Was aus deinem Startkapital geworden wäre, wenn der Bot diese Strategie über den Testzeitraum auf echten BTC-Daten gefahren hätte.
$50.00→$28.93-42.1%
✕ VERLIERT NACH KOSTEN
Diese simple Strategie verliert nach Kosten — der wertvollste, ehrlichste Befund.
Trades gesamt
383
181 long · 202 short
Trefferquote
46%
177 / 206
Ø Gewinn-Trade
+1.16%
Ø Verlust-Trade
-1.24%
Netto-Ergebnis
$-21.07
nach allen Kosten
Kosten gesamt
$6.94
Fees + Spread
Max. Drawdown
-53%
kompoundiert, peak-to-trough
Sharpe / Trade
-0.07
nicht annualisiert
Ø Haltezeit
12.0 h
pro Trade
Entry vs. Zufall
p=0.781
NICHT besser als Zufall
Konto-Verlauf ($)
Gewonnen vs. verloren
Was wurde getestet
Asset
BTC/USDT
Zeiteinheit
1h Kerzen
Zeitraum
13.11.2025 – 09.06.2026 (208 Tage, 5,000 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 > 0.0σ von der VWAP entfernt → Gegenposition (Long unter, Short über)
Ausstieg
Rückkehr zur VWAP (Ziel) · Stop bei 0.0σ · spätestens nach max. Haltedauer
1× (kein Hebel — volles Konto pro Trade, eine Position zur Zeit)
Vergleich: einfach BTC halten
Bot (diese Strategie)
-42.1% → $28.93
Buy & Hold BTC
-38.7% → $30.65
Die ehrlichste Messlatte: schlägt der Bot überhaupt das simple Halten?
Alle simulierten Trades (383)
#
Entry (UTC)
Exit (UTC)
Richtung
Entry $
Exit $
Grund
Netto bps
Konto $
1
29.11 20:00
30.11 08:00
short
90,641
90,968
horizon
-42
$49.79
2
30.11 08:00
30.11 20:00
short
90,968
91,461
horizon
-59
$49.49
3
30.11 20:00
01.12 08:00
short
91,461
86,550
horizon
+531
$52.12
4
01.12 08:00
01.12 20:00
long
86,550
85,024
horizon
-181
$51.18
5
01.12 20:00
02.12 08:00
long
85,024
87,013
horizon
+228
$52.34
6
02.12 08:00
02.12 20:00
short
87,013
91,903
horizon
-567
$49.38
7
02.12 20:00
03.12 08:00
short
91,903
93,000
horizon
-125
$48.76
8
03.12 08:00
03.12 20:00
short
93,000
93,025
horizon
-8
$48.72
9
03.12 20:00
04.12 08:00
short
93,025
93,398
horizon
-46
$48.49
10
04.12 08:00
04.12 20:00
short
93,398
91,975
horizon
+147
$49.21
11
04.12 20:00
05.12 08:00
long
91,975
92,259
horizon
+25
$49.33
12
05.12 08:00
05.12 20:00
short
92,259
89,629
horizon
+280
$50.71
13
05.12 20:00
06.12 08:00
long
89,629
89,597
horizon
-10
$50.66
14
06.12 08:00
06.12 20:00
long
89,597
89,406
horizon
-26
$50.53
15
06.12 20:00
07.12 08:00
short
89,406
89,380
horizon
-3
$50.51
16
07.12 08:00
07.12 20:00
short
89,380
91,426
horizon
-234
$49.33
17
07.12 20:00
08.12 08:00
long
91,426
91,565
horizon
+9
$49.38
18
08.12 08:00
08.12 20:00
short
91,565
90,124
horizon
+152
$50.13
19
08.12 20:00
09.12 08:00
short
90,124
90,497
horizon
-47
$49.89
20
09.12 08:00
09.12 20:00
short
90,497
93,801
horizon
-370
$48.05
21
09.12 20:00
10.12 08:00
short
93,801
92,783
horizon
+103
$48.54
22
10.12 08:00
10.12 20:00
long
92,783
92,958
horizon
+14
$48.61
23
10.12 20:00
11.12 08:00
short
92,958
90,273
horizon
+283
$49.98
24
11.12 08:00
11.12 20:00
short
90,273
90,840
horizon
-68
$49.64
25
11.12 20:00
12.12 08:00
short
90,840
92,425
horizon
-181
$48.75
26
12.12 08:00
12.12 20:00
short
92,425
90,198
horizon
+236
$49.90
27
12.12 20:00
13.12 08:00
long
90,198
90,330
horizon
+9
$49.94
28
13.12 08:00
13.12 20:00
long
90,330
90,178
horizon
-22
$49.83
29
13.12 20:00
14.12 08:00
short
90,178
90,246
horizon
-13
$49.76
30
14.12 08:00
14.12 20:00
short
90,246
88,645
horizon
+172
$50.62
31
14.12 20:00
15.12 08:00
long
88,645
89,753
horizon
+119
$51.22
32
15.12 08:00
15.12 20:00
short
89,753
86,150
horizon
+396
$53.26
33
15.12 20:00
16.12 08:00
long
86,150
86,022
horizon
-21
$53.14
34
16.12 08:00
16.12 20:00
long
86,022
87,586
horizon
+177
$54.08
35
16.12 20:00
17.12 08:00
short
87,586
87,046
horizon
+56
$54.38
36
17.12 08:00
17.12 20:00
short
87,046
86,019
horizon
+113
$55.00
37
17.12 20:00
18.12 08:00
long
86,019
86,834
horizon
+89
$55.49
38
18.12 08:00
18.12 20:00
long
86,834
84,484
horizon
-276
$53.96
39
18.12 20:00
19.12 08:00
long
84,484
87,953
horizon
+405
$56.14
40
19.12 08:00
19.12 20:00
short
87,953
87,846
horizon
+7
$56.18
41
19.12 20:00
20.12 08:00
long
87,846
88,275
horizon
+43
$56.42
42
20.12 08:00
20.12 20:00
short
88,275
88,233
horizon
-0
$56.42
43
20.12 20:00
21.12 08:00
short
88,233
88,175
horizon
+1
$56.43
44
21.12 08:00
21.12 20:00
short
88,175
88,484
horizon
-40
$56.20
45
21.12 20:00
22.12 08:00
short
88,484
89,170
horizon
-84
$55.73
46
22.12 08:00
22.12 20:00
short
89,170
88,052
horizon
+120
$56.40
47
22.12 20:00
23.12 08:00
long
88,052
87,575
horizon
-60
$56.06
48
23.12 08:00
23.12 20:00
short
87,575
87,753
horizon
-25
$55.92
49
23.12 20:00
24.12 08:00
short
87,753
86,912
horizon
+90
$56.42
50
24.12 08:00
24.12 20:00
long
86,912
87,566
horizon
+70
$56.82
51
24.12 20:00
25.12 08:00
short
87,566
87,838
horizon
-37
$56.61
52
25.12 08:00
25.12 20:00
short
87,838
88,151
horizon
-41
$56.38
53
25.12 20:00
26.12 08:00
short
88,151
88,471
horizon
-42
$56.14
54
26.12 08:00
26.12 20:00
long
88,471
87,502
horizon
-115
$55.50
55
26.12 20:00
27.12 08:00
short
87,502
87,539
horizon
-10
$55.44
56
27.12 08:00
27.12 20:00
long
87,539
87,569
horizon
-2
$55.43
57
27.12 20:00
28.12 08:00
short
87,569
87,731
horizon
-24
$55.30
58
28.12 08:00
28.12 20:00
short
87,731
87,521
horizon
+19
$55.40
59
28.12 20:00
29.12 08:00
long
87,521
89,618
horizon
+234
$56.69
60
29.12 08:00
29.12 20:00
short
89,618
87,366
horizon
+246
$58.09
61
29.12 20:00
30.12 08:00
short
87,366
87,503
horizon
-22
$57.96
62
30.12 08:00
30.12 20:00
short
87,503
88,226
horizon
-88
$57.46
63
30.12 20:00
31.12 08:00
short
88,226
88,613
horizon
-50
$57.17
64
31.12 08:00
31.12 20:00
long
88,613
87,542
horizon
-126
$56.45
65
31.12 20:00
01.01 08:00
long
87,542
87,632
horizon
+4
$56.47
66
01.01 08:00
01.01 20:00
short
87,632
88,391
horizon
-92
$55.96
67
01.01 20:00
02.01 08:00
short
88,391
88,858
horizon
-59
$55.63
68
02.01 08:00
02.01 20:00
short
88,858
89,897
horizon
-122
$54.95
69
02.01 20:00
03.01 08:00
short
89,897
89,577
horizon
+30
$55.11
70
03.01 08:00
03.01 20:00
short
89,577
90,124
horizon
-66
$54.75
71
03.01 20:00
04.01 08:00
short
90,124
91,532
horizon
-162
$53.86
72
04.01 08:00
04.01 20:00
short
91,532
91,138
horizon
+38
$54.06
73
04.01 20:00
05.01 08:00
short
91,138
92,521
horizon
-158
$53.21
74
05.01 08:00
05.01 20:00
short
92,521
94,303
horizon
-198
$52.16
75
05.01 20:00
06.01 08:00
short
94,303
93,255
horizon
+105
$52.71
76
06.01 08:00
06.01 20:00
short
93,255
92,104
horizon
+118
$53.33
77
06.01 20:00
07.01 08:00
short
92,104
92,879
horizon
-90
$52.85
78
07.01 08:00
07.01 20:00
short
92,879
91,186
horizon
+177
$53.79
79
07.01 20:00
08.01 08:00
long
91,186
90,548
horizon
-76
$53.38
80
08.01 08:00
08.01 20:00
long
90,548
90,937
horizon
+38
$53.58
81
08.01 20:00
09.01 08:00
short
90,937
90,742
horizon
+16
$53.67
82
09.01 08:00
09.01 20:00
long
90,742
90,332
horizon
-50
$53.40
83
09.01 20:00
10.01 08:00
long
90,332
90,678
horizon
+32
$53.57
84
10.01 08:00
10.01 20:00
long
90,678
90,627
horizon
-11
$53.51
85
10.01 20:00
11.01 08:00
long
90,627
90,711
horizon
+3
$53.53
86
11.01 08:00
11.01 20:00
short
90,711
90,691
horizon
-3
$53.51
87
11.01 20:00
12.01 08:00
short
90,691
91,408
horizon
-85
$53.06
88
12.01 08:00
12.01 20:00
long
91,408
91,861
horizon
+45
$53.30
89
12.01 20:00
13.01 08:00
short
91,861
91,942
horizon
-15
$53.22
90
13.01 08:00
13.01 20:00
long
91,942
94,227
horizon
+244
$54.51
91
13.01 20:00
14.01 08:00
short
94,227
95,205
horizon
-110
$53.91
92
14.01 08:00
14.01 20:00
short
95,205
97,267
horizon
-222
$52.72
93
14.01 20:00
15.01 08:00
short
97,267
96,630
horizon
+59
$53.03
94
15.01 08:00
15.01 20:00
short
96,630
95,516
horizon
+110
$53.62
95
15.01 20:00
16.01 08:00
short
95,516
95,653
horizon
-20
$53.51
96
16.01 08:00
16.01 20:00
long
95,653
95,002
horizon
-73
$53.12
97
16.01 20:00
17.01 08:00
long
95,002
95,102
horizon
+4
$53.14
98
17.01 08:00
17.01 20:00
short
95,102
95,291
horizon
-25
$53.01
99
17.01 20:00
18.01 08:00
long
95,291
95,028
horizon
-34
$52.83
100
18.01 08:00
18.01 20:00
long
95,028
95,381
horizon
+32
$53.00
101
18.01 20:00
19.01 08:00
short
95,381
92,842
horizon
+260
$54.38
102
19.01 08:00
19.01 20:00
long
92,842
93,106
horizon
+23
$54.51
103
19.01 20:00
20.01 08:00
short
93,106
91,178
horizon
+201
$55.60
104
20.01 08:00
20.01 20:00
long
91,178
89,726
horizon
-164
$54.69
105
20.01 20:00
21.01 08:00
long
89,726
89,214
horizon
-63
$54.35
106
21.01 08:00
21.01 20:00
long
89,214
90,356
horizon
+123
$55.01
107
21.01 20:00
22.01 08:00
short
90,356
89,819
horizon
+53
$55.31
108
22.01 08:00
22.01 20:00
short
89,819
89,778
horizon
-0
$55.31
109
22.01 20:00
23.01 08:00
long
89,778
89,549
horizon
-31
$55.13
110
23.01 08:00
23.01 20:00
long
89,549
89,983
horizon
+43
$55.37
111
23.01 20:00
24.01 08:00
long
89,983
89,620
horizon
-46
$55.11
112
24.01 08:00
24.01 20:00
long
89,620
89,331
horizon
-37
$54.91
113
24.01 20:00
25.01 08:00
short
89,331
88,660
horizon
+69
$55.29
114
25.01 08:00
25.01 20:00
long
88,660
86,495
horizon
-249
$53.91
115
25.01 20:00
26.01 08:00
long
86,495
88,001
horizon
+168
$54.82
116
26.01 08:00
26.01 20:00
long
88,001
88,013
horizon
-4
$54.80
117
26.01 20:00
27.01 08:00
short
88,013
88,320
horizon
-41
$54.57
118
27.01 08:00
27.01 20:00
short
88,320
88,409
horizon
-15
$54.49
119
27.01 20:00
28.01 08:00
short
88,409
89,134
horizon
-88
$54.01
120
28.01 08:00
28.01 20:00
short
89,134
89,403
horizon
-35
$53.82
121
28.01 20:00
29.01 08:00
long
89,403
88,353
horizon
-123
$53.16
122
29.01 08:00
29.01 20:00
long
88,353
84,012
horizon
-496
$50.52
123
29.01 20:00
30.01 08:00
long
84,012
82,817
horizon
-148
$49.77
124
30.01 08:00
30.01 20:00
long
82,817
84,243
horizon
+167
$50.60
125
30.01 20:00
31.01 08:00
long
84,243
83,547
horizon
-89
$50.15
126
31.01 08:00
31.01 20:00
long
83,547
77,750
horizon
-699
$46.65
127
31.01 20:00
01.02 08:00
long
77,750
78,343
horizon
+70
$46.98
128
01.02 08:00
01.02 20:00
long
78,343
77,175
horizon
-154
$46.25
129
01.02 20:00
02.02 08:00
long
77,175
76,661
horizon
-73
$45.92
130
02.02 08:00
02.02 20:00
long
76,661
78,342
horizon
+214
$46.90
131
02.02 20:00
03.02 08:00
long
78,342
78,795
horizon
+52
$47.14
132
03.02 08:00
03.02 20:00
long
78,795
74,935
horizon
-495
$44.81
133
03.02 20:00
04.02 08:00
long
74,935
76,514
horizon
+205
$45.73
134
04.02 08:00
04.02 20:00
long
76,514
73,923
horizon
-344
$44.16
135
04.02 20:00
05.02 08:00
long
73,923
70,757
horizon
-434
$42.24
136
05.02 08:00
05.02 20:00
long
70,757
65,266
horizon
-781
$38.94
137
05.02 20:00
06.02 08:00
long
65,266
64,856
horizon
-69
$38.67
138
06.02 08:00
06.02 20:00
long
64,856
70,731
horizon
+901
$42.16
139
06.02 20:00
07.02 08:00
long
70,731
68,087
horizon
-380
$40.56
140
07.02 08:00
07.02 20:00
long
68,087
69,374
horizon
+184
$41.30
141
07.02 20:00
08.02 08:00
long
69,374
69,711
horizon
+43
$41.48
142
08.02 08:00
08.02 20:00
long
69,711
71,423
horizon
+241
$42.48
143
08.02 20:00
09.02 08:00
long
71,423
70,423
horizon
-146
$41.85
144
09.02 08:00
09.02 20:00
short
70,423
70,957
horizon
-81
$41.52
145
09.02 20:00
10.02 08:00
short
70,957
68,920
horizon
+281
$42.68
146
10.02 08:00
10.02 20:00
long
68,920
69,062
horizon
+16
$42.75
147
10.02 20:00
11.02 08:00
long
69,062
67,033
horizon
-300
$41.47
148
11.02 08:00
11.02 20:00
long
67,033
67,587
horizon
+78
$41.79
149
11.02 20:00
12.02 08:00
short
67,587
67,218
horizon
+49
$41.99
150
12.02 08:00
12.02 20:00
long
67,218
65,788
horizon
-218
$41.08
151
12.02 20:00
13.02 08:00
long
65,788
66,209
horizon
+58
$41.32
152
13.02 08:00
13.02 20:00
long
66,209
68,939
horizon
+407
$43.00
153
13.02 20:00
14.02 08:00
long
68,939
69,219
horizon
+35
$43.15
154
14.02 08:00
14.02 20:00
short
69,219
69,874
horizon
-100
$42.72
155
14.02 20:00
15.02 08:00
short
69,874
70,828
horizon
-143
$42.11
156
15.02 08:00
15.02 20:00
short
70,828
68,287
horizon
+354
$43.60
157
15.02 20:00
16.02 08:00
long
68,287
68,588
horizon
+38
$43.77
158
16.02 08:00
16.02 20:00
long
68,588
67,913
horizon
-103
$43.31
159
16.02 20:00
17.02 08:00
long
67,913
68,388
horizon
+64
$43.59
160
17.02 08:00
17.02 20:00
long
68,388
67,793
horizon
-92
$43.19
161
17.02 20:00
18.02 08:00
long
67,793
68,106
horizon
+40
$43.36
162
18.02 08:00
18.02 20:00
short
68,106
66,177
horizon
+278
$44.57
163
18.02 20:00
19.02 08:00
long
66,177
67,206
horizon
+150
$45.24
164
19.02 08:00
19.02 20:00
long
67,206
67,050
horizon
-28
$45.11
165
19.02 20:00
20.02 08:00
short
67,050
67,826
horizon
-122
$44.56
166
20.02 08:00
20.02 20:00
short
67,826
67,646
horizon
+22
$44.66
167
20.02 20:00
21.02 08:00
long
67,646
67,856
horizon
+25
$44.77
168
21.02 08:00
21.02 20:00
short
67,856
68,544
horizon
-106
$44.29
169
21.02 20:00
22.02 08:00
short
68,544
68,005
horizon
+73
$44.61
170
22.02 08:00
22.02 20:00
short
68,005
67,428
horizon
+80
$44.97
171
22.02 20:00
23.02 08:00
short
67,428
65,959
horizon
+212
$45.92
172
23.02 08:00
23.02 20:00
long
65,959
64,295
horizon
-257
$44.74
173
23.02 20:00
24.02 08:00
long
64,295
63,193
horizon
-177
$43.95
174
24.02 08:00
24.02 20:00
long
63,193
64,435
horizon
+192
$44.79
175
24.02 20:00
25.02 08:00
long
64,435
65,028
horizon
+86
$45.17
176
25.02 08:00
25.02 20:00
long
65,028
69,038
horizon
+612
$47.94
177
25.02 20:00
26.02 08:00
short
69,038
67,825
horizon
+170
$48.75
178
26.02 08:00
26.02 20:00
long
67,825
67,589
horizon
-40
$48.56
179
26.02 20:00
27.02 08:00
long
67,589
67,691
horizon
+9
$48.60
180
27.02 08:00
27.02 20:00
long
67,691
65,392
horizon
-345
$46.93
181
27.02 20:00
28.02 08:00
long
65,392
63,826
horizon
-246
$45.77
182
28.02 08:00
28.02 20:00
long
63,826
66,362
horizon
+392
$47.57
183
28.02 20:00
01.03 08:00
long
66,362
67,141
horizon
+111
$48.10
184
01.03 08:00
01.03 20:00
short
67,141
65,962
horizon
+171
$48.92
185
01.03 20:00
02.03 08:00
short
65,962
66,008
horizon
-13
$48.86
186
02.03 08:00
02.03 20:00
short
66,008
68,967
horizon
-453
$46.64
187
02.03 20:00
03.03 08:00
short
68,967
68,173
horizon
+109
$47.15
188
03.03 08:00
03.03 20:00
short
68,173
68,435
horizon
-43
$46.95
189
03.03 20:00
04.03 08:00
short
68,435
69,493
horizon
-161
$46.19
190
04.03 08:00
04.03 20:00
short
69,493
73,612
horizon
-598
$43.43
191
04.03 20:00
05.03 08:00
short
73,612
72,056
horizon
+205
$44.32
192
05.03 08:00
05.03 20:00
short
72,056
70,918
horizon
+153
$45.00
193
05.03 20:00
06.03 08:00
short
70,918
71,056
horizon
-26
$44.89
194
06.03 08:00
06.03 20:00
short
71,056
68,132
horizon
+407
$46.71
195
06.03 20:00
07.03 08:00
long
68,132
67,843
horizon
-48
$46.49
196
07.03 08:00
07.03 20:00
short
67,843
67,080
horizon
+107
$46.99
197
07.03 20:00
08.03 08:00
long
67,080
67,320
horizon
+30
$47.13
198
08.03 08:00
08.03 20:00
long
67,320
67,337
horizon
-2
$47.11
199
08.03 20:00
09.03 08:00
long
67,337
67,555
horizon
+26
$47.24
200
09.03 08:00
09.03 20:00
short
67,555
68,992
horizon
-218
$46.21
201
09.03 20:00
10.03 08:00
short
68,992
70,406
horizon
-211
$45.23
202
10.03 08:00
10.03 20:00
short
70,406
70,044
horizon
+46
$45.44
203
10.03 20:00
11.03 08:00
long
70,044
69,648
horizon
-62
$45.16
204
11.03 08:00
11.03 20:00
short
69,648
70,642
horizon
-148
$44.49
205
11.03 20:00
12.03 08:00
short
70,642
69,826
horizon
+109
$44.98
206
12.03 08:00
12.03 20:00
short
69,826
70,432
horizon
-92
$44.57
207
12.03 20:00
13.03 08:00
long
70,432
71,612
horizon
+162
$45.29
208
13.03 08:00
13.03 20:00
short
71,612
71,190
horizon
+54
$45.53
209
13.03 20:00
14.03 08:00
short
71,190
70,597
horizon
+77
$45.88
210
14.03 08:00
14.03 20:00
long
70,597
70,700
horizon
+10
$45.93
211
14.03 20:00
15.03 08:00
short
70,700
71,454
horizon
-113
$45.41
212
15.03 08:00
15.03 20:00
short
71,454
71,550
horizon
-18
$45.33
213
15.03 20:00
16.03 08:00
short
71,550
73,457
horizon
-272
$44.09
214
16.03 08:00
16.03 20:00
short
73,457
73,963
horizon
-74
$43.77
215
16.03 20:00
17.03 08:00
short
73,963
74,249
horizon
-45
$43.57
216
17.03 08:00
17.03 20:00
short
74,249
74,511
horizon
-40
$43.40
217
17.03 20:00
18.03 08:00
short
74,511
73,884
horizon
+78
$43.74
218
18.03 08:00
18.03 20:00
short
73,884
71,072
horizon
+376
$45.38
219
18.03 20:00
19.03 08:00
long
71,072
70,191
horizon
-130
$44.79
220
19.03 08:00
19.03 20:00
short
70,191
70,272
horizon
-17
$44.71
221
19.03 20:00
20.03 08:00
short
70,272
70,855
horizon
-89
$44.32
222
20.03 08:00
20.03 20:00
long
70,855
70,178
horizon
-101
$43.87
223
20.03 20:00
21.03 08:00
short
70,178
70,727
horizon
-84
$43.50
224
21.03 08:00
21.03 20:00
short
70,727
70,396
horizon
+42
$43.68
225
21.03 20:00
22.03 08:00
short
70,396
68,919
horizon
+204
$44.57
226
22.03 08:00
22.03 20:00
short
68,919
68,200
horizon
+99
$45.02
227
22.03 20:00
23.03 08:00
long
68,200
68,333
horizon
+14
$45.08
228
23.03 08:00
23.03 20:00
long
68,333
70,679
horizon
+338
$46.60
229
23.03 20:00
24.03 08:00
long
70,679
71,292
horizon
+81
$46.98
230
24.03 08:00
24.03 20:00
short
71,292
69,377
horizon
+264
$48.22
231
24.03 20:00
25.03 08:00
short
69,377
70,927
horizon
-229
$47.11
232
25.03 08:00
25.03 20:00
long
70,927
70,883
horizon
-11
$47.06
233
25.03 20:00
26.03 08:00
short
70,883
70,087
horizon
+106
$47.56
234
26.03 08:00
26.03 20:00
long
70,087
68,534
horizon
-227
$46.48
235
26.03 20:00
27.03 08:00
short
68,534
68,540
horizon
-7
$46.45
236
27.03 08:00
27.03 20:00
long
68,540
66,041
horizon
-370
$44.73
237
27.03 20:00
28.03 08:00
long
66,041
66,561
horizon
+73
$45.06
238
28.03 08:00
28.03 20:00
long
66,561
66,917
horizon
+48
$45.27
239
28.03 20:00
29.03 08:00
short
66,917
66,671
horizon
+31
$45.41
240
29.03 08:00
29.03 20:00
long
66,671
66,349
horizon
-53
$45.17
241
29.03 20:00
30.03 08:00
long
66,349
67,624
horizon
+186
$46.01
242
30.03 08:00
30.03 20:00
long
67,624
66,550
horizon
-164
$45.26
243
30.03 20:00
31.03 08:00
long
66,550
67,368
horizon
+117
$45.79
244
31.03 08:00
31.03 20:00
long
67,368
67,839
horizon
+65
$46.08
245
31.03 20:00
01.04 08:00
long
67,839
68,692
horizon
+120
$46.64
246
01.04 08:00
01.04 20:00
short
68,692
68,177
horizon
+70
$46.96
247
01.04 20:00
02.04 08:00
long
68,177
66,931
horizon
-189
$46.08
248
02.04 08:00
02.04 20:00
short
66,931
66,976
horizon
-12
$46.02
249
02.04 20:00
03.04 08:00
long
66,976
67,042
horizon
+4
$46.04
250
03.04 08:00
03.04 20:00
long
67,042
66,886
horizon
-28
$45.91
251
03.04 20:00
04.04 08:00
short
66,886
67,015
horizon
-25
$45.79
252
04.04 08:00
04.04 20:00
short
67,015
67,288
horizon
-46
$45.58
253
04.04 20:00
05.04 08:00
short
67,288
66,821
horizon
+64
$45.87
254
05.04 08:00
05.04 20:00
long
66,821
67,361
horizon
+76
$46.22
255
05.04 20:00
06.04 08:00
long
67,361
69,116
horizon
+255
$47.40
256
06.04 08:00
06.04 20:00
short
69,116
69,740
horizon
-95
$46.95
257
06.04 20:00
07.04 08:00
long
69,740
68,625
horizon
-166
$46.17
258
07.04 08:00
07.04 20:00
short
68,625
69,011
horizon
-61
$45.88
259
07.04 20:00
08.04 08:00
short
69,011
71,628
horizon
-385
$44.12
260
08.04 08:00
08.04 20:00
short
71,628
71,318
horizon
+38
$44.29
261
08.04 20:00
09.04 08:00
short
71,318
70,982
horizon
+41
$44.47
262
09.04 08:00
09.04 20:00
short
70,982
72,096
horizon
-162
$43.75
263
09.04 20:00
10.04 08:00
short
72,096
71,482
horizon
+79
$44.09
264
10.04 08:00
10.04 20:00
short
71,482
73,236
horizon
-250
$42.99
265
10.04 20:00
11.04 08:00
short
73,236
72,745
horizon
+61
$43.25
266
11.04 08:00
11.04 20:00
short
72,745
73,687
horizon
-134
$42.67
267
11.04 20:00
12.04 08:00
short
73,687
71,665
horizon
+268
$43.82
268
12.04 08:00
12.04 20:00
short
71,665
71,084
horizon
+76
$44.15
269
12.04 20:00
13.04 08:00
short
71,084
70,814
horizon
+32
$44.29
270
13.04 08:00
13.04 20:00
short
70,814
73,322
horizon
-359
$42.70
271
13.04 20:00
14.04 08:00
short
73,322
74,546
horizon
-173
$41.96
272
14.04 08:00
14.04 20:00
short
74,546
74,223
horizon
+38
$42.12
273
14.04 20:00
15.04 08:00
short
74,223
73,730
horizon
+60
$42.38
274
15.04 08:00
15.04 20:00
short
73,730
75,003
horizon
-178
$41.62
275
15.04 20:00
16.04 08:00
short
75,003
74,707
horizon
+33
$41.76
276
16.04 08:00
16.04 20:00
short
74,707
75,343
horizon
-90
$41.39
277
16.04 20:00
17.04 08:00
short
75,343
75,075
horizon
+30
$41.51
278
17.04 08:00
17.04 20:00
short
75,075
77,394
horizon
-314
$40.21
279
17.04 20:00
18.04 08:00
short
77,394
76,998
horizon
+45
$40.39
280
18.04 08:00
18.04 20:00
short
76,998
75,650
horizon
+170
$41.07
281
18.04 20:00
19.04 08:00
long
75,650
75,252
horizon
-59
$40.83
282
19.04 08:00
19.04 20:00
short
75,252
74,965
horizon
+33
$40.97
283
19.04 20:00
20.04 08:00
short
74,965
74,837
horizon
+11
$41.02
284
20.04 08:00
20.04 20:00
long
74,837
76,297
horizon
+190
$41.79
285
20.04 20:00
21.04 08:00
long
76,297
76,084
horizon
-34
$41.65
286
21.04 08:00
21.04 20:00
short
76,084
75,023
horizon
+134
$42.21
287
21.04 20:00
22.04 08:00
short
75,023
78,013
horizon
-404
$40.51
288
22.04 08:00
22.04 20:00
short
78,013
78,847
horizon
-112
$40.05
289
22.04 20:00
23.04 08:00
short
78,847
78,049
horizon
+95
$40.43
290
23.04 08:00
23.04 20:00
short
78,049
77,727
horizon
+36
$40.58
291
23.04 20:00
24.04 08:00
short
77,727
77,645
horizon
+5
$40.60
292
24.04 08:00
24.04 20:00
short
77,645
77,629
horizon
-3
$40.59
293
24.04 20:00
25.04 08:00
short
77,629
77,501
horizon
+10
$40.63
294
25.04 08:00
25.04 20:00
long
77,501
77,330
horizon
-27
$40.52
295
25.04 20:00
26.04 08:00
short
77,330
78,103
horizon
-106
$40.09
296
26.04 08:00
26.04 20:00
short
78,103
78,221
horizon
-20
$40.01
297
26.04 20:00
27.04 08:00
short
78,221
77,607
horizon
+73
$40.30
298
27.04 08:00
27.04 20:00
long
77,607
76,878
horizon
-99
$39.90
299
27.04 20:00
28.04 08:00
long
76,878
76,879
horizon
-6
$39.88
300
28.04 08:00
28.04 20:00
short
76,879
76,331
horizon
+66
$40.14
301
28.04 20:00
29.04 08:00
short
76,331
77,054
horizon
-101
$39.74
302
29.04 08:00
29.04 20:00
long
77,054
75,564
horizon
-198
$38.95
303
29.04 20:00
30.04 08:00
long
75,564
76,162
horizon
+73
$39.23
304
30.04 08:00
30.04 20:00
short
76,162
76,413
horizon
-38
$39.09
305
30.04 20:00
01.05 08:00
long
76,413
77,131
horizon
+88
$39.43
306
01.05 08:00
01.05 20:00
short
77,131
78,360
horizon
-164
$38.78
307
01.05 20:00
02.05 08:00
short
78,360
78,220
horizon
+12
$38.83
308
02.05 08:00
02.05 20:00
short
78,220
78,486
horizon
-39
$38.68
309
02.05 20:00
03.05 08:00
short
78,486
78,363
horizon
+10
$38.71
310
03.05 08:00
03.05 20:00
short
78,363
78,760
horizon
-56
$38.50
311
03.05 20:00
04.05 08:00
short
78,760
79,697
horizon
-125
$38.02
312
04.05 08:00
04.05 20:00
short
79,697
80,053
horizon
-50
$37.83
313
04.05 20:00
05.05 08:00
short
80,053
80,856
horizon
-106
$37.43
314
05.05 08:00
05.05 20:00
short
80,856
81,606
horizon
-98
$37.06
315
05.05 20:00
06.05 08:00
short
81,606
81,360
horizon
+24
$37.15
316
06.05 08:00
06.05 20:00
short
81,360
81,465
horizon
-18
$37.08
317
06.05 20:00
07.05 08:00
short
81,465
81,519
horizon
-13
$37.04
318
07.05 08:00
07.05 20:00
short
81,519
80,147
horizon
+163
$37.64
319
07.05 20:00
08.05 08:00
short
80,147
79,682
horizon
+52
$37.84
320
08.05 08:00
08.05 20:00
short
79,682
80,180
horizon
-67
$37.58
321
08.05 20:00
09.05 08:00
short
80,180
80,229
horizon
-12
$37.54
322
09.05 08:00
09.05 20:00
short
80,229
80,939
horizon
-93
$37.18
323
09.05 20:00
10.05 08:00
short
80,939
80,736
horizon
+19
$37.26
324
10.05 08:00
10.05 20:00
short
80,736
81,438
horizon
-92
$36.91
325
10.05 20:00
11.05 08:00
short
81,438
80,740
horizon
+80
$37.21
326
11.05 08:00
11.05 20:00
long
80,740
81,962
horizon
+146
$37.75
327
11.05 20:00
12.05 08:00
short
81,962
80,865
horizon
+128
$38.23
328
12.05 08:00
12.05 20:00
long
80,865
80,835
horizon
-9
$38.20
329
12.05 20:00
13.05 08:00
long
80,835
81,027
horizon
+18
$38.27
330
13.05 08:00
13.05 20:00
short
81,027
79,642
horizon
+166
$38.90
331
13.05 20:00
14.05 08:00
long
79,642
79,746
horizon
+7
$38.93
332
14.05 08:00
14.05 20:00
short
79,746
81,420
horizon
-215
$38.09
333
14.05 20:00
15.05 08:00
long
81,420
80,815
horizon
-80
$37.79
334
15.05 08:00
15.05 20:00
long
80,815
79,146
horizon
-211
$36.99
335
15.05 20:00
16.05 08:00
long
79,146
78,370
horizon
-104
$36.60
336
16.05 08:00
16.05 20:00
short
78,370
78,260
horizon
+9
$36.64
337
16.05 20:00
17.05 08:00
long
78,260
78,180
horizon
-16
$36.58
338
17.05 08:00
17.05 20:00
long
78,180
78,415
horizon
+25
$36.67
339
17.05 20:00
18.05 08:00
long
78,415
77,074
horizon
-177
$36.02
340
18.05 08:00
18.05 20:00
long
77,074
76,928
horizon
-24
$35.93
341
18.05 20:00
19.05 08:00
short
76,928
77,234
horizon
-46
$35.77
342
19.05 08:00
19.05 20:00
long
77,234
76,819
horizon
-59
$35.56
343
19.05 20:00
20.05 08:00
long
76,819
77,283
horizon
+54
$35.75
344
20.05 08:00
20.05 20:00
long
77,283
77,667
horizon
+45
$35.91
345
20.05 20:00
21.05 08:00
short
77,667
77,889
horizon
-35
$35.79
346
21.05 08:00
21.05 20:00
long
77,889
77,691
horizon
-30
$35.68
347
21.05 20:00
22.05 08:00
short
77,691
77,408
horizon
+30
$35.79
348
22.05 08:00
22.05 20:00
long
77,408
75,860
horizon
-205
$35.05
349
22.05 20:00
23.05 08:00
long
75,860
74,609
horizon
-171
$34.46
350
23.05 08:00
23.05 20:00
long
74,609
75,983
horizon
+179
$35.07
351
23.05 20:00
24.05 08:00
long
75,983
76,800
horizon
+101
$35.43
352
24.05 08:00
24.05 20:00
short
76,800
76,773
horizon
-2
$35.42
353
24.05 20:00
25.05 08:00
long
76,773
77,401
horizon
+76
$35.69
354
25.05 08:00
25.05 20:00
long
77,401
77,442
horizon
+0
$35.69
355
25.05 20:00
26.05 08:00
long
77,442
76,731
horizon
-98
$35.34
356
26.05 08:00
26.05 20:00
long
76,731
76,052
horizon
-93
$35.01
357
26.05 20:00
27.05 08:00
long
76,052
75,977
horizon
-16
$34.96
358
27.05 08:00
27.05 20:00
long
75,977
75,066
horizon
-125
$34.52
359
27.05 20:00
28.05 08:00
long
75,066
73,498
horizon
-215
$33.78
360
28.05 08:00
28.05 20:00
long
73,498
73,419
horizon
-16
$33.73
361
28.05 20:00
29.05 08:00
long
73,419
73,529
horizon
+9
$33.76
362
29.05 08:00
29.05 20:00
long
73,529
73,520
horizon
-6
$33.74
363
29.05 20:00
30.05 08:00
long
73,520
73,549
horizon
-2
$33.73
364
30.05 08:00
30.05 20:00
long
73,549
74,017
horizon
+59
$33.93
365
30.05 20:00
31.05 08:00
short
74,017
73,871
horizon
+14
$33.97
366
31.05 08:00
31.05 20:00
long
73,871
73,563
horizon
-47
$33.81
367
31.05 20:00
01.06 08:00
long
73,563
72,818
horizon
-107
$33.45
368
01.06 08:00
01.06 20:00
long
72,818
71,595
horizon
-173
$32.87
369
01.06 20:00
02.06 08:00
long
71,595
70,118
horizon
-212
$32.17
370
02.06 08:00
02.06 20:00
long
70,118
67,315
horizon
-405
$30.87
371
02.06 20:00
03.06 08:00
long
67,315
67,220
horizon
-20
$30.81
372
03.06 08:00
03.06 20:00
long
67,220
65,462
horizon
-267
$29.99
373
03.06 20:00
04.06 08:00
long
65,462
63,603
horizon
-290
$29.12
374
04.06 08:00
04.06 20:00
long
63,603
63,629
horizon
-1
$29.12
375
04.06 20:00
05.06 08:00
long
63,629
63,116
horizon
-87
$28.86
376
05.06 08:00
05.06 20:00
long
63,116
60,300
horizon
-451
$27.56
377
05.06 20:00
06.06 08:00
long
60,300
61,005
horizon
+111
$27.87
378
06.06 08:00
06.06 20:00
long
61,005
60,600
horizon
-71
$27.67
379
06.06 20:00
07.06 08:00
long
60,600
62,405
horizon
+292
$28.48
380
07.06 08:00
07.06 20:00
long
62,405
61,328
horizon
-178
$27.97
381
07.06 20:00
08.06 08:00
long
61,328
63,284
horizon
+313
$28.85
382
08.06 08:00
08.06 20:00
long
63,284
63,372
horizon
+9
$28.87
383
08.06 20:00
09.06 08:00
short
63,372
63,198
horizon
+21
$28.93
Verlauf — was wir bisher getestet haben
Run
Label
Datum
Params
Trades
Netto
B&H
Verdict
R012 ←
kronos-btc
2026-06-09
k0.0/s0.0
383
-42.1%
-38.7%
loses-after-cost
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
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.