CEX Auto Trader

Monitor positions, pool states, and P&L across live and backtest (LONGTERM_BACKTEST) pools.

Toggle operational kill-switches and other live controls.

Pre-screen strategy candidates: build filterSets, create/run jobs, then inspect verdict/diagnosis/comparison and per-token entry-exit markers on OHLCV.

As-of sweep visualizing how each entry filter behaves over a historical range (value vs threshold, pass/block point color, AND-entry markers) — a fast face-validity gate before the backtest.

Descriptive characterization of an MC-group universe: distribution histograms (rises, pump-dumps, deep dips, recovery, regime-volume skew, rise ΔMC) + a sortable/filterable per-token table + a per-token drilldown with candles, Kostolany regime bands, and computed-event overlays.

Run backtests with historical data and visualize strategy performance with Plotly charts.

Sweep strategy parameters across a config grid and compare metrics with heatmap visualization.

Manage DB-persisted, resumable multi-config backtest jobs: create, run/resume, extend the period, and delete with pool/config cascade.

Project expected capital over N trades from win rate and avg win/loss using engine bet-sizing logic, with Monte Carlo distribution.

Filter tokens by gain percentage within a time range and view Binance charts for pattern analysis.

SMALL/MID/LARGE tier token list with 1h OHLCV, SMA, Z-Score, and 5min RS integrated charts.

Round-trip analysis, trade journal, and strategy management for reviewing past performance.