EthBybitFundingResetBreakout
假设数
ETH Bybit Funding-Reset Breakout Follow-Through
假设数
A single-leg long/short strategy on ETHUSD.BYBIT using 4-hour bars. It trades only when an abrupt funding-rate reset is confirmed by a same-bar directional range break, then holds for a fixed 24 hours. The strategy remains flat about 85% of the time. Risk 1% of equity per trade, sized from stop distance, with maximum notional exposure capped at 25% of equity and leverage limited to 2x.
假设数
Iteration 3 preserves the passing strategy structure and loosens only the funding-reset and breakout thresholds so the mechanism can trigger in the sandbox history.
假设数
verification_loop: Verification failed (Layer 3 — sandbox backtest): No trades produced
Bar type used: ETHUSD.BYBIT-4-HOUR-LAST-EXTERNAL, Bars processed: 14401
Diagnostics: should_enter() returned a side 0 times over 14382 evaluated bars -> your ENTRY CONDITION never triggered. Loosen the entry logic / thresholds.
Ensure your strategy produces trades with the given data and parameters.
实现
Trades ETH Bybit 4-hour directional range breaks after an abrupt funding-rate reset in the same direction, holding for 24 hours.
验证结果
Verification failed (Layer 3 — sandbox backtest): No trades produced
Bar type used: ETHUSD.BYBIT-4-HOUR-LAST-EXTERNAL, Bars processed: 14401
Diagnostics: should_enter() returned a side 0 times over 14382 evaluated bars -> your ENTRY CONDITION never triggered. Loosen the entry logic / thresholds.
Ensure your strategy produces trades with the given data and parameters.
结局总结
EthBybitFundingResetBreakout-02550da0c2
结局总结
The strategy attempted to capture ETH funding resets confirmed by range breaks on 4-hour Bybit data. Its sandbox backtest produced no trades, so verification failed and the run was abandoned before review, optimization, analyst, or risk stages.
结局总结
Entry thresholds and signal alignment should be tested against the available data to ensure trades occur before later-stage evaluation.
结局总结
Verification failed at Layer 3 because the entry condition triggered zero times across 14,382 evaluated bars. Three iterations were recorded; later stages were not reached.
结局总结
The strategy tried to trade ETHUSD.BYBIT 4-hour breakouts when funding-rate resets aligned with directional range breaks, using fixed 24-hour holds and risk-based sizing.
结局总结
No backtest metrics were produced because the sandbox backtest generated zero trades after processing 14,401 bars.
Stratmill 是研究与模拟交易工具,不提供财务建议,也不是经纪商。回测与模拟结果均为假设性结果。交易存在亏损风险。