| family | candidate | validated | promo | rejected | avg pf | avg win | wf pass |
|---|---|---|---|---|---|---|---|
| breakout_expansion | 8 | 2 | 0 | 6 | 39.6793 | 56.71% | 0.1875 |
| mean_reversion_extreme | 12 | 5 | 0 | 7 | 11.4345 | 56.14% | 0.1875 |
| regime_filter | 6 | 0 | 0 | 6 | 0.3601 | 16.46% | 0.0833 |
| trend_pullback | 8 | 0 | 0 | 8 | 59.6472 | 54.17% | 0.125 |
| reason | count |
|---|---|
| missing_features | 0 |
| zero_trades | 0 |
| too_few_trades | 7 |
| one_fold_only | 0 |
| near_breakeven | 0 |
| one_bad_fold_drag | 0 |
| cost_sensitive | 3 |
| 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-1.2 | mean_reversion_extreme | validated | 85.42% | 43.65 | 54.31 | - | 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 | validated | 81.25% | 43.4895 | 46.41 | - | 0.5 |
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-36__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.2 | mean_reversion_extreme | validated | 83.34% | 32.5287 | 35.72 | - | 0.0 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-1.8 | breakout_expansion | validated | 66.25% | 24.8253 | 8.78 | - | 0.25 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.6__target_rr-1.8 | breakout_expansion | validated | 66.25% | 24.8253 | 8.78 | - | 0.25 |
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-36__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.4 | mean_reversion_extreme | validated | 70.84% | 12.4796 | 9.75 | - | 0.5 |
| 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 | 64.59% | 1.1731 | 2.76 | - | 0.5 |
| pattern_id | family | signal_timestamp | entry_expected | fill_simulated | slippage | exit_reason | holding_time | pnl |
|---|---|---|---|---|---|---|---|---|
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-1.8 | breakout_expansion | 2026/03/26 14:45:00 JST | 69993.0 | 69979.0014 | 2.0 | target | 16 | 75.54 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.6__target_rr-1.8 | breakout_expansion | 2026/03/26 14:45:00 JST | 69993.0 | 69979.0014 | 2.0 | target | 16 | 75.54 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-1.8 | breakout_expansion | 2026/03/26 14:00:00 JST | 70531.6 | 70517.4937 | 2.0 | target | 3 | 64.01 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.6__target_rr-1.8 | breakout_expansion | 2026/03/26 14:00:00 JST | 70531.6 | 70517.4937 | 2.0 | target | 3 | 64.01 |
| 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 | 2026/03/26 07:30:00 JST | 71349.1 | 71334.8302 | 2.0 | target | 14 | 29.09 |
| 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 | 2026/03/26 07:30:00 JST | 71349.1 | 71334.8302 | 2.0 | target | 14 | 29.09 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-1.8 | breakout_expansion | 2026/03/26 00:00:00 JST | 70790.1 | 70775.942 | 2.0 | stop | 5 | -100.22 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.6__target_rr-1.8 | breakout_expansion | 2026/03/26 00:00:00 JST | 70790.1 | 70775.942 | 2.0 | stop | 5 | -100.22 |
| 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 | 2026/03/25 20:30:00 JST | 71774.0 | 71759.6452 | 2.0 | target | 3 | 30.63 |
| 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 | 2026/03/25 20:30:00 JST | 71774.0 | 71759.6452 | 2.0 | target | 3 | 30.63 |
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-24__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.2 | mean_reversion_extreme | 2026/03/25 20:00:00 JST | 71555.0 | 71540.689 | 2.0 | stop | 1 | -52.8 |
| 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 | 2026/03/25 20:00:00 JST | 71555.0 | 71540.689 | 2.0 | stop | 1 | -52.8 |
| 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 | 2026/03/25 14:00:00 JST | 71198.6 | 71184.3603 | 2.0 | target | 11 | 25.68 |
| 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 | 2026/03/25 14:00:00 JST | 71198.6 | 71184.3603 | 2.0 | target | 11 | 25.68 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-1.8 | breakout_expansion | 2026/03/24 22:00:00 JST | 70791.9 | 70777.7416 | 2.0 | target | 3 | 77.93 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.6__target_rr-1.8 | breakout_expansion | 2026/03/24 22:00:00 JST | 70791.9 | 70777.7416 | 2.0 | target | 3 | 77.93 |
| 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 | 2026/03/24 16:45:00 JST | 71259.3 | 71245.0481 | 2.0 | target | 2 | 30.52 |
| 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 | 2026/03/24 16:45:00 JST | 71259.3 | 71245.0481 | 2.0 | target | 2 | 30.51 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-1.8 | breakout_expansion | 2026/03/24 10:30:00 JST | 70361.3 | 70347.2277 | 2.0 | stop | 22 | -80.68 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.6__target_rr-1.8 | breakout_expansion | 2026/03/24 10:30:00 JST | 70361.3 | 70347.2277 | 2.0 | stop | 22 | -80.68 |
| 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-1.2 | mean_reversion_extreme | validated | 85.42% | 43.65 | 54.31 | - | 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 | validated | 81.25% | 43.4895 | 46.41 | - | 0.5 |
| mean_reversion_extreme__atr_stop-1.2__direction-short__extreme_window-36__min_liquidation_burst-1.0__min_wick_ratio-0.3__target_rr-1.2 | mean_reversion_extreme | validated | 83.34% | 32.5287 | 35.72 | - | 0.0 |
| pattern_id | family | state | win | pf | pnl | rejection | wf pass |
|---|---|---|---|---|---|---|---|
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-1.8 | breakout_expansion | validated | 66.25% | 24.8253 | 8.78 | - | 0.25 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-20__direction-short__min_oi_delta-0.0__min_volume_burst-1.6__target_rr-1.8 | breakout_expansion | validated | 66.25% | 24.8253 | 8.78 | - | 0.25 |
| breakout_expansion__atr_stop-1.7__breakout_lookback-28__direction-short__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-1.8 | breakout_expansion | rejected | 62.5% | 82.6029 | -0.51 | 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-8__target_rr-2.2 | trend_pullback | rejected | 66.67% | 82.95 | 52.22 | too_few_trades | 0.0 |
| trend_pullback__atr_stop-1.5__direction-short__max_funding_abs-0.0012__min_volume_burst-1.15__pullback_bars-8__target_rr-2.2 | trend_pullback | rejected | 66.67% | 82.95 | 52.22 | too_few_trades | 0.0 |
| trend_pullback__atr_stop-1.5__direction-short__max_funding_abs-0.0012__min_volume_burst-1.0__pullback_bars-8__target_rr-1.8 | trend_pullback | rejected | 66.67% | 64.9567 | 34.23 | too_few_trades | 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 | 39.59% | 1.313 | -32.8 | failed_oos | 0.5 |
| regime_filter__direction-short__max_funding_abs-0.0012__min_oi_delta-0.0__trend_window-36__volatility_cap-0.02 | regime_filter | rejected | 30.0% | 0.6594 | -97.06 | 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 | 8.33% | 0.0558 | -94.77 | 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 | 69467.1 | 2026/03/26 19:56:31 JST |
| Bitget Main | 正常 | success | 0 | 2026/03/26 19:56:28 JST |
| Bitget Sub | 正常 | success | 0 | 2026/03/26 19:56:28 JST |
| OKX Market | 正常 | public time取得成功 | BTC-USDT-SWAP | 2026/03/26 19:56:28 JST |
| OKX Private | 正常 | private config取得成功 | perm=read_only,trade / level=1 | 2026/03/26 19:56:28 JST |
| Coinalyze | 正常 | exchanges/future-markets取得成功 | 3986 | 2026/03/26 19:56:29 JST |
| DigitalOcean Account | 正常 | active | ekawahara01@gmail.com | 2026/03/26 19:56:30 JST |
| DigitalOcean Droplet | 正常 | active | intel.insiderradar.xyz | 2026/03/26 19:56:30 JST |