FLOWVIBES · R010 · markov-regime

Konto-Simulation

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

$50.00→$28.11-43.8%

✕ VERLIERT NACH KOSTEN

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

Trades gesamt

435

239 long · 196 short

Trefferquote

49%

212 / 223

Ø Gewinn-Trade

+1.73%

Ø Verlust-Trade

-1.84%

Netto-Ergebnis

$-21.89

nach allen Kosten

Kosten gesamt

$6.21

Fees + Spread

Max. Drawdown

-59%

kompoundiert, peak-to-trough

Sharpe / Trade

-0.04

nicht annualisiert

Ø Haltezeit

24.0 h

pro Trade

Entry vs. Zufall

p=0.598

NICHT besser als Zufall

Konto-Verlauf ($)

Gewonnen vs. 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: 24.0 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): -43.8% → $28.11
Buy & Hold BTC: +11.5% → $55.75

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

Alle simulierten Trades (435)

#	Entry (UTC)	Exit (UTC)	Richtung	Entry $	Exit $	Grund	Netto bps	Konto $
1	22.05 00:00	23.05 00:00	long	70,148	69,167	daily	-147	$49.27
2	23.05 00:00	24.05 00:00	long	69,167	67,970	daily	-180	$48.38
3	24.05 00:00	25.05 00:00	long	67,970	68,550	daily	+78	$48.76
4	25.05 00:00	26.05 00:00	long	68,550	69,291	daily	+101	$49.25
5	26.05 00:00	27.05 00:00	long	69,291	68,508	daily	-120	$48.66
6	27.05 00:00	28.05 00:00	long	68,508	69,436	daily	+129	$49.28
7	28.05 00:00	29.05 00:00	long	69,436	68,398	daily	-156	$48.51
8	29.05 00:00	30.05 00:00	long	68,398	67,652	daily	-116	$47.95
9	30.05 00:00	31.05 00:00	long	67,652	68,352	daily	+96	$48.41
10	31.05 00:00	01.06 00:00	long	68,352	67,540	daily	-126	$47.80
11	01.06 00:00	02.06 00:00	long	67,540	67,767	daily	+27	$47.93
12	02.06 00:00	03.06 00:00	long	67,767	67,766	daily	-7	$47.90
13	03.06 00:00	04.06 00:00	long	67,766	68,810	daily	+147	$48.60
14	04.06 00:00	05.06 00:00	long	68,810	70,538	daily	+244	$49.79
15	05.06 00:00	06.06 00:00	long	70,538	71,108	daily	+74	$50.15
16	06.06 00:00	07.06 00:00	long	71,108	70,799	daily	-50	$49.90
17	07.06 00:00	08.06 00:00	long	70,799	69,356	daily	-211	$48.85
18	22.06 00:00	23.06 00:00	short	64,144	64,262	daily	-25	$48.73
19	23.06 00:00	24.06 00:00	short	64,262	63,210	daily	+157	$49.49
20	24.06 00:00	25.06 00:00	short	63,210	60,293	daily	+454	$51.74
21	25.06 00:00	26.06 00:00	short	60,293	61,806	daily	-258	$50.40
22	26.06 00:00	27.06 00:00	short	61,806	60,865	daily	+145	$51.14
23	27.06 00:00	28.06 00:00	short	60,865	61,706	daily	-145	$50.39
24	28.06 00:00	29.06 00:00	short	61,706	60,428	daily	+200	$51.40
25	29.06 00:00	30.06 00:00	short	60,428	60,987	daily	-99	$50.89
26	30.06 00:00	01.07 00:00	short	60,987	62,772	daily	-300	$49.36
27	01.07 00:00	02.07 00:00	short	62,772	62,900	daily	-27	$49.23
28	02.07 00:00	03.07 00:00	short	62,900	62,135	daily	+115	$49.79
29	03.07 00:00	04.07 00:00	short	62,135	60,209	daily	+303	$51.30
30	04.07 00:00	05.07 00:00	short	60,209	57,050	daily	+518	$53.96
31	05.07 00:00	06.07 00:00	short	57,050	56,629	daily	+67	$54.32
32	06.07 00:00	07.07 00:00	short	56,629	58,230	daily	-290	$52.74
33	07.07 00:00	08.07 00:00	short	58,230	55,858	daily	+400	$54.86
34	08.07 00:00	09.07 00:00	short	55,858	56,715	daily	-160	$53.98
35	09.07 00:00	10.07 00:00	short	56,715	58,050	daily	-242	$52.67
36	10.07 00:00	11.07 00:00	short	58,050	57,726	daily	+49	$52.93
37	11.07 00:00	12.07 00:00	short	57,726	57,340	daily	+60	$53.24
38	12.07 00:00	13.07 00:00	short	57,340	57,889	daily	-103	$52.70
39	13.07 00:00	14.07 00:00	short	57,889	59,204	daily	-234	$51.46
40	14.07 00:00	15.07 00:00	short	59,204	60,798	daily	-276	$50.04
41	17.07 00:00	18.07 00:00	long	65,044	64,088	daily	-154	$49.27
42	19.07 00:00	20.07 00:00	long	63,988	66,660	daily	+411	$51.29
43	20.07 00:00	21.07 00:00	long	66,660	67,140	daily	+65	$51.63
44	21.07 00:00	22.07 00:00	long	67,140	68,165	daily	+146	$52.38
45	22.07 00:00	23.07 00:00	long	68,165	67,532	daily	-100	$51.85
46	23.07 00:00	24.07 00:00	long	67,532	65,936	daily	-243	$50.59
47	24.07 00:00	25.07 00:00	long	65,936	65,376	daily	-92	$50.13
48	25.07 00:00	26.07 00:00	long	65,376	65,800	daily	+58	$50.42
49	26.07 00:00	27.07 00:00	long	65,800	67,908	daily	+313	$52.00
50	27.07 00:00	28.07 00:00	long	67,908	67,896	daily	-9	$51.95
51	28.07 00:00	29.07 00:00	long	67,896	68,250	daily	+45	$52.19
52	29.07 00:00	30.07 00:00	long	68,250	66,785	daily	-222	$51.03
53	30.07 00:00	31.07 00:00	long	66,785	66,188	daily	-96	$50.54
54	31.07 00:00	01.08 00:00	long	66,188	64,628	daily	-243	$49.31
55	01.08 00:00	02.08 00:00	long	64,628	65,354	daily	+105	$49.83
56	02.08 00:00	03.08 00:00	long	65,354	61,498	daily	-597	$46.86
57	05.08 00:00	06.08 00:00	short	58,161	54,019	daily	+705	$50.16
58	06.08 00:00	07.08 00:00	short	54,019	56,022	daily	-378	$48.27
59	07.08 00:00	08.08 00:00	short	56,022	55,134	daily	+152	$49.00
60	08.08 00:00	09.08 00:00	short	55,134	61,686	daily	-1195	$43.14
61	09.08 00:00	10.08 00:00	short	61,686	60,838	daily	+130	$43.70
62	10.08 00:00	11.08 00:00	short	60,838	60,924	daily	-21	$43.61
63	11.08 00:00	12.08 00:00	short	60,924	58,713	daily	+356	$45.16
64	12.08 00:00	13.08 00:00	short	58,713	59,347	daily	-115	$44.64
65	13.08 00:00	14.08 00:00	short	59,347	60,587	daily	-216	$43.68
66	14.08 00:00	15.08 00:00	short	60,587	58,683	daily	+307	$45.02
67	15.08 00:00	16.08 00:00	short	58,683	57,541	daily	+188	$45.87
68	16.08 00:00	17.08 00:00	short	57,541	58,875	daily	-239	$44.77
69	17.08 00:00	18.08 00:00	short	58,875	59,492	daily	-112	$44.27
70	18.08 00:00	19.08 00:00	short	59,492	58,427	daily	+172	$45.03
71	19.08 00:00	20.08 00:00	short	58,427	59,438	daily	-180	$44.22
72	20.08 00:00	21.08 00:00	short	59,438	59,014	daily	+64	$44.50
73	21.08 00:00	22.08 00:00	short	59,014	61,156	daily	-370	$42.86
74	22.08 00:00	23.08 00:00	short	61,156	60,376	daily	+121	$43.37
75	24.08 00:00	25.08 00:00	long	64,037	64,157	daily	+12	$43.43
76	25.08 00:00	26.08 00:00	long	64,157	64,220	daily	+3	$43.44
77	26.08 00:00	27.08 00:00	long	64,220	62,834	daily	-223	$42.47
78	27.08 00:00	28.08 00:00	long	62,834	59,415	daily	-551	$40.13
79	28.08 00:00	29.08 00:00	long	59,415	59,035	daily	-71	$39.84
80	07.09 00:00	08.09 00:00	short	53,963	54,161	daily	-44	$39.67
81	08.09 00:00	09.09 00:00	short	54,161	54,870	daily	-138	$39.12
82	09.09 00:00	10.09 00:00	short	54,870	57,042	daily	-403	$37.55
83	11.09 00:00	12.09 00:00	short	57,636	57,338	daily	+45	$37.72
84	12.09 00:00	13.09 00:00	short	57,338	58,132	daily	-146	$37.17
85	13.09 00:00	14.09 00:00	short	58,132	60,498	daily	-414	$35.63
86	14.09 00:00	15.09 00:00	short	60,498	59,993	daily	+76	$35.90
87	15.09 00:00	16.09 00:00	short	59,993	59,132	daily	+137	$36.39
88	16.09 00:00	17.09 00:00	short	59,132	58,214	daily	+148	$36.93
89	20.09 00:00	21.09 00:00	long	62,948	63,201	daily	+33	$37.05
90	21.09 00:00	22.09 00:00	long	63,201	63,349	daily	+16	$37.11
91	22.09 00:00	23.09 00:00	long	63,349	63,579	daily	+29	$37.22
92	23.09 00:00	24.09 00:00	long	63,579	63,340	daily	-45	$37.06
93	24.09 00:00	25.09 00:00	long	63,340	64,263	daily	+139	$37.57
94	25.09 00:00	26.09 00:00	long	64,263	63,152	daily	-180	$36.89
95	26.09 00:00	27.09 00:00	long	63,152	65,174	daily	+313	$38.05
96	27.09 00:00	28.09 00:00	long	65,174	65,770	daily	+84	$38.37
97	28.09 00:00	29.09 00:00	long	65,770	65,858	daily	+6	$38.40
98	29.09 00:00	30.09 00:00	long	65,858	65,602	daily	-46	$38.22
99	30.09 00:00	01.10 00:00	long	65,602	63,328	daily	-354	$36.87
100	01.10 00:00	02.10 00:00	long	63,328	60,805	daily	-405	$35.37
101	02.10 00:00	03.10 00:00	long	60,805	60,649	daily	-33	$35.26
102	07.10 00:00	08.10 00:00	long	62,820	62,224	daily	-102	$34.90
103	16.10 00:00	17.10 00:00	long	67,074	67,620	daily	+74	$35.16
104	21.10 00:00	22.10 00:00	long	69,032	67,378	daily	-247	$34.29
105	22.10 00:00	23.10 00:00	long	67,378	67,426	daily	+0	$34.29
106	23.10 00:00	24.10 00:00	long	67,426	66,669	daily	-119	$33.88
107	24.10 00:00	25.10 00:00	long	66,669	68,198	daily	+222	$34.64
108	25.10 00:00	26.10 00:00	long	68,198	66,698	daily	-227	$33.85
109	26.10 00:00	27.10 00:00	long	66,698	67,093	daily	+52	$34.03
110	27.10 00:00	28.10 00:00	long	67,093	68,022	daily	+131	$34.47
111	28.10 00:00	29.10 00:00	long	68,022	69,962	daily	+278	$35.43
112	29.10 00:00	30.10 00:00	long	69,962	72,736	daily	+390	$36.81
113	30.10 00:00	31.10 00:00	long	72,736	72,345	daily	-61	$36.59
114	31.10 00:00	01.11 00:00	long	72,345	70,292	daily	-291	$35.53
115	01.11 00:00	02.11 00:00	long	70,292	69,496	daily	-120	$35.10
116	02.11 00:00	03.11 00:00	long	69,496	69,375	daily	-24	$35.01
117	03.11 00:00	04.11 00:00	long	69,375	68,776	daily	-93	$34.69
118	07.11 00:00	08.11 00:00	long	75,572	75,858	daily	+31	$34.79
119	08.11 00:00	09.11 00:00	long	75,858	76,510	daily	+79	$35.07
120	09.11 00:00	10.11 00:00	long	76,510	76,677	daily	+15	$35.12
121	10.11 00:00	11.11 00:00	long	76,677	80,370	daily	+475	$36.79
122	11.11 00:00	12.11 00:00	long	80,370	88,648	daily	+1023	$40.55
123	12.11 00:00	13.11 00:00	long	88,648	87,952	daily	-86	$40.20
124	13.11 00:00	14.11 00:00	long	87,952	90,375	daily	+269	$41.28
125	14.11 00:00	15.11 00:00	long	90,375	87,326	daily	-344	$39.86
126	15.11 00:00	16.11 00:00	long	87,326	91,032	daily	+417	$41.52
127	16.11 00:00	17.11 00:00	long	91,032	90,588	daily	-56	$41.29
128	17.11 00:00	18.11 00:00	long	90,588	89,856	daily	-88	$40.93
129	18.11 00:00	19.11 00:00	long	89,856	90,464	daily	+61	$41.18
130	19.11 00:00	20.11 00:00	long	90,464	92,311	daily	+197	$41.99
131	20.11 00:00	21.11 00:00	long	92,311	94,287	daily	+207	$42.86
132	21.11 00:00	22.11 00:00	long	94,287	98,317	daily	+420	$44.66
133	22.11 00:00	23.11 00:00	long	98,317	98,892	daily	+51	$44.89
134	23.11 00:00	24.11 00:00	long	98,892	97,672	daily	-130	$44.31
135	24.11 00:00	25.11 00:00	long	97,672	97,900	daily	+16	$44.38
136	25.11 00:00	26.11 00:00	long	97,900	93,010	daily	-506	$42.13
137	26.11 00:00	27.11 00:00	long	93,010	91,965	daily	-119	$41.63
138	27.11 00:00	28.11 00:00	long	91,965	95,863	daily	+417	$43.36
139	28.11 00:00	29.11 00:00	long	95,863	95,644	daily	-30	$43.23
140	29.11 00:00	30.11 00:00	long	95,644	97,460	daily	+183	$44.03
141	30.11 00:00	01.12 00:00	long	97,460	96,408	daily	-115	$43.52
142	01.12 00:00	02.12 00:00	long	96,408	97,185	daily	+74	$43.84
143	02.12 00:00	03.12 00:00	long	97,185	95,841	daily	-145	$43.20
144	03.12 00:00	04.12 00:00	long	95,841	95,850	daily	-6	$43.18
145	04.12 00:00	05.12 00:00	long	95,850	98,587	daily	+279	$44.38
146	05.12 00:00	06.12 00:00	long	98,587	96,946	daily	-174	$43.61
147	06.12 00:00	07.12 00:00	long	96,946	99,741	daily	+281	$44.84
148	07.12 00:00	08.12 00:00	long	99,741	99,832	daily	+2	$44.85
149	08.12 00:00	09.12 00:00	long	99,832	101,110	daily	+121	$45.39
150	09.12 00:00	10.12 00:00	long	101,110	97,276	daily	-386	$43.64
151	10.12 00:00	11.12 00:00	long	97,276	96,593	daily	-77	$43.30
152	16.12 00:00	17.12 00:00	long	104,464	106,059	daily	+146	$43.93
153	17.12 00:00	18.12 00:00	long	106,059	106,134	daily	+0	$43.93
154	18.12 00:00	19.12 00:00	long	106,134	100,204	daily	-566	$41.44
155	28.12 00:00	29.12 00:00	short	94,299	95,300	daily	-113	$40.98
156	29.12 00:00	30.12 00:00	short	95,300	93,738	daily	+157	$41.62
157	01.01 00:00	02.01 00:00	short	93,576	94,592	daily	-116	$41.14
158	02.01 00:00	03.01 00:00	short	94,592	96,985	daily	-260	$40.07
159	05.01 00:00	06.01 00:00	short	98,221	98,364	daily	-22	$39.98
160	06.01 00:00	07.01 00:00	short	98,364	102,236	daily	-401	$38.38
161	10.01 00:00	11.01 00:00	short	92,552	94,726	daily	-242	$37.45
162	17.01 00:00	18.01 00:00	long	99,987	104,077	daily	+402	$38.96
163	18.01 00:00	19.01 00:00	long	104,077	104,556	daily	+39	$39.11
164	19.01 00:00	20.01 00:00	long	104,556	101,332	daily	-315	$37.88
165	20.01 00:00	21.01 00:00	long	101,332	102,260	daily	+85	$38.20
166	21.01 00:00	22.01 00:00	long	102,260	106,144	daily	+373	$39.62
167	22.01 00:00	23.01 00:00	long	106,144	103,707	daily	-237	$38.68
168	23.01 00:00	24.01 00:00	long	103,707	103,910	daily	+13	$38.73
169	24.01 00:00	25.01 00:00	long	103,910	104,871	daily	+85	$39.06
170	25.01 00:00	26.01 00:00	long	104,871	104,747	daily	-19	$38.99
171	26.01 00:00	27.01 00:00	long	104,747	102,620	daily	-210	$38.17
172	28.01 00:00	29.01 00:00	long	102,083	101,336	daily	-80	$37.86
173	29.01 00:00	30.01 00:00	long	101,336	103,733	daily	+230	$38.73
174	30.01 00:00	31.01 00:00	long	103,733	104,723	daily	+88	$39.08
175	31.01 00:00	01.02 00:00	long	104,723	102,430	daily	-226	$38.19
176	01.02 00:00	02.02 00:00	long	102,430	100,636	daily	-182	$37.50
177	02.02 00:00	03.02 00:00	long	100,636	97,701	daily	-299	$36.38
178	07.02 00:00	08.02 00:00	short	96,554	96,507	daily	-2	$36.37
179	08.02 00:00	09.02 00:00	short	96,507	96,445	daily	-1	$36.37
180	10.02 00:00	11.02 00:00	short	96,463	97,431	daily	-107	$35.98
181	11.02 00:00	12.02 00:00	short	97,431	95,778	daily	+163	$36.56
182	12.02 00:00	13.02 00:00	short	95,778	97,870	daily	-225	$35.74
183	13.02 00:00	14.02 00:00	short	97,870	96,608	daily	+122	$36.17
184	14.02 00:00	15.02 00:00	short	96,608	97,500	daily	-99	$35.81
185	15.02 00:00	16.02 00:00	short	97,500	97,570	daily	-14	$35.76
186	17.02 00:00	18.02 00:00	short	96,118	95,780	daily	+28	$35.86
187	18.02 00:00	19.02 00:00	short	95,780	95,672	daily	+4	$35.88
188	19.02 00:00	20.02 00:00	short	95,672	96,644	daily	-109	$35.49
189	20.02 00:00	21.02 00:00	short	96,644	98,305	daily	-179	$34.86
190	24.02 00:00	25.02 00:00	short	96,258	91,553	daily	+482	$36.53
191	25.02 00:00	26.02 00:00	short	91,553	88,680	daily	+307	$37.66
192	26.02 00:00	27.02 00:00	short	88,680	84,250	daily	+493	$39.51
193	27.02 00:00	28.02 00:00	short	84,250	84,709	daily	-61	$39.27
194	28.02 00:00	01.03 00:00	short	84,709	84,350	daily	+35	$39.41
195	01.03 00:00	02.03 00:00	short	84,350	86,065	daily	-210	$38.58
196	02.03 00:00	03.03 00:00	short	86,065	94,270	daily	-960	$34.87
197	04.03 00:00	05.03 00:00	short	86,221	87,282	daily	-130	$34.42
198	05.03 00:00	06.03 00:00	short	87,282	90,606	daily	-388	$33.08
199	06.03 00:00	07.03 00:00	short	90,606	89,932	daily	+67	$33.31
200	07.03 00:00	08.03 00:00	short	89,932	86,802	daily	+341	$34.44
201	08.03 00:00	09.03 00:00	short	86,802	86,222	daily	+60	$34.65
202	09.03 00:00	10.03 00:00	short	86,222	80,734	daily	+629	$36.83
203	10.03 00:00	11.03 00:00	short	80,734	78,596	daily	+258	$37.78
204	11.03 00:00	12.03 00:00	short	78,596	82,933	daily	-559	$35.67
205	12.03 00:00	13.03 00:00	short	82,933	83,680	daily	-97	$35.32
206	13.03 00:00	14.03 00:00	short	83,680	81,116	daily	+299	$36.38
207	14.03 00:00	15.03 00:00	short	81,116	83,983	daily	-360	$35.07
208	15.03 00:00	16.03 00:00	short	83,983	84,338	daily	-49	$34.90
209	16.03 00:00	17.03 00:00	short	84,338	82,575	daily	+202	$35.60
210	17.03 00:00	18.03 00:00	short	82,575	84,010	daily	-181	$34.96
211	18.03 00:00	19.03 00:00	short	84,010	82,715	daily	+147	$35.47
212	23.03 00:00	24.03 00:00	short	83,841	86,082	daily	-274	$34.50
213	07.04 00:00	08.04 00:00	short	78,430	79,163	daily	-100	$34.15
214	09.04 00:00	10.04 00:00	short	76,322	82,615	daily	-832	$31.31
215	11.04 00:00	12.04 00:00	short	79,607	83,424	daily	-486	$29.79
216	23.04 00:00	24.04 00:00	long	93,443	93,691	daily	+20	$29.85
217	24.04 00:00	25.04 00:00	long	93,691	93,980	daily	+24	$29.92
218	25.04 00:00	26.04 00:00	long	93,980	94,639	daily	+63	$30.11
219	26.04 00:00	27.04 00:00	long	94,639	94,628	daily	-8	$30.08
220	27.04 00:00	28.04 00:00	long	94,628	93,749	daily	-100	$29.78
221	28.04 00:00	29.04 00:00	long	93,749	95,011	daily	+128	$30.16
222	29.04 00:00	30.04 00:00	long	95,011	94,257	daily	-86	$29.90
223	30.04 00:00	01.05 00:00	long	94,257	94,172	daily	-16	$29.85
224	01.05 00:00	02.05 00:00	long	94,172	96,490	daily	+239	$30.57
225	02.05 00:00	03.05 00:00	long	96,490	96,887	daily	+34	$30.67
226	03.05 00:00	04.05 00:00	long	96,887	95,856	daily	-113	$30.32
227	04.05 00:00	05.05 00:00	long	95,856	94,278	daily	-172	$29.80
228	05.05 00:00	06.05 00:00	long	94,278	94,734	daily	+41	$29.93
229	06.05 00:00	07.05 00:00	long	94,734	96,834	daily	+215	$30.57
230	07.05 00:00	08.05 00:00	long	96,834	97,030	daily	+13	$30.61
231	08.05 00:00	09.05 00:00	long	97,030	103,262	daily	+635	$32.55
232	09.05 00:00	10.05 00:00	long	103,262	102,972	daily	-35	$32.44
233	10.05 00:00	11.05 00:00	long	102,972	104,810	daily	+171	$33.00
234	11.05 00:00	12.05 00:00	long	104,810	104,118	daily	-73	$32.76
235	12.05 00:00	13.05 00:00	long	104,118	102,791	daily	-134	$32.32
236	13.05 00:00	14.05 00:00	long	102,791	104,104	daily	+121	$32.71
237	14.05 00:00	15.05 00:00	long	104,104	103,508	daily	-64	$32.50
238	15.05 00:00	16.05 00:00	long	103,508	103,764	daily	+18	$32.55
239	16.05 00:00	17.05 00:00	long	103,764	103,464	daily	-36	$32.44
240	17.05 00:00	18.05 00:00	long	103,464	103,127	daily	-40	$32.31
241	18.05 00:00	19.05 00:00	long	103,127	106,454	daily	+316	$33.33
242	19.05 00:00	20.05 00:00	long	106,454	105,574	daily	-90	$33.03
243	20.05 00:00	21.05 00:00	long	105,574	106,850	daily	+114	$33.40
244	21.05 00:00	22.05 00:00	long	106,850	109,644	daily	+254	$34.25
245	22.05 00:00	23.05 00:00	long	109,644	111,696	daily	+180	$34.87
246	23.05 00:00	24.05 00:00	long	111,696	107,318	daily	-399	$33.48
247	24.05 00:00	25.05 00:00	long	107,318	107,762	daily	+34	$33.60
248	25.05 00:00	26.05 00:00	long	107,762	109,004	daily	+108	$33.96
249	26.05 00:00	27.05 00:00	long	109,004	109,435	daily	+33	$34.07
250	27.05 00:00	28.05 00:00	long	109,435	108,938	daily	-52	$33.89
251	28.05 00:00	29.05 00:00	long	108,938	107,782	daily	-113	$33.51
252	26.06 00:00	27.06 00:00	long	107,341	106,947	daily	-44	$33.36
253	10.07 00:00	11.07 00:00	long	111,234	116,010	daily	+422	$34.77
254	11.07 00:00	12.07 00:00	long	116,010	117,528	daily	+124	$35.20
255	12.07 00:00	13.07 00:00	long	117,528	117,420	daily	-16	$35.14
256	13.07 00:00	14.07 00:00	long	117,420	119,087	daily	+135	$35.62
257	14.07 00:00	15.07 00:00	long	119,087	119,841	daily	+56	$35.82
258	15.07 00:00	16.07 00:00	long	119,841	117,758	daily	-181	$35.17
259	16.07 00:00	17.07 00:00	long	117,758	118,630	daily	+67	$35.41
260	17.07 00:00	18.07 00:00	long	118,630	119,178	daily	+39	$35.55
261	18.07 00:00	19.07 00:00	long	119,178	117,925	daily	-112	$35.15
262	19.07 00:00	20.07 00:00	long	117,925	117,840	daily	-14	$35.10
263	20.07 00:00	21.07 00:00	long	117,840	117,265	daily	-56	$34.90
264	21.07 00:00	22.07 00:00	long	117,265	117,380	daily	+3	$34.91
265	22.07 00:00	23.07 00:00	long	117,380	119,954	daily	+212	$35.65
266	23.07 00:00	24.07 00:00	long	119,954	118,756	daily	-107	$35.27
267	24.07 00:00	25.07 00:00	long	118,756	118,341	daily	-42	$35.12
268	25.07 00:00	26.07 00:00	long	118,341	117,614	daily	-68	$34.88
269	26.07 00:00	27.07 00:00	long	117,614	117,920	daily	+19	$34.95
270	27.07 00:00	28.07 00:00	long	117,920	119,416	daily	+120	$35.37
271	28.07 00:00	29.07 00:00	long	119,416	118,062	daily	-120	$34.94
272	29.07 00:00	30.07 00:00	long	118,062	117,951	daily	-16	$34.89
273	30.07 00:00	31.07 00:00	long	117,951	117,840	daily	-16	$34.83
274	03.08 00:00	04.08 00:00	short	112,546	114,209	daily	-155	$34.29
275	28.08 00:00	29.08 00:00	short	111,262	112,567	daily	-124	$33.86
276	30.08 00:00	31.08 00:00	short	108,377	108,816	daily	-48	$33.70
277	31.08 00:00	01.09 00:00	short	108,816	108,246	daily	+45	$33.86
278	01.09 00:00	02.09 00:00	short	108,246	109,237	daily	-99	$33.52
279	02.09 00:00	03.09 00:00	short	109,237	111,240	daily	-190	$32.88
280	03.09 00:00	04.09 00:00	short	111,240	111,706	daily	-49	$32.72
281	04.09 00:00	05.09 00:00	short	111,706	110,731	daily	+80	$32.99
282	05.09 00:00	06.09 00:00	short	110,731	110,660	daily	-1	$32.98
283	06.09 00:00	07.09 00:00	short	110,660	110,188	daily	+36	$33.10
284	07.09 00:00	08.09 00:00	short	110,188	111,137	daily	-93	$32.79
285	19.09 00:00	20.09 00:00	long	117,074	115,632	daily	-130	$32.37
286	20.09 00:00	21.09 00:00	long	115,632	115,686	daily	-2	$32.36
287	21.09 00:00	22.09 00:00	long	115,686	115,232	daily	-46	$32.21
288	22.09 00:00	23.09 00:00	long	115,232	112,651	daily	-231	$31.47
289	04.10 00:00	05.10 00:00	long	122,232	122,391	daily	+6	$31.48
290	05.10 00:00	06.10 00:00	long	122,391	123,482	daily	+82	$31.74
291	06.10 00:00	07.10 00:00	long	123,482	124,659	daily	+88	$32.02
292	07.10 00:00	08.10 00:00	long	124,659	121,333	daily	-274	$31.15
293	09.10 00:00	10.10 00:00	long	123,306	121,662	daily	-140	$30.71
294	10.10 00:00	11.10 00:00	long	121,662	112,774	daily	-738	$28.44
295	22.10 00:00	23.10 00:00	short	108,298	107,567	daily	+60	$28.62
296	23.10 00:00	24.10 00:00	short	107,567	110,078	daily	-240	$27.93
297	24.10 00:00	25.10 00:00	short	110,078	111,005	daily	-91	$27.67
298	25.10 00:00	26.10 00:00	short	111,005	111,646	daily	-65	$27.49
299	26.10 00:00	27.10 00:00	short	111,646	114,559	daily	-268	$26.76
300	27.10 00:00	28.10 00:00	short	114,559	114,108	daily	+32	$26.84
301	28.10 00:00	29.10 00:00	short	114,108	112,898	daily	+99	$27.11
302	29.10 00:00	30.10 00:00	short	112,898	110,021	daily	+248	$27.78
303	30.10 00:00	31.10 00:00	short	110,021	108,323	daily	+147	$28.19
304	04.11 00:00	05.11 00:00	short	106,583	101,497	daily	+470	$29.52
305	05.11 00:00	06.11 00:00	short	101,497	103,885	daily	-242	$28.80
306	09.11 00:00	10.11 00:00	short	102,313	104,723	daily	-243	$28.10
307	10.11 00:00	11.11 00:00	short	104,723	106,011	daily	-130	$27.74
308	13.11 00:00	14.11 00:00	short	101,654	99,692	daily	+186	$28.25
309	14.11 00:00	15.11 00:00	short	99,692	94,594	daily	+504	$29.68
310	15.11 00:00	16.11 00:00	short	94,594	95,596	daily	-113	$29.34
311	16.11 00:00	17.11 00:00	short	95,596	94,261	daily	+133	$29.73
312	17.11 00:00	18.11 00:00	short	94,261	92,215	daily	+210	$30.36
313	18.11 00:00	19.11 00:00	short	92,215	92,961	daily	-88	$30.09
314	19.11 00:00	20.11 00:00	short	92,961	91,555	daily	+144	$30.52
315	20.11 00:00	21.11 00:00	short	91,555	86,637	daily	+530	$32.14
316	21.11 00:00	22.11 00:00	short	86,637	85,129	daily	+167	$32.68
317	22.11 00:00	23.11 00:00	short	85,129	84,740	daily	+39	$32.81
318	23.11 00:00	24.11 00:00	short	84,740	86,830	daily	-254	$31.97
319	24.11 00:00	25.11 00:00	short	86,830	88,300	daily	-176	$31.41
320	25.11 00:00	26.11 00:00	short	88,300	87,370	daily	+98	$31.72
321	26.11 00:00	27.11 00:00	short	87,370	90,484	daily	-363	$30.57
322	27.11 00:00	28.11 00:00	short	90,484	91,334	daily	-101	$30.26
323	28.11 00:00	29.11 00:00	short	91,334	90,891	daily	+42	$30.38
324	29.11 00:00	30.11 00:00	short	90,891	90,802	daily	+3	$30.39
325	30.11 00:00	01.12 00:00	short	90,802	90,360	daily	+42	$30.52
326	01.12 00:00	02.12 00:00	short	90,360	86,286	daily	+444	$31.87
327	02.12 00:00	03.12 00:00	short	86,286	91,278	daily	-586	$30.01
328	03.12 00:00	04.12 00:00	short	91,278	93,430	daily	-243	$29.28
329	04.12 00:00	05.12 00:00	short	93,430	92,078	daily	+138	$29.68
330	06.12 00:00	07.12 00:00	short	89,330	89,237	daily	+3	$29.69
331	07.12 00:00	08.12 00:00	short	89,237	90,395	daily	-137	$29.29
332	11.12 00:00	12.12 00:00	long	92,015	92,513	daily	+47	$29.42
333	12.12 00:00	13.12 00:00	long	92,513	90,268	daily	-250	$28.69
334	13.12 00:00	14.12 00:00	long	90,268	90,240	daily	-10	$28.66
335	18.12 00:00	19.12 00:00	short	86,243	85,516	daily	+77	$28.88
336	19.12 00:00	20.12 00:00	short	85,516	88,137	daily	-313	$27.98
337	24.12 00:00	25.12 00:00	short	87,486	87,669	daily	-28	$27.90
338	30.12 00:00	31.12 00:00	short	87,237	88,486	daily	-150	$27.48
339	01.01 00:00	02.01 00:00	short	87,648	88,839	daily	-143	$27.09
340	05.01 00:00	06.01 00:00	long	91,530	93,860	daily	+248	$27.76
341	06.01 00:00	07.01 00:00	long	93,860	93,748	daily	-19	$27.70
342	07.01 00:00	08.01 00:00	long	93,748	91,364	daily	-261	$26.98
343	08.01 00:00	09.01 00:00	long	91,364	91,100	daily	-36	$26.88
344	14.01 00:00	15.01 00:00	long	95,414	96,952	daily	+154	$27.30
345	15.01 00:00	16.01 00:00	long	96,952	95,605	daily	-146	$26.90
346	16.01 00:00	17.01 00:00	long	95,605	95,551	daily	-13	$26.87
347	17.01 00:00	18.01 00:00	long	95,551	95,148	daily	-49	$26.73
348	18.01 00:00	19.01 00:00	long	95,148	93,673	daily	-162	$26.30
349	19.01 00:00	20.01 00:00	long	93,673	92,631	daily	-118	$25.99
350	26.01 00:00	27.01 00:00	short	86,670	88,347	daily	-200	$25.47
351	27.01 00:00	28.01 00:00	short	88,347	89,250	daily	-109	$25.19
352	30.01 00:00	31.01 00:00	short	84,650	84,260	daily	+39	$25.29
353	31.01 00:00	01.02 00:00	short	84,260	78,741	daily	+648	$26.93
354	01.02 00:00	02.02 00:00	short	78,741	76,968	daily	+218	$27.52
355	02.02 00:00	03.02 00:00	short	76,968	78,739	daily	-237	$26.86
356	03.02 00:00	04.02 00:00	short	78,739	75,770	daily	+370	$27.86
357	04.02 00:00	05.02 00:00	short	75,770	73,166	daily	+337	$28.80
358	05.02 00:00	06.02 00:00	short	73,166	62,910	daily	+1395	$32.81
359	06.02 00:00	07.02 00:00	short	62,910	70,580	daily	-1226	$28.79
360	07.02 00:00	08.02 00:00	short	70,580	69,289	daily	+176	$29.29
361	08.02 00:00	09.02 00:00	short	69,289	70,330	daily	-157	$28.83
362	09.02 00:00	10.02 00:00	short	70,330	70,138	daily	+20	$28.89
363	10.02 00:00	11.02 00:00	short	70,138	68,841	daily	+178	$29.41
364	11.02 00:00	12.02 00:00	short	68,841	67,083	daily	+248	$30.14
365	12.02 00:00	13.02 00:00	short	67,083	66,272	daily	+114	$30.48
366	13.02 00:00	14.02 00:00	short	66,272	68,854	daily	-397	$29.27
367	14.02 00:00	15.02 00:00	short	68,854	69,823	daily	-148	$28.84
368	15.02 00:00	16.02 00:00	short	69,823	68,833	daily	+135	$29.23
369	16.02 00:00	17.02 00:00	short	68,833	68,892	daily	-16	$29.18
370	17.02 00:00	18.02 00:00	short	68,892	67,504	daily	+195	$29.75
371	18.02 00:00	19.02 00:00	short	67,504	66,461	daily	+147	$30.19
372	19.02 00:00	20.02 00:00	short	66,461	67,004	daily	-89	$29.92
373	20.02 00:00	21.02 00:00	short	67,004	68,020	daily	-159	$29.45
374	21.02 00:00	22.02 00:00	short	68,020	67,976	daily	-1	$29.44
375	22.02 00:00	23.02 00:00	short	67,976	67,643	daily	+42	$29.57
376	23.02 00:00	24.02 00:00	short	67,643	64,656	daily	+435	$30.85
377	24.02 00:00	25.02 00:00	short	64,656	64,058	daily	+85	$31.12
378	25.02 00:00	26.02 00:00	short	64,058	67,988	daily	-620	$29.19
379	26.02 00:00	27.02 00:00	long	67,988	67,485	daily	-81	$28.95
380	02.03 00:00	03.03 00:00	short	65,776	68,830	daily	-471	$27.59
381	05.03 00:00	06.03 00:00	long	72,667	70,891	daily	-251	$26.89
382	11.03 00:00	12.03 00:00	long	69,949	70,192	daily	+28	$26.97
383	15.03 00:00	16.03 00:00	long	71,212	72,815	daily	+218	$27.55
384	16.03 00:00	17.03 00:00	long	72,815	74,885	daily	+277	$28.32
385	17.03 00:00	18.03 00:00	long	74,885	73,909	daily	-137	$27.93
386	18.03 00:00	19.03 00:00	long	73,909	71,247	daily	-367	$26.90
387	19.03 00:00	20.03 00:00	long	71,247	69,930	daily	-192	$26.39
388	20.03 00:00	21.03 00:00	long	69,930	70,511	daily	+76	$26.59
389	21.03 00:00	22.03 00:00	long	70,511	68,918	daily	-233	$25.97
390	03.04 00:00	04.04 00:00	short	66,902	66,964	daily	-16	$25.93
391	04.04 00:00	05.04 00:00	short	66,964	67,300	daily	-57	$25.78
392	05.04 00:00	06.04 00:00	short	67,300	69,034	daily	-265	$25.10
393	06.04 00:00	07.04 00:00	short	69,034	68,854	daily	+19	$25.14
394	07.04 00:00	08.04 00:00	short	68,854	71,924	daily	-453	$24.01
395	11.04 00:00	12.04 00:00	long	72,963	73,043	daily	+4	$24.02
396	12.04 00:00	13.04 00:00	long	73,043	70,742	daily	-322	$23.24
397	14.04 00:00	15.04 00:00	long	74,418	74,132	daily	-45	$23.14
398	16.04 00:00	17.04 00:00	long	74,810	75,154	daily	+39	$23.23
399	17.04 00:00	18.04 00:00	long	75,154	77,072	daily	+248	$23.80
400	18.04 00:00	19.04 00:00	long	77,072	75,692	daily	-186	$23.36
401	19.04 00:00	20.04 00:00	long	75,692	73,802	daily	-257	$22.76
402	20.04 00:00	21.04 00:00	long	73,802	75,841	daily	+269	$23.37
403	21.04 00:00	22.04 00:00	long	75,841	76,336	daily	+58	$23.51
404	22.04 00:00	23.04 00:00	long	76,336	78,178	daily	+234	$24.06
405	23.04 00:00	24.04 00:00	long	78,178	78,257	daily	+3	$24.07
406	24.04 00:00	25.04 00:00	long	78,257	77,437	daily	-112	$23.80
407	25.04 00:00	26.04 00:00	long	77,437	77,625	daily	+17	$23.84
408	26.04 00:00	27.04 00:00	long	77,625	78,658	daily	+126	$24.14
409	27.04 00:00	28.04 00:00	long	78,658	77,371	daily	-171	$23.73
410	28.04 00:00	29.04 00:00	long	77,371	76,343	daily	-140	$23.40
411	29.04 00:00	30.04 00:00	long	76,343	75,780	daily	-81	$23.21
412	30.04 00:00	01.05 00:00	long	75,780	76,347	daily	+68	$23.37
413	02.05 00:00	03.05 00:00	long	78,231	78,687	daily	+51	$23.48
414	03.05 00:00	04.05 00:00	long	78,687	78,569	daily	-22	$23.43
415	04.05 00:00	05.05 00:00	long	78,569	79,861	daily	+157	$23.80
416	05.05 00:00	06.05 00:00	long	79,861	80,906	daily	+124	$24.10
417	06.05 00:00	07.05 00:00	long	80,906	81,447	daily	+60	$24.24
418	07.05 00:00	08.05 00:00	long	81,447	80,006	daily	-184	$23.80
419	09.05 00:00	10.05 00:00	long	80,193	80,678	daily	+54	$23.92
420	10.05 00:00	11.05 00:00	long	80,678	82,210	daily	+183	$24.36
421	11.05 00:00	12.05 00:00	long	82,210	81,746	daily	-63	$24.21
422	12.05 00:00	13.05 00:00	long	81,746	80,504	daily	-159	$23.82
423	27.05 00:00	28.05 00:00	short	75,930	74,449	daily	+188	$24.27
424	28.05 00:00	29.05 00:00	short	74,449	73,618	daily	+105	$24.52
425	29.05 00:00	30.05 00:00	short	73,618	73,461	daily	+14	$24.56
426	30.05 00:00	31.05 00:00	short	73,461	73,884	daily	-65	$24.40
427	31.05 00:00	01.06 00:00	short	73,884	73,674	daily	+21	$24.45
428	01.06 00:00	02.06 00:00	short	73,674	71,409	daily	+301	$25.19
429	02.06 00:00	03.06 00:00	short	71,409	66,761	daily	+644	$26.81
430	03.06 00:00	04.06 00:00	short	66,761	64,143	daily	+385	$27.84
431	04.06 00:00	05.06 00:00	short	64,143	63,886	daily	+33	$27.93
432	05.06 00:00	06.06 00:00	short	63,886	61,056	daily	+436	$29.15
433	06.06 00:00	07.06 00:00	short	61,056	60,885	daily	+21	$29.21
434	07.06 00:00	08.06 00:00	short	60,885	63,332	daily	-409	$28.02
435	08.06 00:00	09.06 00:00	short	63,332	63,086	daily	+32	$28.11

Verlauf — was wir bisher getestet haben

Run	Label	Datum	Params	Trades	Netto	B&H	Verdict
R010 ←	markov-regime	2026-06-09	k2.0/s3.5	435	-43.8%	+11.5%	loses-after-cost
R009	funding-fade	2026-06-09	k2.0/s3.5	190	-14.5%	+11.5%	loses-after-cost
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 1h-Daten · generiert offline, keine Anlageberatung.