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 |
|---|---|---|---|---|---|---|---|---|---|---|
| GPT-6 Luna | BTCUSDT | short | 62,791.56 | 62,649.26 | 0.0014 | 2026-08-14T12:11:49Z | 2026-08-14T13:06:49Z | 0.20 | 0.2% | take_profit |
| GPT-6 Luna | ZECUSDT | short | 473.16 | 494.41 | 0.3771 | 2026-08-11T16:16:24Z | 2026-08-12T12:28:40Z | -8.01 | -4.5% | stop_loss |
| GPT-6 Luna | XRPUSDT | short | 1.01 | 1.01 | 177.1309 | 2026-08-11T04:10:15Z | 2026-08-11T16:54:45Z | 0.75 | 0.4% | trailing_stop |
| GPT-6 Luna | ZECUSDT | short | 470.01 | 469.55 | 0.1912 | 2026-08-11T16:16:24Z | 2026-08-11T16:16:41Z | 0.09 | 0.1% | take_profit |
| GPT-6 Luna | XRPUSDT | short | 1.01 | 1.00 | 177.1309 | 2026-08-11T04:10:15Z | 2026-08-11T06:36:56Z | 1.71 | 1.0% | take_profit |
| GPT-6 Luna | XRPUSDT | short | 1.03 | 1.04 | 353.5508 | 2026-08-06T20:12:23Z | 2026-08-09T16:12:07Z | -5.92 | -1.6% | signal |
| GPT-6 Luna | XLMUSDT | short | 0.16 | 0.16 | 2,239.3551 | 2026-08-06T20:12:23Z | 2026-08-08T12:10:59Z | -6.64 | -1.8% | signal |
| GPT-6 Luna | XRPUSDT | short | 1.04 | 1.03 | 173.7117 | 2026-08-06T20:12:23Z | 2026-08-06T23:22:58Z | 0.62 | 0.3% | take_profit |
| GPT-6 Luna | XLMUSDT | short | 0.16 | 0.16 | 2,238.7671 | 2026-08-05T04:12:39Z | 2026-08-06T17:10:52Z | 0.22 | 0.1% | trailing_stop |
| GPT-6 Luna | BNBUSDT | long | 599.40 | 593.70 | 0.4201 | 2026-08-05T04:12:39Z | 2026-08-06T12:13:05Z | -2.40 | -1.0% | signal |
| GPT-6 Luna | XLMUSDT | short | 0.17 | 0.17 | 1,078.7970 | 2026-08-05T04:12:39Z | 2026-08-05T23:01:02Z | 1.51 | 0.8% | take_profit |
| GPT-6 Luna | LTCUSDT | short | 44.20 | 44.61 | 5.6988 | 2026-08-02T00:12:29Z | 2026-08-04T20:12:55Z | -2.37 | -0.9% | signal |
| GPT-6 Luna | BNBUSDT | long | 592.81 | 582.58 | 0.3037 | 2026-07-30T16:12:30Z | 2026-08-01T10:16:50Z | -3.11 | -1.7% | stop_loss |
| GPT-6 Luna | HYPEUSDT | short | 54.05 | 55.47 | 3.3301 | 2026-07-30T04:10:38Z | 2026-07-30T20:13:10Z | -4.74 | -2.6% | signal |
| GPT-6 Luna | HYPEUSDT | short | 54.05 | 53.08 | 3.3301 | 2026-07-30T04:10:38Z | 2026-07-30T11:37:25Z | 3.24 | 1.8% | take_profit |
| DeepSeek | TRXUSDT | long | 0.33 | 0.33 | 538.8369 | 2026-07-24T08:03:54Z | 2026-07-27T18:15:53Z | -2.20 | -1.2% | stop_loss |
| GLM | HYPEUSDT | short | 57.73 | 59.91 | 17.3395 | 2026-07-22T20:03:55Z | 2026-07-27T08:03:39Z | -37.87 | -3.8% | trailing_stop |
| Gemini | HYPEUSDT | short | 57.67 | 59.91 | 10.3794 | 2026-07-23T20:04:00Z | 2026-07-27T08:03:39Z | -23.27 | -3.9% | trailing_stop |
| GLM | XLMUSDT | short | 0.18 | 0.18 | 690.0431 | 2026-07-24T00:03:57Z | 2026-07-26T15:39:00Z | 1.36 | 1.1% | trailing_stop |
| DeepSeek | XLMUSDT | short | 0.18 | 0.18 | 1,972.2457 | 2026-07-23T04:04:04Z | 2026-07-26T15:39:00Z | 7.01 | 1.9% | trailing_stop |
| Qwen | HYPEUSDT | short | 57.94 | 58.62 | 7.1902 | 2026-07-22T20:03:55Z | 2026-07-26T12:03:37Z | -4.89 | -1.2% | trailing_stop |
| DeepSeek | HYPEUSDT | short | 57.96 | 58.55 | 17.3458 | 2026-07-22T20:03:55Z | 2026-07-26T08:03:37Z | -10.25 | -1.0% | trailing_stop |
| GLM | ZECUSDT | short | 500.67 | 488.08 | 0.1791 | 2026-07-23T20:04:00Z | 2026-07-26T04:04:36Z | 2.26 | 2.5% | trailing_stop |
| Qwen | ZECUSDT | short | 504.99 | 488.08 | 0.3586 | 2026-07-23T16:05:57Z | 2026-07-26T04:04:36Z | 6.06 | 3.3% | trailing_stop |
| DeepSeek | ZECUSDT | short | 500.67 | 488.08 | 0.1790 | 2026-07-23T20:04:00Z | 2026-07-26T04:04:36Z | 2.25 | 2.5% | trailing_stop |