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 2026-09-21 19:44 +08:00

- 訊號總數:73

- 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 | 73 | 1159.27 | 36.50 | 36.50 | 0.23 | 0.70 | 1.24 | 0 | 44 | 29 | 18 | 23 | 32 | 29 | 39.73 |
| ALL | 73 | 1159.27 | 36.50 | 36.50 | 0.23 | 0.70 | 1.24 | 0 | 44 | 29 | 18 | 23 | 32 | 29 | 39.73 |

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 | 18 | 9.00 | 1.09 | 3.92 | 10 | 8 | 6 | 2 | 10 | 9 | 50.00 |
| NEARUSDT 30m->5m | 16 | 8.00 | 1.24 | 4.20 | 9 | 7 | 4 | 5 | 7 | 6 | 37.50 |
| ONDOUSDT 30m->5m | 20 | 10.00 | 0.95 | 5.20 | 11 | 9 | 2 | 12 | 6 | 8 | 40.00 |
| VIRTUALUSDT 30m->5m | 19 | 9.50 | 0.96 | 4.96 | 14 | 5 | 6 | 4 | 9 | 6 | 31.58 |

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 BTCUSDT_30m-5m_000004_BTCUSDT_30m-5m_v0_2 BTCUSDT_30m-5m_000005_BTCUSDT_30m-5m_v0_2 VIRTUALUSDT_30m-5m_000001_VIRTUALUSDT_30m-5m_v0_2 VIRTUALUSDT_30m-5m_000002_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`