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 WARN · 1 warn
Exits: the strategy's own exits, stops included
Return
calm
cautious
medium
bold
aggressive
1m
0.40%
0.49%
0.53%
0.97%
-0.26%
3m
0.49%
0.58%
0.73%
1.10%
0.46%
5m
1.31%
1.41%
1.14%
1.90%
1.83%
Edge vs buy and hold
calm
cautious
medium
bold
aggressive
1m
-21.48%
-21.39%
-21.36%
-20.91%
-22.14%
3m
-21.37%
-21.28%
-21.13%
-20.76%
-21.40%
5m
-20.52%
-20.42%
-20.69%
-19.93%
-20.00%
Max drawdown
calm
cautious
medium
bold
aggressive
1m
0.85%
1.28%
1.60%
1.62%
1.23%
3m
0.82%
1.18%
1.40%
1.52%
1.09%
5m
0.93%
1.36%
1.56%
1.71%
1.07%
Sharpe
calm
cautious
medium
bold
aggressive
1m
1.52
1.20
1.07
1.83
-0.71
3m
1.89
1.57
1.57
2.08
1.26
5m
4.35
3.29
2.29
3.31
4.50
Time in market
calm
cautious
medium
bold
aggressive
1m
19.88%
19.85%
19.83%
19.81%
100.00%
3m
20.16%
20.03%
19.99%
19.91%
100.00%
5m
22.37%
100.00%
100.00%
21.80%
100.00%
Round trips
calm
cautious
medium
bold
aggressive
1m
1,151
1,384
1,255
74
33
3m
565
664
599
51
19
5m
399
497
462
23
2
Win rate
calm
cautious
medium
bold
aggressive
1m
54.21%
56.14%
56.41%
51.35%
9.09%
3m
71.15%
65.96%
63.44%
60.78%
21.05%
5m
90.98%
72.84%
68.40%
91.30%
100.00%
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
3.98
0.00
3.98
1m cautious
4.86
0.00
4.87
1m medium
5.26
0.00
5.26
1m bold
9.70
0.05
9.75
1m aggressive
-4.02
1.40
-2.62
3m calm
4.88
0.04
4.92
3m cautious
5.79
0.00
5.79
3m medium
7.26
0.00
7.26
3m bold
10.96
0.05
11.01
3m aggressive
2.96
1.60
4.56
5m calm
13.09
0.00
13.09
5m cautious
12.48
1.66
14.14
5m medium
9.65
1.73
11.39
5m bold
18.98
0.05
19.02
5m aggressive
15.22
3.04
18.26
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 WARN · 1 warn
Exits: no exit below average entry plus fees, stops included
Return
calm
cautious
medium
bold
aggressive
1m
0.74%
0.63%
0.86%
1.21%
1.13%
3m
0.54%
0.86%
0.88%
0.99%
1.06%
5m
0.82%
2.36%
1.27%
1.91%
1.83%
Edge vs buy and hold
calm
cautious
medium
bold
aggressive
1m
-21.14%
-21.25%
-21.02%
-20.67%
-20.76%
3m
-21.32%
-21.00%
-20.98%
-20.87%
-20.80%
5m
-21.01%
-19.47%
-20.56%
-19.92%
-20.00%
Max drawdown
calm
cautious
medium
bold
aggressive
1m
0.79%
1.24%
1.52%
1.62%
1.12%
3m
0.72%
1.02%
1.41%
1.47%
1.09%
5m
0.93%
0.75%
1.48%
1.70%
1.07%
Sharpe
calm
cautious
medium
bold
aggressive
1m
2.84
1.56
1.66
2.23
3.15
3m
2.23
2.31
1.91
1.86
2.89
5m
2.82
6.30
2.69
3.32
4.50
Time in market
calm
cautious
medium
bold
aggressive
1m
20.08%
20.03%
19.97%
19.98%
100.00%
3m
20.10%
20.19%
100.00%
20.03%
100.00%
5m
100.00%
100.00%
21.94%
21.80%
100.00%
Round trips
calm
cautious
medium
bold
aggressive
1m
722
654
646
41
5
3m
347
454
372
31
3
5m
310
392
201
23
2
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
2,310 of 3,032 (76%)
2,988 of 3,642 (82%)
3,360 of 4,006 (84%)
784 of 825 (95%)
198 of 203 (98%)
3m
591 of 938 (63%)
792 of 1,246 (64%)
835 of 1,207 (69%)
246 of 277 (89%)
64 of 67 (96%)
5m
66 of 376 (18%)
150 of 542 (28%)
486 of 687 (71%)
48 of 71 (68%)
0 of 2 (0%)
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
7.43
0.00
7.43
1m cautious
6.31
0.00
6.31
1m medium
8.57
0.00
8.58
1m bold
12.02
0.05
12.07
1m aggressive
9.47
1.79
11.26
3m calm
5.35
0.02
5.37
3m cautious
8.61
0.00
8.62
3m medium
8.19
0.60
8.79
3m bold
9.84
0.05
9.89
3m aggressive
8.95
1.66
10.62
5m calm
7.94
0.21
8.16
5m cautious
20.71
2.89
23.60
5m medium
12.59
0.11
12.70
5m bold
19.08
0.05
19.13
5m aggressive
15.22
3.04
18.26
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.