Rank 78 / adaptive no-trade band / EMA cost survival 的最小 clean replication。口径：BTC/ETH/SOL、120d、15m、signal 当根及之前数据、next-bar open、no-overlap、hold 8 bars。
Hard verdict：P2 paper candidate
adaptive band 在至少两条 archetype 上给出一致改善且 retention 尚可，值得升到更窄的 paper-candidate 检查。
| setup | variant | trade_count | trade_count_retention | mean_net_return | total_net_return | early_fail_rate | band_reentry_rate | delta_total_vs_raw | delta_early_fail_vs_raw | mean_adaptive_band |
|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | adaptive_band_q1 | 58.00 | 95.08% | -0.17% | -9.95% | 1.72% | 43.10% | 0.66% | -1.55% | 0.54% |
| breakout_short | fixed_band_10bp | 61.00 | 100.00% | -0.17% | -10.61% | 3.28% | 45.90% | 0.00% | 0.00% | 0.53% |
| breakout_short | raw | 61.00 | 100.00% | -0.17% | -10.61% | 3.28% | 45.90% | 0.00% | 0.00% | 0.53% |
| ema_psar_long | adaptive_band_q1 | 90.00 | 86.54% | -0.05% | -4.20% | 5.56% | 60.00% | 6.78% | -6.94% | 0.46% |
| ema_psar_long | fixed_band_10bp | 98.00 | 94.23% | -0.09% | -8.71% | 11.22% | 65.31% | 2.28% | -1.28% | 0.46% |
| ema_psar_long | raw | 104.00 | 100.00% | -0.11% | -10.98% | 12.50% | 67.31% | 0.00% | 0.00% | 0.46% |
| fib_retest_long | adaptive_band_q1 | 21.00 | 63.64% | -0.13% | -2.78% | 9.52% | 66.67% | -6.41% | -2.60% | 0.39% |
| fib_retest_long | fixed_band_10bp | 32.00 | 96.97% | 0.12% | 3.87% | 9.38% | 78.12% | 0.24% | -2.75% | 0.46% |
| fib_retest_long | raw | 33.00 | 100.00% | 0.11% | 3.64% | 12.12% | 78.79% | 0.00% | 0.00% | 0.46% |
| asset | setup | variant | trade_count | mean_net_return | total_net_return | early_fail_rate | band_reentry_rate |
|---|---|---|---|---|---|---|---|
| BTC-USD | breakout_short | adaptive_band_q1 | 22.00 | -0.04% | -0.80% | 4.55% | 45.45% |
| BTC-USD | breakout_short | fixed_band_10bp | 23.00 | -0.06% | -1.35% | 4.35% | 47.83% |
| BTC-USD | breakout_short | raw | 23.00 | -0.06% | -1.35% | 4.35% | 47.83% |
| BTC-USD | ema_psar_long | adaptive_band_q1 | 31.00 | 0.06% | 1.76% | 3.23% | 51.61% |
| BTC-USD | ema_psar_long | fixed_band_10bp | 33.00 | 0.01% | 0.43% | 6.06% | 57.58% |
| BTC-USD | ema_psar_long | raw | 34.00 | -0.02% | -0.79% | 8.82% | 58.82% |
| BTC-USD | fib_retest_long | adaptive_band_q1 | 9.00 | 0.10% | 0.89% | 22.22% | 77.78% |
| BTC-USD | fib_retest_long | fixed_band_10bp | 11.00 | 0.22% | 2.41% | 18.18% | 81.82% |
| BTC-USD | fib_retest_long | raw | 11.00 | 0.22% | 2.41% | 18.18% | 81.82% |
| ETH-USD | breakout_short | adaptive_band_q1 | 14.00 | -0.37% | -5.16% | 0.00% | 35.71% |
| ETH-USD | breakout_short | fixed_band_10bp | 14.00 | -0.37% | -5.16% | 0.00% | 35.71% |
| ETH-USD | breakout_short | raw | 14.00 | -0.37% | -5.16% | 0.00% | 35.71% |
| ETH-USD | ema_psar_long | adaptive_band_q1 | 31.00 | -0.56% | -17.25% | 6.45% | 64.52% |
| ETH-USD | ema_psar_long | fixed_band_10bp | 34.00 | -0.54% | -18.34% | 14.71% | 70.59% |
| ETH-USD | ema_psar_long | raw | 35.00 | -0.50% | -17.46% | 14.29% | 71.43% |
| ETH-USD | fib_retest_long | adaptive_band_q1 | 6.00 | -0.28% | -1.67% | 0.00% | 66.67% |
| ETH-USD | fib_retest_long | fixed_band_10bp | 11.00 | -0.02% | -0.17% | 9.09% | 81.82% |
| ETH-USD | fib_retest_long | raw | 11.00 | -0.02% | -0.17% | 9.09% | 81.82% |
| SOL-USD | breakout_short | adaptive_band_q1 | 22.00 | -0.18% | -3.99% | 0.00% | 45.45% |
| SOL-USD | breakout_short | fixed_band_10bp | 24.00 | -0.17% | -4.10% | 4.17% | 50.00% |
| SOL-USD | breakout_short | raw | 24.00 | -0.17% | -4.10% | 4.17% | 50.00% |
| SOL-USD | ema_psar_long | adaptive_band_q1 | 28.00 | 0.40% | 11.29% | 7.14% | 64.29% |
| SOL-USD | ema_psar_long | fixed_band_10bp | 31.00 | 0.30% | 9.21% | 12.90% | 67.74% |
| SOL-USD | ema_psar_long | raw | 35.00 | 0.21% | 7.26% | 14.29% | 71.43% |
| SOL-USD | fib_retest_long | adaptive_band_q1 | 6.00 | -0.33% | -1.99% | 0.00% | 50.00% |
| SOL-USD | fib_retest_long | fixed_band_10bp | 10.00 | 0.16% | 1.64% | 0.00% | 70.00% |
| SOL-USD | fib_retest_long | raw | 11.00 | 0.13% | 1.40% | 9.09% | 72.73% |
| setup | variant | bucket | trade_count | mean_net_return | early_fail_rate |
|---|---|---|---|---|---|
| breakout_short | adaptive_band_q1 | bucket_1 | 23.00 | 0.12% | 0.00% |
| breakout_short | adaptive_band_q1 | bucket_2 | 14.00 | -0.15% | 7.14% |
| breakout_short | adaptive_band_q1 | bucket_3 | 21.00 | -0.50% | 0.00% |
| breakout_short | fixed_band_10bp | bucket_1 | 23.00 | 0.25% | 0.00% |
| breakout_short | fixed_band_10bp | bucket_2 | 16.00 | -0.30% | 12.50% |
| breakout_short | fixed_band_10bp | bucket_3 | 22.00 | -0.53% | 0.00% |
| breakout_short | raw | bucket_1 | 23.00 | 0.25% | 0.00% |
| breakout_short | raw | bucket_2 | 16.00 | -0.30% | 12.50% |
| breakout_short | raw | bucket_3 | 22.00 | -0.53% | 0.00% |
| ema_psar_long | adaptive_band_q1 | bucket_1 | 26.00 | -0.60% | 7.69% |
| ema_psar_long | adaptive_band_q1 | bucket_2 | 33.00 | -0.05% | 6.06% |
| ema_psar_long | adaptive_band_q1 | bucket_3 | 31.00 | 0.43% | 3.23% |
| ema_psar_long | fixed_band_10bp | bucket_1 | 29.00 | -0.57% | 13.79% |
| ema_psar_long | fixed_band_10bp | bucket_2 | 35.00 | -0.07% | 11.43% |
| ema_psar_long | fixed_band_10bp | bucket_3 | 34.00 | 0.31% | 8.82% |
| ema_psar_long | raw | bucket_1 | 32.00 | -0.53% | 12.50% |
| ema_psar_long | raw | bucket_2 | 36.00 | -0.08% | 13.89% |
| ema_psar_long | raw | bucket_3 | 36.00 | 0.24% | 11.11% |
| fib_retest_long | adaptive_band_q1 | bucket_1 | 5.00 | -0.28% | 0.00% |
| fib_retest_long | adaptive_band_q1 | bucket_2 | 10.00 | -0.07% | 20.00% |
| fib_retest_long | adaptive_band_q1 | bucket_3 | 6.00 | -0.11% | 0.00% |
| fib_retest_long | fixed_band_10bp | bucket_1 | 12.00 | 0.27% | 0.00% |
| fib_retest_long | fixed_band_10bp | bucket_2 | 13.00 | -0.04% | 23.08% |
| fib_retest_long | fixed_band_10bp | bucket_3 | 7.00 | 0.15% | 0.00% |
| fib_retest_long | raw | bucket_1 | 13.00 | 0.24% | 7.69% |
| fib_retest_long | raw | bucket_2 | 13.00 | -0.04% | 23.08% |
| fib_retest_long | raw | bucket_3 | 7.00 | 0.15% | 0.00% |
| cost_bps_side | setup | variant | trade_count | mean_gross_return | mean_net_return | total_net_return | early_fail_rate | band_reentry_rate | mean_adaptive_band |
|---|---|---|---|---|---|---|---|---|---|
| 6.00 | breakout_short | adaptive_band_q1 | 58.00 | -0.05% | -0.17% | -9.95% | 1.72% | 43.10% | 0.54% |
| 6.00 | breakout_short | fixed_band_10bp | 61.00 | -0.05% | -0.17% | -10.61% | 3.28% | 45.90% | 0.53% |
| 6.00 | breakout_short | raw | 61.00 | -0.05% | -0.17% | -10.61% | 3.28% | 45.90% | 0.53% |
| 6.00 | ema_psar_long | adaptive_band_q1 | 90.00 | 0.07% | -0.05% | -4.20% | 5.56% | 60.00% | 0.46% |
| 6.00 | ema_psar_long | fixed_band_10bp | 98.00 | 0.03% | -0.09% | -8.71% | 11.22% | 65.31% | 0.46% |
| 6.00 | ema_psar_long | raw | 104.00 | 0.01% | -0.11% | -10.98% | 12.50% | 67.31% | 0.46% |
| 6.00 | fib_retest_long | adaptive_band_q1 | 21.00 | -0.01% | -0.13% | -2.78% | 9.52% | 66.67% | 0.39% |
| 6.00 | fib_retest_long | fixed_band_10bp | 32.00 | 0.24% | 0.12% | 3.87% | 9.38% | 78.12% | 0.46% |
| 6.00 | fib_retest_long | raw | 33.00 | 0.23% | 0.11% | 3.64% | 12.12% | 78.79% | 0.46% |
| 10.00 | breakout_short | adaptive_band_q1 | 58.00 | -0.05% | -0.25% | -14.59% | 1.72% | 43.10% | 0.54% |
| 10.00 | breakout_short | fixed_band_10bp | 61.00 | -0.05% | -0.25% | -15.49% | 3.28% | 45.90% | 0.53% |
| 10.00 | breakout_short | raw | 61.00 | -0.05% | -0.25% | -15.49% | 3.28% | 45.90% | 0.53% |
| 10.00 | ema_psar_long | adaptive_band_q1 | 90.00 | 0.07% | -0.13% | -11.40% | 5.56% | 60.00% | 0.46% |
| 10.00 | ema_psar_long | fixed_band_10bp | 98.00 | 0.03% | -0.17% | -16.55% | 11.22% | 65.31% | 0.46% |
| 10.00 | ema_psar_long | raw | 104.00 | 0.01% | -0.19% | -19.30% | 12.50% | 67.31% | 0.46% |
| 10.00 | fib_retest_long | adaptive_band_q1 | 21.00 | -0.01% | -0.21% | -4.46% | 9.52% | 66.67% | 0.39% |
| 10.00 | fib_retest_long | fixed_band_10bp | 32.00 | 0.24% | 0.04% | 1.31% | 9.38% | 78.12% | 0.46% |
| 10.00 | fib_retest_long | raw | 33.00 | 0.23% | 0.03% | 1.00% | 12.12% | 78.79% | 0.46% |
| 15.00 | breakout_short | adaptive_band_q1 | 58.00 | -0.05% | -0.35% | -20.39% | 1.72% | 43.10% | 0.54% |
| 15.00 | breakout_short | fixed_band_10bp | 61.00 | -0.05% | -0.35% | -21.59% | 3.28% | 45.90% | 0.53% |
| 15.00 | breakout_short | raw | 61.00 | -0.05% | -0.35% | -21.59% | 3.28% | 45.90% | 0.53% |
| 15.00 | ema_psar_long | adaptive_band_q1 | 90.00 | 0.07% | -0.23% | -20.40% | 5.56% | 60.00% | 0.46% |
| 15.00 | ema_psar_long | fixed_band_10bp | 98.00 | 0.03% | -0.27% | -26.35% | 11.22% | 65.31% | 0.46% |
| 15.00 | ema_psar_long | raw | 104.00 | 0.01% | -0.29% | -29.70% | 12.50% | 67.31% | 0.46% |
| 15.00 | fib_retest_long | adaptive_band_q1 | 21.00 | -0.01% | -0.31% | -6.56% | 9.52% | 66.67% | 0.39% |
| 15.00 | fib_retest_long | fixed_band_10bp | 32.00 | 0.24% | -0.06% | -1.89% | 9.38% | 78.12% | 0.46% |
| 15.00 | fib_retest_long | raw | 33.00 | 0.23% | -0.07% | -2.30% | 12.12% | 78.79% | 0.46% |