': 0.0}, {'profitPct': 2.29, 'newStopPct': 0.54}, {'profitPct': 5.03, 'newStopPct': 3.35}] SL: $53.09 TP: $58.85 Qty: 201 Raw Webhook Payload { "ticker": "SOXL", "action": "buy", "quantity": 201, "referencePrice": 54.37, "takeProfit": { "limitPrice": 58.85 }, "stopLoss": { "stopPrice": 53.09 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.65 (阈值: 0.6) ✅ PASS [放行]\nXGB: 0.63 \| LGBM: 0.67\nKNN 模型\n① KNN概率: 0.00 (看多0/5)\n② 相似度: 低 (距离:4.363)\n③ 平均收益: 正+0.49% / 负-0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:24.6%, 置信:高)\nPattern 模型\n① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 40%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.737 (阈值:0.54) ✅\n② 投票: 支持(0.737≥0.54) \| AUC:0.700\nStructure 97维模型\n① 评分: 0.719 (阈值:0.45) ✅\n② 投票: 支持(0.719≥0.45) \| RF:0.537 \| LGBM:0.840\n多模型decision: XGB/LGBM:支持(0.65) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.719≥0.45) \| 质量=25%（仅调仓用）\n→ 总分+2", "trailingStop": { "activationPct": 3.35, "trailPct": 1.75, "ladder": [ { "profitPct": 1.64, "newStopPct": 0.0 }, { "profitPct": 2.29, "newStopPct": 0.54 }, { "profitPct": 5.03, "newStopPct": 3.35 } ] } } }
SOXL P_SOXL_2026-03-26_1	LONG	202	🤖 BT-ML	-	$54.85 03/26 06:30	SL $53.56 TP $59.37	$54.25 03/26 07:45	$-121.20 -1.09%	Webhook Signal	1h 14m
SOXL Signal Details (Order: 42679901362866176) Ticker: SOXL Action: buy TF: 5 Price: $54.85 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.69 (阈值: 0.6) ✅ PASS [放行] XGB: 0.65 \| LGBM: 0.73 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 40% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.774 (阈值:0.45) ✅ ② 投票: 支持(0.774≥0.45) \| RF:0.535 \| LGBM:0.933 多模型decision: XGB/LGBM:支持(0.69) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.774≥0.45) \| 质量=25%（仅调仓用） → 总分+2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.69 (阈值: 0.6) ✅ PASS [放行] XGB: 0.65 \| LGBM: 0.73 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 40% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.774 (阈值:0.45) ✅ ② 投票: 支持(0.774≥0.45) \| RF:0.535 \| LGBM:0.933 多模型decision: XGB/LGBM:支持(0.69) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.774≥0.45) \| 质量=25%（仅调仓用） → 总分+2 trailingStop activationPct: 3.35, trailPct: 1.75, ladder: [{'profitPct': 1.64, 'newStopPct': 0.0}, {'profitPct': 2.29, 'newStopPct': 0.54}, {'profitPct': 5.03, 'newStopPct': 3.35}] SL: $53.56 TP: $59.37 Qty: 202 Raw Webhook Payload { "ticker": "SOXL", "action": "buy", "quantity": 202, "referencePrice": 54.85, "takeProfit": { "limitPrice": 59.37 }, "stopLoss": { "stopPrice": 53.56 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.69 (阈值: 0.6) ✅ PASS [放行]\nXGB: 0.65 \| LGBM: 0.73\nKNN 模型\n① KNN概率: 0.00 (看多0/5)\n② 相似度: 低 (距离:4.363)\n③ 平均收益: 正+0.49% / 负-0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:24.6%, 置信:高)\nPattern 模型\n① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 40%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.737 (阈值:0.54) ✅\n② 投票: 支持(0.737≥0.54) \| AUC:0.700\nStructure 97维模型\n① 评分: 0.774 (阈值:0.45) ✅\n② 投票: 支持(0.774≥0.45) \| RF:0.535 \| LGBM:0.933\n多模型decision: XGB/LGBM:支持(0.69) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.774≥0.45) \| 质量=25%（仅调仓用）\n→ 总分+2", "trailingStop": { "activationPct": 3.35, "trailPct": 1.75, "ladder": [ { "profitPct": 1.64, "newStopPct": 0.0 }, { "profitPct": 2.29, "newStopPct": 0.54 }, { "profitPct": 5.03, "newStopPct": 3.35 } ] } } }
VST P_VST_2026-03-25_1	SHORT	16	📌Wavematrix sell	C (-1)	$151.68 03/25 14:31	SL $154.39 TP $146.92	$151.51 03/25 15:55	+$2.64 0.11%	Trailing Stop	1h 24m
VST Signal Details (Order: 42672359931267072) Ticker: VST Action: sell TF: 15 Price: $151.67 Indicator: 📌Wavematrix sell Signal: C-1, WMvalue: -27.48, 趋势强度: 35.3% 动能一致性: 一致 (3/4) Momo State: 震荡偏空 (-2+1) HTF: B-4,strongpass, WMvalue: 4.72, 趋势强度: 64.7% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V2 (DDDU) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方12.8%,1H压力下方11.01%｜支撑:4H支撑上方5.41%,1H支撑上方10.65% Deviation: 49.3% → 仓位x0.8 MarketRegime: APEX_BEAR Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG] Resonance: +0.075 弱 [TSI×htf:+0.00 \| TSI×Str:+0.30 \| MA×htf:+0.00 \| Time:+0.00] ML: 0.471 weak(caution) [XGB:0.423/RF:0.544] 预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:4.6% 建议TP:-3.67% \| K线:图表:Descending Channel 多维综合评级: C-1 M-1 V2 Final Decision: PASS - [MRC极强] APEX_BEAR挽救C级，HTF强通过，做空通过 Grade: C (-1) Extras: indicator 📌Wavematrix sell Signal: C-1, WMvalue: -27.48, 趋势强度: 35.3% 动能一致性: 一致 (3/4) Momo State: 震荡偏空 (-2+1) HTF: B-4,strongpass, WMvalue: 4.72, 趋势强度: 64.7% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V2 (DDDU) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方12.8%,1H压力下方11.01%｜支撑:4H支撑上方5.41%,1H支撑上方10.65% Deviation: 49.3% → 仓位x0.8 MarketRegime: APEX_BEAR Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG] Resonance: +0.075 弱 [TSI×htf:+0.00 \| TSI×Str:+0.30 \| MA×htf:+0.00 \| Time:+0.00] ML: 0.471 weak(caution) [XGB:0.423/RF:0.544] 预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:4.6% 建议TP:-3.67% \| K线:图表:Descending Channel 多维综合评级: C-1 M-1 V2 Final Decision: PASS - [MRC极强] APEX_BEAR挽救C级，HTF强通过，做空通过 timeframe 15 SL: $154.39 TP: $146.92 Qty: 16 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Wavematrix sell\nSignal: C-1, WMvalue: -27.48, 趋势强度: 35.3%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏空 (-2+1)\nHTF: B-4,strongpass, WMvalue: 4.72, 趋势强度: 64.7%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V2 (DDDU)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方12.8%,1H压力下方11.01%｜支撑:4H支撑上方5.41%,1H支撑上方10.65%\nDeviation: 49.3% → 仓位x0.8\nMarketRegime: APEX_BEAR\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.075 弱 [TSI×htf:+0.00 \| TSI×Str:+0.30 \| MA×htf:+0.00 \| Time:+0.00]\nML: 0.471 weak(caution) [XGB:0.423/RF:0.544]\n预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:4.6% 建议TP:-3.67% \| K线:图表:Descending Channel\n多维综合评级: C-1 M-1 V2\nFinal Decision: PASS - [MRC极强] APEX_BEAR挽救C级，HTF强通过，做空通过", "timeframe": "15" }, "ticker": "VST", "quantity": "16", "stopLoss": { "stopPrice": 154.39 }, "takeProfit": { "limitPrice": 146.92 }, "referencePrice": 151.67, "filter_result": { "decision": "pass", "rating": "C-1", "final_rating": "📌Wavematrix sell\nSignal: C-1, WMvalue: -27.48, 趋势强度: 35.3%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏空 (-2+1)\nHTF: B-4,strongpass, WMvalue: 4.72, 趋势强度: 64.7%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V2 (DDDU)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方12.8%,1H压力下方11.01%｜支撑:4H支撑上方5.41%,1H支撑上方10.65%\nDeviation: 49.3% → 仓位x0.8\nMarketRegime: APEX_BEAR\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.075 弱 [TSI×htf:+0.00 \| TSI×Str:+0.30 \| MA×htf:+0.00 \| Time:+0.00]\nML: 0.471 weak(caution) [XGB:0.423/RF:0.544]\n预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:4.6% 建议TP:-3.67% \| K线:图表:Descending Channel\n多维综合评级: C-1 M-1 V2\nFinal Decision: PASS - [MRC极强] APEX_BEAR挽救C级，HTF强通过，做空通过", "reason": "阶段1: C-1级 (总分-0.07, WMvalue: -27.48) \| 阶段2: HTF规则strongpass \| 阶段3(6维度): 当前级别C级评级(C-1)，直接拒绝 \| 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V2) \| 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方12.8%,1H压力下方11.01%｜支撑:4H支撑上方5.41%,1H支撑上方10.65% \| 乖离率: 49.3%(x1.4)→仓位x0.8 \| 阶段6(MRC): [MRC极强] APEX_BEAR挽救C级，HTF强通过，做空通过", "scores": { "main_trend_raw": 0, "main_trend_normalized": 0.0, "main_trend_weighted": 0.0, "wave_raw": -0.19999999999999996, "wave_components": { "wavematrixtrend": 1, "momentum_state": 1, "tsimastatus": -1, "tsiha": -1, "rsiha": -1, "calculated": -0.2, "limited": -0.2 }, "momo_indicators": { "momo_swing_state": -2, "momo_longswing_state": 1, "momo_composite_score": -1 }, "wave_normalized": -0.04, "wave_weighted": -0.02, "structural_raw": -1.0, "structural_normalized": -0.5, "structural_weighted": -0.05, "total_score": -0.07, "momentum_check": { "passed": true, "aligned_count": 3, "details": "3/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA", "wavematrix_status": "一致", "wavematrix_value": 1 }, "tsi_check": { "passed": true, "threshold": -38.5, "details": "TSI=-27.48 > -38.5 (避免超卖)" }, "tsi_value": -27.4777827144293 }, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-03-25T18:31:08.522748" }
SOXL P_SOXL_2026-03-25_5	LONG	189	🤖 BT-ML	-	$57.93 03/25 14:25	SL $56.55 TP $62.69	$57.04 03/25 14:55	$-168.21 -1.54%	Trailing Stop	30m
SOXL Signal Details (Order: 42672312492772352) Ticker: SOXL Action: buy TF: 5 Price: $57.92 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.71 (阈值: 0.6) ✅ PASS [放行] XGB: 0.66 \| LGBM: 0.77 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.735 (阈值:0.45) ✅ ② 投票: 支持(0.735≥0.45) \| RF:0.538 \| LGBM:0.867 多模型decision: XGB/LGBM:支持(0.71) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.735≥0.45) \| 质量=25%（仅调仓用） → 总分+2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.71 (阈值: 0.6) ✅ PASS [放行] XGB: 0.66 \| LGBM: 0.77 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.735 (阈值:0.45) ✅ ② 投票: 支持(0.735≥0.45) \| RF:0.538 \| LGBM:0.867 多模型decision: XGB/LGBM:支持(0.71) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.735≥0.45) \| 质量=25%（仅调仓用） → 总分+2 trailingStop activationPct: 3.35, trailPct: 1.75, ladder: [{'profitPct': 1.64, 'newStopPct': 0.0}, {'profitPct': 2.29, 'newStopPct': 0.54}, {'profitPct': 5.03, 'newStopPct': 3.35}] SL: $56.55 TP: $62.69 Qty: 189 Raw Webhook Payload { "ticker": "SOXL", "action": "buy", "quantity": 189, "referencePrice": 57.92, "takeProfit": { "limitPrice": 62.69 }, "stopLoss": { "stopPrice": 56.55 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.71 (阈值: 0.6) ✅ PASS [放行]\nXGB: 0.66 \| LGBM: 0.77\nKNN 模型\n① KNN概率: 0.00 (看多0/5)\n② 相似度: 低 (距离:4.363)\n③ 平均收益: 正+0.49% / 负-0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:24.6%, 置信:高)\nPattern 模型\n① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.737 (阈值:0.54) ✅\n② 投票: 支持(0.737≥0.54) \| AUC:0.700\nStructure 97维模型\n① 评分: 0.735 (阈值:0.45) ✅\n② 投票: 支持(0.735≥0.45) \| RF:0.538 \| LGBM:0.867\n多模型decision: XGB/LGBM:支持(0.71) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.735≥0.45) \| 质量=25%（仅调仓用）\n→ 总分+2", "trailingStop": { "activationPct": 3.35, "trailPct": 1.75, "ladder": [ { "profitPct": 1.64, "newStopPct": 0.0 }, { "profitPct": 2.29, "newStopPct": 0.54 }, { "profitPct": 5.03, "newStopPct": 3.35 } ] } } }
SOXL P_SOXL_2026-03-25_4	LONG	54	🤖 BT-ML	-	$57.21 03/25 11:30	SL $56.53 TP $60.46	$57.27 03/25 11:43	+$2.98 0.10%	External	12m
SOXL Signal Details (Order: 42670937029757952) Ticker: SOXL Action: buy TF: 5 Price: $57.29 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.75 (阈值: 0.6) ✅ PASS [放行] XGB: 0.68 \| LGBM: 0.82 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.752 (阈值:0.45) ✅ ② 投票: 支持(0.752≥0.45) \| RF:0.536 \| LGBM:0.895 多模型decision: XGB/LGBM:支持(0.75) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.752≥0.45) \| 质量=25%（仅调仓用） → 总分+2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.75 (阈值: 0.6) ✅ PASS [放行] XGB: 0.68 \| LGBM: 0.82 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.752 (阈值:0.45) ✅ ② 投票: 支持(0.752≥0.45) \| RF:0.536 \| LGBM:0.895 多模型decision: XGB/LGBM:支持(0.75) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.752≥0.45) \| 质量=25%（仅调仓用） → 总分+2 trailingStop activationPct: 1.87, trailPct: 0.83, ladder: [{'profitPct': 1.0, 'newStopPct': 0.0}, {'profitPct': 1.15, 'newStopPct': 0.32}, {'profitPct': 3.42, 'newStopPct': 1.87}, {'profitPct': 5.54, 'newStopPct': 2.59}] SL: $56.53 TP: $60.46 Qty: 54 Raw Webhook Payload { "ticker": "SOXL", "action": "buy", "quantity": 54, "referencePrice": 57.29, "takeProfit": { "limitPrice": 60.46 }, "stopLoss": { "stopPrice": 56.53 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.75 (阈值: 0.6) ✅ PASS [放行]\nXGB: 0.68 \| LGBM: 0.82\nKNN 模型\n① KNN概率: 0.00 (看多0/5)\n② 相似度: 低 (距离:4.363)\n③ 平均收益: 正+0.49% / 负-0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:24.6%, 置信:高)\nPattern 模型\n① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.737 (阈值:0.54) ✅\n② 投票: 支持(0.737≥0.54) \| AUC:0.700\nStructure 97维模型\n① 评分: 0.752 (阈值:0.45) ✅\n② 投票: 支持(0.752≥0.45) \| RF:0.536 \| LGBM:0.895\n多模型decision: XGB/LGBM:支持(0.75) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.752≥0.45) \| 质量=25%（仅调仓用）\n→ 总分+2", "trailingStop": { "activationPct": 1.87, "trailPct": 0.83, "ladder": [ { "profitPct": 1.0, "newStopPct": 0.0 }, { "profitPct": 1.15, "newStopPct": 0.32 }, { "profitPct": 3.42, "newStopPct": 1.87 }, { "profitPct": 5.54, "newStopPct": 2.59 } ] } } }
SOXL P_SOXL_2026-03-25_3	LONG	81	📌AImonitor-TrendTracer信号 Signal:	B (1)	$57.66 03/25 10:25	SL $55.81 TP $60.56	$57.67 03/25 10:26	+$0.82 0.02%	Trailing Stop	1m
SOXL Signal Details (Order: 42670424310565888) Ticker: SOXL Action: buy Price: $57.68 Indicator: 📌AImonitor-TrendTracer信号 Signal: B+1, WMvalue: -3.42, 趋势强度: 52.9% 动能一致性: 强一致 (4/4) Momo State: 震荡偏多 (-1+2) HTF: B+4,strongpass, WMvalue: -3.11, 趋势强度: 41.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) \| 15 Market Structure: V4 (DUUU) OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB MarketRegime: VELOCITY_BULL Squeeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass] Resonance: -0.120 弱 [TSI×htf:-0.30 \| TSI×Str:+0.00 \| MA×htf:+0.00 \| Time:+0.00] ML: 0.546 weak(caution) [XGB:0.655/RF:0.383] 预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:+0.9% 建议TP:+0.74% \| K线:看跌:Harami,Harami Cross 多维综合评级: B+1 M+1 V4 Final Decision: PASS - 6维度pass但V评级V4偏弱，通过+警告 Grade: B (1) Extras: indicator 📌AImonitor-TrendTracer信号 Signal: B+1, WMvalue: -3.42, 趋势强度: 52.9% 动能一致性: 强一致 (4/4) Momo State: 震荡偏多 (-1+2) HTF: B+4,strongpass, WMvalue: -3.11, 趋势强度: 41.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) \| 15 Market Structure: V4 (DUUU) OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB MarketRegime: VELOCITY_BULL Squeeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass] Resonance: -0.120 弱 [TSI×htf:-0.30 \| TSI×Str:+0.00 \| MA×htf:+0.00 \| Time:+0.00] ML: 0.546 weak(caution) [XGB:0.655/RF:0.383] 预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:+0.9% 建议TP:+0.74% \| K线:看跌:Harami,Harami Cross 多维综合评级: B+1 M+1 V4 Final Decision: PASS - 6维度pass但V评级V4偏弱，通过+警告 SL: $55.81 TP: $60.56 Qty: 81 Raw Webhook Payload { "ticker": "SOXL", "action": "buy", "price": 57.68, "referencePrice": 57.68, "timeframe": "5", "extras": { "indicator": "📌AImonitor-TrendTracer信号\nSignal: B+1, WMvalue: -3.42, 趋势强度: 52.9%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B+4,strongpass, WMvalue: -3.11, 趋势强度: 41.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) \| 15\nMarket Structure: V4 (DUUU)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: VELOCITY_BULL\nSqueeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]\nResonance: -0.120 弱 [TSI×htf:-0.30 \| TSI×Str:+0.00 \| MA×htf:+0.00 \| Time:+0.00]\nML: 0.546 weak(caution) [XGB:0.655/RF:0.383]\n预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:+0.9% 建议TP:+0.74% \| K线:看跌:Harami,Harami Cross\n多维综合评级: B+1 M+1 V4\nFinal Decision: PASS - 6维度pass但V评级V4偏弱，通过+警告" }, "quantity": "81", "takeProfit": { "limitPrice": 60.56 }, "stopLoss": { "stopPrice": 55.81 }, "filter_result": { "decision": "pass", "rating": "B+1", "final_rating": "📌AImonitor-TrendTracer信号\nSignal: B+1, WMvalue: -3.42, 趋势强度: 52.9%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B+4,strongpass, WMvalue: -3.11, 趋势强度: 41.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) \| 15\nMarket Structure: V4 (DUUU)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: VELOCITY_BULL\nSqueeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]\nResonance: -0.120 弱 [TSI×htf:-0.30 \| TSI×Str:+0.00 \| MA×htf:+0.00 \| Time:+0.00]\nML: 0.546 weak(caution) [XGB:0.655/RF:0.383]\n预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:+0.9% 建议TP:+0.74% \| K线:看跌:Harami,Harami Cross\n多维综合评级: B+1 M+1 V4\nFinal Decision: PASS - 6维度pass但V评级V4偏弱，通过+警告", "reason": "ABC:B+1(0.450) \| HTF:strongpass \| 6D:当前B级中性Momo但HTF规则strongpass补偿 \| L4:6维度pass但V评级V4偏弱，通过+警告 \| L5:OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB \| L6:[MRC顺势] VELOCITY_BULL，沿用原决策: pass", "scores": {}, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-03-25T14:25:00.762965" }
SOXL 加仓 P_SOXL_2026-03-25_2	LONG	200	🤖 BT-ML	-	$57.62 03/25 10:20	SL $56.23 TP $62.34	$57.84 Avg 03/25 10:24	+$58.49 Pro 0.51% +$112.73 (0.5%)	Trailing Stop	4m
SOXL Signal Details (Order: 42670385697013760) Ticker: SOXL Action: buy TF: 5 Price: $57.59 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.74 (阈值: 0.6) ✅ PASS [放行] XGB: 0.68 \| LGBM: 0.81 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.756 (阈值:0.45) ✅ ② 投票: 支持(0.756≥0.45) \| RF:0.538 \| LGBM:0.902 多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.756≥0.45) \| 质量=25%（仅调仓用） → 总分+2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.74 (阈值: 0.6) ✅ PASS [放行] XGB: 0.68 \| LGBM: 0.81 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.756 (阈值:0.45) ✅ ② 投票: 支持(0.756≥0.45) \| RF:0.538 \| LGBM:0.902 多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.756≥0.45) \| 质量=25%（仅调仓用） → 总分+2 trailingStop activationPct: 3.35, trailPct: 1.75, ladder: [{'profitPct': 1.64, 'newStopPct': 0.0}, {'profitPct': 2.29, 'newStopPct': 0.54}, {'profitPct': 5.03, 'newStopPct': 3.35}] SL: $56.23 TP: $62.34 Qty: 200 Raw Webhook Payload { "ticker": "SOXL", "action": "buy", "quantity": 200, "referencePrice": 57.59, "takeProfit": { "limitPrice": 62.34 }, "stopLoss": { "stopPrice": 56.23 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.74 (阈值: 0.6) ✅ PASS [放行]\nXGB: 0.68 \| LGBM: 0.81\nKNN 模型\n① KNN概率: 0.00 (看多0/5)\n② 相似度: 低 (距离:4.363)\n③ 平均收益: 正+0.49% / 负-0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:24.6%, 置信:高)\nPattern 模型\n① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.737 (阈值:0.54) ✅\n② 投票: 支持(0.737≥0.54) \| AUC:0.700\nStructure 97维模型\n① 评分: 0.756 (阈值:0.45) ✅\n② 投票: 支持(0.756≥0.45) \| RF:0.538 \| LGBM:0.902\n多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.756≥0.45) \| 质量=25%（仅调仓用）\n→ 总分+2", "trailingStop": { "activationPct": 3.35, "trailPct": 1.75, "ladder": [ { "profitPct": 1.64, "newStopPct": 0.0 }, { "profitPct": 2.29, "newStopPct": 0.54 }, { "profitPct": 5.03, "newStopPct": 3.35 } ] } } }
SOXL P_SOXL_2026-03-25_2	LONG	186	🤖 BT-ML	-	$57.46 03/25 10:15	SL $56.06 TP $61.07	$57.84 Avg 03/25 10:24	+$54.24 Pro 0.51% +$112.73 (0.5%)	Trailing Stop	9m
SOXL Signal Details (Order: 42670346389176320) Ticker: SOXL Action: buy TF: 5 Price: $57.49 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.74 (阈值: 0.6) ✅ PASS [放行] XGB: 0.68 \| LGBM: 0.81 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.756 (阈值:0.45) ✅ ② 投票: 支持(0.756≥0.45) \| RF:0.538 \| LGBM:0.902 多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.756≥0.45) \| 质量=25%（仅调仓用） → 总分+2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.74 (阈值: 0.6) ✅ PASS [放行] XGB: 0.68 \| LGBM: 0.81 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.756 (阈值:0.45) ✅ ② 投票: 支持(0.756≥0.45) \| RF:0.538 \| LGBM:0.902 多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.756≥0.45) \| 质量=25%（仅调仓用） → 总分+2 SL: $56.06 TP: $61.07 Qty: 186 Raw Webhook Payload { "ticker": "SOXL", "action": "buy", "quantity": 186, "referencePrice": 57.49, "takeProfit": { "limitPrice": 61.07 }, "stopLoss": { "stopPrice": 56.06 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.74 (阈值: 0.6) ✅ PASS [放行]\nXGB: 0.68 \| LGBM: 0.81\nKNN 模型\n① KNN概率: 0.00 (看多0/5)\n② 相似度: 低 (距离:4.363)\n③ 平均收益: 正+0.49% / 负-0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:24.6%, 置信:高)\nPattern 模型\n① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.737 (阈值:0.54) ✅\n② 投票: 支持(0.737≥0.54) \| AUC:0.700\nStructure 97维模型\n① 评分: 0.756 (阈值:0.45) ✅\n② 投票: 支持(0.756≥0.45) \| RF:0.538 \| LGBM:0.902\n多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.756≥0.45) \| 质量=25%（仅调仓用）\n→ 总分+2" } }
SOXL 加仓 P_SOXL_2026-03-25_1	LONG	201	🤖 BT-ML	-	$58.18 03/25 07:40	SL $56.81 TP $62.97	$57.58 Avg 03/25 07:48	$-102.36 Pro -0.88% $-197.27 (-0.9%)	Trailing Stop	8m
SOXL Signal Details (Order: 42669127125319680) Ticker: SOXL Action: buy TF: 5 Price: $58.18 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.78 (阈值: 0.6) ✅ PASS [放行] XGB: 0.70 \| LGBM: 0.85 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.742 (阈值:0.45) ✅ ② 投票: 支持(0.742≥0.45) \| RF:0.520 \| LGBM:0.889 多模型decision: XGB/LGBM:支持(0.78) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.742≥0.45) \| 质量=25%（仅调仓用） → 总分+2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.78 (阈值: 0.6) ✅ PASS [放行] XGB: 0.70 \| LGBM: 0.85 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.742 (阈值:0.45) ✅ ② 投票: 支持(0.742≥0.45) \| RF:0.520 \| LGBM:0.889 多模型decision: XGB/LGBM:支持(0.78) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.742≥0.45) \| 质量=25%（仅调仓用） → 总分+2 trailingStop activationPct: 3.35, trailPct: 1.75, ladder: [{'profitPct': 1.64, 'newStopPct': 0.0}, {'profitPct': 2.29, 'newStopPct': 0.54}, {'profitPct': 5.03, 'newStopPct': 3.35}] SL: $56.81 TP: $62.97 Qty: 201 Raw Webhook Payload { "ticker": "SOXL", "action": "buy", "quantity": 201, "referencePrice": 58.18, "takeProfit": { "limitPrice": 62.97 }, "stopLoss": { "stopPrice": 56.81 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.78 (阈值: 0.6) ✅ PASS [放行]\nXGB: 0.70 \| LGBM: 0.85\nKNN 模型\n① KNN概率: 0.00 (看多0/5)\n② 相似度: 低 (距离:4.363)\n③ 平均收益: 正+0.49% / 负-0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:24.6%, 置信:高)\nPattern 模型\n① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.737 (阈值:0.54) ✅\n② 投票: 支持(0.737≥0.54) \| AUC:0.700\nStructure 97维模型\n① 评分: 0.742 (阈值:0.45) ✅\n② 投票: 支持(0.742≥0.45) \| RF:0.520 \| LGBM:0.889\n多模型decision: XGB/LGBM:支持(0.78) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.742≥0.45) \| 质量=25%（仅调仓用）\n→ 总分+2", "trailingStop": { "activationPct": 3.35, "trailPct": 1.75, "ladder": [ { "profitPct": 1.64, "newStopPct": 0.0 }, { "profitPct": 2.29, "newStopPct": 0.54 }, { "profitPct": 5.03, "newStopPct": 3.35 } ] } } }
SOXL P_SOXL_2026-03-25_1	LONG	187	🤖 BT-ML	-	$57.99 03/25 07:33	SL $57.57 TP $59.07	$57.58 Avg 03/25 07:48	$-94.91 Pro -0.88% $-197.27 (-0.9%)	Trailing Stop	15m
SOXL Signal Details (Order: 42669048988715008) Ticker: SOXL Action: buy TF: 5 Price: $58.00 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.78 (阈值: 0.6) ✅ PASS [放行] XGB: 0.70 \| LGBM: 0.85 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.736 (阈值:0.45) ✅ ② 投票: 支持(0.736≥0.45) \| RF:0.520 \| LGBM:0.879 多模型decision: XGB/LGBM:支持(0.78) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.736≥0.45) \| 质量=25%（仅调仓用） → 总分+2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.78 (阈值: 0.6) ✅ PASS [放行] XGB: 0.70 \| LGBM: 0.85 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.736 (阈值:0.45) ✅ ② 投票: 支持(0.736≥0.45) \| RF:0.520 \| LGBM:0.879 多模型decision: XGB/LGBM:支持(0.78) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.736≥0.45) \| 质量=25%（仅调仓用） → 总分+2 SL: $57.57 TP: $59.07 Qty: 187 Raw Webhook Payload { "ticker": "SOXL", "action": "buy", "quantity": 187, "referencePrice": 58.0, "takeProfit": { "limitPrice": 59.07 }, "stopLoss": { "stopPrice": 57.57 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.78 (阈值: 0.6) ✅ PASS [放行]\nXGB: 0.70 \| LGBM: 0.85\nKNN 模型\n① KNN概率: 0.00 (看多0/5)\n② 相似度: 低 (距离:4.363)\n③ 平均收益: 正+0.49% / 负-0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:24.6%, 置信:高)\nPattern 模型\n① 建议: ⚖️ neutral \| 置信: 高 \| 一致率: 50%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.737 (阈值:0.54) ✅\n② 投票: 支持(0.737≥0.54) \| AUC:0.700\nStructure 97维模型\n① 评分: 0.736 (阈值:0.45) ✅\n② 投票: 支持(0.736≥0.45) \| RF:0.520 \| LGBM:0.879\n多模型decision: XGB/LGBM:支持(0.78) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:弃权(neutral) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.736≥0.45) \| 质量=25%（仅调仓用）\n→ 总分+2" } }
GDXU P_GDXU_2026-03-24_2	LONG	34	🤖 BT-ML	-	$172.68 03/24 17:00	SL $160.32 TP $203.61	$178.38 03/24 19:45	+$193.80 3.30%	Trailing Stop	2h 45m
GDXU Signal Details (Order: 42662209542834176) Ticker: GDXU Action: buy TF: 15 Price: $172.69 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.75 (阈值: 0.54) ✅ PASS [放行] XGB: 0.66 \| LGBM: 0.85 KNN 模型 ① KNN概率: 0.81 (看多4/5) ② 相似度: 低 (距离:4.185) ③ 平均收益: 正+1.17% / 负-2.17% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -19.9% ③ 预期波动: 17.4% CNN 模型质量: ✅ 高质量 (胜率概率:68.8%, 置信:中) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 10% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.294 (阈值:0.7) ❌ ② 投票: 反对(0.294<0.7-0.05) \| AUC:0.659 多模型decision: XGB/LGBM:支持(0.75) \| KNN:距离过大(4.18)弃权 dist=4.18 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.294<0.7-0.05) \| 质量=69%（仅调仓用） → 总分-2 Extras: timeframe 15 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.75 (阈值: 0.54) ✅ PASS [放行] XGB: 0.66 \| LGBM: 0.85 KNN 模型 ① KNN概率: 0.81 (看多4/5) ② 相似度: 低 (距离:4.185) ③ 平均收益: 正+1.17% / 负-2.17% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -19.9% ③ 预期波动: 17.4% CNN 模型质量: ✅ 高质量 (胜率概率:68.8%, 置信:中) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 10% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.294 (阈值:0.7) ❌ ② 投票: 反对(0.294<0.7-0.05) \| AUC:0.659 多模型decision: XGB/LGBM:支持(0.75) \| KNN:距离过大(4.18)弃权 dist=4.18 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.294<0.7-0.05) \| 质量=69%（仅调仓用） → 总分-2 SL: $160.32 TP: $203.61 Qty: 34 Raw Webhook Payload { "ticker": "GDXU", "action": "buy", "quantity": 34, "referencePrice": 172.69, "takeProfit": { "limitPrice": 203.61 }, "stopLoss": { "stopPrice": 160.32 }, "extras": { "timeframe": "15", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.75 (阈值: 0.54) ✅ PASS [放行]\nXGB: 0.66 \| LGBM: 0.85\nKNN 模型\n① KNN概率: 0.81 (看多4/5)\n② 相似度: 低 (距离:4.185)\n③ 平均收益: 正+1.17% / 负-2.17%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -19.9%\n③ 预期波动: 17.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:68.8%, 置信:中)\nPattern 模型\n① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 10%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.294 (阈值:0.7) ❌\n② 投票: 反对(0.294<0.7-0.05) \| AUC:0.659\n多模型decision: XGB/LGBM:支持(0.75) \| KNN:距离过大(4.18)弃权 dist=4.18 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.294<0.7-0.05) \| 质量=69%（仅调仓用）\n→ 总分-2" } }
GDXU 加仓 P_GDXU_2026-03-24_1	LONG	125	🤖 BT-ML	-	$166.16 03/24 16:30	SL $154.40 TP $196.01	$167.00 Avg 03/24 16:32	+$105.00 Pro 0.51% +$466.20 (0.5%)	Trailing Stop	1m
GDXU Signal Details (Order: 42661973161296896) Ticker: GDXU Action: buy TF: 15 Price: $166.29 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.74 (阈值: 0.54) ✅ PASS [放行] XGB: 0.65 \| LGBM: 0.83 KNN 模型 ① KNN概率: 0.81 (看多4/5) ② 相似度: 低 (距离:4.185) ③ 平均收益: 正+1.17% / 负-2.17% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -19.9% ③ 预期波动: 17.4% CNN 模型质量: ✅ 高质量 (胜率概率:68.8%, 置信:中) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 10% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.294 (阈值:0.7) ❌ ② 投票: 反对(0.294<0.7-0.05) \| AUC:0.659 多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.18)弃权 dist=4.18 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.294<0.7-0.05) \| 质量=69%（仅调仓用） → 总分-2 Extras: timeframe 15 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.74 (阈值: 0.54) ✅ PASS [放行] XGB: 0.65 \| LGBM: 0.83 KNN 模型 ① KNN概率: 0.81 (看多4/5) ② 相似度: 低 (距离:4.185) ③ 平均收益: 正+1.17% / 负-2.17% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -19.9% ③ 预期波动: 17.4% CNN 模型质量: ✅ 高质量 (胜率概率:68.8%, 置信:中) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 10% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.294 (阈值:0.7) ❌ ② 投票: 反对(0.294<0.7-0.05) \| AUC:0.659 多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.18)弃权 dist=4.18 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.294<0.7-0.05) \| 质量=69%（仅调仓用） → 总分-2 SL: $154.40 TP: $196.01 Qty: 125 Raw Webhook Payload { "ticker": "GDXU", "action": "buy", "quantity": 125, "referencePrice": 166.29, "takeProfit": { "limitPrice": 196.01 }, "stopLoss": { "stopPrice": 154.4 }, "extras": { "timeframe": "15", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.74 (阈值: 0.54) ✅ PASS [放行]\nXGB: 0.65 \| LGBM: 0.83\nKNN 模型\n① KNN概率: 0.81 (看多4/5)\n② 相似度: 低 (距离:4.185)\n③ 平均收益: 正+1.17% / 负-2.17%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -19.9%\n③ 预期波动: 17.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:68.8%, 置信:中)\nPattern 模型\n① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 10%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.294 (阈值:0.7) ❌\n② 投票: 反对(0.294<0.7-0.05) \| AUC:0.659\n多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.18)弃权 dist=4.18 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.294<0.7-0.05) \| 质量=69%（仅调仓用）\n→ 总分-2" } }
GDXU P_GDXU_2026-03-24_1	LONG	430	🤖 BT-ML	-	$166.16 03/24 16:30	SL $151.45 TP $203.38	$167.00 Avg 03/24 16:32	+$361.20 Pro 0.51% +$466.20 (0.5%)	Trailing Stop	1m
GDXU Signal Details (Order: 42661972399375360) Ticker: GDXU Action: buy TF: 15 Price: $166.29 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.74 (阈值: 0.54) ✅ PASS [放行] XGB: 0.65 \| LGBM: 0.83 KNN 模型 ① KNN概率: 0.81 (看多4/5) ② 相似度: 低 (距离:4.185) ③ 平均收益: 正+1.17% / 负-2.17% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -19.9% ③ 预期波动: 17.4% CNN 模型质量: ✅ 高质量 (胜率概率:68.8%, 置信:中) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 10% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.294 (阈值:0.7) ❌ ② 投票: 反对(0.294<0.7-0.05) \| AUC:0.659 多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.18)弃权 dist=4.18 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.294<0.7-0.05) \| 质量=69%（仅调仓用） → 总分-2 Extras: timeframe 15 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.74 (阈值: 0.54) ✅ PASS [放行] XGB: 0.65 \| LGBM: 0.83 KNN 模型 ① KNN概率: 0.81 (看多4/5) ② 相似度: 低 (距离:4.185) ③ 平均收益: 正+1.17% / 负-2.17% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -19.9% ③ 预期波动: 17.4% CNN 模型质量: ✅ 高质量 (胜率概率:68.8%, 置信:中) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 10% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.294 (阈值:0.7) ❌ ② 投票: 反对(0.294<0.7-0.05) \| AUC:0.659 多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.18)弃权 dist=4.18 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.294<0.7-0.05) \| 质量=69%（仅调仓用） → 总分-2 SL: $151.45 TP: $203.38 Qty: 430 Raw Webhook Payload { "ticker": "GDXU", "action": "buy", "quantity": 430, "referencePrice": 166.29, "takeProfit": { "limitPrice": 203.38 }, "stopLoss": { "stopPrice": 151.45 }, "extras": { "timeframe": "15", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.74 (阈值: 0.54) ✅ PASS [放行]\nXGB: 0.65 \| LGBM: 0.83\nKNN 模型\n① KNN概率: 0.81 (看多4/5)\n② 相似度: 低 (距离:4.185)\n③ 平均收益: 正+1.17% / 负-2.17%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -19.9%\n③ 预期波动: 17.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:68.8%, 置信:中)\nPattern 模型\n① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 10%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.294 (阈值:0.7) ❌\n② 投票: 反对(0.294<0.7-0.05) \| AUC:0.659\n多模型decision: XGB/LGBM:支持(0.74) \| KNN:距离过大(4.18)弃权 dist=4.18 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.294<0.7-0.05) \| 质量=69%（仅调仓用）\n→ 总分-2" } }
SOXL P_SOXL_2026-03-24_4	LONG	205	🤖 BT-ML	-	$56.99 03/24 16:25	SL $55.12 TP $61.69	$57.21 03/24 16:26	+$45.10 0.39%	Trailing Stop	0m
SOXL Signal Details (Order: 42661931752505344) Ticker: SOXL Action: buy TF: 5 Price: $57.00 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.68 (阈值: 0.6) ✅ PASS [放行] XGB: 0.66 \| LGBM: 0.70 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ✅ confirm \| 置信: 高 \| 一致率: 60% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.668 (阈值:0.45) ✅ ② 投票: 支持(0.668≥0.45) \| RF:0.531 \| LGBM:0.759 多模型decision: XGB/LGBM:支持(0.68) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:支持(confirm,high,n=10) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.668≥0.45) \| 质量=25%（仅调仓用） → 总分+3 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.68 (阈值: 0.6) ✅ PASS [放行] XGB: 0.66 \| LGBM: 0.70 KNN 模型 ① KNN概率: 0.00 (看多0/5) ② 相似度: 低 (距离:4.363) ③ 平均收益: 正+0.49% / 负-0.62% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -17.3% ③ 预期波动: 22.4% CNN 模型质量: ❌ 低质量 (胜率概率:24.6%, 置信:高) Pattern 模型 ① 建议: ✅ confirm \| 置信: 高 \| 一致率: 60% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.737 (阈值:0.54) ✅ ② 投票: 支持(0.737≥0.54) \| AUC:0.700 Structure 97维模型 ① 评分: 0.668 (阈值:0.45) ✅ ② 投票: 支持(0.668≥0.45) \| RF:0.531 \| LGBM:0.759 多模型decision: XGB/LGBM:支持(0.68) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:支持(confirm,high,n=10) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.668≥0.45) \| 质量=25%（仅调仓用） → 总分+3 SL: $55.12 TP: $61.69 Qty: 205 Raw Webhook Payload { "ticker": "SOXL", "action": "buy", "quantity": 205, "referencePrice": 57.0, "takeProfit": { "limitPrice": 61.69 }, "stopLoss": { "stopPrice": 55.12 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.68 (阈值: 0.6) ✅ PASS [放行]\nXGB: 0.66 \| LGBM: 0.70\nKNN 模型\n① KNN概率: 0.00 (看多0/5)\n② 相似度: 低 (距离:4.363)\n③ 平均收益: 正+0.49% / 负-0.62%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -17.3%\n③ 预期波动: 22.4%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:24.6%, 置信:高)\nPattern 模型\n① 建议: ✅ confirm \| 置信: 高 \| 一致率: 60%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.737 (阈值:0.54) ✅\n② 投票: 支持(0.737≥0.54) \| AUC:0.700\nStructure 97维模型\n① 评分: 0.668 (阈值:0.45) ✅\n② 投票: 支持(0.668≥0.45) \| RF:0.531 \| LGBM:0.759\n多模型decision: XGB/LGBM:支持(0.68) \| KNN:距离过大(4.36)弃权 dist=4.36 \| TCN:反对(0.00) \| Pattern:支持(confirm,high,n=10) \| WMU:支持(0.737≥0.54) \| Struct:支持(0.668≥0.45) \| 质量=25%（仅调仓用）\n→ 总分+3" } }
GSIT P_GSIT_2026-03-24_1	LONG	837	WaveMatrix Bottom	B	$5.97 03/24 15:31	SL $5.31 TP $7.12	$5.97 03/24 15:31	$-0.00 -0.00%	Trailing Stop	0m
GSIT Signal Details (Order: 42661506912765952) Ticker: GSIT Action: buy TF: 60 Price: $5.97 Indicator: WaveMatrix Bottom Grade: B Extras: timeframe 60 indicator WaveMatrix Bottom SL: $5.31 TP: $7.12 Qty: 837 Raw Webhook Payload `{ "ticker": "GSIT", "action": "buy", "quantity": 837, "referencePrice": 5.97, "takeProfit": { "limitPrice": 7.1239296088 }, "stopLoss": { "stopPrice": 5.3106116521 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Bottom" } }`
SMCI 加仓 P_SMCI_2026-03-24_2	LONG	224	WaveMatrix starreversalbuy	-	$22.28 03/24 15:30	SL $20.05 TP $28.97	$22.40 Avg 03/24 16:29	+$23.71 Pro 0.48% +$47.44 (0.5%)	Trailing Stop	59m
SMCI Signal Details (Order: 42661500096234496) Ticker: SMCI Action: buy TF: 60 Price: $22.30 Indicator: WaveMatrix starreversalbuy Extras: timeframe 60 indicator WaveMatrix starreversalbuy SL: $20.05 TP: $28.97 Qty: 224 Raw Webhook Payload `{ "ticker": "SMCI", "action": "buy", "quantity": 224, "referencePrice": 22.295, "takeProfit": { "limitPrice": 28.9659516325 }, "stopLoss": { "stopPrice": 20.0526633168 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalbuy" } }`
SMCI P_SMCI_2026-03-24_2	LONG	224	WaveMatrix starreversalbuy	-	$22.30 03/24 15:30	SL $20.05 TP $28.97	$22.40 Avg 03/24 16:29	+$23.73 Pro 0.48% +$47.44 (0.5%)	Trailing Stop	59m
SMCI Signal Details (Order: 42661499138359296) Ticker: SMCI Action: buy TF: 60 Price: $22.30 Indicator: WaveMatrix starreversalbuy Extras: timeframe 60 indicator WaveMatrix starreversalbuy SL: $20.05 TP: $28.97 Qty: 224 Raw Webhook Payload `{ "ticker": "SMCI", "action": "buy", "quantity": 224, "referencePrice": 22.295, "takeProfit": { "limitPrice": 28.9659516325 }, "stopLoss": { "stopPrice": 20.0526633168 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalbuy" } }`
TSEM P_TSEM_2026-03-24_1	SHORT	27	WaveMatrix Top	B	$179.25 03/24 14:31	SL $194.60 TP $133.71	$186.80 03/25 04:22	$-203.99 -4.21%	Trailing Stop	13h 51m
TSEM Signal Details (Order: 42661034588523520) Ticker: TSEM Action: sell TF: 60 Price: $179.28 Indicator: WaveMatrix Top Grade: B Extras: timeframe 60 indicator WaveMatrix Top SL: $194.60 TP: $133.71 Qty: 27 Raw Webhook Payload `{ "ticker": "TSEM", "action": "sell", "quantity": 27, "referencePrice": 179.28, "takeProfit": { "limitPrice": 133.7132664006 }, "stopLoss": { "stopPrice": 194.596549109 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Top" } }`
ARM P_ARM_2026-03-24_2	SHORT	37	WaveMatrix Top	B	$134.43 03/24 14:30	SL $142.18 TP $110.51	$134.37 03/24 14:52	+$2.40 0.05%	Trailing Stop	22m
ARM Signal Details (Order: 42661027643934720) Ticker: ARM Action: sell TF: 60 Price: $134.21 Indicator: WaveMatrix Top Grade: B Extras: timeframe 60 indicator WaveMatrix Top SL: $142.18 TP: $110.51 Qty: 37 Raw Webhook Payload `{ "ticker": "ARM", "action": "sell", "quantity": 37, "referencePrice": 134.21, "takeProfit": { "limitPrice": 110.5078676969 }, "stopLoss": { "stopPrice": 142.1771032951 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Top" } }`
NFLX P_NFLX_2026-03-24_1	SHORT	27	📌Strong Short	B (-4)	$91.50 03/24 14:00	SL $92.54 TP $89.26	$91.48 03/24 14:05	+$0.67 0.03%	Webhook Signal	4m
NFLX Signal Details (Order: 42660797533930496) Ticker: NFLX Action: sell TF: 15 Price: $91.51 Indicator: 📌Strong Short Signal Signal: B-4, WMvalue: -51.96, 趋势强度: 64.7% 动能一致性: 一致 (3/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -6.22, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V1 (DDDD) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方3.48%｜支撑:4H无支撑OB,距1H支撑14.51% Deviation: 113.7% → 仓位x0.3 MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG] Resonance: +0.420 中等 [TSI×htf:+0.52 \| TSI×Str:+0.60 \| MA×htf:+0.30 \| Time:+0.00] ML: 0.547 weak(caution) [XGB:0.552/RF:0.539] 预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:2.9% 建议TP:-2.33% 多维综合评级: B-4 M-4 V1 Final Decision: STRONGPASS - 正常通过 Grade: B (-4) Extras: indicator 📌Strong Short Signal Signal: B-4, WMvalue: -51.96, 趋势强度: 64.7% 动能一致性: 一致 (3/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -6.22, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V1 (DDDD) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方3.48%｜支撑:4H无支撑OB,距1H支撑14.51% Deviation: 113.7% → 仓位x0.3 MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG] Resonance: +0.420 中等 [TSI×htf:+0.52 \| TSI×Str:+0.60 \| MA×htf:+0.30 \| Time:+0.00] ML: 0.547 weak(caution) [XGB:0.552/RF:0.539] 预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:2.9% 建议TP:-2.33% 多维综合评级: B-4 M-4 V1 Final Decision: STRONGPASS - 正常通过 timeframe 15 SL: $92.54 TP: $89.26 Qty: 27 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Strong Short Signal\nSignal: B-4, WMvalue: -51.96, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -6.22, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V1 (DDDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方3.48%｜支撑:4H无支撑OB,距1H支撑14.51%\nDeviation: 113.7% → 仓位x0.3\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.420 中等 [TSI×htf:+0.52 \| TSI×Str:+0.60 \| MA×htf:+0.30 \| Time:+0.00]\nML: 0.547 weak(caution) [XGB:0.552/RF:0.539]\n预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:2.9% 建议TP:-2.33%\n多维综合评级: B-4 M-4 V1\nFinal Decision: STRONGPASS - 正常通过", "timeframe": "15" }, "ticker": "NFLX", "quantity": "27", "stopLoss": { "stopPrice": 92.54 }, "takeProfit": { "limitPrice": 89.26 }, "referencePrice": 91.51, "filter_result": { "decision": "strongpass", "rating": "B-4", "final_rating": "📌Strong Short Signal\nSignal: B-4, WMvalue: -51.96, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -6.22, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V1 (DDDD)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H压力下方3.48%｜支撑:4H无支撑OB,距1H支撑14.51%\nDeviation: 113.7% → 仓位x0.3\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.420 中等 [TSI×htf:+0.52 \| TSI×Str:+0.60 \| MA×htf:+0.30 \| Time:+0.00]\nML: 0.547 weak(caution) [XGB:0.552/RF:0.539]\n预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:2.9% 建议TP:-2.33%\n多维综合评级: B-4 M-4 V1\nFinal Decision: STRONGPASS - 正常通过", "reason": "阶段1: B-4级 (总分-0.4, WMvalue: -51.96) \| 阶段2: HTF规则strongpass \| 阶段3(6维度): 当前B级但动能Momo强+HTFA-4支持+HTF规则strongpass \| 阶段4(V评级): 正常通过：6维度pass + V评级V1 \| 阶段5(OB): OB中性｜压力:4H无压力OB,1H压力下方3.48%｜支撑:4H无支撑OB,距1H支撑14.51% \| ⚠️乖离率超限114%→仓位x0.3 \| 阶段6(MRC): [MRC极强] APEX_BEAR+B-4级+HTF通过，强势做空", "scores": { "main_trend_raw": 0, "main_trend_normalized": 0.0, "main_trend_weighted": 0.0, "wave_raw": -5.0, "wave_components": { "wavematrixtrend": -2, "momentum_state": -2, "tsimastatus": 1, "tsiha": -1, "rsiha": -1, "calculated": -5.0, "limited": -5.0 }, "momo_indicators": { "momo_swing_state": -2, "momo_longswing_state": -2, "momo_composite_score": -4 }, "wave_normalized": -1.0, "wave_weighted": -0.5, "structural_raw": 2.0, "structural_normalized": 1.0, "structural_weighted": 0.1, "total_score": -0.4, "momentum_check": { "passed": true, "aligned_count": 3, "details": "3/4个指标看跌: TSIHA, RSIHA, Wavematrixtrend", "wavematrix_status": "一致", "wavematrix_value": -2 }, "tsi_check": { "passed": false, "threshold": -38.5, "details": "TSI=-51.96 > -38.5 (避免超卖)" }, "tsi_value": -51.96057835407771 }, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-03-24T18:00:54.326207" }
MRAM P_MRAM_2026-03-24_1	LONG	534	WaveMatrix diamondreversalbuy	-	$9.35 03/24 12:30	SL $8.83 TP $10.29	$9.20 03/24 13:31	$-80.10 -1.60%	Webhook Signal	1h 0m
MRAM Signal Details (Order: 42660086942417920) Ticker: MRAM Action: buy TF: 60 Price: $9.36 Indicator: WaveMatrix diamondreversalbuy Extras: timeframe 60 indicator WaveMatrix diamondreversalbuy SL: $8.83 TP: $10.29 Qty: 534 Raw Webhook Payload `{ "ticker": "MRAM", "action": "buy", "quantity": 534, "referencePrice": 9.36, "takeProfit": { "limitPrice": 10.2877164186 }, "stopLoss": { "stopPrice": 8.8298763322 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalbuy" } }`
SMCI P_SMCI_2026-03-24_1	LONG	230	WaveMatrix Bottom	B	$21.66 03/24 12:30	SL $19.31 TP $28.62	$21.89 03/24 12:55	+$52.92 1.06%	Trailing Stop	25m
SMCI Signal Details (Order: 42660084630437888) Ticker: SMCI Action: buy TF: 60 Price: $21.65 Indicator: WaveMatrix Bottom Grade: B Extras: timeframe 60 indicator WaveMatrix Bottom SL: $19.31 TP: $28.62 Qty: 230 Raw Webhook Payload `{ "ticker": "SMCI", "action": "buy", "quantity": 230, "referencePrice": 21.65, "takeProfit": { "limitPrice": 28.6202056023 }, "stopLoss": { "stopPrice": 19.3070737471 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Bottom" } }`
COIN P_COIN_2026-03-24_2	SHORT	54	📌AImonitor-wavematrix动能共振 Signal:	A (-4)	$183.25 03/24 12:19	SL $187.82 TP $174.08	$182.43 03/24 12:43	+$44.28 0.45%	Trailing Stop	24m
COIN Signal Details (Order: 42659998734763008) Ticker: COIN Action: sell Price: $183.24 Indicator: 📌AImonitor-wavematrix动能共振 Signal: A-4, WMvalue: -79.61, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -24.12, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V1 (DDDD) OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] Resonance: +0.678 强共振 [TSI×htf:+0.88 \| TSI×Str:+0.60 \| MA×htf:+0.50 \| Time:+0.50] ML: 0.453 weak(caution) [XGB:0.437/RF:0.476] 预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% \| K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel 多维综合评级: A-4 M-4 V1 Final Decision: STRONGPASS - 完美确认 Grade: A (-4) Extras: indicator 📌AImonitor-wavematrix动能共振 Signal: A-4, WMvalue: -79.61, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -24.12, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V1 (DDDD) OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] Resonance: +0.678 强共振 [TSI×htf:+0.88 \| TSI×Str:+0.60 \| MA×htf:+0.50 \| Time:+0.50] ML: 0.453 weak(caution) [XGB:0.437/RF:0.476] 预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% \| K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel 多维综合评级: A-4 M-4 V1 Final Decision: STRONGPASS - 完美确认 SL: $187.82 TP: $174.08 Qty: 54 Raw Webhook Payload { "ticker": "COIN", "action": "sell", "price": 183.24, "referencePrice": 183.24, "timeframe": "15", "extras": { "indicator": "📌AImonitor-wavematrix动能共振\nSignal: A-4, WMvalue: -79.61, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -24.12, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V1 (DDDD)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nResonance: +0.678 强共振 [TSI×htf:+0.88 \| TSI×Str:+0.60 \| MA×htf:+0.50 \| Time:+0.50]\nML: 0.453 weak(caution) [XGB:0.437/RF:0.476]\n预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% \| K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel\n多维综合评级: A-4 M-4 V1\nFinal Decision: STRONGPASS - 完美确认" }, "quantity": "54", "takeProfit": { "limitPrice": 174.08 }, "stopLoss": { "stopPrice": 187.82 }, "filter_result": { "decision": "strongpass", "rating": "A-4", "final_rating": "📌AImonitor-wavematrix动能共振\nSignal: A-4, WMvalue: -79.61, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -24.12, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V1 (DDDD)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nResonance: +0.678 强共振 [TSI×htf:+0.88 \| TSI×Str:+0.60 \| MA×htf:+0.50 \| Time:+0.50]\nML: 0.453 weak(caution) [XGB:0.437/RF:0.476]\n预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:2.2% 建议TP:-1.79% \| K线:看涨:Belt-hold,Closing Marubozu,Engulfing 图表:Bear Flag,Descending Channel\n多维综合评级: A-4 M-4 V1\nFinal Decision: STRONGPASS - 完美确认", "reason": "ABC:A-4(-0.400) \| HTF:strongpass \| 6D:完美信号：双A级+双强动能+双Momo支持+HTF规则strongpass \| L4:完美确认：6维度strongpass + V评级V1 \| L5:OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB \| L6:[MRC极强] APEX_BEAR+A-4级+HTF通过，强势做空", "scores": {}, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-03-24T16:19:18.315072" }
CRCL 加仓 P_CRCL_2026-03-24_2	LONG	100	platform input	-	$102.45 03/24 11:55	SL $99.56 TP $107.77	$102.47 Avg 03/24 12:20	$-3.31 Pro -0.03% $-6.62 (-0.0%)	Trailing Stop	24m
CRCL Signal Details (Order: 42659813158174720) Ticker: CRCL Action: long Price: $102.45 Indicator: platform input Extras: indicator platform input referencePrice 0 SL: $99.56 TP: $107.77 Qty: 100 Raw Webhook Payload `{ "symbol": "CRCL", "extras": { "indicator": "platform input", "referencePrice": 0 }, "side": "buy", "quantity": 100, "order_type": "market", "stop_loss": 99.56, "take_profit": 107.77 }`
CRCL P_CRCL_2026-03-24_2	LONG	100	platform input	-	$102.62 03/24 11:55	-	$102.47 Avg 03/24 12:20	$-3.32 Pro -0.03% $-6.62 (-0.0%)	Trailing Stop	25m
CRCL Signal Details (Order: 42659809737984000) Ticker: CRCL Action: long Price: $102.62 Indicator: platform input Extras: indicator platform input referencePrice 0 Raw Webhook Payload `{ "symbol": "CRCL", "extras": { "indicator": "platform input", "referencePrice": 0 }, "side": "buy", "quantity": 100, "order_type": "market" }`
ALMU 加仓 P_ALMU_2026-03-24_1	LONG	376	WaveMatrix starreversalbuy	-	$13.35 03/24 11:30	SL $12.11 TP $16.81	$13.50 Avg 03/25 07:00	+$55.46 Pro 1.10% +$110.92 (1.1%)	Trailing Stop	19h 29m
ALMU Signal Details (Order: 42659616864747520) Ticker: ALMU Action: buy TF: 60 Price: $13.29 Indicator: WaveMatrix starreversalbuy Extras: timeframe 60 indicator WaveMatrix starreversalbuy SL: $12.11 TP: $16.81 Qty: 376 Raw Webhook Payload `{ "ticker": "ALMU", "action": "buy", "quantity": 376, "referencePrice": 13.29, "takeProfit": { "limitPrice": 16.8074563916 }, "stopLoss": { "stopPrice": 12.1076617171 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalbuy" } }`
ALMU P_ALMU_2026-03-24_1	LONG	376	WaveMatrix starreversalbuy	-	$13.35 03/24 11:30	SL $12.11 TP $16.81	$13.50 Avg 03/25 07:00	+$55.46 Pro 1.10% +$110.92 (1.1%)	Trailing Stop	19h 29m
ALMU Signal Details (Order: 42659616857934848) Ticker: ALMU Action: buy TF: 60 Price: $13.29 Indicator: WaveMatrix starreversalbuy Extras: timeframe 60 indicator WaveMatrix starreversalbuy SL: $12.11 TP: $16.81 Qty: 376 Raw Webhook Payload `{ "ticker": "ALMU", "action": "buy", "quantity": 376, "referencePrice": 13.29, "takeProfit": { "limitPrice": 16.8074563916 }, "stopLoss": { "stopPrice": 12.1076617171 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalbuy" } }`
HOOD P_HOOD_2026-03-24_3	SHORT	142	📌AImonitor-wavematrix动能共振 Signal:	A (-4)	$69.76 03/24 11:21	SL $71.49 TP $66.26	$69.75 03/24 11:38	+$0.24 0.00%	Trailing Stop	16m
HOOD Signal Details (Order: 42659546251412480) Ticker: HOOD Action: sell Price: $69.75 Indicator: 📌AImonitor-wavematrix动能共振 Signal: A-4, WMvalue: -69.31, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -11.73, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V1 (DDDD) OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] Resonance: +0.724 强共振 [TSI×htf:+0.64 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.80] ML: 0.456 weak(caution) [XGB:0.437/RF:0.485] 预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23% 多维综合评级: A-4 M-4 V1 Final Decision: STRONGPASS - 完美确认 Grade: A (-4) Extras: indicator 📌AImonitor-wavematrix动能共振 Signal: A-4, WMvalue: -69.31, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -11.73, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V1 (DDDD) OB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] Resonance: +0.724 强共振 [TSI×htf:+0.64 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.80] ML: 0.456 weak(caution) [XGB:0.437/RF:0.485] 预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23% 多维综合评级: A-4 M-4 V1 Final Decision: STRONGPASS - 完美确认 SL: $71.49 TP: $66.26 Qty: 142 Raw Webhook Payload { "ticker": "HOOD", "action": "sell", "price": 69.75, "referencePrice": 69.75, "timeframe": "15", "extras": { "indicator": "📌AImonitor-wavematrix动能共振\nSignal: A-4, WMvalue: -69.31, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -11.73, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V1 (DDDD)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nResonance: +0.724 强共振 [TSI×htf:+0.64 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.80]\nML: 0.456 weak(caution) [XGB:0.437/RF:0.485]\n预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23%\n多维综合评级: A-4 M-4 V1\nFinal Decision: STRONGPASS - 完美确认" }, "quantity": "142", "takeProfit": { "limitPrice": 66.26 }, "stopLoss": { "stopPrice": 71.49 }, "filter_result": { "decision": "strongpass", "rating": "A-4", "final_rating": "📌AImonitor-wavematrix动能共振\nSignal: A-4, WMvalue: -69.31, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -11.73, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V1 (DDDD)\nOB: OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\n\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nResonance: +0.724 强共振 [TSI×htf:+0.64 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.80]\nML: 0.456 weak(caution) [XGB:0.437/RF:0.485]\n预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:2.8% 建议TP:-2.23%\n多维综合评级: A-4 M-4 V1\nFinal Decision: STRONGPASS - 完美确认", "reason": "ABC:A-4(-0.400) \| HTF:strongpass \| 6D:完美信号：双A级+双强动能+双Momo支持+HTF规则strongpass \| L4:完美确认：6维度strongpass + V评级V1 \| L5:OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB \| L6:[MRC极强] APEX_BEAR+A-4级+HTF通过，强势做空", "scores": {}, "htf_mismatch": false }, "signal_type": "filtered", "forwarded_at": "2026-03-24T15:21:47.874455" }
ASTS P_ASTS_2026-03-24_1	SHORT	73	📌Strong Short	A (-4)	$84.75 03/24 10:46	SL $89.58 TP $69.86	$87.20 03/24 10:56	$-178.85 -2.89%	Trailing Stop	10m
ASTS Signal Details (Order: 42659265152828416) Ticker: ASTS Action: sell TF: 15 Price: $84.62 Indicator: 📌Strong Short Signal Signal: A-4, WMvalue: -58.26, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -21.15, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V5 (UUDD) 🔴 OB: reject(-3) - [WM规则] WMvalue=-58.26超卖(<-40)且接近1H支撑区，不做空｜压力:4H无压力OB,1H压力下方6.98%｜支撑:4H无支撑OB,1H支撑下方0.52% Deviation: 44.6% → 仓位x0.8 MarketRegime: APEX_BEAR Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG] Resonance: +0.799 强共振 [TSI×htf:+0.82 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.80] ML: 0.472 weak(caution) [XGB:0.439/RF:0.522] 预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:4.6% 建议TP:-3.65% \| K线:图表:Bull Flag 多维综合评级: A-4 M-4 V5 Final Decision: PASS - [WM规则] WMvalue=-58.26超卖(<-40)且接近1H支撑区，不做空｜压力:4H无压力OB,1H压力下方6.98%｜支撑:4H无支撑OB,1H支撑下方0.52% \| 乖离率: 44.6%(x1.4)→仓位x0.8 HTF⚠️方向不一致 Grade: A (-4) Extras: indicator 📌Strong Short Signal Signal: A-4, WMvalue: -58.26, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -21.15, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) \| 60 Market Structure: V5 (UUDD) 🔴 OB: reject(-3) - [WM规则] WMvalue=-58.26超卖(<-40)且接近1H支撑区，不做空｜压力:4H无压力OB,1H压力下方6.98%｜支撑:4H无支撑OB,1H支撑下方0.52% Deviation: 44.6% → 仓位x0.8 MarketRegime: APEX_BEAR Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] PPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG] Resonance: +0.799 强共振 [TSI×htf:+0.82 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.80] ML: 0.472 weak(caution) [XGB:0.439/RF:0.522] 预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:4.6% 建议TP:-3.65% \| K线:图表:Bull Flag 多维综合评级: A-4 M-4 V5 Final Decision: PASS - [WM规则] WMvalue=-58.26超卖(<-40)且接近1H支撑区，不做空｜压力:4H无压力OB,1H压力下方6.98%｜支撑:4H无支撑OB,1H支撑下方0.52% \| 乖离率: 44.6%(x1.4)→仓位x0.8 HTF⚠️方向不一致 timeframe 15 SL: $89.58 TP: $69.86 Qty: 73 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Strong Short Signal\nSignal: A-4, WMvalue: -58.26, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -21.15, 趋势强度: 88.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V5 (UUDD)\n🔴 OB: reject(-3) - [WM规则] WMvalue=-58.26超卖(<-40)且接近1H支撑区，不做空｜压力:4H无压力OB,1H压力下方6.98%｜支撑:4H无支撑OB,1H支撑下方0.52%\nDeviation: 44.6% → 仓位x0.8\nMarketRegime: APEX_BEAR\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.799 强共振 [TSI×htf:+0.82 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.80]\nML: 0.472 weak(caution) [XGB:0.439/RF:0.522]\n预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:4.6% 建议TP:-3.65% \| K线:图表:Bull Flag\n多维综合评级: A-4 M-4 V5\nFinal Decision: PASS - [WM规则] WMvalue=-58.26超卖(<-40)且接近1H支撑区，不做空｜压力:4H无压力OB,1H压力下方6.98%｜支撑:4H无支撑OB,1H支撑下方0.52% \| 乖离率: 44.6%(x1.4)→仓位x0.8\nHTF⚠️方向不一致", "timeframe": "15" }, "ticker": "ASTS", "quantity": "73", "stopLoss": { "stopPrice": 89.58 }, "takeProfit": { "limitPrice": 69.86 }, "referencePrice": 84.62, "filter_result": { "decision": "pass", "rating": "A-4", "final_rating": "📌Strong Short Signal\nSignal: A-4, WMvalue: -58.26, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A-4,strongpass, WMvalue: -21.15, 趋势强度: 88.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) \| 60\nMarket Structure: V5 (UUDD)\n🔴 OB: reject(-3) - [WM规则] WMvalue=-58.26超卖(<-40)且接近1H支撑区，不做空｜压力:4H无压力OB,1H压力下方6.98%｜支撑:4H无支撑OB,1H支撑下方0.52%\nDeviation: 44.6% → 仓位x0.8\nMarketRegime: APEX_BEAR\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nPPO: -2(强杀跌(双周期发散))/-2(强杀跌(双周期发散)) → PASS x1.2 [PPO-DUAL-STRONG]\nResonance: +0.799 强共振 [TSI×htf:+0.82 \| TSI×Str:+0.60 \| MA×htf:+1.00 \| Time:+0.80]\nML: 0.472 weak(caution) [XGB:0.439/RF:0.522]\n预测模型: ⚖️ 中性方向一致率:50% (高置信, 10案例) 预期波动:4.6% 建议TP:-3.65% \| K线:图表:Bull Flag\n多维综合评级: A-4 M-4 V5\nFinal Decision: PASS - [WM规则] WMvalue=-58.26超卖(<-40)且接近1H支撑区，不做空｜压力:4H无压力OB,1H压力下方6.98%｜支撑:4H无支撑OB,1H支撑下方0.52% \| 乖离率: 44.6%(x1.4)→仓位x0.8\nHTF⚠️方向不一致", "reason": "阶段1: A-4级 (总分-0.4, WMvalue: -58.26) \| 阶段2: HTF规则strongpass \| 阶段3(6维度): 完美信号：双A级+双强动能+双Momo支持+HTF规则strongpass \| 阶段4(V评级): 6维度strongpass但V评级V5，降级为pass+警告 \| 阶段5(OB): [WM规则] WMvalue=-58.26超卖(<-40)且接近1H支撑区，不做空｜压力:4H无压力OB,1H压力下方6.98%｜支撑:4H无支撑OB,1H支撑下方0.52% \| 乖离率: 44.6%(x1.4)→仓位x0.8 \| 阶段6(MRC): [MRC极强] APEX_BEAR+A-4级+HTF通过，强势做空", "scores": { "main_trend_raw": 0, "main_trend_normalized": 0.0, "main_trend_weighted": 0.0, "wave_raw": -5.0, "wave_components": { "wavematrixtrend": -2, "momentum_state": -2, "tsimastatus": -1, "tsiha": -1, "rsiha": -1, "calculated": -7.4, "limited": -5.0 }, "momo_indicators": { "momo_swing_state": -2, "momo_longswing_state": -2, "momo_composite_score": -4 }, "wave_normalized": -1.0, "wave_weighted": -0.5, "structural_raw": 2.0, "structural_normalized": 1.0, "structural_weighted": 0.1, "total_score": -0.4, "momentum_check": { "passed": true, "aligned_count": 4, "details": "4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend", "wavematrix_status": "强一致", "wavematrix_value": -2 }, "tsi_check": { "passed": false, "threshold": -38.5, "details": "TSI=-58.26 > -38.5 (避免超卖)" }, "tsi_value": -58.25958585945104 }, "htf_mismatch": true }, "signal_type": "filtered", "forwarded_at": "2026-03-24T14:46:03.256879" }