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
-8.13%
-15.46%
-32.67%
-47.81%
-50.43%
3m
-1.43%
-2.76%
-8.74%
-13.83%
-13.83%
5m
-0.81%
-0.88%
-2.68%
-5.40%
-7.04%
Edge vs buy and hold
calm
cautious
medium
bold
aggressive
1m
-30.01%
-37.34%
-54.56%
-69.70%
-72.31%
3m
-23.29%
-24.62%
-30.60%
-35.69%
-35.69%
5m
-22.64%
-22.71%
-24.51%
-27.23%
-28.87%
Max drawdown
calm
cautious
medium
bold
aggressive
1m
8.26%
15.71%
33.21%
48.30%
50.93%
3m
2.50%
5.21%
12.85%
18.47%
19.15%
5m
2.14%
3.55%
8.69%
13.82%
15.54%
Sharpe
calm
cautious
medium
bold
aggressive
1m
-40.86
-38.09
-35.61
-39.87
-39.45
3m
-5.43
-5.28
-8.00
-9.39
-8.39
5m
-3.32
-1.61
-2.16
-3.18
-3.81
Time in market
calm
cautious
medium
bold
aggressive
1m
15.47%
19.75%
23.22%
26.03%
26.66%
3m
18.26%
22.90%
25.52%
27.21%
27.31%
5m
19.53%
23.63%
27.62%
29.07%
29.09%
Round trips
calm
cautious
medium
bold
aggressive
1m
967
967
967
967
967
3m
354
354
354
354
354
5m
203
203
203
203
203
Win rate
calm
cautious
medium
bold
aggressive
1m
8.48%
8.38%
8.69%
15.51%
15.41%
3m
13.84%
15.25%
12.15%
19.77%
19.49%
5m
16.75%
16.75%
16.26%
22.17%
22.66%
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
-81.25
-0.02
-81.27
1m cautious
-154.58
-0.03
-154.62
1m medium
-326.63
-0.12
-326.75
1m bold
-477.98
-0.16
-478.15
1m aggressive
-504.12
-0.17
-504.29
3m calm
-14.30
0.00
-14.30
3m cautious
-27.58
0.00
-27.58
3m medium
-87.36
0.00
-87.36
3m bold
-138.29
0.00
-138.29
3m aggressive
-138.33
-0.00
-138.33
5m calm
-8.11
0.00
-8.11
5m cautious
-8.78
0.00
-8.78
5m medium
-26.82
0.00
-26.82
5m bold
-53.99
0.00
-53.99
5m aggressive
-70.42
-0.00
-70.42
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
1.08%
2.55%
7.35%
9.37%
10.50%
3m
1.94%
3.53%
7.05%
12.23%
13.30%
5m
1.84%
2.85%
8.74%
10.07%
11.46%
Edge vs buy and hold
calm
cautious
medium
bold
aggressive
1m
-20.80%
-19.33%
-14.53%
-12.51%
-11.39%
3m
-19.92%
-18.33%
-14.81%
-9.63%
-8.56%
5m
-19.99%
-18.98%
-13.09%
-11.76%
-10.37%
Max drawdown
calm
cautious
medium
bold
aggressive
1m
0.79%
1.58%
3.91%
6.31%
6.81%
3m
0.86%
1.80%
5.05%
6.13%
6.65%
5m
0.76%
1.70%
4.48%
6.27%
6.81%
Sharpe
calm
cautious
medium
bold
aggressive
1m
3.08
3.52
3.76
3.31
3.40
3m
5.50
4.88
3.62
4.59
4.61
5m
5.39
3.82
4.75
3.75
3.89
Time in market
calm
cautious
medium
bold
aggressive
1m
97.10%
97.66%
97.91%
97.44%
97.43%
3m
97.10%
97.86%
97.96%
96.51%
96.51%
5m
95.53%
95.59%
95.87%
96.46%
96.20%
Round trips
calm
cautious
medium
bold
aggressive
1m
58
51
45
58
58
3m
35
32
30
37
37
5m
29
27
25
27
27
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
80,977 of 81,035 (100%)
81,231 of 81,282 (100%)
81,395 of 81,440 (100%)
80,467 of 80,525 (100%)
80,447 of 80,505 (100%)
3m
26,439 of 26,474 (100%)
26,501 of 26,533 (100%)
26,377 of 26,407 (100%)
25,638 of 25,675 (100%)
25,633 of 25,670 (100%)
5m
15,176 of 15,205 (100%)
15,141 of 15,168 (100%)
15,122 of 15,147 (100%)
15,238 of 15,265 (100%)
15,200 of 15,227 (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
15.28
-4.51
10.77
1m cautious
33.36
-7.87
25.49
1m medium
103.23
-29.74
73.49
1m bold
150.86
-57.14
93.72
1m aggressive
167.48
-62.53
104.96
3m calm
23.61
-4.24
19.38
3m cautious
49.25
-13.95
35.29
3m medium
116.46
-45.92
70.55
3m bold
180.63
-58.32
122.31
3m aggressive
197.24
-64.24
133.00
5m calm
22.59
-4.17
18.42
5m cautious
42.60
-14.15
28.45
5m medium
118.78
-31.39
87.39
5m bold
158.53
-57.85
100.68
5m aggressive
178.49
-63.92
114.57
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.