diff --git a/.gitignore b/.gitignore
index 39028d4..9210501 100644
--- a/.gitignore
+++ b/.gitignore
@@ -32,3 +32,4 @@ crypto/sol/.vs/*
 crypto/brian/models/best/*
 crypto/brian/models/last/*
 crypto/brian/live_chart.html
+crypto/gogo2/models/*
diff --git a/crypto/gogo2/main.py b/crypto/gogo2/main.py
index 05d1e82..78c46af 100644
--- a/crypto/gogo2/main.py
+++ b/crypto/gogo2/main.py
@@ -18,6 +18,8 @@ import ccxt
 import websockets
 from torch.utils.tensorboard import SummaryWriter
 import torch.cuda.amp as amp  # Add this import at the top
+from sklearn.preprocessing import MinMaxScaler
+import copy
 
 # Configure logging
 logging.basicConfig(
@@ -73,8 +75,9 @@ class DQN(nn.Module):
         
         # Initial feature extraction
         self.fc1 = nn.Linear(state_size, hidden_size)
-        self.bn1 = nn.BatchNorm1d(hidden_size)
-        self.dropout1 = nn.Dropout(0.2)  # Add dropout for regularization
+        # Use LayerNorm instead of BatchNorm for more stability with varying batch sizes
+        self.ln1 = nn.LayerNorm(hidden_size)
+        self.dropout1 = nn.Dropout(0.2)
         
         # LSTM layer for sequential data
         self.lstm = nn.LSTM(hidden_size, hidden_size, num_layers=lstm_layers, batch_first=True, dropout=0.2)
@@ -84,7 +87,7 @@ class DQN(nn.Module):
         
         # Output layers with increased capacity
         self.fc2 = nn.Linear(hidden_size, hidden_size)
-        self.bn2 = nn.BatchNorm1d(hidden_size)
+        self.ln2 = nn.LayerNorm(hidden_size)  # LayerNorm instead of BatchNorm
         self.dropout2 = nn.Dropout(0.2)
         self.fc3 = nn.Linear(hidden_size, hidden_size // 2)
         
@@ -115,7 +118,7 @@ class DQN(nn.Module):
         
         # Initial feature extraction
         x = self.fc1(x)
-        x = F.relu(self.bn1(x) if batch_size > 1 else self.bn1(x.unsqueeze(0)).squeeze(0))
+        x = F.relu(self.ln1(x))  # LayerNorm works with any batch size
         x = self.dropout1(x)
         
         # Reshape for LSTM
@@ -135,7 +138,7 @@ class DQN(nn.Module):
         
         # Final layers
         x = self.fc2(x)
-        x = F.relu(self.bn2(x) if batch_size > 1 else self.bn2(x.unsqueeze(0)).squeeze(0))
+        x = F.relu(self.ln2(x))  # LayerNorm works with any batch size
         x = self.dropout2(x)
         x = F.relu(self.fc3(x))
         
@@ -146,6 +149,96 @@ class DQN(nn.Module):
         
         return qvals
 
+class PricePredictionModel(nn.Module):
+    def __init__(self, input_size=30, hidden_size=128, output_size=5, num_layers=2):
+        super(PricePredictionModel, self).__init__()
+        self.lstm = nn.LSTM(1, hidden_size, num_layers=num_layers, batch_first=True, dropout=0.2)
+        self.fc = nn.Linear(hidden_size, output_size)
+        self.scaler = MinMaxScaler(feature_range=(0, 1))
+        self.is_fitted = False
+        
+    def forward(self, x):
+        # x shape: [batch_size, seq_len, 1]
+        lstm_out, _ = self.lstm(x)
+        # Use the last time step output
+        predictions = self.fc(lstm_out[:, -1, :])
+        return predictions
+    
+    def preprocess(self, data):
+        # Reshape data for scaler
+        data_reshaped = np.array(data).reshape(-1, 1)
+        
+        # Fit scaler if not already fitted
+        if not self.is_fitted:
+            self.scaler.fit(data_reshaped)
+            self.is_fitted = True
+            
+        # Transform data
+        scaled_data = self.scaler.transform(data_reshaped)
+        return scaled_data
+    
+    def postprocess(self, scaled_predictions):
+        # Inverse transform to get actual price values
+        return self.scaler.inverse_transform(scaled_predictions.reshape(-1, 1)).flatten()
+    
+    def predict_next_candles(self, price_history, num_candles=5):
+        if len(price_history) < 30:  # Need enough history
+            return np.zeros(num_candles)
+            
+        # Preprocess data
+        scaled_data = self.preprocess(price_history)
+        
+        # Create sequence
+        sequence = scaled_data[-30:].reshape(1, 30, 1)
+        sequence_tensor = torch.FloatTensor(sequence).to(next(self.parameters()).device)
+        
+        # Get predictions
+        with torch.no_grad():
+            scaled_predictions = self(sequence_tensor).cpu().numpy()[0]
+            
+        # Postprocess predictions
+        predictions = self.postprocess(scaled_predictions)
+        return predictions
+    
+    def train_on_new_data(self, price_history, optimizer, epochs=10):
+        if len(price_history) < 35:  # Need enough history for training
+            return 0.0
+            
+        # Preprocess data
+        scaled_data = self.preprocess(price_history)
+        
+        # Create sequences and targets
+        sequences = []
+        targets = []
+        
+        for i in range(len(scaled_data) - 35):
+            seq = scaled_data[i:i+30]
+            target = scaled_data[i+30:i+35]
+            sequences.append(seq)
+            targets.append(target)
+            
+        if not sequences:
+            return 0.0
+            
+        sequences = np.array(sequences).reshape(-1, 30, 1)
+        targets = np.array(targets).reshape(-1, 5)
+        
+        # Convert to tensors
+        sequences_tensor = torch.FloatTensor(sequences).to(next(self.parameters()).device)
+        targets_tensor = torch.FloatTensor(targets).to(next(self.parameters()).device)
+        
+        # Train
+        total_loss = 0
+        for _ in range(epochs):
+            optimizer.zero_grad()
+            predictions = self(sequences_tensor)
+            loss = F.mse_loss(predictions, targets_tensor)
+            loss.backward()
+            optimizer.step()
+            total_loss += loss.item()
+            
+        return total_loss / epochs
+
 class TradingEnvironment:
     def __init__(self, exchange, symbol="ETH/USDT", timeframe="1m", leverage=MAX_LEVERAGE, 
                  initial_balance=INITIAL_BALANCE, window_size=60, is_demo=True):
@@ -173,6 +266,22 @@ class TradingEnvironment:
         
         self._initialize_features()
         
+        # Add price prediction model
+        self.price_predictor = None
+        self.predicted_prices = []
+        
+        # Add statistics tracking
+        self.episode_pnl = 0.0
+        self.total_pnl = 0.0
+        self.win_count = 0
+        self.loss_count = 0
+        self.trade_count = 0
+        self.max_drawdown = 0.0
+        self.peak_balance = initial_balance
+        
+        # For backtesting optimal trades
+        self.optimal_trades = []
+        
     def _initialize_features(self):
         """Initialize technical indicators and features"""
         self.features = {
@@ -397,6 +506,30 @@ class TradingEnvironment:
         state_components.append(self.features['stoch_k'][-3:] / 100.0)
         state_components.append(self.features['stoch_d'][-3:] / 100.0)
         
+        # Add predicted prices (if available)
+        if hasattr(self, 'predicted_prices') and len(self.predicted_prices) > 0:
+            # Normalize predictions relative to current price
+            pred_norm = np.array(self.predicted_prices[:3]) / latest_price - 1.0
+            # Pad if needed
+            if len(pred_norm) < 3:
+                pred_norm = np.pad(pred_norm, (0, 3 - len(pred_norm)), 'constant')
+            state_components.append(pred_norm)
+        else:
+            # Add zeros if no predictions
+            state_components.append(np.zeros(3))
+        
+        # Add extrema signals (if available)
+        if hasattr(self, 'optimal_signals'):
+            # Get recent signals
+            recent_signals = self.optimal_signals[-5:]
+            # Pad if needed
+            if len(recent_signals) < 5:
+                recent_signals = np.pad(recent_signals, (0, 5 - len(recent_signals)), 'constant')
+            state_components.append(recent_signals)
+        else:
+            # Add zeros if no signals
+            state_components.append(np.zeros(5))
+        
         # Position info
         position_info = np.zeros(5)
         if self.position == 'long':
@@ -467,6 +600,26 @@ class TradingEnvironment:
         if self.current_step >= 10000 or self.balance <= 0.1 * self.initial_balance:
             done = True
             
+        # Update statistics
+        if reward != 0:  # If a trade was closed
+            self.episode_pnl += reward
+            self.total_pnl += reward
+            
+            if reward > 0:
+                self.win_count += 1
+            else:
+                self.loss_count += 1
+                
+            self.trade_count += 1
+            
+            # Update peak balance and drawdown
+            if self.balance > self.peak_balance:
+                self.peak_balance = self.balance
+            
+            drawdown = (self.peak_balance - self.balance) / self.peak_balance
+            if drawdown > self.max_drawdown:
+                self.max_drawdown = drawdown
+        
         return self.get_state(), reward, done
         
     def _open_long_position(self):
@@ -634,8 +787,319 @@ class TradingEnvironment:
         self.take_profit = 0.0
         self.current_step = 0
         
+        # Reset episode statistics
+        self.episode_pnl = 0.0
+        
+        # Find optimal trades for bootstrapping
+        self.find_optimal_trades()
+        
+        # Update price predictions
+        self.update_price_predictions()
+        
         return self.get_state()
 
+    def initialize_price_predictor(self, device):
+        """Initialize the price prediction model"""
+        self.price_predictor = PricePredictionModel().to(device)
+        self.price_predictor_optimizer = optim.Adam(self.price_predictor.parameters(), lr=1e-4)
+        
+    def update_price_predictions(self):
+        """Update price predictions based on current data"""
+        if self.price_predictor is not None and len(self.features['price']) > 30:
+            self.predicted_prices = self.price_predictor.predict_next_candles(
+                self.features['price'][-100:], num_candles=5
+            )
+            
+    def train_price_predictor(self):
+        """Train the price prediction model on new data"""
+        if self.price_predictor is not None and len(self.features['price']) > 35:
+            loss = self.price_predictor.train_on_new_data(
+                self.features['price'], self.price_predictor_optimizer
+            )
+            return loss
+        return 0.0
+
+    def find_optimal_trades(self):
+        """Find optimal buy/sell points for bootstrapping"""
+        if len(self.features['price']) < 30:
+            return
+            
+        prices = np.array(self.features['price'])
+        window = 10  # Window to look for local minima/maxima
+        
+        self.optimal_trades = np.zeros(len(prices))
+        
+        for i in range(window, len(prices) - window):
+            # Check for local minimum (buy signal)
+            if prices[i] == min(prices[i-window:i+window+1]):
+                self.optimal_trades[i] = 1  # Buy signal
+                
+            # Check for local maximum (sell signal)
+            if prices[i] == max(prices[i-window:i+window+1]):
+                self.optimal_trades[i] = 2  # Sell signal
+                
+    def identify_optimal_trades(self):
+        """Identify optimal entry and exit points based on local extrema"""
+        if len(self.features['price']) < 20:
+            return
+        
+        # Find local bottoms and tops
+        bottoms, tops = find_local_extrema(self.features['price'], window=5)
+        
+        # Store optimal trade points
+        self.optimal_bottoms = [i for i in bottoms]  # Buy points
+        self.optimal_tops = [i for i in tops]  # Sell points
+        
+        # Create optimal trade signals
+        self.optimal_signals = np.zeros(len(self.features['price']))
+        for i in self.optimal_bottoms:
+            self.optimal_signals[i] = 1  # Buy signal
+        for i in self.optimal_tops:
+            self.optimal_signals[i] = -1  # Sell signal
+        
+        logger.info(f"Identified {len(self.optimal_bottoms)} optimal buy points and {len(self.optimal_tops)} optimal sell points")
+
+    def calculate_reward(self, action):
+        """Calculate reward for the given action"""
+        reward = 0
+        
+        # Base reward for actions
+        if action == 0:  # HOLD
+            reward = -0.01  # Small penalty for doing nothing
+        
+        elif action == 1:  # BUY/LONG
+            if self.position == 'flat':
+                # Opening a long position
+                self.position = 'long'
+                self.entry_price = self.current_price
+                self.position_size = self.calculate_position_size()
+                self.stop_loss = self.entry_price * (1 - STOP_LOSS_PERCENT/100)
+                self.take_profit = self.entry_price * (1 + TAKE_PROFIT_PERCENT/100)
+                
+                # Check if this is an optimal buy point (bottom)
+                current_idx = len(self.features['price']) - 1
+                if hasattr(self, 'optimal_bottoms') and current_idx in self.optimal_bottoms:
+                    reward += 2.0  # Bonus for buying at a bottom
+                else:
+                    reward += 0.1  # Small reward for opening a position
+                
+                logger.info(f"OPENED LONG at {self.entry_price} | Stop loss: {self.stop_loss} | Take profit: {self.take_profit}")
+                
+            elif self.position == 'short':
+                # Close short and open long
+                pnl_percent = (self.entry_price - self.current_price) / self.entry_price * 100
+                pnl_dollar = pnl_percent / 100 * self.position_size
+                
+                # Apply fees
+                pnl_dollar -= self.calculate_fees(self.position_size)
+                
+                # Update balance
+                self.balance += pnl_dollar
+                self.total_pnl += pnl_dollar
+                
+                # Record trade
+                self.trades.append({
+                    'type': 'short',
+                    'entry': self.entry_price,
+                    'exit': self.current_price,
+                    'pnl_percent': pnl_percent,
+                    'pnl_dollar': pnl_dollar
+                })
+                
+                # Reward based on PnL
+                if pnl_dollar > 0:
+                    reward += 1.0 + pnl_dollar / 10  # Positive reward for profit
+                    self.win_count += 1
+                else:
+                    reward -= 1.0  # Negative reward for loss
+                    self.loss_count += 1
+                
+                logger.info(f"CLOSED short at {self.current_price} | PnL: {pnl_percent:.2f}% | ${pnl_dollar:.2f}")
+                
+                # Now open long
+                self.position = 'long'
+                self.entry_price = self.current_price
+                self.position_size = self.calculate_position_size()
+                self.stop_loss = self.entry_price * (1 - STOP_LOSS_PERCENT/100)
+                self.take_profit = self.entry_price * (1 + TAKE_PROFIT_PERCENT/100)
+                
+                # Check if this is an optimal buy point
+                current_idx = len(self.features['price']) - 1
+                if hasattr(self, 'optimal_bottoms') and current_idx in self.optimal_bottoms:
+                    reward += 2.0  # Bonus for buying at a bottom
+                
+                logger.info(f"OPENED LONG at {self.entry_price} | Stop loss: {self.stop_loss} | Take profit: {self.take_profit}")
+        
+        elif action == 2:  # SELL/SHORT
+            if self.position == 'flat':
+                # Opening a short position
+                self.position = 'short'
+                self.entry_price = self.current_price
+                self.position_size = self.calculate_position_size()
+                self.stop_loss = self.entry_price * (1 + STOP_LOSS_PERCENT/100)
+                self.take_profit = self.entry_price * (1 - TAKE_PROFIT_PERCENT/100)
+                
+                # Check if this is an optimal sell point (top)
+                current_idx = len(self.features['price']) - 1
+                if hasattr(self, 'optimal_tops') and current_idx in self.optimal_tops:
+                    reward += 2.0  # Bonus for selling at a top
+                else:
+                    reward += 0.1  # Small reward for opening a position
+                
+                logger.info(f"OPENED SHORT at {self.entry_price} | Stop loss: {self.stop_loss} | Take profit: {self.take_profit}")
+                
+            elif self.position == 'long':
+                # Close long and open short
+                pnl_percent = (self.current_price - self.entry_price) / self.entry_price * 100
+                pnl_dollar = pnl_percent / 100 * self.position_size
+                
+                # Apply fees
+                pnl_dollar -= self.calculate_fees(self.position_size)
+                
+                # Update balance
+                self.balance += pnl_dollar
+                self.total_pnl += pnl_dollar
+                
+                # Record trade
+                self.trades.append({
+                    'type': 'long',
+                    'entry': self.entry_price,
+                    'exit': self.current_price,
+                    'pnl_percent': pnl_percent,
+                    'pnl_dollar': pnl_dollar
+                })
+                
+                # Reward based on PnL
+                if pnl_dollar > 0:
+                    reward += 1.0 + pnl_dollar / 10  # Positive reward for profit
+                    self.win_count += 1
+                else:
+                    reward -= 1.0  # Negative reward for loss
+                    self.loss_count += 1
+                
+                logger.info(f"CLOSED long at {self.current_price} | PnL: {pnl_percent:.2f}% | ${pnl_dollar:.2f}")
+                
+                # Now open short
+                self.position = 'short'
+                self.entry_price = self.current_price
+                self.position_size = self.calculate_position_size()
+                self.stop_loss = self.entry_price * (1 + STOP_LOSS_PERCENT/100)
+                self.take_profit = self.entry_price * (1 - TAKE_PROFIT_PERCENT/100)
+                
+                # Check if this is an optimal sell point
+                current_idx = len(self.features['price']) - 1
+                if hasattr(self, 'optimal_tops') and current_idx in self.optimal_tops:
+                    reward += 2.0  # Bonus for selling at a top
+                
+                logger.info(f"OPENED SHORT at {self.entry_price} | Stop loss: {self.stop_loss} | Take profit: {self.take_profit}")
+        
+        elif action == 3:  # CLOSE
+            if self.position == 'long':
+                # Close long position
+                pnl_percent = (self.current_price - self.entry_price) / self.entry_price * 100
+                pnl_dollar = pnl_percent / 100 * self.position_size
+                
+                # Apply fees
+                pnl_dollar -= self.calculate_fees(self.position_size)
+                
+                # Update balance
+                self.balance += pnl_dollar
+                self.total_pnl += pnl_dollar
+                self.episode_pnl += pnl_dollar
+                
+                # Update max drawdown
+                if self.balance > self.peak_balance:
+                    self.peak_balance = self.balance
+                drawdown = (self.peak_balance - self.balance) / self.peak_balance
+                self.max_drawdown = max(self.max_drawdown, drawdown)
+                
+                # Record trade
+                self.trades.append({
+                    'type': 'long',
+                    'entry': self.entry_price,
+                    'exit': self.current_price,
+                    'pnl_percent': pnl_percent,
+                    'pnl_dollar': pnl_dollar
+                })
+                
+                # Reward based on PnL
+                if pnl_dollar > 0:
+                    reward += 1.0 + pnl_dollar / 10  # Positive reward for profit
+                    self.win_count += 1
+                else:
+                    reward -= 1.0  # Negative reward for loss
+                    self.loss_count += 1
+                
+                logger.info(f"CLOSED long at {self.current_price} | PnL: {pnl_percent:.2f}% | ${pnl_dollar:.2f}")
+                
+                # Reset position
+                self.position = 'flat'
+                self.entry_price = 0
+                self.position_size = 0
+                self.stop_loss = 0
+                self.take_profit = 0
+                
+            elif self.position == 'short':
+                # Close short position
+                pnl_percent = (self.entry_price - self.current_price) / self.entry_price * 100
+                pnl_dollar = pnl_percent / 100 * self.position_size
+                
+                # Apply fees
+                pnl_dollar -= self.calculate_fees(self.position_size)
+                
+                # Update balance
+                self.balance += pnl_dollar
+                self.total_pnl += pnl_dollar
+                self.episode_pnl += pnl_dollar
+                
+                # Update max drawdown
+                if self.balance > self.peak_balance:
+                    self.peak_balance = self.balance
+                drawdown = (self.peak_balance - self.balance) / self.peak_balance
+                self.max_drawdown = max(self.max_drawdown, drawdown)
+                
+                # Record trade
+                self.trades.append({
+                    'type': 'short',
+                    'entry': self.entry_price,
+                    'exit': self.current_price,
+                    'pnl_percent': pnl_percent,
+                    'pnl_dollar': pnl_dollar
+                })
+                
+                # Reward based on PnL
+                if pnl_dollar > 0:
+                    reward += 1.0 + pnl_dollar / 10  # Positive reward for profit
+                    self.win_count += 1
+                else:
+                    reward -= 1.0  # Negative reward for loss
+                    self.loss_count += 1
+                
+                logger.info(f"CLOSED short at {self.current_price} | PnL: {pnl_percent:.2f}% | ${pnl_dollar:.2f}")
+                
+                # Reset position
+                self.position = 'flat'
+                self.entry_price = 0
+                self.position_size = 0
+                self.stop_loss = 0
+                self.take_profit = 0
+        
+        # Add prediction accuracy component to reward
+        if hasattr(self, 'predicted_prices') and len(self.predicted_prices) > 0:
+            # Compare the first prediction with actual price
+            if len(self.data) > 1:
+                actual_price = self.data[-1]['close']
+                predicted_price = self.predicted_prices[0]
+                prediction_error = abs(predicted_price - actual_price) / actual_price
+                
+                # Reward accurate predictions, penalize bad ones
+                if prediction_error < 0.005:  # Less than 0.5% error
+                    reward += 0.5
+                elif prediction_error > 0.02:  # More than 2% error
+                    reward -= 0.5
+        
+        return reward
+
 class Agent:
     def __init__(self, state_size, action_size, hidden_size=256, lstm_layers=2, attention_heads=4, 
                  device="cuda" if torch.cuda.is_available() else "cpu"):
@@ -889,10 +1353,18 @@ async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000)
         'episode_rewards': [],
         'episode_lengths': [],
         'balances': [],
-        'win_rates': []
+        'win_rates': [],
+        'episode_pnls': [],
+        'cumulative_pnl': [],
+        'drawdowns': [],
+        'prediction_losses': []
     }
     
     best_reward = -float('inf')
+    best_pnl = -float('inf')
+    
+    # Initialize price predictor
+    env.initialize_price_predictor(agent.device)
     
     try:
         for episode in range(num_episodes):
@@ -900,6 +1372,10 @@ async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000)
                 state = env.reset()
                 episode_reward = 0
                 
+                # Train price predictor
+                prediction_loss = env.train_price_predictor()
+                stats['prediction_losses'].append(prediction_loss)
+                
                 for step in range(max_steps_per_episode):
                     # Select action
                     action = agent.select_action(state)
@@ -940,19 +1416,33 @@ async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000)
                 stats['episode_lengths'].append(step + 1)
                 stats['balances'].append(env.balance)
                 stats['win_rates'].append(win_rate)
+                stats['episode_pnls'].append(env.episode_pnl)
+                stats['cumulative_pnl'].append(env.total_pnl)
+                stats['drawdowns'].append(env.max_drawdown * 100)
                 
                 # Log to TensorBoard
                 agent.writer.add_scalar('Reward/train', episode_reward, episode)
                 agent.writer.add_scalar('Balance/train', env.balance, episode)
                 agent.writer.add_scalar('WinRate/train', win_rate, episode)
+                agent.writer.add_scalar('PnL/episode', env.episode_pnl, episode)
+                agent.writer.add_scalar('PnL/cumulative', env.total_pnl, episode)
+                agent.writer.add_scalar('Drawdown/percent', env.max_drawdown * 100, episode)
+                agent.writer.add_scalar('PredictionLoss', prediction_loss, episode)
                 
                 logger.info(f"Episode {episode}: Reward={episode_reward:.2f}, Balance=${env.balance:.2f}, "
-                          f"Win Rate={win_rate:.1f}%, Trades={len(env.trades)}")
+                          f"Win Rate={win_rate:.1f}%, Trades={len(env.trades)}, "
+                          f"Episode PnL=${env.episode_pnl:.2f}, Total PnL=${env.total_pnl:.2f}, "
+                          f"Max Drawdown={env.max_drawdown*100:.1f}%")
                 
-                # Save best model
+                # Save best model by reward
                 if episode_reward > best_reward:
                     best_reward = episode_reward
-                    agent.save("models/trading_agent_best.pt")
+                    agent.save("models/trading_agent_best_reward.pt")
+                
+                # Save best model by PnL
+                if env.episode_pnl > best_pnl:
+                    best_pnl = env.episode_pnl
+                    agent.save("models/trading_agent_best_pnl.pt")
                 
                 # Save checkpoint
                 if episode % 10 == 0:
@@ -975,36 +1465,59 @@ async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000)
     return stats
 
 def plot_training_results(stats):
-    """Plot training statistics"""
-    plt.figure(figsize=(15, 10))
+    """Plot detailed training results"""
+    plt.figure(figsize=(20, 15))
     
-    plt.subplot(2, 2, 1)
+    # Plot rewards
+    plt.subplot(3, 2, 1)
     plt.plot(stats['episode_rewards'])
     plt.title('Episode Rewards')
     plt.xlabel('Episode')
     plt.ylabel('Reward')
     
-    plt.subplot(2, 2, 2)
+    # Plot balance
+    plt.subplot(3, 2, 2)
     plt.plot(stats['balances'])
     plt.title('Account Balance')
     plt.xlabel('Episode')
     plt.ylabel('Balance ($)')
     
-    plt.subplot(2, 2, 3)
-    plt.plot(stats['episode_lengths'])
-    plt.title('Episode Length')
-    plt.xlabel('Episode')
-    plt.ylabel('Steps')
-    
-    plt.subplot(2, 2, 4)
+    # Plot win rate
+    plt.subplot(3, 2, 3)
     plt.plot(stats['win_rates'])
     plt.title('Win Rate')
     plt.xlabel('Episode')
     plt.ylabel('Win Rate (%)')
     
+    # Plot episode PnL
+    plt.subplot(3, 2, 4)
+    plt.plot(stats['episode_pnls'])
+    plt.title('Episode PnL')
+    plt.xlabel('Episode')
+    plt.ylabel('PnL ($)')
+    
+    # Plot cumulative PnL
+    plt.subplot(3, 2, 5)
+    plt.plot(stats['cumulative_pnl'])
+    plt.title('Cumulative PnL')
+    plt.xlabel('Episode')
+    plt.ylabel('Cumulative PnL ($)')
+    
+    # Plot drawdown
+    plt.subplot(3, 2, 6)
+    plt.plot(stats['drawdowns'])
+    plt.title('Maximum Drawdown')
+    plt.xlabel('Episode')
+    plt.ylabel('Drawdown (%)')
+    
     plt.tight_layout()
     plt.savefig('training_results.png')
-    plt.close()
+    
+    # Save statistics to CSV
+    df = pd.DataFrame(stats)
+    df.to_csv('training_stats.csv', index=False)
+    
+    logger.info("Training statistics saved to training_stats.csv and training_results.png")
 
 def evaluate_agent(agent, env, num_episodes=10):
     """Evaluate the agent on test data"""
@@ -1235,4 +1748,26 @@ if __name__ == "__main__":
     try:
         asyncio.run(main())
     except KeyboardInterrupt:
-        logger.info("Program terminated by user")
\ No newline at end of file
+        logger.info("Program terminated by user")
+
+# Add these functions to identify tops and bottoms
+def find_local_extrema(prices, window=5):
+    """Find local minima (bottoms) and maxima (tops) in price data"""
+    bottoms = []
+    tops = []
+    
+    if len(prices) < window * 2 + 1:
+        return bottoms, tops
+    
+    for i in range(window, len(prices) - window):
+        # Check if this is a local minimum (bottom)
+        if all(prices[i] <= prices[i-j] for j in range(1, window+1)) and \
+           all(prices[i] <= prices[i+j] for j in range(1, window+1)):
+            bottoms.append(i)
+        
+        # Check if this is a local maximum (top)
+        if all(prices[i] >= prices[i-j] for j in range(1, window+1)) and \
+           all(prices[i] >= prices[i+j] for j in range(1, window+1)):
+            tops.append(i)
+    
+    return bottoms, tops
\ No newline at end of file
diff --git a/crypto/gogo2/requirements.txt b/crypto/gogo2/requirements.txt
index 136d6f6..5a89b65 100644
--- a/crypto/gogo2/requirements.txt
+++ b/crypto/gogo2/requirements.txt
@@ -5,4 +5,5 @@ torch>=1.9.0
 python-dotenv>=0.19.0
 ccxt>=2.0.0
 websockets>=10.0
-tensorboard>=2.6.0 
\ No newline at end of file
+tensorboard>=2.6.0 
+scikit-learn
\ No newline at end of file