Rank 32b · live parity universe

simulation assumptions

• Universe：BEATUSDT, PIPPINUSDT, SIRENUSDT, TRADOORUSDT, FARTCOINUSDT, WIFUSDT, PENGUUSDT, PNUTUSDT, MOODENGUSDT, HIPPOUSDT
• Entry：market / taker
• Exit：TP 1.25 ATR + SL 1.00 ATR + timeout 8x15m
• Selection：strongest_signal_only per bar
• Risk：max_concurrent_positions = 1
• 读法：这比“每个币各跑各的”更接近当前 canary 真正会做的事。

portfolio read

selected trades = 1015portfolio total return = 10609.81%win rate = 64.43%

候选信号时间点：1300 ｜ 多币同一时间触发占比：14.00% ｜ 单根 bar 最多同时触发：6 个币。

TP hit：56.26% ｜ SL hit：30.05% ｜ timeout：13.69% ｜ 平均持有：53.6 分钟

selection funnel

reason	count
candidate_trades	1544.00
after_strongest_per_bar	1300.00
selected_live_parity	1015.00
rejected_by_bar_competition	244.00
rejected_by_max_concurrent	285.00

selected trades by asset

asset	trades	total_return	win_rate	avg_net_ret	avg_hold_minutes	target_hit_rate	stop_hit_rate	timeout_rate
BEAT-USD	130	198.74%	67.69%	0.89%	53.2	56.92%	29.23%	13.85%
SIREN-USD	117	163.84%	70.09%	0.85%	56.0	60.68%	23.93%	15.38%
TRADOOR-USD	115	119.27%	67.83%	0.70%	56.8	58.26%	25.22%	16.52%
PIPPIN-USD	134	47.63%	56.72%	0.32%	67.4	44.03%	35.82%	20.15%
FARTCOIN-USD	110	45.46%	59.09%	0.35%	55.2	50.91%	34.55%	14.55%
WIF-USD	89	33.29%	67.42%	0.33%	40.4	65.17%	26.97%	7.87%
HIPPO-USD	123	25.82%	56.91%	0.19%	48.6	52.03%	36.59%	11.38%
PENGU-USD	69	23.06%	66.67%	0.31%	47.6	59.42%	28.99%	11.59%
MOODENG-USD	72	19.96%	69.44%	0.26%	51.3	63.89%	27.78%	8.33%
PNUT-USD	56	16.56%	69.64%	0.28%	49.4	62.50%	26.79%	10.71%

time-split stability inside the selected portfolio

window	trades	total_return	win_rate	avg_hold_minutes
recent_120d	1015	10609.81%	64.43%	53.6