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 | DOGEUSDT | long | 0.09 | 0.08 | 5,535.4702 | 2026-09-19T20:18:57Z | 2026-09-20T08:41:23Z | -23.64 | -4.8% | signal |
| GPT-6 Luna | ZECUSDT | long | 1,519.38 | 1,455.42 | 0.3261 | 2026-09-17T20:28:27Z | 2026-09-20T04:34:15Z | -20.86 | -4.2% | signal |
| GPT-6 Luna | BNBUSDT | long | 766.78 | 747.45 | 1.2085 | 2026-09-19T16:32:49Z | 2026-09-20T02:59:40Z | -23.37 | -2.5% | stop_loss |
| GPT-6 Luna | SUIUSDT | long | 0.85 | 0.85 | 612.9545 | 2026-09-19T08:16:24Z | 2026-09-19T22:04:17Z | 1.74 | 0.3% | trailing_stop |
| GPT-6 Luna | HYPEUSDT | long | 89.94 | 91.16 | 3.5198 | 2026-09-18T12:19:03Z | 2026-09-19T21:15:10Z | 4.29 | 1.4% | trailing_stop |
| GPT-6 Luna | SOLUSDT | long | 107.02 | 110.95 | 3.8293 | 2026-09-18T04:22:13Z | 2026-09-19T18:12:14Z | 15.06 | 3.7% | trailing_stop |
| GPT-6 Luna | XLMUSDT | long | 0.20 | 0.20 | 1,534.5068 | 2026-09-19T04:27:59Z | 2026-09-19T16:03:49Z | 1.35 | 0.4% | trailing_stop |
| GPT-6 Luna | LTCUSDT | long | 56.69 | 57.56 | 16.0128 | 2026-09-18T04:22:13Z | 2026-09-19T05:48:04Z | 13.99 | 1.5% | trailing_stop |
| GPT-6 Luna | BNBUSDT | long | 751.23 | 761.50 | 0.4126 | 2026-09-05T12:12:36Z | 2026-09-06T02:25:16Z | 4.24 | 1.4% | trailing_stop |
| GPT-6 Luna | LTCUSDT | long | 52.32 | 53.11 | 4.5899 | 2026-09-05T04:11:57Z | 2026-09-05T08:27:08Z | 3.64 | 1.5% | trailing_stop |
| GPT-6 Luna | TRXUSDT | short | 0.32 | 0.33 | 562.8261 | 2026-09-01T20:10:34Z | 2026-09-03T09:25:04Z | -2.09 | -1.1% | stop_loss |
| GPT-6 Luna | SUIUSDT | short | 0.71 | 0.73 | 512.7549 | 2026-08-31T00:12:59Z | 2026-09-01T04:11:37Z | -11.96 | -3.3% | signal |
| GPT-6 Luna | XLMUSDT | short | 0.17 | 0.18 | 2,092.3845 | 2026-08-31T00:12:59Z | 2026-08-31T17:22:47Z | -9.97 | -2.7% | stop_loss |
| GPT-6 Luna | SUIUSDT | short | 0.73 | 0.77 | 248.2627 | 2026-08-26T16:12:07Z | 2026-08-27T00:14:29Z | -8.00 | -4.4% | signal |
| GPT-6 Luna | TRXUSDT | long | 0.35 | 0.34 | 528.3138 | 2026-08-22T04:13:48Z | 2026-08-22T05:11:50Z | -2.58 | -1.4% | trailing_stop |
| GPT-6 Luna | ZECUSDT | long | 637.69 | 745.87 | 0.2832 | 2026-08-21T08:11:51Z | 2026-08-22T05:10:49Z | 30.63 | 17.0% | trailing_stop |
| GPT-6 Luna | BNBUSDT | long | 672.96 | 702.13 | 0.1883 | 2026-08-21T20:11:48Z | 2026-08-22T05:10:49Z | 5.49 | 4.3% | trailing_stop |
| GPT-6 Luna | LTCUSDT | long | 52.13 | 53.32 | 6.8440 | 2026-08-21T12:12:45Z | 2026-08-22T05:09:49Z | 8.11 | 2.3% | trailing_stop |
| GPT-6 Luna | XLMUSDT | long | 0.19 | 0.21 | 962.8201 | 2026-08-21T12:12:45Z | 2026-08-22T05:09:49Z | 20.47 | 11.3% | trailing_stop |
| GPT-6 Luna | SUIUSDT | long | 0.81 | 0.87 | 222.2647 | 2026-08-21T16:12:32Z | 2026-08-22T05:09:49Z | 11.44 | 6.3% | trailing_stop |
| GPT-6 Luna | TRXUSDT | long | 0.35 | 0.35 | 528.3138 | 2026-08-22T04:13:48Z | 2026-08-22T04:32:46Z | 0.42 | 0.2% | take_profit |
| GPT-6 Luna | DOGEUSDT | long | 0.08 | 0.09 | 2,232.4220 | 2026-08-21T00:11:57Z | 2026-08-22T00:07:37Z | 22.46 | 12.5% | trailing_stop |
| GPT-6 Luna | BNBUSDT | long | 672.96 | 687.58 | 0.1883 | 2026-08-21T20:11:48Z | 2026-08-21T22:03:50Z | 2.75 | 2.2% | take_profit |
| GPT-6 Luna | SUIUSDT | long | 0.81 | 0.82 | 222.2647 | 2026-08-21T16:12:32Z | 2026-08-21T21:20:46Z | 2.33 | 1.3% | take_profit |
| GPT-6 Luna | XLMUSDT | long | 0.19 | 0.19 | 962.8201 | 2026-08-21T12:12:45Z | 2026-08-21T18:15:57Z | 7.19 | 4.0% | take_profit |