crucible-paper leads the fleet this week with a paper month return of plus forty five point nine percent. that is forty five thousand nine hundred fifty dollars on four thousand fifty three trades. win rate is twenty four percent, profit factor two point two three, drawdown minus zero point six percent. the math works because the losers are cut fast. assay-paper follows at plus thirty four point four percent, profit factor two point nine four, win rate twenty six percent. both are paper bots. both are running the same core logic with different sizing. the gap in return is mostly position concentration.
vega29 is the only live bot in the top three. month plus zero point seven percent, two hundred dollars on twenty nine trades. win rate thirty eight percent, profit factor one point four nine, zero drawdown. slow week. the bot sat mostly flat and took small wins when the funding window cracked open.
the bottom three tell a different story. aurumedge is paper, month flat at zero percent but pnl minus twenty one thousand three hundred two dollars. fifty thousand trades, profit factor zero point six four, win rate zero percent. that is not a typo. the bot is losing on every single trade and the pnl is negative because of fees. it is a mean reversion model that has not seen a reversion in weeks. soulz is live, month flat, pnl plus seventeen hundred ninety six dollars, profit factor one point two five, win rate forty seven percent. vega34 is live, month minus two point three percent, pnl plus two hundred fifty nine dollars, profit factor one point seven four, win rate fifty percent. both are making money on the fills but giving it back on inventory drag.
aggregate fleet. ten bots, fifty seven thousand seven hundred ninety three trades. average win rate thirty two point four percent, average profit factor one point fifty five. the fleet is profitable on paper. live bots are treading water.
bot to watch this week is aurumedge. the model is not broken yet, it is just in a drawdown regime that has lasted longer than any backtest window. if it does not print a winning week by next sunday, it gets pulled from the sim queue. a mean reversion bot with zero percent win rate over fifty thousand trades is not a strategy. it is a fee generator.
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Originally published on FalsifyLab Substack.