生成时间：2026-03-17 10:54 UTC ｜ 类型：最小 clean replication ｜ 角色：Scout Seat 的 repo-based 15m crypto fast verdict
BTC/ETH/SOL 120d 15m cache，不追新 bar。raw_pullback_recovery_baseline、structural_higher_low_reclaim、center_breakout_retest_reclaim。post_cost_return、false_reclaim_ratio、trade_count、no_trade_ratio。next-bar open；持有 = 8 根 15m bar；默认 non-overlap。pullback_recovery_confirmation 的多周期动量 + 缩量回调 + 放量恢复。higher_tf_bias 同向、且最新因果确认 swing 已形成更高低点 / 更低高点后，要求价格真正 reclaim 最近结构突破位。park / evidence pool
主变体 structural_higher_low_reclaim 在 6bps/side 下：跨资产 mean_total_return≈-31.30%、positive_asset_ratio≈0.00%、mean_trades≈292.0、mean_false_reclaim_ratio≈35.04%、mean_no_trade_ratio≈91.62%。
最小 clean replication 没把它拉进候选池：要么成本后回报仍弱，要么假 reclaim 率偏高、交易密度过薄，或 no-trade 比例过高。
| variant | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_trades | mean_false_reclaim_ratio | mean_no_trade_ratio | mean_win_rate |
|---|---|---|---|---|---|---|---|
| raw_pullback_recovery_baseline | 6.00 | -15.46% | 33.33% | 135.3 | 35.10% | 96.17% | 36.27% |
| raw_pullback_recovery_baseline | 10.00 | -24.24% | 0.00% | 135.3 | 35.10% | 96.17% | 33.14% |
| raw_pullback_recovery_baseline | 15.00 | -33.91% | 0.00% | 135.3 | 35.10% | 96.17% | 28.64% |
| raw_pullback_recovery_baseline | 20.00 | -42.32% | 0.00% | 135.3 | 35.10% | 96.17% | 24.63% |
| structural_higher_low_reclaim | 6.00 | -31.30% | 0.00% | 292.0 | 35.04% | 91.62% | 40.44% |
| structural_higher_low_reclaim | 10.00 | -45.71% | 0.00% | 292.0 | 35.04% | 91.62% | 37.38% |
| structural_higher_low_reclaim | 15.00 | -59.52% | 0.00% | 292.0 | 35.04% | 91.62% | 32.13% |
| structural_higher_low_reclaim | 20.00 | -69.80% | 0.00% | 292.0 | 35.04% | 91.62% | 28.93% |
| center_breakout_retest_reclaim | 6.00 | -41.25% | 0.00% | 466.0 | 28.75% | 86.71% | 40.67% |
| center_breakout_retest_reclaim | 10.00 | -59.38% | 0.00% | 466.0 | 28.75% | 86.71% | 37.31% |
| center_breakout_retest_reclaim | 15.00 | -74.30% | 0.00% | 466.0 | 28.75% | 86.71% | 32.49% |
| center_breakout_retest_reclaim | 20.00 | -83.68% | 0.00% | 466.0 | 28.75% | 86.71% | 28.50% |
| asset | variant | cost_bps_per_side | trades | total_return | false_reclaim_ratio | no_trade_ratio | win_rate | long_share | short_share |
|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | raw_pullback_recovery_baseline | 6.00 | 99 | -27.53% | 44.44% | 96.27% | 27.27% | 44.44% | 55.56% |
| BTC-USD | raw_pullback_recovery_baseline | 10.00 | 99 | -33.05% | 44.44% | 96.27% | 26.26% | 44.44% | 55.56% |
| BTC-USD | raw_pullback_recovery_baseline | 15.00 | 99 | -39.37% | 44.44% | 96.27% | 19.19% | 44.44% | 55.56% |
| BTC-USD | raw_pullback_recovery_baseline | 20.00 | 99 | -45.09% | 44.44% | 96.27% | 18.18% | 44.44% | 55.56% |
| BTC-USD | structural_higher_low_reclaim | 6.00 | 247 | -39.25% | 29.55% | 90.69% | 37.65% | 45.75% | 54.25% |
| BTC-USD | structural_higher_low_reclaim | 10.00 | 247 | -50.15% | 29.55% | 90.69% | 33.60% | 45.75% | 54.25% |
| BTC-USD | structural_higher_low_reclaim | 15.00 | 247 | -61.07% | 29.55% | 90.69% | 28.34% | 45.75% | 54.25% |
| BTC-USD | structural_higher_low_reclaim | 20.00 | 247 | -69.61% | 29.55% | 90.69% | 26.72% | 45.75% | 54.25% |
| BTC-USD | center_breakout_retest_reclaim | 6.00 | 378 | -40.18% | 26.19% | 85.76% | 37.83% | 46.56% | 53.44% |
| BTC-USD | center_breakout_retest_reclaim | 10.00 | 378 | -55.80% | 26.19% | 85.76% | 35.19% | 46.56% | 53.44% |
| BTC-USD | center_breakout_retest_reclaim | 15.00 | 378 | -69.73% | 26.19% | 85.76% | 29.63% | 46.56% | 53.44% |
| BTC-USD | center_breakout_retest_reclaim | 20.00 | 378 | -79.27% | 26.19% | 85.76% | 26.72% | 46.56% | 53.44% |
| ETH-USD | raw_pullback_recovery_baseline | 6.00 | 160 | -22.98% | 35.00% | 95.68% | 39.38% | 50.00% | 50.00% |
| ETH-USD | raw_pullback_recovery_baseline | 10.00 | 160 | -32.24% | 35.00% | 95.68% | 34.38% | 50.00% | 50.00% |
| ETH-USD | raw_pullback_recovery_baseline | 15.00 | 160 | -42.27% | 35.00% | 95.68% | 30.00% | 50.00% | 50.00% |
| ETH-USD | raw_pullback_recovery_baseline | 20.00 | 160 | -50.82% | 35.00% | 95.68% | 23.75% | 50.00% | 50.00% |
| ETH-USD | structural_higher_low_reclaim | 6.00 | 308 | -26.17% | 35.39% | 91.68% | 42.53% | 44.16% | 55.84% |
| ETH-USD | structural_higher_low_reclaim | 10.00 | 308 | -42.30% | 35.39% | 91.68% | 39.61% | 44.16% | 55.84% |
| ETH-USD | structural_higher_low_reclaim | 15.00 | 308 | -57.61% | 35.39% | 91.68% | 34.09% | 44.16% | 55.84% |
| ETH-USD | structural_higher_low_reclaim | 20.00 | 308 | -68.87% | 35.39% | 91.68% | 29.22% | 44.16% | 55.84% |
| ETH-USD | center_breakout_retest_reclaim | 6.00 | 492 | -28.41% | 28.25% | 86.70% | 43.09% | 45.53% | 54.47% |
| ETH-USD | center_breakout_retest_reclaim | 10.00 | 492 | -51.72% | 28.25% | 86.70% | 39.63% | 45.53% | 54.47% |
| ETH-USD | center_breakout_retest_reclaim | 15.00 | 492 | -70.50% | 28.25% | 86.70% | 33.94% | 45.53% | 54.47% |
| ETH-USD | center_breakout_retest_reclaim | 20.00 | 492 | -81.98% | 28.25% | 86.70% | 28.66% | 45.53% | 54.47% |
| SOL-USD | raw_pullback_recovery_baseline | 6.00 | 147 | 4.13% | 25.85% | 96.56% | 42.18% | 49.66% | 50.34% |
| SOL-USD | raw_pullback_recovery_baseline | 10.00 | 147 | -7.43% | 25.85% | 96.56% | 38.78% | 49.66% | 50.34% |
| SOL-USD | raw_pullback_recovery_baseline | 15.00 | 147 | -20.10% | 25.85% | 96.56% | 36.73% | 49.66% | 50.34% |
| SOL-USD | raw_pullback_recovery_baseline | 20.00 | 147 | -31.04% | 25.85% | 96.56% | 31.97% | 49.66% | 50.34% |
| SOL-USD | structural_higher_low_reclaim | 6.00 | 321 | -28.47% | 40.19% | 92.50% | 41.12% | 48.91% | 51.09% |
| SOL-USD | structural_higher_low_reclaim | 10.00 | 321 | -44.68% | 40.19% | 92.50% | 38.94% | 48.91% | 51.09% |
| SOL-USD | structural_higher_low_reclaim | 15.00 | 321 | -59.89% | 40.19% | 92.50% | 33.96% | 48.91% | 51.09% |
| SOL-USD | structural_higher_low_reclaim | 20.00 | 321 | -70.92% | 40.19% | 92.50% | 30.84% | 48.91% | 51.09% |
| SOL-USD | center_breakout_retest_reclaim | 6.00 | 528 | -55.17% | 31.82% | 87.66% | 41.10% | 49.24% | 50.76% |
| SOL-USD | center_breakout_retest_reclaim | 10.00 | 528 | -70.62% | 31.82% | 87.66% | 37.12% | 49.24% | 50.76% |
| SOL-USD | center_breakout_retest_reclaim | 15.00 | 528 | -82.69% | 31.82% | 87.66% | 33.90% | 49.24% | 50.76% |
| SOL-USD | center_breakout_retest_reclaim | 20.00 | 528 | -89.80% | 31.82% | 87.66% | 30.11% | 49.24% | 50.76% |