# Trading-Bot Audit Report

**Timestamp:** 2026-06-19T08:36:19+00:00  
**Overall:** `FAIL` (ok: 16, warn: 5, fail: 1, total: 23)

## AI-Analyse (Rule-Based)

**Verdict:** `ATTENTION` — 1 Warnung(en) — beobachten, ggf. Parameter pruefen.

### ⚠️ Win-Rate kritisch  _(performance)_

37% (38W / 66L · $+1,054.12)

**Empfehlung:** Strategy-Backtest mit aktuellen Parametern erneut laufen: 'python scripts/strategy_backtest.py'. Bei <40% Win-Rate Architektur hinterfragen.

_Evidence: Win-Rate (Lifetime)_

### 💡 Drawdown erhoeht  _(risk)_

-21.9% (peak-to-trough ueber 30d)

**Empfehlung:** Beobachten — typisch in volatilen Phasen; erst eingreifen wenn >35%.

_Evidence: Max Drawdown (30d)_

### 💡 Backtest-Drift erklaerbar  _(strategy)_

Live-Period deutlich kuerzer als Backtest-Period (ratio=0.48). Statistisch wenig aussagekraeftig.

**Empfehlung:** Mehr Live-Daten sammeln — Drift erneut bewerten in 2 Wochen.

_Evidence: Live vs Backtest Drift_

### 💡 Dust-Cleanup empfohlen  _(risk)_

11 Dust-Positionen: BTC ($0.3309), ETH ($0.0368), TRX ($0.0248), LINK ($0.0313), XLM ($0.0911), PAXG ($0.3489), NEAR ($0.0068), PEPE ($0.0000), WLD ($0.0286), TON ($0.0154), ONDO ($0.0041)

**Empfehlung:** Binance UI -> 'Convert Small Balance to BNB' (kostenlos fuer <$10-Positionen).

_Evidence: Dust-Positionen_

## ⚠ Critical & Warnings

- ⚠ **Cache Files Frisch**: stale: engine_holdings.json (1669min alt, max 1440min)
    - snapshot: vor 2s (last_snapshot.json)
    - holdings: vor 100194s (engine_holdings.json)
    - advice: vor 13750s (daily_advice.json)
- ⚠ **Holdings Sync (Registry vs Reality)**: 4 Drift(s): SUI (Reg:0.0072, Real:0.0000), HOME (Reg:19.0000, Real:0.0000), ADA (Reg:0.0493, Real:0.0000)...
    - mismatches: ['SUI (Reg:0.0072, Real:0.0000)', 'HOME (Reg:19.0000, Real:0.0000)', 'ADA (Reg:0.0493, Real:0.0000)', 'USDC (18.4% diff: Reg:3.3405, Real:4.0917)']
- ⚠ **Dust-Positionen**: 11 Dust-Positionen: BTC ($0.3309), ETH ($0.0368), TRX ($0.0248), LINK ($0.0313), XLM ($0.0911), PAXG ($0.3489), NEAR ($0.0068), PEPE ($0.0000), WLD ($0.0286), TON ($0.0154), ONDO ($0.0041)
    - dust: ['BTC ($0.3309)', 'ETH ($0.0368)', 'TRX ($0.0248)', 'LINK ($0.0313)', 'XLM ($0.0911)', 'PAXG ($0.3489)', 'NEAR ($0.0068)', 'PEPE ($0.0000)', 'WLD ($0.0286)', 'TON ($0.0154)', 'ONDO ($0.0041)']
- ✗ **Win-Rate (Lifetime)**: 37% (38W / 66L · $+1,054.12)
    - trades: 104
    - wins: 38
    - losses: 66
    - total_pnl: $+1,054.12
- ⚠ **Max Drawdown (30d)**: -21.9% (peak-to-trough ueber 30d)
    - max_dd_pct: -21.92%
    - n_snapshots: 8286
    - first_value: $7,260.34
    - last_value: $7,224.65
- ⚠ **Live vs Backtest Drift**: Live: +20.2% (41d) · Backtest: +153.9% (85d) · Drift: -133.7pp (cached) — Vorsicht: Perioden stimmen nicht überein (48%)
    - live_return_pct: +20.15%
    - backtest_return_pct: +153.90%
    - drift_pp: -133.74pp
    - backtest_sharpe: 1.2086951135046482
    - backtest_max_dd_pct: 43.38%
    - backtest_period: 2026-03-26 (85d window)
    - cached_age_h: 1

## INFRASTRUCTURE

### ✓ Service tradingbot-server
`ok` — active

### ✓ Daemon Iteration Freshness
`ok` — letzte Iteration vor 43.4 min

- **n_checks_total**: 1206
- **last_check_at**: 2026-06-19T07:52:55.487947+00:00

### ✓ Recent ERROR-Lines (1h)
`ok` — 0 errors in last hour

### ⚠ Cache Files Frisch
`warn` — stale: engine_holdings.json (1669min alt, max 1440min)

- **snapshot**: vor 2s (last_snapshot.json)
- **holdings**: vor 100194s (engine_holdings.json)
- **advice**: vor 13750s (daily_advice.json)

### ✓ Live-Cache Background-Thread
`ok` — Cache vor 0s aktualisiert

### ✓ Disk-Space
`ok` — alle Mounts unter 85% Belegung

- **root**: 428.8 GB frei (6% used)
- **home**: 428.8 GB frei (6% used)

### ✓ CPU Thermal/Throttle
`ok` — 61.8°C, no throttle

- **cpu_temp_c**: 61.8
- **throttled_hex**: 0x0

### ✓ Backup-Frische
`ok` — Drive + SD-Backup in Bounds

- **drive_backup_age_h**: 6.5
- **sd_backup_age_d**: 18.2

## STATE

### ⚠ Holdings Sync (Registry vs Reality)
`warn` — 4 Drift(s): SUI (Reg:0.0072, Real:0.0000), HOME (Reg:19.0000, Real:0.0000), ADA (Reg:0.0493, Real:0.0000)...

- **mismatches**: ['SUI (Reg:0.0072, Real:0.0000)', 'HOME (Reg:19.0000, Real:0.0000)', 'ADA (Reg:0.0493, Real:0.0000)', 'USDC (18.4% diff: Reg:3.3405, Real:4.0917)']

### ✓ P&L Math konsistent
`ok` — total = cash + holdings (diff $0.00, 0.000%)

- **total_value**: $7,224.65
- **cash**: $5,751.04
- **holdings_value**: $1,473.61
- **diff**: $0.00 (0.00%)

### ✓ Fills-Audit
`ok` — 187 Fills sauber, 17 Slots korrekt

- **total_fills**: 187
- **held_coins**: 17
- **slots_tagged**: 17

### ✓ Config-Files Schema
`ok` — 3 Configs valid

- **active_strategy.json**: ok
- **spec_strategy.json**: ok
- **telegram_settings.json**: ok

### — State-Schemas
`skip` — state_schema-Modul nicht importierbar: No module named 'tradingbot'

### ⚠ Dust-Positionen
`warn` — 11 Dust-Positionen: BTC ($0.3309), ETH ($0.0368), TRX ($0.0248), LINK ($0.0313), XLM ($0.0911), PAXG ($0.3489), NEAR ($0.0068), PEPE ($0.0000), WLD ($0.0286), TON ($0.0154), ONDO ($0.0041)

- **dust**: ['BTC ($0.3309)', 'ETH ($0.0368)', 'TRX ($0.0248)', 'LINK ($0.0313)', 'XLM ($0.0911)', 'PAXG ($0.3489)', 'NEAR ($0.0068)', 'PEPE ($0.0000)', 'WLD ($0.0286)', 'TON ($0.0154)', 'ONDO ($0.0041)']

## PERFORMANCE

### ✓ Realized P&L (1d/7d/30d)
`ok` — 1d: $+0.00 (0 trades) · 7d: $-12.70 (16 trades) · 30d: $+1,161.90 (76 trades)

- **1d**: $+0.00 | 0W/0L
- **7d**: $-12.70 | 9W/7L
- **30d**: $+1,161.90 | 30W/46L

### ✗ Win-Rate (Lifetime)
`fail` — 37% (38W / 66L · $+1,054.12)

- **trades**: 104
- **wins**: 38
- **losses**: 66
- **total_pnl**: $+1,054.12

### ⚠ Max Drawdown (30d)
`warn` — -21.9% (peak-to-trough ueber 30d)

- **max_dd_pct**: -21.92%
- **n_snapshots**: 8286
- **first_value**: $7,260.34
- **last_value**: $7,224.65

### ✓ Total Return (1d/7d/30d)
`ok` — 1d: -0.9% ($-66.94) · 7d: +2.4% ($+167.02) · 30d: -0.4% ($-32.46)

- **1d**: -0.92% net ($-66.94, raw delta $-66.94, flows $+0.00)
- **7d**: +2.37% net ($+167.02, raw delta $+167.02, flows $+0.00)
- **30d**: -0.45% net ($-32.46, raw delta $-32.46, flows $+0.00)

### ✓ Engine-Capital Trend
`ok` — current: $7,225 · under cap $7,500

- **current_total**: $7,224.65
- **soft_cap**: $7,500.00

## STRATEGY

### ✓ Markt-Regime (BTC)
`ok` — MIXED (BTC $62,666 · vs EMA200: -2.8% · 24h: -2.4% · vol 41%)

- **regime**: MIXED
- **btc_price**: $62,665.99
- **ema_period**: 200
- **vs_ema_pct**: -2.76%
- **24h_change_pct**: -2.39%
- **annual_vol_pct**: 41.5%
- **trend_strength**: 76/100

### ✓ vs Benchmark (B&H BTC, 7d)
`ok` — Bot: +2.4% · BTC: +0.0% · Alpha: +2.4pp

- **bot_7d_pct**: +2.37%
- **btc_7d_pct**: +0.00%
- **alpha_pp**: +2.37pp
- **bot_old_value**: $7,057.62
- **bot_now_adj**: $7,224.65
- **btc_old_price**: $62,711.12
- **btc_now_price**: $62,711.12

### ✓ Strategy-Config Review
`ok` — hybrid/T+M+D+F · drift=3% · rebal=30d · top-K=6 · maxW=16%

- **strategy**: hybrid
- **arch**: T+M+D+F
- **drift_threshold**: 3.0%
- **rebalance_days**: 30
- **momentum_top_k**: 6
- **max_weight_per_coin**: 16%
- **soft_cap**: $7,500

### ⚠ Live vs Backtest Drift
`warn` — Live: +20.2% (41d) · Backtest: +153.9% (85d) · Drift: -133.7pp (cached) — Vorsicht: Perioden stimmen nicht überein (48%)

- **live_return_pct**: +20.15%
- **backtest_return_pct**: +153.90%
- **drift_pp**: -133.74pp
- **backtest_sharpe**: 1.2086951135046482
- **backtest_max_dd_pct**: 43.38%
- **backtest_period**: 2026-03-26 (85d window)
- **cached_age_h**: 1

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