| family | candidate | validated | promo | rejected | avg pf | avg win | wf pass |
|---|---|---|---|---|---|---|---|
| breakout_expansion | 8 | 0 | 0 | 8 | 0.0 | 0.0% | 0.0 |
| mean_reversion_extreme | 12 | 1 | 0 | 11 | 23.508 | 71.17% | 0.125 |
| regime_filter | 6 | 0 | 0 | 6 | 0.3076 | 21.99% | 0.0417 |
| trend_pullback | 8 | 0 | 0 | 8 | 50.2858 | 69.44% | 0.0 |
| reason | count |
|---|---|
| missing_features | 0 |
| zero_trades | 0 |
| too_few_trades | 16 |
| one_fold_only | 0 |
| near_breakeven | 0 |
| one_bad_fold_drag | 0 |
| cost_sensitive | 0 |
| failed_oos | 17 |
| unstable_parameters | 0 |
| regime_dependency | 0 |
| pattern_id | family | state | win | pf | pnl | rejection | wf pass |
|---|---|---|---|---|---|---|---|
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-24__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.4 | mean_reversion_extreme | validated | 70.84% | 10.7087 | 0.77 | - | 0.5 |
| pattern_id | family | signal_timestamp | entry_expected | fill_simulated | slippage | exit_reason | holding_time | pnl |
|---|---|---|---|---|---|---|---|---|
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-24__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.4 | mean_reversion_extreme | 2026/03/26 07:30:00 JST | 71349.1 | 71334.8302 | 2.0 | target | 15 | 36.6 |
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-24__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.4 | mean_reversion_extreme | 2026/03/25 20:30:00 JST | 71774.0 | 71759.6452 | 2.0 | target | 3 | 38.39 |
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-24__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.4 | mean_reversion_extreme | 2026/03/25 20:00:00 JST | 71555.0 | 71540.689 | 2.0 | stop | 1 | -52.79 |
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-24__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.4 | mean_reversion_extreme | 2026/03/25 14:00:00 JST | 71198.6 | 71184.3603 | 2.0 | target | 11 | 32.63 |
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-24__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.4 | mean_reversion_extreme | 2026/03/24 16:45:00 JST | 71259.3 | 71245.0481 | 2.0 | target | 2 | 38.26 |
| pattern_id | family | state | win | pf | pnl | rejection | wf pass |
|---|---|---|---|---|---|---|---|
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-24__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.4 | mean_reversion_extreme | validated | 70.84% | 10.7087 | 0.77 | - | 0.5 |
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-24__min_liquidation_burst-1.2__min_wick_ratio-0.3__target_rr-1.2 | mean_reversion_extreme | rejected | 77.78% | 64.0212 | 67.91 | failed_oos | 0.25 |
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-24__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.2 | mean_reversion_extreme | rejected | 83.34% | 55.9109 | 58.83 | failed_oos | 0.25 |
| pattern_id | family | state | win | pf | pnl | rejection | wf pass |
|---|---|---|---|---|---|---|---|
| trend_pullback__atr_stop-1.5__direction-short__max_funding_abs-0.0012__min_volume_burst-1.0__pullback_bars-5__target_rr-2.2 | trend_pullback | rejected | 55.55% | 66.6171 | 18.64 | failed_oos | 0.0 |
| trend_pullback__atr_stop-1.5__direction-short__max_funding_abs-0.0012__min_volume_burst-1.15__pullback_bars-5__target_rr-2.2 | trend_pullback | rejected | 55.55% | 66.6171 | 18.64 | failed_oos | 0.0 |
| trend_pullback__atr_stop-1.5__direction-short__max_funding_abs-0.0012__min_volume_burst-1.0__pullback_bars-5__target_rr-1.8 | trend_pullback | rejected | 55.55% | 52.5442 | -6.23 | failed_oos | 0.0 |
| pattern_id | family | state | win | pf | pnl | rejection | wf pass |
|---|---|---|---|---|---|---|---|
| regime_filter__direction-short__max_funding_abs-0.0012__min_oi_delta-0.0__trend_window-24__volatility_cap-0.02 | regime_filter | rejected | 50.0% | 0.9505 | -10.36 | failed_oos | 0.25 |
| regime_filter__direction-short__max_funding_abs-0.0012__min_oi_delta-0.0__trend_window-36__volatility_cap-0.02 | regime_filter | rejected | 40.0% | 0.6765 | -75.56 | failed_oos | 0.0 |
| regime_filter__direction-long__max_funding_abs-0.0012__min_oi_delta-0.0__trend_window-24__volatility_cap-0.02 | regime_filter | rejected | 11.11% | 0.0744 | -72.57 | too_few_trades | 0.0 |
| pattern_id | family | state | win | pf | pnl | rejection | wf pass |
|---|---|---|---|---|---|---|---|
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-long__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-1.8 | breakout_expansion | rejected | 0.0% | 0.0 | -83.07 | too_few_trades | 0.0 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-long__min_oi_delta-0.0__min_volume_burst-1.6__target_rr-1.8 | breakout_expansion | rejected | 0.0% | 0.0 | -83.07 | too_few_trades | 0.0 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-long__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-2.2 | breakout_expansion | rejected | 0.0% | 0.0 | -83.07 | too_few_trades | 0.0 |
| 対象 | 状態 | 詳細 | 補足 | 確認時刻 |
|---|---|---|---|---|
| Bitget Market | 正常 | ticker取得成功 | 67349 | 2026/03/27 19:38:18 JST |
| Bitget Main | 正常 | success | 0 | 2026/03/27 19:38:15 JST |
| Bitget Sub | 正常 | success | 0 | 2026/03/27 19:38:15 JST |
| OKX Market | 正常 | public time取得成功 | BTC-USDT-SWAP | 2026/03/27 19:38:16 JST |
| OKX Private | 正常 | private config取得成功 | perm=read_only,trade / level=1 | 2026/03/27 19:38:16 JST |
| Coinalyze | 正常 | exchanges/future-markets取得成功 | 3978 | 2026/03/27 19:38:17 JST |
| DigitalOcean Account | 正常 | active | ekawahara01@gmail.com | 2026/03/27 19:38:18 JST |
| DigitalOcean Droplet | 正常 | active | intel.insiderradar.xyz | 2026/03/27 19:38:18 JST |