What this is: A single-symbol (BTC) backtest display for the deterministic strategy (DS). All data comes from the local signals.db backtest engine — not live trading.

Strategy logic: Based on the Phase163-validated deterministic pipeline — 1H COO ±80 cross (CR) / zero-line cross (ZR), A/B-rated, then multi-TF filtered (1D COO dir × 4H STC dir × 4H/1D HMA dir). A trade only fires when it matches one of the 9-core or ALL35 combos.

Exit rules: TP +2% / SL -8% / max hold 48h (whichever hits first).

Capital: $10,000 starting equity. Position-size tiers: $1,200 / $2,000 (default) / $2,500 — simulated perpetual futures.

Chart markers:

• ▲ B / B1 / B2 = LONG entry layers (L1 = B, L2 = B1, L3 = B2; ZR-G actual-filled layers)
• ▼ S / S1 / S2 = SHORT entry layers (ZR-G)
• TRL{n} / SL{n} / MAX{n} / FLIP{n} = exit markers, {n} = layers settled at once
• Solid arrow = matches 9-core · faded arrow = ALL35 only (DS mode)
• Solid arrow = A-rated · faded arrow = B-rated (ZR-G mode)

ZR·G BTC mode: The ZR-Genesis BTC variant — ZR signals only (1H COO zero-line cross, check_sig A/B, NoRelaxed), pyramid layers (L1 $20 / L2+ $30 ×50 scale), Trail Act 2% / Tr 0.05-0.3% / SL 6% / MAX 120h, FLIP ON. Pool switch: ONLY-A (A-rated only, higher WR) vs A/B (adds B-rated, higher PnL). Trail distance switch: Tr0.05 / Tr0.2 (default) / Tr0.3. MAX mode switch (segMax): MAX120h (baseline) / Gated+36h (BTC 1W trend-gated, +36h per layer, cap 360h — matches production v1.8) / Gated+48h (alternative). Equity $10,000 ×50 scale.

Disclaimer: Past backtest performance does not guarantee future results. For research/display only.

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