{ "gold": { "roi": 88.55, "pf": 1.215, "dd": 15.05, "sharpe": 4.38, "wr": 50.5, "trades": 2155 }, "results": [ { "n_triggered": 32, "n_total": 2155, "pct_triggered": 1.4849187935034802, "avg_actual_pnl_pct": 0.16971558008744564, "avg_early_exit_pnl_pct": 0.0195519860418085, "avg_pnl_delta_pct": -0.15016359404563714, "early_better_rate": 37.5, "avg_bars_saved": 91.6875, "roi_impact_estimate_pp": -0.9610470018920778, "name": "T1: exit if proxy_B < p10" }, { "n_triggered": 37, "n_total": 2155, "pct_triggered": 1.716937354988399, "avg_actual_pnl_pct": -0.01204806624716285, "avg_early_exit_pnl_pct": 0.023025551555410688, "avg_pnl_delta_pct": 0.03507361780257347, "early_better_rate": 40.54054054054054, "avg_bars_saved": 102.70270270270271, "roi_impact_estimate_pp": 0.2595447717390437, "name": "T2: exit if proxy_B < p25" }, { "n_triggered": 46, "n_total": 2155, "pct_triggered": 2.134570765661253, "avg_actual_pnl_pct": -0.0036840609630585178, "avg_early_exit_pnl_pct": 0.012711500756466773, "avg_pnl_delta_pct": 0.016395561719525237, "early_better_rate": 43.47826086956522, "avg_bars_saved": 103.47826086956522, "roi_impact_estimate_pp": 0.1508391678196324, "name": "T3: exit if proxy_B < p50" } ], "meta": { "experiment": "proxy_B exit shadow (corrected)", "proxy": "instability_50 - v750_lambda_max_velocity", "n_trades": 2155, "baseline_roi": 88.54671933603525, "baseline_pf": 1.21470506157439 } }