Aktualizováno 2026-09-13T23:58:23.423554+00:00 · 58781 ticků · 36 instrumentů · 👑 champion · 🧪 karanténa · benchmark +10.45% · vyhodnocení 2026-09-21
| Strategie | P&L | Edge | Otevřené | Uzavřené | Win rate | Profit factor | Náklady |
|---|---|---|---|---|---|---|---|
| overnight | +0.26% | -10.20% | 0 | 100 | 47% | 1.07 | $8.00 |
| daily-trend | +0.00% | -10.45% | 0 | 0 | 0% | 0.00 | $0.00 |
| overnight-tp-wide-sl-tig 🧪 | +0.00% | -10.45% | 0 | 0 | 0% | 0.00 | $0.00 |
| vwap-rev-tight-sl 🧪 | +0.00% | -10.45% | 0 | 0 | 0% | 0.00 | $0.00 |
| id-mom-atr 🧪 | -0.03% | -10.48% | 0 | 1 | 0% | 0.00 | $0.16 |
| overnight-atr 🧪 | -2.02% | -12.47% | 0 | 48 | 44% | 0.64 | $3.84 |
| intraday-mom | -2.18% | -12.63% | 0 | 87 | 21% | 0.49 | $6.96 |
| orb | -2.83% | -13.28% | 0 | 16 | 31% | 0.36 | $2.56 |
| vwap-rev 👑 | -10.57% | -21.02% | 1 | 137 | 45% | 0.64 | $21.98 |
| crypto-swing 🧪 | -12.27% | -22.72% | 0 | 51 | 33% | 0.44 | $8.17 |
| Strategie | Instrument | Směr | Vstup | SL | TP | Otevřeno (UTC) |
|---|---|---|---|---|---|---|
| vwap-rev | JNJ | long | 265.43 | 262.77 | 269.68 | 09-11 17:31 |
| Zavřeno | Strategie | Instrument | Směr | Vstup | Výstup | P&L $ | Důvod |
|---|---|---|---|---|---|---|---|
| 09-13 22:19 | crypto-swing | ADA | long | 0.21 | 0.20 | -11.49 | stop-loss |
| 09-12 09:45 | crypto-swing | XRP | short | 1.36 | 1.37 | -3.69 | time-exit |
| 09-12 09:45 | crypto-swing | SOL | short | 101.78 | 102.23 | -1.85 | time-exit |
| 09-12 09:45 | crypto-swing | ETH | short | 2506.69 | 2538.11 | -5.10 | time-exit |
| 09-11 22:00 | crypto-swing | ETH | long | 2633.85 | 2504.48 | -19.72 | time-exit |
| 09-11 19:55 | orb | GDX | short | 97.24 | 96.94 | +1.18 | time-exit |
| 09-11 19:55 | intraday-mom | UK100 | short | 10652.61 | 10668.14 | -0.62 | time-exit |
| 09-11 13:41 | overnight-atr | UK100 | long | 10600.08 | 10674.76 | +2.78 | time-exit |
| 09-11 13:41 | overnight-atr | NSDQ100 | long | 29148.65 | 29359.25 | +2.85 | time-exit |
| 09-11 13:41 | overnight | UK100 | long | 10600.08 | 10674.76 | +2.78 | time-exit |
| 09-11 13:41 | overnight | DJ30 | long | 52058.01 | 52619.34 | +4.27 | time-exit |
| 09-11 13:41 | overnight | NSDQ100 | long | 29148.65 | 29359.25 | +2.85 | time-exit |
| 09-11 13:41 | overnight | SPX500 | long | 7598.09 | 7662.66 | +3.36 | time-exit |
| 09-11 13:02 | overnight-atr | DJ30 | long | 52058.01 | 52641.83 | +4.45 | take-profit |
| 09-11 13:02 | overnight-atr | SPX500 | long | 7598.09 | 7669.21 | +3.70 | take-profit |
| 09-11 07:15 | crypto-swing | XRP | short | 1.33 | 1.36 | -9.28 | time-exit |
| 09-11 03:32 | vwap-rev | AMD | long | 504.98 | 499.93 | -4.08 | stop-loss |
| 09-10 19:56 | orb | GDX | long | 97.19 | 95.82 | -5.69 | time-exit |
| 09-10 19:56 | intraday-mom | GER40 | short | 25299.23 | 25333.98 | -0.59 | time-exit |
| 09-10 19:56 | intraday-mom | UK100 | short | 10581.61 | 10599.88 | -0.73 | time-exit |
| 09-10 19:56 | intraday-mom | DJ30 | short | 51967.40 | 52076.72 | -0.88 | time-exit |
| 09-10 19:56 | intraday-mom | NSDQ100 | long | 29142.35 | 29099.46 | -0.63 | time-exit |
| 09-10 14:32 | vwap-rev | MSFT | long | 486.98 | 490.86 | +3.11 | vwap-touch |
| 09-10 14:32 | vwap-rev | META | long | 648.93 | 654.24 | +3.19 | vwap-touch |
| 09-10 14:16 | vwap-rev | AMZN | long | 250.30 | 251.88 | +2.46 | vwap-touch |
| 09-10 13:50 | vwap-rev | NVDA | long | 220.47 | 218.26 | -4.08 | stop-loss |
| 09-10 13:44 | vwap-rev | TSLA | long | 358.52 | 364.26 | +6.32 | take-profit |
| 09-10 13:40 | overnight-atr | UK100 | long | 10656.54 | 10625.46 | -1.21 | time-exit |
| 09-10 13:40 | overnight-atr | DJ30 | long | 52471.88 | 52152.33 | -2.48 | time-exit |
| 09-10 13:40 | overnight-atr | SPX500 | long | 7644.28 | 7592.06 | -2.77 | time-exit |
| 09-10 13:40 | overnight | UK100 | long | 10656.54 | 10625.46 | -1.21 | time-exit |
| 09-10 13:40 | overnight | DJ30 | long | 52471.88 | 52152.33 | -2.48 | time-exit |
| 09-10 13:40 | overnight | NSDQ100 | long | 29431.37 | 29135.54 | -4.06 | time-exit |
| 09-10 13:40 | overnight | SPX500 | long | 7644.28 | 7592.06 | -2.77 | time-exit |
| 09-10 12:58 | overnight-atr | NSDQ100 | long | 29431.37 | 29015.32 | -5.69 | stop-loss |
| 09-10 08:32 | crypto-swing | ADA | short | 0.21 | 0.21 | -5.66 | time-exit |
| 09-10 08:32 | crypto-swing | XRP | short | 1.39 | 1.38 | +1.12 | time-exit |
| 09-10 08:32 | crypto-swing | SOL | short | 100.99 | 101.42 | -1.78 | time-exit |
| 09-10 04:15 | crypto-swing | ETH | short | 2461.31 | 2480.90 | -3.26 | time-exit |
| 09-10 00:05 | vwap-rev | PG | long | 143.50 | 142.00 | -4.26 | stop-loss |
| Název | Logika |
|---|---|
| vwap-rev | mean-reversion k VWAP (akcie, US seance) |
| overnight | koupit index před US závěrem, prodat po otevření (overnight prémie) |
| intraday-mom | poslední půlhodina ve směru dne (long i short, indexy) |
| orb | opening-range breakout jen v 'gap' dnech (sken akcií, long i short) |
| daily-trend | denní Donchian breakout, jen top-3 tituly dle momenta (celý vesmír, long i short) |
| id-mom-atr 🧪 | poslední půlhodina ve směru dne (long i short, indexy) |
| overnight-atr 🧪 | koupit index před US závěrem, prodat po otevření (overnight prémie) |
| crypto-swing 🧪 | crypto_swing |
| overnight-tp-wide-sl-tig 🧪 | koupit index před US závěrem, prodat po otevření (overnight prémie) |
| vwap-rev-tight-sl 🧪 | mean-reversion k VWAP (akcie, US seance) |
Cost-gate: obchod se otevře jen když TP vzdálenost ≥ 4.0× roundtrip náklady třídy instrumentu. Meta-labeling filtr se aktivuje po 200 vzorcích. Kritéria vyhodnocení: PASS: champion net P&L > 0 AND Sharpe(champion) > Sharpe(benchmark) AND DSR > 0.5. CONTINUE: champion >= benchmark risk-adjusted. FAIL: nic neporazi benchmark -> stop/pivot.