BTCUSDT 1H · 2025 EV Report
VERIFIED · Insufficient Sample · sample_size=2
RSI完整历史：true · source 2020-01-01T00:00:00+00:00
RSI完整历史：true · source 2020-01-01T00:00:00+00:00
Total Trades2
Long0
Short2
TP1
SL1
BE0
AMBIGUOUS1
Total R2.0
EV1.0
PF3.0
Max DD R-1.0
交易分布图
Monthly
| month | trades | TP | SL | BE | TP_pct | total_R | EV | profit_factor | max_drawdown_R |
|---|---|---|---|---|---|---|---|---|---|
| Jan | 0 | 0 | 0 | 0 | 0 | 0.0 | 0 | None | 0 |
| Feb | 0 | 0 | 0 | 0 | 0 | 0.0 | 0 | None | 0 |
| Mar | 0 | 0 | 0 | 0 | 0 | 0.0 | 0 | None | 0 |
| Apr | 0 | 0 | 0 | 0 | 0 | 0.0 | 0 | None | 0 |
| May | 1 | 0 | 1 | 0 | 0.0 | -1.0 | -1.0 | 0.0 | -1.0 |
| Jun | 0 | 0 | 0 | 0 | 0 | 0.0 | 0 | None | 0 |
| Jul | 0 | 0 | 0 | 0 | 0 | 0.0 | 0 | None | 0 |
| Aug | 0 | 0 | 0 | 0 | 0 | 0.0 | 0 | None | 0 |
| Sep | 0 | 0 | 0 | 0 | 0 | 0.0 | 0 | None | 0 |
| Oct | 1 | 1 | 0 | 0 | 100.0 | 3.0 | 3.0 | None | 0.0 |
| Nov | 0 | 0 | 0 | 0 | 0 | 0.0 | 0 | None | 0 |
| Dec | 0 | 0 | 0 | 0 | 0 | 0.0 | 0 | None | 0 |
Long / Short
| group | trades | TP | SL | BE | total_R | EV | profit_factor | max_drawdown_R |
|---|---|---|---|---|---|---|---|---|
| short | 2 | 1 | 1 | 0 | 2.0 | 1.0 | 3.0 | -1.0 |
Reclaim K
| group | trades | TP | SL | BE | EV | profit_factor |
|---|---|---|---|---|---|---|
| 1 | 1 | 1 | 0 | 0 | 3.0 | None |
| 3 | 1 | 0 | 1 | 0 | -1.0 | 0.0 |
Valid Trade Signal Funnel
| side | rsi_structure_count | formal_level_count | valid_close_break_count | reclaim_within_3_count | no_reclaim_count | divergence_pass_count | divergence_fail_count | new_structure_replacement_count | ambiguous_count | valid_trade_count | level_to_break_eliminated_pct | break_to_reclaim_eliminated_pct | reclaim_to_divergence_eliminated_pct | divergence_to_valid_trade_eliminated_pct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| long | 132 | 132 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100.0000 | 0.0000 | 0.0 | 0.0000 |
| short | 127 | 127 | 9 | 3 | 6 | 3 | 0 | 9 | 1 | 2 | 92.9134 | 66.6667 | 0.0 | 33.3333 |
Close Break但未开单案例
| level_id | level_price | break_time | K1_close | K2_close | K3_close | reclaim_time | old_level_rsi | new_rsi | divergence | no_trade_reason |
|---|---|---|---|---|---|---|---|---|---|---|
| R0712 | 107777.0 | 2025-01-20 08:00:00+00:00 | 108159.2 | 107992.7 | 108267.5 | None | 73.002319 | None | None | no_reclaim_within_3 |
| R0765 | 109804.2 | 2025-05-22 00:00:00+00:00 | 109892.5 | 110440.8 | 111755.9 | None | 71.223312 | None | None | no_reclaim_within_3 |
| R0780 | 112036.8 | 2025-07-10 16:00:00+00:00 | 113682.2 | 113381.3 | 113246.1 | None | 78.998421 | None | None | no_reclaim_within_3 |
| R0782 | 119655.0 | 2025-07-14 03:00:00+00:00 | 121370.0 | 122447.4 | 122124.0 | None | 70.232094 | None | None | no_reclaim_within_3 |
| R0784 | 123300.0 | 2025-08-13 23:00:00+00:00 | 123871.1 | 123367.8 | 123702.3 | None | 83.139004 | None | None | no_reclaim_within_3 |
| R0796 | 124545.6 | 2025-10-05 04:00:00+00:00 | 125103.0 | 124977.7 | 124692.4 | None | 74.766450 | None | None | no_reclaim_within_3 |
逐笔交易
| Trade # | Date | Side | Level | Entry | SL | Exit | Result | Realized R | Level RSI | Reclaim RSI | Divergence | Reclaim K# | MFE_R | MAE_R | Holding Bars | Audit Chart |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2025-05-21 17:00:00+00:00 | short | 107777.0 | 106566.8 | 109804.2 | 109804.2 | SL | -1.0 | 73.00231925463294 | 48.05714592152597 | 24.945173333106965 | 3 | 0.0913078396243919 | -1.3168592080064263 | 6 | 查看截图 |
| 2 | 2025-10-06 19:00:00+00:00 | short | 125877.3 | 125357.3 | 126208.5 | 122803.7 | TP | 3.0 | 78.23107040721051 | 61.69833095258124 | 16.532739454629272 | 1 | 3.3566729323308353 | -0.1676456766917264 | 19 | 查看截图 |
未确定研究窗口
BE后再次达到3R，以及TP后继续MFE的观察截止规则尚未定义，本报告不擅自生成数字。