| 2026-07-25T02:04:15.972623+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 21.33% | 18.35% | -1.36% | 0.44 | 89.36%
n=647 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；PF 比当前模型低 1.10；平均收益比当前模型低 1.36% | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.569521<required=1.000000; walk_forward_mean_average_return=-0.006710<=0; average_return=-0.013637<required=0.000000; profit_factor=0.435381<required=1.500000; accuracy_gap=-0.588941<-0.050000; lower_bound_gap=-0.595810<-0.080000; profit_factor_delta=-6.302646<0; average_return_delta=-0.054149<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.569521<required=1.000000; walk_forward_mean_average_return=-0.006710<=0 |
| 2026-07-25T02:04:15.972623+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 15.49% | 12.41% | -2.10% | 0.30 | 68.92%
n=439 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；PF 比当前模型低 1.23；平均收益比当前模型低 2.10% | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.387809<required=1.000000; walk_forward_mean_average_return=-0.012812<=0; average_return=-0.020985<required=0.000000; profit_factor=0.304454<required=1.500000; accuracy_gap=-0.647335<-0.050000; lower_bound_gap=-0.655218<-0.080000; profit_factor_delta=-6.433573<0; average_return_delta=-0.061497<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.387809<required=1.000000; walk_forward_mean_average_return=-0.012812<=0 |
| 2026-07-25T02:04:15.972623+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 45.18% | 38.39% | 0.37% | 1.26 | 40.12%
n=197 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；PF 比当前模型低 0.28 | independent_final_threshold_samples=197<required=200; profit_factor=1.260160<required=1.500000; accuracy_gap=-0.350456<-0.050000; lower_bound_gap=-0.395414<-0.080000; profit_factor_delta=-5.477867<0; average_return_delta=-0.036847<0 |
| 2026-07-25T02:04:15.972623+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 44.44% | 37.38% | 0.49% | 1.28 | 48.52%
n=180 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；PF 比当前模型低 0.25 | independent_final_threshold_samples=180<required=200; profit_factor=1.284691<required=1.500000; accuracy_gap=-0.357788<-0.050000; lower_bound_gap=-0.405512<-0.080000; profit_factor_delta=-5.453337<0; average_return_delta=-0.035657<0 |
| 2026-07-25T02:04:15.972623+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 47.50% | 39.91% | 0.94% | 1.50 | 60.61%
n=160 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；PF 比当前模型低 0.03 | independent_final_threshold_samples=160<required=200; accuracy_gap=-0.327233<-0.050000; lower_bound_gap=-0.380160<-0.080000; profit_factor_delta=-5.235160<0; average_return_delta=-0.031087<0 |
| 2026-07-25T02:04:15.972623+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 23.23% | 20.42% | -1.06% | 0.46 | 100.00%
n=792 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.566722<required=1.000000; walk_forward_mean_average_return=-0.006247<=0; coverage=1.000000>=max=0.950000; average_return=-0.010599<required=0.000000; profit_factor=0.462779<required=1.500000; accuracy_gap=-0.569910<-0.050000; lower_bound_gap=-0.575032<-0.080000; profit_factor_delta=-6.275248<0; average_return_delta=-0.051111<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.566722<required=1.000000; walk_forward_mean_average_return=-0.006247<=0 |
| 2026-07-24T20:20:09.468306+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 23.26% | 20.25% | -1.21% | 0.49 | 100.00%
n=688 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.795428<required=1.000000; walk_forward_mean_average_return=-0.006054<=0; coverage=1.000000>=max=0.950000; average_return=-0.012095<required=0.000000; profit_factor=0.486625<required=1.500000; accuracy_gap=-0.569675<-0.050000; lower_bound_gap=-0.576750<-0.080000; profit_factor_delta=-6.251402<0; average_return_delta=-0.052607<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.795428<required=1.000000; walk_forward_mean_average_return=-0.006054<=0 |
| 2026-07-24T20:20:09.468306+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 22.30% | 19.06% | -1.45% | 0.48 | 93.54%
n=565 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；PF 比当前模型低 1.06；平均收益比当前模型低 1.45% | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.584616<required=1.000000; walk_forward_mean_average_return=-0.010095<=0; average_return=-0.014514<required=0.000000; profit_factor=0.476752<required=1.500000; accuracy_gap=-0.579224<-0.050000; lower_bound_gap=-0.588658<-0.080000; profit_factor_delta=-6.261275<0; average_return_delta=-0.055026<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.584616<required=1.000000; walk_forward_mean_average_return=-0.010095<=0 |
| 2026-07-24T20:20:09.468306+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 0.00% | 0.00% | 0.00% | 0.00 | 0.00%
n=372 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；覆盖率为 0，无可交易样本 | independent_final_threshold_samples_empty; coverage=0; profit_factor=0.000000<required=1.500000; accuracy_gap=-0.802233<-0.050000; lower_bound_gap=-0.779278<-0.080000; profit_factor_delta=-6.738027<0; average_return_delta=-0.040512<0 |
| 2026-07-24T20:20:09.468306+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 53.74% | 47.90% | 1.23% | 1.87 | 100.00%
n=281 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; accuracy_gap=-0.264866<-0.050000; lower_bound_gap=-0.300321<-0.080000; profit_factor_delta=-4.872755<0; average_return_delta=-0.028223<0 |
| 2026-07-24T20:20:09.468306+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 54.51% | 48.24% | 1.61% | 1.99 | 100.00%
n=244 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; accuracy_gap=-0.257151<-0.050000; lower_bound_gap=-0.296895<-0.080000; profit_factor_delta=-4.747743<0; average_return_delta=-0.024429<0 |
| 2026-07-24T20:20:09.468306+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 20.09% | 17.53% | -1.26% | 0.38 | 100.00%
n=846 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.732723<required=1.000000; walk_forward_mean_average_return=-0.005589<=0; coverage=1.000000>=max=0.950000; average_return=-0.012639<required=0.000000; profit_factor=0.384558<required=1.500000; accuracy_gap=-0.601287<-0.050000; lower_bound_gap=-0.603955<-0.080000; profit_factor_delta=-6.353469<0; average_return_delta=-0.053151<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.732723<required=1.000000; walk_forward_mean_average_return=-0.005589<=0 |
| 2026-07-24T17:35:01.651456+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 20.00% | 17.03% | -1.47% | 0.40 | 100.00%
n=615 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.673364<required=1.000000; walk_forward_mean_average_return=-0.009205<=0; coverage=1.000000>=max=0.950000; average_return=-0.014700<required=0.000000; profit_factor=0.401466<required=1.500000; accuracy_gap=-0.602233<-0.050000; lower_bound_gap=-0.608986<-0.080000; profit_factor_delta=-6.336561<0; average_return_delta=-0.055212<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.673364<required=1.000000; walk_forward_mean_average_return=-0.009205<=0 |
| 2026-07-24T17:35:01.651456+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 23.70% | 20.24% | -1.32% | 0.52 | 100.00%
n=519 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.615009<required=1.000000; walk_forward_mean_average_return=-0.012610<=0; coverage=1.000000>=max=0.950000; average_return=-0.013186<required=0.000000; profit_factor=0.515937<required=1.500000; accuracy_gap=-0.565239<-0.050000; lower_bound_gap=-0.576853<-0.080000; profit_factor_delta=-6.222091<0; average_return_delta=-0.053698<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.615009<required=1.000000; walk_forward_mean_average_return=-0.012610<=0 |
| 2026-07-24T17:35:01.651456+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 0.00% | 0.00% | 0.00% | 0.00 | 0.00%
n=305 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；覆盖率为 0，无可交易样本 | independent_final_threshold_samples_empty; lockbox:insufficient_lockbox_trade_samples; walk_forward_profitable_folds=1<required=2; walk_forward_viable_folds=1<required=2; coverage=0; profit_factor=0.000000<required=1.500000; accuracy_gap=-0.802233<-0.050000; lower_bound_gap=-0.779278<-0.080000; profit_factor_delta=-6.738027<0; average_return_delta=-0.040512<0; walk_forward_profitable_folds=1<required=2 |
| 2026-07-24T17:35:01.651456+00:00 | FAST 预筛 | 不建议上线 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 53.42% | 42.10% | 1.20% | 1.84 | 32.02%
n=73 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | independent_final_threshold_samples=73<required=200; accuracy_gap=-0.267986<-0.050000; lower_bound_gap=-0.358290<-0.080000; profit_factor_delta=-4.896008<0; average_return_delta=-0.028472<0 |
| 2026-07-24T17:35:01.651456+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 85.57% | 77.22% | 4.56% | 9.85 | 25.19%
n=97 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=97<required=200 |
| 2026-07-24T17:35:01.651456+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 23.01% | 20.16% | -1.07% | 0.46 | 100.00%
n=765 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.873743<required=1.000000; walk_forward_mean_average_return=-0.005207<=0; coverage=1.000000>=max=0.950000; average_return=-0.010746<required=0.000000; profit_factor=0.456937<required=1.500000; accuracy_gap=-0.572167<-0.050000; lower_bound_gap=-0.577645<-0.080000; profit_factor_delta=-6.281090<0; average_return_delta=-0.051258<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.873743<required=1.000000; walk_forward_mean_average_return=-0.005207<=0 |
| 2026-07-24T15:47:59.985154+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 15.42% | 12.94% | -1.84% | 0.29 | 100.00%
n=707 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.664860<required=1.000000; walk_forward_mean_average_return=-0.010155<=0; coverage=1.000000>=max=0.950000; average_return=-0.018366<required=0.000000; profit_factor=0.292708<required=1.500000; accuracy_gap=-0.648060<-0.050000; lower_bound_gap=-0.649849<-0.080000; profit_factor_delta=-6.445320<0; average_return_delta=-0.058878<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.664860<required=1.000000; walk_forward_mean_average_return=-0.010155<=0 |
| 2026-07-24T15:47:59.985154+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 20.26% | 17.09% | -1.65% | 0.42 | 100.00%
n=543 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.612101<required=1.000000; walk_forward_mean_average_return=-0.011275<=0; coverage=1.000000>=max=0.950000; average_return=-0.016455<required=0.000000; profit_factor=0.421979<required=1.500000; accuracy_gap=-0.599655<-0.050000; lower_bound_gap=-0.608362<-0.080000; profit_factor_delta=-6.316048<0; average_return_delta=-0.056967<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.612101<required=1.000000; walk_forward_mean_average_return=-0.011275<=0 |
| 2026-07-24T15:47:59.985154+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 25.00% | 4.56% | -0.95% | 0.51 | 0.98%
n=4 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；PF 比当前模型低 1.03；平均收益比当前模型低 0.95% | independent_final_threshold_samples=4<required=200; average_return=-0.009450<required=0.000000; profit_factor=0.509728<required=1.500000; accuracy_gap=-0.552233<-0.050000; lower_bound_gap=-0.733692<-0.080000; profit_factor_delta=-6.228300<0; average_return_delta=-0.049962<0 |
| 2026-07-24T15:47:59.985154+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 75.00% | 55.10% | 2.93% | 4.82 | 8.36%
n=24 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=24<required=200; accuracy_gap=-0.052233<-0.050000; lower_bound_gap=-0.228276<-0.080000; profit_factor_delta=-1.920438<0; average_return_delta=-0.011212<0 |
| 2026-07-24T15:47:59.985154+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 70.32% | 62.71% | 3.11% | 3.94 | 71.76%
n=155 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=155<required=200; accuracy_gap=-0.099007<-0.050000; lower_bound_gap=-0.152182<-0.080000; profit_factor_delta=-2.802027<0; average_return_delta=-0.009406<0 |
| 2026-07-24T15:47:59.985154+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 21.09% | 18.36% | -1.20% | 0.41 | 97.23%
n=773 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.803305<required=1.000000; walk_forward_mean_average_return=-0.006680<=0; coverage=0.972327>=max=0.950000; average_return=-0.011994<required=0.000000; profit_factor=0.408618<required=1.500000; accuracy_gap=-0.591366<-0.050000; lower_bound_gap=-0.595703<-0.080000; profit_factor_delta=-6.329410<0; average_return_delta=-0.052506<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.803305<required=1.000000; walk_forward_mean_average_return=-0.006680<=0 |
| 2026-07-24T14:29:30.624445+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 17.23% | 14.77% | -1.69% | 0.33 | 100.00%
n=795 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.818222<required=1.000000; walk_forward_mean_average_return=-0.007866<=0; coverage=1.000000>=max=0.950000; average_return=-0.016914<required=0.000000; profit_factor=0.334351<required=1.500000; accuracy_gap=-0.629906<-0.050000; lower_bound_gap=-0.631612<-0.080000; profit_factor_delta=-6.403676<0; average_return_delta=-0.057426<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.818222<required=1.000000; walk_forward_mean_average_return=-0.007866<=0 |
| 2026-07-24T14:29:30.624445+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 17.33% | 14.51% | -1.92% | 0.35 | 100.00%
n=600 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.550876<required=1.000000; walk_forward_mean_average_return=-0.006958<=0; coverage=1.000000>=max=0.950000; average_return=-0.019233<required=0.000000; profit_factor=0.348288<required=1.500000; accuracy_gap=-0.628900<-0.050000; lower_bound_gap=-0.634130<-0.080000; profit_factor_delta=-6.389740<0; average_return_delta=-0.059745<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.550876<required=1.000000; walk_forward_mean_average_return=-0.006958<=0 |
| 2026-07-24T14:29:30.624445+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 69.09% | 59.93% | 1.92% | 3.42 | 24.28%
n=110 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=110<required=200; accuracy_gap=-0.111324<-0.050000; lower_bound_gap=-0.179946<-0.080000; profit_factor_delta=-3.319854<0; average_return_delta=-0.021303<0 |
| 2026-07-24T14:29:30.624445+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 73.56% | 67.90% | 2.82% | 4.47 | 79.33%
n=261 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | accuracy_gap=-0.066601<-0.050000; lower_bound_gap=-0.100286<-0.080000; profit_factor_delta=-2.269538<0; average_return_delta=-0.012362<0 |
| 2026-07-24T14:29:30.624445+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 70.70% | 64.85% | 3.15% | 4.01 | 100.00%
n=256 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; accuracy_gap=-0.095202<-0.050000; lower_bound_gap=-0.130731<-0.080000; profit_factor_delta=-2.729325<0; average_return_delta=-0.009044<0 |
| 2026-07-24T14:29:30.624445+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 12.99% | 10.94% | -1.73% | 0.23 | 100.00%
n=893 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.918292<required=1.000000; walk_forward_mean_average_return=-0.006309<=0; coverage=1.000000>=max=0.950000; average_return=-0.017257<required=0.000000; profit_factor=0.228295<required=1.500000; accuracy_gap=-0.672334<-0.050000; lower_bound_gap=-0.669854<-0.080000; profit_factor_delta=-6.509732<0; average_return_delta=-0.057769<0; walk_forward_profitable_folds=0<required=2; walk_forward_median_pf=0.918292<required=1.000000; walk_forward_mean_average_return=-0.006309<=0 |
| 2026-07-24T13:23:10.801461+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 17.71% | 15.17% | -1.65% | 0.35 | 100.00%
n=768 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.788820<required=1.000000; walk_forward_mean_average_return=-0.006389<=0; coverage=1.000000>=max=0.950000; average_return=-0.016533<required=0.000000; profit_factor=0.345566<required=1.500000; accuracy_gap=-0.625150<-0.050000; lower_bound_gap=-0.627567<-0.080000; profit_factor_delta=-6.392462<0; average_return_delta=-0.057045<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.788820<required=1.000000; walk_forward_mean_average_return=-0.006389<=0 |
| 2026-07-24T13:23:10.801461+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 19.46% | 16.55% | -1.72% | 0.40 | 100.00%
n=627 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.828310<required=1.000000; walk_forward_mean_average_return=-0.005191<=0; coverage=1.000000>=max=0.950000; average_return=-0.017215<required=0.000000; profit_factor=0.401287<required=1.500000; accuracy_gap=-0.607656<-0.050000; lower_bound_gap=-0.613789<-0.080000; profit_factor_delta=-6.336740<0; average_return_delta=-0.057727<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.828310<required=1.000000; walk_forward_mean_average_return=-0.005191<=0 |
| 2026-07-24T13:23:10.801461+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 50.41% | 45.98% | 0.71% | 1.55 | 100.00%
n=486 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; accuracy_gap=-0.298118<-0.050000; lower_bound_gap=-0.319473<-0.080000; profit_factor_delta=-5.183464<0; average_return_delta=-0.033445<0 |
| 2026-07-24T13:23:10.801461+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 72.51% | 67.75% | 2.73% | 4.24 | 100.00%
n=371 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; accuracy_gap=-0.077165<-0.050000; lower_bound_gap=-0.101776<-0.080000; profit_factor_delta=-2.502957<0; average_return_delta=-0.013207<0 |
| 2026-07-24T13:23:10.801461+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 75.00% | 69.61% | 3.55% | 4.98 | 100.00%
n=280 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; accuracy_gap=-0.052233<-0.050000; lower_bound_gap=-0.083150<-0.080000; profit_factor_delta=-1.754834<0; average_return_delta=-0.004962<0 |
| 2026-07-24T13:23:10.801461+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 13.69% | 11.61% | -1.68% | 0.24 | 96.31%
n=913 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.998285<required=1.000000; walk_forward_mean_average_return=-0.004646<=0; coverage=0.963080>=max=0.950000; average_return=-0.016801<required=0.000000; profit_factor=0.242573<required=1.500000; accuracy_gap=-0.665322<-0.050000; lower_bound_gap=-0.663149<-0.080000; profit_factor_delta=-6.495454<0; average_return_delta=-0.057313<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.998285<required=1.000000; walk_forward_mean_average_return=-0.004646<=0 |
| 2026-07-24T05:20:45.341030+00:00 | FAST 预筛 | 不建议上线 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 51.98% | 45.12% | 1.09% | 1.74 | 24.08%
n=202 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | accuracy_gap=-0.282431<-0.050000; lower_bound_gap=-0.328099<-0.080000; profit_factor_delta=-4.999722<0; average_return_delta=-0.029628<0 |
| 2026-07-24T05:20:45.341030+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 70.83% | 50.83% | 3.16% | 4.03 | 3.49%
n=24 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=24<required=200; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.339357<required=1.000000; walk_forward_mean_average_return=-0.002671<=0; accuracy_gap=-0.093900<-0.050000; lower_bound_gap=-0.270959<-0.080000; profit_factor_delta=-2.704014<0; average_return_delta=-0.008920<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.339357<required=1.000000; walk_forward_mean_average_return=-0.002671<=0 |
| 2026-07-24T05:20:45.341030+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 72.54% | 68.42% | 2.15% | 4.04 | 88.89%
n=488 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | accuracy_gap=-0.076823<-0.050000; lower_bound_gap=-0.095112<-0.080000; profit_factor_delta=-2.698246<0; average_return_delta=-0.019060<0 |
| 2026-07-24T05:20:45.341030+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 78.15% | 73.78% | 3.18% | 5.74 | 86.44%
n=389 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | profit_factor_delta=-0.994705<0; average_return_delta=-0.008693<0 |
| 2026-07-24T05:20:45.341030+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 72.85% | 68.11% | 3.35% | 4.46 | 93.47%
n=372 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | accuracy_gap=-0.073738<-0.050000; lower_bound_gap=-0.098142<-0.080000; profit_factor_delta=-2.281112<0; average_return_delta=-0.007005<0 |
| 2026-07-24T05:20:45.341030+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 44.14% | 41.21% | 0.30% | 1.21 | 100.00%
n=1083 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；coverage close to 100%, threshold is not selective | lockbox:lockbox_deflated_sharpe_probability_below_minimum; coverage=1.000000>=max=0.950000; profit_factor=1.208181<required=1.500000; accuracy_gap=-0.360866<-0.050000; lower_bound_gap=-0.367226<-0.080000; profit_factor_delta=-5.529846<0; average_return_delta=-0.037523<0 |
| 2026-07-24T03:22:18.939200+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 100.00% | 88.65% | 4.93% | 999.00 | 4.93%
n=30 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=30<required=200 |
| 2026-07-24T03:22:18.939200+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 76.15% | 70.62% | 3.66% | 5.30 | 49.71%
n=260 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | profit_factor_delta=-1.433338<0; average_return_delta=-0.003866<0 |
| 2026-07-24T03:22:18.939200+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 76.03% | 72.48% | 2.37% | 4.85 | 95.16%
n=609 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=0.951562>=max=0.950000; profit_factor_delta=-1.888632<0; average_return_delta=-0.016795<0 |
| 2026-07-24T03:22:18.939200+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 59.44% | 55.10% | 1.69% | 2.35 | 100.00%
n=503 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; accuracy_gap=-0.207799<-0.050000; lower_bound_gap=-0.228313<-0.080000; profit_factor_delta=-4.384336<0; average_return_delta=-0.023657<0 |
| 2026-07-24T03:22:18.939200+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 64.87% | 61.12% | 2.59% | 3.07 | 100.00%
n=649 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; accuracy_gap=-0.153543<-0.050000; lower_bound_gap=-0.168093<-0.080000; profit_factor_delta=-3.670886<0; average_return_delta=-0.014587<0 |
| 2026-07-24T03:22:18.939200+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 5.03% | 2.57% | -2.24% | 0.08 | 18.38%
n=159 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；PF 比当前模型低 1.46；平均收益比当前模型低 2.24% | independent_final_threshold_samples=159<required=200; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.593828<required=1.000000; walk_forward_mean_average_return=-0.000004<=0; average_return=-0.022430<required=0.000000; profit_factor=0.081016<required=1.500000; accuracy_gap=-0.751918<-0.050000; lower_bound_gap=-0.753566<-0.080000; profit_factor_delta=-6.657011<0; average_return_delta=-0.062942<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.593828<required=1.000000; walk_forward_mean_average_return=-0.000004<=0 |
| 2026-07-23T22:26:59.890361+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 69.53% | 63.64% | 2.49% | 3.66 | 47.67%
n=256 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | accuracy_gap=-0.106920<-0.050000; lower_bound_gap=-0.142893<-0.080000; profit_factor_delta=-3.073365<0; average_return_delta=-0.015587<0 |
| 2026-07-23T22:26:59.890361+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 81.73% | 73.22% | 4.19% | 7.43 | 22.46%
n=104 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | independent_final_threshold_samples=104<required=200 |
| 2026-07-23T22:26:59.890361+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 21.67% | 18.53% | -1.16% | 0.42 | 100.00%
n=586 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.604354<required=1.000000; walk_forward_mean_average_return=-0.003197<=0; coverage=1.000000>=max=0.950000; average_return=-0.011613<required=0.000000; profit_factor=0.423107<required=1.500000; accuracy_gap=-0.585509<-0.050000; lower_bound_gap=-0.594011<-0.080000; profit_factor_delta=-6.314920<0; average_return_delta=-0.052125<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.604354<required=1.000000; walk_forward_mean_average_return=-0.003197<=0 |
| 2026-07-23T22:26:59.890361+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 29.55% | 25.27% | -0.71% | 0.67 | 100.00%
n=396 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.688707<required=1.000000; walk_forward_mean_average_return=-0.005545<=0; coverage=1.000000>=max=0.950000; average_return=-0.007064<required=0.000000; profit_factor=0.673427<required=1.500000; accuracy_gap=-0.506778<-0.050000; lower_bound_gap=-0.526622<-0.080000; profit_factor_delta=-6.064601<0; average_return_delta=-0.047576<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.688707<required=1.000000; walk_forward_mean_average_return=-0.005545<=0 |
| 2026-07-23T22:26:59.890361+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 57.27% | 53.15% | 1.87% | 2.23 | 100.00%
n=564 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; accuracy_gap=-0.229538<-0.050000; lower_bound_gap=-0.247766<-0.080000; profit_factor_delta=-4.511787<0; average_return_delta=-0.021806<0 |
| 2026-07-23T22:26:59.890361+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 56.87% | 52.93% | 1.13% | 2.02 | 94.36%
n=619 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | accuracy_gap=-0.233574<-0.050000; lower_bound_gap=-0.249940<-0.080000; profit_factor_delta=-4.722026<0; average_return_delta=-0.029249<0 |
| 2026-07-23T16:18:55.836565+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 57.86% | 53.29% | 1.56% | 2.20 | 87.57%
n=458 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | accuracy_gap=-0.223630<-0.050000; lower_bound_gap=-0.246368<-0.080000; profit_factor_delta=-4.533086<0; average_return_delta=-0.024924<0 |
| 2026-07-23T16:18:55.836565+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 59.64% | 54.28% | 2.10% | 2.45 | 86.01%
n=332 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | accuracy_gap=-0.205847<-0.050000; lower_bound_gap=-0.236479<-0.080000; profit_factor_delta=-4.283619<0; average_return_delta=-0.019555<0 |
| 2026-07-23T16:18:55.836565+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 25.00% | 21.20% | -0.95% | 0.51 | 100.00%
n=444 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.967673<required=1.000000; walk_forward_mean_average_return=-0.000512<=0; coverage=1.000000>=max=0.950000; average_return=-0.009450<required=0.000000; profit_factor=0.509728<required=1.500000; accuracy_gap=-0.552233<-0.050000; lower_bound_gap=-0.567295<-0.080000; profit_factor_delta=-6.228300<0; average_return_delta=-0.049962<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.967673<required=1.000000; walk_forward_mean_average_return=-0.000512<=0 |
| 2026-07-23T16:18:55.836565+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 28.66% | 24.03% | -0.78% | 0.65 | 100.00%
n=328 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; average_return=-0.007773<required=0.000000; profit_factor=0.645090<required=1.500000; accuracy_gap=-0.515647<-0.050000; lower_bound_gap=-0.538935<-0.080000; profit_factor_delta=-6.092937<0; average_return_delta=-0.048285<0 |
| 2026-07-23T16:18:55.836565+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 30.35% | 25.05% | -0.69% | 0.72 | 100.00%
n=257 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; average_return=-0.006867<required=0.000000; profit_factor=0.723816<required=1.500000; accuracy_gap=-0.498731<-0.050000; lower_bound_gap=-0.528754<-0.080000; profit_factor_delta=-6.014212<0; average_return_delta=-0.047379<0 |
| 2026-07-23T16:18:55.836565+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 59.72% | 56.11% | 1.31% | 2.27 | 94.77%
n=725 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | accuracy_gap=-0.204991<-0.050000; lower_bound_gap=-0.218160<-0.080000; profit_factor_delta=-4.470438<0; average_return_delta=-0.027391<0 |
| 2026-07-22T22:14:09.341374+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 48.04% | 43.08% | 0.77% | 1.48 | 100.00%
n=383 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; profit_factor=1.484818<required=1.500000; accuracy_gap=-0.321815<-0.050000; lower_bound_gap=-0.348454<-0.080000; profit_factor_delta=-5.253209<0; average_return_delta=-0.032779<0 |
| 2026-07-22T22:14:09.341374+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 58.16% | 52.45% | 1.96% | 2.31 | 90.74%
n=294 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | accuracy_gap=-0.220600<-0.050000; lower_bound_gap=-0.254731<-0.080000; profit_factor_delta=-4.428743<0; average_return_delta=-0.020957<0 |
| 2026-07-22T22:14:09.341374+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 52.71% | 48.06% | 0.86% | 1.70 | 100.00%
n=442 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；coverage close to 100%, threshold is not selective | lockbox:lockbox_deflated_sharpe_probability_below_minimum; coverage=1.000000>=max=0.950000; accuracy_gap=-0.275084<-0.050000; lower_bound_gap=-0.298707<-0.080000; profit_factor_delta=-5.033245<0; average_return_delta=-0.031947<0 |
| 2026-07-22T22:14:09.341374+00:00 | FAST 预筛 | 不建议上线 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 50.24% | 45.43% | 0.95% | 1.62 | 77.88%
n=412 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50% | accuracy_gap=-0.299806<-0.050000; lower_bound_gap=-0.324930<-0.080000; profit_factor_delta=-5.116497<0; average_return_delta=-0.031018<0 |
| 2026-07-22T22:14:09.341374+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 43.28% | 38.56% | 0.54% | 1.27 | 100.00%
n=409 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；coverage close to 100%, threshold is not selective | walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.692610<required=1.000000; walk_forward_mean_average_return=-0.005486<=0; coverage=1.000000>=max=0.950000; profit_factor=1.267278<required=1.500000; accuracy_gap=-0.369470<-0.050000; lower_bound_gap=-0.393687<-0.080000; profit_factor_delta=-5.470750<0; average_return_delta=-0.035100<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.692610<required=1.000000; walk_forward_mean_average_return=-0.005486<=0 |
| 2026-07-22T22:14:09.341374+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 58.57% | 54.45% | 1.24% | 2.16 | 100.00%
n=560 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; accuracy_gap=-0.216519<-0.050000; lower_bound_gap=-0.234812<-0.080000; profit_factor_delta=-4.576079<0; average_return_delta=-0.028141<0 |
| 2026-07-22T16:36:25.000130+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.050::sl0.030 | 否 | 68.08% | 63.36% | 2.38% | 3.43 | 100.00%
n=401 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | lockbox:lockbox_average_return_not_positive; lockbox:lockbox_profit_factor_below_minimum; lockbox:lockbox_deflated_sharpe_probability_below_minimum; coverage=1.000000>=max=0.950000; accuracy_gap=-0.121435<-0.050000; lower_bound_gap=-0.145638<-0.080000; profit_factor_delta=-3.313022<0; average_return_delta=-0.016748<0 |
| 2026-07-22T16:36:25.000130+00:00 | FAST 预筛 | 可考虑上线 | 15m+1h::24h::tp0.060::sl0.035 | 否 | 59.52% | 52.77% | 2.08% | 2.44 | 70.95%
n=210 | select_on_first_half_of_holdout_evaluate_on_second_half | 独立测试、收益/PF、walk-forward 均通过 | lockbox:lockbox_average_return_not_positive; lockbox:lockbox_profit_factor_below_minimum; lockbox:lockbox_deflated_sharpe_probability_below_minimum; accuracy_gap=-0.206995<-0.050000; lower_bound_gap=-0.251562<-0.080000; profit_factor_delta=-4.295286<0; average_return_delta=-0.019665<0 |
| 2026-07-22T16:36:25.000130+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.040::sl0.025 | 否 | 41.67% | 36.77% | 0.14% | 1.09 | 98.67%
n=372 | select_on_first_half_of_holdout_evaluate_on_second_half | 准确率下界 < 50%；coverage close to 100%, threshold is not selective | lockbox:lockbox_average_return_not_positive; lockbox:lockbox_profit_factor_below_minimum; lockbox:lockbox_deflated_sharpe_probability_below_minimum; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.880020<required=1.000000; walk_forward_mean_average_return=-0.002278<=0; coverage=0.986737>=max=0.950000; profit_factor=1.092273<required=1.500000; accuracy_gap=-0.385566<-0.050000; lower_bound_gap=-0.411610<-0.080000; profit_factor_delta=-5.645754<0; average_return_delta=-0.039129<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.880020<required=1.000000; walk_forward_mean_average_return=-0.002278<=0 |
| 2026-07-22T16:36:25.000130+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.050::sl0.030 | 否 | 36.64% | 32.38% | -0.14% | 0.93 | 100.00%
n=464 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | coverage=1.000000>=max=0.950000; average_return=-0.001390<required=0.000000; profit_factor=0.928560<required=1.500000; accuracy_gap=-0.435854<-0.050000; lower_bound_gap=-0.455475<-0.080000; profit_factor_delta=-5.809467<0; average_return_delta=-0.041902<0 |
| 2026-07-22T16:36:25.000130+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::12h::tp0.060::sl0.035 | 否 | 30.70% | 26.13% | -0.65% | 0.74 | 100.00%
n=355 | select_on_first_half_of_holdout_evaluate_on_second_half | PF < 1，亏损交易总额大于盈利交易总额；平均单笔收益 <= 0；准确率下界 < 50%；coverage close to 100%, threshold is not selective | lockbox:lockbox_deflated_sharpe_probability_below_minimum; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.705721<required=1.000000; walk_forward_mean_average_return=-0.001147<=0; coverage=1.000000>=max=0.950000; average_return=-0.006531<required=0.000000; profit_factor=0.736000<required=1.500000; accuracy_gap=-0.495191<-0.050000; lower_bound_gap=-0.517941<-0.080000; profit_factor_delta=-6.002027<0; average_return_delta=-0.047043<0; walk_forward_profitable_folds=1<required=2; walk_forward_median_pf=0.705721<required=1.000000; walk_forward_mean_average_return=-0.001147<=0 |
| 2026-07-22T16:36:25.000130+00:00 | FAST 预筛 | 危险，不建议 | 15m+1h::24h::tp0.040::sl0.025 | 否 | 69.71% | 65.61% | 1.96% | 3.52 | 100.00%
n=515 | select_on_first_half_of_holdout_evaluate_on_second_half | coverage close to 100%, threshold is not selective | lockbox:lockbox_average_return_not_positive; lockbox:lockbox_profit_factor_below_minimum; lockbox:lockbox_deflated_sharpe_probability_below_minimum; coverage=1.000000>=max=0.950000; accuracy_gap=-0.105145<-0.050000; lower_bound_gap=-0.123217<-0.080000; profit_factor_delta=-3.218946<0; average_return_delta=-0.020901<0 |