Publicado
Nuestro pipeline registra cada backtest desglosado por la hora UTC en la que se abrió cada operación, no solo el agregado. Saqué TAUSDT's pullback_reclaim récord: 2.000 operaciones, 24 buckets por hora, 59 a 107 operaciones por hora. Ejecutar todo junto y las redes de pareja +$ 161.31 con un factor de beneficio de 1.15 -- decente, sin complicaciones, el tipo de número que se ve bien en un tablero. Divídelo por hora y no es una estrategia que se ejecute todo el día. Es una estrategia que funciona durante 20 horas y sangra silenciosamente durante 4.
Las cuatro horas que pierden dinero
Nuestro pipeline etiqueta automáticamente cada cubo por hora con un veredicto. Cuatro de las 24 horas de TAUSDT se marcan BAD_FOR_THIS_FAMILY -- cada dos horas pasa o cae en un estado de vigilancia neutral. Los cuatro son negativos netos:
| Hora (UTC) | Vientos alisios | Tasa de ganancia | factor de beneficio | Neto |
|---|---|---|---|---|
| 13:00 | 59 | 61.0 % | 0,71 | -$ 11.88 |
| 19:00 | 73 | 69,9% | 0,80 | 8.68% |
| 21:00 | 84 | 61,9% | 0,71 | 18/ 21 |
| 23:00 | 99 | 62,6% | 0,59 | 27-60. |
Los cuatro marcados BAD_FOR_THIS_FAMILY por la propia lógica de veredicto por hora de nuestro oleoducto. Cada una de las otras 24 horas de TAUSDT es positiva neta.
¿De dónde procede el dinero?
Sume cada hora perdedora durante todo el día y las caídas de backtest de TAUSDT -$ 75.03 total. Las cuatro horas marcadas anteriormente representan -$ 66.37 Esto explica que 88% de todas las pérdidas en exactamente el 17% del día de negociación. The other 20 hours lose a combined $8.66, spread thin enough that none of them individually trip the bad-hour flag. Meanwhile the best hour, 17:00 UTC, runs an 86.9% win rate and a 2.41 profit factor on its own 84 trades, netting +$42.41 -- more than half of what the four bad hours lose, by itself, in one hour slot. That's a 4x swing in profit factor and a 36-point swing in win rate (51.3% at the worst hour for win rate, 20:00, to 86.9% at 17:00) depending purely on what time the trade opened, with the entry/exit logic held completely fixed.
This isn't a seasonality story, it's a liquidity-regime story
I'm not claiming TAUSDT "doesn't work after 9pm UTC" as some universal truth -- this is one pair, one strategy family, one 2,000-trade window. What it does show is that an aggregate profit factor of 1.15 can hide a strategy that's genuinely strong most of the day and genuinely broken in specific stretches, and the aggregate number alone never tells you which. 13:00, 19:00, 21:00 and 23:00 UTC are exactly the kind of low-liquidity or session-transition windows where a pullback-reclaim setup -- which depends on a clean bounce off a level -- is more likely to get chopped up by thin order books instead. The pipeline doesn't know why; it just logs that those four hours, every time, come back negative.
Lo que realmente hago con esto
I don't run TAUSDT (or anything in this family) blind across all 24 hours anymore once a pair shows this pattern -- I check the hourly breakdown before trusting the aggregate. A profit factor of 1.15 sounds marginal; it's actually a strategy running near 1.3-1.4 for 20 hours a day dragged down by four hours that should probably be excluded or sized down entirely. Before leaning on any aggregate PF number, I run the actual bet size through riesgo de ruina for both the "all hours" number and the "20 good hours" number -- the bust probability is not the same position, even though the headline backtest summary would have you treat it as one.
Method: numbers pulled directly from our backtest pipeline's hour_performance table (TAUSDT, pullback_reclaim family, 2,000 trades split across 24 UTC hourly buckets, 59-107 trades per bucket). Verdict tags (BAD_FOR_THIS_FAMILY, GOOD_FOR_DEEP_TEST, WATCH, WEAK) are the pipeline's own per-hour classification, not recomputed by hand. Past backtest performance is not a guarantee of future results. Not financial advice.
- Calculadora de riesgo de ruina — how bust probability scales with a thin, uneven edge
- Required win rate calculator — the win rate your payoff ratio actually needs
- Win rate calculator — track your own numbers trade by trade
- Break-even win rate calculator — where fees push the line