Hard verdict：park / evidence pool
resetComplete gate 目前更像风险管制模板：若只是砍单却没有稳定改善 after-stress 假延续率或跨资产收益，就不该升格。
最小 clean replication：BTC/ETH/SOL 120d 15m，spot cache + Binance futures klines/openInterestHist，统一 signal 当根及之前数据 + next-bar open + no-overlap + hold 8 bars。
| variant | cost_bps_per_side | mean_total_return | positive_asset_ratio | mean_trades | mean_trade_count_retention | mean_target_hit_rate_12bars | mean_after_stress_false_continuation_rate |
|---|---|---|---|---|---|---|---|
| no_gate | 6.0 | -5.95% | 66.67% | 66.3 | 96.72% | 62.35% | - |
| stress_pause_only | 6.0 | -5.95% | 66.67% | 66.3 | 96.72% | 62.35% | - |
| stress_pause_reset_rearm | 6.0 | -5.95% | 66.67% | 66.3 | 96.72% | 62.35% | - |
| no_gate | 10.0 | -11.26% | 0.00% | 66.3 | 96.72% | 62.35% | - |
| stress_pause_only | 10.0 | -11.26% | 0.00% | 66.3 | 96.72% | 62.35% | - |
| stress_pause_reset_rearm | 10.0 | -11.26% | 0.00% | 66.3 | 96.72% | 62.35% | - |
| no_gate | 15.0 | -17.88% | 0.00% | 66.3 | 96.72% | 62.35% | - |
| stress_pause_only | 15.0 | -17.88% | 0.00% | 66.3 | 96.72% | 62.35% | - |
| stress_pause_reset_rearm | 15.0 | -17.88% | 0.00% | 66.3 | 96.72% | 62.35% | - |
| no_gate | 20.0 | -24.51% | 0.00% | 66.3 | 96.72% | 62.35% | - |
| stress_pause_only | 20.0 | -24.51% | 0.00% | 66.3 | 96.72% | 62.35% | - |
| stress_pause_reset_rearm | 20.0 | -24.51% | 0.00% | 66.3 | 96.72% | 62.35% | - |
| setup | variant | mean_total_return | positive_asset_ratio | mean_trade_count_retention | mean_target_hit_rate_12bars | mean_after_stress_false_continuation_rate |
|---|---|---|---|---|---|---|
| breakout_short | no_gate | -3.36% | 0.00% | 97.44% | 61.68% | - |
| breakout_short | stress_pause_only | -3.36% | 0.00% | 97.44% | 61.68% | - |
| breakout_short | stress_pause_reset_rearm | -3.36% | 0.00% | 97.44% | 61.68% | - |
| ema_psar_long | no_gate | -3.79% | 33.33% | 95.52% | 64.76% | - |
| ema_psar_long | stress_pause_only | -3.79% | 33.33% | 95.52% | 64.76% | - |
| ema_psar_long | stress_pause_reset_rearm | -3.79% | 33.33% | 95.52% | 64.76% | - |
| fib_retest_long | no_gate | 1.20% | 66.67% | 97.22% | 60.61% | - |
| fib_retest_long | stress_pause_only | 1.20% | 66.67% | 97.22% | 60.61% | - |
| fib_retest_long | stress_pause_reset_rearm | 1.20% | 66.67% | 97.22% | 60.61% | - |
| asset | bars | stress_events | reset_complete_bars | stress_bar_ratio | recent_stress_ratio |
|---|---|---|---|---|---|
| BTC-USD | 11531.00 | 0.00 | 0.00 | 0.00% | 0.00% |
| ETH-USD | 11531.00 | 0.00 | 0.00 | 0.00% | 0.00% |
| SOL-USD | 11531.00 | 0.00 | 0.00 | 0.00% | 0.00% |