Was aus deinem Startkapital geworden wäre, wenn der Bot diese Strategie über den Testzeitraum auf echten BTC-Daten gefahren hätte.
$50.00→$49.87-0.3%
✕ VERLIERT NACH KOSTEN
Diese simple Strategie verliert nach Kosten — der wertvollste, ehrlichste Befund.
Trades gesamt
182
88 long · 94 short
Trefferquote
43%
79 / 103
Ø Gewinn-Trade
+0.32%
Ø Verlust-Trade
-0.25%
Netto-Ergebnis
$-0.13
nach allen Kosten
Kosten gesamt
$3.57
Fees + Spread
Max. Drawdown
-8%
kompoundiert, peak-to-trough
Sharpe / Trade
-0.00
nicht annualisiert
Ø Haltezeit
34 min
pro Trade
Entry vs. Zufall
p=0.292
NICHT besser als Zufall
Konto-Verlauf ($)
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) · nur mit HTF-Trend (Filter aktiv)
Ausstieg
R-basiertes Ziel (1.5R) · Stop hinter AVWAP & Swing (max 1.5 ATR R) · sonst Timeout
1× (kein Hebel — volles Konto pro Trade, eine Position zur Zeit)
Vergleich: einfach BTC halten
Bot (diese Strategie)
-0.3% → $49.87
Buy & Hold BTC
-3.4% → $48.29
Die ehrlichste Messlatte: schlägt der Bot überhaupt das simple Halten?
Alle simulierten Trades (182)
#
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 23:15
27.02 00:10
short
67,519
67,313
target
+26
$50.24
3
27.02 09:00
27.02 09:20
short
67,926
68,112
stop
-31
$50.08
4
27.02 15:40
27.02 15:50
short
65,993
66,299
stop
-50
$49.83
5
27.02 18:30
27.02 19:05
short
65,576
65,191
target
+55
$50.10
6
01.03 15:10
01.03 16:00
long
66,971
66,705
stop
-45
$49.88
7
01.03 17:45
01.03 18:05
long
66,016
66,584
target
+82
$50.29
8
03.03 19:05
03.03 20:50
short
68,639
68,141
target
+69
$50.63
9
04.03 11:15
04.03 11:30
long
71,428
71,151
stop
-43
$50.42
10
05.03 08:25
05.03 08:45
long
71,940
72,274
target
+42
$50.63
11
05.03 18:20
05.03 19:10
long
70,896
71,349
target
+60
$50.93
12
05.03 23:10
05.03 23:30
short
71,230
70,985
target
+30
$51.09
13
06.03 00:40
06.03 01:25
short
70,944
70,736
target
+25
$51.22
14
07.03 11:45
07.03 12:40
short
68,132
67,951
target
+23
$51.33
15
07.03 15:05
07.03 15:35
short
67,994
67,825
target
+21
$51.44
16
08.03 02:20
08.03 02:40
short
67,255
67,374
stop
-22
$51.33
17
08.03 13:10
08.03 13:15
short
67,295
66,945
target
+48
$51.58
18
09.03 16:25
09.03 16:30
long
68,892
68,674
stop
-36
$51.39
19
10.03 22:40
10.03 23:30
long
69,628
69,953
target
+43
$51.61
20
11.03 19:25
11.03 22:10
long
70,556
70,890
target
+43
$51.83
21
12.03 00:15
12.03 01:00
long
70,268
70,097
stop
-28
$51.69
22
12.03 05:20
12.03 05:25
long
69,401
69,274
stop
-22
$51.57
23
12.03 06:10
12.03 07:15
short
69,436
69,568
stop
-23
$51.45
24
13.03 01:20
13.03 02:40
long
71,572
71,169
stop
-60
$51.14
25
13.03 19:50
13.03 20:15
long
71,164
71,452
target
+36
$51.33
26
14.03 02:20
14.03 03:05
short
70,857
70,964
stop
-19
$51.23
27
14.03 04:25
14.03 04:35
short
71,128
71,236
stop
-19
$51.13
28
14.03 14:00
14.03 14:15
short
70,847
70,697
target
+17
$51.22
29
15.03 10:15
15.03 11:10
long
71,807
71,692
stop
-20
$51.12
30
16.03 12:05
16.03 12:10
long
73,623
73,484
stop
-23
$51.00
31
17.03 02:50
17.03 03:10
long
75,273
75,072
stop
-31
$50.85
32
17.03 13:20
17.03 13:30
long
73,803
74,046
target
+29
$50.99
33
19.03 10:25
19.03 10:40
short
70,438
70,199
target
+30
$51.15
34
19.03 16:35
19.03 17:20
short
69,358
69,652
stop
-46
$50.91
35
19.03 18:20
19.03 19:00
short
69,791
69,998
stop
-34
$50.74
36
19.03 19:50
19.03 20:40
short
70,371
70,649
stop
-43
$50.52
37
20.03 13:10
20.03 13:30
long
70,388
70,222
stop
-28
$50.38
38
21.03 03:30
21.03 04:25
short
70,705
70,802
stop
-18
$50.29
39
22.03 01:10
22.03 02:25
short
68,876
69,223
stop
-54
$50.02
40
22.03 03:00
22.03 03:25
short
69,278
69,438
stop
-27
$49.88
41
22.03 12:55
22.03 13:00
short
68,635
68,794
stop
-27
$49.74
42
22.03 17:25
22.03 18:00
short
68,781
68,658
target
+14
$49.81
43
23.03 08:45
23.03 09:05
short
68,546
68,258
target
+38
$50.00
44
24.03 02:15
24.03 05:00
long
70,466
70,237
stop
-36
$49.82
45
24.03 13:05
24.03 13:10
long
70,979
70,834
stop
-24
$49.70
46
25.03 04:05
25.03 04:10
short
70,722
70,831
stop
-19
$49.60
47
25.03 14:50
25.03 15:05
long
71,399
71,215
stop
-30
$49.45
48
25.03 21:55
25.03 22:30
long
71,037
71,200
target
+19
$49.55
49
26.03 00:25
26.03 00:55
long
71,303
71,166
stop
-23
$49.43
50
26.03 07:15
26.03 07:30
short
70,048
69,830
target
+27
$49.57
51
26.03 16:25
26.03 17:45
short
69,037
68,706
target
+44
$49.79
52
27.03 21:45
27.03 22:05
short
66,130
66,017
target
+13
$49.85
53
28.03 05:15
28.03 05:20
short
66,251
66,318
stop
-14
$49.78
54
28.03 20:55
28.03 21:05
long
66,964
66,894
stop
-15
$49.71
55
29.03 00:15
29.03 00:20
long
66,412
66,294
stop
-22
$49.60
56
30.03 17:00
30.03 17:10
long
67,368
67,193
stop
-30
$49.45
57
30.03 18:05
30.03 18:25
long
66,836
66,613
stop
-38
$49.26
58
30.03 22:40
30.03 23:00
long
66,802
66,677
stop
-23
$49.15
59
31.03 13:25
31.03 13:40
long
66,813
67,102
target
+39
$49.35
60
31.03 15:40
31.03 16:35
short
67,031
67,351
stop
-53
$49.08
61
01.04 03:00
01.04 03:05
long
67,669
67,850
target
+23
$49.20
62
01.04 14:10
01.04 14:50
long
68,177
68,644
target
+64
$49.51
63
01.04 18:30
01.04 21:05
long
68,090
68,371
target
+37
$49.70
64
02.04 16:05
02.04 16:30
short
66,848
67,032
stop
-31
$49.54
65
03.04 05:15
03.04 05:30
short
66,597
66,694
stop
-19
$49.45
66
03.04 12:20
03.04 12:25
short
66,989
67,075
stop
-17
$49.37
67
03.04 23:20
03.04 23:25
long
66,886
66,842
stop
-10
$49.31
68
04.04 16:10
04.04 16:25
long
67,339
67,453
target
+13
$49.38
69
05.04 05:20
05.04 05:35
long
67,126
67,079
stop
-11
$49.32
70
05.04 14:35
05.04 15:15
short
66,895
66,980
stop
-17
$49.24
71
06.04 10:25
06.04 11:20
long
69,832
69,665
stop
-28
$49.10
72
06.04 13:25
06.04 13:35
long
69,419
69,311
stop
-20
$49.01
73
07.04 07:20
07.04 07:25
short
68,553
68,626
stop
-15
$48.94
74
07.04 20:35
07.04 21:05
short
69,359
69,578
stop
-36
$48.76
75
08.04 03:10
08.04 04:35
long
71,386
71,650
target
+33
$48.92
76
08.04 10:25
08.04 10:30
long
71,660
71,569
stop
-17
$48.84
77
08.04 19:35
08.04 20:10
long
71,173
71,455
target
+36
$49.01
78
08.04 23:30
09.04 00:20
long
71,032
70,871
stop
-28
$48.88
79
09.04 23:50
10.04 01:30
long
71,790
72,166
target
+47
$49.11
80
11.04 00:35
11.04 00:45
long
72,865
72,797
stop
-13
$49.05
81
12.04 16:40
12.04 17:00
short
70,889
70,978
stop
-17
$48.96
82
12.04 18:45
12.04 20:40
short
71,119
71,233
stop
-20
$48.87
83
13.04 18:30
13.04 18:40
long
72,173
72,400
target
+27
$49.00
84
13.04 20:50
13.04 22:05
long
73,189
73,520
target
+41
$49.20
85
14.04 11:40
14.04 12:00
long
74,390
74,303
stop
-16
$49.12
86
14.04 12:55
14.04 13:15
long
74,399
74,620
target
+26
$49.25
87
14.04 20:50
14.04 20:55
long
74,226
74,094
stop
-22
$49.14
88
15.04 03:05
15.04 04:00
long
74,254
74,385
target
+14
$49.21
89
16.04 04:30
16.04 04:40
long
74,922
75,078
target
+17
$49.29
90
16.04 11:30
16.04 11:35
long
74,379
74,563
target
+21
$49.39
91
17.04 00:55
17.04 01:20
long
74,954
74,866
stop
-16
$49.32
92
17.04 10:05
17.04 10:25
long
75,782
75,459
stop
-47
$49.09
93
17.04 22:45
17.04 22:55
long
77,421
77,290
stop
-21
$48.98
94
18.04 06:10
18.04 06:25
long
77,155
77,090
stop
-12
$48.92
95
18.04 09:05
18.04 09:15
long
76,658
76,469
stop
-29
$48.78
96
19.04 15:25
19.04 15:35
short
75,986
75,681
target
+36
$48.96
97
19.04 20:00
19.04 20:05
short
74,965
74,770
target
+22
$49.07
98
20.04 03:20
20.04 03:40
short
74,425
74,541
stop
-20
$48.97
99
20.04 06:30
20.04 06:35
short
74,344
74,454
stop
-19
$48.88
100
20.04 08:45
20.04 09:10
short
74,836
75,036
stop
-31
$48.73
101
20.04 12:05
20.04 12:10
short
75,186
75,313
stop
-21
$48.63
102
20.04 23:00
20.04 23:05
long
75,974
75,884
stop
-16
$48.55
103
22.04 00:40
22.04 02:10
short
76,338
76,533
stop
-29
$48.41
104
22.04 04:00
22.04 05:15
long
77,521
77,764
target
+27
$48.54
105
22.04 09:15
22.04 11:00
long
78,039
78,219
target
+19
$48.63
106
22.04 13:00
22.04 13:15
long
78,236
78,463
target
+25
$48.75
107
23.04 18:50
23.04 22:15
short
77,869
78,204
stop
-47
$48.52
108
24.04 04:05
24.04 04:35
long
77,691
77,527
stop
-25
$48.40
109
25.04 03:00
25.04 03:05
short
77,608
77,653
stop
-10
$48.35
110
26.04 15:55
26.04 16:45
long
78,048
77,973
stop
-15
$48.28
111
27.04 06:10
27.04 06:30
long
77,779
77,519
stop
-37
$48.10
112
27.04 10:55
27.04 11:05
long
77,851
77,780
stop
-13
$48.04
113
28.04 01:10
28.04 01:30
short
77,357
77,140
target
+24
$48.15
114
28.04 15:35
28.04 16:50
short
75,935
76,100
stop
-27
$48.03
115
29.04 02:20
29.04 03:15
short
76,566
76,691
stop
-20
$47.93
116
29.04 16:45
29.04 18:00
long
75,887
76,237
target
+42
$48.13
117
29.04 19:45
29.04 20:00
short
75,439
75,624
stop
-29
$47.99
118
30.04 06:10
30.04 06:30
short
75,643
75,774
stop
-21
$47.89
119
30.04 22:40
30.04 22:55
long
76,318
76,224
stop
-16
$47.81
120
01.05 09:30
01.05 09:35
long
77,347
77,276
stop
-13
$47.75
121
01.05 15:05
01.05 15:35
long
78,269
78,661
target
+46
$47.97
122
03.05 03:10
03.05 06:25
long
78,165
78,095
stop
-13
$47.91
123
03.05 10:35
03.05 10:45
long
78,463
78,418
stop
-10
$47.86
124
04.05 06:00
04.05 06:05
long
80,027
79,932
stop
-16
$47.78
125
04.05 12:05
04.05 12:20
long
78,814
79,013
target
+21
$47.89
126
04.05 19:55
04.05 21:20
long
79,991
80,166
target
+18
$47.97
127
10.05 04:30
10.05 04:45
long
80,793
80,738
stop
-11
$47.92
128
11.05 08:00
11.05 08:30
long
80,740
80,645
stop
-16
$47.84
129
12.05 13:05
12.05 13:20
short
80,890
80,691
target
+21
$47.94
130
12.05 18:20
12.05 18:35
short
80,520
80,615
stop
-16
$47.87
131
12.05 19:45
12.05 19:50
short
80,752
80,857
stop
-17
$47.78
132
13.05 15:00
13.05 15:10
short
79,756
79,497
target
+28
$47.92
133
13.05 20:40
13.05 21:05
short
79,670
79,518
target
+15
$47.99
134
14.05 01:20
14.05 01:30
short
79,610
79,472
target
+13
$48.06
135
14.05 09:05
14.05 09:30
short
79,855
79,697
target
+16
$48.13
136
14.05 15:30
14.05 15:50
short
81,000
81,196
stop
-28
$48.00
137
14.05 19:20
14.05 19:25
long
81,595
81,408
stop
-27
$47.87
138
14.05 19:55
14.05 20:20
long
81,478
81,300
stop
-26
$47.74
139
15.05 04:10
15.05 04:30
long
81,051
80,905
stop
-22
$47.64
140
15.05 06:25
15.05 06:40
long
80,412
80,612
target
+21
$47.74
141
15.05 14:40
15.05 17:25
short
79,162
79,422
stop
-38
$47.56
142
15.05 20:00
15.05 20:45
short
79,146
79,047
target
+9
$47.60
143
15.05 21:45
15.05 21:55
short
79,135
79,017
target
+11
$47.65
144
16.05 08:15
16.05 09:15
short
78,420
78,159
target
+29
$47.79
145
16.05 21:35
16.05 22:00
short
78,272
78,204
target
+5
$47.81
146
17.05 09:45
17.05 09:50
short
78,124
78,164
stop
-9
$47.77
147
18.05 03:35
18.05 04:55
short
76,902
77,040
stop
-22
$47.66
148
19.05 04:00
19.05 04:10
short
76,787
76,885
stop
-17
$47.58
149
19.05 21:50
19.05 22:00
short
77,002
76,929
target
+5
$47.61
150
20.05 02:20
20.05 05:05
short
76,800
76,949
stop
-23
$47.50
151
20.05 08:20
20.05 08:35
long
77,298
77,404
target
+10
$47.54
152
21.05 04:50
21.05 05:00
long
78,000
78,072
target
+5
$47.57
153
21.05 16:15
21.05 16:40
short
77,276
77,036
target
+27
$47.70
154
23.05 01:35
23.05 01:45
short
75,456
75,351
target
+10
$47.74
155
23.05 02:40
23.05 02:50
short
75,484
75,558
stop
-14
$47.68
156
25.05 08:40
25.05 08:55
long
77,341
77,453
target
+11
$47.73
157
25.05 13:50
25.05 14:05
long
77,344
77,450
target
+10
$47.78
158
26.05 04:05
26.05 04:25
short
76,656
76,719
stop
-12
$47.72
159
27.05 06:35
27.05 06:45
short
75,743
75,828
stop
-15
$47.64
160
27.05 10:05
27.05 10:15
short
75,904
75,993
stop
-16
$47.57
161
28.05 01:10
28.05 01:15
short
74,507
74,348
target
+17
$47.65
162
28.05 02:40
28.05 03:15
short
74,273
74,041
target
+27
$47.78
163
28.05 08:10
28.05 08:25
short
73,424
73,261
target
+18
$47.87
164
29.05 09:10
29.05 09:15
short
73,756
73,855
stop
-17
$47.78
165
29.05 21:05
29.05 21:10
short
73,689
73,776
stop
-16
$47.71
166
30.05 20:30
30.05 20:50
long
73,966
73,930
stop
-9
$47.67
167
01.06 03:30
01.06 04:05
short
73,922
73,734
target
+21
$47.77
168
02.06 03:35
02.06 04:10
short
70,940
70,736
target
+25
$47.89
169
03.06 06:30
03.06 06:35
short
67,254
67,436
stop
-31
$47.74
170
03.06 08:00
03.06 08:35
short
67,220
67,003
target
+28
$47.87
171
03.06 18:05
03.06 19:25
short
66,014
65,686
target
+46
$48.09
172
05.06 04:00
05.06 04:05
short
62,730
62,937
stop
-37
$47.91
173
05.06 15:10
05.06 16:10
short
60,755
59,939
target
+129
$48.53
174
05.06 17:15
05.06 18:25
short
61,061
60,177
target
+141
$49.22
175
06.06 17:15
06.06 18:05
short
60,723
60,460
target
+39
$49.41
176
07.06 01:55
07.06 03:15
short
61,445
61,711
stop
-47
$49.18
177
07.06 03:50
07.06 04:40
short
61,632
61,808
stop
-33
$49.02
178
07.06 13:15
07.06 14:25
long
61,775
62,154
target
+57
$49.30
179
08.06 09:00
08.06 09:15
long
63,133
63,389
target
+37
$49.48
180
08.06 14:05
08.06 15:10
long
63,638
64,139
target
+75
$49.85
181
08.06 19:20
08.06 20:10
long
63,464
63,312
stop
-28
$49.71
182
08.06 22:50
08.06 23:05
long
63,336
63,568
target
+33
$49.87
Verlauf — was wir bisher getestet haben
Run
Label
Datum
Params
Trades
Netto
B&H
Verdict
R006 ←
avwap-htf
2026-06-09
k2.0/s3.5
182
-0.3%
-3.4%
loses-after-cost
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.