Rank 92 / opening-drive adaptive offset continuation gate 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;opening-drive 先冻结为 UTC 日内前 4 根 15m bar 的代理锚点。
Hard verdict:keep_P1
完全 veto 的 gate 没有给出足够统一的改善,但 half-size 读法至少保留了更多样本,当前更诚实的是保留成 P1 弱候选,而不是直接吹成 P2。
三臂定义:baseline = 原始 setup;adaptive_offset_gate = 只有穿过 drive_edge ± adaptive_offset 才放行;adaptive_offset_halfsize = 没穿过时保留半仓。
| variant | mean_total_return | positive_asset_ratio | retention | mean_hold4 | mean_fail_back_inside4 | mean_win8 | mean_position_size | trade_count |
|---|---|---|---|---|---|---|---|---|
| baseline | -5.99% | 66.67% | 100.00% | 37.46% | 52.15% | 46.13% | 1.00 | 198 |
| adaptive_offset_gate | -6.91% | 33.33% | 52.53% | 69.28% | 15.90% | 46.89% | 1.00 | 104 |
| adaptive_offset_halfsize | -6.39% | 33.33% | 100.00% | 37.46% | 52.15% | 46.13% | 0.75 | 198 |
| setup | variant | trade_count | retention | mean_net_return | total_net_return | fail_back_inside4 | hold4 | win8 | mean_position_size | mean_adaptive_offset_pct | delta_total_vs_baseline | delta_hold4_vs_baseline | delta_fail_back_inside4_vs_baseline |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | adaptive_offset_gate | 38 | 62.30% | -0.14% | -5.17% | 13.16% | 84.21% | 31.58% | 1.00 | 0.84% | 5.45% | 28.47% | -24.55% |
| breakout_short | adaptive_offset_halfsize | 61 | 100.00% | -0.13% | -7.89% | 37.70% | 55.74% | 37.70% | 0.81 | 0.99% | 2.72% | 0.00% | 0.00% |
| breakout_short | baseline | 61 | 100.00% | -0.17% | -10.61% | 37.70% | 55.74% | 37.70% | 1.00 | 0.99% | 0.00% | 0.00% | 0.00% |
| ema_psar_long | adaptive_offset_gate | 55 | 52.88% | -0.30% | -16.36% | 16.36% | 69.09% | 45.45% | 1.00 | 1.15% | -5.38% | 30.63% | -32.67% |
| ema_psar_long | adaptive_offset_halfsize | 104 | 100.00% | -0.13% | -13.49% | 49.04% | 38.46% | 46.15% | 0.76 | 0.96% | -2.51% | 0.00% | 0.00% |
| ema_psar_long | baseline | 104 | 100.00% | -0.11% | -10.98% | 49.04% | 38.46% | 46.15% | 1.00 | 0.96% | 0.00% | 0.00% | 0.00% |
| fib_retest_long | adaptive_offset_gate | 11 | 33.33% | 0.07% | 0.79% | 18.18% | 54.55% | 63.64% | 1.00 | 0.88% | -2.85% | 36.36% | -51.52% |
| fib_retest_long | adaptive_offset_halfsize | 33 | 100.00% | 0.07% | 2.21% | 69.70% | 18.18% | 54.55% | 0.67 | 0.79% | -1.42% | 0.00% | 0.00% |
| fib_retest_long | baseline | 33 | 100.00% | 0.11% | 3.64% | 69.70% | 18.18% | 54.55% | 1.00 | 0.79% | 0.00% | 0.00% | 0.00% |
| asset | setup | variant | trade_count | mean_net_return | total_net_return | fail_back_inside4 | hold4 | win8 | mean_position_size |
|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | breakout_short | adaptive_offset_gate | 17 | 0.07% | 1.15% | 17.65% | 82.35% | 29.41% | 1.00 |
| BTC-USD | breakout_short | adaptive_offset_halfsize | 23 | -0.00% | -0.10% | 34.78% | 60.87% | 34.78% | 0.87 |
| BTC-USD | breakout_short | baseline | 23 | -0.06% | -1.35% | 34.78% | 60.87% | 34.78% | 1.00 |
| BTC-USD | ema_psar_long | adaptive_offset_gate | 19 | -0.12% | -2.28% | 10.53% | 78.95% | 57.89% | 1.00 |
| BTC-USD | ema_psar_long | adaptive_offset_halfsize | 34 | -0.05% | -1.53% | 44.12% | 47.06% | 55.88% | 0.78 |
| BTC-USD | ema_psar_long | baseline | 34 | -0.02% | -0.79% | 44.12% | 47.06% | 55.88% | 1.00 |
| BTC-USD | fib_retest_long | adaptive_offset_gate | 3 | 0.61% | 1.82% | 0.00% | 100.00% | 100.00% | 1.00 |
| BTC-USD | fib_retest_long | adaptive_offset_halfsize | 11 | 0.19% | 2.11% | 72.73% | 27.27% | 72.73% | 0.64 |
| BTC-USD | fib_retest_long | baseline | 11 | 0.22% | 2.41% | 72.73% | 27.27% | 72.73% | 1.00 |
| ETH-USD | breakout_short | adaptive_offset_gate | 10 | -0.37% | -3.71% | 10.00% | 90.00% | 30.00% | 1.00 |
| ETH-USD | breakout_short | adaptive_offset_halfsize | 14 | -0.32% | -4.44% | 28.57% | 64.29% | 28.57% | 0.86 |
| ETH-USD | breakout_short | baseline | 14 | -0.37% | -5.16% | 28.57% | 64.29% | 28.57% | 1.00 |
| ETH-USD | ema_psar_long | adaptive_offset_gate | 20 | -0.61% | -12.28% | 20.00% | 65.00% | 35.00% | 1.00 |
| ETH-USD | ema_psar_long | adaptive_offset_halfsize | 35 | -0.42% | -14.69% | 51.43% | 34.29% | 40.00% | 0.77 |
| ETH-USD | ema_psar_long | baseline | 35 | -0.50% | -17.46% | 51.43% | 34.29% | 40.00% | 1.00 |
| ETH-USD | fib_retest_long | adaptive_offset_gate | 5 | -0.17% | -0.85% | 20.00% | 20.00% | 40.00% | 1.00 |
| ETH-USD | fib_retest_long | adaptive_offset_halfsize | 11 | -0.05% | -0.51% | 54.55% | 9.09% | 45.45% | 0.73 |
| ETH-USD | fib_retest_long | baseline | 11 | -0.02% | -0.17% | 54.55% | 9.09% | 45.45% | 1.00 |
| SOL-USD | breakout_short | adaptive_offset_gate | 11 | -0.24% | -2.60% | 9.09% | 81.82% | 36.36% | 1.00 |
| SOL-USD | breakout_short | adaptive_offset_halfsize | 24 | -0.14% | -3.35% | 45.83% | 45.83% | 45.83% | 0.73 |
| SOL-USD | breakout_short | baseline | 24 | -0.17% | -4.10% | 45.83% | 45.83% | 45.83% | 1.00 |
| SOL-USD | ema_psar_long | adaptive_offset_gate | 16 | -0.11% | -1.80% | 18.75% | 62.50% | 43.75% | 1.00 |
| SOL-USD | ema_psar_long | adaptive_offset_halfsize | 35 | 0.08% | 2.73% | 51.43% | 34.29% | 42.86% | 0.73 |
| SOL-USD | ema_psar_long | baseline | 35 | 0.21% | 7.26% | 51.43% | 34.29% | 42.86% | 1.00 |
| SOL-USD | fib_retest_long | adaptive_offset_gate | 3 | -0.06% | -0.18% | 33.33% | 66.67% | 66.67% | 1.00 |
| SOL-USD | fib_retest_long | adaptive_offset_halfsize | 11 | 0.06% | 0.61% | 81.82% | 18.18% | 45.45% | 0.64 |
| SOL-USD | fib_retest_long | baseline | 11 | 0.13% | 1.40% | 81.82% | 18.18% | 45.45% | 1.00 |
| variant | bucket | trade_count | mean_net_return | hold4 | fail_back_inside4 |
|---|---|---|---|---|---|
| adaptive_offset_gate | bucket_1 | 32 | -0.52% | 56.25% | 18.75% |
| adaptive_offset_gate | bucket_2 | 34 | -0.15% | 73.53% | 20.59% |
| adaptive_offset_gate | bucket_3 | 38 | 0.03% | 86.84% | 7.89% |
| adaptive_offset_halfsize | bucket_1 | 68 | -0.18% | 29.41% | 51.47% |
| adaptive_offset_halfsize | bucket_2 | 67 | -0.11% | 38.81% | 55.22% |
| adaptive_offset_halfsize | bucket_3 | 63 | 0.01% | 53.97% | 39.68% |
| baseline | bucket_1 | 68 | -0.12% | 29.41% | 51.47% |
| baseline | bucket_2 | 67 | -0.15% | 38.81% | 55.22% |
| baseline | bucket_3 | 63 | 0.00% | 53.97% | 39.68% |