cop-el v2 — control room

AI · regime & strategy toggles

all online

trend_ema mean_revert breakout_bb vol_carry pair_stat momentum_rs overnight_gap arb_funding news_event microstruct ★ ml_hybrid ★ ai_filter ★ ai_exit

strategies · realtime

13 active

tick 1s

strategy	pnl today	sharpe	pos	winrate
trend_ema	+₽ 18 420	1.84	7	61%
mean_revert	+₽ 9 180	1.21	4	55%
ml_hybrid ★	+₽ 31 950	2.07	11	68%
vol_carry	−₽ 2 410	0.42	3	48%
pair_stat	+₽ 4 230	0.91	2	53%
momentum_rs	+₽ 12 110	1.55	5	59%
arb_funding	+₽ 1 920	2.34	1	82%
news_event	−₽ 540	0.18	0	44%

portfolio risk

DD 4.2%

vol

18.4%

target 20%

margin

61%

healthy

max DD

4.2%

lim 8%

exposure by sector

oil & gas32%

₽ 1.6M

banks24%

₽ 1.2M

metals18%

₽ 0.9M

retail14%

₽ 0.7M

telecom7%

₽ 0.35M

cash5%

₽ 0.25M

AI metrics

model v2.4.1

regime · 30d

trend-up42%
range29%
chop19%
panic10%

feature drift · KS top-10

vol_5m

0.78

spread_bps

0.64

rsi_14

0.51

obv_z

0.42

vwap_dev

0.36

news_pol

0.33

corr_imoex

0.28

funding_8h

0.22

macd_hist

0.18

atr_norm

0.14

red > 0.6 — refit recommended

signals · live

SSE · 247/24h

openedSBER long · ml_hybrid · 100@312.412:48:11
pendingGAZP short · trend_ema · 50@184.912:47:53
rejectLKOH ai_filter veto · drift 0.7812:47:31
closedYNDX long · +₽ 1240 · ai_exit12:46:02
openedROSN long · momentum_rs · 30@548.112:45:11
pendingVTBR short · pair_stat · 1000@0.02212:44:48
closedMGNT short · −₽ 320 · stop12:42:11
rejectNLMK spread > 25bps12:41:09

orders

open · 4

ticker	side	qty	avg	u-pnl
SBER	long	100	312.4	+₽ 880
ROSN	long	30	548.1	+₽ 210
GAZP	short	50	184.9	−₽ 120
VTBR	short	1000	0.022	+₽ 45

history · today · 23expand ↓

time	ticker	side	pnl	strategy
12:46	YNDX	long	+1240	ml_hybrid
12:42	MGNT	short	−320	mean_revert
12:11	LKOH	long	+2110	trend_ema
11:58	SBER	long	+420	momentum_rs

⚠ risk controls

limits OK

PANIC mode

flatten all · disable strategies · freeze 30 min · sms-confirm Эль

max DD8.0%

2%15%

max positions20

150

economics

month-to-date

Anthropic spend

forecast

$ 142.80 / $ 400

36% usedEOM est $ 312

P&L vs baseline

+18.2%

cop-elIMOEX baseline

audit tail · last 30

actor

ts	actor	action	detail
12:48:11	system	order.open	SBER long 100@312.4
12:47:31	ai_filter	veto	LKOH · drift 0.78
12:46:02	ai_exit	close.signal	YNDX · target hit
12:34:08	elClassico	toggle.off	overnight_gap
12:11:55	system	regime.change	range → trend-up · 0.78
11:58:41	elClassico	limits.update	max DD 6% → 8%

показано 6 из 30 · scroll for more

— empty state —

cop-el ещё не запускался сегодня

нет открытых позиций, нет сигналов, нет регима. это нормально до 10:00 MSK или после KILL.

или импортировать вчерашнюю сессию

данные недоступны

SSE disconnect · 503

/api/v2/signals/stream вернул 503. Реконнект через 4 с (попытка 2/5). Позиции и ордера локально кешированы.

[12:48:14] err · /api/v2/signals/stream → 503
[12:48:14] backoff 4s · attempt 2/5
[12:48:18] retrying …