FLOWVIBES · R011 · orderflow-absorption

Konto-Simulation

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

$50.00→$45.68-8.6%

✕ VERLIERT NACH KOSTEN

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

Trades gesamt

149

83 long · 66 short

Trefferquote

36%

53 / 96

Ø Gewinn-Trade

+0.14%

Ø Verlust-Trade

-0.17%

Netto-Ergebnis

$-4.32

nach allen Kosten

Kosten gesamt

$2.90

Fees + Spread

Max. Drawdown

-9%

kompoundiert, peak-to-trough

Sharpe / Trade

-0.31

nicht annualisiert

Ø Haltezeit

9 min

pro Trade

Entry vs. Zufall

p=0.954

NICHT besser als Zufall

Konto-Verlauf ($)

Gewonnen vs. verloren

Was wurde getestet

Asset: BTC/USDT
Zeiteinheit: 1m Kerzen
Zeitraum: 22.04.2026 – 05.06.2026 (44 Tage, 64,800 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: 9 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): -8.6% → $45.68
Buy & Hold BTC: -20.0% → $39.99

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

Alle simulierten Trades (149)

#	Entry (UTC)	Exit (UTC)	Richtung	Entry $	Exit $	Grund	Netto bps	Konto $
1	22.04 07:45	22.04 08:01	short	78,033	78,114	stop	-15	$49.92
2	22.04 11:31	22.04 11:35	short	78,283	78,344	stop	-12	$49.86
3	22.04 20:20	22.04 20:21	long	78,617	78,537	stop	-14	$49.79
4	23.04 08:45	23.04 08:58	long	77,704	77,851	target	+15	$49.87
5	23.04 22:09	23.04 22:17	short	78,052	78,155	stop	-17	$49.78
6	24.04 15:47	24.04 16:14	short	78,015	77,757	target	+28	$49.92
7	24.04 17:35	24.04 17:45	long	77,456	77,614	target	+16	$50.00
8	25.04 06:24	25.04 06:29	long	77,459	77,445	stop	-6	$49.97
9	26.04 00:05	26.04 00:06	short	77,600	77,560	target	+1	$49.98
10	26.04 01:25	26.04 01:29	short	77,506	77,460	target	+2	$49.99
11	26.04 20:32	26.04 20:34	short	78,258	78,300	stop	-9	$49.94
12	27.04 05:06	27.04 05:11	long	78,687	78,582	stop	-17	$49.86
13	27.04 05:18	27.04 05:23	long	77,997	77,772	stop	-33	$49.69
14	27.04 12:35	27.04 12:38	long	77,689	77,630	stop	-12	$49.63
15	27.04 20:04	27.04 20:05	short	76,856	76,926	stop	-13	$49.57
16	27.04 23:21	27.04 23:32	short	77,105	77,168	stop	-12	$49.51
17	28.04 02:27	28.04 02:30	long	77,015	76,932	stop	-15	$49.44
18	28.04 02:41	28.04 02:50	long	76,665	76,836	target	+18	$49.53
19	28.04 05:08	28.04 05:10	short	77,009	76,923	target	+7	$49.56
20	28.04 05:29	28.04 05:34	short	77,072	76,972	target	+9	$49.61
21	28.04 11:05	28.04 11:07	long	76,504	76,458	stop	-10	$49.56
22	28.04 22:08	28.04 22:20	short	76,394	76,274	target	+12	$49.61
23	29.04 04:42	29.04 05:01	short	77,378	77,184	target	+21	$49.72
24	29.04 09:51	29.04 10:09	short	77,635	77,756	stop	-20	$49.62
25	29.04 23:45	29.04 23:59	short	75,832	75,735	target	+9	$49.67
26	30.04 13:46	30.04 14:11	short	76,605	76,311	target	+34	$49.84
27	30.04 18:33	30.04 18:43	long	76,223	76,335	target	+11	$49.89
28	30.04 19:55	30.04 20:15	long	76,373	76,302	stop	-13	$49.82
29	01.05 08:21	01.05 08:24	short	77,362	77,441	stop	-14	$49.75
30	01.05 19:32	01.05 19:58	long	78,324	78,425	target	+9	$49.80
31	02.05 04:09	02.05 04:39	long	78,234	78,199	timeout	-8	$49.75
32	02.05 09:55	02.05 10:20	long	78,256	78,237	stop	-6	$49.72
33	02.05 21:07	02.05 21:10	short	78,477	78,455	target	-1	$49.72
34	02.05 21:36	02.05 21:37	short	78,508	78,530	stop	-7	$49.68
35	03.05 04:46	03.05 04:48	long	78,145	78,131	stop	-6	$49.65
36	04.05 05:27	04.05 05:57	long	79,974	79,990	timeout	-2	$49.64
37	04.05 14:54	04.05 15:11	short	80,353	79,917	target	+50	$49.89
38	04.05 23:03	04.05 23:09	long	79,949	79,879	stop	-13	$49.83
39	05.05 13:31	05.05 13:40	long	81,355	81,191	stop	-24	$49.71
40	05.05 16:35	05.05 16:37	long	81,200	81,086	stop	-18	$49.62
41	07.05 04:07	07.05 04:14	long	80,732	80,852	target	+11	$49.67
42	08.05 00:19	08.05 00:21	long	79,951	80,042	target	+7	$49.71
43	08.05 07:51	08.05 08:15	short	79,650	79,719	stop	-14	$49.64
44	08.05 14:20	08.05 14:30	short	80,329	80,032	target	+33	$49.81
45	08.05 20:00	08.05 20:16	short	80,148	80,208	stop	-12	$49.75
46	09.05 17:37	09.05 17:49	short	80,852	80,758	target	+8	$49.79
47	11.05 03:05	11.05 03:07	long	81,073	81,006	stop	-12	$49.72
48	11.05 09:10	11.05 09:14	short	80,833	80,889	stop	-11	$49.67
49	11.05 11:36	11.05 12:00	short	81,124	81,175	stop	-10	$49.62
50	11.05 13:04	11.05 13:09	short	81,170	81,255	stop	-15	$49.55
51	11.05 17:01	11.05 17:09	long	81,471	81,358	stop	-18	$49.46
52	11.05 17:41	11.05 17:42	short	81,846	81,936	stop	-15	$49.38
53	11.05 19:05	11.05 19:07	long	81,742	81,911	target	+17	$49.47
54	12.05 00:01	12.05 00:02	long	81,632	81,696	target	+4	$49.49
55	12.05 01:41	12.05 01:44	long	80,770	80,992	target	+23	$49.60
56	12.05 08:16	12.05 08:22	long	80,758	80,869	target	+10	$49.65
57	12.05 08:56	12.05 09:01	long	80,809	80,764	stop	-10	$49.60
58	12.05 12:13	12.05 12:27	short	80,801	80,711	target	+7	$49.64
59	12.05 12:41	12.05 13:11	short	80,955	80,854	timeout	+8	$49.68
60	12.05 15:03	12.05 15:09	long	80,411	80,616	target	+21	$49.79
61	13.05 01:14	13.05 01:20	short	80,948	81,054	stop	-17	$49.70
62	14.05 00:09	14.05 00:15	short	79,442	79,517	stop	-14	$49.63
63	14.05 02:35	14.05 02:40	short	79,623	79,594	target	-0	$49.63
64	14.05 11:29	14.05 11:45	long	79,290	79,218	stop	-13	$49.57
65	14.05 14:22	14.05 14:45	short	80,197	80,370	stop	-26	$49.44
66	14.05 21:32	14.05 21:33	short	81,395	81,452	stop	-11	$49.39
67	15.05 02:32	15.05 02:33	long	80,823	80,727	stop	-16	$49.31
68	15.05 09:16	15.05 09:20	long	80,511	80,432	stop	-14	$49.24
69	15.05 10:42	15.05 10:44	long	80,403	80,477	target	+5	$49.27
70	15.05 12:08	15.05 12:09	long	80,368	80,485	target	+10	$49.32
71	15.05 13:36	15.05 13:38	long	79,620	79,468	stop	-23	$49.20
72	15.05 13:44	15.05 13:51	long	79,112	78,875	stop	-34	$49.04
73	16.05 04:25	16.05 04:31	long	79,030	79,000	stop	-8	$49.00
74	18.05 02:19	18.05 02:22	long	77,030	76,936	stop	-16	$48.92
75	18.05 12:41	18.05 12:46	short	77,606	77,746	stop	-22	$48.81
76	18.05 14:37	18.05 14:39	long	76,258	76,536	target	+32	$48.97
77	18.05 20:13	18.05 20:28	short	77,011	77,120	stop	-18	$48.88
78	18.05 22:42	18.05 22:47	long	77,045	76,973	stop	-13	$48.81
79	19.05 05:39	19.05 06:09	short	76,894	76,958	timeout	-12	$48.75
80	19.05 07:01	19.05 07:07	long	76,958	77,019	target	+4	$48.77
81	19.05 07:51	19.05 08:05	short	77,234	77,132	target	+8	$48.81
82	19.05 08:09	19.05 08:11	long	77,096	77,046	stop	-10	$48.76
83	19.05 14:21	19.05 14:22	long	76,423	76,258	stop	-26	$48.64
84	20.05 00:59	20.05 01:09	short	76,739	76,810	stop	-13	$48.57
85	20.05 05:11	20.05 05:12	short	77,015	77,080	stop	-13	$48.51
86	21.05 05:05	21.05 05:08	short	78,067	78,012	target	+3	$48.53
87	21.05 13:38	21.05 13:39	long	77,084	76,972	stop	-19	$48.44
88	21.05 16:56	21.05 17:00	short	77,110	77,184	stop	-14	$48.37
89	22.05 01:35	22.05 01:43	long	77,373	77,445	target	+5	$48.40
90	22.05 06:02	22.05 06:32	long	77,405	77,380	timeout	-7	$48.36
91	22.05 10:53	22.05 10:55	long	77,268	77,248	stop	-7	$48.33
92	22.05 12:55	22.05 12:56	short	77,482	77,437	target	+2	$48.34
93	22.05 14:18	22.05 14:19	long	76,996	76,878	stop	-19	$48.24
94	22.05 18:01	22.05 18:16	long	76,714	76,805	target	+8	$48.28
95	23.05 05:06	23.05 05:09	short	75,524	75,490	target	+1	$48.28
96	24.05 06:28	24.05 06:37	long	76,684	76,744	target	+4	$48.30
97	24.05 07:49	24.05 08:06	long	76,768	76,728	stop	-10	$48.25
98	24.05 13:30	24.05 13:34	long	76,927	76,884	stop	-10	$48.21
99	24.05 21:45	24.05 22:01	long	76,115	76,402	target	+34	$48.37
100	26.05 00:43	26.05 00:51	long	76,850	76,754	stop	-17	$48.29
101	26.05 06:02	26.05 06:07	long	76,813	76,872	target	+4	$48.31
102	26.05 10:32	26.05 10:36	short	77,222	77,394	stop	-26	$48.18
103	26.05 14:22	26.05 14:24	short	77,623	77,806	stop	-28	$48.05
104	27.05 00:02	27.05 00:09	short	75,925	75,959	stop	-8	$48.01
105	27.05 13:41	27.05 14:03	long	74,907	75,225	target	+38	$48.19
106	27.05 16:47	27.05 16:50	short	75,124	75,207	stop	-15	$48.12
107	28.05 03:38	28.05 03:53	long	73,429	73,254	stop	-28	$47.98
108	28.05 09:38	28.05 09:46	short	73,433	73,477	stop	-10	$47.94
109	28.05 13:20	28.05 13:25	long	73,203	73,120	stop	-15	$47.86
110	28.05 16:41	28.05 16:45	short	73,256	73,344	stop	-16	$47.79
111	29.05 04:08	29.05 04:10	long	73,238	73,185	stop	-11	$47.73
112	29.05 13:09	29.05 13:12	long	73,168	73,098	stop	-14	$47.67
113	29.05 13:23	29.05 13:24	long	73,047	72,971	stop	-14	$47.60
114	29.05 22:24	29.05 22:35	short	73,536	73,458	target	+7	$47.63
115	29.05 22:39	29.05 22:45	long	73,414	73,467	target	+3	$47.65
116	30.05 04:34	30.05 04:35	long	73,255	73,190	stop	-13	$47.58
117	30.05 08:41	30.05 09:10	long	73,487	73,514	target	-0	$47.58
118	30.05 17:25	30.05 17:28	short	73,970	73,907	target	+4	$47.60
119	30.05 21:51	30.05 22:03	long	73,910	73,855	stop	-11	$47.55
120	30.05 23:03	30.05 23:09	short	73,951	73,903	target	+2	$47.56
121	31.05 00:49	31.05 00:53	long	73,899	73,939	target	+1	$47.57
122	31.05 01:18	31.05 01:23	short	74,159	74,212	stop	-11	$47.52
123	31.05 08:43	31.05 08:55	long	73,837	73,882	target	+2	$47.53
124	31.05 14:17	31.05 14:18	long	73,680	73,596	stop	-16	$47.45
125	31.05 22:27	31.05 22:57	short	73,948	73,955	timeout	-5	$47.43
126	01.06 00:31	01.06 01:01	short	73,942	73,805	timeout	+15	$47.50
127	01.06 22:20	01.06 22:26	short	71,142	71,239	stop	-18	$47.41
128	02.06 01:33	02.06 01:34	long	71,029	70,923	stop	-19	$47.32
129	02.06 12:40	02.06 12:59	long	69,080	68,976	stop	-19	$47.23
130	02.06 14:05	02.06 14:08	long	68,612	68,485	stop	-22	$47.13
131	02.06 19:21	02.06 19:27	long	67,153	67,043	stop	-20	$47.03
132	02.06 23:43	02.06 23:56	short	66,591	66,816	stop	-38	$46.85
133	03.06 04:06	03.06 04:36	short	66,488	66,350	timeout	+17	$46.93
134	03.06 09:41	03.06 09:48	long	66,717	66,671	stop	-11	$46.88
135	03.06 12:35	03.06 12:38	short	67,110	66,890	target	+29	$47.02
136	03.06 15:07	03.06 15:08	long	66,639	66,506	stop	-24	$46.90
137	04.06 03:16	04.06 03:32	short	64,000	64,279	stop	-48	$46.68
138	04.06 09:27	04.06 09:30	long	62,906	62,709	stop	-35	$46.52
139	04.06 10:56	04.06 11:26	long	62,306	62,535	timeout	+33	$46.67
140	04.06 13:38	04.06 13:39	short	63,808	64,139	stop	-56	$46.41
141	04.06 22:34	04.06 22:40	long	63,250	63,483	target	+33	$46.56
142	04.06 23:01	04.06 23:16	short	63,725	63,532	target	+26	$46.68
143	05.06 07:48	05.06 08:18	short	62,884	62,593	timeout	+41	$46.88
144	05.06 11:40	05.06 11:44	long	62,264	62,124	stop	-27	$46.75
145	05.06 12:00	05.06 12:01	long	61,930	61,769	stop	-30	$46.61
146	05.06 16:14	05.06 16:21	short	60,680	61,140	stop	-80	$46.24
147	05.06 18:16	05.06 18:20	long	60,574	60,376	stop	-37	$46.07
148	05.06 18:25	05.06 18:29	long	60,300	60,095	stop	-38	$45.89
149	05.06 23:10	05.06 23:15	long	61,385	61,124	stop	-47	$45.68

Verlauf — was wir bisher getestet haben

Run	Label	Datum	Params	Trades	Netto	B&H	Verdict
R011 ←	orderflow-absorption	2026-06-09	k2.0/s3.5	149	-8.6%	-20.0%	loses-after-cost
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

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 1m-Daten · generiert offline, keine Anlageberatung.