Вывод: YES-стратегия убыточна меньше (P&L -51,948 vs NO -107,067), но всё равно минус.
Fee 4% × 2 = 8% round-trip съедает любой edge меньше 8%. Средний дневной P&L обеих стратегий отрицательный.
Красная пунктирная линия: порог 8% fee. Любой edge меньше 8% убыточен после fee.
| Категория | N | P&L NO | ROI NO | WR NO | P&L YES | ROI YES | WR YES |
|---|---|---|---|---|---|---|---|
| crypto | 3,347 | -39,025 | -11.66% | 44.5% | -39,840 | -11.90% | 55.2% |
| sports | 2,767 | -34,355 | -12.42% | 41.7% | -6,312 | -2.28% | 48.8% |
| other | 1,084 | -15,327 | -14.14% | 41.4% | -4,260 | -3.93% | 48.3% |
| weather | 227 | -13,000 | -57.27% | 19.8% | +1,768 | +7.79% | 80.2% |
| politics | 187 | -1,192 | -6.37% | 48.1% | -775 | -4.15% | 48.7% |
| geopolitics | 107 | -433 | -4.04% | 46.7% | -2,424 | -22.65% | 51.4% |
| pop_culture | 62 | -1,952 | -31.48% | 12.9% | +512 | +8.26% | 85.5% |
| entertainment | 37 | -842 | -22.76% | 32.4% | +41 | +1.11% | 67.6% |
| science_tech | 29 | -729 | -25.13% | 24.1% | -136 | -4.70% | 37.9% |
| economics | 28 | -214 | -7.64% | 60.7% | -522 | -18.65% | 17.9% |
| Дата | N | P&L NO | ROI NO | WR NO | P&L YES | ROI YES | WR YES |
|---|---|---|---|---|---|---|---|
| 2025-09-28 | 13 | +888 | +68.33% | 69.2% | -537 | -41.34% | 30.8% |
| 2025-09-29 | 51 | -429 | -8.41% | 31.4% | -451 | -8.85% | 66.7% |
| 2025-09-30 | 54 | -767 | -14.21% | 44.4% | -228 | -4.23% | 51.9% |
| 2025-10-03 | 24 | -522 | -21.74% | 50.0% | -172 | -7.16% | 50.0% |
| 2025-10-04 | 21 | -150 | -7.13% | 57.1% | -186 | -8.87% | 42.9% |
| 2025-10-05 | 8 | +186 | +23.24% | 62.5% | -453 | -56.65% | 37.5% |
| 2025-10-08 | 1 | +29 | +28.67% | 100.0% | -102 | -102.29% | 0.0% |
| 2025-10-10 | 15 | +8 | +0.55% | 53.3% | -183 | -12.18% | 46.7% |
| 2025-10-11 | 193 | -2,359 | -12.22% | 40.9% | -3,119 | -16.16% | 59.1% |
| 2025-10-12 | 236 | -5,674 | -24.04% | 36.9% | +762 | +3.23% | 61.9% |
| 2025-10-13 | 466 | -7,586 | -16.28% | 34.5% | +5,317 | +11.41% | 62.0% |
| 2025-10-14 | 568 | -13,419 | -23.62% | 34.9% | +2,018 | +3.55% | 59.3% |
| 2025-10-15 | 296 | -6,092 | -20.58% | 38.9% | -2,275 | -7.68% | 55.4% |
| 2025-10-16 | 298 | -3,038 | -10.20% | 47.0% | -5,232 | -17.56% | 51.7% |
| 2025-10-17 | 397 | -8,660 | -21.81% | 39.0% | -3,462 | -8.72% | 57.9% |
| 2025-10-18 | 328 | -3,069 | -9.36% | 49.1% | -2,302 | -7.02% | 48.2% |
| 2025-10-19 | 333 | -1,949 | -5.85% | 46.5% | -5,300 | -15.92% | 51.6% |
| 2025-10-20 | 611 | -16,782 | -27.47% | 36.0% | +1,563 | +2.56% | 61.5% |
| 2025-10-21 | 539 | -2,187 | -4.06% | 46.8% | -7,450 | -13.82% | 49.7% |
| 2025-10-22 | 434 | -3,121 | -7.19% | 42.4% | -5,383 | -12.40% | 55.3% |
| 2025-10-23 | 417 | -7,112 | -17.05% | 42.2% | -2,776 | -6.66% | 54.7% |
| 2025-10-24 | 806 | -10,207 | -12.66% | 39.2% | -6,893 | -8.55% | 51.5% |
| 2025-10-25 | 364 | -1,781 | -4.89% | 36.5% | -3,983 | -10.94% | 46.4% |
| 2025-10-26 | 169 | -243 | -1.44% | 50.3% | -2,182 | -12.91% | 42.6% |
| 2025-10-27 | 339 | -4,450 | -13.13% | 42.8% | -1,339 | -3.95% | 46.6% |
| 2025-10-28 | 222 | -4,515 | -20.34% | 41.9% | +632 | +2.84% | 50.5% |
| 2025-10-29 | 249 | -584 | -2.35% | 47.0% | -3,148 | -12.64% | 42.6% |
| 2025-10-30 | 85 | -61 | -0.71% | 50.6% | -1,033 | -12.16% | 37.6% |
| 2025-10-31 | 17 | +217 | +12.76% | 58.8% | -464 | -27.28% | 23.5% |
| 2026-03-18 | 22 | +340 | +15.47% | 54.5% | +272 | +12.37% | 40.9% |
| 2026-03-19 | 9 | -193 | -21.50% | 77.8% | -447 | -49.65% | 22.2% |
| 2026-03-20 | 14 | -313 | -22.39% | 64.3% | +119 | +8.52% | 35.7% |
| 2026-03-21 | 6 | -155 | -25.82% | 16.7% | -20 | -3.42% | 66.7% |
| 2026-03-22 | 12 | -429 | -35.76% | 50.0% | +308 | +25.68% | 50.0% |
| 2026-03-23 | 5 | -253 | -50.69% | 40.0% | +1,096 | +219.26% | 60.0% |
| 2026-03-24 | 76 | -146 | -1.91% | 72.4% | -2,334 | -30.72% | 26.3% |
| 2026-03-25 | 18 | -383 | -21.28% | 72.2% | +26 | +1.46% | 27.8% |
| 2026-03-26 | 7 | -242 | -34.52% | 57.1% | -274 | -39.15% | 42.9% |
| 2026-03-27 | 9 | -256 | -28.50% | 66.7% | +28 | +3.14% | 33.3% |
| 2026-03-28 | 11 | +5 | +0.46% | 54.5% | -510 | -46.36% | 45.5% |
| 2026-03-29 | 5 | -206 | -41.14% | 60.0% | -292 | -58.41% | 40.0% |
| 2026-03-30 | 6 | +30 | +5.01% | 83.3% | -348 | -58.05% | 16.7% |
| 2026-03-31 | 9 | -169 | -18.78% | 77.8% | -326 | -36.19% | 22.2% |
| 2026-04-01 | 8 | +75 | +9.34% | 75.0% | -636 | -79.50% | 12.5% |
| 2026-04-02 | 4 | -108 | -26.91% | 50.0% | -18 | -4.44% | 25.0% |
| 2026-04-03 | 11 | -217 | -19.76% | 45.5% | +538 | +48.91% | 54.5% |
| 2026-04-04 | 5 | +35 | +6.99% | 80.0% | -176 | -35.19% | 20.0% |
| 2026-04-05 | 26 | -237 | -9.12% | 61.5% | -711 | -27.34% | 38.5% |
| 2026-04-06 | 14 | -225 | -16.09% | 71.4% | +422 | +30.16% | 21.4% |
| 2026-04-07 | 11 | -200 | -18.18% | 63.6% | -401 | -36.46% | 36.4% |
| 2026-04-08 | 9 | -130 | -14.44% | 55.6% | +883 | +98.08% | 33.3% |
| 2026-04-09 | 10 | -53 | -5.26% | 80.0% | -469 | -46.92% | 10.0% |
| 2026-04-10 | 14 | -209 | -14.91% | 64.3% | -316 | -22.58% | 28.6% |
| 2025-09-22 | — | — | — | — | — | — | — |
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| 2025-10-06 | — | — | — | — | — | — | — |
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| 2025-11-01 | — | — | — | — | — | — | — |
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| 2025-11-03 | — | — | — | — | — | — | — |
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| 2025-11-27 | — | — | — | — | — | — | — |
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| 2025-12-01 | — | — | — | — | — | — | — |
| 2025-12-02 | — | — | — | — | — | — | — |
| 2025-12-03 | — | — | — | — | — | — | — |
| 2025-12-04 | — | — | — | — | — | — | — |
| 2025-12-05 | — | — | — | — | — | — | — |
| 2025-12-06 | — | — | — | — | — | — | — |
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| 2025-12-19 | — | — | — | — | — | — | — |
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| 2025-12-21 | — | — | — | — | — | — | — |
| 2025-12-22 | — | — | — | — | — | — | — |
| 2025-12-23 | — | — | — | — | — | — | — |
| 2025-12-24 | — | — | — | — | — | — | — |
| 2025-12-25 | — | — | — | — | — | — | — |
| 2025-12-26 | — | — | — | — | — | — | — |
| 2025-12-27 | — | — | — | — | — | — | — |
| 2025-12-28 | — | — | — | — | — | — | — |
| 2025-12-29 | — | — | — | — | — | — | — |
| 2025-12-30 | — | — | — | — | — | — | — |
| 2025-12-31 | — | — | — | — | — | — | — |
| 2026-01-01 | — | — | — | — | — | — | — |
| 2026-01-02 | — | — | — | — | — | — | — |
| 2026-01-03 | — | — | — | — | — | — | — |
| 2026-01-04 | — | — | — | — | — | — | — |
| 2026-01-05 | — | — | — | — | — | — | — |
| 2026-01-06 | — | — | — | — | — | — | — |
| 2026-01-07 | — | — | — | — | — | — | — |
| 2026-01-08 | — | — | — | — | — | — | — |
| 2026-01-09 | — | — | — | — | — | — | — |
| 2026-01-10 | — | — | — | — | — | — | — |
| 2026-01-11 | — | — | — | — | — | — | — |
| 2026-01-12 | — | — | — | — | — | — | — |
| 2026-01-13 | — | — | — | — | — | — | — |
| 2026-01-14 | — | — | — | — | — | — | — |
| 2026-01-15 | — | — | — | — | — | — | — |
| 2026-01-16 | — | — | — | — | — | — | — |
| 2026-01-17 | — | — | — | — | — | — | — |
| 2026-01-18 | — | — | — | — | — | — | — |
| 2026-01-19 | — | — | — | — | — | — | — |
| 2026-01-20 | — | — | — | — | — | — | — |
| 2026-01-21 | — | — | — | — | — | — | — |
| 2026-01-22 | — | — | — | — | — | — | — |
| 2026-01-23 | — | — | — | — | — | — | — |
| 2026-01-24 | — | — | — | — | — | — | — |
| 2026-01-25 | — | — | — | — | — | — | — |
| 2026-01-26 | — | — | — | — | — | — | — |
| 2026-01-27 | — | — | — | — | — | — | — |
| 2026-01-28 | — | — | — | — | — | — | — |
| 2026-01-29 | — | — | — | — | — | — | — |
| 2026-01-30 | — | — | — | — | — | — | — |
| 2026-01-31 | — | — | — | — | — | — | — |
| 2026-02-01 | — | — | — | — | — | — | — |
| 2026-02-02 | — | — | — | — | — | — | — |
| 2026-02-03 | — | — | — | — | — | — | — |
| 2026-02-04 | — | — | — | — | — | — | — |
| 2026-02-05 | — | — | — | — | — | — | — |
| 2026-02-06 | — | — | — | — | — | — | — |
| 2026-02-07 | — | — | — | — | — | — | — |
| 2026-02-08 | — | — | — | — | — | — | — |
| 2026-02-09 | — | — | — | — | — | — | — |
| 2026-02-10 | — | — | — | — | — | — | — |
| 2026-02-11 | — | — | — | — | — | — | — |
| 2026-02-12 | — | — | — | — | — | — | — |
| 2026-02-13 | — | — | — | — | — | — | — |
| 2026-02-14 | — | — | — | — | — | — | — |
| 2026-02-15 | — | — | — | — | — | — | — |
| 2026-02-16 | — | — | — | — | — | — | — |
| 2026-02-17 | — | — | — | — | — | — | — |
| 2026-02-18 | — | — | — | — | — | — | — |
| 2026-02-19 | — | — | — | — | — | — | — |
| 2026-02-20 | — | — | — | — | — | — | — |
| 2026-02-21 | — | — | — | — | — | — | — |
| 2026-02-22 | — | — | — | — | — | — | — |
| 2026-02-23 | — | — | — | — | — | — | — |
| 2026-02-24 | — | — | — | — | — | — | — |
| 2026-02-25 | — | — | — | — | — | — | — |
| 2026-02-26 | — | — | — | — | — | — | — |
| 2026-02-27 | — | — | — | — | — | — | — |
| 2026-02-28 | — | — | — | — | — | — | — |
| 2026-03-01 | — | — | — | — | — | — | — |
| 2026-03-02 | — | — | — | — | — | — | — |
| 2026-03-03 | — | — | — | — | — | — | — |
| 2026-03-04 | — | — | — | — | — | — | — |
| 2026-03-05 | — | — | — | — | — | — | — |
| 2026-03-06 | — | — | — | — | — | — | — |
| 2026-03-07 | — | — | — | — | — | — | — |
| 2026-03-08 | — | — | — | — | — | — | — |
| 2026-03-09 | — | — | — | — | — | — | — |
| 2026-03-10 | — | — | — | — | — | — | — |
| 2026-03-11 | — | — | — | — | — | — | — |
| 2026-03-12 | — | — | — | — | — | — | — |
| 2026-03-13 | — | — | — | — | — | — | — |
| 2026-03-14 | — | — | — | — | — | — | — |
| 2026-03-15 | — | — | — | — | — | — | — |
| 2026-03-16 | — | — | — | — | — | — | — |
| 2026-03-17 | — | — | — | — | — | — | — |
Метод: для каждого рынка с endDate в [start, max_ts-7d] вычисляется 7d-окно [endDate-7d, endDate]. Entry = последняя YES-цена ПЕРВОГО дня с ценами в окне. Exit = последняя YES-цена ПОСЛЕДНЕГО дня с ценами в окне. NO-стратегия: long NO по цене 1−entry, продажа по 1−exit. YES-стратегия: long YES по entry, продажа по exit. Fee 4% × 2. Каждый рынок учитывается ОДИН раз.