FLOWVIBES · R008 · fast-250

Konto-Simulation

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

$250.00→$250.67+0.3%

≈ ≈ BREAK-EVEN (im Rauschen)

Leicht positiv (+0.3%) und knapp über Buy&Hold — aber zu nah an null, um Edge zu sein. Auf einem Fenster bedeutungslos; held-out-Test nötig.

Trades gesamt

182

88 long · 94 short

Trefferquote

43%

79 / 103

Ø Gewinn-Trade

+0.31%

Ø Verlust-Trade

-0.23%

Netto-Ergebnis

$0.67

nach allen Kosten

Kosten gesamt

$17.86

Fees + Spread

Max. Drawdown

-8%

kompoundiert, peak-to-trough

Sharpe / Trade

0.01

nicht annualisiert

Ø Haltezeit

32 min

pro Trade

Entry vs. Zufall

p=0.239

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
Ø Haltezeit: 32 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): +0.3% → $250.67
Buy & Hold BTC: -3.4% → $241.45

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	$250.56
2	26.02 23:15	27.02 00:10	short	67,519	67,313	target	+26	$251.20
3	27.02 09:00	27.02 09:20	short	67,926	68,112	stop	-31	$250.41
4	27.02 15:40	27.02 15:50	short	65,993	66,299	stop	-50	$249.15
5	27.02 18:30	27.02 19:05	short	65,576	65,191	target	+55	$250.51
6	01.03 15:10	01.03 16:00	long	66,971	66,705	stop	-45	$249.39
7	01.03 17:45	01.03 18:05	long	66,016	66,584	target	+82	$251.44
8	03.03 19:05	03.03 20:50	short	68,639	68,141	target	+69	$253.16
9	04.03 11:15	04.03 11:30	long	71,428	71,151	stop	-43	$252.08
10	05.03 08:25	05.03 08:45	long	71,940	72,274	target	+42	$253.15
11	05.03 18:20	05.03 19:10	long	70,896	71,349	target	+60	$254.67
12	05.03 23:10	05.03 23:30	short	71,230	70,985	target	+30	$255.44
13	06.03 00:40	06.03 01:25	short	70,944	70,736	target	+25	$256.09
14	07.03 11:45	07.03 12:40	short	68,132	67,951	target	+23	$256.67
15	07.03 15:05	07.03 15:35	short	67,994	67,825	target	+21	$257.20
16	08.03 02:20	08.03 02:40	short	67,255	67,374	stop	-22	$256.64
17	08.03 13:10	08.03 13:15	short	67,295	66,945	target	+48	$257.88
18	09.03 16:25	09.03 16:30	long	68,892	68,674	stop	-36	$256.96
19	10.03 22:40	10.03 23:30	long	69,628	69,953	target	+43	$258.05
20	11.03 19:25	11.03 21:25	long	70,556	70,544	timeout	-6	$257.91
21	12.03 00:15	12.03 01:00	long	70,268	70,097	stop	-28	$257.18
22	12.03 05:20	12.03 05:25	long	69,401	69,274	stop	-22	$256.60
23	12.03 06:10	12.03 07:15	short	69,436	69,568	stop	-23	$256.01
24	13.03 01:20	13.03 02:40	long	71,572	71,169	stop	-60	$254.47
25	13.03 19:50	13.03 20:15	long	71,164	71,452	target	+36	$255.40
26	14.03 02:20	14.03 03:05	short	70,857	70,964	stop	-19	$254.91
27	14.03 04:25	14.03 04:35	short	71,128	71,236	stop	-19	$254.42
28	14.03 14:00	14.03 14:15	short	70,847	70,697	target	+17	$254.86
29	15.03 10:15	15.03 11:10	long	71,807	71,692	stop	-20	$254.35
30	16.03 12:05	16.03 12:10	long	73,623	73,484	stop	-23	$253.77
31	17.03 02:50	17.03 03:10	long	75,273	75,072	stop	-31	$252.99
32	17.03 13:20	17.03 13:30	long	73,803	74,046	target	+29	$253.72
33	19.03 10:25	19.03 10:40	short	70,438	70,199	target	+30	$254.48
34	19.03 16:35	19.03 17:20	short	69,358	69,652	stop	-46	$253.30
35	19.03 18:20	19.03 19:00	short	69,791	69,998	stop	-34	$252.45
36	19.03 19:50	19.03 20:40	short	70,371	70,649	stop	-43	$251.35
37	20.03 13:10	20.03 13:30	long	70,388	70,222	stop	-28	$250.66
38	21.03 03:30	21.03 04:25	short	70,705	70,802	stop	-18	$250.22
39	22.03 01:10	22.03 02:25	short	68,876	69,223	stop	-54	$248.85
40	22.03 03:00	22.03 03:25	short	69,278	69,438	stop	-27	$248.18
41	22.03 12:55	22.03 13:00	short	68,635	68,794	stop	-27	$247.51
42	22.03 17:25	22.03 18:00	short	68,781	68,658	target	+14	$247.85
43	23.03 08:45	23.03 09:05	short	68,546	68,258	target	+38	$248.79
44	24.03 02:15	24.03 04:15	long	70,466	70,609	timeout	+16	$249.19
45	24.03 13:05	24.03 13:10	long	70,979	70,834	stop	-24	$248.59
46	25.03 04:05	25.03 04:10	short	70,722	70,831	stop	-19	$248.10
47	25.03 14:50	25.03 15:05	long	71,399	71,215	stop	-30	$247.36
48	25.03 21:55	25.03 22:30	long	71,037	71,200	target	+19	$247.83
49	26.03 00:25	26.03 00:55	long	71,303	71,166	stop	-23	$247.26
50	26.03 07:15	26.03 07:30	short	70,048	69,830	target	+27	$247.93
51	26.03 16:25	26.03 17:45	short	69,037	68,706	target	+44	$249.02
52	27.03 21:45	27.03 22:05	short	66,130	66,017	target	+13	$249.35
53	28.03 05:15	28.03 05:20	short	66,251	66,318	stop	-14	$248.99
54	28.03 20:55	28.03 21:05	long	66,964	66,894	stop	-15	$248.63
55	29.03 00:15	29.03 00:20	long	66,412	66,294	stop	-22	$248.09
56	30.03 17:00	30.03 17:10	long	67,368	67,193	stop	-30	$247.34
57	30.03 18:05	30.03 18:25	long	66,836	66,613	stop	-38	$246.42
58	30.03 22:40	30.03 23:00	long	66,802	66,677	stop	-23	$245.86
59	31.03 13:25	31.03 13:40	long	66,813	67,102	target	+39	$246.82
60	31.03 15:40	31.03 16:35	short	67,031	67,351	stop	-53	$245.52
61	01.04 03:00	01.04 03:05	long	67,669	67,850	target	+23	$246.08
62	01.04 14:10	01.04 14:50	long	68,177	68,644	target	+64	$247.66
63	01.04 18:30	01.04 20:30	long	68,090	68,053	timeout	-9	$247.43
64	02.04 16:05	02.04 16:30	short	66,848	67,032	stop	-31	$246.65
65	03.04 05:15	03.04 05:30	short	66,597	66,694	stop	-19	$246.19
66	03.04 12:20	03.04 12:25	short	66,989	67,075	stop	-17	$245.77
67	03.04 23:20	03.04 23:25	long	66,886	66,842	stop	-10	$245.52
68	04.04 16:10	04.04 16:25	long	67,339	67,453	target	+13	$245.83
69	05.04 05:20	05.04 05:35	long	67,126	67,079	stop	-11	$245.56
70	05.04 14:35	05.04 15:15	short	66,895	66,980	stop	-17	$245.15
71	06.04 10:25	06.04 11:20	long	69,832	69,665	stop	-28	$244.47
72	06.04 13:25	06.04 13:35	long	69,419	69,311	stop	-20	$243.99
73	07.04 07:20	07.04 07:25	short	68,553	68,626	stop	-15	$243.63
74	07.04 20:35	07.04 21:05	short	69,359	69,578	stop	-36	$242.77
75	08.04 03:10	08.04 04:35	long	71,386	71,650	target	+33	$243.57
76	08.04 10:25	08.04 10:30	long	71,660	71,569	stop	-17	$243.16
77	08.04 19:35	08.04 20:10	long	71,173	71,455	target	+36	$244.02
78	08.04 23:30	09.04 00:20	long	71,032	70,871	stop	-28	$243.35
79	09.04 23:50	10.04 01:30	long	71,790	72,166	target	+47	$244.50
80	11.04 00:35	11.04 00:45	long	72,865	72,797	stop	-13	$244.18
81	12.04 16:40	12.04 17:00	short	70,889	70,978	stop	-17	$243.77
82	12.04 18:45	12.04 20:40	short	71,119	71,233	stop	-20	$243.28
83	13.04 18:30	13.04 18:40	long	72,173	72,400	target	+27	$243.95
84	13.04 20:50	13.04 22:05	long	73,189	73,520	target	+41	$244.95
85	14.04 11:40	14.04 12:00	long	74,390	74,303	stop	-16	$244.57
86	14.04 12:55	14.04 13:15	long	74,399	74,620	target	+26	$245.20
87	14.04 20:50	14.04 20:55	long	74,226	74,094	stop	-22	$244.66
88	15.04 03:05	15.04 04:00	long	74,254	74,385	target	+14	$244.99
89	16.04 04:30	16.04 04:40	long	74,922	75,078	target	+17	$245.41
90	16.04 11:30	16.04 11:35	long	74,379	74,563	target	+21	$245.91
91	17.04 00:55	17.04 01:20	long	74,954	74,866	stop	-16	$245.53
92	17.04 10:05	17.04 10:25	long	75,782	75,459	stop	-47	$244.38
93	17.04 22:45	17.04 22:55	long	77,421	77,290	stop	-21	$243.87
94	18.04 06:10	18.04 06:25	long	77,155	77,090	stop	-12	$243.57
95	18.04 09:05	18.04 09:15	long	76,658	76,469	stop	-29	$242.87
96	19.04 15:25	19.04 15:35	short	75,986	75,681	target	+36	$243.75
97	19.04 20:00	19.04 20:05	short	74,965	74,770	target	+22	$244.29
98	20.04 03:20	20.04 03:40	short	74,425	74,541	stop	-20	$243.81
99	20.04 06:30	20.04 06:35	short	74,344	74,454	stop	-19	$243.35
100	20.04 08:45	20.04 09:10	short	74,836	75,036	stop	-31	$242.60
101	20.04 12:05	20.04 12:10	short	75,186	75,313	stop	-21	$242.10
102	20.04 23:00	20.04 23:05	long	75,974	75,884	stop	-16	$241.71
103	22.04 00:40	22.04 02:10	short	76,338	76,533	stop	-29	$241.00
104	22.04 04:00	22.04 05:15	long	77,521	77,764	target	+27	$241.66
105	22.04 09:15	22.04 11:00	long	78,039	78,219	target	+19	$242.11
106	22.04 13:00	22.04 13:15	long	78,236	78,463	target	+25	$242.72
107	23.04 18:50	23.04 20:50	short	77,869	77,893	timeout	-7	$242.55
108	24.04 04:05	24.04 04:35	long	77,691	77,527	stop	-25	$241.94
109	25.04 03:00	25.04 03:05	short	77,608	77,653	stop	-10	$241.70
110	26.04 15:55	26.04 16:45	long	78,048	77,973	stop	-15	$241.35
111	27.04 06:10	27.04 06:30	long	77,779	77,519	stop	-37	$240.44
112	27.04 10:55	27.04 11:05	long	77,851	77,780	stop	-13	$240.13
113	28.04 01:10	28.04 01:30	short	77,357	77,140	target	+24	$240.70
114	28.04 15:35	28.04 16:50	short	75,935	76,100	stop	-27	$240.06
115	29.04 02:20	29.04 03:15	short	76,566	76,691	stop	-20	$239.57
116	29.04 16:45	29.04 18:00	long	75,887	76,237	target	+42	$240.58
117	29.04 19:45	29.04 20:00	short	75,439	75,624	stop	-29	$239.89
118	30.04 06:10	30.04 06:30	short	75,643	75,774	stop	-21	$239.38
119	30.04 22:40	30.04 22:55	long	76,318	76,224	stop	-16	$238.99
120	01.05 09:30	01.05 09:35	long	77,347	77,276	stop	-13	$238.68
121	01.05 15:05	01.05 15:35	long	78,269	78,661	target	+46	$239.78
122	03.05 03:10	03.05 05:10	long	78,165	78,240	timeout	+6	$239.91
123	03.05 10:35	03.05 10:45	long	78,463	78,418	stop	-10	$239.68
124	04.05 06:00	04.05 06:05	long	80,027	79,932	stop	-16	$239.30
125	04.05 12:05	04.05 12:20	long	78,814	79,013	target	+21	$239.80
126	04.05 19:55	04.05 21:20	long	79,991	80,166	target	+18	$240.23
127	10.05 04:30	10.05 04:45	long	80,793	80,738	stop	-11	$239.97
128	11.05 08:00	11.05 08:30	long	80,740	80,645	stop	-16	$239.59
129	12.05 13:05	12.05 13:20	short	80,890	80,691	target	+21	$240.08
130	12.05 18:20	12.05 18:35	short	80,520	80,615	stop	-16	$239.70
131	12.05 19:45	12.05 19:50	short	80,752	80,857	stop	-17	$239.30
132	13.05 15:00	13.05 15:10	short	79,756	79,497	target	+28	$239.98
133	13.05 20:40	13.05 21:05	short	79,670	79,518	target	+15	$240.34
134	14.05 01:20	14.05 01:30	short	79,610	79,472	target	+13	$240.66
135	14.05 09:05	14.05 09:30	short	79,855	79,697	target	+16	$241.04
136	14.05 15:30	14.05 15:50	short	81,000	81,196	stop	-28	$240.36
137	14.05 19:20	14.05 19:25	long	81,595	81,408	stop	-27	$239.72
138	14.05 19:55	14.05 20:20	long	81,478	81,300	stop	-26	$239.10
139	15.05 04:10	15.05 04:30	long	81,051	80,905	stop	-22	$238.57
140	15.05 06:25	15.05 06:40	long	80,412	80,612	target	+21	$239.06
141	15.05 14:40	15.05 16:40	short	79,162	79,280	timeout	-20	$238.59
142	15.05 20:00	15.05 20:45	short	79,146	79,047	target	+9	$238.79
143	15.05 21:45	15.05 21:55	short	79,135	79,017	target	+11	$239.05
144	16.05 08:15	16.05 09:15	short	78,420	78,159	target	+29	$239.75
145	16.05 21:35	16.05 22:00	short	78,272	78,204	target	+5	$239.87
146	17.05 09:45	17.05 09:50	short	78,124	78,164	stop	-9	$239.65
147	18.05 03:35	18.05 04:55	short	76,902	77,040	stop	-22	$239.12
148	19.05 04:00	19.05 04:10	short	76,787	76,885	stop	-17	$238.72
149	19.05 21:50	19.05 22:00	short	77,002	76,929	target	+5	$238.85
150	20.05 02:20	20.05 04:20	short	76,800	76,803	timeout	-4	$238.74
151	20.05 08:20	20.05 08:35	long	77,298	77,404	target	+10	$238.98
152	21.05 04:50	21.05 05:00	long	78,000	78,072	target	+5	$239.10
153	21.05 16:15	21.05 16:40	short	77,276	77,036	target	+27	$239.75
154	23.05 01:35	23.05 01:45	short	75,456	75,351	target	+10	$239.98
155	23.05 02:40	23.05 02:50	short	75,484	75,558	stop	-14	$239.65
156	25.05 08:40	25.05 08:55	long	77,341	77,453	target	+11	$239.91
157	25.05 13:50	25.05 14:05	long	77,344	77,450	target	+10	$240.14
158	26.05 04:05	26.05 04:25	short	76,656	76,719	stop	-12	$239.85
159	27.05 06:35	27.05 06:45	short	75,743	75,828	stop	-15	$239.48
160	27.05 10:05	27.05 10:15	short	75,904	75,993	stop	-16	$239.10
161	28.05 01:10	28.05 01:15	short	74,507	74,348	target	+17	$239.52
162	28.05 02:40	28.05 03:15	short	74,273	74,041	target	+27	$240.17
163	28.05 08:10	28.05 08:25	short	73,424	73,261	target	+18	$240.61
164	29.05 09:10	29.05 09:15	short	73,756	73,855	stop	-17	$240.19
165	29.05 21:05	29.05 21:10	short	73,689	73,776	stop	-16	$239.81
166	30.05 20:30	30.05 20:50	long	73,966	73,930	stop	-9	$239.59
167	01.06 03:30	01.06 04:05	short	73,922	73,734	target	+21	$240.11
168	02.06 03:35	02.06 04:10	short	70,940	70,736	target	+25	$240.70
169	03.06 06:30	03.06 06:35	short	67,254	67,436	stop	-31	$239.95
170	03.06 08:00	03.06 08:35	short	67,220	67,003	target	+28	$240.63
171	03.06 18:05	03.06 19:25	short	66,014	65,686	target	+46	$241.72
172	05.06 04:00	05.06 04:05	short	62,730	62,937	stop	-37	$240.83
173	05.06 15:10	05.06 16:10	short	60,755	59,939	target	+129	$243.95
174	05.06 17:15	05.06 18:25	short	61,061	60,177	target	+141	$247.38
175	06.06 17:15	06.06 18:05	short	60,723	60,460	target	+39	$248.35
176	07.06 01:55	07.06 03:15	short	61,445	61,711	stop	-47	$247.18
177	07.06 03:50	07.06 04:40	short	61,632	61,808	stop	-33	$246.38
178	07.06 13:15	07.06 14:25	long	61,775	62,154	target	+57	$247.79
179	08.06 09:00	08.06 09:15	long	63,133	63,389	target	+37	$248.70
180	08.06 14:05	08.06 15:10	long	63,638	64,139	target	+75	$250.56
181	08.06 19:20	08.06 20:10	long	63,464	63,312	stop	-28	$249.85
182	08.06 22:50	08.06 23:05	long	63,336	63,568	target	+33	$250.67

Verlauf — was wir bisher getestet haben

Run	Label	Datum	Params	Trades	Netto	B&H	Verdict
R008 ←	fast-250	2026-06-09	k2.0/s3.5	182	+0.3%	-3.4%	~break-even/noise
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.