生成时间：2026-03-20 22:58:50 UTC · 口径：BTC/ETH/SOL perpetual、15m signal + 5m execution readout、next-bar open、no-overlap、hold 8 bars、6/10/15bps
park —— test 段没有证明它值得继续占默认预算。
main_weakness：主要弱点是成本后增益站不住或 trade retention 过薄。
test @ 6bps：minor gate return delta = -0.32%，trade retention = 25.46%；strict tier return delta = -0.16%，trade retention = 2.45%。
| setup | minor_ratio_min | strict_ratio_min | min_counter_mag |
|---|---|---|---|
| breakout_short | 1.997 | 4.957 | 0.0005 |
| fib_retest_long | 1.168 | 2.527 | 0.0007 |
| ema_psar_long | 1.106 | 2.929 | 0.0007 |
| variant | usefulness | time_stability | cross_asset_stability | cost_trade_stability | deployability | hard_fail_flags |
|---|---|---|---|---|---|---|
| minor_exhaustion_gate | 0.00 | 0.00 | - | 0.00 | 0.00 | too_sparse, post_cost_collapse |
| strict_exhaustion_tier | 0.00 | 0.00 | - | 0.00 | 0.00 | too_sparse, post_cost_collapse |
| split | variant | cost_bps | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_sl_first_rate | variant_sl_first_rate | sl_first_delta | baseline_mae4 | variant_mae4 | mae4_delta | variant_entry_delay_bars |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| train | minor_exhaustion_gate | 6.00 | 499.00 | 113.00 | 22.65% | -0.07% | -0.14% | -0.07% | 52.91% | 52.21% | -0.69% | -0.55% | -0.62% | -0.07% | 1.00 |
| train | strict_exhaustion_tier | 6.00 | 499.00 | 8.00 | 1.60% | -0.07% | -0.46% | -0.39% | 52.91% | 62.50% | 9.59% | -0.55% | -0.83% | -0.28% | 1.00 |
| test | minor_exhaustion_gate | 6.00 | 326.00 | 83.00 | 25.46% | -0.06% | -0.38% | -0.32% | 50.92% | 54.22% | 3.30% | -0.78% | -1.01% | -0.23% | 1.00 |
| test | strict_exhaustion_tier | 6.00 | 326.00 | 8.00 | 2.45% | -0.06% | -0.22% | -0.16% | 50.92% | 75.00% | 24.08% | -0.78% | -1.15% | -0.37% | 1.00 |
| split | variant | setup | cost_bps | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_sl_first_rate | variant_sl_first_rate | sl_first_delta | baseline_mae4 | variant_mae4 | mae4_delta | variant_entry_delay_bars |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| test | minor_exhaustion_gate | breakout_short | 6.00 | 280.00 | 71.00 | 25.36% | -0.10% | -0.38% | -0.28% | 51.07% | 50.70% | -0.37% | -0.81% | -1.04% | -0.24% | 1.00 |
| test | minor_exhaustion_gate | fib_retest_long | 6.00 | 7.00 | 1.00 | 14.29% | 0.15% | -0.31% | -0.46% | 28.57% | 0.00% | -28.57% | -0.40% | -0.37% | 0.03% | 1.00 |
| test | minor_exhaustion_gate | ema_psar_long | 6.00 | 39.00 | 11.00 | 28.21% | 0.22% | -0.34% | -0.56% | 53.85% | 81.82% | 27.97% | -0.62% | -0.85% | -0.23% | 1.00 |
| test | strict_exhaustion_tier | breakout_short | 6.00 | 280.00 | 5.00 | 1.79% | -0.10% | -0.74% | -0.64% | 51.07% | 80.00% | 28.93% | -0.81% | -1.26% | -0.46% | 1.00 |
| test | strict_exhaustion_tier | fib_retest_long | 6.00 | 7.00 | 0.00 | 0.00% | 0.15% | - | - | 28.57% | - | - | -0.40% | - | - | - |
| test | strict_exhaustion_tier | ema_psar_long | 6.00 | 39.00 | 3.00 | 7.69% | 0.22% | 0.66% | 0.44% | 53.85% | 66.67% | 12.82% | -0.62% | -0.96% | -0.34% | 1.00 |
| split | variant | asset | cost_bps | baseline_trades | variant_trades | trade_count_retention | baseline_return | variant_return | return_delta | baseline_sl_first_rate | variant_sl_first_rate | sl_first_delta | baseline_mae4 | variant_mae4 | mae4_delta | variant_entry_delay_bars |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| test | minor_exhaustion_gate | BTC-USD | 6.00 | 111.00 | 26.00 | 23.42% | -0.20% | -0.24% | -0.04% | 54.95% | 57.69% | 2.74% | -0.66% | -0.62% | 0.04% | 1.00 |
| test | minor_exhaustion_gate | ETH-USD | 6.00 | 101.00 | 25.00 | 24.75% | -0.02% | -0.93% | -0.91% | 48.51% | 64.00% | 15.49% | -0.81% | -1.41% | -0.60% | 1.00 |
| test | minor_exhaustion_gate | SOL-USD | 6.00 | 114.00 | 32.00 | 28.07% | 0.04% | -0.06% | -0.10% | 49.12% | 43.75% | -5.37% | -0.86% | -1.02% | -0.16% | 1.00 |
| test | strict_exhaustion_tier | BTC-USD | 6.00 | 111.00 | 2.00 | 1.80% | -0.20% | -0.47% | -0.27% | 54.95% | 100.00% | 45.05% | -0.66% | -0.78% | -0.12% | 1.00 |
| test | strict_exhaustion_tier | ETH-USD | 6.00 | 101.00 | 2.00 | 1.98% | -0.02% | -0.79% | -0.77% | 48.51% | 100.00% | 51.49% | -0.81% | -1.39% | -0.58% | 1.00 |
| test | strict_exhaustion_tier | SOL-USD | 6.00 | 114.00 | 4.00 | 3.51% | 0.04% | 0.19% | 0.15% | 49.12% | 50.00% | 0.88% | -0.86% | -1.21% | -0.35% | 1.00 |
minor_exhaustion_gate：要求最近 3 根 5m 里至少出现过一次 countertrend leg，且最后一根 5m 已回到交易方向，同时反抽/回踩反应强度达到训练段冻结阈值。strict_exhaustion_tier：要求最近 3 根 5m 至少有两根体现 countertrend leg，再用更高的 response_ratio 阈值做更严格放行。