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 |
|---|---|---|---|---|---|---|---|---|---|---|
| DeepSeek | BTCUSDT | long | 65,511.31 | 65,713.64 | 0.0046 | 2026-07-20T16:03:56Z | 2026-07-20T18:13:12Z | 0.93 | 0.3% | take_profit |
| GLM | SUIUSDT | long | 0.76 | 0.77 | 117.7090 | 2026-07-20T16:03:56Z | 2026-07-20T18:01:11Z | 0.54 | 0.6% | take_profit |
| DeepSeek | SUIUSDT | long | 0.76 | 0.77 | 235.2640 | 2026-07-20T16:03:56Z | 2026-07-20T17:58:11Z | 0.53 | 0.3% | take_profit |
| DeepSeek | ETHUSDT | long | 1,898.55 | 1,904.89 | 0.0947 | 2026-07-20T16:03:56Z | 2026-07-20T17:52:10Z | 0.60 | 0.3% | take_profit |
| GLM | LINKUSDT | long | 8.55 | 8.57 | 35.0928 | 2026-07-20T16:03:56Z | 2026-07-20T16:13:57Z | 0.98 | 0.3% | take_profit |
| Qwen | XRPUSDT | long | 1.11 | 1.11 | 80.8491 | 2026-07-20T16:03:56Z | 2026-07-20T16:13:57Z | 0.28 | 0.3% | take_profit |
| DeepSeek | XRPUSDT | long | 1.11 | 1.11 | 80.9621 | 2026-07-20T16:03:56Z | 2026-07-20T16:13:57Z | 0.28 | 0.3% | take_profit |
| Qwen | DOGEUSDT | short | 0.07 | 0.07 | 4,164.5916 | 2026-07-20T08:06:24Z | 2026-07-20T16:03:56Z | -5.97 | -2.0% | signal |
| GLM | ETHUSDT | long | 1,889.24 | 1,900.50 | 0.0952 | 2026-07-20T12:04:09Z | 2026-07-20T15:46:54Z | 1.07 | 0.6% | take_profit |
| Qwen | SOLUSDT | long | 76.66 | 77.56 | 1.1739 | 2026-07-20T04:03:52Z | 2026-07-20T15:46:54Z | 1.06 | 1.2% | take_profit |
| Qwen | ETHUSDT | long | 1,889.24 | 1,900.50 | 0.1582 | 2026-07-20T12:04:09Z | 2026-07-20T15:46:54Z | 1.78 | 0.6% | take_profit |
| DeepSeek | LINKUSDT | long | 8.49 | 8.53 | 21.1970 | 2026-07-20T12:04:09Z | 2026-07-20T15:46:54Z | 0.97 | 0.5% | take_profit |
| Qwen | BTCUSDT | long | 64,958.48 | 65,164.31 | 0.0014 | 2026-07-20T12:04:09Z | 2026-07-20T15:43:54Z | 0.28 | 0.3% | take_profit |
| Gemini | BTCUSDT | long | 64,958.48 | 65,164.31 | 0.0028 | 2026-07-20T12:04:09Z | 2026-07-20T15:43:54Z | 0.57 | 0.3% | take_profit |
| DeepSeek | BTCUSDT | long | 64,958.48 | 64,166.64 | 0.0055 | 2026-07-20T12:04:09Z | 2026-07-20T14:18:46Z | -4.39 | -1.2% | stop_loss |
| Gemini | ETHUSDT | long | 1,889.24 | 1,857.32 | 0.1900 | 2026-07-20T12:04:09Z | 2026-07-20T13:57:44Z | -6.06 | -1.7% | stop_loss |
| Qwen | DOGEUSDT | short | 0.07 | 0.07 | 4,164.5916 | 2026-07-20T08:06:24Z | 2026-07-20T13:53:43Z | -1.76 | -0.6% | take_profit |
| Qwen | SUIUSDT | long | 0.75 | 0.76 | 119.1194 | 2026-07-20T12:04:09Z | 2026-07-20T13:38:42Z | 0.70 | 0.8% | take_profit |
| Qwen | ZECUSDT | short | 536.40 | 537.39 | 0.3355 | 2026-07-20T04:03:53Z | 2026-07-20T12:04:09Z | -0.33 | -0.2% | signal |
| Qwen | SUIUSDT | long | 0.75 | 0.75 | 119.9613 | 2026-07-19T16:14:08Z | 2026-07-20T08:06:25Z | -0.40 | -0.4% | signal |
| Qwen | TRXUSDT | long | 0.33 | 0.33 | 549.9045 | 2026-07-19T12:52:20Z | 2026-07-20T08:06:25Z | -0.86 | -0.5% | signal |
| GLM | BTCUSDT | long | 64,648.89 | 64,254.15 | 0.0019 | 2026-07-19T04:27:52Z | 2026-07-20T08:06:24Z | -0.77 | -0.6% | signal |
| Qwen | BTCUSDT | long | 64,814.00 | 63,759.54 | 0.0039 | 2026-07-20T04:03:52Z | 2026-07-20T06:44:09Z | -4.10 | -1.6% | stop_loss |
| GLM | LINKUSDT | long | 8.46 | 8.33 | 42.5830 | 2026-07-20T04:03:52Z | 2026-07-20T05:32:02Z | -5.40 | -1.5% | stop_loss |
| Qwen | LINKUSDT | long | 8.46 | 8.33 | 70.9517 | 2026-07-20T04:03:52Z | 2026-07-20T05:32:02Z | -9.00 | -1.5% | stop_loss |