生成时间：2026-03-25 02:53 UTC ｜ 样本：Binance spot 15m ｜ 窗口：最近 365 天 ｜ 用途：检查原三腿结论能否外推到更多主流币
EMA cross + aligned slope floor。BTC/ETH/SOL 扩到 BTC/ETH/SOL/BNB/XRP/ADA/DOGE/LINK/AVAX/LTC/TRX/BCH/ATOM/NEAR/UNI/ETC/DOT。next-bar open / hold 8 bars / non-overlap，不混入新的规则优化。cross-asset pocket exists
扩到 6 个币种后，6bps/side 下 mean_total_return≈204.72%、positive_asset_ratio≈100.00%、mean_trades≈373.8、worst_asset_return≈26.21%。
扩展到 6 个币种后，6bps 下仍有 6/6 个币种为正，且均值、最差腿与交易密度都还在可讨论范围。
| cost_bps_per_side | asset_count | mean_total_return | median_total_return | positive_asset_ratio | worst_asset_return | best_asset_return | mean_trades | mean_no_trade_ratio | mean_win_rate |
|---|---|---|---|---|---|---|---|---|---|
| 6.00 | 6.00 | 204.72% | 171.22% | 100.00% | 26.21% | 501.98% | 373.8 | 98.93% | 56.49% |
| 10.00 | 6.00 | 124.99% | 104.86% | 83.33% | -4.17% | 340.53% | 373.8 | 98.93% | 54.20% |
| 15.00 | 6.00 | 54.05% | 44.27% | 83.33% | -32.09% | 198.12% | 373.8 | 98.93% | 50.82% |
| 20.00 | 6.00 | 5.54% | 1.09% | 66.67% | -51.89% | 101.71% | 373.8 | 98.93% | 46.83% |
| asset | cost_bps_per_side | trades | total_return | win_rate | no_trade_ratio | false_reclaim_ratio | long_share | short_share |
|---|---|---|---|---|---|---|---|---|
| ZEC-USD | 6.00 | 390 | 501.98% | 60.26% | 98.89% | 6.92% | 51.79% | 48.21% |
| WLD-USD | 6.00 | 391 | 205.00% | 57.80% | 98.88% | 6.39% | 42.20% | 57.80% |
| SUI-USD | 6.00 | 367 | 180.59% | 54.77% | 98.95% | 8.45% | 45.78% | 54.22% |
| AAVE-USD | 6.00 | 333 | 161.85% | 57.96% | 99.05% | 6.91% | 48.05% | 51.95% |
| WIF-USD | 6.00 | 418 | 152.70% | 55.26% | 98.81% | 10.29% | 40.91% | 59.09% |
| FIL-USD | 6.00 | 344 | 26.21% | 52.91% | 99.02% | 8.72% | 41.57% | 58.43% |
| time_bucket | mean_total_return | positive_asset_ratio | mean_trades | mean_win_rate |
|---|---|---|---|---|
| bucket_1 | 20.40% | 66.67% | 93.5 | 55.48% |
| bucket_2 | 22.75% | 100.00% | 93.5 | 58.79% |
| bucket_3 | 51.70% | 100.00% | 93.3 | 56.62% |
| bucket_4 | 30.57% | 100.00% | 93.5 | 56.52% |
positive_asset_ratio 还维持得住，说明这条线不只是三腿特例。