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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Qwen | SUIUSDT | short | 0.74 | 0.72 | 409.8179 | 2026-07-23T16:05:57Z | 2026-07-26T03:37:02Z | 9.33 | 3.1% | trailing_stop |
| DeepSeek | SUIUSDT | short | 0.74 | 0.72 | 240.4767 | 2026-07-24T00:03:57Z | 2026-07-26T03:37:02Z | 6.79 | 3.8% | trailing_stop |
| Qwen | SOLUSDT | short | 76.02 | 74.60 | 2.3679 | 2026-07-23T16:05:57Z | 2026-07-26T00:08:40Z | 3.36 | 1.9% | trailing_stop |
| DeepSeek | SOLUSDT | short | 75.78 | 74.60 | 7.8820 | 2026-07-23T20:04:00Z | 2026-07-26T00:08:40Z | 9.35 | 1.6% | trailing_stop |
| GLM | XRPUSDT | short | 1.11 | 1.10 | 81.1214 | 2026-07-23T20:04:00Z | 2026-07-25T16:44:53Z | 0.30 | 0.3% | trailing_stop |
| Qwen | XRPUSDT | short | 1.11 | 1.10 | 80.6424 | 2026-07-23T16:05:57Z | 2026-07-25T16:44:53Z | 0.76 | 0.9% | trailing_stop |
| GLM | DOGEUSDT | short | 0.07 | 0.07 | 5,022.3690 | 2026-07-23T16:05:57Z | 2026-07-25T15:43:43Z | -10.16 | -2.9% | stop_loss |
| Qwen | DOGEUSDT | short | 0.07 | 0.07 | 3,018.3471 | 2026-07-23T16:05:57Z | 2026-07-25T15:43:43Z | -5.89 | -2.8% | stop_loss |
| Gemini | DOGEUSDT | short | 0.07 | 0.07 | 4,285.3006 | 2026-07-23T16:05:57Z | 2026-07-25T15:43:43Z | -7.53 | -2.5% | stop_loss |
| DeepSeek | DOGEUSDT | short | 0.07 | 0.07 | 2,983.8911 | 2026-07-23T16:05:57Z | 2026-07-25T15:43:43Z | -5.82 | -2.8% | stop_loss |
| Qwen | TRXUSDT | long | 0.33 | 0.33 | 899.6534 | 2026-07-24T08:03:54Z | 2026-07-25T03:10:53Z | -2.02 | -0.7% | stop_loss |
| GLM | ZECUSDT | short | 500.67 | 495.14 | 0.1791 | 2026-07-23T20:04:00Z | 2026-07-24T14:18:44Z | 0.99 | 1.1% | take_profit |
| DeepSeek | ZECUSDT | short | 500.67 | 495.14 | 0.1790 | 2026-07-23T20:04:00Z | 2026-07-24T14:18:44Z | 0.99 | 1.1% | take_profit |
| GLM | DOGEUSDT | short | 0.07 | 0.07 | 5,022.3690 | 2026-07-23T16:05:57Z | 2026-07-24T13:07:36Z | 5.15 | 1.5% | take_profit |
| GLM | XLMUSDT | short | 0.18 | 0.18 | 690.0431 | 2026-07-24T00:03:57Z | 2026-07-24T13:07:36Z | 1.41 | 1.1% | take_profit |
| Qwen | DOGEUSDT | short | 0.07 | 0.07 | 3,018.3471 | 2026-07-23T16:05:57Z | 2026-07-24T13:07:36Z | 3.31 | 1.6% | take_profit |
| Gemini | DOGEUSDT | short | 0.07 | 0.07 | 4,285.3006 | 2026-07-23T16:05:57Z | 2026-07-24T13:07:36Z | 5.52 | 1.9% | take_profit |
| DeepSeek | DOGEUSDT | short | 0.07 | 0.07 | 2,983.8911 | 2026-07-23T16:05:57Z | 2026-07-24T13:07:36Z | 3.27 | 1.6% | take_profit |
| GLM | XRPUSDT | short | 1.11 | 1.10 | 81.1214 | 2026-07-23T20:04:00Z | 2026-07-24T12:56:35Z | 0.41 | 0.5% | take_profit |
| Qwen | XRPUSDT | short | 1.11 | 1.10 | 80.6424 | 2026-07-23T16:05:57Z | 2026-07-24T12:56:35Z | 0.88 | 1.0% | take_profit |
| Qwen | TRXUSDT | long | 0.33 | 0.33 | 899.6534 | 2026-07-24T08:03:54Z | 2026-07-24T08:03:59Z | -0.42 | -0.1% | take_profit |
| Qwen | XLMUSDT | short | 0.18 | 0.18 | 3,290.6895 | 2026-07-23T04:04:04Z | 2026-07-24T08:03:54Z | -4.70 | -0.8% | signal |
| Gemini | XLMUSDT | short | 0.18 | 0.18 | 1,964.5644 | 2026-07-23T04:04:04Z | 2026-07-24T08:03:54Z | -2.67 | -0.7% | signal |
| Qwen | BTCUSDT | short | 64,882.85 | 65,427.72 | 0.0028 | 2026-07-23T16:05:57Z | 2026-07-24T04:04:19Z | -1.51 | -0.8% | signal |
| DeepSeek | SOLUSDT | short | 75.82 | 75.32 | 2.3668 | 2026-07-23T20:04:00Z | 2026-07-24T02:48:53Z | 1.20 | 0.7% | take_profit |