生成时间：2026-03-19 15:33 UTC | 口径：固定 BTC/ETH/SOL 120d 15m 本地 cache，统一 signal 当根及之前数据 + follow-through 等待窗口 + next eligible open + no-overlap + hold 8 bars。
park / evidence_pool
延后两根后的 FT / SFT-lite 结果仍不足以改变 desk judgment，改善主要来自缩样本或局部 pocket。
ema_psar_long / fib_retest_long / breakout_short。parent_range 固定为 signal 前两根 bar 的 high / low。FT：signal 后连续两根 close 都仍站在 parent range 外；SFT-lite：在 FT 基础上，再要求两根同向实体推进，且至少一根 range >= 1.5 * avg_range_10。baseline_half_ft_full：FT 通过给 1.0x，否则只保留 0.5x，用于测试“不是全删单，而是 path-persistence size-up”是否更诚实。| variant | cost_bps | mean_total_return | positive_asset_ratio | mean_trades | trade_count_retention | mean_position_size_mult | mean_hold4 | mean_early_fail_4bars | ft_pass_rate | sft_lite_pass_rate |
|---|---|---|---|---|---|---|---|---|---|---|
| baseline | 6.00 | -13.00% | 33.33% | 284.33 | 100.00% | 100.00% | 47.83% | 98.01% | 65.65% | 9.26% |
| baseline_half_ft_full | 6.00 | -13.55% | 33.33% | 284.33 | 100.00% | 82.82% | 47.83% | 98.01% | 65.65% | 9.26% |
| ft_gate | 6.00 | -14.03% | 33.33% | 198.00 | 69.65% | 100.00% | 45.29% | 98.48% | 100.00% | 14.48% |
| sft_lite_gate | 6.00 | 3.40% | 100.00% | 33.67 | 11.87% | 100.00% | 38.61% | 97.03% | 100.00% | 100.00% |
| baseline | 10.00 | -35.74% | 0.00% | 284.33 | 100.00% | 100.00% | 47.83% | 98.01% | 65.65% | 9.26% |
| baseline_half_ft_full | 10.00 | -32.39% | 0.00% | 284.33 | 100.00% | 82.82% | 47.83% | 98.01% | 65.65% | 9.26% |
| ft_gate | 10.00 | -29.87% | 0.00% | 198.00 | 69.65% | 100.00% | 45.29% | 98.48% | 100.00% | 14.48% |
| sft_lite_gate | 10.00 | 0.70% | 66.67% | 33.67 | 11.87% | 100.00% | 38.61% | 97.03% | 100.00% | 100.00% |
| baseline | 15.00 | -64.18% | 0.00% | 284.33 | 100.00% | 100.00% | 47.83% | 98.01% | 65.65% | 9.26% |
| baseline_half_ft_full | 15.00 | -55.94% | 0.00% | 284.33 | 100.00% | 82.82% | 47.83% | 98.01% | 65.65% | 9.26% |
| ft_gate | 15.00 | -49.67% | 0.00% | 198.00 | 69.65% | 100.00% | 45.29% | 98.48% | 100.00% | 14.48% |
| sft_lite_gate | 15.00 | -2.66% | 33.33% | 33.67 | 11.87% | 100.00% | 38.61% | 97.03% | 100.00% | 100.00% |
| setup | trades | baseline_trades | trade_count_retention | mean_return | total_return | positive_asset_ratio | mean_position_size_mult | hold4 | early_fail_4bars | ft_pass_rate | sft_lite_pass_rate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| breakout_short | 581.00 | 581.00 | 100.00% | -0.04% | -23.06% | 33.33% | 84.85% | 47.68% | 98.45% | 69.71% | 9.98% |
| ema_psar_long | 110.00 | 110.00 | 100.00% | -0.10% | -11.46% | 33.33% | 79.55% | 47.27% | 96.36% | 59.09% | 9.09% |
| fib_retest_long | 162.00 | 162.00 | 100.00% | -0.04% | -6.14% | 66.67% | 77.78% | 48.77% | 97.53% | 55.56% | 6.79% |
| asset | trades | total_return | mean_return | mean_position_size_mult | hold4 | early_fail_4bars | ft_pass_rate | sft_lite_pass_rate |
|---|---|---|---|---|---|---|---|---|
| BTC-USD | 271.00 | -12.33% | -0.05% | 82.10% | 48.71% | 98.89% | 64.21% | 9.23% |
| ETH-USD | 283.00 | -29.97% | -0.11% | 83.57% | 44.88% | 97.17% | 67.14% | 10.25% |
| SOL-USD | 299.00 | 1.65% | 0.01% | 82.78% | 49.83% | 97.99% | 65.55% | 8.36% |
| bucket | mean_total_return | positive_asset_ratio | trades | mean_position_size_mult | mean_hold4 | mean_early_fail_4bars | ft_pass_rate | sft_lite_pass_rate |
|---|---|---|---|---|---|---|---|---|
| bucket_1 | -5.60% | 0.00% | 285.00 | 83.33% | 47.37% | 98.95% | 66.67% | 9.12% |
| bucket_2 | -6.99% | 33.33% | 284.00 | 82.04% | 49.30% | 96.83% | 64.08% | 9.51% |
| bucket_3 | -0.96% | 33.33% | 284.00 | 83.10% | 46.83% | 98.24% | 66.20% | 9.15% |
reports/artifacts/scout_rank94_two_bar_outside_followthrough_15m/overall_summary.csvreports/artifacts/scout_rank94_two_bar_outside_followthrough_15m/setup_summary.csvreports/artifacts/scout_rank94_two_bar_outside_followthrough_15m/asset_summary.csvreports/artifacts/scout_rank94_two_bar_outside_followthrough_15m/time_bucket_summary.csvreports/artifacts/scout_rank94_two_bar_outside_followthrough_15m/trades_primary_6bps.csv