---
name: Backtest V3 context filters
description: V3 added BTC trend, buy pressure, funding sentiment — return improved from -19% to -13%
type: project
---

V3 回測 (2025-07-01 ~ 2026-03-17, $10k):
- Return: -19.07% → -13.48%
- Max DD: -27.19% → -18.25%
- BUYs: 385 → 189 (-51%)

新增 context 參數：BTC 趨勢過濾、buy_pressure (OHLCV proxy)、funding sentiment (perp basis)。
只影響 backtest，不影響 production。