🛑 PILOT VERDICT: NO-GO

VWAP-Reclaim-Capture — failed backtest

BigWay Bot pilot run on our own internal strategy. Tested on 40 days of Binance Futures data, 25 liquid pairs. Strategy failed success criteria — paper deploy SKIPPED. This page exists as transparent proof of process.

📊 Backtest results

Trades
766
Win rate
10.7%
Profit Factor
0.20
Max DD
573%
PnL net
-$57,523
Sharpe (est)
-14.4
CriterionTargetResultPass?
Profit Factor> 1.50.20
Sharpe Ratio> 1.0-14.4
Max Drawdown< 20%573%
Min Trades> 100766

🛑 What this means

We do NOT proceed to paper deploy. A strategy with -575% return in backtest will lose money in live. Saving compute + saving from running a losing system.

🧠 Root cause

🔄 Tune attempt

We tried tightened parameters (volume 2.5x, TP 4×ATR, exit 24 bars). Result: still failed (PF 0.21, win rate 15.1%, DD 154%). Strategy concept is structurally vulnerable on this data, не a parameter problem.

📋 Lessons (grabли пройдены)

Grabля #1: Data period limitation. Spec asked 24mo; we had 40d. Real client needs longer history before backtest.
Grabля #2: Strategy looks good on paper, dies on data. LLM-designed spec was logical (extended downturn + reclaim = textbook setup). Real data: 10% win rate.
Grabля #3: Don't tune until it works (overfitting trap). After 2 failed variants → stop. Honest verdict more valuable than fake "we made it work."
Grabля #4: LLM bias toward bull market thinking. Real strategies need regime awareness baked in.

💡 The value of this exact gate

This pilot demonstrates exactly what BigWay Bot service buys you: a backtest gate before you commit live capital. The process here saved a hypothetical client from deploying a strategy that would lose 575% of equity.

If this were a paid pilot ($2-5k tier), the client would receive:

🛤️ BigWay Bot pipeline status

PhaseStatus
0. Intake / strategy brief✅ Done
1. Strategy spec generation (Pro)✅ Done
2. Code (backtest engine)✅ Done (reusable)
3. Backtest execution✅ Done
4. Decision Gate❌ NO-GO ← stopped here
5. Paper deploy⏭️ SKIPPED (gate failed)
6. Live dashboard with auto-PnL⏭️ SKIPPED
7. Hand-off package📝 Replaced with verdict report (this page)

Pipeline ran end-to-end in ~90 minutes. Cost ~$0.50.

🤝 Want this for your strategy?

The BigWay Bot service gives you exactly this honest pipeline — strategy spec, code, backtest, decision gate. If your strategy passes backtest → paper deploy. If fails → honest verdict (like this) and recommendation.

Apply for free pilot See a strategy that PASSED (RVV)