| family | candidate | validated | promo | rejected | avg pf | avg win | wf pass |
|---|---|---|---|---|---|---|---|
| breakout_expansion | 8 | 2 | 0 | 6 | 16.9971 | 60.48% | 0.375 |
| mean_reversion_extreme | 12 | 0 | 0 | 12 | 13.2446 | 53.18% | 0.125 |
| regime_filter | 6 | 0 | 0 | 6 | 0.4438 | 19.44% | 0.0833 |
| trend_pullback | 8 | 0 | 0 | 8 | 85.6923 | 77.78% | 0.125 |
| reason | count |
|---|---|
| missing_features | 0 |
| zero_trades | 0 |
| too_few_trades | 13 |
| one_fold_only | 0 |
| near_breakeven | 0 |
| one_bad_fold_drag | 0 |
| cost_sensitive | 0 |
| failed_oos | 19 |
| unstable_parameters | 0 |
| regime_dependency | 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 | 64.28% | 24.7387 | 42.48 | - | 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 | 64.28% | 24.7387 | 42.48 | - | 0.25 |
| 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 | 2026/03/27 23:15:00 JST | 65700.0 | 65686.86 | 2.0 | stop | 3 | -97.86 |
| 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 | 2026/03/27 23:15:00 JST | 65700.0 | 65686.86 | 2.0 | stop | 3 | -97.86 |
| 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 | 2026/03/27 19:30:00 JST | 66865.1 | 66851.727 | 2.0 | target | 15 | 135.76 |
| 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 | 2026/03/27 19:30:00 JST | 66865.1 | 66851.727 | 2.0 | target | 15 | 135.76 |
| 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 | 2026/03/27 17:30:00 JST | 67800.1 | 67786.54 | 2.0 | target | 8 | 92.78 |
| 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 | 2026/03/27 17:30:00 JST | 67800.1 | 67786.54 | 2.0 | target | 8 | 92.78 |
| 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 | 2026/03/27 17:15:00 JST | 68206.5 | 68192.8587 | 2.0 | target | 1 | 78.06 |
| 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 | 2026/03/27 17:15:00 JST | 68206.5 | 68192.8587 | 2.0 | target | 1 | 78.06 |
| 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 | 2026/03/27 13:00:00 JST | 68374.9 | 68361.225 | 2.0 | stop | 4 | -60.51 |
| 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 | 2026/03/27 13:00:00 JST | 68374.9 | 68361.225 | 2.0 | stop | 4 | -60.51 |
| 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 | 64.28% | 24.7387 | 42.48 | - | 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 | 64.28% | 24.7387 | 42.48 | - | 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 | 55.95% | 24.9889 | 33.12 | failed_oos | 0.5 |
| 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 | 100.0% | 124.425 | 124.43 | 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 | 100.0% | 124.425 | 124.43 | 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 | 100.0% | 97.435 | 97.44 | too_few_trades | 0.0 |
| pattern_id | family | state | win | pf | pnl | rejection | wf pass |
|---|---|---|---|---|---|---|---|
| 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 | rejected | 86.67% | 40.0492 | 41.68 | failed_oos | 0.25 |
| 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 | 55.56% | 36.6089 | 26.83 | 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 | 66.67% | 35.3516 | 28.01 | failed_oos | 0.25 |
| 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 | 44.45% | 1.6305 | 13.38 | too_few_trades | 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 | 33.33% | 0.7815 | -51.86 | failed_oos | 0.0 |
| regime_filter__direction-long__max_funding_abs-0.0012__min_oi_delta-0.0__trend_window-36__volatility_cap-0.02 | regime_filter | rejected | 11.11% | 0.0744 | -94.5 | 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 | 66507 | 2026/03/28 17:04:30 JST |
| Bitget Main | 正常 | success | 0 | 2026/03/28 17:04:27 JST |
| Bitget Sub | 正常 | success | 0 | 2026/03/28 17:04:27 JST |
| OKX Market | 正常 | public time取得成功 | BTC-USDT-SWAP | 2026/03/28 17:04:27 JST |
| OKX Private | 正常 | private config取得成功 | perm=read_only,trade / level=1 | 2026/03/28 17:04:27 JST |
| Coinalyze | 正常 | exchanges/future-markets取得成功 | 3972 | 2026/03/28 17:04:29 JST |
| DigitalOcean Account | 正常 | active | ekawahara01@gmail.com | 2026/03/28 17:04:29 JST |
| DigitalOcean Droplet | 正常 | active | intel.insiderradar.xyz | 2026/03/28 17:04:30 JST |