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 | 0.75 | 0.74 | 119.9555 | 2026-07-23T16:05:57Z | 2026-07-24T00:33:39Z | 1.01 | 1.1% | take_profit |
| DeepSeek | SUIUSDT | short | 0.74 | 0.74 | 120.7671 | 2026-07-24T00:03:57Z | 2026-07-24T00:33:39Z | 0.53 | 0.6% | take_profit |
| GLM | HYPEUSDT | short | 58.87 | 57.38 | 3.0854 | 2026-07-22T20:03:55Z | 2026-07-23T22:04:49Z | 4.58 | 2.5% | take_profit |
| Qwen | HYPEUSDT | short | 59.03 | 57.38 | 5.0968 | 2026-07-22T20:03:55Z | 2026-07-23T22:04:49Z | 8.43 | 2.8% | take_profit |
| Gemini | HYPEUSDT | short | 58.12 | 57.38 | 3.0777 | 2026-07-23T20:04:00Z | 2026-07-23T22:04:49Z | 2.27 | 1.3% | take_profit |
| DeepSeek | HYPEUSDT | short | 58.45 | 57.38 | 8.5665 | 2026-07-22T20:03:55Z | 2026-07-23T22:04:49Z | 9.12 | 1.8% | take_profit |
| Qwen | ZECUSDT | short | 513.33 | 505.67 | 0.1222 | 2026-07-23T16:05:57Z | 2026-07-23T17:58:10Z | 0.94 | 1.5% | take_profit |
| Qwen | SOLUSDT | short | 76.22 | 75.66 | 1.1759 | 2026-07-23T16:05:57Z | 2026-07-23T17:56:10Z | 0.65 | 0.7% | take_profit |
| GLM | XRPUSDT | long | 1.15 | 1.11 | 220.2863 | 2026-07-22T00:03:57Z | 2026-07-23T14:54:51Z | -8.30 | -3.3% | stop_loss |
| Gemini | XLMUSDT | short | 0.18 | 0.18 | 973.8690 | 2026-07-23T04:04:04Z | 2026-07-23T12:33:37Z | 1.05 | 0.6% | take_profit |
| Qwen | SUIUSDT | long | 0.77 | 0.77 | 326.3162 | 2026-07-23T08:04:13Z | 2026-07-23T12:04:02Z | -1.21 | -0.5% | signal |
| Qwen | ZECUSDT | short | 515.03 | 516.99 | 0.2438 | 2026-07-21T20:03:55Z | 2026-07-23T12:04:02Z | -0.48 | -0.4% | signal |
| GLM | TRXUSDT | long | 0.33 | 0.33 | 545.9499 | 2026-07-21T20:03:55Z | 2026-07-23T08:19:40Z | -1.21 | -0.7% | stop_loss |
| GLM | LINKUSDT | long | 8.67 | 8.53 | 69.1283 | 2026-07-20T16:03:56Z | 2026-07-23T08:04:13Z | -9.65 | -1.6% | signal |
| Gemini | XRPUSDT | long | 1.15 | 1.13 | 311.7163 | 2026-07-22T00:03:57Z | 2026-07-23T08:04:13Z | -4.10 | -1.1% | signal |
| DeepSeek | XRPUSDT | long | 1.15 | 1.13 | 521.0994 | 2026-07-22T00:03:57Z | 2026-07-23T08:04:13Z | -6.87 | -1.2% | signal |
| DeepSeek | ZECUSDT | short | 509.44 | 514.13 | 0.3518 | 2026-07-22T20:03:56Z | 2026-07-23T08:04:13Z | -1.65 | -0.9% | signal |
| Qwen | XLMUSDT | short | 0.18 | 0.18 | 976.6634 | 2026-07-23T04:04:04Z | 2026-07-23T07:11:57Z | 0.15 | 0.1% | take_profit |
| DeepSeek | XLMUSDT | short | 0.18 | 0.18 | 1,625.7958 | 2026-07-23T04:04:04Z | 2026-07-23T07:11:57Z | 0.25 | 0.1% | take_profit |
| GLM | ETHUSDT | long | 1,905.42 | 1,917.77 | 0.2180 | 2026-07-20T12:04:09Z | 2026-07-23T04:07:35Z | 2.69 | 0.6% | trailing_stop |
| GLM | SUIUSDT | long | 0.77 | 0.76 | 233.9173 | 2026-07-22T16:03:56Z | 2026-07-23T04:04:04Z | -2.00 | -1.1% | signal |
| Qwen | SOLUSDT | long | 78.46 | 77.48 | 2.2948 | 2026-07-22T16:03:56Z | 2026-07-23T04:04:04Z | -2.26 | -1.3% | signal |
| Gemini | LINKUSDT | long | 8.68 | 8.58 | 28.9257 | 2026-07-22T16:03:56Z | 2026-07-23T04:04:04Z | -2.75 | -1.1% | signal |
| Gemini | SUIUSDT | long | 0.77 | 0.76 | 232.7399 | 2026-07-22T16:03:56Z | 2026-07-23T04:04:04Z | -1.99 | -1.1% | signal |
| Gemini | TRXUSDT | long | 0.33 | 0.33 | 1,085.4029 | 2026-07-21T16:03:56Z | 2026-07-23T04:04:04Z | -1.52 | -0.4% | signal |