FLOWVIBES · R005 · avwap-pullback

Konto-Simulation

Was aus deinem Startkapital geworden wäre, wenn der Bot diese Strategie über den Testzeitraum auf echten BTC-Daten gefahren hätte.

$50.00→$48.14-3.7%

✕ VERLIERT NACH KOSTEN

Diese simple Strategie verliert nach Kosten — der wertvollste, ehrlichste Befund.

Trades gesamt

335

158 long · 177 short

Trefferquote

43%

145 / 190

Ø Gewinn-Trade

+0.31%

Ø Verlust-Trade

-0.25%

Netto-Ergebnis

$-1.86

nach allen Kosten

Kosten gesamt

$6.55

Fees + Spread

Max. Drawdown

-10%

kompoundiert, peak-to-trough

Sharpe / Trade

-0.03

nicht annualisiert

Ø Haltezeit

33 min

pro Trade

Entry vs. Zufall

p=0.307

NICHT besser als Zufall

Konto-Verlauf ($)

Gewonnen vs. verloren

Was wurde getestet

Asset: BTC/USDT
Zeiteinheit: 5m Kerzen
Zeitraum: 25.02.2026 – 09.06.2026 (104 Tage, 30,000 Bars)
Strategie: Anchored-VWAP-Pullback (Brian Shannon) — mit dem Trend: nach einem bestätigten Major-Swing wird eine AVWAP dort verankert; gekauft/geshortet wird der erste Pullback zur AVWAP in Trendrichtung (Fortsetzung), nicht dagegen.
Einstieg: Major-Swing (ATR-bestätigt) → AVWAP-Anker · ≥1 ATR Excursion bewiesen · erster Retest der AVWAP-Zone in Trendrichtung (t+1-Fill)
Ausstieg: R-basiertes Ziel (1.5R) · Stop hinter AVWAP & Swing (max 1.5 ATR R) · sonst Timeout
Ø Haltezeit: 33 min
Kosten / Trade: ~4 bps Round-Trip + Perp-Funding ~1 bps je 8h gehalten (konservativ)
Hebel: 1× (kein Hebel — volles Konto pro Trade, eine Position zur Zeit)

Vergleich: einfach BTC halten

Bot (diese Strategie): -3.7% → $48.14
Buy & Hold BTC: -3.4% → $48.29

Die ehrlichste Messlatte: schlägt der Bot überhaupt das simple Halten?

Alle simulierten Trades (335)

#	Entry (UTC)	Exit (UTC)	Richtung	Entry $	Exit $	Grund	Netto bps	Konto $
1	25.02 06:50	25.02 07:00	short	65,035	64,864	target	+22	$50.11
2	26.02 12:50	26.02 13:20	short	68,180	67,949	target	+30	$50.26
3	26.02 21:05	26.02 21:10	long	67,427	67,234	stop	-33	$50.10
4	26.02 23:15	27.02 00:10	short	67,519	67,313	target	+26	$50.23
5	27.02 05:15	27.02 06:15	long	67,859	67,646	stop	-35	$50.05
6	27.02 09:00	27.02 09:20	short	67,926	68,112	stop	-31	$49.89
7	27.02 15:40	27.02 15:50	short	65,993	66,299	stop	-50	$49.64
8	27.02 18:30	27.02 19:05	short	65,576	65,191	target	+55	$49.91
9	28.02 02:05	28.02 02:20	long	65,813	65,949	target	+17	$49.99
10	28.02 04:05	28.02 04:10	long	65,805	65,729	stop	-15	$49.92
11	28.02 06:05	28.02 06:10	long	65,571	65,485	stop	-17	$49.83
12	28.02 08:50	28.02 11:00	long	63,650	64,067	target	+62	$50.14
13	01.03 08:45	01.03 08:50	short	67,140	66,865	target	+37	$50.32
14	01.03 15:10	01.03 16:00	long	66,971	66,705	stop	-45	$50.10
15	01.03 17:45	01.03 18:05	long	66,016	66,584	target	+82	$50.51
16	02.03 07:00	02.03 07:05	long	66,205	66,026	stop	-31	$50.35
17	02.03 12:15	02.03 12:20	short	66,339	66,100	target	+32	$50.51
18	03.03 03:15	03.03 04:40	short	68,465	68,165	target	+40	$50.72
19	03.03 07:50	03.03 08:10	short	68,169	68,311	stop	-26	$50.58
20	03.03 19:05	03.03 20:50	short	68,639	68,141	target	+69	$50.93
21	04.03 11:15	04.03 11:30	long	71,428	71,151	stop	-43	$50.71
22	05.03 08:25	05.03 08:45	long	71,940	72,274	target	+42	$50.93
23	05.03 14:20	05.03 14:30	short	72,491	72,744	stop	-39	$50.73
24	05.03 18:20	05.03 19:10	long	70,896	71,349	target	+60	$51.04
25	05.03 23:10	05.03 23:30	short	71,230	70,985	target	+30	$51.19
26	06.03 00:40	06.03 01:25	short	70,944	70,736	target	+25	$51.32
27	07.03 02:05	07.03 02:20	long	68,261	68,164	stop	-18	$51.23
28	07.03 11:45	07.03 12:40	short	68,132	67,951	target	+23	$51.34
29	07.03 15:05	07.03 15:35	short	67,994	67,825	target	+21	$51.45
30	07.03 22:20	07.03 22:25	long	67,362	67,263	stop	-19	$51.35
31	08.03 02:20	08.03 02:40	short	67,255	67,374	stop	-22	$51.24
32	08.03 13:10	08.03 13:15	short	67,295	66,945	target	+48	$51.49
33	09.03 04:15	09.03 04:25	long	67,177	67,448	target	+36	$51.67
34	09.03 16:25	09.03 16:30	long	68,892	68,674	stop	-36	$51.49
35	10.03 01:15	10.03 01:55	short	69,108	69,328	stop	-36	$51.30
36	10.03 22:40	10.03 23:30	long	69,628	69,953	target	+43	$51.52
37	11.03 01:25	11.03 02:35	short	70,007	69,702	target	+40	$51.73
38	11.03 10:25	11.03 11:50	long	69,527	69,353	stop	-29	$51.58
39	11.03 19:25	11.03 22:10	long	70,556	70,890	target	+43	$51.80
40	12.03 00:15	12.03 01:00	long	70,268	70,097	stop	-28	$51.65
41	12.03 05:20	12.03 05:25	long	69,401	69,274	stop	-22	$51.54
42	12.03 06:10	12.03 07:15	short	69,436	69,568	stop	-23	$51.42
43	12.03 16:35	12.03 18:45	long	70,253	69,834	stop	-64	$51.09
44	13.03 01:20	13.03 02:40	long	71,572	71,169	stop	-60	$50.79
45	13.03 04:25	13.03 05:30	short	71,342	71,544	stop	-32	$50.62
46	13.03 08:20	13.03 08:30	short	71,558	71,702	stop	-24	$50.50
47	13.03 19:50	13.03 20:15	long	71,164	71,452	target	+36	$50.68
48	14.03 02:20	14.03 03:05	short	70,857	70,964	stop	-19	$50.59
49	14.03 04:25	14.03 04:35	short	71,128	71,236	stop	-19	$50.49
50	14.03 14:00	14.03 14:15	short	70,847	70,697	target	+17	$50.58
51	14.03 16:00	14.03 17:25	long	70,580	70,725	target	+16	$50.66
52	14.03 21:40	14.03 21:50	long	70,707	70,791	target	+8	$50.70
53	15.03 04:50	15.03 05:15	short	71,542	71,688	stop	-25	$50.58
54	15.03 10:15	15.03 11:10	long	71,807	71,692	stop	-20	$50.47
55	15.03 20:20	15.03 20:30	short	71,511	71,598	stop	-16	$50.39
56	16.03 12:05	16.03 12:10	long	73,623	73,484	stop	-23	$50.28
57	16.03 13:10	16.03 13:30	short	73,867	74,087	stop	-34	$50.11
58	17.03 02:50	17.03 03:10	long	75,273	75,072	stop	-31	$49.95
59	17.03 07:50	17.03 09:00	short	74,330	74,099	target	+26	$50.08
60	17.03 13:20	17.03 13:30	long	73,803	74,046	target	+29	$50.23
61	17.03 16:05	17.03 17:40	long	73,957	74,477	target	+66	$50.56
62	17.03 19:45	17.03 19:55	short	74,674	74,435	target	+28	$50.70
63	18.03 22:45	18.03 23:30	long	71,061	71,276	target	+26	$50.84
64	19.03 10:25	19.03 10:40	short	70,438	70,199	target	+30	$50.99
65	19.03 13:40	19.03 13:45	long	69,307	69,718	target	+55	$51.27
66	19.03 16:35	19.03 17:20	short	69,358	69,652	stop	-46	$51.03
67	19.03 18:20	19.03 19:00	short	69,791	69,998	stop	-34	$50.86
68	19.03 19:50	19.03 20:40	short	70,371	70,649	stop	-43	$50.64
69	20.03 13:10	20.03 13:30	long	70,388	70,222	stop	-28	$50.50
70	20.03 23:45	21.03 00:15	long	70,534	70,724	target	+22	$50.61
71	21.03 01:15	21.03 01:30	long	70,672	70,550	stop	-21	$50.50
72	21.03 03:30	21.03 04:25	short	70,705	70,802	stop	-18	$50.41
73	21.03 18:10	21.03 18:25	short	70,368	70,443	stop	-15	$50.34
74	22.03 01:10	22.03 02:25	short	68,876	69,223	stop	-54	$50.07
75	22.03 03:00	22.03 03:25	short	69,278	69,438	stop	-27	$49.93
76	22.03 04:20	22.03 04:25	long	69,411	69,248	stop	-27	$49.79
77	22.03 12:55	22.03 13:00	short	68,635	68,794	stop	-27	$49.66
78	22.03 17:25	22.03 18:00	short	68,781	68,658	target	+14	$49.73
79	23.03 08:45	23.03 09:05	short	68,546	68,258	target	+38	$49.92
80	23.03 17:20	23.03 17:30	short	70,532	70,800	stop	-42	$49.71
81	24.03 02:15	24.03 05:00	long	70,466	70,237	stop	-36	$49.53
82	24.03 13:05	24.03 13:10	long	70,979	70,834	stop	-24	$49.40
83	24.03 15:50	24.03 16:25	short	70,060	69,677	target	+50	$49.65
84	25.03 00:30	25.03 00:40	long	70,669	70,923	target	+32	$49.81
85	25.03 04:05	25.03 04:10	short	70,722	70,831	stop	-19	$49.71
86	25.03 06:50	25.03 06:55	short	71,190	71,055	target	+15	$49.79
87	25.03 09:10	25.03 09:45	short	71,365	71,102	target	+33	$49.95
88	25.03 14:50	25.03 15:05	long	71,399	71,215	stop	-30	$49.80
89	25.03 21:55	25.03 22:30	long	71,037	71,200	target	+19	$49.89
90	26.03 00:25	26.03 00:55	long	71,303	71,166	stop	-23	$49.78
91	26.03 04:35	26.03 05:05	short	70,836	70,679	target	+18	$49.87
92	26.03 07:15	26.03 07:30	short	70,048	69,830	target	+27	$50.01
93	26.03 10:15	26.03 11:20	long	69,579	69,373	stop	-34	$49.84
94	26.03 16:25	26.03 17:45	short	69,037	68,706	target	+44	$50.06
95	26.03 21:20	26.03 22:20	long	68,969	68,815	stop	-26	$49.92
96	27.03 16:35	27.03 17:05	long	65,951	66,224	target	+37	$50.11
97	27.03 18:10	27.03 18:20	long	65,706	65,562	stop	-26	$49.98
98	27.03 21:45	27.03 22:05	short	66,130	66,017	target	+13	$50.05
99	28.03 05:15	28.03 05:20	short	66,251	66,318	stop	-14	$49.98
100	28.03 10:20	28.03 10:25	long	66,293	66,231	stop	-13	$49.91
101	28.03 20:55	28.03 21:05	long	66,964	66,894	stop	-15	$49.84
102	29.03 00:10	29.03 01:00	short	66,392	66,505	stop	-21	$49.73
103	29.03 19:30	29.03 19:40	long	66,426	66,377	stop	-11	$49.67
104	30.03 12:50	30.03 13:20	short	67,869	68,005	stop	-24	$49.56
105	30.03 17:00	30.03 17:10	long	67,368	67,193	stop	-30	$49.41
106	30.03 18:05	30.03 18:25	long	66,836	66,613	stop	-38	$49.22
107	30.03 20:35	30.03 21:05	short	66,593	66,716	stop	-23	$49.11
108	30.03 21:50	30.03 22:10	short	66,895	66,715	target	+23	$49.22
109	30.03 22:40	30.03 23:00	long	66,802	66,677	stop	-23	$49.11
110	31.03 10:50	31.03 11:10	short	66,347	66,499	stop	-27	$48.98
111	31.03 13:20	31.03 13:30	short	66,794	66,984	stop	-33	$48.82
112	31.03 15:40	31.03 16:35	short	67,031	67,351	stop	-53	$48.56
113	01.04 03:00	01.04 03:05	long	67,669	67,850	target	+23	$48.67
114	01.04 14:10	01.04 14:50	long	68,177	68,644	target	+64	$48.99
115	01.04 16:25	01.04 17:00	short	68,794	69,003	stop	-34	$48.82
116	01.04 18:30	01.04 21:05	long	68,090	68,371	target	+37	$49.00
117	02.04 15:55	02.04 16:40	long	66,841	67,199	target	+49	$49.24
118	02.04 18:45	02.04 18:50	long	66,740	67,003	target	+35	$49.41
119	03.04 04:15	03.04 04:30	long	66,640	66,516	stop	-23	$49.30
120	03.04 05:15	03.04 05:30	short	66,597	66,694	stop	-19	$49.21
121	03.04 06:25	03.04 07:05	long	66,633	66,842	target	+27	$49.34
122	03.04 12:20	03.04 12:25	short	66,989	67,075	stop	-17	$49.26
123	03.04 20:45	03.04 21:10	short	66,885	66,927	stop	-10	$49.21
124	03.04 23:20	03.04 23:25	long	66,886	66,842	stop	-10	$49.16
125	04.04 00:30	04.04 01:45	short	66,919	66,830	target	+9	$49.20
126	04.04 09:45	04.04 10:00	short	66,964	67,001	stop	-9	$49.16
127	04.04 16:10	04.04 16:25	long	67,339	67,453	target	+13	$49.22
128	05.04 05:20	05.04 05:35	long	67,126	67,079	stop	-11	$49.17
129	05.04 14:35	05.04 15:15	short	66,895	66,980	stop	-17	$49.08
130	05.04 17:25	05.04 17:35	long	67,243	67,371	target	+15	$49.16
131	06.04 05:25	06.04 05:30	short	69,154	69,234	stop	-16	$49.08
132	06.04 06:00	06.04 06:05	short	69,199	69,260	stop	-13	$49.02
133	06.04 10:25	06.04 11:20	long	69,832	69,665	stop	-28	$48.88
134	06.04 13:25	06.04 13:35	long	69,419	69,311	stop	-20	$48.79
135	07.04 06:50	07.04 07:30	long	68,534	68,701	target	+20	$48.88
136	07.04 20:35	07.04 21:05	short	69,359	69,578	stop	-36	$48.71
137	08.04 03:10	08.04 04:35	long	71,386	71,650	target	+33	$48.87
138	08.04 10:25	08.04 10:30	long	71,660	71,569	stop	-17	$48.79
139	08.04 19:35	08.04 20:10	long	71,173	71,455	target	+36	$48.96
140	08.04 23:30	09.04 00:20	long	71,032	70,871	stop	-28	$48.83
141	09.04 16:30	09.04 17:00	short	72,063	72,470	stop	-61	$48.53
142	09.04 17:50	09.04 18:00	short	72,371	72,028	target	+43	$48.74
143	09.04 23:50	10.04 01:30	long	71,790	72,166	target	+47	$48.97
144	10.04 02:15	10.04 02:50	short	72,226	71,926	target	+38	$49.16
145	10.04 10:05	10.04 10:50	short	71,798	71,890	stop	-17	$49.07
146	10.04 12:05	10.04 12:20	short	72,179	72,284	stop	-19	$48.98
147	10.04 15:05	10.04 15:20	short	72,905	73,209	stop	-46	$48.76
148	10.04 16:45	10.04 16:50	short	72,720	72,851	stop	-22	$48.65
149	11.04 00:35	11.04 00:45	long	72,865	72,797	stop	-13	$48.59
150	11.04 11:40	11.04 11:50	short	72,848	72,892	stop	-10	$48.54
151	11.04 18:15	11.04 18:20	short	73,111	73,184	stop	-14	$48.47
152	12.04 02:50	12.04 04:30	short	71,820	71,484	target	+43	$48.68
153	12.04 09:30	12.04 09:45	long	71,592	71,529	stop	-13	$48.61
154	12.04 13:30	12.04 13:55	long	71,048	70,883	stop	-27	$48.48
155	12.04 16:40	12.04 17:00	short	70,889	70,978	stop	-17	$48.40
156	12.04 18:45	12.04 20:40	short	71,119	71,233	stop	-20	$48.30
157	13.04 00:05	13.04 00:10	long	70,688	70,910	target	+27	$48.44
158	13.04 04:05	13.04 04:35	long	70,987	71,117	target	+14	$48.51
159	13.04 16:05	13.04 16:15	long	71,802	72,094	target	+37	$48.68
160	13.04 18:30	13.04 18:40	long	72,173	72,400	target	+27	$48.82
161	13.04 20:50	13.04 22:05	long	73,189	73,520	target	+41	$49.02
162	14.04 11:40	14.04 12:00	long	74,390	74,303	stop	-16	$48.94
163	14.04 12:55	14.04 13:15	long	74,399	74,620	target	+26	$49.07
164	14.04 19:40	15.04 00:00	short	74,167	74,453	stop	-44	$48.85
165	15.04 00:35	15.04 01:05	short	74,510	74,717	stop	-32	$48.70
166	15.04 03:05	15.04 04:00	long	74,254	74,385	target	+14	$48.76
167	15.04 21:10	15.04 22:00	short	74,760	74,950	stop	-29	$48.62
168	16.04 04:30	16.04 04:40	long	74,922	75,078	target	+17	$48.70
169	16.04 11:30	16.04 11:35	long	74,379	74,563	target	+21	$48.80
170	17.04 00:05	17.04 00:20	short	75,080	74,902	target	+20	$48.90
171	17.04 00:55	17.04 01:20	long	74,954	74,866	stop	-16	$48.82
172	17.04 10:05	17.04 10:25	long	75,782	75,459	stop	-47	$48.59
173	17.04 15:30	17.04 16:20	short	77,745	78,118	stop	-53	$48.34
174	17.04 22:15	17.04 23:05	short	77,415	77,242	target	+18	$48.43
175	18.04 06:10	18.04 06:25	long	77,155	77,090	stop	-12	$48.37
176	18.04 09:05	18.04 09:15	long	76,658	76,469	stop	-29	$48.23
177	18.04 12:45	18.04 13:35	short	76,173	75,934	target	+27	$48.36
178	19.04 10:15	19.04 10:55	long	75,034	75,236	target	+23	$48.47
179	19.04 15:25	19.04 15:35	short	75,986	75,681	target	+36	$48.65
180	19.04 20:00	19.04 20:05	short	74,965	74,770	target	+22	$48.75
181	19.04 23:50	20.04 00:00	long	73,916	73,757	stop	-27	$48.62
182	20.04 03:20	20.04 03:40	short	74,425	74,541	stop	-20	$48.53
183	20.04 06:30	20.04 06:35	short	74,344	74,454	stop	-19	$48.44
184	20.04 08:45	20.04 09:10	short	74,836	75,036	stop	-31	$48.29
185	20.04 12:05	20.04 12:10	short	75,186	75,313	stop	-21	$48.19
186	20.04 15:55	20.04 17:15	short	75,575	75,830	stop	-39	$48.00
187	20.04 23:00	20.04 23:05	long	75,974	75,884	stop	-16	$47.92
188	21.04 21:00	21.04 22:15	short	75,699	75,391	target	+37	$48.10
189	22.04 00:40	22.04 02:10	short	76,338	76,533	stop	-29	$47.96
190	22.04 04:00	22.04 05:15	long	77,521	77,764	target	+27	$48.09
191	22.04 09:15	22.04 11:00	long	78,039	78,219	target	+19	$48.18
192	22.04 13:00	22.04 13:15	long	78,236	78,463	target	+25	$48.30
193	22.04 18:30	22.04 18:40	short	78,905	79,029	stop	-20	$48.21
194	23.04 01:05	23.04 02:35	short	78,311	77,828	target	+58	$48.48
195	23.04 10:55	23.04 11:40	long	77,320	77,582	target	+30	$48.63
196	23.04 16:20	23.04 16:50	long	78,416	78,221	stop	-29	$48.49
197	23.04 18:50	23.04 22:15	short	77,869	78,204	stop	-47	$48.26
198	24.04 04:05	24.04 04:35	long	77,691	77,527	stop	-25	$48.14
199	24.04 09:40	24.04 10:55	long	77,536	77,778	target	+27	$48.27
200	24.04 19:55	24.04 20:20	long	77,602	77,515	stop	-15	$48.20
201	25.04 03:00	25.04 03:05	short	77,608	77,653	stop	-10	$48.15
202	26.04 07:50	26.04 07:55	short	77,987	78,039	stop	-11	$48.10
203	26.04 10:35	26.04 11:00	short	78,010	78,059	stop	-10	$48.05
204	26.04 15:55	26.04 16:45	long	78,048	77,973	stop	-15	$47.98
205	26.04 20:25	26.04 20:30	short	78,204	78,306	stop	-17	$47.90
206	27.04 02:15	27.04 05:00	short	79,184	78,828	target	+41	$48.09
207	27.04 06:10	27.04 06:30	long	77,779	77,519	stop	-37	$47.91
208	27.04 08:20	27.04 08:50	short	77,660	77,753	stop	-16	$47.84
209	27.04 10:55	27.04 11:05	long	77,851	77,780	stop	-13	$47.77
210	27.04 13:35	27.04 13:40	long	77,736	77,947	target	+23	$47.88
211	28.04 01:10	28.04 01:30	short	77,357	77,140	target	+24	$48.00
212	28.04 09:20	28.04 09:25	long	76,830	76,723	stop	-18	$47.91
213	28.04 12:25	28.04 12:45	long	76,225	76,409	target	+20	$48.01
214	28.04 15:35	28.04 16:50	short	75,935	76,100	stop	-27	$47.88
215	29.04 02:20	29.04 03:15	short	76,566	76,691	stop	-20	$47.78
216	29.04 05:45	29.04 06:20	long	77,248	77,179	stop	-13	$47.72
217	29.04 16:45	29.04 18:00	long	75,887	76,237	target	+42	$47.92
218	29.04 19:45	29.04 20:00	short	75,439	75,624	stop	-29	$47.79
219	30.04 06:10	30.04 06:30	short	75,643	75,774	stop	-21	$47.68
220	30.04 22:40	30.04 22:55	long	76,318	76,224	stop	-16	$47.61
221	01.05 05:35	01.05 06:50	short	77,098	76,934	target	+17	$47.69
222	01.05 09:30	01.05 09:35	long	77,347	77,276	stop	-13	$47.62
223	01.05 15:05	01.05 15:35	long	78,269	78,661	target	+46	$47.84
224	03.05 03:10	03.05 06:25	long	78,165	78,095	stop	-13	$47.78
225	03.05 10:35	03.05 10:45	long	78,463	78,418	stop	-10	$47.74
226	04.05 06:00	04.05 06:05	long	80,027	79,932	stop	-16	$47.66
227	04.05 07:20	04.05 08:05	short	79,862	79,643	target	+22	$47.77
228	04.05 12:05	04.05 12:20	long	78,814	79,013	target	+21	$47.87
229	04.05 19:55	04.05 21:20	long	79,991	80,166	target	+18	$47.95
230	05.05 20:40	05.05 21:30	short	81,629	81,375	target	+27	$48.08
231	06.05 09:50	06.05 10:10	short	81,894	82,097	stop	-29	$47.95
232	07.05 10:10	07.05 10:20	long	80,955	80,830	stop	-19	$47.85
233	07.05 16:40	07.05 17:25	long	79,813	79,612	stop	-29	$47.71
234	08.05 17:15	08.05 17:30	long	79,862	80,084	target	+24	$47.83
235	08.05 19:30	08.05 19:55	long	80,030	80,174	target	+14	$47.89
236	09.05 09:05	09.05 09:10	short	80,414	80,343	target	+5	$47.92
237	10.05 02:20	10.05 02:25	short	80,652	80,701	stop	-10	$47.87
238	10.05 04:30	10.05 04:45	long	80,793	80,738	stop	-11	$47.82
239	10.05 13:55	10.05 14:20	short	80,966	80,900	target	+4	$47.84
240	10.05 17:50	10.05 17:55	short	81,371	81,459	stop	-15	$47.76
241	11.05 01:50	11.05 02:15	short	81,576	81,255	target	+35	$47.93
242	11.05 08:00	11.05 08:30	long	80,740	80,645	stop	-16	$47.86
243	12.05 13:05	12.05 13:20	short	80,890	80,691	target	+21	$47.96
244	12.05 18:20	12.05 18:35	short	80,520	80,615	stop	-16	$47.88
245	12.05 19:45	12.05 19:50	short	80,752	80,857	stop	-17	$47.80
246	13.05 10:05	13.05 10:10	short	81,235	81,114	target	+11	$47.85
247	13.05 15:00	13.05 15:10	short	79,756	79,497	target	+28	$47.99
248	13.05 20:40	13.05 21:05	short	79,670	79,518	target	+15	$48.06
249	14.05 01:20	14.05 01:30	short	79,610	79,472	target	+13	$48.12
250	14.05 09:05	14.05 09:30	short	79,855	79,697	target	+16	$48.20
251	14.05 15:30	14.05 15:50	short	81,000	81,196	stop	-28	$48.06
252	14.05 19:20	14.05 19:25	long	81,595	81,408	stop	-27	$47.93
253	14.05 19:55	14.05 20:20	long	81,478	81,300	stop	-26	$47.81
254	15.05 01:00	15.05 01:30	short	81,519	81,252	target	+29	$47.95
255	15.05 03:20	15.05 03:30	short	81,224	80,985	target	+25	$48.07
256	15.05 04:10	15.05 04:30	long	81,051	80,905	stop	-22	$47.96
257	15.05 06:25	15.05 06:40	long	80,412	80,612	target	+21	$48.06
258	15.05 11:20	15.05 12:05	short	80,670	80,479	target	+20	$48.16
259	15.05 14:40	15.05 17:25	short	79,162	79,422	stop	-38	$47.98
260	15.05 19:00	15.05 19:05	long	79,284	79,144	stop	-22	$47.87
261	15.05 20:00	15.05 20:45	short	79,146	79,047	target	+9	$47.91
262	15.05 21:45	15.05 21:55	short	79,135	79,017	target	+11	$47.97
263	15.05 23:50	16.05 00:20	long	79,118	79,192	target	+4	$47.99
264	16.05 08:15	16.05 09:15	short	78,420	78,159	target	+29	$48.13
265	16.05 21:35	16.05 22:00	short	78,272	78,204	target	+5	$48.15
266	17.05 09:45	17.05 09:50	short	78,124	78,164	stop	-9	$48.11
267	17.05 23:00	17.05 23:05	long	77,997	77,795	stop	-30	$47.96
268	18.05 03:35	18.05 04:55	short	76,902	77,040	stop	-22	$47.86
269	18.05 09:45	18.05 10:00	long	76,952	76,860	stop	-16	$47.78
270	19.05 04:00	19.05 04:10	short	76,787	76,885	stop	-17	$47.70
271	19.05 21:50	19.05 22:00	short	77,002	76,929	target	+5	$47.73
272	20.05 02:20	20.05 05:05	short	76,800	76,949	stop	-23	$47.61
273	20.05 08:20	20.05 08:35	long	77,298	77,404	target	+10	$47.66
274	20.05 15:05	20.05 15:15	short	77,366	77,617	stop	-36	$47.49
275	20.05 21:25	20.05 22:00	short	77,663	77,475	target	+20	$47.58
276	21.05 04:50	21.05 05:00	long	78,000	78,072	target	+5	$47.61
277	21.05 13:25	21.05 13:30	short	77,286	77,139	target	+15	$47.68
278	21.05 16:15	21.05 16:40	short	77,276	77,036	target	+27	$47.81
279	21.05 18:35	21.05 18:45	long	77,796	77,594	stop	-30	$47.67
280	22.05 18:30	22.05 18:35	long	76,807	76,672	stop	-22	$47.56
281	23.05 01:35	23.05 01:45	short	75,456	75,351	target	+10	$47.61
282	23.05 02:40	23.05 02:50	short	75,484	75,558	stop	-14	$47.54
283	23.05 22:00	23.05 22:30	long	76,805	76,482	stop	-46	$47.32
284	24.05 22:40	24.05 23:35	short	76,773	77,063	stop	-42	$47.13
285	25.05 08:40	25.05 08:55	long	77,341	77,453	target	+11	$47.18
286	25.05 13:50	25.05 14:05	long	77,344	77,450	target	+10	$47.22
287	25.05 18:45	25.05 18:55	short	77,619	77,547	target	+5	$47.25
288	26.05 04:05	26.05 04:25	short	76,656	76,719	stop	-12	$47.19
289	26.05 18:05	26.05 18:20	long	75,994	76,262	target	+31	$47.34
290	26.05 19:25	26.05 19:50	long	75,883	76,080	target	+22	$47.44
291	26.05 22:40	26.05 22:45	long	75,807	75,700	stop	-18	$47.36
292	27.05 06:35	27.05 06:45	short	75,743	75,828	stop	-15	$47.28
293	27.05 10:05	27.05 10:15	short	75,904	75,993	stop	-16	$47.21
294	28.05 01:10	28.05 01:15	short	74,507	74,348	target	+17	$47.29
295	28.05 02:40	28.05 03:15	short	74,273	74,041	target	+27	$47.42
296	28.05 06:15	28.05 06:25	long	73,010	72,887	stop	-21	$47.32
297	28.05 08:10	28.05 08:25	short	73,424	73,261	target	+18	$47.41
298	28.05 11:15	28.05 11:30	long	73,441	73,327	stop	-20	$47.31
299	29.05 09:10	29.05 09:15	short	73,756	73,855	stop	-17	$47.23
300	29.05 21:05	29.05 21:10	short	73,689	73,776	stop	-16	$47.16
301	29.05 22:40	29.05 23:20	long	73,458	73,364	stop	-17	$47.08
302	30.05 11:05	30.05 11:15	long	73,645	73,607	stop	-9	$47.04
303	30.05 17:05	30.05 17:20	short	73,943	73,996	stop	-11	$46.98
304	30.05 20:30	30.05 20:50	long	73,966	73,930	stop	-9	$46.94
305	31.05 19:20	31.05 19:25	long	73,614	73,576	stop	-9	$46.90
306	01.06 03:30	01.06 04:05	short	73,922	73,734	target	+21	$47.00
307	02.06 03:35	02.06 04:10	short	70,940	70,736	target	+25	$47.11
308	02.06 11:05	02.06 11:30	long	69,587	69,418	stop	-28	$46.98
309	02.06 18:20	02.06 18:25	long	67,543	67,359	stop	-31	$46.83
310	03.06 06:30	03.06 06:35	short	67,254	67,436	stop	-31	$46.69
311	03.06 08:00	03.06 08:35	short	67,220	67,003	target	+28	$46.82
312	03.06 18:05	03.06 19:25	short	66,014	65,686	target	+46	$47.03
313	04.06 00:20	04.06 00:25	long	64,270	64,041	stop	-40	$46.85
314	04.06 05:00	04.06 05:05	long	64,400	64,217	stop	-32	$46.70
315	04.06 08:50	04.06 09:15	long	63,518	63,186	stop	-56	$46.43
316	04.06 12:10	04.06 12:20	long	62,468	62,952	target	+74	$46.78
317	05.06 04:00	05.06 04:05	short	62,730	62,937	stop	-37	$46.60
318	05.06 15:10	05.06 16:10	short	60,755	59,939	target	+129	$47.21
319	05.06 17:15	05.06 18:25	short	61,061	60,177	target	+141	$47.87
320	06.06 05:05	06.06 05:20	long	59,901	60,627	target	+117	$48.43
321	06.06 17:15	06.06 18:05	short	60,723	60,460	target	+39	$48.62
322	06.06 20:30	06.06 20:40	long	60,594	60,729	target	+18	$48.71
323	07.06 01:55	07.06 03:15	short	61,445	61,711	stop	-47	$48.48
324	07.06 03:50	07.06 04:40	short	61,632	61,808	stop	-33	$48.32
325	07.06 07:15	07.06 07:50	short	62,131	62,308	stop	-32	$48.16
326	07.06 13:15	07.06 14:25	long	61,775	62,154	target	+57	$48.44
327	07.06 17:50	07.06 18:55	short	62,228	62,038	target	+26	$48.57
328	08.06 00:15	08.06 00:25	short	63,243	63,486	stop	-43	$48.36
329	08.06 06:50	08.06 07:10	short	62,987	63,179	stop	-34	$48.20
330	08.06 08:15	08.06 09:15	short	63,191	63,388	stop	-35	$48.03
331	08.06 14:05	08.06 15:10	long	63,638	64,139	target	+75	$48.39
332	08.06 19:20	08.06 20:10	long	63,464	63,312	stop	-28	$48.25
333	08.06 21:35	08.06 21:40	short	63,680	63,817	stop	-26	$48.13
334	08.06 22:50	08.06 23:05	long	63,336	63,568	target	+33	$48.28
335	09.06 02:15	09.06 03:00	short	62,745	62,909	stop	-30	$48.14

Verlauf — was wir bisher getestet haben

Run	Label	Datum	Params	Trades	Netto	B&H	Verdict
R005 ←	avwap-pullback	2026-06-09	k2.0/s3.5	335	-3.7%	-3.4%	loses-after-cost
R004	regime-filter	2026-06-09	k2.0/s3.5	375	-4.0%	-3.4%	loses-after-cost
R003	maker-fees	2026-06-09	k2.0/s3.5	549	-4.1%	-3.4%	loses-after-cost
R002	daily-vwap	2026-06-09	k2.0/s3.5	549	-44.6%	-3.4%	loses-after-cost
R001	baseline	2026-06-09	k2.0/s3.5	44	+7.8%	-3.4%	promising/small-n

Jeder Lauf wird automatisch protokolliert (runs/runlog.jsonl). So sehen wir Progress statt Zufall — und das narrative „Warum/Was gelernt“ steht in flowvibes/EXPERIMENTS.md.

Wichtig — was das ist und was nicht. Das ist ein Tier-0-Prototyp auf einem Markt, einer simplen Strategie, einem Zeitraum. Kein Walk-Forward, keine Parameter-Robustheit, kein Out-of-Sample, modellierte (nicht real gemessene) Slippage. Es zeigt, dass die Maschine läuft und liefert ein erstes Gefühl — es ist kein Beweis für einen echten Edge. Die validierte Engine (mit den harten Gates) kommt später.

FLOWVIBES Reality Probe · echte Binance BTC/USDT 5m-Daten · generiert offline, keine Anlageberatung.