FLOWVIBES · R007 · avwap-trail

Konto-Simulation

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

$50.00→$49.00-2.0%

✕ VERLIERT NACH KOSTEN

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

Trades gesamt

173

84 long · 89 short

Trefferquote

25%

43 / 130

Ø Gewinn-Trade

+0.47%

Ø Verlust-Trade

-0.17%

Netto-Ergebnis

$-1.00

nach allen Kosten

Kosten gesamt

$3.36

Fees + Spread

Max. Drawdown

-6%

kompoundiert, peak-to-trough

Sharpe / Trade

-0.02

nicht annualisiert

Ø Haltezeit

1.4 h

pro Trade

Entry vs. Zufall

p=0.624

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: Breakeven bei +1R, dann Stop hinter der AVWAP nachgezogen (Gewinner laufen lassen) · Timeout
Ø Haltezeit: 1.4 h
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): -2.0% → $49.00
Buy & Hold BTC: -3.4% → $48.29

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

Alle simulierten Trades (173)

#	Entry (UTC)	Exit (UTC)	Richtung	Entry $	Exit $	Grund	Netto bps	Konto $
1	25.02 06:50	25.02 07:10	short	65,035	65,035	trail	-4	$49.98
2	26.02 23:15	27.02 01:55	short	67,519	67,399	trail	+13	$50.04
3	27.02 09:00	27.02 09:20	short	67,926	68,112	stop	-31	$49.89
4	27.02 15:40	27.02 15:50	short	65,993	66,299	stop	-50	$49.64
5	27.02 18:30	27.02 20:00	short	65,576	65,509	trail	+6	$49.67
6	01.03 15:10	01.03 15:55	long	66,971	66,971	trail	-4	$49.65
7	01.03 17:45	01.03 19:10	long	66,016	66,091	trail	+7	$49.68
8	03.03 19:05	03.03 23:10	short	68,639	68,518	trail	+14	$49.75
9	04.03 11:15	04.03 11:30	long	71,428	71,151	stop	-43	$49.54
10	05.03 08:25	05.03 13:10	long	71,940	72,611	trail	+89	$49.98
11	05.03 18:20	05.03 19:55	long	70,896	70,896	trail	-4	$49.96
12	05.03 23:10	06.03 01:40	short	71,230	71,071	trail	+17	$50.05
13	07.03 11:45	07.03 14:35	short	68,132	68,038	trail	+10	$50.10
14	07.03 15:05	07.03 15:30	short	67,994	67,994	trail	-4	$50.08
15	08.03 02:20	08.03 02:40	short	67,255	67,255	trail	-4	$50.06
16	08.03 13:10	08.03 13:50	short	67,295	67,189	trail	+12	$50.12
17	09.03 16:25	09.03 16:30	long	68,892	68,674	stop	-36	$49.94
18	10.03 22:40	11.03 02:30	long	69,628	69,834	trail	+25	$50.06
19	11.03 19:25	11.03 22:25	long	70,556	70,556	trail	-4	$50.04
20	12.03 00:15	12.03 01:00	long	70,268	70,097	stop	-28	$49.90
21	12.03 05:20	12.03 05:25	long	69,401	69,274	stop	-22	$49.79
22	12.03 06:10	12.03 07:15	short	69,436	69,568	stop	-23	$49.67
23	13.03 01:20	13.03 02:40	long	71,572	71,169	stop	-60	$49.37
24	13.03 19:50	13.03 21:25	long	71,164	71,206	trail	+2	$49.38
25	14.03 02:20	14.03 02:50	short	70,857	70,857	trail	-4	$49.36
26	14.03 04:25	14.03 04:35	short	71,128	71,236	stop	-19	$49.27
27	14.03 14:00	14.03 17:25	short	70,847	70,721	trail	+13	$49.33
28	15.03 10:15	15.03 11:10	long	71,807	71,692	stop	-20	$49.23
29	16.03 12:05	16.03 12:10	long	73,623	73,484	stop	-23	$49.12
30	17.03 02:50	17.03 03:10	long	75,273	75,072	stop	-31	$48.97
31	17.03 13:20	17.03 13:40	long	73,803	73,803	trail	-4	$48.95
32	19.03 10:25	19.03 13:50	short	70,438	69,898	trail	+73	$49.31
33	19.03 16:35	19.03 17:20	short	69,358	69,652	stop	-46	$49.08
34	19.03 18:20	19.03 18:55	short	69,791	69,791	trail	-4	$49.06
35	19.03 19:50	19.03 20:40	short	70,371	70,649	stop	-43	$48.84
36	20.03 13:10	20.03 13:30	long	70,388	70,388	trail	-4	$48.83
37	21.03 03:30	21.03 04:25	short	70,705	70,802	stop	-18	$48.74
38	22.03 01:10	22.03 02:25	short	68,876	69,223	stop	-54	$48.47
39	22.03 03:00	22.03 03:25	short	69,278	69,438	stop	-27	$48.34
40	22.03 12:55	22.03 13:00	short	68,635	68,794	stop	-27	$48.21
41	22.03 17:25	22.03 22:20	short	68,781	68,241	trail	+75	$48.57
42	23.03 08:45	23.03 10:05	short	68,546	68,529	trail	-2	$48.56
43	24.03 02:15	24.03 04:30	long	70,466	70,466	trail	-4	$48.54
44	24.03 13:05	24.03 13:10	long	70,979	70,834	stop	-24	$48.42
45	25.03 04:05	25.03 04:10	short	70,722	70,831	stop	-19	$48.33
46	25.03 14:50	25.03 15:05	long	71,399	71,215	stop	-30	$48.19
47	25.03 21:55	26.03 00:55	long	71,037	71,207	trail	+19	$48.28
48	26.03 07:15	26.03 07:35	short	70,048	70,048	trail	-4	$48.26
49	26.03 16:25	26.03 20:10	short	69,037	68,734	trail	+40	$48.45
50	27.03 21:45	27.03 23:20	short	66,130	66,105	trail	-0	$48.45
51	28.03 05:15	28.03 05:20	short	66,251	66,318	stop	-14	$48.38
52	28.03 20:55	28.03 21:05	long	66,964	66,894	stop	-15	$48.31
53	29.03 00:15	29.03 00:20	long	66,412	66,294	stop	-22	$48.21
54	30.03 17:00	30.03 17:10	long	67,368	67,193	stop	-30	$48.06
55	30.03 18:05	30.03 18:25	long	66,836	66,613	stop	-38	$47.88
56	30.03 22:40	30.03 23:00	long	66,802	66,677	stop	-23	$47.77
57	31.03 13:25	31.03 14:45	long	66,813	67,056	trail	+32	$47.93
58	31.03 15:40	31.03 16:15	short	67,031	67,031	trail	-5	$47.90
59	01.04 03:00	01.04 08:15	long	67,669	68,468	trail	+113	$48.44
60	01.04 14:10	01.04 17:30	long	68,177	68,454	trail	+36	$48.62
61	01.04 18:30	01.04 18:55	long	68,090	68,090	trail	-4	$48.60
62	01.04 19:25	01.04 19:35	long	68,121	68,121	trail	-4	$48.58
63	02.04 16:05	02.04 16:30	short	66,848	67,032	stop	-31	$48.42
64	03.04 05:15	03.04 05:30	short	66,597	66,597	trail	-4	$48.41
65	03.04 12:20	03.04 12:25	short	66,989	67,075	stop	-17	$48.32
66	03.04 23:20	03.04 23:25	long	66,886	66,842	stop	-10	$48.27
67	04.04 16:10	04.04 17:00	long	67,339	67,349	trail	-3	$48.26
68	05.04 05:20	05.04 05:35	long	67,126	67,079	stop	-11	$48.21
69	05.04 14:35	05.04 15:15	short	66,895	66,980	stop	-17	$48.13
70	06.04 10:25	06.04 11:20	long	69,832	69,665	stop	-28	$47.99
71	06.04 13:25	06.04 13:35	long	69,419	69,419	trail	-4	$47.97
72	07.04 07:20	07.04 07:25	short	68,553	68,626	stop	-15	$47.90
73	07.04 20:35	07.04 21:05	short	69,359	69,578	stop	-36	$47.73
74	08.04 03:10	08.04 10:10	long	71,386	71,594	trail	+24	$47.85
75	08.04 19:35	08.04 22:20	long	71,173	71,311	trail	+15	$47.92
76	08.04 23:30	09.04 00:20	long	71,032	70,871	stop	-28	$47.79
77	09.04 23:50	10.04 01:20	long	71,790	71,790	trail	-5	$47.76
78	11.04 00:35	11.04 00:45	long	72,865	72,865	trail	-4	$47.75
79	12.04 16:40	12.04 17:00	short	70,889	70,978	stop	-17	$47.67
80	12.04 18:45	12.04 20:30	short	71,119	71,097	trail	-1	$47.66
81	13.04 18:30	14.04 17:35	long	72,173	74,318	trail	+290	$49.04
82	14.04 20:50	14.04 20:55	long	74,226	74,094	stop	-22	$48.94
83	15.04 03:05	15.04 03:35	long	74,254	74,254	trail	-4	$48.92
84	16.04 04:30	16.04 04:45	long	74,922	74,922	trail	-4	$48.90
85	16.04 11:30	16.04 13:40	long	74,379	74,499	trail	+12	$48.96
86	17.04 00:55	17.04 01:20	long	74,954	74,866	stop	-16	$48.88
87	17.04 10:05	17.04 10:25	long	75,782	75,459	stop	-47	$48.65
88	17.04 22:45	17.04 22:55	long	77,421	77,290	stop	-21	$48.55
89	18.04 06:10	18.04 06:25	long	77,155	77,090	stop	-12	$48.49
90	18.04 09:05	18.04 09:15	long	76,658	76,469	stop	-29	$48.35
91	19.04 15:25	20.04 06:40	short	75,986	74,757	trail	+156	$49.11
92	20.04 08:45	20.04 09:05	short	74,836	74,836	trail	-4	$49.09
93	20.04 12:05	20.04 12:10	short	75,186	75,313	stop	-21	$48.98
94	20.04 23:00	20.04 23:05	long	75,974	75,884	stop	-16	$48.91
95	22.04 00:40	22.04 01:50	short	76,338	76,338	trail	-4	$48.89
96	22.04 04:00	22.04 04:50	long	77,521	77,521	trail	-4	$48.87
97	22.04 09:15	22.04 09:50	long	78,039	78,039	trail	-4	$48.85
98	22.04 13:00	22.04 16:45	long	78,236	78,751	trail	+61	$49.14
99	23.04 18:50	23.04 22:15	short	77,869	78,204	stop	-47	$48.91
100	24.04 04:05	24.04 04:35	long	77,691	77,527	stop	-25	$48.79
101	25.04 03:00	25.04 03:05	short	77,608	77,653	stop	-10	$48.74
102	26.04 15:55	26.04 16:45	long	78,048	77,973	stop	-15	$48.67
103	27.04 06:10	27.04 06:30	long	77,779	77,519	stop	-37	$48.49
104	27.04 10:55	27.04 11:05	long	77,851	77,780	stop	-13	$48.42
105	28.04 01:10	28.04 05:05	short	77,357	77,039	trail	+37	$48.60
106	28.04 15:35	28.04 16:50	short	75,935	76,100	stop	-27	$48.47
107	29.04 02:20	29.04 03:00	short	76,566	76,566	trail	-4	$48.45
108	29.04 16:45	29.04 18:05	long	75,887	75,887	trail	-4	$48.43
109	29.04 19:45	29.04 20:00	short	75,439	75,624	stop	-29	$48.30
110	30.04 06:10	30.04 06:30	short	75,643	75,774	stop	-21	$48.19
111	30.04 22:40	30.04 22:55	long	76,318	76,224	stop	-16	$48.11
112	01.05 09:30	01.05 09:35	long	77,347	77,276	stop	-13	$48.05
113	01.05 15:05	01.05 15:50	long	78,269	78,308	trail	+1	$48.06
114	03.05 03:10	03.05 04:45	long	78,165	78,165	trail	-4	$48.04
115	03.05 10:35	03.05 10:45	long	78,463	78,418	stop	-10	$47.99
116	04.05 06:00	04.05 06:05	long	80,027	79,932	stop	-16	$47.91
117	04.05 12:05	04.05 13:00	long	78,814	78,814	trail	-4	$47.89
118	04.05 19:55	04.05 20:15	long	79,991	79,991	trail	-4	$47.88
119	10.05 04:30	10.05 04:45	long	80,793	80,738	stop	-11	$47.82
120	11.05 08:00	11.05 08:30	long	80,740	80,645	stop	-16	$47.75
121	12.05 13:05	12.05 14:20	short	80,890	80,803	trail	+7	$47.78
122	12.05 18:20	12.05 18:35	short	80,520	80,615	stop	-16	$47.70
123	12.05 19:45	12.05 19:50	short	80,752	80,857	stop	-17	$47.62
124	13.05 15:00	13.05 17:15	short	79,756	79,248	trail	+59	$47.90
125	13.05 20:40	14.05 00:05	short	79,670	79,484	trail	+18	$47.99
126	14.05 01:20	14.05 01:50	short	79,610	79,610	trail	-4	$47.97
127	14.05 09:05	14.05 12:40	short	79,855	79,663	trail	+20	$48.07
128	14.05 15:30	14.05 15:50	short	81,000	81,196	stop	-28	$47.93
129	14.05 19:20	14.05 19:25	long	81,595	81,408	stop	-27	$47.80
130	14.05 19:55	14.05 20:20	long	81,478	81,300	stop	-26	$47.68
131	15.05 04:10	15.05 04:30	long	81,051	80,905	stop	-22	$47.57
132	15.05 06:25	15.05 08:15	long	80,412	80,576	trail	+15	$47.65
133	15.05 14:40	15.05 17:25	short	79,162	79,422	stop	-38	$47.47
134	15.05 20:00	15.05 20:10	short	79,146	79,146	trail	-4	$47.45
135	15.05 21:45	15.05 22:35	short	79,135	79,129	trail	-3	$47.43
136	16.05 08:15	16.05 11:15	short	78,420	78,128	trail	+33	$47.59
137	16.05 21:35	16.05 21:45	short	78,272	78,272	trail	-4	$47.57
138	17.05 09:45	17.05 09:50	short	78,124	78,164	stop	-9	$47.53
139	18.05 03:35	18.05 04:55	short	76,902	77,040	stop	-22	$47.42
140	19.05 04:00	19.05 04:10	short	76,787	76,885	stop	-17	$47.34
141	19.05 21:50	19.05 23:20	short	77,002	76,901	trail	+9	$47.39
142	20.05 02:20	20.05 03:25	short	76,800	76,763	trail	+1	$47.39
143	20.05 08:20	20.05 09:15	long	77,298	77,372	trail	+6	$47.42
144	21.05 04:50	21.05 05:10	long	78,000	78,000	trail	-4	$47.40
145	21.05 16:15	21.05 16:30	short	77,276	77,276	trail	-4	$47.38
146	23.05 01:35	23.05 01:50	short	75,456	75,456	trail	-4	$47.36
147	23.05 02:40	23.05 02:50	short	75,484	75,558	stop	-14	$47.29
148	25.05 08:40	25.05 11:00	long	77,341	77,468	trail	+12	$47.35
149	25.05 13:50	25.05 16:10	long	77,344	77,544	trail	+21	$47.45
150	26.05 04:05	26.05 04:25	short	76,656	76,719	stop	-12	$47.39
151	27.05 06:35	27.05 06:45	short	75,743	75,828	stop	-15	$47.32
152	27.05 10:05	27.05 10:15	short	75,904	75,993	stop	-16	$47.25
153	28.05 01:10	28.05 01:20	short	74,507	74,507	trail	-4	$47.23
154	28.05 02:40	28.05 07:35	short	74,273	73,414	trail	+112	$47.76
155	28.05 08:10	28.05 09:35	short	73,424	73,419	trail	-3	$47.74
156	29.05 09:10	29.05 09:15	short	73,756	73,855	stop	-17	$47.66
157	29.05 21:05	29.05 21:10	short	73,689	73,776	stop	-16	$47.58
158	30.05 20:30	30.05 20:50	long	73,966	73,930	stop	-9	$47.54
159	01.06 03:30	02.06 03:30	short	73,922	70,940	timeout	+396	$49.42
160	03.06 06:30	03.06 06:35	short	67,254	67,436	stop	-31	$49.27
161	03.06 08:00	03.06 08:30	short	67,220	67,220	trail	-4	$49.25
162	03.06 18:05	03.06 18:40	short	66,014	66,014	trail	-4	$49.23
163	05.06 04:00	05.06 04:05	short	62,730	62,937	stop	-37	$49.05
164	05.06 15:10	05.06 16:10	short	60,755	60,755	trail	-5	$49.02
165	05.06 17:15	05.06 20:05	short	61,061	60,529	trail	+83	$49.43
166	06.06 17:15	06.06 18:25	short	60,723	60,695	trail	+1	$49.44
167	07.06 01:55	07.06 03:15	short	61,445	61,711	stop	-47	$49.20
168	07.06 03:50	07.06 04:40	short	61,632	61,808	stop	-33	$49.04
169	07.06 13:15	07.06 14:45	long	61,775	61,775	trail	-4	$49.02
170	08.06 09:00	08.06 10:20	long	63,133	63,217	trail	+9	$49.07
171	08.06 14:05	08.06 15:55	long	63,638	63,775	trail	+17	$49.15
172	08.06 19:20	08.06 20:10	long	63,464	63,312	stop	-28	$49.02
173	08.06 22:50	08.06 23:15	long	63,336	63,336	trail	-4	$49.00

Verlauf — was wir bisher getestet haben

Run	Label	Datum	Params	Trades	Netto	B&H	Verdict
R007 ←	avwap-trail	2026-06-09	k2.0/s3.5	173	-2.0%	-3.4%	loses-after-cost
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.

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