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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Gemini | ETHUSDT | long | 1,921.56 | 1,913.64 | 0.1302 | 2026-07-20T16:03:56Z | 2026-07-22T08:04:03Z | -1.03 | -0.4% | signal |
| Gemini | SOLUSDT | long | 78.00 | 77.02 | 7.6375 | 2026-07-20T16:03:56Z | 2026-07-22T08:04:03Z | -7.48 | -1.3% | signal |
| Gemini | SUIUSDT | long | 0.78 | 0.75 | 327.5204 | 2026-07-21T04:03:59Z | 2026-07-22T08:04:03Z | -6.79 | -2.7% | signal |
| DeepSeek | ETHUSDT | long | 1,923.60 | 1,913.64 | 0.2182 | 2026-07-20T16:03:56Z | 2026-07-22T08:04:03Z | -2.17 | -0.5% | signal |
| Gemini | LINKUSDT | long | 8.61 | 8.57 | 28.9008 | 2026-07-20T04:03:52Z | 2026-07-22T07:49:55Z | -1.28 | -0.5% | stop_loss |
| DeepSeek | LINKUSDT | long | 8.55 | 8.57 | 69.2677 | 2026-07-20T12:04:09Z | 2026-07-22T07:49:55Z | 1.20 | 0.2% | trailing_stop |
| GLM | BTCUSDT | long | 66,000.08 | 65,891.43 | 0.0038 | 2026-07-20T16:03:56Z | 2026-07-22T06:07:45Z | -0.41 | -0.2% | stop_loss |
| Qwen | BTCUSDT | long | 65,513.87 | 65,891.43 | 0.0063 | 2026-07-20T12:04:09Z | 2026-07-22T06:07:45Z | 2.39 | 0.6% | trailing_stop |
| Gemini | BTCUSDT | long | 65,714.03 | 65,891.43 | 0.0091 | 2026-07-20T12:04:09Z | 2026-07-22T06:07:45Z | 1.61 | 0.3% | trailing_stop |
| DeepSeek | BTCUSDT | long | 66,378.82 | 65,891.43 | 0.0150 | 2026-07-20T16:03:56Z | 2026-07-22T06:07:45Z | -7.33 | -0.7% | stop_loss |
| GLM | HYPEUSDT | short | 60.08 | 59.58 | 4.9903 | 2026-07-22T04:03:57Z | 2026-07-22T05:13:40Z | 2.52 | 0.8% | take_profit |
| Qwen | HYPEUSDT | short | 60.07 | 59.58 | 4.9883 | 2026-07-21T20:03:54Z | 2026-07-22T05:13:40Z | 2.44 | 0.8% | take_profit |
| Gemini | HYPEUSDT | short | 60.03 | 59.58 | 2.9893 | 2026-07-21T20:03:54Z | 2026-07-22T05:13:40Z | 1.35 | 0.8% | take_profit |
| DeepSeek | HYPEUSDT | short | 60.03 | 59.58 | 2.9582 | 2026-07-21T20:03:54Z | 2026-07-22T05:13:40Z | 1.34 | 0.8% | take_profit |
| Qwen | SOLUSDT | long | 77.92 | 77.80 | 1.6123 | 2026-07-20T04:03:52Z | 2026-07-22T04:03:57Z | -0.19 | -0.2% | signal |
| Qwen | SUIUSDT | long | 0.77 | 0.76 | 543.9227 | 2026-07-20T12:04:09Z | 2026-07-22T04:03:57Z | -2.90 | -0.7% | signal |
| DeepSeek | SOLUSDT | long | 78.52 | 77.80 | 2.2997 | 2026-07-21T08:09:26Z | 2026-07-22T04:03:57Z | -1.66 | -0.9% | signal |
| DeepSeek | SUIUSDT | long | 0.77 | 0.76 | 466.3691 | 2026-07-20T16:03:56Z | 2026-07-22T04:03:57Z | -3.35 | -0.9% | signal |
| Qwen | ZECUSDT | short | 532.14 | 521.28 | 0.1692 | 2026-07-21T20:03:55Z | 2026-07-22T03:59:20Z | 1.84 | 2.0% | take_profit |
| GLM | LTCUSDT | long | 47.68 | 46.76 | 12.5682 | 2026-07-19T04:27:52Z | 2026-07-22T00:03:57Z | -11.53 | -1.9% | signal |
| Qwen | ETHUSDT | long | 1,904.11 | 1,928.81 | 0.2179 | 2026-07-20T12:04:09Z | 2026-07-22T00:03:57Z | 5.38 | 1.3% | signal |
| Qwen | LINKUSDT | long | 8.53 | 8.66 | 48.3391 | 2026-07-20T12:04:09Z | 2026-07-22T00:03:57Z | 6.11 | 1.5% | signal |
| DeepSeek | LTCUSDT | long | 47.65 | 46.76 | 12.5821 | 2026-07-19T04:27:52Z | 2026-07-22T00:03:57Z | -11.21 | -1.9% | signal |
| GLM | XRPUSDT | long | 1.13 | 1.14 | 260.2634 | 2026-07-20T16:03:56Z | 2026-07-21T22:08:40Z | 1.70 | 0.6% | trailing_stop |
| Qwen | XRPUSDT | long | 1.12 | 1.14 | 532.4703 | 2026-07-20T16:03:56Z | 2026-07-21T22:08:40Z | 9.98 | 1.7% | trailing_stop |