Jev 交易 bot 实测:大脑花 0.0081 美元亏 62.85
BTC 一分钟 K 线、每 5 分钟一次决策的 Jev bot,16 小时 193 次决策,手续费 57.53 美元是大脑成本的 7000 多倍,112 笔成交中 87 笔波动小于手续费,1000 美元变 937.15。
I built a Jev trading bot. Its brain cost $0.0081 and it still lost $62.85 It trades BTC on 1-minute candles, one decision every 5 minutes, with a rule fixed before the run: 1. Follows the move only when it's strong It compares the last 15 minutes to the last 30 minutes of volatility Strong move = LONG or SHORT, weak move = HOLD In 16 hours it made 193 decisions: 71 LONG, 41 SHORT, 81 HOLD 2. Sizes by confidence Average trade: $642 Median 5-minute BTC move: 0.039%. On $642 that's about $0.25 3. Pays the toll on every fill 0.04% a side, 0.08% round trip = $0.51 a trade 87 of 112 fills moved less than the fee they paid Stats: > Win rate before fees: 46.4% > P&L before fees: −$5.31 > Fees paid: $57.53 > Brain cost: $0.0081 $1,000 → $937.15 Re-ran it with zero fees. Still −$5.49 The bot's main problem isn't the brain. The toll is 7,097x bigger than the brain, and the move it's betting on is half the size of the fee The code, all the charts and the 5 checks before you build are in my article below
这条是引用着另一条写的:x.com/scratcherrrr/status/2107833549285912832