统计
纪律样本门槛
仅统计 24h 已成熟且 baseline 为新增风险的样本。当前 136 / 100。
已达到 promotion 最低样本门槛。
| 分类 | 计数 |
|---|---|
| gate: GO | 178 |
| gate: NO_ACTIONABLE_ORDERS | 5949 |
| gate: NO_GO | 14 |
| postmortem: FALSE_POSITIVE | 8 |
| postmortem: INCONCLUSIVE | 122 |
| postmortem: TRUE_POSITIVE | 6 |
分层统计
按模型
| 分组 | 笔数 | 胜率 | 盈亏比 | 均值 pnl% | 中位数 pnl% |
|---|---|---|---|---|---|
| Gemini | 33 | 42.4% | 0.32 | -0.4% | -0.4% |
| Qwen | 67 | 47.8% | 0.85 | 0.1% | -0.1% |
| DeepSeek | 38 | 52.6% | 0.60 | 0.0% | 0.1% |
| GLM | 34 | 58.8% | 0.22 | -0.1% | 0.3% |
| GPT-6 Luna | 115 | 52.2% | 0.70 | 0.1% | 0.1% |
按标的
| 分组 | 笔数 | 胜率 | 盈亏比 | 均值 pnl% | 中位数 pnl% |
|---|---|---|---|---|---|
| HYPEUSDT | 30 | 46.7% | 0.39 | 0.1% | -0.3% |
| BTCUSDT | 24 | 45.8% | 0.85 | -0.1% | -0.1% |
| ZECUSDT | 22 | 45.5% | 0.69 | 0.1% | -0.3% |
| SUIUSDT | 32 | 50.0% | 1.08 | -0.2% | -0.1% |
| XLMUSDT | 26 | 53.8% | 0.46 | -0.2% | 0.1% |
| LTCUSDT | 23 | 60.9% | 0.60 | 0.3% | 0.5% |
| ETHUSDT | 15 | 53.3% | 0.43 | -0.2% | 0.3% |
| LINKUSDT | 22 | 54.5% | 0.47 | 0.6% | 0.3% |
| TRXUSDT | 16 | 31.2% | 0.18 | -0.4% | -0.4% |
| DOGEUSDT | 19 | 42.1% | 0.84 | -0.3% | -0.6% |
| SOLUSDT | 14 | 50.0% | 0.84 | 0.0% | -0.0% |
| XRPUSDT | 27 | 66.7% | 0.44 | 0.1% | 0.3% |
| BNBUSDT | 17 | 52.9% | 0.42 | 0.3% | 0.2% |
按开仓评分桶
| 分组 | 笔数 | 胜率 | 盈亏比 | 均值 pnl% | 中位数 pnl% |
|---|---|---|---|---|---|
| 70-80 | 131 | 47.3% | 0.55 | -0.4% | -0.2% |
| 60-70 | 153 | 54.2% | 0.76 | 0.4% | 0.1% |
| <60 | 3 | 33.3% | 0.77 | -1.0% | -2.1% |
按多周期一致性
| 分组 | 笔数 | 胜率 | 盈亏比 | 均值 pnl% | 中位数 pnl% |
|---|---|---|---|---|---|
| 共振(全周期同向) | 74 | 55.4% | 0.37 | -0.4% | 0.1% |
| 分歧 | 213 | 49.3% | 0.75 | 0.2% | -0.1% |
各模型评分分布（校准检查）
方向偏见监控
各模型全部 verdicts 的 overall.direction 占比。某模型 long 占比长期接近 100% 视为架构级偏见信号。
校验标记(validation_flags)触发率
| 模型 | verdict 数 | flag 总数 | 触发 flag 的决策数 | flag 率(flag数/verdict数) |
|---|---|---|---|---|
| GPT-6 Luna | 6969 | 355 | 320 | 5.1% |
已了结交易明细（共 287 笔）
| 模型 | 标的 | 方向 | 入场价 | 出场价 | 数量 | 开仓时间 | 平仓时间 | 盈亏 | 盈亏% | 出场原因 |
|---|---|---|---|---|---|---|---|---|---|---|
| Gemini | XRPUSDT | long | 1.14 | 1.14 | 155.0618 | 2026-07-21T04:03:59Z | 2026-07-21T22:08:40Z | 0.13 | 0.1% | trailing_stop |
| DeepSeek | XRPUSDT | long | 1.13 | 1.14 | 529.7395 | 2026-07-20T16:03:56Z | 2026-07-21T22:08:40Z | 6.69 | 1.1% | trailing_stop |
| Qwen | BNBUSDT | long | 576.19 | 572.88 | 0.3121 | 2026-07-21T04:03:59Z | 2026-07-21T20:03:54Z | -1.03 | -0.6% | signal |
| Qwen | LTCUSDT | long | 47.69 | 47.11 | 12.5656 | 2026-07-20T12:04:09Z | 2026-07-21T20:03:54Z | -7.33 | -1.2% | signal |
| Gemini | LTCUSDT | long | 47.68 | 47.11 | 7.5129 | 2026-07-20T16:03:56Z | 2026-07-21T20:03:54Z | -4.33 | -1.2% | signal |
| DeepSeek | BNBUSDT | long | 577.53 | 572.88 | 0.3127 | 2026-07-21T08:09:26Z | 2026-07-21T20:03:54Z | -1.46 | -0.8% | signal |
| Qwen | HYPEUSDT | long | 62.02 | 61.93 | 2.0079 | 2026-07-20T12:04:09Z | 2026-07-21T14:41:44Z | -0.18 | -0.1% | stop_loss |
| GLM | LTCUSDT | long | 47.01 | 47.86 | 2.6693 | 2026-07-19T04:27:52Z | 2026-07-21T13:58:39Z | 2.27 | 1.8% | take_profit |
| Qwen | LTCUSDT | long | 47.38 | 47.86 | 4.4248 | 2026-07-20T12:04:09Z | 2026-07-21T13:58:39Z | 2.10 | 1.0% | take_profit |
| Gemini | LTCUSDT | long | 47.37 | 47.86 | 2.6513 | 2026-07-20T16:03:56Z | 2026-07-21T13:58:39Z | 1.30 | 1.0% | take_profit |
| DeepSeek | LTCUSDT | long | 47.27 | 47.86 | 4.4428 | 2026-07-19T04:27:52Z | 2026-07-21T13:58:39Z | 2.60 | 1.2% | take_profit |
| Qwen | XLMUSDT | long | 0.19 | 0.19 | 469.9185 | 2026-07-21T08:09:26Z | 2026-07-21T13:02:34Z | 0.85 | 0.9% | take_profit |
| Qwen | TRXUSDT | long | 0.33 | 0.33 | 274.7767 | 2026-07-21T12:04:24Z | 2026-07-21T12:55:33Z | 0.00 | 0.0% | take_profit |
| Qwen | DOGEUSDT | long | 0.07 | 0.07 | 1,228.8488 | 2026-07-21T08:09:26Z | 2026-07-21T08:14:52Z | 0.39 | 0.4% | take_profit |
| Gemini | SUIUSDT | long | 0.77 | 0.78 | 233.3583 | 2026-07-21T04:03:59Z | 2026-07-21T05:49:38Z | 1.27 | 0.7% | take_profit |
| Qwen | HYPEUSDT | long | 61.22 | 62.95 | 1.4650 | 2026-07-20T12:04:09Z | 2026-07-21T05:22:35Z | 2.54 | 2.8% | take_profit |
| Gemini | XRPUSDT | long | 1.13 | 1.13 | 159.5274 | 2026-07-21T04:03:59Z | 2026-07-21T05:04:34Z | 1.25 | 0.7% | take_profit |
| GLM | XRPUSDT | long | 1.11 | 1.12 | 56.6601 | 2026-07-20T16:03:56Z | 2026-07-21T03:03:10Z | 0.54 | 0.9% | take_profit |
| Gemini | ETHUSDT | long | 1,898.55 | 1,918.46 | 0.0946 | 2026-07-20T16:03:56Z | 2026-07-21T02:56:10Z | 1.88 | 1.0% | take_profit |
| Qwen | BNBUSDT | long | 574.08 | 571.22 | 0.1564 | 2026-07-20T16:03:56Z | 2026-07-21T00:03:53Z | -0.45 | -0.5% | signal |
| Qwen | DOGEUSDT | long | 0.07 | 0.07 | 2,450.7330 | 2026-07-20T16:03:56Z | 2026-07-20T19:37:20Z | -3.82 | -2.1% | stop_loss |
| GLM | BTCUSDT | long | 65,511.31 | 65,713.64 | 0.0027 | 2026-07-20T16:03:56Z | 2026-07-20T18:13:12Z | 0.56 | 0.3% | take_profit |
| Qwen | LINKUSDT | long | 8.49 | 8.63 | 21.0144 | 2026-07-20T12:04:09Z | 2026-07-20T18:13:12Z | 3.01 | 1.7% | take_profit |
| Qwen | BNBUSDT | long | 574.08 | 575.15 | 0.1564 | 2026-07-20T16:03:56Z | 2026-07-20T18:13:12Z | 0.17 | 0.2% | take_profit |
| Gemini | LINKUSDT | long | 8.49 | 8.63 | 34.9915 | 2026-07-20T04:03:52Z | 2026-07-20T18:13:12Z | 4.85 | 1.6% | take_profit |