Dragon Layered PnL Attribution

window: 2016-01-01 -> 2025-12-31
branch: alpha_first_glued_refined_hot_cap (RC1)
indicator source: dragon_indicator_snapshot_full.csv
trades: 91

Entry-Layer x Exit-Layer

core -> core: trades 55, win_rate 56.36%, avg_return 4.42%, PF 6.73
secondary -> core: trades 16, win_rate 56.25%, avg_return 1.68%, PF 5.32
secondary -> secondary: trades 11, win_rate 18.18%, avg_return -1.87%, PF 0.04
core -> secondary: trades 4, win_rate 50.00%, avg_return 1.91%, PF 3.56
bridge -> core: trades 3, win_rate 66.67%, avg_return 1.80%, PF 2.89
core -> bridge: trades 1, win_rate 100.00%, avg_return 36.85%, PF inf
secondary -> bridge: trades 1, win_rate 100.00%, avg_return 12.07%, PF inf

Top Entry Families

core / glued: trades 50, avg_return 4.92%, PF 7.15
secondary / dual_gold: trades 13, avg_return 1.06%, PF 2.08
secondary / deep_oversold: trades 10, avg_return -0.19%, PF 0.80
core / early_crash: trades 6, avg_return 4.62%, PF 10.52
secondary / post_sell_rebound: trades 4, avg_return 1.84%, PF 2.56
core / oversold_recovery: trades 4, avg_return 3.35%, PF 6.65
bridge / bridge_reentry: trades 2, avg_return 1.71%, PF 2.20
bridge / predictive_break: trades 1, avg_return 1.99%, PF inf
secondary / oversold_recovery: trades 1, avg_return -0.77%, PF 0.00

Top Exit Families

core / glued: trades 54, avg_return 0.18%, PF 1.22
core / high_regime: trades 11, avg_return 11.63%, PF 107.38
secondary / post_sell_rebound: trades 10, avg_return -2.00%, PF 0.02
core / risk_management: trades 9, avg_return 15.26%, PF 28.68
secondary / high_regime: trades 3, avg_return 2.93%, PF 5.76
bridge / predictive_break: trades 2, avg_return 24.46%, PF inf
secondary / dual_gold: trades 1, avg_return -2.07%, PF 0.00
secondary / deep_oversold: trades 1, avg_return 0.40%, PF inf