Generated: 2026-04-30 06:46:28 UTC
← 返回 Rank29 archive / audit ｜ Rank29 主报告
Rank29 · actual paper first, causal shadow second
这页现在降级为 research / archive 视角：最上面只看 真实 append-only paper，下面放的是 causal / live-safe shadow 和 orderbook shadow。这样你不会再把“事后回看很强”误读成“当时 live 本来就应该做出来”。现在 Rank29 已停实盘并降为 P0 archived；总览审计请看 Rank29 archive / audit，真钱 100u lane 的留档细节在 rank29 retired debug。
先看读法
- 真实 append-only paper：来自
manual_narrow_paper_closed_trades.csv，这是我们之前发现 Rank29 最近偏弱、因此去找 regime 的那条真实跟踪线。
- causal / live-safe shadow：来自
rank29_shadow_trade_view.csv，它按当时可见 bars 重放，不再允许第二天把昨天的信号补出来；因此更适合拿来和 live 做 apples-to-apples 对照。
- orderbook shadow：回答执行层问题，不跟真实 paper 做 apples-to-apples 的净值比较。
- gate live 100u：真钱 lane 单独看，入口在 rank29_gate_live/report.html。
1) 真实 append-only paper（重点）
这一部分才是你最该盯的：净值折线图里每个点都是一笔真实 closed trade；下方的时间窗表直接回答你问的 12h / 1d / 3d / 7d / 14d / 30d 这段时间到底盈亏如何。
actual baseline
-2.16%
trades=65 · ending NAV=0.978x · win rate=40.00% · avg/trade=-0.03%
actual gate shadow
0.72%
trades=13 · ending NAV=1.007x · win rate=53.85% · avg/trade=0.06%
真实 paper：分时间窗表现
| window | anchor_end_utc | baseline_trades | baseline_net_total | baseline_ending_nav | baseline_win_rate | baseline_avg_trade | gate_trades | gate_net_total | gate_ending_nav | gate_win_rate | gate_avg_trade |
|---|
| 12h | 2026-04-02 21:45 UTC | 2 | -1.33% | 0.987x | 0.00% | -0.67% | 2 | -0.33% | 0.997x | 0.00% | -0.17% |
| 1d | 2026-04-02 21:45 UTC | 6 | 0.70% | 1.007x | 50.00% | 0.12% | 6 | 0.18% | 1.002x | 50.00% | 0.03% |
| 3d | 2026-04-02 21:45 UTC | 16 | 4.69% | 1.047x | 62.50% | 0.29% | 13 | 0.72% | 1.007x | 53.85% | 0.06% |
| 7d | 2026-04-02 21:45 UTC | 31 | 2.06% | 1.021x | 48.39% | 0.07% | 13 | 0.72% | 1.007x | 53.85% | 0.06% |
| 14d | 2026-04-02 21:45 UTC | 61 | -2.29% | 0.977x | 40.98% | -0.04% | 13 | 0.72% | 1.007x | 53.85% | 0.06% |
| 30d | 2026-04-02 21:45 UTC | 65 | -2.16% | 0.978x | 40.00% | -0.03% | 13 | 0.72% | 1.007x | 53.85% | 0.06% |
| all | 2026-04-02 21:45 UTC | 65 | -2.16% | 0.978x | 40.00% | -0.03% | 13 | 0.72% | 1.007x | 53.85% | 0.06% |
真实 paper：按资产拆开看
| asset | baseline_trades | baseline_net_total | baseline_ending_nav | baseline_win_rate | baseline_avg_trade | gate_trades | gate_net_total | gate_ending_nav | gate_win_rate | gate_avg_trade |
|---|
| BTC-USD | 25 | -3.12% | 0.969x | 36.00% | -0.13% | 6 | 0.15% | 1.001x | 33.33% | 0.02% |
| ETH-USD | 18 | -0.08% | 0.999x | 50.00% | -0.00% | 2 | 0.08% | 1.001x | 100.00% | 0.04% |
| SOL-USD | 22 | 1.08% | 1.011x | 36.36% | 0.05% | 5 | 0.49% | 1.005x | 60.00% | 0.10% |
真实 paper：最近 closed trades
| lane | asset | entry_ts_utc | exit_ts_utc | trade_net_ret | trigger_tf | exit_reason |
|---|
| gate shadow | SOL-USD | 2026-04-02 20:00 UTC | 2026-04-02 21:45 UTC | -0.03% | long | - |
| baseline | SOL-USD | 2026-04-02 20:00 UTC | 2026-04-02 21:45 UTC | -0.13% | long | - |
| gate shadow | SOL-USD | 2026-04-02 16:45 UTC | 2026-04-02 18:30 UTC | -0.30% | medium | - |
| baseline | SOL-USD | 2026-04-02 16:45 UTC | 2026-04-02 18:30 UTC | -1.21% | medium | - |
| gate shadow | BTC-USD | 2026-04-02 03:45 UTC | 2026-04-02 05:30 UTC | -0.01% | long | - |
| baseline | BTC-USD | 2026-04-02 03:45 UTC | 2026-04-02 05:30 UTC | -0.05% | long | - |
| gate shadow | ETH-USD | 2026-04-02 03:45 UTC | 2026-04-02 05:30 UTC | 0.04% | long | - |
| baseline | ETH-USD | 2026-04-02 03:45 UTC | 2026-04-02 05:30 UTC | 0.16% | long | - |
| gate shadow | BTC-USD | 2026-04-02 01:30 UTC | 2026-04-02 03:15 UTC | 0.25% | short | - |
| baseline | BTC-USD | 2026-04-02 01:30 UTC | 2026-04-02 03:15 UTC | 0.99% | short | - |
| gate shadow | SOL-USD | 2026-04-01 21:45 UTC | 2026-04-01 23:30 UTC | 0.24% | long | - |
| baseline | SOL-USD | 2026-04-01 21:45 UTC | 2026-04-01 23:30 UTC | 0.95% | long | - |
| gate shadow | BTC-USD | 2026-04-01 15:30 UTC | 2026-04-01 17:15 UTC | -0.11% | short | - |
| baseline | BTC-USD | 2026-04-01 15:30 UTC | 2026-04-01 17:15 UTC | -0.44% | short | - |
| gate shadow | SOL-USD | 2026-04-01 15:30 UTC | 2026-04-01 17:15 UTC | 0.32% | short | - |
| baseline | SOL-USD | 2026-04-01 15:30 UTC | 2026-04-01 17:15 UTC | 1.29% | short | - |
| gate shadow | BTC-USD | 2026-04-01 05:00 UTC | 2026-04-01 06:45 UTC | 0.26% | short | - |
| baseline | BTC-USD | 2026-04-01 05:00 UTC | 2026-04-01 06:45 UTC | 1.05% | short | - |
| gate shadow | SOL-USD | 2026-04-01 04:30 UTC | 2026-04-01 06:15 UTC | 0.27% | long | - |
| baseline | SOL-USD | 2026-04-01 04:30 UTC | 2026-04-01 06:15 UTC | 1.06% | long | - |
| gate shadow | BTC-USD | 2026-03-31 17:15 UTC | 2026-03-31 19:00 UTC | -0.20% | long | - |
| baseline | BTC-USD | 2026-03-31 17:15 UTC | 2026-03-31 19:00 UTC | -0.79% | long | - |
| gate shadow | ETH-USD | 2026-03-31 16:45 UTC | 2026-03-31 18:30 UTC | 0.04% | long | - |
| baseline | ETH-USD | 2026-03-31 16:45 UTC | 2026-03-31 18:30 UTC | 0.17% | long | - |
2) causal shadow overlay（研究辅助，但已去掉未来函数）
这一部分保留，是为了回答“如果用 live-safe 口径重放，baseline 与 gate shadow 的长期形状分别如何”。它仍是研究辅助，但现在已经去掉了事后补信号的问题，更适合和 live 对照。
orderbook shadow
0.00%
closed=0 · recent signals=323 · recent rejects=359
causal shadow：分时间窗表现
暂无数据。
causal shadow：按资产拆开看
暂无数据。
causal shadow：最近 baseline vs gate 配对交易
暂无数据。
3) orderbook shadow（执行层）
这部分专门回答：如果以后要往更真实的执行推进，最近 signal 有没有被盘口吃掉、还是大多被拒掉 / 过期了。它不和上面的真实 paper 直接拼成同一条净值曲线。
注意：orderbook shadow 当前还没有 closed trades，所以它现在不能像真实 paper 一样画已成交净值曲线。我在这里先用 signal / rejection 时间线展示它目前卡在执行层的哪个环节。
最近 signals
| symbol | signal_ts_utc | planned_exit_ts_utc | side | trigger_tf | composite_trend |
|---|
| AVAXUSDT | 2026-04-29T13:30:00Z | 2026-04-29T15:45:00Z | short | medium | -3.00 |
| ADAUSDT | 2026-04-29T13:15:00Z | 2026-04-29T15:30:00Z | short | medium | -3.00 |
| LINKUSDT | 2026-04-29T12:15:00Z | 2026-04-29T14:30:00Z | short | medium | -3.00 |
| ADAUSDT | 2026-04-29T12:00:00Z | 2026-04-29T14:15:00Z | short | short | -3.00 |
| AVAXUSDT | 2026-04-29T12:00:00Z | 2026-04-29T14:15:00Z | short | short | -3.00 |
| BCHUSDT | 2026-04-29T08:00:00Z | 2026-04-29T10:15:00Z | short | short | -3.00 |
| LINKUSDT | 2026-04-29T04:30:00Z | 2026-04-29T06:45:00Z | long | long | 3.00 |
| XRPUSDT | 2026-04-29T04:15:00Z | 2026-04-29T06:30:00Z | long | long | 3.00 |
| ADAUSDT | 2026-04-29T03:00:00Z | 2026-04-29T05:15:00Z | long | medium | 3.00 |
| AVAXUSDT | 2026-04-29T03:00:00Z | 2026-04-29T05:15:00Z | long | short | 3.00 |
最近 rejections
| symbol | signal_ts_utc | side | reason | entry_age_minutes |
|---|
| AVAXUSDT | 2026-04-29T13:30:00Z | short | entry_window_expired | 705.0 |
| ADAUSDT | 2026-04-29T13:15:00Z | short | entry_window_expired | 675.0 |
| LINKUSDT | 2026-04-29T12:15:00Z | short | entry_window_expired | 780.0 |
| ADAUSDT | 2026-04-29T12:00:00Z | short | entry_window_expired | 615.0 |
| AVAXUSDT | 2026-04-29T12:00:00Z | short | entry_window_expired | 585.0 |
| BCHUSDT | 2026-04-29T08:00:00Z | short | entry_window_expired | 855.0 |
| LINKUSDT | 2026-04-29T04:30:00Z | long | entry_window_expired | 585.0 |
| XRPUSDT | 2026-04-29T04:15:00Z | long | entry_window_expired | 615.0 |
| LINKUSDT | 2026-04-29T03:15:00Z | long | skip_due_to_no_overlap_or_pending | - |
| AVAXUSDT | 2026-04-29T03:00:00Z | long | entry_window_expired | 360.0 |