生成时间：2026-03-19 12:52 UTC | 口径：固定复用 BTC/ETH/SOL 120d 15m 本地 cache；统一 signal 当根及之前数据 + next-bar open + no-overlap + hold 8 bars。
park / evidence_pool
outside_inside_binary 当前主要还是靠缩样本或局部 setup 少亏，trade_count_retention / 跨资产一致性都不够，仍不足以诚实占住 fast-lane。
ema_psar_long、fib_retest_long、breakout_short16 根 15m 的高低区间（约 4 小时），全部 shift(1)，避免同 bar 偷看。close > zone_high 或 close < zone_low。1~4 根内，收盘回到区间内部。4 根内出现匹配方向的 failure verdict，才放行对应 base setup。>= 25% 的区间宽度，则仓位降到 0.5x；否则维持 1.0x。| variant | cost_bps | mean_total_return | positive_asset_ratio | mean_trades | trade_count_retention | mean_position_size_mult | mean_early_fail_4bars | mean_recent_overshoot |
|---|---|---|---|---|---|---|---|---|
| baseline | 6.00 | -28.85% | 33.33% | 292.33 | 86.96% | 100.00% | 77.57% | 4.78% |
| outside_inside_binary | 6.00 | 2.34% | 66.67% | 14.33 | 4.45% | 100.00% | 73.08% | 5.73% |
| outside_inside_seqext_size | 6.00 | 1.85% | 66.67% | 14.33 | 4.45% | 98.72% | 73.08% | 5.73% |
| baseline | 10.00 | -52.24% | 0.00% | 292.33 | 86.96% | 100.00% | 77.57% | 4.78% |
| outside_inside_binary | 10.00 | 1.20% | 66.67% | 14.33 | 4.45% | 100.00% | 73.08% | 5.73% |
| outside_inside_seqext_size | 10.00 | 0.72% | 66.67% | 14.33 | 4.45% | 98.72% | 73.08% | 5.73% |
| baseline | 15.00 | -81.47% | 0.00% | 292.33 | 86.96% | 100.00% | 77.57% | 4.78% |
| outside_inside_binary | 15.00 | -0.24% | 33.33% | 14.33 | 4.45% | 100.00% | 73.08% | 5.73% |
| outside_inside_seqext_size | 15.00 | -0.70% | 33.33% | 14.33 | 4.45% | 98.72% | 73.08% | 5.73% |
| setup | variant | cost_bps | mean_total_return | positive_asset_ratio | mean_trades | trade_count_retention | mean_position_size_mult | mean_early_fail_4bars |
|---|---|---|---|---|---|---|---|---|
| breakout_short | baseline | 6.00 | -15.99% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | outside_inside_binary | 6.00 | 1.71% | 66.67% | 9.33 | 3.47% | 100.00% | 62.43% |
| breakout_short | outside_inside_seqext_size | 6.00 | 1.22% | 66.67% | 9.33 | 3.47% | 97.62% | 62.43% |
| ema_psar_long | baseline | 6.00 | -5.26% | 33.33% | 36.67 | 95.65% | 100.00% | 78.30% |
| ema_psar_long | outside_inside_binary | 6.00 | -0.03% | 33.33% | 1.67 | 4.35% | 100.00% | 88.89% |
| ema_psar_long | outside_inside_seqext_size | 6.00 | -0.03% | 33.33% | 1.67 | 4.35% | 100.00% | 88.89% |
| fib_retest_long | baseline | 6.00 | -7.60% | 33.33% | 54.67 | 90.61% | 100.00% | 78.24% |
| fib_retest_long | outside_inside_binary | 6.00 | 0.99% | 100.00% | 5.00 | 5.52% | 100.00% | 90.00% |
| fib_retest_long | outside_inside_seqext_size | 6.00 | 0.99% | 100.00% | 5.00 | 5.52% | 100.00% | 90.00% |
| breakout_short | baseline | 10.00 | -32.07% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | outside_inside_binary | 10.00 | 0.97% | 66.67% | 9.33 | 3.47% | 100.00% | 62.43% |
| breakout_short | outside_inside_seqext_size | 10.00 | 0.49% | 66.67% | 9.33 | 3.47% | 97.62% | 62.43% |
| ema_psar_long | baseline | 10.00 | -8.19% | 33.33% | 36.67 | 95.65% | 100.00% | 78.30% |
| ema_psar_long | outside_inside_binary | 10.00 | -0.16% | 33.33% | 1.67 | 4.35% | 100.00% | 88.89% |
| ema_psar_long | outside_inside_seqext_size | 10.00 | -0.16% | 33.33% | 1.67 | 4.35% | 100.00% | 88.89% |
| fib_retest_long | baseline | 10.00 | -11.97% | 33.33% | 54.67 | 90.61% | 100.00% | 78.24% |
| fib_retest_long | outside_inside_binary | 10.00 | 0.59% | 50.00% | 5.00 | 5.52% | 100.00% | 90.00% |
| fib_retest_long | outside_inside_seqext_size | 10.00 | 0.59% | 50.00% | 5.00 | 5.52% | 100.00% | 90.00% |
| breakout_short | baseline | 15.00 | -52.17% | 0.00% | 201.00 | 74.63% | 100.00% | 77.45% |
| breakout_short | outside_inside_binary | 15.00 | 0.03% | 66.67% | 9.33 | 3.47% | 100.00% | 62.43% |
| breakout_short | outside_inside_seqext_size | 15.00 | -0.43% | 66.67% | 9.33 | 3.47% | 97.62% | 62.43% |
| ema_psar_long | baseline | 15.00 | -11.86% | 33.33% | 36.67 | 95.65% | 100.00% | 78.30% |
| ema_psar_long | outside_inside_binary | 15.00 | -0.33% | 33.33% | 1.67 | 4.35% | 100.00% | 88.89% |
| ema_psar_long | outside_inside_seqext_size | 15.00 | -0.33% | 33.33% | 1.67 | 4.35% | 100.00% | 88.89% |
| fib_retest_long | baseline | 15.00 | -17.44% | 0.00% | 54.67 | 90.61% | 100.00% | 78.24% |
| fib_retest_long | outside_inside_binary | 15.00 | 0.09% | 50.00% | 5.00 | 5.52% | 100.00% | 90.00% |
| fib_retest_long | outside_inside_seqext_size | 15.00 | 0.09% | 50.00% | 5.00 | 5.52% | 100.00% | 90.00% |
| asset | variant | cost_bps | total_return | trades | mean_position_size_mult | early_fail_4bars |
|---|---|---|---|---|---|---|
| BTC-USD | baseline | 6.00 | -49.43% | 280.00 | 100.00% | 78.93% |
| BTC-USD | outside_inside_binary | 6.00 | 2.47% | 20.00 | 100.00% | 70.00% |
| BTC-USD | outside_inside_seqext_size | 6.00 | 2.47% | 20.00 | 100.00% | 70.00% |
| ETH-USD | baseline | 6.00 | -51.90% | 290.00 | 100.00% | 77.24% |
| ETH-USD | outside_inside_binary | 6.00 | -3.26% | 10.00 | 100.00% | 80.00% |
| ETH-USD | outside_inside_seqext_size | 6.00 | -3.26% | 10.00 | 100.00% | 80.00% |
| SOL-USD | baseline | 6.00 | 14.78% | 307.00 | 100.00% | 76.55% |
| SOL-USD | outside_inside_binary | 6.00 | 7.83% | 13.00 | 100.00% | 69.23% |
| SOL-USD | outside_inside_seqext_size | 6.00 | 6.36% | 13.00 | 96.15% | 69.23% |
| BTC-USD | baseline | 10.00 | -71.83% | 280.00 | 100.00% | 78.93% |
| BTC-USD | outside_inside_binary | 10.00 | 0.87% | 20.00 | 100.00% | 70.00% |
| BTC-USD | outside_inside_seqext_size | 10.00 | 0.87% | 20.00 | 100.00% | 70.00% |
| ETH-USD | baseline | 10.00 | -75.10% | 290.00 | 100.00% | 77.24% |
| ETH-USD | outside_inside_binary | 10.00 | -4.06% | 10.00 | 100.00% | 80.00% |
| ETH-USD | outside_inside_seqext_size | 10.00 | -4.06% | 10.00 | 100.00% | 80.00% |
| SOL-USD | baseline | 10.00 | -9.78% | 307.00 | 100.00% | 76.55% |
| SOL-USD | outside_inside_binary | 10.00 | 6.79% | 13.00 | 100.00% | 69.23% |
| SOL-USD | outside_inside_seqext_size | 10.00 | 5.36% | 13.00 | 96.15% | 69.23% |
| BTC-USD | baseline | 15.00 | -99.83% | 280.00 | 100.00% | 78.93% |
| BTC-USD | outside_inside_binary | 15.00 | -1.13% | 20.00 | 100.00% | 70.00% |
| BTC-USD | outside_inside_seqext_size | 15.00 | -1.13% | 20.00 | 100.00% | 70.00% |
| ETH-USD | baseline | 15.00 | -104.10% | 290.00 | 100.00% | 77.24% |
| ETH-USD | outside_inside_binary | 15.00 | -5.06% | 10.00 | 100.00% | 80.00% |
| ETH-USD | outside_inside_seqext_size | 15.00 | -5.06% | 10.00 | 100.00% | 80.00% |
| SOL-USD | baseline | 15.00 | -40.48% | 307.00 | 100.00% | 76.55% |
| SOL-USD | outside_inside_binary | 15.00 | 5.49% | 13.00 | 100.00% | 69.23% |
| SOL-USD | outside_inside_seqext_size | 15.00 | 4.11% | 13.00 | 96.15% | 69.23% |
reports/artifacts/scout_rank89_outside_close_back_inside_failure_15m/overall_summary.csvreports/artifacts/scout_rank89_outside_close_back_inside_failure_15m/setup_summary.csvreports/artifacts/scout_rank89_outside_close_back_inside_failure_15m/asset_summary.csvreports/artifacts/scout_rank89_outside_close_back_inside_failure_15m/trade_samples.csvreports/artifacts/scout_rank89_outside_close_back_inside_failure_15m/meta.csv