crypto.market_structure
Stage BACKTEST → next gate VALIDATION
| ✓ | trades | >= 30 | 434.000 |
| ✗ | expectancy r | > 0 | -0.086 |
| ✗ | profit factor | >= 1.1 | 0.834 |
| ✓ | max drawdown pct | <= 25 | 8.942 |
gate failed: expectancy_r > 0.0 (actual -0.0857)
gate failed: profit_factor >= 1.1 (actual 0.834)
Promote from the CLI: delta strategies promote crypto.market_structure VALIDATION --actor NAME --note "…"
- registered
- true
- trades
- 434.000
- expectancy r
- -0.086
- profit factor
- 0.834
- max drawdown pct
- 8.942
- windows
- 10.000
- validation expectancy r
- 0.221
- parameter stability
- 0.834
- oos trades
- 74.000
- oos expectancy r
- -0.142
- oos profit factor
- 0.649
- paper trades
- 2.000
- paper expectancy r
- -0.293
| 09-16 20:53Z | RESEARCH → BACKTEST | demo-bootstrap | MOCK-data demo bootstrap run by the operator; synthetic results are not evidence of real edge MOCK |
| 09-16 20:53Z | walk forward | ETHUSD | {"wins":20,"mean_r":-0.131,"trades":56,"pnl_usd":-2311.86,"win_rate":0.3571,"expectancy_r" |
| 09-16 20:53Z | walk forward | BTCUSD | {"wins":5,"mean_r":-0.1777,"trades":18,"pnl_usd":-890.2,"win_rate":0.2778,"expectancy_r":- |
| 09-16 20:52Z | isolated | ETHUSD | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":-0.126,"sharpe":-0.2 |
| 09-16 20:52Z | isolated | BTCUSD | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":-0.35,"sharpe":-1.21 |