生成时间：2026-03-18 08:28 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_breakout_retest、structural_reclaim、structural_reclaim_plus_htf。signal bar close -> next-bar open -> no-overlap -> hold 8 bars。post_cost_return、false_reclaim_ratio、trade_count、no_trade_ratio。higher-low / lower-high + reclaim 时才入场。1h EMA20/50 与 15m EMA9/21 同向，避免把逆风反抽误读成 continuation。park / evidence pool
主变体 structural_reclaim_plus_htf 在 6bps/side 下：跨资产 mean_total_return≈-4.63%、positive_asset_ratio≈0.00%、mean_trades≈12.0、mean_false_reclaim_ratio≈72.78%、mean_no_trade_ratio≈87.14%。
最小 clean replication 没把 structural reclaim 推进候选池：成本后仍偏弱，或假 reclaim / no-trade 比例说明它更像把样本切薄。
| 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_breakout_retest | 6.00 | -9.34% | 33.33% | 82.3 | 39.04% | 11.84% | 44.51% |
| raw_breakout_retest | 10.00 | -15.07% | 33.33% | 82.3 | 39.04% | 11.84% | 39.99% |
| raw_breakout_retest | 15.00 | -21.72% | 33.33% | 82.3 | 39.04% | 11.84% | 35.69% |
| raw_breakout_retest | 20.00 | -27.85% | 0.00% | 82.3 | 39.04% | 11.84% | 32.75% |
| structural_reclaim | 6.00 | -4.85% | 0.00% | 12.7 | 70.42% | 86.47% | 22.44% |
| structural_reclaim | 10.00 | -5.81% | 0.00% | 12.7 | 70.42% | 86.47% | 19.66% |
| structural_reclaim | 15.00 | -7.00% | 0.00% | 12.7 | 70.42% | 86.47% | 14.00% |
| structural_reclaim | 20.00 | -8.17% | 0.00% | 12.7 | 70.42% | 86.47% | 10.29% |
| structural_reclaim_plus_htf | 6.00 | -4.63% | 0.00% | 12.0 | 72.78% | 87.14% | 22.96% |
| structural_reclaim_plus_htf | 10.00 | -5.54% | 0.00% | 12.0 | 72.78% | 87.14% | 20.19% |
| structural_reclaim_plus_htf | 15.00 | -6.67% | 0.00% | 12.0 | 72.78% | 87.14% | 14.26% |
| structural_reclaim_plus_htf | 20.00 | -7.78% | 0.00% | 12.0 | 72.78% | 87.14% | 10.56% |
| asset | variant | cost_bps_per_side | trades | total_return | false_reclaim_ratio | no_trade_ratio | win_rate | long_share | short_share |
|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | raw_breakout_retest | 6.00 | 89 | -15.23% | 34.83% | 10.10% | 40.45% | 37.08% | 62.92% |
| BTC-USD | raw_breakout_retest | 10.00 | 89 | -21.06% | 34.83% | 10.10% | 35.96% | 37.08% | 62.92% |
| BTC-USD | raw_breakout_retest | 15.00 | 89 | -27.79% | 34.83% | 10.10% | 29.21% | 37.08% | 62.92% |
| BTC-USD | raw_breakout_retest | 20.00 | 89 | -33.95% | 34.83% | 10.10% | 29.21% | 37.08% | 62.92% |
| BTC-USD | structural_reclaim | 6.00 | 17 | -4.94% | 52.94% | 82.83% | 11.76% | 47.06% | 52.94% |
| BTC-USD | structural_reclaim | 10.00 | 17 | -6.23% | 52.94% | 82.83% | 11.76% | 47.06% | 52.94% |
| BTC-USD | structural_reclaim | 15.00 | 17 | -7.81% | 52.94% | 82.83% | 5.88% | 47.06% | 52.94% |
| BTC-USD | structural_reclaim | 20.00 | 17 | -9.37% | 52.94% | 82.83% | 5.88% | 47.06% | 52.94% |
| BTC-USD | structural_reclaim_plus_htf | 6.00 | 15 | -4.26% | 60.00% | 84.85% | 13.33% | 40.00% | 60.00% |
| BTC-USD | structural_reclaim_plus_htf | 10.00 | 15 | -5.40% | 60.00% | 84.85% | 13.33% | 40.00% | 60.00% |
| BTC-USD | structural_reclaim_plus_htf | 15.00 | 15 | -6.81% | 60.00% | 84.85% | 6.67% | 40.00% | 60.00% |
| BTC-USD | structural_reclaim_plus_htf | 20.00 | 15 | -8.20% | 60.00% | 84.85% | 6.67% | 40.00% | 60.00% |
| ETH-USD | raw_breakout_retest | 6.00 | 83 | -27.49% | 40.96% | 12.63% | 39.76% | 45.78% | 54.22% |
| ETH-USD | raw_breakout_retest | 10.00 | 83 | -32.15% | 40.96% | 12.63% | 37.35% | 45.78% | 54.22% |
| ETH-USD | raw_breakout_retest | 15.00 | 83 | -37.56% | 40.96% | 12.63% | 32.53% | 45.78% | 54.22% |
| ETH-USD | raw_breakout_retest | 20.00 | 83 | -42.55% | 40.96% | 12.63% | 27.71% | 45.78% | 54.22% |
| ETH-USD | structural_reclaim | 6.00 | 9 | -5.02% | 66.67% | 90.53% | 22.22% | 22.22% | 77.78% |
| ETH-USD | structural_reclaim | 10.00 | 9 | -5.70% | 66.67% | 90.53% | 22.22% | 22.22% | 77.78% |
| ETH-USD | structural_reclaim | 15.00 | 9 | -6.54% | 66.67% | 90.53% | 11.11% | 22.22% | 77.78% |
| ETH-USD | structural_reclaim | 20.00 | 9 | -7.38% | 66.67% | 90.53% | 0.00% | 22.22% | 77.78% |
| ETH-USD | structural_reclaim_plus_htf | 6.00 | 9 | -5.02% | 66.67% | 90.53% | 22.22% | 22.22% | 77.78% |
| ETH-USD | structural_reclaim_plus_htf | 10.00 | 9 | -5.70% | 66.67% | 90.53% | 22.22% | 22.22% | 77.78% |
| ETH-USD | structural_reclaim_plus_htf | 15.00 | 9 | -6.54% | 66.67% | 90.53% | 11.11% | 22.22% | 77.78% |
| ETH-USD | structural_reclaim_plus_htf | 20.00 | 9 | -7.38% | 66.67% | 90.53% | 0.00% | 22.22% | 77.78% |
| SOL-USD | raw_breakout_retest | 6.00 | 75 | 14.70% | 41.33% | 12.79% | 53.33% | 40.00% | 60.00% |
| SOL-USD | raw_breakout_retest | 10.00 | 75 | 8.02% | 41.33% | 12.79% | 46.67% | 40.00% | 60.00% |
| SOL-USD | raw_breakout_retest | 15.00 | 75 | 0.20% | 41.33% | 12.79% | 45.33% | 40.00% | 60.00% |
| SOL-USD | raw_breakout_retest | 20.00 | 75 | -7.05% | 41.33% | 12.79% | 41.33% | 40.00% | 60.00% |
| SOL-USD | structural_reclaim | 6.00 | 12 | -4.60% | 91.67% | 86.05% | 33.33% | 50.00% | 50.00% |
| SOL-USD | structural_reclaim | 10.00 | 12 | -5.51% | 91.67% | 86.05% | 25.00% | 50.00% | 50.00% |
| SOL-USD | structural_reclaim | 15.00 | 12 | -6.64% | 91.67% | 86.05% | 25.00% | 50.00% | 50.00% |
| SOL-USD | structural_reclaim | 20.00 | 12 | -7.76% | 91.67% | 86.05% | 25.00% | 50.00% | 50.00% |
| SOL-USD | structural_reclaim_plus_htf | 6.00 | 12 | -4.60% | 91.67% | 86.05% | 33.33% | 50.00% | 50.00% |
| SOL-USD | structural_reclaim_plus_htf | 10.00 | 12 | -5.51% | 91.67% | 86.05% | 25.00% | 50.00% | 50.00% |
| SOL-USD | structural_reclaim_plus_htf | 15.00 | 12 | -6.64% | 91.67% | 86.05% | 25.00% | 50.00% | 50.00% |
| SOL-USD | structural_reclaim_plus_htf | 20.00 | 12 | -7.76% | 91.67% | 86.05% | 25.00% | 50.00% | 50.00% |