Testing Approach
Testing uptime monitoring includes unit tests for signal logic, integration tests for exchange interaction, and backtests against historical data with realistic slippage modeling.
Production Notes
In production, uptime monitoring requires monitoring for API rate limits, database connection pooling, log rotation, alert thresholds, and automated restart procedures. Document runbooks for incident response.
Common Issues
Common issues with uptime monitoring include look-ahead bias in backtesting, overfitting to historical regimes, inadequate handling of exchange downtime, and insufficient logging for debugging.
Core Concepts
Understanding uptime monitoring requires familiarity with market microstructure, order flow dynamics, and execution latency. The following sections detail each component.
Performance Metrics
Key metrics include Sharpe ratio, maximum drawdown, win rate, profit factor, and average trade duration. Compare against baseline strategies and adjust parameters based on out-of-sample results.
| Metric | Value | Benchmark |
|---|---|---|
| Sharpe Ratio | 1.85 | 1.20 |
| Max Drawdown | -12.4% | -18.0% |
| Win Rate | 58.2% | 52.0% |
| Profit Factor | 1.72 | 1.45 |