BTCUSDT · 2026-08-13 01:50 → 2026-09-12 01:50 UTC (30 days) · 0.03% fee + 2 bps slippage · 1,000 quote, one figure for every cell
The same document for both runs of the same measurement — first as the strategy ships, then with the break-even guard. Everything else about the two runs is identical.
As it ships PASS
Exits: the strategy's own exits, stops included
Return
calm
cautious
medium
bold
aggressive
1m
-15.75%
-26.14%
-47.22%
-68.89%
-71.78%
3m
-3.36%
-5.38%
-15.13%
-30.01%
-32.08%
5m
-2.83%
-4.45%
-10.20%
-19.08%
-21.09%
Edge vs buy and hold
calm
cautious
medium
bold
aggressive
1m
-37.63%
-48.02%
-69.10%
-90.77%
-93.66%
3m
-25.22%
-27.24%
-36.99%
-51.87%
-53.94%
5m
-24.66%
-26.28%
-32.03%
-40.91%
-42.92%
Max drawdown
calm
cautious
medium
bold
aggressive
1m
15.75%
26.25%
47.56%
69.03%
71.92%
3m
3.99%
6.65%
16.58%
30.79%
32.91%
5m
3.18%
5.63%
11.81%
19.50%
21.27%
Sharpe
calm
cautious
medium
bold
aggressive
1m
-91.45
-66.78
-52.13
-68.18
-66.84
3m
-11.96
-9.78
-14.31
-22.12
-21.75
5m
-11.68
-8.39
-9.19
-12.39
-12.65
Time in market
calm
cautious
medium
bold
aggressive
1m
19.81%
22.12%
24.02%
25.32%
25.68%
3m
21.57%
23.77%
25.07%
26.46%
26.58%
5m
20.94%
23.38%
25.01%
26.19%
26.44%
Round trips
calm
cautious
medium
bold
aggressive
1m
1,832
1,832
1,832
1,831
1,831
3m
628
628
628
628
628
5m
423
423
423
423
423
Win rate
calm
cautious
medium
bold
aggressive
1m
6.17%
5.51%
5.08%
7.76%
8.08%
3m
13.85%
13.22%
10.83%
13.69%
13.69%
5m
13.95%
14.42%
11.82%
14.18%
13.71%
Buy and hold, same window
Timeframe
Buy and hold
1m
21.88%
3m
21.86%
5m
21.83%
Realised vs unrealised
Trade statistics — win rate, profit factor, average trade — count closed round
trips only. Where realised and unrealised disagree in sign, those statistics
describe a minority of the money: winners were closed and losers were held.
Cell
Realised
Unrealised
Total
1m calm
-157.52
-0.00
-157.52
1m cautious
-261.43
0.00
-261.43
1m medium
-472.23
0.00
-472.23
1m bold
-688.83
-0.07
-688.89
1m aggressive
-717.70
-0.07
-717.77
3m calm
-33.61
-0.00
-33.61
3m cautious
-53.80
-0.00
-53.80
3m medium
-151.30
-0.00
-151.30
3m bold
-300.12
-0.00
-300.12
3m aggressive
-320.78
-0.00
-320.78
5m calm
-28.30
-0.00
-28.30
5m cautious
-44.46
-0.00
-44.46
5m medium
-101.99
-0.00
-101.99
5m bold
-190.84
-0.00
-190.84
5m aggressive
-210.94
-0.00
-210.94
Every number on this page is read from the run record that produced it — the audit pipeline writes the page and the record together, so the two cannot drift apart.
With the break-even guard FAIL · 2 fail
Exits: no exit below average entry plus fees, stops included
Return
calm
cautious
medium
bold
aggressive
1m
0.77%
3.44%
4.35%
8.79%
9.78%
3m
2.41%
3.89%
5.28%
9.49%
10.26%
5m
1.02%
2.67%
5.37%
10.71%
11.50%
Edge vs buy and hold
calm
cautious
medium
bold
aggressive
1m
-21.11%
-18.44%
-17.53%
-13.09%
-12.10%
3m
-19.45%
-17.97%
-16.58%
-12.37%
-11.60%
5m
-20.81%
-19.16%
-16.46%
-11.12%
-10.33%
Max drawdown
calm
cautious
medium
bold
aggressive
1m
0.86%
1.71%
5.17%
6.35%
6.89%
3m
0.79%
1.71%
5.77%
6.16%
6.71%
5m
0.91%
1.72%
4.85%
6.26%
6.79%
Sharpe
calm
cautious
medium
bold
aggressive
1m
2.46
4.41
2.31
3.31
3.40
3m
6.21
5.03
2.80
3.62
3.62
5m
2.83
3.56
3.12
4.28
4.27
Time in market
calm
cautious
medium
bold
aggressive
1m
98.67%
98.92%
98.96%
98.91%
98.85%
3m
97.63%
98.02%
98.55%
98.27%
98.27%
5m
97.12%
97.58%
98.11%
92.66%
92.65%
Round trips
calm
cautious
medium
bold
aggressive
1m
62
58
53
58
58
3m
42
40
34
38
38
5m
33
31
28
38
37
Win rate
calm
cautious
medium
bold
aggressive
1m
100.00%
100.00%
100.00%
100.00%
100.00%
3m
100.00%
100.00%
100.00%
100.00%
100.00%
5m
100.00%
100.00%
100.00%
100.00%
100.00%
What the guard refused
Every exit whose net proceeds would have fallen below the position's average
entry price plus fees was refused. That includes every stop-loss, because a
stop is by definition below entry.
The guard does not remove those losses. It converts them from realised losses
into an open position, so the trade statistics improve by construction while
the account may not. Read this table with the realised/unrealised split below,
never with the win rate alone.
calm
cautious
medium
bold
aggressive
1m
82,498 of 82,560 (100%)
81,799 of 81,857 (100%)
81,399 of 81,452 (100%)
79,706 of 79,764 (100%)
76,755 of 76,813 (100%)
3m
26,297 of 26,339 (100%)
26,111 of 26,151 (100%)
25,915 of 25,949 (100%)
24,853 of 24,891 (100%)
23,972 of 24,010 (100%)
5m
15,626 of 15,659 (100%)
15,518 of 15,549 (100%)
15,274 of 15,302 (100%)
13,260 of 13,298 (100%)
12,552 of 12,589 (100%)
Buy and hold, same window
Timeframe
Buy and hold
1m
21.88%
3m
21.86%
5m
21.83%
Realised vs unrealised
Trade statistics — win rate, profit factor, average trade — count closed round
trips only. Where realised and unrealised disagree in sign, those statistics
describe a minority of the money: winners were closed and losers were held.
Cell
Realised
Unrealised
Total
1m calm
14.78
-7.03
7.74
1m cautious
48.63
-14.23
34.40
1m medium
89.91
-46.38
43.53
1m bold
146.82
-58.92
87.90
1m aggressive
162.72
-64.90
97.82
3m calm
28.44
-4.31
24.12
3m cautious
52.87
-13.97
38.91
3m medium
97.87
-45.05
52.82
3m bold
151.54
-56.66
94.88
3m aggressive
164.88
-62.28
102.60
5m calm
17.34
-7.11
10.23
5m cautious
41.00
-14.29
26.71
5m medium
84.39
-30.72
53.67
5m bold
167.90
-60.79
107.11
5m aggressive
181.92
-66.96
114.96
Every number on this page is read from the run record that produced it — the audit pipeline writes the page and the record together, so the two cannot drift apart.
What the guard is, and what a better number under it means. The break-even guard refuses any exit below average entry plus fees. It cannot improve a strategy's judgement — it can only stop it selling at a loss, which means holding the position instead. Across the pack that turns a strategy that churned into one that buys and waits: trade counts collapse and time in market rises towards 100%. In a window where the asset itself rose, that reads as a much better return while being strictly less of a strategy.
So read the return next to round trips, time in market and edge vs buy and hold. The last of those is the one that matters: not one strategy in this matrix beat simply holding the asset, in either run.
Ignore the win rate and the profit factor under the guard. Both count closed trades only, and the guard closes nothing at a loss — in all 101 guarded runs the number of losing closed trades is exactly zero. So the win rate goes to 100% and the profit factor becomes undefined for arithmetic reasons, while the losses sit in the position that is still open. The unrealised row is where they went.