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dragon
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dragon_rule_ablation.md

dragon_rule_ablation.md 2.9 KB
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Dragon Rule Ablation

Baseline

  • trades: 107
  • win_rate: 44.86%
  • avg_return: 2.52%
  • profit_factor: 3.31
  • real BUY overlap: 106
  • real SELL overlap: 105

Protected Experiments

  • Interpretation: these experiments preserved current real-trade overlap and only changed quality or auxiliary behavior.
  • disable_entry_non_glued_positive_expansion_buy: delta_avg_return 0.00%, delta_profit_factor 0.00, delta_aux_sell_overlap 0
  • disable_exit_knife_take_profit_1: delta_avg_return 0.00%, delta_profit_factor 0.00, delta_aux_sell_overlap 0
  • disable_exit_knife_take_profit_2_glued: delta_avg_return 0.00%, delta_profit_factor 0.00, delta_aux_sell_overlap 0
  • disable_exit_crash_protection_exit: delta_avg_return 0.00%, delta_profit_factor 0.00, delta_aux_sell_overlap 0
  • disable_aux_same_side_cycle_cap: delta_avg_return 0.00%, delta_profit_factor 0.00, delta_aux_sell_overlap 0
  • disable_knife_take_profit_2_wait_ql: delta_avg_return 0.00%, delta_profit_factor 0.00, delta_aux_sell_overlap 0

Most Harmful Removals

  • disable_exit_ql_mid_zone_take_profit: delta_avg_return -0.20%, real BUY 105, real SELL 103, delta_trades -1
  • disable_exit_prewarning_reduction_exit: delta_avg_return -0.08%, real BUY 106, real SELL 102, delta_trades 0
  • disable_entry_post_sell_rebound_buy: delta_avg_return -0.05%, real BUY 103, real SELL 103, delta_trades -2
  • disable_exit_high_regime_confirmed_exit_kdj: delta_avg_return -0.04%, real BUY 105, real SELL 101, delta_trades -1
  • disable_exit_knife_take_profit_2_glued: delta_avg_return 0.00%, real BUY 106, real SELL 105, delta_trades 0
  • disable_entry_non_glued_positive_expansion_buy: delta_avg_return 0.00%, real BUY 106, real SELL 105, delta_trades 0
  • disable_exit_crash_protection_exit: delta_avg_return 0.00%, real BUY 106, real SELL 105, delta_trades 0
  • disable_exit_knife_take_profit_1: delta_avg_return 0.00%, real BUY 106, real SELL 105, delta_trades 0

Best Removal Candidates

  • disable_exit_predictive_b1_break_exit: delta_avg_return 0.07%, delta_profit_factor 0.04, real BUY 105, real SELL 104
  • disable_entry_early_crash_probe_buy: delta_avg_return 0.03%, delta_profit_factor 0.02, real BUY 105, real SELL 104
  • disable_entry_oversold_reversal_after_ql_buy: delta_avg_return 0.03%, delta_profit_factor 0.02, real BUY 105, real SELL 104
  • disable_entry_oversold_recovery_buy: delta_avg_return 0.01%, delta_profit_factor -0.01, real BUY 105, real SELL 104
  • disable_entry_deep_oversold_rebound_buy: delta_avg_return 0.54%, delta_profit_factor 0.85, real BUY 93, real SELL 92
  • disable_entry_dual_gold_resonance_buy: delta_avg_return 0.18%, delta_profit_factor 0.07, real BUY 92, real SELL 93
  • disable_entry_glued_buy: delta_avg_return 0.16%, delta_profit_factor 0.10, real BUY 44, real SELL 50