ParabolicSAR_MM — defects
Unguarded: WARN · 1 warnGuarded: WARN · 1 warnMM-DCAgunbot-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 WARN · 1 warn
Exits: the strategy's own exits, stops included
The same findings as the engineering record, which this site does not publish, without the code.
Worth knowing, may or may not be faults
- Risk postures not ordered — Mean deployed capital does not rise from calm to aggressive. The risk dial does not move risk in the direction its label claims.
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.
With the break-even guard WARN · 1 warn
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.
Worth knowing, may or may not be faults
- Risk postures not ordered — Mean deployed capital does not rise from calm to aggressive. The risk dial does not move risk in the direction its label claims.
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.