QGrid_DONCHIAN_PCT_Mart — status
Guarded: WARN · 4 warnQuantGridgunbot-quant
With the break-even guard WARN · 4 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.