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 | LTCUSDT | long | 50.19 | 51.53 | 2.5182 | 2026-08-21T12:12:45Z | 2026-08-21T15:06:06Z | 3.37 | 2.7% | take_profit |
| GPT-6 Luna | BTCUSDT | long | 72,157.51 | 76,477.05 | 0.0050 | 2026-08-20T12:13:09Z | 2026-08-21T11:35:03Z | 21.41 | 6.0% | trailing_stop |
| GPT-6 Luna | ZECUSDT | long | 637.69 | 649.12 | 0.2832 | 2026-08-21T08:11:51Z | 2026-08-21T09:36:49Z | 3.23 | 1.8% | take_profit |
| GPT-6 Luna | LINKUSDT | long | 10.67 | 11.34 | 11.7777 | 2026-08-20T20:12:18Z | 2026-08-21T09:22:48Z | 7.92 | 6.3% | trailing_stop |
| GPT-6 Luna | BNBUSDT | long | 651.18 | 669.59 | 0.1930 | 2026-08-20T20:12:18Z | 2026-08-21T09:07:46Z | 3.55 | 2.8% | trailing_stop |
| GPT-6 Luna | LTCUSDT | long | 47.96 | 50.12 | 3.7394 | 2026-08-20T16:14:00Z | 2026-08-21T09:06:46Z | 8.10 | 4.5% | trailing_stop |
| GPT-6 Luna | DOGEUSDT | long | 0.08 | 0.08 | 2,232.4220 | 2026-08-21T00:11:57Z | 2026-08-21T06:20:53Z | 6.92 | 3.9% | take_profit |
| GPT-6 Luna | LINKUSDT | long | 10.67 | 10.96 | 11.7777 | 2026-08-20T20:12:18Z | 2026-08-21T02:28:56Z | 3.42 | 2.7% | take_profit |
| GPT-6 Luna | BNBUSDT | long | 651.18 | 654.93 | 0.1930 | 2026-08-20T20:12:18Z | 2026-08-20T21:15:48Z | 0.73 | 0.6% | take_profit |
| GPT-6 Luna | XRPUSDT | long | 1.27 | 1.30 | 141.6420 | 2026-08-20T16:14:00Z | 2026-08-20T18:02:56Z | 4.17 | 2.3% | trailing_stop |
| GPT-6 Luna | XRPUSDT | long | 1.27 | 1.30 | 141.6420 | 2026-08-20T16:14:00Z | 2026-08-20T16:52:48Z | 5.02 | 2.8% | take_profit |
| GPT-6 Luna | LTCUSDT | long | 47.96 | 48.18 | 3.7394 | 2026-08-20T16:14:00Z | 2026-08-20T16:42:47Z | 0.82 | 0.5% | take_profit |
| GPT-6 Luna | BTCUSDT | long | 71,951.96 | 72,472.45 | 0.0025 | 2026-08-20T12:13:09Z | 2026-08-20T15:31:03Z | 1.30 | 0.7% | take_profit |
| GPT-6 Luna | BNBUSDT | long | 628.69 | 638.77 | 0.2850 | 2026-08-20T00:14:04Z | 2026-08-20T13:37:50Z | 2.87 | 1.6% | trailing_stop |
| GPT-6 Luna | BNBUSDT | long | 628.69 | 638.54 | 0.2850 | 2026-08-20T00:14:04Z | 2026-08-20T08:13:37Z | 2.81 | 1.6% | take_profit |
| GPT-6 Luna | LINKUSDT | long | 9.92 | 10.58 | 18.0085 | 2026-08-19T16:15:15Z | 2026-08-19T22:53:57Z | 11.78 | 6.6% | trailing_stop |
| GPT-6 Luna | LINKUSDT | long | 9.92 | 10.18 | 18.0085 | 2026-08-19T16:15:15Z | 2026-08-19T20:21:40Z | 4.67 | 2.6% | take_profit |
| GPT-6 Luna | HYPEUSDT | long | 61.92 | 69.36 | 1.4431 | 2026-08-19T16:15:15Z | 2026-08-19T19:24:00Z | 10.74 | 12.0% | trailing_stop |
| GPT-6 Luna | HYPEUSDT | long | 61.92 | 62.06 | 1.4431 | 2026-08-19T16:15:15Z | 2026-08-19T16:20:40Z | 0.19 | 0.2% | take_profit |
| GPT-6 Luna | SUIUSDT | short | 0.65 | 0.68 | 926.1048 | 2026-08-18T08:11:15Z | 2026-08-19T15:05:58Z | -28.86 | -4.8% | stop_loss |
| GPT-6 Luna | XLMUSDT | short | 0.15 | 0.16 | 2,339.3222 | 2026-08-18T08:11:15Z | 2026-08-19T05:00:55Z | -7.62 | -2.1% | stop_loss |
| GPT-6 Luna | HYPEUSDT | long | 59.60 | 58.37 | 3.0111 | 2026-08-18T08:11:15Z | 2026-08-19T04:11:25Z | -3.71 | -2.1% | signal |
| GPT-6 Luna | XLMUSDT | short | 0.15 | 0.15 | 1,168.2193 | 2026-08-18T08:11:15Z | 2026-08-18T09:05:59Z | 0.17 | 0.1% | take_profit |
| GPT-6 Luna | BTCUSDT | short | 62,791.56 | 63,478.54 | 0.0014 | 2026-08-14T12:11:49Z | 2026-08-17T04:11:27Z | -0.98 | -1.1% | signal |
| GPT-6 Luna | LTCUSDT | short | 43.61 | 44.38 | 4.1168 | 2026-08-14T20:11:10Z | 2026-08-16T12:10:47Z | -3.18 | -1.8% | signal |