| family | candidate | validated | promo | rejected | avg pf | avg win | wf pass |
|---|---|---|---|---|---|---|---|
| breakout_expansion | 8 | 0 | 0 | 8 | 0.7744 | 40.83% | 0.125 |
| mean_reversion_extreme | 12 | 2 | 0 | 10 | 9.0323 | 57.05% | 0.2292 |
| regime_filter | 6 | 0 | 0 | 6 | 0.315 | 22.73% | 0.0417 |
| trend_pullback | 8 | 0 | 0 | 8 | 20.9702 | 62.5% | 0.125 |
| reason | count |
|---|---|
| missing_features | 0 |
| zero_trades | 0 |
| too_few_trades | 8 |
| one_fold_only | 0 |
| near_breakeven | 4 |
| one_bad_fold_drag | 0 |
| cost_sensitive | 6 |
| failed_oos | 14 |
| 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% | 50.1425 | 60.8 | - | 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% | 49.982 | 52.91 | - | 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-1.2 | 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 |
| 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 |
| 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 |
| 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% | 50.1425 | 60.8 | - | 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% | 49.982 | 52.91 | - | 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 | rejected | 64.59% | 1.142 | 2.76 | cost_sensitive | 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 | 66.67% | 45.76 | 15.03 | 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% | 45.76 | 15.03 | 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 | 83.33% | 35.8191 | 34.19 | 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 | 52.22% | 1.0696 | -8.78 | 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 | 35.55% | 0.5075 | -78.36 | 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 | 16.66% | 0.1115 | -141.69 | 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-short__min_oi_delta-0.0__min_volume_burst-1.3__target_rr-1.8 | breakout_expansion | rejected | 46.25% | 0.9156 | -93.5 | cost_sensitive | 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 | rejected | 46.25% | 0.9156 | -93.5 | cost_sensitive | 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-2.2 | breakout_expansion | rejected | 36.25% | 0.8228 | -96.51 | cost_sensitive | 0.25 |
| 対象 | 状態 | 詳細 | 補足 | 確認時刻 |
|---|---|---|---|---|
| Bitget Market | 正常 | ticker取得成功 | 68930.2 | 2026/03/27 07:08:31 JST |
| Bitget Main | 正常 | success | 0 | 2026/03/27 07:08:28 JST |
| Bitget Sub | 正常 | success | 0 | 2026/03/27 07:08:28 JST |
| OKX Market | 正常 | public time取得成功 | BTC-USDT-SWAP | 2026/03/27 07:08:28 JST |
| OKX Private | 正常 | private config取得成功 | perm=read_only,trade / level=1 | 2026/03/27 07:08:28 JST |
| Coinalyze | 正常 | exchanges/future-markets取得成功 | 3987 | 2026/03/27 07:08:30 JST |
| DigitalOcean Account | 正常 | active | ekawahara01@gmail.com | 2026/03/27 07:08:30 JST |
| DigitalOcean Droplet | 正常 | active | intel.insiderradar.xyz | 2026/03/27 07:08:31 JST |