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 | 5936 |
| 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 | 6956 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| GPT-6 Luna | BTCUSDT | long | 85,985.62 | 83,647.00 | 0.0118 | 2026-09-22T08:36:14Z | 2026-09-23T16:26:32Z | -27.65 | -2.7% | signal |
| GPT-6 Luna | ETHUSDT | long | 2,730.99 | 2,641.20 | 0.1542 | 2026-09-22T08:36:14Z | 2026-09-23T16:26:32Z | -13.84 | -3.3% | signal |
| GPT-6 Luna | HYPEUSDT | long | 95.47 | 92.17 | 5.5927 | 2026-09-22T12:30:45Z | 2026-09-23T16:26:32Z | -18.45 | -3.5% | signal |
| GPT-6 Luna | LTCUSDT | long | 62.67 | 59.05 | 9.7172 | 2026-09-21T20:40:00Z | 2026-09-23T16:26:32Z | -35.14 | -5.8% | signal |
| GPT-6 Luna | SUIUSDT | long | 1.01 | 0.94 | 417.9396 | 2026-09-22T08:36:14Z | 2026-09-23T16:01:37Z | -30.72 | -7.3% | stop_loss |
| GPT-6 Luna | BNBUSDT | long | 789.67 | 759.74 | 0.5388 | 2026-09-22T04:28:05Z | 2026-09-23T14:31:25Z | -16.13 | -3.8% | stop_loss |
| GPT-6 Luna | XLMUSDT | long | 0.22 | 0.20 | 2,564.4178 | 2026-09-22T00:36:06Z | 2026-09-23T14:13:22Z | -34.19 | -6.2% | stop_loss |
| GPT-6 Luna | DOGEUSDT | long | 0.10 | 0.09 | 4,265.5527 | 2026-09-23T04:26:47Z | 2026-09-23T14:13:22Z | -39.13 | -8.9% | stop_loss |
| GPT-6 Luna | LINKUSDT | long | 13.14 | 12.74 | 42.4895 | 2026-09-23T04:26:47Z | 2026-09-23T12:20:16Z | -16.99 | -3.0% | signal |
| GPT-6 Luna | XRPUSDT | long | 1.60 | 1.59 | 614.7813 | 2026-09-22T20:12:34Z | 2026-09-23T08:52:15Z | -9.94 | -1.0% | stop_loss |
| GPT-6 Luna | LINKUSDT | long | 12.91 | 12.78 | 32.0719 | 2026-09-20T20:30:16Z | 2026-09-22T14:35:54Z | -4.34 | -1.0% | stop_loss |
| GPT-6 Luna | XRPUSDT | long | 1.54 | 1.54 | 387.8348 | 2026-09-22T12:30:45Z | 2026-09-22T14:32:53Z | -0.37 | -0.1% | trailing_stop |
| GPT-6 Luna | TRXUSDT | long | 0.35 | 0.35 | 997.5307 | 2026-09-21T20:40:00Z | 2026-09-22T11:44:35Z | -0.94 | -0.3% | stop_loss |
| GPT-6 Luna | SUIUSDT | long | 0.90 | 1.01 | 1,079.8326 | 2026-09-21T00:32:20Z | 2026-09-22T05:25:24Z | 111.02 | 11.4% | trailing_stop |
| GPT-6 Luna | DOGEUSDT | long | 0.10 | 0.10 | 9,962.4921 | 2026-09-20T20:30:16Z | 2026-09-22T04:48:09Z | 18.72 | 1.9% | trailing_stop |
| GPT-6 Luna | HYPEUSDT | long | 93.93 | 92.72 | 4.0401 | 2026-09-22T00:36:06Z | 2026-09-22T04:28:05Z | -4.89 | -1.3% | signal |
| GPT-6 Luna | SOLUSDT | long | 116.12 | 116.29 | 7.2598 | 2026-09-21T04:39:28Z | 2026-09-22T03:01:59Z | 1.21 | 0.1% | trailing_stop |
| GPT-6 Luna | ETHUSDT | long | 2,722.41 | 2,738.45 | 0.1832 | 2026-09-21T12:34:15Z | 2026-09-22T02:12:21Z | 2.94 | 0.6% | trailing_stop |
| GPT-6 Luna | BNBUSDT | long | 791.53 | 787.20 | 1.2781 | 2026-09-20T20:30:16Z | 2026-09-22T01:44:12Z | -5.53 | -0.5% | stop_loss |
| GPT-6 Luna | BTCUSDT | long | 85,018.48 | 85,824.00 | 0.0120 | 2026-09-20T20:30:16Z | 2026-09-22T00:59:03Z | 9.65 | 0.9% | trailing_stop |
| GPT-6 Luna | XRPUSDT | long | 1.46 | 1.53 | 331.6658 | 2026-09-21T04:39:28Z | 2026-09-22T00:56:02Z | 21.65 | 4.5% | trailing_stop |
| GPT-6 Luna | LTCUSDT | long | 59.01 | 61.51 | 8.7227 | 2026-09-20T20:30:16Z | 2026-09-21T17:51:22Z | 21.86 | 4.2% | trailing_stop |
| GPT-6 Luna | HYPEUSDT | long | 93.77 | 93.18 | 3.1172 | 2026-09-21T00:32:20Z | 2026-09-21T16:36:19Z | -1.86 | -0.6% | signal |
| GPT-6 Luna | ZECUSDT | long | 1,560.67 | 1,493.40 | 0.1301 | 2026-09-21T12:34:15Z | 2026-09-21T16:36:19Z | -8.75 | -4.3% | signal |
| GPT-6 Luna | ETHUSDT | long | 2,634.61 | 2,645.70 | 0.0771 | 2026-09-20T20:30:16Z | 2026-09-21T07:43:14Z | 0.86 | 0.4% | trailing_stop |