16 trades | decisions frozen (strategy.gate60.decide) | 5m Binance klines, no slippage model (differences = timing effect)
| Schedule | Trades | Cum ret | Mean/trade | Win% | Diff vs 00:15 |
|---|---|---|---|---|---|
| entry@00:15 | 16 | +168.1% | +7.836% | 50% | — |
| entry@04:00 | 16 | +165.3% | +7.770% | 44% | -0.066%/trade (t=-0.5) |
| entry@08:00 | 16 | +160.6% | +7.652% | 50% | -0.184%/trade (t=-0.8) |
| entry@12:00 | 16 | +126.2% | +6.773% | 44% | -1.063%/trade (t=-3.3) |
| entry@16:00 | 16 | +107.6% | +6.147% | 38% | -1.689%/trade (t=-5.1) |
| entry@20:00 | 16 | +118.0% | +6.508% | 25% | -1.328%/trade (t=-3.7) |
| entry@23:55 | 16 | +104.9% | +6.077% | 38% | -1.760%/trade (t=-3.6) |
| entry TWAP-6h | 16 | +164.9% | +7.762% | 44% | -0.075%/trade (t=-0.9) |
| entry TWAP-12h | 16 | +156.9% | +7.564% | 44% | -0.272%/trade (t=-1.9) |
| exit@04:00 | 16 | +148.6% | +7.379% | 44% | -0.457%/trade (t=-1.7) |
| exit@08:00 | 16 | +148.2% | +7.454% | 38% | -0.382%/trade (t=-1.0) |
| exit@12:00 | 16 | +155.2% | +7.537% | 50% | -0.299%/trade (t=-0.9) |
| exit@16:00 | 16 | +159.2% | +7.602% | 56% | -0.235%/trade (t=-0.7) |
| exit@20:00 | 16 | +153.7% | +7.545% | 44% | -0.292%/trade (t=-0.6) |
| exit TWAP-6h | 16 | +153.5% | +7.486% | 50% | -0.350%/trade (t=-1.9) |