{ "title": "A9 V349 与内部35 · 全周期配对回测", "window": [ "2021-01-01T00:00:00Z", "2026-09-30T13:40:00Z" ], "bars": 604388, "capitals": [ 100, 500, 1000, 2000, 3000, 5000, 10000, 20000, 25000, 30000, 40000, 50000, 100000, 200000, 300000, 500000, 800000, 1000000 ], "caps": [ 1.5, 2, 3, 4, 5, 6, 7, 8, 9 ], "costs": { "base": [ 0.0004, 0.0003 ], "main": [ 0.0005, 0.0011 ], "high": [ 0.0008, 0.002 ] }, "Y": [ 1, 2 ], "modes": [ "allocation", "compound" ], "matrixProtocolSHA256": "f7515491abb3e5a3d3185cfc70753c1726b6bcfb50e140756e4438c9ebb1efc4", "stressProtocolSHA256": "7cd24d27eeeecd3a742b3b7df5f2d74b36a651d295de7e54af3dbced0113dc12", "jointStressProtocolSHA256": "67dea5d9fca673767bf0574b15d8892a1edb508184d486dce0385700d48cd076", "inputSHA256": "38e6aaefc555b58c98b177899f591d68a38c5db878d8f91cfbbe3de1853f3c12", "coreProtocolSHA256": "e7f0b147a0822aa86c5575a1e37ade615571bd8562c887d811c5658fb5f74897", "coreSHA256": "d6dee42718a1eed7574c60103206270b39cfd7bc6ee2aeecaafca68cdb4e6dff", "blockHashes": { "capital-100.json": "f92c81950d20e145fc75281abc7a96e8b305c474b2656d9c7bbd970041fd68e2", "capital-500.json": "a7aa92667db2b90995545db7a73fb62d01e4c4f032bf32f806644eab8c76bd3e", "capital-3000.json": "64a3511cdf6a8e1b2c4c8e84421195459922f4ab204e71d9fe10afc65c817c17", "capital-5000.json": "08e75b76bfc52c2905e4538a55a3ef5814e9d9bd0a72f504c4974165da620a07", "capital-10000.json": "7cb11b1d384b00f77944aab32cbb3d17bbdeac4a52fd13dd1ec60cd09720bb5a", "capital-20000.json": "82f617c51bfc8a2800f74e71d8d13615bccd58884019add66cc9cb2a65e69e4e", "capital-25000.json": "981b191748505efaf969dc5b2ffa866d47463fe4dc26e61f6b38c31a3d45ec8e", "capital-50000.json": "d8dc77658bd0339e5fc8eeb7b0f2f64bd8665c226b1c981d63524a4f30c30740", "capital-100000.json": "ef9c74bff2368f55c1d924fbc2d82b010495e8adff6e38b5419ac2537849671e", "capital-200000.json": "1cf2968eb9e0e91d51e144dca8ccbfc9b02375e82a5ea94c1c90638fc8c52bfb", "capital-300000.json": "613ce5adab7de16733a0a50b4e12f4fbf515f073e8bed4ccc9dfa59cddfe93fe", "capital-500000.json": "9d40a205d6cd7eed3be440755501a5bd93336019fbb67c8b1e2216512549e5fa", "capital-800000.json": "8bc3751473792a29448e4f24d7332182f4be9ac0ce394e445a9257b2c9f2cacb", "capital-1000000.json": "f3ca570f174e76c4716a6265c5150138b08dc79f9b2f260b151d84369cf177d8" }, "stressResultsSHA256": "c0f8770a313a46fdbba17df151b6458e87f863c1f7fc62c06b17644875300a22", "accountPaths": 3888, "stressAccountPaths": 324, "jointStressAccountPaths": 324, "jointStressResultsSHA256": "a211f936b807b9061c10e561e2d601f3f84deb539c2695ce01c4d211b9220343", "independentAllBarAudit": true, "originalCoreParity": true, "independentOutOfSample": false, "liveTrading": false, "sourceVerdict": "KEEP; 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no historical network-arrival or orderbook queue reconstruction. Existing missing-mark proxy flags preserved, no new missing core bars. Last unfinished hourly premium excluded. Optional stale/missing auxiliary data never filled with invented values." }, "archivedCoreParity": { "exact": true, "rows": [ { "capital": 25000, "cap": 5, "cost": "main", "Y": 1, "mode": "allocation", "v35": { "summary": { "id": "main-25000-5-main-Y1-V349-htfEMA10-allocation-s0-base-baseline", "group": "main", "capital": 25000, "cap": 5, "cost": "main", "Y": 1, "mode": "allocation", "version": "V35-delayed-adverse-confirmation-slice", "seed": 0, "scenario": "base", "end": 152647.19936664373, "returnPct": 510.58879746657493, "drawdownPct": 24.67518563888312, "adverseSampleDrawdownPct": 24.757178131285183, "peakCloseExposure": 2.314813020647529, "fees": 10256.235122108777, "funding": -9193.744006257124, "liquidations": 0, "openings": 457, "manualOpenings": 0, "signalAttempts": 0, "signalReduced": 0, "signalMinimumRejected": 0, "ledgerMaxError": 0.0, "lossOver90": false, "lossSideSignals": 73, "lossSideSlices": 69, "lossSideSkipped": 4, "secondSlicesSignals": 0, "secondSlicesFilled": 0, 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"replayedFrozenPressureResultExactly": true } ], "ordinaryScreenshotScenario": { "capital": 25000, "cap": 5, "cost": "high", "Y": 1, "mode": "allocation", "liquidations": 0 }, "modelLimitations": "Source uses fixed 1% maintenance margin, 0.5% extra liquidation charge and adverse OHLC ordering. 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