Manual Strategy v0.2 長歷史訊號頻率

這份只統計 detector 訊號節奏,不是績效回測,沒有計算 TP、SL、手續費、滑價或淨利。

- 統計期間:2026-08-28 22:30 +08:00 到 2026-09-05 02:56 +08:00

- 訊號總數:21

- 掃描週期:沿用 V1 週期組,但排除所有 1m 進場週期,本輪共 8 組。

- 這是 provisional detector;S01/S06 與若干人工樣本仍有 detector 分歧,結果只用來看節奏,不可視為最終策略頻率。

帳戶合計頻率

| Pair | Signals | Avg/year | Avg/month | Median monthly | Median wait days | P90 wait days | Max wait days | Zero months | Long | Short | B | C | Third touch | Aggressive 5m 40-60 | Aggressive % |
| --- | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: |
| 30m->5m | 21 | 1095.75 | 10.50 | 10.50 | 0.24 | 0.64 | 1.00 | 0 | 14 | 7 | 7 | 5 | 9 | 8 | 38.10 |
| ALL | 21 | 1095.75 | 10.50 | 10.50 | 0.24 | 0.64 | 1.00 | 0 | 14 | 7 | 7 | 5 | 9 | 8 | 38.10 |

各標的頻率

| Group | Signals | Avg/month | Median wait days | Max wait days | Long | Short | B | C | Third touch | Aggressive 5m 40-60 | Aggressive % |
| --- | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: | ---: |
| BTCUSDT 30m->5m | 3 | 1.50 | 1.01 | 1.22 | 1 | 2 | 1 | 0 | 2 | 2 | 66.67 |
| NEARUSDT 30m->5m | 4 | 2.00 | 1.28 | 1.37 | 2 | 2 | 1 | 1 | 2 | 2 | 50.00 |
| ONDOUSDT 30m->5m | 7 | 3.50 | 0.99 | 1.70 | 5 | 2 | 2 | 3 | 2 | 2 | 28.57 |
| VIRTUALUSDT 30m->5m | 7 | 3.50 | 0.94 | 1.67 | 6 | 1 | 3 | 1 | 3 | 2 | 28.57 |

抽樣圖

BTCUSDT_30m-5m_000001_BTCUSDT_30m-5m_v0_2 BTCUSDT_30m-5m_000002_BTCUSDT_30m-5m_v0_2 BTCUSDT_30m-5m_000003_BTCUSDT_30m-5m_v0_2 NEARUSDT_30m-5m_000001_NEARUSDT_30m-5m_v0_2 NEARUSDT_30m-5m_000002_NEARUSDT_30m-5m_v0_2 ONDOUSDT_30m-5m_000001_ONDOUSDT_30m-5m_v0_2 ONDOUSDT_30m-5m_000002_ONDOUSDT_30m-5m_v0_2 VIRTUALUSDT_30m-5m_000001_VIRTUALUSDT_30m-5m_v0_2 VIRTUALUSDT_30m-5m_000002_VIRTUALUSDT_30m-5m_v0_2 VIRTUALUSDT_30m-5m_000003_VIRTUALUSDT_30m-5m_v0_2 VIRTUALUSDT_30m-5m_000004_VIRTUALUSDT_30m-5m_v0_2

檔案

- `results/manual_v0_2/frequency/signals.csv`

- `results/manual_v0_2/frequency/frequency_account.csv`

- `results/manual_v0_2/frequency/frequency_by_symbol.csv`

- `results/manual_v0_2/frequency/yearly_frequency.csv`