▲ B long entry▼ S short entryTP take-profitSL stop-lossMAX max-holdsolid arrow = 9-core · faded = ALL35 only
COO × STC (1H)
Strategy Stats · 9-CORE
Risk Profile
Equity Curve ($10,000 → simulated)
Long / Short Breakdown
Yearly Returns
Year
Trades
PnL
Positive Mo.
Trade Log · 9-CORE
#
Side
Src
Combo
Entry
Exit
Entry Px
Exit Px
Hold(h)
PnL
Result
DS-BTC Simulator — Guide
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).
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 0.2-0.3% / 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: Tr0.2 (default) / Tr0.3 (production). MAX mode switch (segMax): MAX120h (baseline) / Gated+36h (BTC 1W trend-gated, +36h per layer, cap 360h — matches production v1.8). Leverage switch (segLev): 1x / 3x / 5x / 10x — effective notional = $2,000 base × leverage (1x $2,000 / 3x $6,000 / 10x $20,000), margin stays $2,000, PnL scales with leverage; MC70% budget scales × leverage; liquidation (LIQ) fires when price moves 1/leverage against you (at ≤10x with fixed SL, SL hits first so LIQ acts as a gap-fill safety net, ≈0 in backtests). Default: ZR-G 3x (matches production), DS 1x. Notional fixed at $2,000 base (tier switch removed). Equity $10,000.
Disclaimer: Past backtest performance does not guarantee future results. For research/display only.
Version History
v2.5 · 2026-08-06
Simplified ZR-G switches: removed Tr0.05 (0.05% retrace is below taker fees — not executable live, backtest illusion) and Gated+48h MAX mode (research-only variant). Remaining: Pool ONLY-A/A/B · Tr0.2/Tr0.3 (default/production) · MAX120h/Gated+36h (production) · Lev 1x/3x/5x/10x.
v2.4 · 2026-08-06
Leverage multiplier paradigm (Phase168I): effective notional = $2,000 base × leverage (3x → $6,000 / 10x → $20,000) — PnL now visibly scales with leverage (3x earns 3×); margin constant $2,000; notional fixed at $2,000 (segNotional removed); header shows Capital $10,000 · Notional $2,000 · Updated; Risk panel shows effective notional + margin; data regenerated n2000 only.
v2.3 · 2026-08-06
Leverage mechanism (Phase168H): segLev switch 1x/3x/5x/10x in both modes (DS default 1x, ZR-G default 3x — production-aligned); engine leverage param (margin = notional/lev, MC70% budget × lev); liquidation logic (LIQ exit at 1/lev adverse move; SL hits first at ≤10x so LIQ ≈ 0, safety-net role); Risk panel shows Leverage + margin + LIQ rate.
v2.2 · 2026-08-06
DS↔ZR-G alignment: ZR-G stats Sharpe → Frequency (same format as DS); DS entry markers now actual-filled trades view (combo9 solid / ALL35 faded, 678→175 arrows); confirmed header KPIs shared-simplified and zero Chinese in UI.
v2.1 · 2026-08-06
ZR-G markers now actual trade-layer view: entry layers B/B1/B2 (S/S1/S2), exits aggregated per settlement with layer count TRL3/MAX4/SL2/FLIP1 · trade log layer badge without × · MAX buttons English (MAX120h/Gated+36h/Gated+48h) · removed Position/Exit header KPIs (user picks via seg controls) · time-axis no longer resets to latest bar on mode switch (rightOffset 8 + idempotent setData).
v2.0 · 2026-08-06
Added ZR·G BTC strategy mode: strategy switch in header, ONLY-A / A/B pool switch, Tr0.05/0.2/0.3 trail-distance switch, TRAIL exit markers, layer/rating columns in trade log. DS mode unchanged.