生成时间：2026-03-18 19:38 UTC
结论：park / evidence pool
回踩质量打分没有把 15m setup 稳定拉回 admission 线。
6bps 下 `full_score_80` 仍只有 mean_total_return≈-0.20%、positive_asset_ratio≈33.33%、mean_trades≈2.9、trade_count_retention≈12.41%、false_follow_4bars≈24.26%，更像 research evidence，不像可升格的 paper candidate。
本轮只回答一个问题：把 `trendPts + zonePts + volPts + triggerPts` 压成 15m 的 shared pullback-quality score 后，能不能比二元 `retest_hold` 更诚实地改善三条 base setup 的成本后表现与 false-follow-through。
BTC/ETH/SOL 120d 15m 本地 cache，不追新 bar。ema_psar_long、fib_retest_long、breakout_short。base、base+zone、base+zone+vol、base+full_score。trendPts=30 用 EMA 结构和 slope；zonePts=30 用 pullback 深度落在 0.6~1.8 ATR；volPts=20 用 signal 前 3 根的 pullback volume 低于 0.9 * SMA20(volume)；triggerPts=20 用 reclaim / continuation trigger。signal 当根及之前数据 + next-bar open + no-overlap，默认持有上限 8 根 15m bar。| variant | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_trades | mean_trade_count_retention | mean_avg_net_ret | mean_false_follow_4bars_rate | mean_hold_bars | mean_score | mean_depth_atr | mean_pullback_vol_ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|
| base | 6 | -1.55% | 44.44% | 22.1 | 100.00% | -0.07% | 19.01% | 6.81 | 46.4 | 0.29 | 94.93% |
| full_score_80 | 6 | -0.20% | 33.33% | 2.9 | 12.41% | -0.11% | 24.26% | 6.71 | 85.4 | 1.11 | 103.05% |
| zone_only | 6 | -0.54% | 33.33% | 6.6 | 34.35% | -0.27% | 42.20% | 5.39 | 62.9 | 1.15 | 90.74% |
| zone_plus_vol | 6 | -0.87% | 22.22% | 3.2 | 16.52% | -0.43% | 45.37% | 5.32 | 70.9 | 1.14 | 63.89% |
| base | 10 | -3.27% | 33.33% | 22.1 | 100.00% | -0.15% | 19.01% | 6.81 | 46.4 | 0.29 | 94.93% |
| full_score_80 | 10 | -0.43% | 11.11% | 2.9 | 12.41% | -0.19% | 24.26% | 6.71 | 85.4 | 1.11 | 103.05% |
| zone_only | 10 | -1.06% | 11.11% | 6.6 | 34.35% | -0.35% | 42.20% | 5.39 | 62.9 | 1.15 | 90.74% |
| zone_plus_vol | 10 | -1.13% | 11.11% | 3.2 | 16.52% | -0.51% | 45.37% | 5.32 | 70.9 | 1.14 | 63.89% |
| base | 15 | -5.37% | 11.11% | 22.1 | 100.00% | -0.25% | 19.01% | 6.81 | 46.4 | 0.29 | 94.93% |
| full_score_80 | 15 | -0.72% | 11.11% | 2.9 | 12.41% | -0.29% | 24.26% | 6.71 | 85.4 | 1.11 | 103.05% |
| zone_only | 15 | -1.71% | 11.11% | 6.6 | 34.35% | -0.45% | 42.20% | 5.39 | 62.9 | 1.15 | 90.74% |
| zone_plus_vol | 15 | -1.45% | 11.11% | 3.2 | 16.52% | -0.61% | 45.37% | 5.32 | 70.9 | 1.14 | 63.89% |
| base | 20 | -7.42% | 0.00% | 22.1 | 100.00% | -0.35% | 19.01% | 6.81 | 46.4 | 0.29 | 94.93% |
| full_score_80 | 20 | -1.00% | 11.11% | 2.9 | 12.41% | -0.39% | 24.26% | 6.71 | 85.4 | 1.11 | 103.05% |
| zone_only | 20 | -2.35% | 11.11% | 6.6 | 34.35% | -0.55% | 42.20% | 5.39 | 62.9 | 1.15 | 90.74% |
| zone_plus_vol | 20 | -1.76% | 11.11% | 3.2 | 16.52% | -0.71% | 45.37% | 5.32 | 70.9 | 1.14 | 63.89% |
| asset | setup | variant | cost_bps_per_side | signal_events | trades | trade_count_retention | total_return | avg_net_ret | false_follow_4bars_rate | mean_hold_bars | mean_score | mean_depth_atr | mean_pullback_vol_ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | breakout_short | base | 6 | 23.00 | 23 | 100.00% | -0.25% | -0.01% | 13.04% | 7.09 | 35.7 | -1.00 | 113.29% |
| ETH-USD | breakout_short | base | 6 | 14.00 | 14 | 100.00% | -5.14% | -0.37% | 7.14% | 7.43 | 36.4 | -0.44 | 75.29% |
| SOL-USD | breakout_short | base | 6 | 24.00 | 24 | 100.00% | -3.13% | -0.13% | 12.50% | 7.25 | 42.9 | -0.46 | 81.52% |
| BTC-USD | breakout_short | base | 10 | 23.00 | 23 | 100.00% | -2.07% | -0.09% | 13.04% | 7.09 | 35.7 | -1.00 | 113.29% |
| ETH-USD | breakout_short | base | 10 | 14.00 | 14 | 100.00% | -6.20% | -0.45% | 7.14% | 7.43 | 36.4 | -0.44 | 75.29% |
| SOL-USD | breakout_short | base | 10 | 24.00 | 24 | 100.00% | -4.98% | -0.21% | 12.50% | 7.25 | 42.9 | -0.46 | 81.52% |
| BTC-USD | breakout_short | base | 15 | 23.00 | 23 | 100.00% | -4.30% | -0.19% | 13.04% | 7.09 | 35.7 | -1.00 | 113.29% |
| ETH-USD | breakout_short | base | 15 | 14.00 | 14 | 100.00% | -7.51% | -0.55% | 7.14% | 7.43 | 36.4 | -0.44 | 75.29% |
| SOL-USD | breakout_short | base | 15 | 24.00 | 24 | 100.00% | -7.23% | -0.31% | 12.50% | 7.25 | 42.9 | -0.46 | 81.52% |
| BTC-USD | breakout_short | base | 20 | 23.00 | 23 | 100.00% | -6.48% | -0.29% | 13.04% | 7.09 | 35.7 | -1.00 | 113.29% |
| ETH-USD | breakout_short | base | 20 | 14.00 | 14 | 100.00% | -8.79% | -0.65% | 7.14% | 7.43 | 36.4 | -0.44 | 75.29% |
| SOL-USD | breakout_short | base | 20 | 24.00 | 24 | 100.00% | -9.44% | -0.41% | 12.50% | 7.25 | 42.9 | -0.46 | 81.52% |
| BTC-USD | breakout_short | full_score_80 | 6 | 23.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| ETH-USD | breakout_short | full_score_80 | 6 | 14.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| SOL-USD | breakout_short | full_score_80 | 6 | 24.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| BTC-USD | breakout_short | full_score_80 | 10 | 23.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| ETH-USD | breakout_short | full_score_80 | 10 | 14.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| SOL-USD | breakout_short | full_score_80 | 10 | 24.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| BTC-USD | breakout_short | full_score_80 | 15 | 23.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| ETH-USD | breakout_short | full_score_80 | 15 | 14.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| SOL-USD | breakout_short | full_score_80 | 15 | 24.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| BTC-USD | breakout_short | full_score_80 | 20 | 23.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| ETH-USD | breakout_short | full_score_80 | 20 | 14.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| SOL-USD | breakout_short | full_score_80 | 20 | 24.00 | 0 | 0.00% | 0.00% | - | - | - | - | - | - |
| BTC-USD | breakout_short | zone_only | 6 | 23.00 | 1 | 4.35% | -0.67% | -0.67% | 100.00% | 1.00 | 50.0 | 0.71 | 69.97% |
| ETH-USD | breakout_short | zone_only | 6 | 14.00 | 1 | 7.14% | -0.71% | -0.71% | 0.00% | 8.00 | 50.0 | 1.31 | 59.50% |
| SOL-USD | breakout_short | zone_only | 6 | 24.00 | 3 | 12.50% | -3.67% | -1.24% | 100.00% | 2.00 | 63.3 | 1.50 | 70.30% |
| BTC-USD | breakout_short | zone_only | 10 | 23.00 | 1 | 4.35% | -0.75% | -0.75% | 100.00% | 1.00 | 50.0 | 0.71 | 69.97% |
| ETH-USD | breakout_short | zone_only | 10 | 14.00 | 1 | 7.14% | -0.79% | -0.79% | 0.00% | 8.00 | 50.0 | 1.31 | 59.50% |
| SOL-USD | breakout_short | zone_only | 10 | 24.00 | 3 | 12.50% | -3.90% | -1.31% | 100.00% | 2.00 | 63.3 | 1.50 | 70.30% |
| BTC-USD | breakout_short | zone_only | 15 | 23.00 | 1 | 4.35% | -0.85% | -0.85% | 100.00% | 1.00 | 50.0 | 0.71 | 69.97% |
| ETH-USD | breakout_short | zone_only | 15 | 14.00 | 1 | 7.14% | -0.89% | -0.89% | 0.00% | 8.00 | 50.0 | 1.31 | 59.50% |
| SOL-USD | breakout_short | zone_only | 15 | 24.00 | 3 | 12.50% | -4.19% | -1.41% | 100.00% | 2.00 | 63.3 | 1.50 | 70.30% |
| BTC-USD | breakout_short | zone_only | 20 | 23.00 | 1 | 4.35% | -0.95% | -0.95% | 100.00% | 1.00 | 50.0 | 0.71 | 69.97% |
| ETH-USD | breakout_short | zone_only | 20 | 14.00 | 1 | 7.14% | -0.99% | -0.99% | 0.00% | 8.00 | 50.0 | 1.31 | 59.50% |
| SOL-USD | breakout_short | zone_only | 20 | 24.00 | 3 | 12.50% | -4.47% | -1.51% | 100.00% | 2.00 | 63.3 | 1.50 | 70.30% |
| BTC-USD | breakout_short | zone_plus_vol | 6 | 23.00 | 1 | 4.35% | -0.67% | -0.67% | 100.00% | 1.00 | 50.0 | 0.71 | 69.97% |
| ETH-USD | breakout_short | zone_plus_vol | 6 | 14.00 | 1 | 7.14% | -0.71% | -0.71% | 0.00% | 8.00 | 50.0 | 1.31 | 59.50% |
| SOL-USD | breakout_short | zone_plus_vol | 6 | 24.00 | 3 | 12.50% | -3.67% | -1.24% | 100.00% | 2.00 | 63.3 | 1.50 | 70.30% |
| BTC-USD | breakout_short | zone_plus_vol | 10 | 23.00 | 1 | 4.35% | -0.75% | -0.75% | 100.00% | 1.00 | 50.0 | 0.71 | 69.97% |
| ETH-USD | breakout_short | zone_plus_vol | 10 | 14.00 | 1 | 7.14% | -0.79% | -0.79% | 0.00% | 8.00 | 50.0 | 1.31 | 59.50% |
| SOL-USD | breakout_short | zone_plus_vol | 10 | 24.00 | 3 | 12.50% | -3.90% | -1.31% | 100.00% | 2.00 | 63.3 | 1.50 | 70.30% |
| BTC-USD | breakout_short | zone_plus_vol | 15 | 23.00 | 1 | 4.35% | -0.85% | -0.85% | 100.00% | 1.00 | 50.0 | 0.71 | 69.97% |
| ETH-USD | breakout_short | zone_plus_vol | 15 | 14.00 | 1 | 7.14% | -0.89% | -0.89% | 0.00% | 8.00 | 50.0 | 1.31 | 59.50% |
| SOL-USD | breakout_short | zone_plus_vol | 15 | 24.00 | 3 | 12.50% | -4.19% | -1.41% | 100.00% | 2.00 | 63.3 | 1.50 | 70.30% |
| BTC-USD | breakout_short | zone_plus_vol | 20 | 23.00 | 1 | 4.35% | -0.95% | -0.95% | 100.00% | 1.00 | 50.0 | 0.71 | 69.97% |
| ETH-USD | breakout_short | zone_plus_vol | 20 | 14.00 | 1 | 7.14% | -0.99% | -0.99% | 0.00% | 8.00 | 50.0 | 1.31 | 59.50% |
| SOL-USD | breakout_short | zone_plus_vol | 20 | 24.00 | 3 | 12.50% | -4.47% | -1.51% | 100.00% | 2.00 | 63.3 | 1.50 | 70.30% |
| BTC-USD | ema_psar_long | base | 6 | 35.00 | 35 | 100.00% | 1.05% | 0.03% | 20.00% | 6.66 | 54.0 | 0.18 | 88.97% |
| ETH-USD | ema_psar_long | base | 6 | 35.00 | 35 | 100.00% | -13.73% | -0.41% | 20.00% | 6.71 | 52.0 | 0.13 | 91.61% |
| SOL-USD | ema_psar_long | base | 6 | 35.00 | 35 | 100.00% | 6.54% | 0.20% | 25.71% | 6.74 | 48.0 | 0.19 | 99.34% |
| BTC-USD | ema_psar_long | base | 10 | 35.00 | 35 | 100.00% | -1.74% | -0.05% | 20.00% | 6.66 | 54.0 | 0.18 | 88.97% |
| ETH-USD | ema_psar_long | base | 10 | 35.00 | 35 | 100.00% | -16.12% | -0.49% | 20.00% | 6.71 | 52.0 | 0.13 | 91.61% |
| SOL-USD | ema_psar_long | base | 10 | 35.00 | 35 | 100.00% | 3.59% | 0.12% | 25.71% | 6.74 | 48.0 | 0.19 | 99.34% |
| BTC-USD | ema_psar_long | base | 15 | 35.00 | 35 | 100.00% | -5.13% | -0.15% | 20.00% | 6.66 | 54.0 | 0.18 | 88.97% |
| ETH-USD | ema_psar_long | base | 15 | 35.00 | 35 | 100.00% | -19.01% | -0.59% | 20.00% | 6.71 | 52.0 | 0.13 | 91.61% |
| SOL-USD | ema_psar_long | base | 15 | 35.00 | 35 | 100.00% | 0.03% | 0.02% | 25.71% | 6.74 | 48.0 | 0.19 | 99.34% |
| BTC-USD | ema_psar_long | base | 20 | 35.00 | 35 | 100.00% | -8.40% | -0.25% | 20.00% | 6.66 | 54.0 | 0.18 | 88.97% |
| ETH-USD | ema_psar_long | base | 20 | 35.00 | 35 | 100.00% | -21.80% | -0.69% | 20.00% | 6.71 | 52.0 | 0.13 | 91.61% |
| SOL-USD | ema_psar_long | base | 20 | 35.00 | 35 | 100.00% | -3.42% | -0.08% | 25.71% | 6.74 | 48.0 | 0.19 | 99.34% |
| BTC-USD | ema_psar_long | full_score_80 | 6 | 35.00 | 6 | 17.14% | 0.08% | 0.02% | 33.33% | 6.00 | 90.0 | 0.85 | 65.74% |
| ETH-USD | ema_psar_long | full_score_80 | 6 | 35.00 | 9 | 25.71% | 0.13% | 0.02% | 22.22% | 6.78 | 82.2 | 0.97 | 87.71% |
| SOL-USD | ema_psar_long | full_score_80 | 6 | 35.00 | 5 | 14.29% | -1.14% | -0.23% | 40.00% | 6.00 | 80.0 | 0.89 | 140.12% |
| BTC-USD | ema_psar_long | full_score_80 | 10 | 35.00 | 6 | 17.14% | -0.40% | -0.06% | 33.33% | 6.00 | 90.0 | 0.85 | 65.74% |
| ETH-USD | ema_psar_long | full_score_80 | 10 | 35.00 | 9 | 25.71% | -0.59% | -0.06% | 22.22% | 6.78 | 82.2 | 0.97 | 87.71% |
| SOL-USD | ema_psar_long | full_score_80 | 10 | 35.00 | 5 | 14.29% | -1.54% | -0.31% | 40.00% | 6.00 | 80.0 | 0.89 | 140.12% |
| BTC-USD | ema_psar_long | full_score_80 | 15 | 35.00 | 6 | 17.14% | -1.00% | -0.16% | 33.33% | 6.00 | 90.0 | 0.85 | 65.74% |
| ETH-USD | ema_psar_long | full_score_80 | 15 | 35.00 | 9 | 25.71% | -1.48% | -0.16% | 22.22% | 6.78 | 82.2 | 0.97 | 87.71% |
| SOL-USD | ema_psar_long | full_score_80 | 15 | 35.00 | 5 | 14.29% | -2.03% | -0.41% | 40.00% | 6.00 | 80.0 | 0.89 | 140.12% |
| BTC-USD | ema_psar_long | full_score_80 | 20 | 35.00 | 6 | 17.14% | -1.59% | -0.26% | 33.33% | 6.00 | 90.0 | 0.85 | 65.74% |
| ETH-USD | ema_psar_long | full_score_80 | 20 | 35.00 | 9 | 25.71% | -2.36% | -0.26% | 22.22% | 6.78 | 82.2 | 0.97 | 87.71% |
| SOL-USD | ema_psar_long | full_score_80 | 20 | 35.00 | 5 | 14.29% | -2.52% | -0.51% | 40.00% | 6.00 | 80.0 | 0.89 | 140.12% |
| BTC-USD | ema_psar_long | zone_only | 6 | 35.00 | 11 | 31.43% | 0.39% | 0.04% | 36.36% | 5.82 | 72.7 | 0.96 | 89.36% |
| ETH-USD | ema_psar_long | zone_only | 6 | 35.00 | 14 | 40.00% | -3.48% | -0.25% | 35.71% | 6.00 | 73.6 | 1.06 | 80.25% |
| SOL-USD | ema_psar_long | zone_only | 6 | 35.00 | 8 | 22.86% | 5.12% | 0.64% | 25.00% | 6.75 | 68.8 | 0.97 | 137.37% |
| BTC-USD | ema_psar_long | zone_only | 10 | 35.00 | 11 | 31.43% | -0.49% | -0.04% | 36.36% | 5.82 | 72.7 | 0.96 | 89.36% |
| ETH-USD | ema_psar_long | zone_only | 10 | 35.00 | 14 | 40.00% | -4.55% | -0.33% | 35.71% | 6.00 | 73.6 | 1.06 | 80.25% |
| SOL-USD | ema_psar_long | zone_only | 10 | 35.00 | 8 | 22.86% | 4.45% | 0.56% | 25.00% | 6.75 | 68.8 | 0.97 | 137.37% |
| BTC-USD | ema_psar_long | zone_only | 15 | 35.00 | 11 | 31.43% | -1.58% | -0.14% | 36.36% | 5.82 | 72.7 | 0.96 | 89.36% |
| ETH-USD | ema_psar_long | zone_only | 15 | 35.00 | 14 | 40.00% | -5.88% | -0.43% | 35.71% | 6.00 | 73.6 | 1.06 | 80.25% |
| SOL-USD | ema_psar_long | zone_only | 15 | 35.00 | 8 | 22.86% | 3.62% | 0.46% | 25.00% | 6.75 | 68.8 | 0.97 | 137.37% |
| BTC-USD | ema_psar_long | zone_only | 20 | 35.00 | 11 | 31.43% | -2.66% | -0.24% | 36.36% | 5.82 | 72.7 | 0.96 | 89.36% |
| ETH-USD | ema_psar_long | zone_only | 20 | 35.00 | 14 | 40.00% | -7.19% | -0.53% | 35.71% | 6.00 | 73.6 | 1.06 | 80.25% |
| SOL-USD | ema_psar_long | zone_only | 20 | 35.00 | 8 | 22.86% | 2.79% | 0.36% | 25.00% | 6.75 | 68.8 | 0.97 | 137.37% |
| BTC-USD | ema_psar_long | zone_plus_vol | 6 | 35.00 | 6 | 17.14% | 0.08% | 0.02% | 33.33% | 6.00 | 90.0 | 0.85 | 65.74% |
| ETH-USD | ema_psar_long | zone_plus_vol | 6 | 35.00 | 8 | 22.86% | -0.46% | -0.05% | 25.00% | 6.75 | 72.5 | 1.12 | 59.78% |
| SOL-USD | ema_psar_long | zone_plus_vol | 6 | 35.00 | 1 | 2.86% | -1.03% | -1.03% | 100.00% | 3.00 | 80.0 | 0.74 | 87.89% |
| BTC-USD | ema_psar_long | zone_plus_vol | 10 | 35.00 | 6 | 17.14% | -0.40% | -0.06% | 33.33% | 6.00 | 90.0 | 0.85 | 65.74% |
| ETH-USD | ema_psar_long | zone_plus_vol | 10 | 35.00 | 8 | 22.86% | -1.09% | -0.13% | 25.00% | 6.75 | 72.5 | 1.12 | 59.78% |
| SOL-USD | ema_psar_long | zone_plus_vol | 10 | 35.00 | 1 | 2.86% | -1.11% | -1.11% | 100.00% | 3.00 | 80.0 | 0.74 | 87.89% |
| BTC-USD | ema_psar_long | zone_plus_vol | 15 | 35.00 | 6 | 17.14% | -1.00% | -0.16% | 33.33% | 6.00 | 90.0 | 0.85 | 65.74% |
| ETH-USD | ema_psar_long | zone_plus_vol | 15 | 35.00 | 8 | 22.86% | -1.88% | -0.23% | 25.00% | 6.75 | 72.5 | 1.12 | 59.78% |
| SOL-USD | ema_psar_long | zone_plus_vol | 15 | 35.00 | 1 | 2.86% | -1.21% | -1.21% | 100.00% | 3.00 | 80.0 | 0.74 | 87.89% |
| BTC-USD | ema_psar_long | zone_plus_vol | 20 | 35.00 | 6 | 17.14% | -1.59% | -0.26% | 33.33% | 6.00 | 90.0 | 0.85 | 65.74% |
| ETH-USD | ema_psar_long | zone_plus_vol | 20 | 35.00 | 8 | 22.86% | -2.66% | -0.33% | 25.00% | 6.75 | 72.5 | 1.12 | 59.78% |
| SOL-USD | ema_psar_long | zone_plus_vol | 20 | 35.00 | 1 | 2.86% | -1.31% | -1.31% | 100.00% | 3.00 | 80.0 | 0.74 | 87.89% |
| BTC-USD | fib_retest_long | base | 6 | 11.00 | 11 | 100.00% | 1.93% | 0.18% | 18.18% | 6.82 | 50.0 | 1.62 | 107.44% |
| ETH-USD | fib_retest_long | base | 6 | 11.00 | 11 | 100.00% | -2.46% | -0.22% | 27.27% | 6.27 | 51.8 | 0.90 | 103.65% |
| SOL-USD | fib_retest_long | base | 6 | 11.00 | 11 | 100.00% | 1.25% | 0.12% | 27.27% | 6.36 | 46.4 | 1.51 | 93.24% |
| BTC-USD | fib_retest_long | base | 10 | 11.00 | 11 | 100.00% | 1.04% | 0.10% | 18.18% | 6.82 | 50.0 | 1.62 | 107.44% |
| ETH-USD | fib_retest_long | base | 10 | 11.00 | 11 | 100.00% | -3.32% | -0.30% | 27.27% | 6.27 | 51.8 | 0.90 | 103.65% |
| SOL-USD | fib_retest_long | base | 10 | 11.00 | 11 | 100.00% | 0.37% | 0.04% | 27.27% | 6.36 | 46.4 | 1.51 | 93.24% |
| BTC-USD | fib_retest_long | base | 15 | 11.00 | 11 | 100.00% | -0.07% | -0.00% | 18.18% | 6.82 | 50.0 | 1.62 | 107.44% |
| ETH-USD | fib_retest_long | base | 15 | 11.00 | 11 | 100.00% | -4.38% | -0.40% | 27.27% | 6.27 | 51.8 | 0.90 | 103.65% |
| SOL-USD | fib_retest_long | base | 15 | 11.00 | 11 | 100.00% | -0.73% | -0.06% | 27.27% | 6.36 | 46.4 | 1.51 | 93.24% |
| BTC-USD | fib_retest_long | base | 20 | 11.00 | 11 | 100.00% | -1.16% | -0.10% | 18.18% | 6.82 | 50.0 | 1.62 | 107.44% |
| ETH-USD | fib_retest_long | base | 20 | 11.00 | 11 | 100.00% | -5.43% | -0.50% | 27.27% | 6.27 | 51.8 | 0.90 | 103.65% |
| SOL-USD | fib_retest_long | base | 20 | 11.00 | 11 | 100.00% | -1.82% | -0.16% | 27.27% | 6.36 | 46.4 | 1.51 | 93.24% |
| BTC-USD | fib_retest_long | full_score_80 | 6 | 11.00 | 2 | 18.18% | 1.35% | 0.67% | 0.00% | 8.00 | 80.0 | 0.94 | 153.75% |
| ETH-USD | fib_retest_long | full_score_80 | 6 | 11.00 | 2 | 18.18% | -1.05% | -0.52% | 50.00% | 6.00 | 80.0 | 1.66 | 90.72% |
| SOL-USD | fib_retest_long | full_score_80 | 6 | 11.00 | 2 | 18.18% | -1.19% | -0.60% | 0.00% | 7.50 | 100.0 | 1.34 | 80.25% |
| BTC-USD | fib_retest_long | full_score_80 | 10 | 11.00 | 2 | 18.18% | 1.19% | 0.59% | 0.00% | 8.00 | 80.0 | 0.94 | 153.75% |
| ETH-USD | fib_retest_long | full_score_80 | 10 | 11.00 | 2 | 18.18% | -1.21% | -0.60% | 50.00% | 6.00 | 80.0 | 1.66 | 90.72% |
| SOL-USD | fib_retest_long | full_score_80 | 10 | 11.00 | 2 | 18.18% | -1.35% | -0.68% | 0.00% | 7.50 | 100.0 | 1.34 | 80.25% |
| BTC-USD | fib_retest_long | full_score_80 | 15 | 11.00 | 2 | 18.18% | 0.99% | 0.49% | 0.00% | 8.00 | 80.0 | 0.94 | 153.75% |
| ETH-USD | fib_retest_long | full_score_80 | 15 | 11.00 | 2 | 18.18% | -1.40% | -0.70% | 50.00% | 6.00 | 80.0 | 1.66 | 90.72% |
| SOL-USD | fib_retest_long | full_score_80 | 15 | 11.00 | 2 | 18.18% | -1.54% | -0.77% | 0.00% | 7.50 | 100.0 | 1.34 | 80.25% |
| BTC-USD | fib_retest_long | full_score_80 | 20 | 11.00 | 2 | 18.18% | 0.78% | 0.39% | 0.00% | 8.00 | 80.0 | 0.94 | 153.75% |
| ETH-USD | fib_retest_long | full_score_80 | 20 | 11.00 | 2 | 18.18% | -1.60% | -0.80% | 50.00% | 6.00 | 80.0 | 1.66 | 90.72% |
| SOL-USD | fib_retest_long | full_score_80 | 20 | 11.00 | 2 | 18.18% | -1.74% | -0.87% | 0.00% | 7.50 | 100.0 | 1.34 | 80.25% |
| BTC-USD | fib_retest_long | zone_only | 6 | 11.00 | 7 | 63.64% | 0.03% | 0.01% | 28.57% | 6.14 | 58.6 | 1.09 | 119.24% |
| ETH-USD | fib_retest_long | zone_only | 6 | 11.00 | 8 | 72.73% | -1.70% | -0.21% | 37.50% | 6.00 | 61.2 | 1.48 | 91.46% |
| SOL-USD | fib_retest_long | zone_only | 6 | 11.00 | 6 | 54.55% | -0.20% | -0.03% | 16.67% | 6.83 | 68.3 | 1.25 | 99.17% |
| BTC-USD | fib_retest_long | zone_only | 10 | 11.00 | 7 | 63.64% | -0.53% | -0.07% | 28.57% | 6.14 | 58.6 | 1.09 | 119.24% |
| ETH-USD | fib_retest_long | zone_only | 10 | 11.00 | 8 | 72.73% | -2.33% | -0.29% | 37.50% | 6.00 | 61.2 | 1.48 | 91.46% |
| SOL-USD | fib_retest_long | zone_only | 10 | 11.00 | 6 | 54.55% | -0.68% | -0.11% | 16.67% | 6.83 | 68.3 | 1.25 | 99.17% |
| BTC-USD | fib_retest_long | zone_only | 15 | 11.00 | 7 | 63.64% | -1.22% | -0.17% | 28.57% | 6.14 | 58.6 | 1.09 | 119.24% |
| ETH-USD | fib_retest_long | zone_only | 15 | 11.00 | 8 | 72.73% | -3.11% | -0.39% | 37.50% | 6.00 | 61.2 | 1.48 | 91.46% |
| SOL-USD | fib_retest_long | zone_only | 15 | 11.00 | 6 | 54.55% | -1.27% | -0.21% | 16.67% | 6.83 | 68.3 | 1.25 | 99.17% |
| BTC-USD | fib_retest_long | zone_only | 20 | 11.00 | 7 | 63.64% | -1.91% | -0.27% | 28.57% | 6.14 | 58.6 | 1.09 | 119.24% |
| ETH-USD | fib_retest_long | zone_only | 20 | 11.00 | 8 | 72.73% | -3.88% | -0.49% | 37.50% | 6.00 | 61.2 | 1.48 | 91.46% |
| SOL-USD | fib_retest_long | zone_only | 20 | 11.00 | 6 | 54.55% | -1.87% | -0.31% | 16.67% | 6.83 | 68.3 | 1.25 | 99.17% |
| BTC-USD | fib_retest_long | zone_plus_vol | 6 | 11.00 | 2 | 18.18% | 0.68% | 0.34% | 0.00% | 8.00 | 75.0 | 0.94 | 41.29% |
| ETH-USD | fib_retest_long | zone_plus_vol | 6 | 11.00 | 4 | 36.36% | -1.92% | -0.48% | 50.00% | 5.50 | 67.5 | 1.60 | 54.60% |
| SOL-USD | fib_retest_long | zone_plus_vol | 6 | 11.00 | 3 | 27.27% | -0.18% | -0.06% | 0.00% | 7.67 | 90.0 | 1.44 | 65.92% |
| BTC-USD | fib_retest_long | zone_plus_vol | 10 | 11.00 | 2 | 18.18% | 0.52% | 0.26% | 0.00% | 8.00 | 75.0 | 0.94 | 41.29% |
| ETH-USD | fib_retest_long | zone_plus_vol | 10 | 11.00 | 4 | 36.36% | -2.24% | -0.56% | 50.00% | 5.50 | 67.5 | 1.60 | 54.60% |
| SOL-USD | fib_retest_long | zone_plus_vol | 10 | 11.00 | 3 | 27.27% | -0.42% | -0.14% | 0.00% | 7.67 | 90.0 | 1.44 | 65.92% |
| BTC-USD | fib_retest_long | zone_plus_vol | 15 | 11.00 | 2 | 18.18% | 0.32% | 0.16% | 0.00% | 8.00 | 75.0 | 0.94 | 41.29% |
| ETH-USD | fib_retest_long | zone_plus_vol | 15 | 11.00 | 4 | 36.36% | -2.63% | -0.66% | 50.00% | 5.50 | 67.5 | 1.60 | 54.60% |
| SOL-USD | fib_retest_long | zone_plus_vol | 15 | 11.00 | 3 | 27.27% | -0.72% | -0.24% | 0.00% | 7.67 | 90.0 | 1.44 | 65.92% |
| BTC-USD | fib_retest_long | zone_plus_vol | 20 | 11.00 | 2 | 18.18% | 0.12% | 0.06% | 0.00% | 8.00 | 75.0 | 0.94 | 41.29% |
| ETH-USD | fib_retest_long | zone_plus_vol | 20 | 11.00 | 4 | 36.36% | -3.02% | -0.76% | 50.00% | 5.50 | 67.5 | 1.60 | 54.60% |
| SOL-USD | fib_retest_long | zone_plus_vol | 20 | 11.00 | 3 | 27.27% | -1.01% | -0.34% | 0.00% | 7.67 | 90.0 | 1.44 | 65.92% |
| bucket | mean_total_return | positive_asset_ratio | mean_trades |
|---|---|---|---|
| bucket_1 | -1.06% | 0.00% | 3.0 |
| bucket_2 | 0.34% | 33.33% | 2.7 |
| bucket_3 | 0.13% | 33.33% | 3.0 |