本轮只做一件事：复用上一轮 clean replication 产出的 trade log，检查这条 gate 的改善是否经得起时间三分桶，而不是继续追新数据。
Hard verdict：park / evidence pool
无论 full gate 还是 half-size，都更像后段失效的 pocket；时间稳定性没过，就不该继续占用 Scout 主资源。
口径不变：BTC/ETH/SOL、120d、15m、6bps/side、signal 当根及之前数据、next-bar open、no-overlap、hold 8 bars。
| variant | overall_mean_total_return | overall_positive_asset_ratio | overall_retention | overall_mean_hold4 | overall_mean_fail_back_inside4 | positive_bucket_count | min_bucket_return | max_bucket_return | bucket_return_spread | weakest_setup_positive_bucket_ratio | weakest_setup |
|---|---|---|---|---|---|---|---|---|---|---|---|
| adaptive_offset_gate | -6.91% | 33.33% | 52.53% | 69.28% | 15.90% | 1 | -1.31% | 0.23% | 1.54% | 33.33% | breakout_short |
| adaptive_offset_halfsize | -6.39% | 33.33% | 100.00% | 37.46% | 52.15% | 1 | -1.83% | 0.16% | 1.99% | 33.33% | breakout_short |
| setup | variant | time_bucket | mean_total_return | positive_asset_ratio | mean_trade_count | mean_net_return | mean_hold4 | mean_fail_back_inside4 | min_asset_return | max_asset_return |
|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | adaptive_offset_gate | bucket_1 | 0.68% | 66.67% | 4.67 | 0.10% | 86.11% | 13.89% | -2.66% | 2.48% |
| breakout_short | adaptive_offset_gate | bucket_2 | -1.91% | 0.00% | 4.33 | -0.49% | 80.56% | 11.11% | -5.39% | -0.06% |
| breakout_short | adaptive_offset_gate | bucket_3 | -0.46% | 33.33% | 3.67 | -0.11% | 88.89% | 11.11% | -1.03% | 0.41% |
| breakout_short | adaptive_offset_halfsize | bucket_1 | 1.14% | 66.67% | 7.00 | 0.07% | 57.50% | 38.33% | -2.72% | 4.07% |
| breakout_short | adaptive_offset_halfsize | bucket_2 | -1.73% | 0.00% | 7.00 | -0.22% | 49.17% | 40.00% | -3.53% | -0.21% |
| breakout_short | adaptive_offset_halfsize | bucket_3 | -2.00% | 0.00% | 6.33 | -0.32% | 66.07% | 29.76% | -3.77% | -0.76% |
| breakout_short | baseline | bucket_1 | 1.61% | 66.67% | 7.00 | 0.13% | 57.50% | 38.33% | -2.79% | 5.67% |
| breakout_short | baseline | bucket_2 | -2.17% | 0.00% | 7.00 | -0.28% | 49.17% | 40.00% | -4.42% | -0.14% |
| breakout_short | baseline | bucket_3 | -2.90% | 0.00% | 6.33 | -0.46% | 66.07% | 29.76% | -5.12% | -1.38% |
| ema_psar_long | adaptive_offset_gate | bucket_1 | -4.65% | 0.00% | 6.67 | -0.70% | 45.24% | 19.84% | -10.10% | -0.75% |
| ema_psar_long | adaptive_offset_gate | bucket_2 | -2.20% | 33.33% | 6.00 | -0.41% | 70.79% | 22.54% | -4.90% | 0.39% |
| ema_psar_long | adaptive_offset_gate | bucket_3 | 1.45% | 66.67% | 5.67 | 0.32% | 93.33% | 6.67% | -1.97% | 6.14% |
| ema_psar_long | adaptive_offset_halfsize | bucket_1 | -3.20% | 33.33% | 12.00 | -0.27% | 25.00% | 47.22% | -6.67% | 1.91% |
| ema_psar_long | adaptive_offset_halfsize | bucket_2 | -3.45% | 33.33% | 11.67 | -0.29% | 39.90% | 57.32% | -6.46% | 0.52% |
| ema_psar_long | adaptive_offset_halfsize | bucket_3 | 2.35% | 33.33% | 11.00 | 0.20% | 51.52% | 42.42% | -3.97% | 12.45% |
| ema_psar_long | baseline | bucket_1 | -2.72% | 33.33% | 12.00 | -0.23% | 25.00% | 47.22% | -7.51% | 4.62% |
| ema_psar_long | baseline | bucket_2 | -3.57% | 33.33% | 11.67 | -0.30% | 39.90% | 57.32% | -6.75% | 0.81% |
| ema_psar_long | baseline | bucket_3 | 3.05% | 33.33% | 11.00 | 0.25% | 51.52% | 42.42% | -6.11% | 18.37% |
| fib_retest_long | adaptive_offset_gate | bucket_1 | 0.04% | 66.67% | 1.33 | 0.16% | 66.67% | 0.00% | -0.72% | 0.47% |
| fib_retest_long | adaptive_offset_gate | bucket_2 | 0.53% | 66.67% | 1.33 | 0.56% | 83.33% | 16.67% | -0.14% | 1.02% |
| fib_retest_long | adaptive_offset_gate | bucket_3 | -0.31% | 66.67% | 1.00 | -0.31% | 33.33% | 33.33% | -1.58% | 0.64% |
| fib_retest_long | adaptive_offset_halfsize | bucket_1 | 0.89% | 100.00% | 4.00 | 0.22% | 16.67% | 75.00% | 0.05% | 1.38% |
| fib_retest_long | adaptive_offset_halfsize | bucket_2 | -0.30% | 33.33% | 4.00 | -0.07% | 0.00% | 83.33% | -0.70% | 0.27% |
| fib_retest_long | adaptive_offset_halfsize | bucket_3 | 0.13% | 66.67% | 3.00 | 0.05% | 44.44% | 44.44% | -0.20% | 0.47% |
| fib_retest_long | baseline | bucket_1 | 1.39% | 100.00% | 4.00 | 0.35% | 16.67% | 75.00% | 0.09% | 2.51% |
| fib_retest_long | baseline | bucket_2 | -0.13% | 66.67% | 4.00 | -0.03% | 0.00% | 83.33% | -0.94% | 0.53% |
| fib_retest_long | baseline | bucket_3 | -0.08% | 33.33% | 3.00 | -0.02% | 44.44% | 44.44% | -0.32% | 0.30% |
| asset | setup | variant | time_bucket | trade_count | total_return | mean_net_return | hold4 | fail_back_inside4 |
|---|---|---|---|---|---|---|---|---|
| BTC-USD | breakout_short | adaptive_offset_gate | bucket_1 | 6 | 2.21% | 0.37% | 83.33% | 16.67% |
| BTC-USD | breakout_short | adaptive_offset_gate | bucket_2 | 6 | -0.06% | -0.01% | 66.67% | 33.33% |
| BTC-USD | breakout_short | adaptive_offset_gate | bucket_3 | 5 | -1.03% | -0.20% | 100.00% | 0.00% |
| BTC-USD | breakout_short | adaptive_offset_halfsize | bucket_1 | 8 | 2.08% | 0.26% | 62.50% | 37.50% |
| BTC-USD | breakout_short | adaptive_offset_halfsize | bucket_2 | 8 | -1.45% | -0.18% | 37.50% | 50.00% |
| BTC-USD | breakout_short | adaptive_offset_halfsize | bucket_3 | 7 | -0.76% | -0.11% | 85.71% | 14.29% |
| BTC-USD | breakout_short | baseline | bucket_1 | 8 | 1.95% | 0.24% | 62.50% | 37.50% |
| BTC-USD | breakout_short | baseline | bucket_2 | 8 | -1.95% | -0.24% | 37.50% | 50.00% |
| BTC-USD | breakout_short | baseline | bucket_3 | 7 | -1.38% | -0.19% | 85.71% | 14.29% |
| BTC-USD | ema_psar_long | adaptive_offset_gate | bucket_1 | 7 | -0.75% | -0.11% | 71.43% | 0.00% |
| BTC-USD | ema_psar_long | adaptive_offset_gate | bucket_2 | 6 | 0.39% | 0.07% | 66.67% | 33.33% |
| BTC-USD | ema_psar_long | adaptive_offset_gate | bucket_3 | 6 | -1.97% | -0.33% | 100.00% | 0.00% |
| BTC-USD | ema_psar_long | adaptive_offset_halfsize | bucket_1 | 12 | 1.91% | 0.16% | 41.67% | 33.33% |
| BTC-USD | ema_psar_long | adaptive_offset_halfsize | bucket_2 | 11 | 0.52% | 0.05% | 36.36% | 63.64% |
| BTC-USD | ema_psar_long | adaptive_offset_halfsize | bucket_3 | 11 | -3.97% | -0.36% | 63.64% | 36.36% |
| BTC-USD | ema_psar_long | baseline | bucket_1 | 12 | 4.62% | 0.38% | 41.67% | 33.33% |
| BTC-USD | ema_psar_long | baseline | bucket_2 | 11 | 0.81% | 0.08% | 36.36% | 63.64% |
| BTC-USD | ema_psar_long | baseline | bucket_3 | 11 | -6.11% | -0.57% | 63.64% | 36.36% |
| BTC-USD | fib_retest_long | adaptive_offset_gate | bucket_1 | 1 | 0.47% | 0.47% | 100.00% | 0.00% |
| BTC-USD | fib_retest_long | adaptive_offset_gate | bucket_2 | 1 | 0.71% | 0.71% | 100.00% | 0.00% |
| BTC-USD | fib_retest_long | adaptive_offset_gate | bucket_3 | 1 | 0.64% | 0.64% | 100.00% | 0.00% |
| BTC-USD | fib_retest_long | adaptive_offset_halfsize | bucket_1 | 4 | 1.38% | 0.34% | 50.00% | 50.00% |
| BTC-USD | fib_retest_long | adaptive_offset_halfsize | bucket_2 | 4 | 0.27% | 0.07% | 0.00% | 100.00% |
| BTC-USD | fib_retest_long | adaptive_offset_halfsize | bucket_3 | 3 | 0.47% | 0.16% | 33.33% | 66.67% |
| BTC-USD | fib_retest_long | baseline | bucket_1 | 4 | 1.57% | 0.39% | 50.00% | 50.00% |
| BTC-USD | fib_retest_long | baseline | bucket_2 | 4 | 0.53% | 0.14% | 0.00% | 100.00% |
| BTC-USD | fib_retest_long | baseline | bucket_3 | 3 | 0.30% | 0.10% | 33.33% | 66.67% |
| ETH-USD | breakout_short | adaptive_offset_gate | bucket_1 | 4 | -2.66% | -0.67% | 75.00% | 25.00% |
| ETH-USD | breakout_short | adaptive_offset_gate | bucket_2 | 3 | -0.27% | -0.09% | 100.00% | 0.00% |
| ETH-USD | breakout_short | adaptive_offset_gate | bucket_3 | 3 | -0.77% | -0.25% | 100.00% | 0.00% |
| ETH-USD | breakout_short | adaptive_offset_halfsize | bucket_1 | 5 | -2.72% | -0.55% | 60.00% | 40.00% |
| ETH-USD | breakout_short | adaptive_offset_halfsize | bucket_2 | 5 | -0.21% | -0.04% | 60.00% | 20.00% |
| ETH-USD | breakout_short | adaptive_offset_halfsize | bucket_3 | 4 | -1.48% | -0.37% | 75.00% | 25.00% |
| ETH-USD | breakout_short | baseline | bucket_1 | 5 | -2.79% | -0.56% | 60.00% | 40.00% |
| ETH-USD | breakout_short | baseline | bucket_2 | 5 | -0.14% | -0.03% | 60.00% | 20.00% |
| ETH-USD | breakout_short | baseline | bucket_3 | 4 | -2.19% | -0.55% | 75.00% | 25.00% |
| ETH-USD | ema_psar_long | adaptive_offset_gate | bucket_1 | 7 | -10.10% | -1.50% | 14.29% | 42.86% |
| ETH-USD | ema_psar_long | adaptive_offset_gate | bucket_2 | 7 | -2.10% | -0.30% | 85.71% | 14.29% |
| ETH-USD | ema_psar_long | adaptive_offset_gate | bucket_3 | 6 | 0.19% | 0.05% | 100.00% | 0.00% |
| ETH-USD | ema_psar_long | adaptive_offset_halfsize | bucket_1 | 12 | -6.67% | -0.57% | 8.33% | 50.00% |
| ETH-USD | ema_psar_long | adaptive_offset_halfsize | bucket_2 | 12 | -6.46% | -0.55% | 41.67% | 58.33% |
| ETH-USD | ema_psar_long | adaptive_offset_halfsize | bucket_3 | 11 | -1.44% | -0.12% | 54.55% | 45.45% |
| ETH-USD | ema_psar_long | baseline | bucket_1 | 12 | -7.51% | -0.64% | 8.33% | 50.00% |
| ETH-USD | ema_psar_long | baseline | bucket_2 | 12 | -6.75% | -0.57% | 41.67% | 58.33% |
| ETH-USD | ema_psar_long | baseline | bucket_3 | 11 | -3.12% | -0.26% | 54.55% | 45.45% |
| ETH-USD | fib_retest_long | adaptive_offset_gate | bucket_1 | 2 | -0.72% | -0.36% | 0.00% | 0.00% |
| ETH-USD | fib_retest_long | adaptive_offset_gate | bucket_2 | 2 | -0.14% | -0.07% | 50.00% | 50.00% |
| ETH-USD | fib_retest_long | adaptive_offset_gate | bucket_3 | 1 | 0.01% | 0.01% | 0.00% | 0.00% |
| ETH-USD | fib_retest_long | adaptive_offset_halfsize | bucket_1 | 4 | 0.05% | 0.01% | 0.00% | 75.00% |
| ETH-USD | fib_retest_long | adaptive_offset_halfsize | bucket_2 | 4 | -0.70% | -0.17% | 0.00% | 50.00% |
| ETH-USD | fib_retest_long | adaptive_offset_halfsize | bucket_3 | 3 | 0.14% | 0.05% | 33.33% | 33.33% |
| ETH-USD | fib_retest_long | baseline | bucket_1 | 4 | 0.09% | 0.02% | 0.00% | 75.00% |
| ETH-USD | fib_retest_long | baseline | bucket_2 | 4 | 0.03% | 0.01% | 0.00% | 50.00% |
| ETH-USD | fib_retest_long | baseline | bucket_3 | 3 | -0.32% | -0.11% | 33.33% | 33.33% |
| SOL-USD | breakout_short | adaptive_offset_gate | bucket_1 | 4 | 2.48% | 0.62% | 100.00% | 0.00% |
| SOL-USD | breakout_short | adaptive_offset_gate | bucket_2 | 4 | -5.39% | -1.37% | 75.00% | 0.00% |
| SOL-USD | breakout_short | adaptive_offset_gate | bucket_3 | 3 | 0.41% | 0.14% | 66.67% | 33.33% |
| SOL-USD | breakout_short | adaptive_offset_halfsize | bucket_1 | 8 | 4.07% | 0.50% | 50.00% | 37.50% |
| SOL-USD | breakout_short | adaptive_offset_halfsize | bucket_2 | 8 | -3.53% | -0.45% | 50.00% | 50.00% |
| SOL-USD | breakout_short | adaptive_offset_halfsize | bucket_3 | 8 | -3.77% | -0.48% | 37.50% | 50.00% |
| SOL-USD | breakout_short | baseline | bucket_1 | 8 | 5.67% | 0.70% | 50.00% | 37.50% |
| SOL-USD | breakout_short | baseline | bucket_2 | 8 | -4.42% | -0.56% | 50.00% | 50.00% |
| SOL-USD | breakout_short | baseline | bucket_3 | 8 | -5.12% | -0.65% | 37.50% | 50.00% |
| SOL-USD | ema_psar_long | adaptive_offset_gate | bucket_1 | 6 | -3.10% | -0.49% | 50.00% | 16.67% |
| SOL-USD | ema_psar_long | adaptive_offset_gate | bucket_2 | 5 | -4.90% | -0.99% | 60.00% | 20.00% |
| SOL-USD | ema_psar_long | adaptive_offset_gate | bucket_3 | 5 | 6.14% | 1.22% | 80.00% | 20.00% |
| SOL-USD | ema_psar_long | adaptive_offset_halfsize | bucket_1 | 12 | -4.85% | -0.40% | 25.00% | 58.33% |
| SOL-USD | ema_psar_long | adaptive_offset_halfsize | bucket_2 | 12 | -4.42% | -0.37% | 41.67% | 50.00% |
| SOL-USD | ema_psar_long | adaptive_offset_halfsize | bucket_3 | 11 | 12.45% | 1.09% | 36.36% | 45.45% |
| SOL-USD | ema_psar_long | baseline | bucket_1 | 12 | -5.27% | -0.43% | 25.00% | 58.33% |
| SOL-USD | ema_psar_long | baseline | bucket_2 | 12 | -4.77% | -0.40% | 41.67% | 50.00% |
| SOL-USD | ema_psar_long | baseline | bucket_3 | 11 | 18.37% | 1.57% | 36.36% | 45.45% |
| SOL-USD | fib_retest_long | adaptive_offset_gate | bucket_1 | 1 | 0.37% | 0.37% | 100.00% | 0.00% |
| SOL-USD | fib_retest_long | adaptive_offset_gate | bucket_2 | 1 | 1.02% | 1.02% | 100.00% | 0.00% |
| SOL-USD | fib_retest_long | adaptive_offset_gate | bucket_3 | 1 | -1.58% | -1.58% | 0.00% | 100.00% |
| SOL-USD | fib_retest_long | adaptive_offset_halfsize | bucket_1 | 4 | 1.25% | 0.31% | 0.00% | 100.00% |
| SOL-USD | fib_retest_long | adaptive_offset_halfsize | bucket_2 | 4 | -0.46% | -0.12% | 0.00% | 100.00% |
| SOL-USD | fib_retest_long | adaptive_offset_halfsize | bucket_3 | 3 | -0.20% | -0.06% | 66.67% | 33.33% |
| SOL-USD | fib_retest_long | baseline | bucket_1 | 4 | 2.51% | 0.63% | 0.00% | 100.00% |
| SOL-USD | fib_retest_long | baseline | bucket_2 | 4 | -0.94% | -0.23% | 0.00% | 100.00% |
| SOL-USD | fib_retest_long | baseline | bucket_3 | 3 | -0.20% | -0.06% | 66.67% | 33.33% |
这条线的问题不在于 path-quality 指标没变好，而在于它的收益改善没有稳定穿过时间维度。
更直白地说：full gate 与 half-size 大多都还是 前两桶偏弱 / 只在后段勉强转正，这不够支持继续把它留在 active Scout 资源位。