{
  "kind": "backtest",
  "source": {
    "label": "TrainBard completed backtests \u00b7 Binance Spot BTCUSDT 2h",
    "url": "macd-behavior-evidence.json",
    "note": "Recorded execution counts from original checksum-verified exports. Fast 12 / slow 26, MACD may be below zero at entry, 10,000 USDT cash, 99% equity with a cash reserve long/cash, 0.1% combined cost, 500-bar startup. Each line joins tested signal lengths. Windows have different durations; compare the shape within each panel."
  },
  "description": "Adding signal smoothing changes activity differently when the histogram must clear a wider hurdle. Activity is not profitability.",
  "precision": 0,
  "x": [
    "Signal 3",
    "Signal 5",
    "Signal 7",
    "Signal 9",
    "Signal 11",
    "Signal 13",
    "Signal 15",
    "Signal 17",
    "Signal 19",
    "Signal 21"
  ],
  "panels": [
    {
      "label": "Recorded executions",
      "domain": [
        0,
        1500
      ],
      "series": [
        {
          "id": "M001-buffer-0",
          "label": "0 bps hurdle",
          "color": "blue",
          "values": [
            1391,
            1125,
            987,
            927,
            859,
            807,
            749,
            721,
            691,
            663
          ]
        },
        {
          "id": "M001-buffer-5",
          "label": "5 bps hurdle",
          "color": "amber",
          "values": [
            653,
            701,
            691,
            667,
            643,
            615,
            597,
            571,
            567,
            555
          ]
        },
        {
          "id": "M001-buffer-20",
          "label": "20 bps hurdle",
          "color": "purple",
          "values": [
            127,
            295,
            371,
            401,
            413,
            406,
            410,
            410,
            404,
            396
          ]
        }
      ]
    },
    {
      "label": "Replication \u00b7 recorded executions",
      "domain": [
        0,
        1000
      ],
      "series": [
        {
          "id": "M002-buffer-0",
          "label": "0 bps hurdle",
          "color": "blue",
          "values": [
            941,
            781,
            663,
            611,
            567,
            529,
            515,
            493,
            469,
            461
          ]
        },
        {
          "id": "M002-buffer-5",
          "label": "5 bps hurdle",
          "color": "amber",
          "values": [
            395,
            473,
            471,
            461,
            447,
            417,
            405,
            397,
            391,
            371
          ]
        },
        {
          "id": "M002-buffer-20",
          "label": "20 bps hurdle",
          "color": "purple",
          "values": [
            39,
            135,
            203,
            227,
            233,
            246,
            246,
            240,
            236,
            238
          ]
        }
      ]
    }
  ]
}