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 |
Signal Funnel
| period | side | support_count | resistance_count | close_break_count | reclaim_within_3_count | no_reclaim_within_3_count | divergence_pass_count | no_divergence_count | new_structure_replacement_count | final_trade_count |
|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | long | 132 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025 | short | 0 | 127 | 9 | 3 | 6 | 3 | 0 | 9 | 3 |
| 2025 | ALL | 132 | 127 | 9 | 3 | 6 | 3 | 0 | 9 | 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 | 2025-01-20 15:00:00+00:00 | short | 107777.0 | 105008.7 | 108756.6 | 105008.7 | BE | 0.0 | 73.00231925463294 | 47.912891213887995 | 25.08942804074494 | 2 | 1.2995277355318948 | -0.5534032391472561 | 2 | 查看截图 |
| 2 | 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 |
| 3 | 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。