Choppiness_Regime — defects
Unguarded: PASSGuarded: FAIL · 1 failDirectionalgunbot-quant
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
The same findings as the engineering record, which this site does not publish, without the code.
Nothing was found wrong with this strategy. It ran cleanly in every one of the 15 configurations tested, its books balanced against every trade it made, and running the same test twice gave the same answer both times.
That means it is built correctly. It does not mean it makes money — that question is answered on the performance page, and over this window the answer for most strategies in this pack is no.
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 · 1 fail
Exits: no exit below average entry plus fees, stops included
The same findings as the engineering record, which this site does not publish, without the code.
Must be fixed before any number here can be trusted
- Filled outside the bar's range — An order filled at a price the bar never traded at, so the result is unobtainable. Seen in 1 of 15 configurations.
None of these have been repaired. They were found by automated checks and written down; changing the code is separate work that has not happened yet.
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.