{
  "kind": "backtest",
  "symbol": "Lookback and rule activity",
  "source": {
    "label": "Completed TrainBard backtests",
    "note": "Each point is one lookback setting with multiplier 2 and the breakout rule. The chart focuses on lengths 2\u201340; the evidence file retains all lengths 2\u2013200. Points share prices and trades. Both panels use 2h candles; the table also checks 4h candles. Counts are individual buys and sells, not completed round trips. The script explicitly disables entries at k\u00b2 \u2265 N\u22121; the zeroes at N = 2 through N = 5 are enforced by that guard."
  },
  "x": [
    "N = 2",
    "N = 3",
    "N = 4",
    "N = 5",
    "N = 6",
    "N = 7",
    "N = 8",
    "N = 9",
    "N = 10",
    "N = 11",
    "N = 12",
    "N = 13",
    "N = 14",
    "N = 15",
    "N = 16",
    "N = 17",
    "N = 18",
    "N = 19",
    "N = 20",
    "N = 21",
    "N = 22",
    "N = 23",
    "N = 24",
    "N = 25",
    "N = 26",
    "N = 27",
    "N = 28",
    "N = 29",
    "N = 30",
    "N = 31",
    "N = 32",
    "N = 33",
    "N = 34",
    "N = 35",
    "N = 36",
    "N = 37",
    "N = 38",
    "N = 39",
    "N = 40"
  ],
  "precision": 0,
  "description": "Changing only the lookback can first increase executions, then reduce them. The multiplier and breakout rule stay fixed.",
  "panels": [
    {
      "label": "Recorded executions",
      "series": [
        {
          "id": "001",
          "label": "Breakout rule \u00b7 2\u03c3",
          "color": "blue",
          "dashed": false,
          "values": [
            0,
            0,
            0,
            0,
            452,
            570,
            602,
            646,
            608,
            585,
            545,
            535,
            509,
            484,
            458,
            460,
            458,
            442,
            432,
            428,
            412,
            402,
            388,
            392,
            376,
            354,
            336,
            336,
            328,
            318,
            310,
            304,
            290,
            284,
            278,
            266,
            256,
            244,
            240
          ]
        },
        {
          "id": "002",
          "label": "Second period",
          "color": "amber",
          "dashed": true,
          "values": [
            0,
            0,
            0,
            0,
            256,
            345,
            375,
            401,
            391,
            399,
            395,
            384,
            378,
            362,
            342,
            334,
            326,
            310,
            310,
            296,
            280,
            280,
            272,
            266,
            254,
            238,
            232,
            224,
            222,
            220,
            218,
            216,
            212,
            206,
            198,
            192,
            190,
            180,
            176
          ]
        }
      ],
      "domain": [
        0,
        700
      ]
    },
    {
      "label": "Market sample B",
      "series": [
        {
          "id": "005",
          "label": "First period",
          "color": "blue",
          "dashed": false,
          "values": [
            0,
            0,
            0,
            0,
            462,
            616,
            650,
            656,
            608,
            580,
            570,
            554,
            530,
            486,
            466,
            460,
            448,
            434,
            408,
            398,
            396,
            382,
            376,
            360,
            336,
            338,
            334,
            324,
            316,
            300,
            300,
            296,
            282,
            272,
            262,
            258,
            242,
            236,
            232
          ]
        },
        {
          "id": "006",
          "label": "Second period",
          "color": "amber",
          "dashed": true,
          "values": [
            0,
            0,
            0,
            0,
            300,
            390,
            398,
            392,
            404,
            395,
            371,
            361,
            340,
            330,
            322,
            310,
            304,
            300,
            298,
            284,
            278,
            274,
            262,
            248,
            240,
            236,
            228,
            222,
            226,
            222,
            216,
            212,
            210,
            206,
            194,
            188,
            188,
            182,
            178
          ]
        }
      ],
      "domain": [
        0,
        700
      ]
    }
  ],
  "annotations": [
    {
      "index": 4,
      "title": "Six closes: just beyond the feasibility boundary",
      "text": "At multiplier 2, a six-close window can finally have a strict outside close. The plotted counts measure complete entry/exit rules, not the number of outside candles."
    },
    {
      "index": 8,
      "title": "Ten closes: count the extra executions",
      "text": "Compare the activity at ten closes with six in each curve. A longer lookback does not automatically quiet this breakout rule."
    },
    {
      "index": 18,
      "title": "Twenty closes: the familiar default",
      "text": "The same multiplier now uses a much longer window. The curve is a behavior comparison, not a search for the most profitable setting."
    }
  ]
}