当前硬结论：park
最小 clean replication 明确没证明 triple-barrier verdict harness 比固定 8-bar 更诚实也更有用；训练与测试段都更差，且 36 个共享参数组合里没有一组在测试段跑赢固定 8-bar baseline。
测试段 6bps 下 return delta = -9.77 bps，正向资产数 = 0/3，正向测试参数组 = 0/36。
冻结样本：BTC/ETH/SOL perpetual 15m；breakout_short / fib_retest_long / ema_psar_long；沿用 Rank 127 baseline entry catalog，只改 post-entry verdict harness。
训练段冻结的共享参数：TP = 1.5 ATR，SL = 0.75 ATR，timeout = 6 bars。
| split | trades | trade_count_retention | fixed_gross_mean | tb_gross_mean | fixed_net_return_6bps | tb_net_return_6bps | return_delta_6bps | tp_first_rate | sl_first_rate | timeout_share | fixed_pos_but_sl_first | fixed_neg_but_tp_first |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| test | 328 | 100.00% | 5.49 bps | -4.29 bps | -6.52 bps | -16.28 bps | -9.77 bps | 26.22% | 68.60% | 5.18% | 22.56% | 3.96% |
| train | 496 | 100.00% | 5.91 bps | 0.85 bps | -6.10 bps | -11.15 bps | -5.05 bps | 31.65% | 63.71% | 4.64% | 17.34% | 7.86% |
| split | setup | trades | trade_count_retention | fixed_gross_mean | tb_gross_mean | fixed_net_return_6bps | tb_net_return_6bps | return_delta_6bps | tp_first_rate | sl_first_rate | timeout_share | fixed_pos_but_sl_first | fixed_neg_but_tp_first |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| test | breakout_short | 282 | 100.00% | 0.98 bps | -6.60 bps | -11.01 bps | -18.59 bps | -7.58 bps | 24.47% | 69.86% | 5.67% | 21.63% | 3.90% |
| test | ema_psar_long | 39 | 100.00% | 34.11 bps | 8.71 bps | 22.07 bps | -3.30 bps | -25.37 bps | 35.90% | 61.54% | 2.56% | 25.64% | 2.56% |
| test | fib_retest_long | 7 | 100.00% | 27.47 bps | 16.41 bps | 15.44 bps | 4.40 bps | -11.04 bps | 42.86% | 57.14% | 0.00% | 42.86% | 14.29% |
| train | breakout_short | 405 | 100.00% | 8.77 bps | 2.39 bps | -3.24 bps | -9.60 bps | -6.36 bps | 33.33% | 62.47% | 4.20% | 16.54% | 8.40% |
| train | ema_psar_long | 65 | 100.00% | -18.21 bps | -8.63 bps | -30.18 bps | -20.62 bps | 9.57 bps | 23.08% | 69.23% | 7.69% | 20.00% | 7.69% |
| train | fib_retest_long | 26 | 100.00% | 21.68 bps | 0.45 bps | 9.66 bps | -11.54 bps | -21.21 bps | 26.92% | 69.23% | 3.85% | 23.08% | 0.00% |
| split | asset | trades | trade_count_retention | fixed_gross_mean | tb_gross_mean | fixed_net_return_6bps | tb_net_return_6bps | return_delta_6bps | tp_first_rate | sl_first_rate | timeout_share | fixed_pos_but_sl_first | fixed_neg_but_tp_first |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| test | BTC-USD | 111 | 100.00% | -7.78 bps | -15.20 bps | -19.76 bps | -27.18 bps | -7.41 bps | 18.02% | 75.68% | 6.31% | 26.13% | 1.80% |
| test | ETH-USD | 104 | 100.00% | 8.30 bps | 0.78 bps | -3.70 bps | -11.22 bps | -7.52 bps | 31.73% | 65.38% | 2.88% | 22.12% | 5.77% |
| test | SOL-USD | 113 | 100.00% | 15.93 bps | 1.76 bps | 3.91 bps | -10.24 bps | -14.15 bps | 29.20% | 64.60% | 6.19% | 19.47% | 4.42% |
| train | BTC-USD | 164 | 100.00% | 7.39 bps | -0.22 bps | -4.61 bps | -12.22 bps | -7.60 bps | 29.88% | 65.85% | 4.27% | 21.34% | 7.93% |
| train | ETH-USD | 163 | 100.00% | -3.63 bps | -2.53 bps | -15.62 bps | -14.53 bps | 1.09 bps | 31.90% | 65.03% | 3.07% | 12.88% | 6.75% |
| train | SOL-USD | 169 | 100.00% | 13.66 bps | 5.14 bps | 1.65 bps | -6.86 bps | -8.51 bps | 33.14% | 60.36% | 6.51% | 17.75% | 8.88% |
| split | cost_bps | fixed_net_return | tb_net_return | return_delta |
|---|---|---|---|---|
| test | 6 | -6.52 bps | -16.28 bps | -9.77 bps |
| test | 10 | -14.51 bps | -24.27 bps | -9.76 bps |
| test | 15 | -24.51 bps | -34.26 bps | -9.75 bps |
| train | 6 | -6.10 bps | -11.15 bps | -5.05 bps |
| train | 10 | -14.09 bps | -19.14 bps | -5.05 bps |
| train | 15 | -24.09 bps | -29.13 bps | -5.05 bps |
下面只展示测试段最靠前的 10 组；完整表见 shared_barrier_grid.csv。
| tp_mult | sl_mult | timeout_bars | split | trades | fixed_net_return_6bps | tb_net_return_6bps | return_delta_6bps | tp_first_rate | sl_first_rate | timeout_share |
|---|---|---|---|---|---|---|---|---|---|---|
| 1.50 | 1.00 | 12 | test | 328 | -6.52 bps | -13.19 bps | -6.68 bps | 36.28% | 60.98% | 2.74% |
| 1.50 | 1.00 | 8 | test | 328 | -6.52 bps | -13.92 bps | -7.41 bps | 33.84% | 59.45% | 6.71% |
| 1.50 | 1.25 | 12 | test | 328 | -6.52 bps | -14.62 bps | -8.11 bps | 40.85% | 51.83% | 7.32% |
| 1.50 | 1.00 | 6 | test | 328 | -6.52 bps | -14.69 bps | -8.17 bps | 32.01% | 56.40% | 11.59% |
| 1.50 | 1.25 | 8 | test | 328 | -6.52 bps | -14.70 bps | -8.19 bps | 37.50% | 49.39% | 13.11% |
| 1.00 | 1.25 | 12 | test | 328 | -6.52 bps | -14.84 bps | -8.33 bps | 53.66% | 44.21% | 2.13% |
| 1.00 | 1.25 | 8 | test | 328 | -6.52 bps | -15.07 bps | -8.56 bps | 51.83% | 43.60% | 4.57% |
| 1.00 | 1.00 | 12 | test | 328 | -6.52 bps | -15.53 bps | -9.01 bps | 46.95% | 52.74% | 0.30% |
| 1.00 | 1.00 | 8 | test | 328 | -6.52 bps | -15.74 bps | -9.23 bps | 46.04% | 52.74% | 1.22% |
| 1.00 | 1.00 | 6 | test | 328 | -6.52 bps | -15.87 bps | -9.36 bps | 44.82% | 50.91% | 4.27% |