最小 clean replication：固定复用 BTC/ETH/SOL 120d 15m cache，把 baseline(all lanes on) / continuation-only / retest-only / one-regime-per-session 四臂放到同一套 session 预算约束里比较，统一 next-bar open + no-overlap + hold 8 bars。
Hard verdict：park / evidence pool
one-regime-per-session 当前确实降低了同 session 冲突，但若收益改善不够稳定或主要靠砍掉太多交易数换来，就还不够诚实。
| asset | variant | trade_count | trade_count_retention | total_net_return | positive_session_ratio | same_session_conflict_rate | early_fail_rate | delta_total_vs_baseline | delta_positive_ratio_vs_baseline | delta_conflict_vs_baseline | delta_early_fail_vs_baseline |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ALL | baseline_all_lanes | 177.00 | 100.00% | -16.70% | 40.68% | 11.30% | 26.55% | 0.00% | 0.00% | 0.00% | 0.00% |
| ALL | continuation_only | 159.00 | 89.83% | -19.32% | 38.99% | 3.77% | 23.90% | -2.62% | -1.68% | -7.53% | -2.65% |
| ALL | one_regime_per_session | 56.00 | 31.64% | -6.72% | 37.50% | 5.36% | 23.21% | 9.99% | -3.18% | -5.94% | -3.34% |
| ALL | retest_only | 31.00 | 17.51% | 3.08% | 51.61% | 6.45% | 41.94% | 19.78% | 10.93% | -4.85% | 15.38% |
| BTC-USD | baseline_all_lanes | 60.00 | 100.00% | 1.17% | 50.00% | 13.33% | 23.33% | 0.00% | 0.00% | 0.00% | 0.00% |
| BTC-USD | continuation_only | 54.00 | 90.00% | -0.95% | 46.30% | 5.56% | 20.37% | -2.12% | -3.70% | -7.78% | -2.96% |
| BTC-USD | one_regime_per_session | 18.00 | 30.00% | -2.03% | 44.44% | 5.56% | 27.78% | -3.20% | -5.56% | -7.78% | 4.44% |
| BTC-USD | retest_only | 11.00 | 18.33% | 2.41% | 63.64% | 0.00% | 36.36% | 1.24% | 13.64% | -13.33% | 13.03% |
| ETH-USD | baseline_all_lanes | 53.00 | 100.00% | -22.20% | 30.19% | 13.21% | 28.30% | 0.00% | 0.00% | 0.00% | 0.00% |
| ETH-USD | continuation_only | 48.00 | 90.57% | -21.18% | 29.17% | 2.08% | 22.92% | 1.02% | -1.02% | -11.12% | -5.39% |
| ETH-USD | one_regime_per_session | 18.00 | 33.96% | -8.96% | 33.33% | 0.00% | 33.33% | 13.23% | 3.14% | -13.21% | 5.03% |
| ETH-USD | retest_only | 11.00 | 20.75% | -0.17% | 45.45% | 0.00% | 54.55% | 22.03% | 15.27% | -13.21% | 26.24% |
| SOL-USD | baseline_all_lanes | 64.00 | 100.00% | 4.32% | 40.62% | 7.81% | 28.12% | 0.00% | 0.00% | 0.00% | 0.00% |
| SOL-USD | continuation_only | 57.00 | 89.06% | 2.81% | 40.35% | 3.51% | 28.07% | -1.52% | -0.27% | -4.30% | -0.05% |
| SOL-USD | one_regime_per_session | 20.00 | 31.25% | 4.27% | 35.00% | 10.00% | 10.00% | -0.05% | -5.63% | 2.19% | -18.12% |
| SOL-USD | retest_only | 9.00 | 14.06% | 0.84% | 44.44% | 22.22% | 33.33% | -3.48% | 3.82% | 14.41% | 5.21% |
| cost_bps_side | asset | variant | trade_count | mean_net_return | total_net_return | positive_session_ratio | same_session_conflict_rate | early_fail_rate |
|---|---|---|---|---|---|---|---|---|
| 6.00 | BTC-USD | baseline_all_lanes | 60.00 | 0.02% | 1.17% | 50.00% | 13.33% | 23.33% |
| 6.00 | BTC-USD | continuation_only | 54.00 | -0.02% | -0.95% | 46.30% | 5.56% | 20.37% |
| 6.00 | BTC-USD | one_regime_per_session | 18.00 | -0.11% | -2.03% | 44.44% | 5.56% | 27.78% |
| 6.00 | BTC-USD | retest_only | 11.00 | 0.22% | 2.41% | 63.64% | 0.00% | 36.36% |
| 6.00 | ETH-USD | baseline_all_lanes | 53.00 | -0.42% | -22.20% | 30.19% | 13.21% | 28.30% |
| 6.00 | ETH-USD | continuation_only | 48.00 | -0.44% | -21.18% | 29.17% | 2.08% | 22.92% |
| 6.00 | ETH-USD | one_regime_per_session | 18.00 | -0.50% | -8.96% | 33.33% | 0.00% | 33.33% |
| 6.00 | ETH-USD | retest_only | 11.00 | -0.02% | -0.17% | 45.45% | 0.00% | 54.55% |
| 6.00 | SOL-USD | baseline_all_lanes | 64.00 | 0.07% | 4.32% | 40.62% | 7.81% | 28.12% |
| 6.00 | SOL-USD | continuation_only | 57.00 | 0.05% | 2.81% | 40.35% | 3.51% | 28.07% |
| 6.00 | SOL-USD | one_regime_per_session | 20.00 | 0.21% | 4.27% | 35.00% | 10.00% | 10.00% |
| 6.00 | SOL-USD | retest_only | 9.00 | 0.09% | 0.84% | 44.44% | 22.22% | 33.33% |
| 6.00 | ALL | baseline_all_lanes | 177.00 | -0.09% | -16.70% | 40.68% | 11.30% | 26.55% |
| 6.00 | ALL | continuation_only | 159.00 | -0.12% | -19.32% | 38.99% | 3.77% | 23.90% |
| 6.00 | ALL | one_regime_per_session | 56.00 | -0.12% | -6.72% | 37.50% | 5.36% | 23.21% |
| 6.00 | ALL | retest_only | 31.00 | 0.10% | 3.08% | 51.61% | 6.45% | 41.94% |
| 10.00 | BTC-USD | baseline_all_lanes | 60.00 | -0.06% | -3.63% | 45.00% | 13.33% | 23.33% |
| 10.00 | BTC-USD | continuation_only | 54.00 | -0.10% | -5.27% | 44.44% | 5.56% | 20.37% |
| 10.00 | BTC-USD | one_regime_per_session | 18.00 | -0.19% | -3.47% | 38.89% | 5.56% | 27.78% |
| 10.00 | BTC-USD | retest_only | 11.00 | 0.14% | 1.53% | 45.45% | 0.00% | 36.36% |
| 10.00 | ETH-USD | baseline_all_lanes | 53.00 | -0.50% | -26.44% | 26.42% | 13.21% | 28.30% |
| 10.00 | ETH-USD | continuation_only | 48.00 | -0.52% | -25.02% | 27.08% | 2.08% | 22.92% |
| 10.00 | ETH-USD | one_regime_per_session | 18.00 | -0.58% | -10.40% | 33.33% | 0.00% | 33.33% |
| 10.00 | ETH-USD | retest_only | 11.00 | -0.10% | -1.05% | 36.36% | 0.00% | 54.55% |
| 10.00 | SOL-USD | baseline_all_lanes | 64.00 | -0.01% | -0.80% | 37.50% | 7.81% | 28.12% |
| 10.00 | SOL-USD | continuation_only | 57.00 | -0.03% | -1.75% | 36.84% | 3.51% | 28.07% |
| 10.00 | SOL-USD | one_regime_per_session | 20.00 | 0.13% | 2.67% | 35.00% | 10.00% | 10.00% |
| 10.00 | SOL-USD | retest_only | 9.00 | 0.01% | 0.12% | 44.44% | 22.22% | 33.33% |
| 10.00 | ALL | baseline_all_lanes | 177.00 | -0.17% | -30.86% | 36.72% | 11.30% | 26.55% |
| 10.00 | ALL | continuation_only | 159.00 | -0.20% | -32.04% | 36.48% | 3.77% | 23.90% |
| 10.00 | ALL | one_regime_per_session | 56.00 | -0.20% | -11.20% | 35.71% | 5.36% | 23.21% |
| 10.00 | ALL | retest_only | 31.00 | 0.02% | 0.60% | 41.94% | 6.45% | 41.94% |
| 15.00 | BTC-USD | baseline_all_lanes | 60.00 | -0.16% | -9.63% | 40.00% | 13.33% | 23.33% |
| 15.00 | BTC-USD | continuation_only | 54.00 | -0.20% | -10.67% | 38.89% | 5.56% | 20.37% |
| 15.00 | BTC-USD | one_regime_per_session | 18.00 | -0.29% | -5.27% | 38.89% | 5.56% | 27.78% |
| 15.00 | BTC-USD | retest_only | 11.00 | 0.04% | 0.43% | 45.45% | 0.00% | 36.36% |
| 15.00 | ETH-USD | baseline_all_lanes | 53.00 | -0.60% | -31.74% | 24.53% | 13.21% | 28.30% |
| 15.00 | ETH-USD | continuation_only | 48.00 | -0.62% | -29.82% | 25.00% | 2.08% | 22.92% |
| 15.00 | ETH-USD | one_regime_per_session | 18.00 | -0.68% | -12.20% | 27.78% | 0.00% | 33.33% |
| 15.00 | ETH-USD | retest_only | 11.00 | -0.20% | -2.15% | 36.36% | 0.00% | 54.55% |
| 15.00 | SOL-USD | baseline_all_lanes | 64.00 | -0.11% | -7.20% | 37.50% | 7.81% | 28.12% |
| 15.00 | SOL-USD | continuation_only | 57.00 | -0.13% | -7.45% | 36.84% | 3.51% | 28.07% |
| 15.00 | SOL-USD | one_regime_per_session | 20.00 | 0.03% | 0.67% | 35.00% | 10.00% | 10.00% |
| 15.00 | SOL-USD | retest_only | 9.00 | -0.09% | -0.78% | 44.44% | 22.22% | 33.33% |
| 15.00 | ALL | baseline_all_lanes | 177.00 | -0.27% | -48.56% | 34.46% | 11.30% | 26.55% |
| 15.00 | ALL | continuation_only | 159.00 | -0.30% | -47.94% | 33.96% | 3.77% | 23.90% |
| 15.00 | ALL | one_regime_per_session | 56.00 | -0.30% | -16.80% | 33.93% | 5.36% | 23.21% |
| 15.00 | ALL | retest_only | 31.00 | -0.08% | -2.50% | 41.94% | 6.45% | 41.94% |
| variant | bucket | trade_count | mean_net_return | positive_session_ratio | same_session_conflict_rate |
|---|---|---|---|---|---|
| baseline_all_lanes | bucket_1 | 61.00 | -0.11% | 42.62% | 4.92% |
| baseline_all_lanes | bucket_2 | 61.00 | -0.17% | 37.70% | 14.75% |
| baseline_all_lanes | bucket_3 | 55.00 | 0.01% | 41.82% | 14.55% |
| continuation_only | bucket_1 | 51.00 | -0.22% | 39.22% | 0.00% |
| continuation_only | bucket_2 | 55.00 | -0.18% | 34.55% | 5.45% |
| continuation_only | bucket_3 | 53.00 | 0.03% | 43.40% | 5.66% |
| one_regime_per_session | bucket_1 | 17.00 | -0.36% | 35.29% | 5.88% |
| one_regime_per_session | bucket_2 | 14.00 | -0.20% | 35.71% | 7.14% |
| one_regime_per_session | bucket_3 | 25.00 | 0.08% | 40.00% | 4.00% |
| retest_only | bucket_1 | 12.00 | 0.29% | 50.00% | 8.33% |
| retest_only | bucket_2 | 12.00 | -0.13% | 50.00% | 8.33% |
| retest_only | bucket_3 | 7.00 | 0.15% | 57.14% | 0.00% |
| asset | continuation_share | retest_share | unclear_share | mean_abs_first4_return | mean_range_atr |
|---|---|---|---|---|---|
| BTC-USD | 33.24% | 20.78% | 45.98% | 0.35% | 232.91% |
| ETH-USD | 35.73% | 19.11% | 45.15% | 0.46% | 230.32% |
| SOL-USD | 42.11% | 15.51% | 42.38% | 0.52% | 222.96% |