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Research report from live trades (DEMO account)

Generated 2026-10-23T17:00+00:00 UTC · 253 trades · 2026-10-18 to 2026-10-23

Every $/trade figure is at the standard research lot (gold 0.04 · NAS100 0.73 · BTC 0.17) · real money total -553.50$

Conclusions (written in Thai)

  • ภาพรวม +0.48$/ไม้ แต่ยังแยกจาก 0 ไม่ได้ทางสถิติ
  • donchian: ผลจริง -1.01$/ไม้ ต่างจากที่งานวิจัยคาด (+5.32) อย่างมีนัย — ตลาดจริงไม่เหมือนข้อมูลทดสอบ
  • ตัวกรอง m5_10 (range|europe): ไม้ที่จะบล็อก +0.52$/ไม้ vs ไม้อื่น -0.27$/ไม้ — ไม่เป็นอย่างที่คาด ❌
  • การสั่งปิดไม้ของ ตัวเฝ้าไม้: 13 ครั้ง ดีกว่าปล่อย 7 ครั้ง · รวม -93.22$ — ปิดเร็วไป ❌
  • คำทำนายของ rules: ถูก 33% (95% ช่วง 24–44%) จาก 82 ครั้ง — ยังไม่ต่างจากโยนเหรียญ

    • Overall

  • 253 trades · +0.48$/trade [-3.02, +3.98] · 55% wins · total +121.27$

    • By strategy (live vs. backtest expectation)

  • bb: 1 trades · -40.42$/trade · 0% wins · total -40.42$
  • donchian: 115 trades · -1.01$/trade [-5.19, +3.16] · 40% wins · total -116.47$ · backtest expected +5.32$/trade
  • ema: 55 trades · +2.91$/trade [-5.47, +11.28] · 65% wins · total +159.86$ · backtest expected -0.76$/trade
  • levels: 4 trades · -39.27$/trade [-70.89, -7.66] · 25% wins · total -157.09$ · backtest expected -9.73$/trade
  • momo: 6 trades · -4.89$/trade [-29.40, +19.62] · 83% wins · total -29.34$ · backtest expected +0.32$/trade
  • momo+ema: 8 trades · -6.84$/trade [-41.30, +27.61] · 62% wins · total -54.76$
  • orb: 20 trades · +10.08$/trade [-8.89, +29.05] · 75% wins · total +201.60$ · backtest expected -3.72$/trade
  • pullback: 14 trades · +6.30$/trade [-3.08, +15.68] · 79% wins · total +88.20$ · backtest expected -2.59$/trade
  • rsi2: 29 trades · +2.46$/trade [-5.34, +10.26] · 69% wins · total +71.39$
  • volx: 1 trades · -1.70$/trade · 0% wins · total -1.70$

    • By market regime at entry

  • Mixed: 82 trades · +2.03$/trade [-5.21, +9.27] · 56% wins · total +166.42$
  • Range: 150 trades · -0.21$/trade [-4.31, +3.90] · 57% wins · total -31.03$
  • Trend: 21 trades · -0.67$/trade [-11.96, +10.61] · 38% wins · total -14.12$

    • By session (UTC)

  • Asia: 81 trades · -1.62$/trade [-7.05, +3.81] · 51% wins · total -131.24$
  • Europe: 62 trades · -9.49$/trade [-16.13, -2.84] · 42% wins · total -588.13$
  • US: 110 trades · +7.64$/trade [+2.05, +13.24] · 65% wins · total +840.64$

    • By direction vs. 2-hour trend

  • Against trend: 2 trades · -21.06$/trade [-59.01, +16.89] · 0% wins · total -42.12$
  • No trend: 232 trades · +0.58$/trade [-3.10, +4.27] · 56% wins · total +135.39$
  • With trend: 19 trades · +1.47$/trade [-10.26, +13.21] · 42% wins · total +28.00$

    • Observe-mode filters (A/B on live trades)

  • m5_10 range|europe: would block 70 trades · +0.52$/trade [-4.61, +5.66] · 41% wins · total +36.68$ · kept 20 trades · -0.27$/trade [-13.25, +12.71] · 30% wins · total -5.40$
  • m5_12 mixed,trend|europe: would block 7 trades · -2.29$/trade [-29.69, +25.12] · 57% wins · total -16.00$ · kept 5 trades · +12.84$/trade [+6.90, +18.78] · 100% wins · total +64.20$
  • m5_12 mixed|europe: would block 1 trades · -28.96$/trade · 0% wins · total -28.96$ · kept 2 trades · +31.86$/trade [-5.65, +69.37] · 100% wins · total +63.72$
  • m5_13 |us: would block – · kept 2 trades · +4.69$/trade [+2.44, +6.94] · 100% wins · total +9.38$
  • m5_15 mixed|us: would block 2 trades · -10.32$/trade [-56.97, +36.33] · 50% wins · total -20.64$ · kept –
  • m5_16 trend|: would block – · kept 6 trades · +44.56$/trade [+27.06, +62.06] · 100% wins · total +267.34$
  • m5_17 mixed,trend|europe: would block 1 trades · +8.52$/trade · 100% wins · total +8.52$ · kept –
  • m5_17 |europe: would block – · kept 2 trades · -51.22$/trade [-52.12, -50.32] · 0% wins · total -102.44$
  • m5_19 trend|: would block 1 trades · +38.36$/trade · 100% wins · total +38.36$ · kept 4 trades · -1.83$/trade [-22.12, +18.46] · 50% wins · total -7.32$
  • m5_4 mixed|asia: would block 1 trades · -40.42$/trade · 0% wins · total -40.42$ · kept –
  • m5_5 mixed,range|asia: would block 6 trades · -24.42$/trade [-44.94, -3.90] · 17% wins · total -146.51$ · kept –
  • m5_6 range|europe: would block 4 trades · -1.43$/trade [-22.96, +20.10] · 50% wins · total -5.72$ · kept 2 trades · +23.70$/trade [+23.70, +23.71] · 100% wins · total +47.41$
  • m5_7 mixed,trend|us: would block 4 trades · +6.52$/trade [-7.07, +20.11] · 50% wins · total +26.09$ · kept –
  • m5_7 mixed|us: would block – · kept 1 trades · +22.33$/trade · 100% wins · total +22.33$
  • m5_7 |us: would block – · kept 3 trades · -32.27$/trade [-62.27, -2.26] · 0% wins · total -96.80$
  • m5_8 range|europe: would block 24 trades · +1.12$/trade [-8.14, +10.39] · 67% wins · total +26.90$ · kept 4 trades · +9.07$/trade [-0.20, +18.35] · 75% wins · total +36.29$

    • Manager closes (vs. holding to SL/TP or 24 h)

  • Guard: 13 closes · 7 better · 6 worse · total -93.22$
  • Claude Opus: 3 closes · 3 better · 0 worse · total +8.48$
  • Rules: 4 closes · 2 better · 2 worse · total -45.70$
  • Claude Sonnet: 2 closes · 1 better · 1 worse · total -226.80$

    • Lot sizes set by the manager

  • m5_17: ×1.5 (Rules)

    • Manager calls: this bot should not enter now

  • Rules: 27/82 right (33%, 95% 24–44%) · if all followed -237.77$
  • Gemini 3.8: 0/2 right (0%, 95% 0–66%) · if all followed -80.19$
  • Gemini Lite: 0/2 right (0%, 95% 0–66%) · if all followed -71.23$
  • Claude Opus: 6/8 right (75%, 95% 41–93%) · if all followed +89.88$
  • Claude Sonnet: 0/1 right (0%, 95% 0–79%) · if all followed -56.62$

    • [low, high] = 95% confidence interval of $/trade — if it crosses 0 we can't yet tell whether it wins or loses