← Alle Experimente
FLOWVIBES · R009 · funding-fade

Konto-Simulation

Was aus deinem Startkapital geworden wäre, wenn der Bot diese Strategie über den Testzeitraum auf echten BTC-Daten gefahren hätte.
$50.00→$42.73-14.5%
✕ VERLIERT NACH KOSTEN
Diese simple Strategie verliert nach Kosten — der wertvollste, ehrlichste Befund.
Trades gesamt
190
118 long · 72 short
Trefferquote
40%
76 / 114
Ø Gewinn-Trade
+2.63%
Ø Verlust-Trade
-1.83%
Netto-Ergebnis
$-7.27
nach allen Kosten
Kosten gesamt
$3.69
Fees + Spread
Max. Drawdown
-38%
kompoundiert, peak-to-trough
Sharpe / Trade
-0.02
nicht annualisiert
Ø Haltezeit
33.0 h
pro Trade
Entry vs. Zufall
p=0.552
NICHT besser als Zufall

Konto-Verlauf ($)

Start $50.00

Gewonnen vs. verloren

76 gewonnen114 verloren

Was wurde getestet

Asset
BTC/USDT
Zeiteinheit
1h Kerzen
Zeitraum
27.02.2024 – 09.06.2026 (833 Tage, 20,000 Bars)
Strategie
VWAP-Reversion (Fade) — gegen den Markt: wettet, dass der Preis nach einer Übertreibung zur VWAP zurückkehrt. VWAP über das ganze Fenster (Tier-0-Vereinfachung).
Einstieg
Preis > 2.0σ von der VWAP entfernt → Gegenposition (Long unter, Short über)
Ausstieg
Rückkehr zur VWAP (Ziel) · Stop bei 3.5σ · spätestens nach max. Haltedauer
Ø Haltezeit
33.0 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)
-14.5% → $42.73
Buy & Hold BTC
+11.5% → $55.75
Die ehrlichste Messlatte: schlägt der Bot überhaupt das simple Halten?

Alle simulierten Trades (190)

#Entry (UTC)Exit (UTC)RichtungEntry $Exit $GrundNetto bpsKonto $
127.02 03:0028.02 13:00short56,29860,744stop-798$46.01
228.02 17:0001.03 17:00short62,41261,910timeout+70$46.34
302.03 10:0004.03 00:00short61,84363,274stop-240$45.22
404.03 09:0004.03 17:00short65,24166,881stop-256$44.06
505.03 01:0007.03 01:00short68,03466,410timeout+229$45.07
608.03 17:0010.03 08:00short67,81169,679stop-285$43.79
711.03 09:0013.03 07:00short71,19073,079stop-274$42.59
801.04 01:0003.04 01:00short71,15365,792timeout+743$45.75
915.04 10:0015.04 14:00long66,57864,354stop-338$44.21
1018.04 17:0019.04 01:00long63,53761,399stop-341$42.70
1121.04 09:0023.04 09:00long64,92766,059timeout+164$43.40
1203.05 09:0005.05 09:00long59,22663,673timeout+741$46.61
1321.05 10:0023.05 10:00short70,99069,537timeout+195$47.52
1429.05 17:0030.05 14:00short67,55568,795stop-190$46.62
1531.05 01:0002.06 01:00short68,46067,755timeout+93$47.05
1603.06 09:0003.06 13:00short69,14370,266stop-166$46.27
1705.06 09:0007.06 09:00short70,92871,302timeout-63$45.98
1819.06 10:0021.06 08:00long65,30763,908stop-224$44.95
1922.06 09:0023.06 23:00long64,28963,241stop-171$44.18
2025.06 09:0027.06 09:00long60,86061,283timeout+59$44.44
2105.07 17:0007.07 17:00long56,44857,231timeout+129$45.01
2209.07 10:0011.07 10:00long57,58858,462timeout+142$45.65
2312.07 09:0014.07 09:00long57,32360,186timeout+489$47.89
2415.07 01:0017.07 01:00long61,21265,670timeout+718$51.33
2517.07 10:0018.07 15:00long65,33263,567stop-277$49.90
2620.07 02:0022.07 02:00long66,36268,071timeout+247$51.14
2706.08 09:0008.08 09:00long54,99257,339timeout+417$53.27
2810.08 01:0011.08 20:00long60,54258,584stop-332$51.50
2912.08 17:0014.08 17:00long59,60859,168timeout-84$51.07
3015.08 01:0015.08 19:00long58,99457,464stop-265$49.71
3116.08 01:0018.08 01:00long57,47059,436timeout+332$51.36
3219.08 09:0021.08 09:00long58,60859,291timeout+106$51.91
3322.08 18:0024.08 18:00long60,16564,223timeout+665$55.36
3428.08 01:0030.08 01:00long59,08959,217timeout+12$55.43
3505.09 01:0007.09 01:00short57,99853,813timeout+711$59.37
3607.09 09:0009.09 09:00long54,37155,152timeout+134$60.16
3711.09 01:0011.09 04:00long57,64156,427stop-214$58.87
3814.09 01:0015.09 23:00long60,41459,196stop-211$57.63
3916.09 17:0017.09 09:00short57,81059,019stop-215$56.39
4020.09 01:0020.09 04:00short62,75664,060stop-212$55.20
4121.09 09:0023.09 03:00short63,02864,030stop-168$54.27
4226.09 17:0028.09 17:00short65,33865,633timeout-55$53.97
4330.09 17:0002.10 17:00short63,48761,628timeout+283$55.50
4409.10 01:0011.10 01:00short62,15460,579timeout+243$56.85
4514.10 09:0014.10 14:00short64,42865,615stop-188$55.78
4614.10 17:0015.10 13:00short65,70467,126stop-222$54.54
4710.11 09:0010.11 17:00short79,13080,456stop-173$53.60
4811.11 02:0011.11 15:00short81,21483,713stop-313$51.92
4912.11 02:0013.11 14:00short88,54391,709stop-366$50.02
5018.11 09:0019.11 18:00short91,81193,714stop-215$48.95
5126.11 17:0028.11 17:00short94,02994,864timeout-99$48.46
5205.12 09:0007.12 09:00short102,76499,676timeout+290$49.87
5304.01 17:0006.01 17:00long97,705101,832timeout+412$51.93
5409.01 17:0009.01 20:00long94,25191,508stop-295$50.39
5510.01 01:0012.01 01:00long92,77694,580timeout+184$51.32
5612.01 09:0013.01 06:00long94,17093,331stop-95$50.84
5713.01 17:0015.01 17:00long91,34398,646timeout+789$54.85
5816.01 01:0016.01 14:00long99,86997,716stop-221$53.64
5917.01 18:0019.01 18:00long104,125105,043timeout+78$54.06
6024.01 01:0026.01 01:00long103,447104,621timeout+104$54.62
6127.01 17:0029.01 17:00long99,744102,407timeout+257$56.02
6231.01 01:0031.01 18:00long104,898102,985stop-188$54.97
6302.02 17:0003.02 00:00long98,26496,071stop-228$53.71
6405.02 02:0007.02 02:00long97,85097,576timeout-38$53.51
6508.02 01:0010.02 01:00long96,65095,576timeout-121$52.86
6611.02 17:0011.02 19:00long96,36595,004stop-145$52.09
6713.02 18:0015.02 18:00long95,69297,541timeout+183$53.05
6816.02 09:0016.02 23:00long97,16496,531stop-70$52.67
6921.02 02:0021.02 17:00long98,31297,060stop-133$51.97
7024.02 01:0024.02 03:00long96,24795,434stop-89$51.51
7127.02 09:0028.02 01:00long86,07882,464stop-426$49.32
7201.03 09:0003.03 09:00long85,30391,848timeout+757$53.05
7309.03 02:0009.03 10:00long86,19884,844stop-162$52.19
7409.03 17:0010.03 09:00short82,49684,062stop-196$51.17
7515.03 01:0016.03 11:00long84,29782,487stop-223$50.03
7624.03 17:0025.03 03:00long88,05886,498stop-182$49.12
7725.03 17:0026.03 18:00long87,79286,191stop-189$48.19
7827.03 18:0028.03 07:00long86,91385,414stop-177$47.33
7928.03 17:0030.03 17:00short83,79582,416timeout+155$48.06
8004.04 17:0006.04 17:00short83,39380,809timeout+300$49.51
8109.04 01:0009.04 17:00short76,52279,010stop-331$47.87
8211.04 09:0013.04 09:00long81,63284,918timeout+393$49.75
8313.04 17:0015.04 08:00short84,22685,884stop-206$48.72
8419.04 17:0020.04 10:00long84,84684,103stop-94$48.27
8520.04 17:0022.04 17:00long84,60491,396timeout+793$52.09
8624.04 01:0026.04 01:00long93,35795,013timeout+167$52.96
8728.04 18:0030.04 18:00long94,10094,078timeout-12$52.90
8801.05 18:0003.05 18:00long96,79496,147timeout-77$52.49
8909.05 02:0011.05 02:00short103,098103,781timeout-76$52.09
9011.05 18:0012.05 07:00short104,037105,694stop-164$51.24
9112.05 09:0014.05 09:00short104,614103,486timeout+98$51.74
9218.05 17:0019.05 00:00short105,822106,954stop-112$51.16
9302.06 02:0002.06 11:00long105,389104,204stop-117$50.56
9404.06 01:0005.06 14:00long105,476104,006stop-147$49.81
9506.06 02:0008.06 02:00long101,841105,442timeout+344$51.52
9608.06 17:0009.06 03:00long106,190105,350stop-84$51.09
9713.06 01:0015.06 01:00long103,798105,421timeout+146$51.84
9818.06 02:0020.06 02:00long104,777104,628timeout-24$51.71
9922.06 09:0023.06 22:00short102,712104,488stop-181$50.78
10025.06 02:0027.06 02:00long106,387107,254timeout+71$51.14
10129.06 18:0029.06 22:00short107,544108,243stop-69$50.79
10210.07 02:0010.07 17:00short111,190112,752stop-146$50.04
10311.07 02:0011.07 05:00short115,968117,837stop-165$49.22
10411.07 10:0013.07 10:00short118,470117,748timeout+51$49.47
10513.07 18:0014.07 02:00short118,700119,788stop-97$48.99
10614.07 09:0016.07 09:00short122,578119,193timeout+266$50.29
10716.07 18:0018.07 18:00short119,073117,311timeout+138$50.99
10801.08 02:0001.08 19:00long115,329113,626stop-154$50.20
10902.08 09:0004.08 09:00long113,682114,326timeout+47$50.44
11008.08 02:0010.08 02:00long116,888117,318timeout+27$50.57
11115.08 01:0017.08 01:00long118,182117,440timeout-73$50.21
11217.08 18:0018.08 00:00long117,900117,093stop-73$49.84
11318.08 10:0019.08 15:00long115,038113,637stop-129$49.19
11419.08 17:0021.08 17:00long113,388112,411timeout-96$48.72
11527.08 02:0029.08 02:00long111,299111,420timeout+1$48.73
11629.08 18:0031.08 18:00long108,466109,147timeout+53$48.98
11703.09 02:0005.09 02:00long111,177111,341timeout+5$49.01
11806.09 01:0008.09 01:00long110,780110,891timeout+0$49.01
11913.09 02:0015.09 02:00long115,764115,362timeout-45$48.79
12016.09 02:0018.09 02:00long115,024116,950timeout+157$49.55
12119.09 01:0019.09 12:00long117,424116,170stop-112$49.00
12220.09 09:0022.09 00:00long115,701114,824stop-85$48.58
12325.09 01:0025.09 04:00long113,062111,737stop-121$48.00
12427.09 01:0029.09 01:00long109,649111,855timeout+191$48.91
12529.09 18:0001.10 18:00long114,044117,234timeout+270$50.23
12602.10 10:0002.10 18:00short118,850120,407stop-136$49.55
12703.10 02:0003.10 15:00short119,876121,518stop-142$48.85
12803.10 17:0005.10 02:00short122,553124,311stop-151$48.11
12912.10 02:0014.10 02:00long109,979113,647timeout+324$49.66
13014.10 17:0016.10 09:00long112,329109,733stop-240$48.47
13116.10 18:0017.10 08:00long108,277105,470stop-265$47.19
13218.10 01:0020.10 01:00long106,846108,054timeout+103$47.67
13321.10 02:0021.10 04:00long109,863107,761stop-195$46.74
13423.11 10:0025.11 10:00long86,39387,411timeout+108$47.24
13525.11 18:0027.11 18:00long87,62691,792timeout+465$49.44
13628.11 18:0030.11 18:00long90,66291,460timeout+78$49.83
13702.12 02:0004.12 02:00long86,45593,943timeout+856$54.10
13806.12 18:0007.12 14:00long89,71388,542stop-137$53.36
13911.12 09:0013.12 09:00long90,18490,423timeout+16$53.44
14014.12 01:0016.12 01:00short90,34085,891timeout+482$56.02
14117.12 09:0017.12 14:00short86,39688,353stop-231$54.73
14218.12 18:0019.12 15:00short86,48488,642stop-256$53.33
14319.12 17:0021.12 17:00short87,98388,324timeout-49$53.07
14424.12 02:0026.12 02:00short87,63389,288stop-199$52.02
14526.12 18:0028.12 18:00short87,33287,598timeout-41$51.81
14629.12 02:0029.12 03:00short88,44689,118stop-80$51.39
14729.12 10:0030.12 16:00short88,10089,355stop-150$50.62
14801.01 02:0002.01 03:00short87,96088,953stop-120$50.01
14906.01 02:0006.01 17:00long93,77292,232stop-170$49.16
15009.01 02:0011.01 02:00long91,05690,699timeout-49$48.92
15114.01 01:0016.01 01:00long95,23795,664timeout+35$49.09
15217.01 01:0018.01 23:00long95,46694,309stop-130$48.45
15330.01 18:0031.01 16:00long82,94380,417stop-312$46.94
15401.02 02:0001.02 23:00long78,53275,787stop-356$45.27
15502.02 10:0003.02 18:00long77,72574,431stop-432$43.32
15605.02 18:0005.02 20:00long66,18262,461stop-566$40.86
15706.02 01:0008.02 01:00long63,50969,380timeout+914$44.60
15808.02 17:0009.02 10:00long70,41668,668stop-254$43.47
15910.02 01:0011.02 04:00long69,82767,445stop-348$41.95
16011.02 10:0013.02 10:00long66,87266,978timeout+6$41.98
16123.02 09:0023.02 17:00long65,67664,345stop-208$41.11
16227.02 09:0027.02 11:00long67,92666,347stop-237$40.13
16311.03 01:0013.03 01:00long70,04571,672timeout+222$41.03
16415.03 09:0017.03 09:00long71,71873,937timeout+300$42.25
16518.03 02:0018.03 12:00long74,07272,328stop-241$41.24
16622.03 18:0022.03 21:00long68,67367,480stop-178$40.51
16725.03 18:0027.03 18:00short70,77965,837timeout+688$43.29
16828.03 02:0030.03 02:00long66,17967,121timeout+132$43.87
16902.04 18:0004.04 18:00long66,67967,295timeout+82$44.23
17006.04 02:0006.04 09:00short68,81069,793stop-148$43.57
17107.04 17:0007.04 21:00short68,23069,556stop-198$42.71
17208.04 01:0010.04 01:00short71,71072,158timeout-72$42.40
17311.04 01:0012.04 01:00long72,82871,564stop-181$41.63
17415.04 01:0017.04 01:00long74,56874,750timeout+14$41.69
17517.04 18:0018.04 11:00long77,52175,835stop-223$40.76
17619.04 02:0019.04 17:00long75,62274,682stop-130$40.23
17727.04 09:0027.04 19:00long77,80476,503stop-172$39.54
17828.04 18:0029.04 04:00short76,18777,222stop-141$38.98
17906.05 02:0007.05 14:00long81,43980,192stop-161$38.35
18009.05 18:0010.05 15:00short80,81381,419stop-81$38.04
18110.05 17:0010.05 22:00short81,37881,960stop-75$37.76
18211.05 01:0013.05 01:00short81,47181,006timeout+47$37.93
18313.05 10:0015.05 10:00short81,29180,716timeout+61$38.16
18418.05 10:0020.05 10:00short76,93377,517timeout-86$37.84
18520.05 17:0022.05 17:00short77,33976,750timeout+66$38.09
18623.05 18:0023.05 20:00short75,48876,513stop-140$37.55
18724.05 02:0026.05 02:00short76,89076,660timeout+20$37.63
18827.05 01:0029.05 01:00short76,08573,587timeout+318$38.83
18901.06 17:0003.06 17:00short71,56465,964timeout+773$41.83
19007.06 02:0009.06 02:00long61,48062,868timeout+216$42.73

Verlauf — was wir bisher getestet haben

Netto-Rendite je Run →
RunLabelDatumParamsTradesNettoB&HVerdict
R009 ←funding-fade2026-06-09k2.0/s3.5190-14.5%+11.5%loses-after-cost
R008fast-2502026-06-09k2.0/s3.5182+0.3%-3.4%~break-even/noise
R007avwap-trail2026-06-09k2.0/s3.5173-2.0%-3.4%loses-after-cost
R006avwap-htf2026-06-09k2.0/s3.5182-0.3%-3.4%loses-after-cost
R005avwap-pullback2026-06-09k2.0/s3.5335-3.7%-3.4%loses-after-cost
R004regime-filter2026-06-09k2.0/s3.5375-4.0%-3.4%loses-after-cost
R003maker-fees2026-06-09k2.0/s3.5549-4.1%-3.4%loses-after-cost
R002daily-vwap2026-06-09k2.0/s3.5549-44.6%-3.4%loses-after-cost
R001baseline2026-06-09k2.0/s3.544+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 1h-Daten · generiert offline, keine Anlageberatung.