QGrid_DONCHIAN_PCT_CHOP_Mart — status

Guarded: WARN · 5 warnQuantGridgunbot-quant

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

With the break-even guard WARN · 5 warn

Exits: no exit below average entry plus fees, stops included

Where it stands


Correctness verdict	WARN
Cells measured	15 (3 timeframes × 5 postures)
Failures	0
Warnings	2
Hand audit	not done
Single-file build	yes — a single self-contained file, no external modules
Measured artefact	the standalone build
Funding	100% cash (long-only entry strategy)

Done

Measured across 15 configurations on BTCUSDT, 30 days, after 0.030% fees per side and 2 bps slippage
Checked against the matrix invariants and the per-cell order-path checks
Posture settings measured for direction rather than assumed; inert settings named
Built as a single self-contained file, verified to behave identically to its source

Owed

Repairs for 2 finding(s). Identified with evidence on the fixes pages; the code changes are hand work and have not been made.
A hand audit of presentation and of the paths the invariants do not reach.
A longer window. 30 days on one pair is one sample of one market.
Out-of-sample confirmation. Nothing here was measured on a live exchange.

What this measurement cannot tell you

Spot, long-only, one price per bar, no order book. A strategy whose edge is the spread cannot be measured here at all — those are set aside rather than reported badly (see the audit records).
Trade statistics count closed round trips only, so a position still open at the end is invisible to win rate and profit factor. The realised/unrealised split on the performance page is what exposes that.
One window, one pair. A strategy can be fitted to it.

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.