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
-8.63%
-17.03%
-31.02%
-43.87%
-46.22%
3m
-2.46%
-0.58%
-6.16%
-10.03%
-11.25%
5m
-0.62%
-0.51%
1.62%
-0.04%
-1.46%
Edge vs buy and hold
calm
cautious
medium
bold
aggressive
1m
-30.51%
-38.91%
-52.90%
-65.76%
-68.10%
3m
-24.32%
-22.44%
-28.02%
-31.89%
-33.11%
5m
-22.45%
-22.34%
-20.21%
-21.87%
-23.29%
Max drawdown
calm
cautious
medium
bold
aggressive
1m
8.67%
17.05%
31.02%
43.87%
46.26%
3m
2.48%
6.27%
14.81%
19.78%
21.41%
5m
2.27%
3.60%
9.13%
12.63%
14.94%
Sharpe
calm
cautious
medium
bold
aggressive
1m
-34.50
-27.38
-21.91
-27.08
-26.55
3m
-9.13
-0.68
-3.97
-5.28
-5.44
5m
-1.82
-0.60
1.05
0.11
-0.48
Time in market
calm
cautious
medium
bold
aggressive
1m
30.11%
38.78%
46.57%
49.56%
50.28%
3m
36.32%
44.86%
50.71%
52.59%
52.60%
5m
36.49%
46.88%
52.05%
53.22%
53.22%
Round trips
calm
cautious
medium
bold
aggressive
1m
891
891
891
891
891
3m
295
295
295
295
295
5m
173
173
173
173
173
Win rate
calm
cautious
medium
bold
aggressive
1m
8.98%
8.98%
12.12%
16.50%
17.06%
3m
12.54%
10.85%
11.19%
20.34%
21.02%
5m
16.18%
13.29%
16.76%
26.01%
24.86%
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
-86.29
0.00
-86.29
1m cautious
-170.29
-0.00
-170.29
1m medium
-310.17
-0.00
-310.17
1m bold
-438.75
-0.00
-438.75
1m aggressive
-462.19
-0.00
-462.19
3m calm
-24.57
0.00
-24.57
3m cautious
-5.83
0.00
-5.83
3m medium
-61.58
0.00
-61.58
3m bold
-100.26
0.00
-100.26
3m aggressive
-112.46
0.00
-112.46
5m calm
-6.12
-0.06
-6.17
5m cautious
-5.01
-0.10
-5.11
5m medium
16.41
-0.18
16.23
5m bold
0.61
-0.98
-0.37 ⚠
5m aggressive
-13.66
-0.97
-14.63
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 PASS
Exits: no exit below average entry plus fees, stops included
Return
calm
cautious
medium
bold
aggressive
1m
1.64%
4.28%
9.38%
12.12%
13.64%
3m
1.05%
5.91%
11.85%
14.04%
14.98%
5m
2.86%
5.87%
13.98%
16.37%
18.36%
Edge vs buy and hold
calm
cautious
medium
bold
aggressive
1m
-20.24%
-17.60%
-12.50%
-9.76%
-8.24%
3m
-20.81%
-15.95%
-10.01%
-7.82%
-6.88%
5m
-18.96%
-15.95%
-7.85%
-5.46%
-3.47%
Max drawdown
calm
cautious
medium
bold
aggressive
1m
1.15%
3.05%
5.98%
6.40%
6.95%
3m
0.89%
2.96%
5.38%
6.27%
6.78%
5m
1.12%
2.04%
4.99%
5.93%
6.43%
Sharpe
calm
cautious
medium
bold
aggressive
1m
3.56
3.83
3.78
4.20
4.34
3m
2.84
6.07
4.93
5.00
4.90
5m
6.12
6.31
6.95
6.26
6.43
Time in market
calm
cautious
medium
bold
aggressive
1m
96.86%
98.38%
98.35%
98.54%
98.61%
3m
94.55%
96.49%
97.70%
96.99%
97.22%
5m
93.35%
96.01%
96.25%
96.26%
96.29%
Round trips
calm
cautious
medium
bold
aggressive
1m
28
23
27
30
28
3m
19
16
14
19
18
5m
16
14
15
15
15
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
79,011 of 79,039 (100%)
78,686 of 78,709 (100%)
76,794 of 76,821 (100%)
74,100 of 74,130 (100%)
71,498 of 71,526 (100%)
3m
24,745 of 24,764 (100%)
24,759 of 24,775 (100%)
24,153 of 24,167 (100%)
22,863 of 22,882 (100%)
21,961 of 21,979 (100%)
5m
13,956 of 13,972 (100%)
14,096 of 14,110 (100%)
13,243 of 13,258 (100%)
12,631 of 12,646 (100%)
11,365 of 11,380 (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
25.73
-9.32
16.41
1m cautious
62.87
-20.06
42.80
1m medium
147.80
-54.00
93.80
1m bold
179.79
-58.59
121.21
1m aggressive
201.15
-64.78
136.37
3m calm
17.42
-6.90
10.52
3m cautious
73.37
-14.30
59.08
3m medium
166.54
-48.05
118.49
3m bold
199.84
-59.42
140.42
3m aggressive
215.16
-65.37
149.79
5m calm
33.03
-4.38
28.65
5m cautious
66.49
-7.75
58.74
5m medium
154.47
-14.69
139.79
5m bold
194.10
-30.38
163.72
5m aggressive
214.50
-30.90
183.60
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.