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

$-6596.71

Closed Positions

2593

Win Rate

46.8%

Avg Win

$135.01

0.98%

Avg Loss

-$123.46

-1.22%

Profit Factor

0.96

Performance by Signal Grade

Grade	Positions	P&L	Win Rate
A	578	+$10598.78	42.4%
B	637	+$250.00	45.2%
C	297	+$1759.66	42.8%
Unknown	1081	$-19205.15	44.0%

Performance by Exit Method

Exit Method	Positions	P&L	Win Rate
External	233	+$19444.51	76.8%
Webhook Signal	751	+$10976.86	38.2%
Stop Loss	562	$-42327.63	19.4%
Trailing Stop	896	$-14231.93	47.1%
Take Profit	148	+$19836.61	93.9%
Unknown	3	$-295.13	0.0%

Entry Flow Records (5945)

Page 31 of 199

Symbol	Side	Qty	Signal	Grade	Entry	SL / TP	Exit	P&L	Exit Method	Hold
CONL P_CONL_2026-03-23_6	LONG	130	🤖 BT-ML	-	$9.54 03/23 19:56	SL $9.47 TP $9.71	$9.59 03/23 19:59	+$6.49 0.52%	Trailing Stop	3m
CONL Signal Details (Order: 42652267277600768) Ticker: CONL Action: buy TF: 5 Price: $9.54 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.67 (阈值: 0.56) ✅ PASS [放行] XGB: 0.42 \| LGBM: 0.93 KNN 模型 ① KNN概率: 1.00 (看多5/5) ② 相似度: 低 (距离:3.053) ③ 平均收益: 正+0.62% / 负-0.94% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -51.2% ③ 预期波动: 34.4% CNN 模型质量: ✅ 高质量 (胜率概率:93.3%, 置信:高) 仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.338 (阈值:0.64) ❌ ② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581 多模型decision: XGB/LGBM:支持(0.67) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用） → 总分-2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.67 (阈值: 0.56) ✅ PASS [放行] XGB: 0.42 \| LGBM: 0.93 KNN 模型 ① KNN概率: 1.00 (看多5/5) ② 相似度: 低 (距离:3.053) ③ 平均收益: 正+0.62% / 负-0.94% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -51.2% ③ 预期波动: 34.4% CNN 模型质量: ✅ 高质量 (胜率概率:93.3%, 置信:高) 仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.338 (阈值:0.64) ❌ ② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581 多模型decision: XGB/LGBM:支持(0.67) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用） → 总分-2 SL: $9.47 TP: $9.71 Qty: 130 Raw Webhook Payload { "ticker": "CONL", "action": "buy", "quantity": 130, "referencePrice": 9.54, "takeProfit": { "limitPrice": 9.71 }, "stopLoss": { "stopPrice": 9.47 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.67 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.42 \| LGBM: 0.93\nKNN 模型\n① KNN概率: 1.00 (看多5/5)\n② 相似度: 低 (距离:3.053)\n③ 平均收益: 正+0.62% / 负-0.94%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -51.2%\n③ 预期波动: 34.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)\n仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)\nPattern 模型\n① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.338 (阈值:0.64) ❌\n② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581\n多模型decision: XGB/LGBM:支持(0.67) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用）\n→ 总分-2" } }
CONL P_CONL_2026-03-23_5	LONG	829	🤖 BT-ML	-	$9.51 03/23 19:56	SL $9.47 TP $9.72	$9.51 03/23 19:56	+$0.00	Stop Loss	0m
CONL Signal Details (Order: 42652266569680896) Ticker: CONL Action: buy TF: 5 Price: $9.54 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.67 (阈值: 0.56) ✅ PASS [放行] XGB: 0.42 \| LGBM: 0.93 KNN 模型 ① KNN概率: 1.00 (看多5/5) ② 相似度: 低 (距离:3.053) ③ 平均收益: 正+0.62% / 负-0.94% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -51.2% ③ 预期波动: 34.4% CNN 模型质量: ✅ 高质量 (胜率概率:93.3%, 置信:高) 仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.338 (阈值:0.64) ❌ ② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581 多模型decision: XGB/LGBM:支持(0.67) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用） → 总分-2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.67 (阈值: 0.56) ✅ PASS [放行] XGB: 0.42 \| LGBM: 0.93 KNN 模型 ① KNN概率: 1.00 (看多5/5) ② 相似度: 低 (距离:3.053) ③ 平均收益: 正+0.62% / 负-0.94% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -51.2% ③ 预期波动: 34.4% CNN 模型质量: ✅ 高质量 (胜率概率:93.3%, 置信:高) 仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.338 (阈值:0.64) ❌ ② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581 多模型decision: XGB/LGBM:支持(0.67) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用） → 总分-2 SL: $9.47 TP: $9.72 Qty: 829 Raw Webhook Payload { "ticker": "CONL", "action": "buy", "quantity": 829, "referencePrice": 9.54, "takeProfit": { "limitPrice": 9.72 }, "stopLoss": { "stopPrice": 9.47 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.67 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.42 \| LGBM: 0.93\nKNN 模型\n① KNN概率: 1.00 (看多5/5)\n② 相似度: 低 (距离:3.053)\n③ 平均收益: 正+0.62% / 负-0.94%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -51.2%\n③ 预期波动: 34.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)\n仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)\nPattern 模型\n① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.338 (阈值:0.64) ❌\n② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581\n多模型decision: XGB/LGBM:支持(0.67) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用）\n→ 总分-2" } }
NVTS P_NVTS_2026-03-23_1	LONG	544	WaveMatrix diamondreversalbuy	-	$9.18 03/23 16:00	SL $8.39 TP $10.55	$9.22 03/24 04:00	+$21.76 0.44%	Trailing Stop	12h 0m
NVTS Signal Details (Order: 42650410380051456) Ticker: NVTS Action: buy TF: 60 Price: $9.18 Indicator: WaveMatrix diamondreversalbuy Extras: timeframe 60 indicator WaveMatrix diamondreversalbuy SL: $8.39 TP: $10.55 Qty: 544 Raw Webhook Payload `{ "ticker": "NVTS", "action": "buy", "quantity": 544, "referencePrice": 9.175, "takeProfit": { "limitPrice": 10.549505812 }, "stopLoss": { "stopPrice": 8.3895681074 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalbuy" } }`
ALAB P_ALAB_2026-03-23_9	SHORT	116	🤖 BT-ML	-	$124.13 03/23 15:55	SL $124.45 TP $122.04	$124.49 03/23 16:01	$-41.76 -0.29%	Trailing Stop	5m
ALAB Signal Details (Order: 42650370952547328) Ticker: ALAB Action: sell TF: 5 Price: $123.76 Indicator: 🤖 BT-ML Optimized SHORT XGB/LGBM 模型 Score: 0.70 (阈值: 0.56) ✅ PASS [放行] XGB: 0.61 \| LGBM: 0.78 KNN 模型 ① KNN概率: 0.20 (看多1/5) ② 相似度: 低 (距离:3.050) ③ 平均收益: 正-0.40% / 负+0.59% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -57.8% ③ 预期波动: 18.9% CNN 模型质量: ❌ 低质量 (胜率概率:39.6%, 置信:中) Pattern 模型 ① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.650 (阈值:0.58) ✅ ② 投票: 支持(0.650≥0.58) \| AUC:0.767 多模型decision: XGB/LGBM:支持(0.70) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用） → 总分+4 Extras: timeframe 5 indicator 🤖 BT-ML Optimized SHORT XGB/LGBM 模型 Score: 0.70 (阈值: 0.56) ✅ PASS [放行] XGB: 0.61 \| LGBM: 0.78 KNN 模型 ① KNN概率: 0.20 (看多1/5) ② 相似度: 低 (距离:3.050) ③ 平均收益: 正-0.40% / 负+0.59% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -57.8% ③ 预期波动: 18.9% CNN 模型质量: ❌ 低质量 (胜率概率:39.6%, 置信:中) Pattern 模型 ① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.650 (阈值:0.58) ✅ ② 投票: 支持(0.650≥0.58) \| AUC:0.767 多模型decision: XGB/LGBM:支持(0.70) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用） → 总分+4 SL: $124.45 TP: $122.04 Qty: 116 Raw Webhook Payload { "ticker": "ALAB", "action": "sell", "quantity": 116, "referencePrice": 123.76, "takeProfit": { "limitPrice": 122.04 }, "stopLoss": { "stopPrice": 124.45 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.70 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.61 \| LGBM: 0.78\nKNN 模型\n① KNN概率: 0.20 (看多1/5)\n② 相似度: 低 (距离:3.050)\n③ 平均收益: 正-0.40% / 负+0.59%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -57.8%\n③ 预期波动: 18.9%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)\nPattern 模型\n① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.650 (阈值:0.58) ✅\n② 投票: 支持(0.650≥0.58) \| AUC:0.767\n多模型decision: XGB/LGBM:支持(0.70) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用）\n→ 总分+4" } }
GSIT P_GSIT_2026-03-23_1	LONG	847	WaveMatrix Bottom	B	$5.92 03/23 14:31	SL $5.11 TP $7.27	$5.93 03/23 15:04	+$12.70 0.25%	Trailing Stop	32m
GSIT Signal Details (Order: 42649709667827712) Ticker: GSIT Action: buy TF: 60 Price: $5.90 Indicator: WaveMatrix Bottom Grade: B Extras: timeframe 60 indicator WaveMatrix Bottom SL: $5.11 TP: $7.27 Qty: 847 Raw Webhook Payload `{ "ticker": "GSIT", "action": "buy", "quantity": 847, "referencePrice": 5.9, "takeProfit": { "limitPrice": 7.2747519103 }, "stopLoss": { "stopPrice": 5.1144274798 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Bottom" } }`
STM P_STM_2026-03-23_1	LONG	157	WaveMatrix starreversalbuy	-	$31.70 03/23 14:30	SL $30.23 TP $34.86	$31.71 03/23 15:26	+$2.37 0.05%	Trailing Stop	56m
STM Signal Details (Order: 42649702935709696) Ticker: STM Action: buy TF: 60 Price: $31.68 Indicator: WaveMatrix starreversalbuy Extras: timeframe 60 indicator WaveMatrix starreversalbuy SL: $30.23 TP: $34.86 Qty: 157 Raw Webhook Payload `{ "ticker": "STM", "action": "buy", "quantity": 157, "referencePrice": 31.685, "takeProfit": { "limitPrice": 34.862903889 }, "stopLoss": { "stopPrice": 30.2322439364 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalbuy" } }`
ALAB P_ALAB_2026-03-23_8	SHORT	120	🤖 BT-ML	-	$122.33 03/23 13:50	SL $123.40 TP $119.26	$123.40 03/23 14:10	$-128.40 -0.87%	Trailing Stop	20m
ALAB Signal Details (Order: 42649389318161408) Ticker: ALAB Action: sell TF: 5 Price: $122.22 Indicator: 🤖 BT-ML Optimized SHORT XGB/LGBM 模型 Score: 0.71 (阈值: 0.56) ✅ PASS [放行] XGB: 0.63 \| LGBM: 0.79 KNN 模型 ① KNN概率: 0.20 (看多1/5) ② 相似度: 低 (距离:3.050) ③ 平均收益: 正-0.40% / 负+0.59% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -57.8% ③ 预期波动: 18.9% CNN 模型质量: ❌ 低质量 (胜率概率:39.6%, 置信:中) Pattern 模型 ① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.650 (阈值:0.58) ✅ ② 投票: 支持(0.650≥0.58) \| AUC:0.767 多模型decision: XGB/LGBM:支持(0.71) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用） → 总分+4 Extras: timeframe 5 indicator 🤖 BT-ML Optimized SHORT XGB/LGBM 模型 Score: 0.71 (阈值: 0.56) ✅ PASS [放行] XGB: 0.63 \| LGBM: 0.79 KNN 模型 ① KNN概率: 0.20 (看多1/5) ② 相似度: 低 (距离:3.050) ③ 平均收益: 正-0.40% / 负+0.59% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -57.8% ③ 预期波动: 18.9% CNN 模型质量: ❌ 低质量 (胜率概率:39.6%, 置信:中) Pattern 模型 ① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.650 (阈值:0.58) ✅ ② 投票: 支持(0.650≥0.58) \| AUC:0.767 多模型decision: XGB/LGBM:支持(0.71) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用） → 总分+4 SL: $123.40 TP: $119.26 Qty: 120 Raw Webhook Payload { "ticker": "ALAB", "action": "sell", "quantity": 120, "referencePrice": 122.22, "takeProfit": { "limitPrice": 119.26 }, "stopLoss": { "stopPrice": 123.4 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.71 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.63 \| LGBM: 0.79\nKNN 模型\n① KNN概率: 0.20 (看多1/5)\n② 相似度: 低 (距离:3.050)\n③ 平均收益: 正-0.40% / 负+0.59%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -57.8%\n③ 预期波动: 18.9%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)\nPattern 模型\n① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.650 (阈值:0.58) ✅\n② 投票: 支持(0.650≥0.58) \| AUC:0.767\n多模型decision: XGB/LGBM:支持(0.71) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用）\n→ 总分+4" } }
CONL P_CONL_2026-03-23_4	LONG	129	🤖 BT-ML	-	$9.54 03/23 13:40	SL $9.27 TP $10.22	$9.65 03/23 14:07	+$14.19 1.15%	Trailing Stop	27m
CONL Signal Details (Order: 42649309270001664) Ticker: CONL Action: buy TF: 5 Price: $9.54 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.66 (阈值: 0.56) ✅ PASS [放行] XGB: 0.42 \| LGBM: 0.91 KNN 模型 ① KNN概率: 1.00 (看多5/5) ② 相似度: 低 (距离:3.053) ③ 平均收益: 正+0.62% / 负-0.94% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -51.2% ③ 预期波动: 34.4% CNN 模型质量: ✅ 高质量 (胜率概率:93.3%, 置信:高) 仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.338 (阈值:0.64) ❌ ② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581 多模型decision: XGB/LGBM:支持(0.66) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用） → 总分-2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.66 (阈值: 0.56) ✅ PASS [放行] XGB: 0.42 \| LGBM: 0.91 KNN 模型 ① KNN概率: 1.00 (看多5/5) ② 相似度: 低 (距离:3.053) ③ 平均收益: 正+0.62% / 负-0.94% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -51.2% ③ 预期波动: 34.4% CNN 模型质量: ✅ 高质量 (胜率概率:93.3%, 置信:高) 仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.338 (阈值:0.64) ❌ ② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581 多模型decision: XGB/LGBM:支持(0.66) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用） → 总分-2 SL: $9.27 TP: $10.22 Qty: 129 Raw Webhook Payload { "ticker": "CONL", "action": "buy", "quantity": 129, "referencePrice": 9.54, "takeProfit": { "limitPrice": 10.22 }, "stopLoss": { "stopPrice": 9.27 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.66 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.42 \| LGBM: 0.91\nKNN 模型\n① KNN概率: 1.00 (看多5/5)\n② 相似度: 低 (距离:3.053)\n③ 平均收益: 正+0.62% / 负-0.94%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -51.2%\n③ 预期波动: 34.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)\n仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)\nPattern 模型\n① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.338 (阈值:0.64) ❌\n② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581\n多模型decision: XGB/LGBM:支持(0.66) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用）\n→ 总分-2" } }
ALMU P_ALMU_2026-03-23_1	LONG	388	WaveMatrix Bottom	B	$12.85 03/23 13:31	SL $11.63 TP $16.60	$12.95 03/23 13:31	+$38.80 0.78%	Trailing Stop	0m
ALMU Signal Details (Order: 42649237910603776) Ticker: ALMU Action: buy TF: 60 Price: $12.88 Indicator: WaveMatrix Bottom Grade: B Extras: timeframe 60 indicator WaveMatrix Bottom SL: $11.63 TP: $16.60 Qty: 388 Raw Webhook Payload `{ "ticker": "ALMU", "action": "buy", "quantity": 388, "referencePrice": 12.88, "takeProfit": { "limitPrice": 16.6027460093 }, "stopLoss": { "stopPrice": 11.6286568036 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Bottom" } }`
POET P_POET_2026-03-23_1	LONG	825	WaveMatrix starreversalbuy	-	$6.05 03/23 13:30	SL $5.51 TP $7.66	$6.12 03/23 13:44	+$57.75 1.16%	Trailing Stop	13m
POET Signal Details (Order: 42649233715118080) Ticker: POET Action: buy TF: 60 Price: $6.05 Indicator: WaveMatrix starreversalbuy Extras: timeframe 60 indicator WaveMatrix starreversalbuy SL: $5.51 TP: $7.66 Qty: 825 Raw Webhook Payload `{ "ticker": "POET", "action": "buy", "quantity": 825, "referencePrice": 6.055, "takeProfit": { "limitPrice": 7.6635778482 }, "stopLoss": { "stopPrice": 5.5143015636 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalbuy" } }`
TSEM P_TSEM_2026-03-23_1	SHORT	29	WaveMatrix Top	B	$169.49 03/23 13:30	SL $183.84 TP $125.19	$169.42 03/23 13:38	+$2.03 0.04%	Trailing Stop	7m
TSEM Signal Details (Order: 42649232959096832) Ticker: TSEM Action: sell TF: 60 Price: $169.09 Indicator: WaveMatrix Top Grade: B Extras: timeframe 60 indicator WaveMatrix Top SL: $183.84 TP: $125.19 Qty: 29 Raw Webhook Payload `{ "ticker": "TSEM", "action": "sell", "quantity": 29, "referencePrice": 169.09, "takeProfit": { "limitPrice": 125.1938774844 }, "stopLoss": { "stopPrice": 183.8449991649 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Top" } }`
USAR P_USAR_2026-03-23_2	LONG	293	WaveMatrix Bottom	B	$17.08 03/23 13:30	SL $15.60 TP $21.42	$17.33 03/23 13:38	+$74.36 1.49%	Trailing Stop	8m
USAR Signal Details (Order: 42649232702327808) Ticker: USAR Action: buy TF: 60 Price: $17.06 Indicator: WaveMatrix Bottom Grade: B Extras: timeframe 60 indicator WaveMatrix Bottom SL: $15.60 TP: $21.42 Qty: 293 Raw Webhook Payload `{ "ticker": "USAR", "action": "buy", "quantity": 293, "referencePrice": 17.06, "takeProfit": { "limitPrice": 21.4160836947 }, "stopLoss": { "stopPrice": 15.5957701866 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Bottom" } }`
MP P_MP_2026-03-23_2	LONG	94	WaveMatrix Bottom	B	$52.95 03/23 13:30	SL $49.32 TP $63.42	$53.23 03/23 13:43	+$26.79 0.54%	Trailing Stop	13m
MP Signal Details (Order: 42649232377924608) Ticker: MP Action: buy TF: 60 Price: $52.87 Indicator: WaveMatrix Bottom Grade: B Extras: timeframe 60 indicator WaveMatrix Bottom SL: $49.32 TP: $63.42 Qty: 94 Raw Webhook Payload `{ "ticker": "MP", "action": "buy", "quantity": 94, "referencePrice": 52.87, "takeProfit": { "limitPrice": 63.4182743308 }, "stopLoss": { "stopPrice": 49.3243615695 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Bottom" } }`
ARM 加仓 P_ARM_2026-03-23_1	SHORT	37	WaveMatrix starreversalsell	-	$135.05 03/23 13:30	SL $141.64 TP $114.93	$138.30 Avg 03/23 14:33	$-121.39 Pro -2.43% $-242.72 (-2.4%)	Trailing Stop	1h 2m
ARM Signal Details (Order: 42649231546403840) Ticker: ARM Action: sell TF: 60 Price: $134.92 Indicator: WaveMatrix starreversalsell Extras: timeframe 60 indicator WaveMatrix starreversalsell SL: $141.64 TP: $114.93 Qty: 37 Raw Webhook Payload `{ "ticker": "ARM", "action": "sell", "quantity": 37, "referencePrice": 134.92, "takeProfit": { "limitPrice": 114.9259382046 }, "stopLoss": { "stopPrice": 141.6406930405 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalsell" } }`
ARM P_ARM_2026-03-23_1	SHORT	37	WaveMatrix starreversalsell	-	$134.99 03/23 13:30	SL $141.64 TP $114.93	$138.30 Avg 03/23 14:33	$-121.33 Pro -2.43% $-242.72 (-2.4%)	Trailing Stop	1h 2m
ARM Signal Details (Order: 42649231306801152) Ticker: ARM Action: sell TF: 60 Price: $134.92 Indicator: WaveMatrix starreversalsell Extras: timeframe 60 indicator WaveMatrix starreversalsell SL: $141.64 TP: $114.93 Qty: 37 Raw Webhook Payload `{ "ticker": "ARM", "action": "sell", "quantity": 37, "referencePrice": 134.92, "takeProfit": { "limitPrice": 114.9259382046 }, "stopLoss": { "stopPrice": 141.6406930405 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalsell" } }`
WDC P_WDC_2026-03-23_1	SHORT	8	📌Strong Short	A (-4)	$289.44 03/23 13:00	SL $302.82 TP $285.26	$289.13 03/23 13:30	+$2.48 0.11%	Trailing Stop	29m
WDC Signal Details (Order: 42649001176350720) Ticker: WDC Action: sell TF: 15 Price: $289.44 Indicator: 📌Strong Short Signal Signal: A-4, WMvalue: -11.58, 趋势强度: 88.2% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: B+0,reject, WMvalue: -16.99, 趋势强度: 41.2% HTF动能一致性: 较弱 (2/4) HTF Momo State: 中性/冲突 (-2+2) \| 60 Market Structure: VOID (UUDU) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方3.452204232402389e+99%,1H压力下方9.73%｜支撑:4H支撑上方9.2%,1H支撑上方1.52% Deviation: 37.1% → 仓位x0.8 MarketRegime: CORRECTION_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] PPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG] Resonance: +0.478 中等 [TSI×htf:+0.63 \| TSI×Str:+0.60 \| MA×htf:+0.00 \| Time:+0.50] ML: 0.479 weak(caution) [XGB:0.496/RF:0.454] 预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:1.9% 建议TP:-1.49% \| K线:看跌:Hikkake 图表:Ascending Triangle 多维综合评级: A-4 M-4 VOID Final Decision: PASS - VOID豁免通过 HTF⚠️方向不一致 Grade: A (-4) Extras: indicator 📌Strong Short Signal Signal: A-4, WMvalue: -11.58, 趋势强度: 88.2% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: B+0,reject, WMvalue: -16.99, 趋势强度: 41.2% HTF动能一致性: 较弱 (2/4) HTF Momo State: 中性/冲突 (-2+2) \| 60 Market Structure: VOID (UUDU) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方3.452204232402389e+99%,1H压力下方9.73%｜支撑:4H支撑上方9.2%,1H支撑上方1.52% Deviation: 37.1% → 仓位x0.8 MarketRegime: CORRECTION_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] PPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG] Resonance: +0.478 中等 [TSI×htf:+0.63 \| TSI×Str:+0.60 \| MA×htf:+0.00 \| Time:+0.50] ML: 0.479 weak(caution) [XGB:0.496/RF:0.454] 预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:1.9% 建议TP:-1.49% \| K线:看跌:Hikkake 图表:Ascending Triangle 多维综合评级: A-4 M-4 VOID Final Decision: PASS - VOID豁免通过 HTF⚠️方向不一致 timeframe 15 SL: $302.82 TP: $285.26 Qty: 8 Raw Webhook Payload { "action": "sell", "extras": { "indicator": "📌Strong Short Signal\nSignal: A-4, WMvalue: -11.58, 趋势强度: 88.2%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B+0,reject, WMvalue: -16.99, 趋势强度: 41.2%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 中性/冲突 (-2+2) \| 60\nMarket Structure: VOID (UUDU)\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3.452204232402389e+99%,1H压力下方9.73%｜支撑:4H支撑上方9.2%,1H支撑上方1.52%\nDeviation: 37.1% → 仓位x0.8\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG]\nResonance: +0.478 中等 [TSI×htf:+0.63 \| TSI×Str:+0.60 \| MA×htf:+0.00 \| Time:+0.50]\nML: 0.479 weak(caution) [XGB:0.496/RF:0.454]\n预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:1.9% 建议TP:-1.49% \| K线:看跌:Hikkake 图表:Ascending Triangle\n多维综合评级: A-4 M-4 VOID\nFinal Decision: PASS - VOID豁免通过\nHTF⚠️方向不一致", "timeframe": "15" }, "ticker": "WDC", "quantity": "8", "stopLoss": { "stopPrice": 302.82 }, "takeProfit": { "limitPrice": 285.26 }, "referencePrice": 289.44, "filter_result": { "decision": "pass", "rating": "A-4", "final_rating": "📌Strong Short Signal\nSignal: A-4, WMvalue: -11.58, 趋势强度: 88.2%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B+0,reject, WMvalue: -16.99, 趋势强度: 41.2%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 中性/冲突 (-2+2) \| 60\nMarket Structure: VOID (UUDU)\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3.452204232402389e+99%,1H压力下方9.73%｜支撑:4H支撑上方9.2%,1H支撑上方1.52%\nDeviation: 37.1% → 仓位x0.8\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nPPO: -1(收缩预警(跌势放缓))/-2(强杀跌(双周期发散)) → WARN x0.7 [PPO-CHASE-HOOK-HTF-VSTRONG]\nResonance: +0.478 中等 [TSI×htf:+0.63 \| TSI×Str:+0.60 \| MA×htf:+0.00 \| Time:+0.50]\nML: 0.479 weak(caution) [XGB:0.496/RF:0.454]\n预测模型: ✅ 支持方向一致率:60% (高置信, 10案例) 预期波动:1.9% 建议TP:-1.49% \| K线:看跌:Hikkake 图表:Ascending Triangle\n多维综合评级: A-4 M-4 VOID\nFinal Decision: PASS - VOID豁免通过\nHTF⚠️方向不一致", "reason": "阶段1: A-4级 (总分-0.4, WMvalue: -11.58) \| 阶段2: HTF规则reject \| 阶段3(6维度): 当前A级强势覆盖HTF规则reject \| 阶段4(V评级): VOID豁免通过：当前A-级 \| 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方3.452204232402389e+99%,1H压力下方9.73%｜支撑:4H支撑上方9.2%,1H支撑上方1.52% \| 乖离率: 37.1%(x1.15)→仓位x0.8 \| 阶段6(MRC): [MRC顺势] CORRECTION_BEAR，沿用原决策: pass", "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": true, "threshold": -38.5, "details": "TSI=-11.58 > -38.5 (避免超卖)" }, "tsi_value": -11.57809539756678 }, "htf_mismatch": true }, "signal_type": "filtered", "forwarded_at": "2026-03-23T17:00:55.220676" }
WKEY P_WKEY_2026-03-23_2	LONG	791	WaveMatrix diamondreversalbuy	-	$6.28 03/23 12:31	SL $5.80 TP $7.86	$6.31 03/23 12:31	+$23.73 0.48%	Trailing Stop	0m
WKEY Signal Details (Order: 42648766087577600) Ticker: WKEY Action: buy TF: 60 Price: $6.32 Indicator: WaveMatrix diamondreversalbuy Extras: timeframe 60 indicator WaveMatrix diamondreversalbuy SL: $5.80 TP: $7.86 Qty: 791 Raw Webhook Payload `{ "ticker": "WKEY", "action": "buy", "quantity": 791, "referencePrice": 6.32, "takeProfit": { "limitPrice": 7.8569742705 }, "stopLoss": { "stopPrice": 5.8033699931 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalbuy" } }`
MP P_MP_2026-03-23_1	LONG	95	WaveMatrix diamondreversalbuy	-	$52.47 03/23 12:30	SL $48.83 TP $63.23	$52.75 03/23 13:16	+$26.60 0.53%	Trailing Stop	46m
MP Signal Details (Order: 42648760764353536) Ticker: MP Action: buy TF: 60 Price: $52.45 Indicator: WaveMatrix diamondreversalbuy Extras: timeframe 60 indicator WaveMatrix diamondreversalbuy SL: $48.83 TP: $63.23 Qty: 95 Raw Webhook Payload `{ "ticker": "MP", "action": "buy", "quantity": 95, "referencePrice": 52.45, "takeProfit": { "limitPrice": 63.2311630474 }, "stopLoss": { "stopPrice": 48.8260796479 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalbuy" } }`
USAR P_USAR_2026-03-23_1	LONG	295	WaveMatrix diamondreversalbuy	-	$16.99 03/23 12:30	SL $15.42 TP $21.37	$17.01 03/23 12:39	+$5.90 0.12%	Trailing Stop	9m
USAR Signal Details (Order: 42648760091166720) Ticker: USAR Action: buy TF: 60 Price: $16.91 Indicator: WaveMatrix diamondreversalbuy Extras: timeframe 60 indicator WaveMatrix diamondreversalbuy SL: $15.42 TP: $21.37 Qty: 295 Raw Webhook Payload `{ "ticker": "USAR", "action": "buy", "quantity": 295, "referencePrice": 16.915, "takeProfit": { "limitPrice": 21.3706316295 }, "stopLoss": { "stopPrice": 15.417308696 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalbuy" } }`
ALAB P_ALAB_2026-03-23_7	SHORT	15	🤖 BT-ML	-	$121.34 03/23 12:30	SL $123.87 TP $116.22	$122.83 03/23 12:37	$-22.20 -1.22%	Trailing Stop	7m
ALAB Signal Details (Order: 42648759693757440) Ticker: ALAB Action: sell TF: 5 Price: $121.32 Indicator: 🤖 BT-ML Optimized SHORT XGB/LGBM 模型 Score: 0.71 (阈值: 0.56) ✅ PASS [放行] XGB: 0.63 \| LGBM: 0.79 KNN 模型 ① KNN概率: 0.20 (看多1/5) ② 相似度: 低 (距离:3.050) ③ 平均收益: 正-0.40% / 负+0.59% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -57.8% ③ 预期波动: 18.9% CNN 模型质量: ❌ 低质量 (胜率概率:39.6%, 置信:中) Pattern 模型 ① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.650 (阈值:0.58) ✅ ② 投票: 支持(0.650≥0.58) \| AUC:0.767 多模型decision: XGB/LGBM:支持(0.71) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用） → 总分+4 Extras: timeframe 5 indicator 🤖 BT-ML Optimized SHORT XGB/LGBM 模型 Score: 0.71 (阈值: 0.56) ✅ PASS [放行] XGB: 0.63 \| LGBM: 0.79 KNN 模型 ① KNN概率: 0.20 (看多1/5) ② 相似度: 低 (距离:3.050) ③ 平均收益: 正-0.40% / 负+0.59% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -57.8% ③ 预期波动: 18.9% CNN 模型质量: ❌ 低质量 (胜率概率:39.6%, 置信:中) Pattern 模型 ① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.650 (阈值:0.58) ✅ ② 投票: 支持(0.650≥0.58) \| AUC:0.767 多模型decision: XGB/LGBM:支持(0.71) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用） → 总分+4 SL: $123.87 TP: $116.22 Qty: 15 Raw Webhook Payload { "ticker": "ALAB", "action": "sell", "quantity": 15, "referencePrice": 121.32, "takeProfit": { "limitPrice": 116.22 }, "stopLoss": { "stopPrice": 123.87 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.71 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.63 \| LGBM: 0.79\nKNN 模型\n① KNN概率: 0.20 (看多1/5)\n② 相似度: 低 (距离:3.050)\n③ 平均收益: 正-0.40% / 负+0.59%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -57.8%\n③ 预期波动: 18.9%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)\nPattern 模型\n① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.650 (阈值:0.58) ✅\n② 投票: 支持(0.650≥0.58) \| AUC:0.767\n多模型decision: XGB/LGBM:支持(0.71) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用）\n→ 总分+4" } }
MSFT 加仓 P_MSFT_2026-03-23_1	LONG	13	WaveMatrix Bottom	B	$382.49 03/23 12:30	SL $377.27 TP $398.03	$381.70 Avg 03/24 05:15	$-37.30 Pro -0.75% $-72.12 (-0.8%)	Trailing Stop	16h 45m
MSFT Signal Details (Order: 42648758532328448) Ticker: MSFT Action: buy TF: 60 Price: $382.49 Indicator: WaveMatrix Bottom Grade: B Extras: timeframe 60 indicator WaveMatrix Bottom SL: $377.27 TP: $398.03 Qty: 13 Raw Webhook Payload `{ "ticker": "MSFT", "action": "buy", "quantity": 13, "referencePrice": 382.49, "takeProfit": { "limitPrice": 398.0293860972 }, "stopLoss": { "stopPrice": 377.2666769421 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix Bottom" } }`
CONL P_CONL_2026-03-23_3	LONG	815	🤖 BT-ML	-	$9.44 03/23 12:15	SL $9.07 TP $10.46	$9.27 03/23 12:28	$-138.55 -1.80%	Trailing Stop	12m
CONL Signal Details (Order: 42648645097506816) Ticker: CONL Action: buy TF: 5 Price: $9.47 Indicator: 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.66 (阈值: 0.56) ✅ PASS [放行] XGB: 0.42 \| LGBM: 0.91 KNN 模型 ① KNN概率: 1.00 (看多5/5) ② 相似度: 低 (距离:3.053) ③ 平均收益: 正+0.62% / 负-0.94% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -51.2% ③ 预期波动: 34.4% CNN 模型质量: ✅ 高质量 (胜率概率:93.3%, 置信:高) 仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.338 (阈值:0.64) ❌ ② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581 多模型decision: XGB/LGBM:支持(0.66) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用） → 总分-2 Extras: timeframe 5 indicator 🤖 BT-ML Optimized LONG XGB/LGBM 模型 Score: 0.66 (阈值: 0.56) ✅ PASS [放行] XGB: 0.42 \| LGBM: 0.91 KNN 模型 ① KNN概率: 1.00 (看多5/5) ② 相似度: 低 (距离:3.053) ③ 平均收益: 正+0.62% / 负-0.94% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -51.2% ③ 预期波动: 34.4% CNN 模型质量: ✅ 高质量 (胜率概率:93.3%, 置信:高) 仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%) Pattern 模型 ① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.338 (阈值:0.64) ❌ ② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581 多模型decision: XGB/LGBM:支持(0.66) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用） → 总分-2 SL: $9.07 TP: $10.46 Qty: 815 Raw Webhook Payload { "ticker": "CONL", "action": "buy", "quantity": 815, "referencePrice": 9.47, "takeProfit": { "limitPrice": 10.46 }, "stopLoss": { "stopPrice": 9.07 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized LONG\nXGB/LGBM 模型\nScore: 0.66 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.42 \| LGBM: 0.91\nKNN 模型\n① KNN概率: 1.00 (看多5/5)\n② 相似度: 低 (距离:3.053)\n③ 平均收益: 正+0.62% / 负-0.94%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -51.2%\n③ 预期波动: 34.4%\nCNN 模型\n质量: ✅ 高质量 (胜率概率:93.3%, 置信:高)\n仓位调整: CNN高置信(87%)+方向一致 → +20%仓位(62%)\nPattern 模型\n① 建议: ⚠️ contradict \| 置信: 高 \| 一致率: 30%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.338 (阈值:0.64) ❌\n② 投票: 反对(0.338<0.64-0.05) \| AUC:0.581\n多模型decision: XGB/LGBM:支持(0.66) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:反对(0.00) \| Pattern:反对(contradict,high,n=10) \| WMU:反对(0.338<0.64-0.05) \| 质量=93%（仅调仓用）\n→ 总分-2" } }
ALAB P_ALAB_2026-03-23_6	SHORT	120	🤖 BT-ML	-	$122.69 03/23 11:40	SL $124.16 TP $119.05	$122.12 03/23 12:07	+$69.00 0.47%	Trailing Stop	27m
ALAB Signal Details (Order: 42648365982696448) Ticker: ALAB Action: sell TF: 5 Price: $122.70 Indicator: 🤖 BT-ML Optimized SHORT XGB/LGBM 模型 Score: 0.70 (阈值: 0.56) ✅ PASS [放行] XGB: 0.61 \| LGBM: 0.79 KNN 模型 ① KNN概率: 0.20 (看多1/5) ② 相似度: 低 (距离:3.050) ③ 平均收益: 正-0.40% / 负+0.59% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -57.8% ③ 预期波动: 18.9% CNN 模型质量: ❌ 低质量 (胜率概率:39.6%, 置信:中) Pattern 模型 ① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.650 (阈值:0.58) ✅ ② 投票: 支持(0.650≥0.58) \| AUC:0.767 多模型decision: XGB/LGBM:支持(0.70) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用） → 总分+4 Extras: timeframe 5 indicator 🤖 BT-ML Optimized SHORT XGB/LGBM 模型 Score: 0.70 (阈值: 0.56) ✅ PASS [放行] XGB: 0.61 \| LGBM: 0.79 KNN 模型 ① KNN概率: 0.20 (看多1/5) ② 相似度: 低 (距离:3.050) ③ 平均收益: 正-0.40% / 负+0.59% TCN 模型 ① 方向概率: 0.00 (100%看空) ② 预期收益: -57.8% ③ 预期波动: 18.9% CNN 模型质量: ❌ 低质量 (胜率概率:39.6%, 置信:中) Pattern 模型 ① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90% ② 相似案例数: 10 WMU 29维模型 ① 评分: 0.650 (阈值:0.58) ✅ ② 投票: 支持(0.650≥0.58) \| AUC:0.767 多模型decision: XGB/LGBM:支持(0.70) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用） → 总分+4 SL: $124.16 TP: $119.05 Qty: 120 Raw Webhook Payload { "ticker": "ALAB", "action": "sell", "quantity": 120, "referencePrice": 122.7, "takeProfit": { "limitPrice": 119.05 }, "stopLoss": { "stopPrice": 124.16 }, "extras": { "timeframe": "5", "indicator": "🤖 BT-ML Optimized SHORT\nXGB/LGBM 模型\nScore: 0.70 (阈值: 0.56) ✅ PASS [放行]\nXGB: 0.61 \| LGBM: 0.79\nKNN 模型\n① KNN概率: 0.20 (看多1/5)\n② 相似度: 低 (距离:3.050)\n③ 平均收益: 正-0.40% / 负+0.59%\nTCN 模型\n① 方向概率: 0.00 (100%看空)\n② 预期收益: -57.8%\n③ 预期波动: 18.9%\nCNN 模型\n质量: ❌ 低质量 (胜率概率:39.6%, 置信:中)\nPattern 模型\n① 建议: 📈 strong_confirm \| 置信: 高 \| 一致率: 90%\n② 相似案例数: 10\nWMU 29维模型\n① 评分: 0.650 (阈值:0.58) ✅\n② 投票: 支持(0.650≥0.58) \| AUC:0.767\n多模型decision: XGB/LGBM:支持(0.70) \| KNN:距离过大(3.05)弃权 dist=3.05 \| TCN:支持(1.00) \| Pattern:支持(strong_confirm,high,n=10) \| WMU:支持(0.650≥0.58) \| 质量=40%（仅调仓用）\n→ 总分+4" } }
AMBQ P_AMBQ_2026-03-23_1	LONG	193	WaveMatrix diamondreversalbuy	-	$25.82 03/23 11:31	SL $24.02 TP $31.06	$25.11 Avg 03/24 04:00	$-137.58 -2.76%	Trailing Stop	16h 28m
AMBQ Signal Details (Order: 42648295414451200) Ticker: AMBQ Action: buy TF: 60 Price: $25.79 Indicator: WaveMatrix diamondreversalbuy Extras: timeframe 60 indicator WaveMatrix diamondreversalbuy SL: $24.02 TP: $31.06 Qty: 193 Raw Webhook Payload `{ "ticker": "AMBQ", "action": "buy", "quantity": 193, "referencePrice": 25.79, "takeProfit": { "limitPrice": 31.0634246501 }, "stopLoss": { "stopPrice": 24.0174202857 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalbuy" } }`
REMX 加仓 P_REMX_2026-03-23_1	LONG	59	WaveMatrix diamondreversalbuy	-	$84.42 03/23 11:31	SL $80.64 TP $95.85	$84.20 Avg 03/23 11:34	$-2.56 Pro -0.05% $-7.67 (-0.1%)	Trailing Stop	3m
REMX Signal Details (Order: 42648294841401344) Ticker: REMX Action: buy TF: 60 Price: $84.47 Indicator: WaveMatrix diamondreversalbuy Extras: timeframe 60 indicator WaveMatrix diamondreversalbuy SL: $80.64 TP: $95.85 Qty: 59 Raw Webhook Payload `{ "ticker": "REMX", "action": "buy", "quantity": 59, "referencePrice": 84.47, "takeProfit": { "limitPrice": 95.8548913655 }, "stopLoss": { "stopPrice": 80.6431457595 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalbuy" } }`
TEM 加仓 P_TEM_2026-03-23_1	LONG	101	WaveMatrix starreversalbuy	-	$49.39 03/23 11:31	SL $46.66 TP $57.66	$48.07 Avg 03/24 09:49	$-133.32 Pro -2.67% $-266.64 (-2.7%)	Trailing Stop	22h 18m
TEM Signal Details (Order: 42648294357879808) Ticker: TEM Action: buy TF: 60 Price: $49.43 Indicator: WaveMatrix starreversalbuy Extras: timeframe 60 indicator WaveMatrix starreversalbuy SL: $46.66 TP: $57.66 Qty: 101 Raw Webhook Payload `{ "ticker": "TEM", "action": "buy", "quantity": 101, "referencePrice": 49.43, "takeProfit": { "limitPrice": 57.6595011426 }, "stopLoss": { "stopPrice": 46.6637811285 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalbuy" } }`
TEM P_TEM_2026-03-23_1	LONG	101	WaveMatrix starreversalbuy	-	$49.39 03/23 11:30	SL $46.66 TP $57.66	$48.07 Avg 03/24 09:49	$-133.32 Pro -2.67% $-266.64 (-2.7%)	Trailing Stop	22h 18m
TEM Signal Details (Order: 42648293651923968) Ticker: TEM Action: buy TF: 60 Price: $49.43 Indicator: WaveMatrix starreversalbuy Extras: timeframe 60 indicator WaveMatrix starreversalbuy SL: $46.66 TP: $57.66 Qty: 101 Raw Webhook Payload `{ "ticker": "TEM", "action": "buy", "quantity": 101, "referencePrice": 49.43, "takeProfit": { "limitPrice": 57.6595011426 }, "stopLoss": { "stopPrice": 46.6637811285 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalbuy" } }`
ALGM P_ALGM_2026-03-23_1	LONG	157	WaveMatrix diamondreversalbuy	-	$31.90 03/23 11:30	SL $30.27 TP $34.55	$31.09 03/23 12:29	$-127.17 -2.54%	Trailing Stop	58m
ALGM Signal Details (Order: 42648293054629888) Ticker: ALGM Action: buy TF: 60 Price: $31.83 Indicator: WaveMatrix diamondreversalbuy Extras: timeframe 60 indicator WaveMatrix diamondreversalbuy SL: $30.27 TP: $34.55 Qty: 157 Raw Webhook Payload `{ "ticker": "ALGM", "action": "buy", "quantity": 157, "referencePrice": 31.83, "takeProfit": { "limitPrice": 34.5544780201 }, "stopLoss": { "stopPrice": 30.2731554171 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalbuy" } }`
SOXX 加仓 P_SOXX_2026-03-20_2	LONG	14	WaveMatrix diamondreversalbuy	-	$342.65 03/23 11:30	SL $331.04 TP $358.77	$340.35 03/23 11:38	$-32.20 -0.67%	Trailing Stop	8m
SOXX Signal Details (Order: 42648292712007680) Ticker: SOXX Action: buy TF: 60 Price: $342.13 Indicator: WaveMatrix diamondreversalbuy Extras: timeframe 60 indicator WaveMatrix diamondreversalbuy SL: $331.04 TP: $358.77 Qty: 14 Raw Webhook Payload `{ "ticker": "SOXX", "action": "buy", "quantity": 14, "referencePrice": 342.13, "takeProfit": { "limitPrice": 358.7689122579 }, "stopLoss": { "stopPrice": 331.037391828 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix diamondreversalbuy" } }`
META P_META_2026-03-23_1	LONG	8	WaveMatrix starreversalbuy	-	$607.90 03/23 11:30	SL $591.74 TP $655.75	$601.37 03/23 13:15	$-52.24 -1.07%	Webhook Signal	1h 44m
META Signal Details (Order: 42648292260202496) Ticker: META Action: buy TF: 60 Price: $607.84 Indicator: WaveMatrix starreversalbuy Extras: timeframe 60 indicator WaveMatrix starreversalbuy SL: $591.74 TP: $655.75 Qty: 8 Raw Webhook Payload `{ "ticker": "META", "action": "buy", "quantity": 8, "referencePrice": 607.84, "takeProfit": { "limitPrice": 655.7503150892 }, "stopLoss": { "stopPrice": 591.735692407 }, "extras": { "timeframe": "60", "indicator": "WaveMatrix starreversalbuy" } }`