| family | candidate | validated | promo | rejected | avg pf | avg win | wf pass |
|---|---|---|---|---|---|---|---|
| breakout_expansion | 8 | 2 | 0 | 6 | 34.9396 | 57.44% | 0.125 |
| mean_reversion_extreme | 12 | 3 | 0 | 9 | 25.4606 | 66.75% | 0.1667 |
| regime_filter | 6 | 0 | 0 | 6 | 0.3651 | 16.8% | 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 | 2 |
| failed_oos | 20 |
| 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 | 91.67% | 57.5941 | 60.79 | - | 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-1.2 | mean_reversion_extreme | validated | 90.0% | 46.54 | 42.2 | - | 0.25 |
| 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 | 66.67% | 24.6965 | 10.07 | - | 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 | 66.67% | 24.6965 | 10.07 | - | 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-1.4 | mean_reversion_extreme | validated | 85.42% | 18.1593 | 31.89 | - | 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 | 2026/03/26 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 | 29.08 |
| 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 | 30.62 |
| 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 | 2026/03/25 20:30:00 JST | 71774.0 | 71759.6452 | 2.0 | target | 3 | 30.62 |
| 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 | -52.79 |
| 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 | 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-1.2 | 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-36__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 |
| 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 | 30.51 |
| 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 | 2026/03/24 16:45:00 JST | 71259.3 | 71245.0481 | 2.0 | target | 2 | 30.51 |
| 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 | 2026/03/24 16:15:00 JST | 70892.5 | 70878.3215 | 2.0 | stop | 2 | -50.54 |
| 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 | 2026/03/23 06:00:00 JST | 67744.9 | 67731.351 | 2.0 | stop | 5 | -77.99 |
| 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 | 2026/03/23 06:00:00 JST | 67744.9 | 67731.351 | 2.0 | stop | 5 | -77.99 |
| 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 | 2026/03/23 03:30:00 JST | 68433.8 | 68420.1132 | 2.0 | target | 10 | 51.57 |
| 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 | 2026/03/23 03:30:00 JST | 68433.8 | 68420.1132 | 2.0 | target | 10 | 51.57 |
| 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 | 91.67% | 57.5941 | 60.79 | - | 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-1.2 | mean_reversion_extreme | validated | 90.0% | 46.54 | 42.2 | - | 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-1.4 | mean_reversion_extreme | validated | 85.42% | 18.1593 | 31.89 | - | 0.25 |
| 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 | 66.67% | 24.6965 | 10.07 | - | 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 | 66.67% | 24.6965 | 10.07 | - | 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% | 63.6954 | 0.72 | failed_oos | 0.0 |
| 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 | 30.38 | 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 | 12.39 | 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 | 38.34% | 1.2941 | -50.52 | 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 | 33.33% | 0.7083 | -82.23 | 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 | -95.29 | 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 | 69849.9 | 2026/03/26 17:34:10 JST |
| Bitget Main | 正常 | success | 0 | 2026/03/26 17:34:08 JST |
| Bitget Sub | 正常 | success | 0 | 2026/03/26 17:34:08 JST |
| OKX Market | 正常 | public time取得成功 | BTC-USDT-SWAP | 2026/03/26 17:34:08 JST |
| OKX Private | 正常 | private config取得成功 | perm=read_only,trade / level=1 | 2026/03/26 17:34:08 JST |
| Coinalyze | 正常 | exchanges/future-markets取得成功 | 3984 | 2026/03/26 17:34:09 JST |
| DigitalOcean Account | 正常 | active | ekawahara01@gmail.com | 2026/03/26 17:34:10 JST |
| DigitalOcean Droplet | 正常 | active | intel.insiderradar.xyz | 2026/03/26 17:34:10 JST |