crypto.volatility
Stage BACKTEST → next gate VALIDATION
| ✓ | trades | >= 30 | 272.000 |
| ✗ | expectancy r | > 0 | -0.084 |
| ✗ | profit factor | >= 1.1 | 0.833 |
| ✓ | max drawdown pct | <= 25 | 8.877 |
gate failed: expectancy_r > 0.0 (actual -0.0839)
gate failed: profit_factor >= 1.1 (actual 0.833)
Promote from the CLI: delta strategies promote crypto.volatility VALIDATION --actor NAME --note "…"
- registered
- true
- trades
- 272.000
- expectancy r
- -0.084
- profit factor
- 0.833
- max drawdown pct
- 8.877
- windows
- 10.000
- validation expectancy r
- 0.258
- parameter stability
- 1.000
- oos trades
- 31.000
- oos expectancy r
- -0.180
- oos profit factor
- 0.628
- paper trades
- 3.000
- paper expectancy r
- -0.196
| 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 20:51Z | walk forward | ETHUSD | {"wins":4,"mean_r":-0.2139,"trades":14,"pnl_usd":-658.06,"win_rate":0.2857,"expectancy_r": |
| 09-16 20:51Z | walk forward | BTCUSD | {"wins":8,"mean_r":-0.1512,"trades":17,"pnl_usd":-861.67,"win_rate":0.4706,"expectancy_r": |
| 09-16 20:50Z | isolated | ETHUSD | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":0.201,"sharpe":0.387 |
| 09-16 20:50Z | isolated | BTCUSD | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":-0.372,"sharpe":-1.5 |