Timeframe: 12H (TV fills 1 bar ahead = 0 days 12:00:00 offset) Loading TV trades from: data/mlp/MLPScores_COINBASE_BTCUSD_2026-09-24-12h.csv TV trades: 145 real signal + 0 margin-call Running Python strategy strategy_mlp_scores.py on: data/mlp/COINBASE_BTCUSD, 720.csv Python trades: 148 (Pine timeCondition 2017-12-01 → 2026-09-24; 148 total after time gate) Key params: Entry threshold: -190.0 (use_entry_conf=False) Exit threshold: -60.0 (use_exit_conf=1) Trailing stop: 10.0% ================================================================================ MATCH SUMMARY ================================================================================ Total TV real trades : 145 (coverage through 2026-08-20) Total Python trades : 148 Entry + exit matched : 142 (97.9% of TV) Entry matched, exit Δ : 2 Python-only (extra) : 4 (IS: 4, OOS after 2026-08-20: 0 — OOS are expected, not bugs) TV-only (missed) : 1 ================================================================================ TV/chart entry-marker check: TV entries with exported chart marker : 144/145 Chart executable markers in TV window : 148 (4 not present in TV trade list) First TV entries without chart marker: TV#48 signal 2020-09-16 12:00:00 (fill 2020-09-17 00:00:00) — no exported Entry marker on adjusted entry bar First chart executable markers missing from TV: 2018-04-03 12:00:00 2020-11-07 00:00:00 2022-11-23 12:00:00 2024-03-13 12:00:00 Python cumulative P&L (0.5%/side comm): 5,213.3% TV cumulative P&L: 9,206.2% → ⚠️ trade counts differ (Python 148 vs TV 145); cumulative totals are NOT comparable. See per-trade table / unmatched section below. Python gross (no commission, reference): 23,241.3% ──────────────────────────────────────────────────────────────────────────────── FULLY MATCHED (142 trades) ──────────────────────────────────────────────────────────────────────────────── # Py Entry TV Entry Py Exit TV Exit Py P&L% TV P&L% Δ P&L% ------------------------------------------------------------------------------ 1 2017-12-05 2017-12-06 2017-12-07 2017-12-08 46.9% 46.9% +0.0% 2 2017-12-08 2017-12-08 2017-12-08 2017-12-09 6.0% 6.0% -0.0% 3 2017-12-12 2017-12-12 2017-12-12 2017-12-13 3.9% 3.9% +0.0% 4 2017-12-15 2017-12-16 2017-12-18 2017-12-18 7.3% 7.3% -0.0% 5 2018-01-04 2018-01-04 2018-01-08 2018-01-09 1.7% 1.6% +0.0% 6 2018-01-28 2018-01-29 2018-01-30 2018-01-31 -14.2% -14.2% -0.0% 7 2018-02-15 2018-02-16 2018-02-21 2018-02-22 3.2% 3.2% +0.0% 8 2018-03-02 2018-03-03 2018-03-07 2018-03-08 -10.7% -10.7% -0.0% 9 2018-03-23 2018-03-23 2018-03-27 2018-03-27 -7.7% -7.8% +0.1% 10 2018-04-11 2018-04-12 2018-05-06 2018-05-06 34.8% 34.8% -0.0% 11 2018-05-30 2018-05-31 2018-06-10 2018-06-11 -9.2% -9.2% -0.0% 12 2018-06-26 2018-06-26 2018-08-01 2018-08-01 20.7% 20.6% +0.0% 13 2018-08-22 2018-08-23 2018-09-06 2018-09-06 -0.4% -0.4% -0.0% 14 2018-10-16 2018-10-17 2018-11-14 2018-11-15 -14.1% -14.1% +0.0% 15 2018-12-10 2018-12-10 2018-12-25 2018-12-25 6.6% 6.5% +0.1% 16 2018-12-29 2018-12-29 2018-12-29 2018-12-30 -4.5% -4.5% +0.0% 17 2018-12-30 2018-12-31 2019-01-03 2019-01-04 -2.1% -2.1% +0.0% 18 2019-01-05 2019-01-06 2019-01-07 2019-01-08 4.4% 4.4% +0.0% 19 2019-02-19 2019-02-20 2019-02-24 2019-02-25 -4.9% -4.9% +0.0% 20 2019-03-15 2019-03-16 2019-03-17 2019-03-17 0.7% 0.7% +0.0% 21 2019-03-21 2019-03-21 2019-03-21 2019-03-22 -2.5% -2.5% +0.0% 22 2019-04-19 2019-04-19 2019-05-12 2019-05-13 31.4% 31.5% -0.0% 23 2019-05-16 2019-05-16 2019-05-16 2019-05-17 -0.8% -0.8% -0.0% 24 2019-05-24 2019-05-25 2019-05-28 2019-05-29 7.8% 7.8% +0.0% 25 2019-05-30 2019-05-30 2019-06-03 2019-06-04 -7.9% -7.9% +0.0% 26 2019-06-08 2019-06-09 2019-06-09 2019-06-09 -1.7% -1.7% -0.0% 27 2019-06-13 2019-06-13 2019-06-18 2019-06-19 10.7% 10.7% +0.0% 28 2019-06-20 2019-06-20 2019-06-27 2019-06-27 29.1% 29.0% +0.1% 29 2019-06-29 2019-06-29 2019-06-30 2019-07-01 -10.8% -10.8% -0.0% 30 2019-07-03 2019-07-04 2019-07-04 2019-07-04 -2.9% -2.9% -0.0% 31 2019-07-21 2019-07-21 2019-07-27 2019-07-27 -11.1% -11.1% -0.0% 32 2019-08-04 2019-08-04 2019-08-12 2019-08-13 5.6% 5.6% -0.0% 33 2019-08-17 2019-08-17 2019-08-20 2019-08-21 3.2% 3.1% +0.0% 34 2019-08-24 2019-08-24 2019-08-27 2019-08-27 -0.2% -0.2% -0.0% 36 2019-09-21 2019-09-21 2019-09-24 2019-09-25 -16.0% -16.0% +0.0% 37 2019-10-03 2019-10-04 2019-10-09 2019-10-10 3.2% 3.2% +0.0% 38 2019-11-05 2019-11-05 2019-11-05 2019-11-06 -0.7% -0.7% +0.0% 39 2019-12-28 2019-12-29 2020-02-25 2020-02-26 26.2% 26.1% +0.0% 40 2020-03-01 2020-03-02 2020-03-07 2020-03-08 3.4% 3.4% -0.0% 41 2020-03-20 2020-03-21 2020-03-22 2020-03-23 -7.2% -7.3% +0.1% 42 2020-03-24 2020-03-25 2020-03-27 2020-03-28 -6.8% -6.8% -0.0% 43 2020-03-31 2020-03-31 2020-04-01 2020-04-02 3.1% 3.1% -0.0% 44 2020-04-03 2020-04-04 2020-04-15 2020-04-16 -2.7% -2.7% +0.0% 45 2020-06-02 2020-06-02 2020-06-27 2020-06-28 -11.8% -11.8% -0.0% 46 2020-07-22 2020-07-22 2020-08-06 2020-08-06 23.9% 23.9% +0.0% 47 2020-09-02 2020-09-02 2020-09-02 2020-09-03 -1.1% -1.1% -0.0% 49 2020-11-09 2020-11-10 2020-11-19 2020-11-19 14.7% 14.7% -0.0% 50 2020-11-22 2020-11-22 2020-11-26 2020-11-26 -5.4% -5.4% +0.0% 51 2020-12-01 2020-12-01 2020-12-01 2020-12-02 -4.4% -4.4% +0.0% 52 2020-12-02 2020-12-03 2020-12-04 2020-12-05 -3.9% -3.9% -0.0% 53 2020-12-07 2020-12-07 2020-12-18 2020-12-18 18.5% 18.5% -0.0% 54 2020-12-27 2020-12-28 2021-01-04 2021-01-04 16.0% 16.0% -0.0% 55 2021-01-05 2021-01-05 2021-01-08 2021-01-08 28.6% 28.6% +0.0% 56 2021-01-19 2021-01-20 2021-01-20 2021-01-20 -5.1% -5.1% +0.0% 57 2021-01-29 2021-01-30 2021-01-30 2021-01-30 -2.7% -2.7% -0.0% 58 2021-02-03 2021-02-04 2021-02-18 2021-02-19 35.6% 35.5% +0.1% 59 2021-02-20 2021-02-21 2021-02-22 2021-02-23 -4.1% -4.2% +0.0% 60 2021-03-10 2021-03-10 2021-03-12 2021-03-13 3.3% 3.3% +0.0% 61 2021-03-28 2021-03-28 2021-04-15 2021-04-15 10.6% 10.7% -0.0% 62 2021-04-16 2021-04-16 2021-04-16 2021-04-17 -0.1% -0.1% +0.0% 63 2021-05-06 2021-05-07 2021-05-07 2021-05-07 -0.8% -0.9% +0.0% 64 2021-05-09 2021-05-09 2021-05-09 2021-05-10 -0.3% -0.3% -0.0% 65 2021-05-26 2021-05-27 2021-05-27 2021-05-27 0.1% 0.1% -0.0% 66 2021-06-10 2021-06-11 2021-06-11 2021-06-11 0.9% 0.9% -0.0% 67 2021-06-28 2021-06-28 2021-07-08 2021-07-08 -5.1% -5.1% -0.0% 68 2021-07-22 2021-07-22 2021-07-29 2021-07-29 23.4% 23.4% +0.0% 69 2021-07-30 2021-07-30 2021-08-03 2021-08-04 -2.2% -2.2% +0.0% 70 2021-08-05 2021-08-05 2021-08-14 2021-08-15 22.7% 22.7% +0.0% 71 2021-08-16 2021-08-17 2021-08-17 2021-08-17 1.1% 1.1% +0.0% 72 2021-08-20 2021-08-21 2021-09-06 2021-09-06 3.2% 3.2% +0.0% 73 2021-09-15 2021-09-16 2021-09-16 2021-09-16 -1.5% -1.4% -0.0% 74 2021-10-04 2021-10-04 2021-10-16 2021-10-17 26.6% 26.6% +0.0% 75 2021-10-28 2021-10-29 2021-11-03 2021-11-04 2.8% 2.8% +0.0% 76 2021-11-07 2021-11-08 2021-11-10 2021-11-10 4.1% 4.1% +0.0% 77 2021-12-16 2021-12-17 2021-12-17 2021-12-17 -2.1% -2.0% -0.0% 78 2022-05-30 2022-05-30 2022-06-10 2022-06-11 -6.1% -6.1% +0.0% 79 2022-06-20 2022-06-21 2022-06-30 2022-06-30 -8.1% -8.1% +0.0% 80 2022-07-22 2022-07-23 2022-07-25 2022-07-25 -4.2% -4.2% -0.0% 81 2022-07-29 2022-07-30 2022-08-19 2022-08-19 -10.6% -10.7% +0.0% 82 2022-10-04 2022-10-05 2022-10-30 2022-10-31 0.4% 0.4% +0.0% 83 2023-01-09 2023-01-10 2023-01-16 2023-01-17 22.1% 22.1% -0.0% 84 2023-01-21 2023-01-22 2023-01-22 2023-01-22 -1.0% -1.0% +0.0% 85 2023-02-02 2023-02-03 2023-02-03 2023-02-03 -0.8% -0.8% +0.0% 86 2023-03-12 2023-03-12 2023-03-27 2023-03-27 34.2% 34.2% -0.0% 87 2023-04-05 2023-04-06 2023-04-06 2023-04-06 -1.7% -1.8% +0.0% 88 2023-04-26 2023-04-27 2023-04-30 2023-04-30 1.8% 1.8% +0.0% 89 2023-05-03 2023-05-03 2023-05-05 2023-05-05 1.1% 1.1% -0.0% 90 2023-06-03 2023-06-03 2023-06-03 2023-06-04 -1.2% -1.2% -0.0% 91 2023-06-04 2023-06-05 2023-07-14 2023-07-15 10.7% 10.7% -0.0% 92 2023-08-08 2023-08-09 2023-08-17 2023-08-18 -11.4% -11.4% +0.0% 93 2023-10-09 2023-10-09 2023-10-26 2023-10-27 23.1% 23.1% +0.0% 94 2023-11-04 2023-11-04 2024-01-12 2024-01-13 21.9% 21.9% -0.0% 95 2024-01-28 2024-01-29 2024-01-31 2024-01-31 0.4% 0.4% +0.0% 96 2024-02-02 2024-02-03 2024-02-16 2024-02-16 19.8% 19.8% +0.0% 98 2024-03-21 2024-03-22 2024-03-29 2024-03-30 5.7% 5.7% -0.0% 99 2024-04-08 2024-04-09 2024-04-09 2024-04-09 -2.1% -2.1% -0.0% 100 2024-04-19 2024-04-19 2024-04-25 2024-04-25 -2.7% -2.7% -0.0% 101 2024-05-06 2024-05-07 2024-06-07 2024-06-08 8.7% 8.7% -0.0% 102 2024-06-18 2024-06-18 2024-06-18 2024-06-19 -1.3% -1.3% +0.0% 103 2024-07-07 2024-07-08 2024-07-28 2024-07-28 20.3% 20.3% -0.0% 104 2024-07-29 2024-07-30 2024-07-30 2024-07-30 -1.3% -1.3% -0.0% 105 2024-08-07 2024-08-08 2024-08-15 2024-08-15 5.5% 5.5% -0.0% 106 2024-08-18 2024-08-19 2024-08-19 2024-08-19 -1.1% -1.1% -0.0% 107 2024-08-20 2024-08-21 2024-08-26 2024-08-27 5.4% 5.4% -0.0% 108 2024-09-05 2024-09-05 2024-09-29 2024-09-30 14.6% 14.6% +0.0% 109 2024-10-16 2024-10-17 2024-10-17 2024-10-17 -2.1% -2.1% -0.0% 110 2024-10-19 2024-10-19 2024-11-06 2024-11-07 10.0% 10.0% +0.0% 111 2024-11-08 2024-11-09 2024-11-23 2024-11-23 27.4% 27.4% -0.0% 112 2024-11-25 2024-11-26 2024-12-02 2024-12-02 1.3% 1.3% +0.0% 113 2024-12-05 2024-12-06 2024-12-06 2024-12-06 0.1% 0.1% +0.0% 114 2024-12-08 2024-12-08 2024-12-09 2024-12-10 -3.4% -3.4% +0.0% 115 2024-12-26 2024-12-26 2025-01-06 2025-01-07 5.9% 5.9% -0.0% 116 2025-01-16 2025-01-16 2025-01-21 2025-01-21 3.5% 3.5% -0.0% 117 2025-01-22 2025-01-22 2025-01-22 2025-01-23 -2.3% -2.3% +0.0% 118 2025-01-24 2025-01-25 2025-02-03 2025-02-03 -10.1% -10.2% +0.0% 119 2025-02-06 2025-02-07 2025-02-17 2025-02-17 -1.5% -1.5% +0.0% 120 2025-02-21 2025-02-22 2025-02-22 2025-02-22 -0.6% -0.6% +0.0% 121 2025-03-06 2025-03-07 2025-03-07 2025-03-07 -2.0% -2.0% -0.0% 122 2025-03-12 2025-03-13 2025-03-20 2025-03-20 1.2% 1.2% +0.0% 123 2025-04-06 2025-04-06 2025-06-17 2025-06-18 25.1% 25.1% -0.0% 124 2025-06-26 2025-06-26 2025-06-30 2025-06-30 -0.7% -0.7% +0.0% 125 2025-07-23 2025-07-23 2025-07-23 2025-07-24 -0.8% -0.8% +0.0% 126 2025-07-31 2025-08-01 2025-08-01 2025-08-01 -1.4% -1.4% -0.0% 127 2025-08-05 2025-08-05 2025-08-05 2025-08-06 -1.6% -1.6% -0.0% 128 2025-08-06 2025-08-07 2025-08-14 2025-08-14 4.2% 4.2% -0.0% 129 2025-08-24 2025-08-25 2025-08-25 2025-08-25 -3.0% -3.0% -0.0% 130 2025-08-27 2025-08-27 2025-08-29 2025-08-29 -2.1% -2.1% +0.0% 131 2025-09-04 2025-09-04 2025-09-06 2025-09-06 -1.0% -1.0% +0.0% 132 2025-09-07 2025-09-08 2025-10-10 2025-10-11 0.7% 0.7% -0.0% 133 2025-10-20 2025-10-20 2025-10-20 2025-10-21 -1.4% -1.4% -0.0% 134 2025-11-24 2025-11-24 2025-12-01 2025-12-01 -1.1% -1.1% +0.0% 135 2025-12-03 2025-12-04 2025-12-04 2025-12-04 -1.5% -1.5% -0.0% 136 2025-12-22 2025-12-23 2025-12-29 2025-12-29 -2.2% -2.2% -0.0% 137 2026-01-28 2026-01-29 2026-01-31 2026-02-01 -12.7% -12.7% -0.0% 138 2026-02-11 2026-02-11 2026-02-11 2026-02-12 -1.0% -1.0% -0.0% 139 2026-02-12 2026-02-13 2026-02-16 2026-02-16 2.8% 2.8% -0.0% 140 2026-04-01 2026-04-02 2026-04-05 2026-04-05 -2.6% -2.6% +0.0% 141 2026-04-08 2026-04-08 2026-04-18 2026-04-18 5.1% 5.0% +0.0% 142 2026-05-31 2026-05-31 2026-06-03 2026-06-04 -14.1% -14.1% -0.0% 143 2026-07-15 2026-07-15 2026-07-15 2026-07-16 -0.9% -0.9% +0.0% 144 2026-07-19 2026-07-19 2026-08-05 2026-08-06 -0.7% -0.7% -0.0% 145 2026-08-07 2026-08-08 2026-08-19 2026-08-20 5.7% 5.7% +0.0% ──────────────────────────────────────────────────────────────────────────────── EXIT-MISMATCHED (same entry, different exit) — 2 trades ──────────────────────────────────────────────────────────────────────────────── TV#35: Python exit 2019-09-04 / TV exit 2019-09-05 (Δ +24h) Python P&L +2.8% / TV P&L +3.4% Python exit bar score: -744.4 → SCORE_CROSSUNDER_MISMATCH TV and Python exited on different score-crossunder events. If score parity passes, this is usually downstream of an earlier lifecycle/export mismatch. bar time score mlp_score entry exit -------------------------------------------------------------------- 3366 2019-09-02 00:00:00 168.33 168.33 . . 3367 2019-09-02 12:00:00 5.81 5.81 . . 3368 2019-09-03 00:00:00 -35.65 -35.65 . . 3369 2019-09-03 12:00:00 -127.92 -127.92 . . 3370 2019-09-04 00:00:00 -744.36 -744.36 . X <<< 3371 2019-09-04 12:00:00 -608.65 -608.65 . . 3372 2019-09-05 00:00:00 -630.72 -630.72 . . 3373 2019-09-05 12:00:00 -657.91 -657.91 . . 3374 2019-09-06 00:00:00 -644.20 -644.20 . . TV#97: Python exit 2024-03-12 / TV exit 2024-03-14 (Δ +48h) Python P&L +38.5% / TV P&L +41.4% Python exit bar score: -703.5 → SCORE_CROSSUNDER_MISMATCH TV and Python exited on different score-crossunder events. If score parity passes, this is usually downstream of an earlier lifecycle/export mismatch. bar time score mlp_score entry exit -------------------------------------------------------------------- 6669 2024-03-10 12:00:00 -286.54 -286.54 . . 6670 2024-03-11 00:00:00 173.67 173.67 . . 6671 2024-03-11 12:00:00 142.50 142.50 . . 6672 2024-03-12 00:00:00 -228.04 -228.04 . . 6673 2024-03-12 12:00:00 -703.50 -703.50 . X <<< 6674 2024-03-13 00:00:00 -24.61 -24.61 . . 6675 2024-03-13 12:00:00 -519.61 -519.61 E . 6676 2024-03-14 00:00:00 -654.73 -654.73 . X 6677 2024-03-14 12:00:00 -828.26 -828.26 . . ──────────────────────────────────────────────────────────────────────────────── PYTHON-ONLY / IS (4 trades — Python fires in IS period, TV does not) ──────────────────────────────────────────────────────────────────────────────── Entry 2018-04-03 Exit 2018-04-06 P&L -11.8% Python crossunder: -181.4 → -693.2 (threshold -190.0): YES TV exported score crossunder: -181.4 → -693.2: YES (TV should also fire) Entry 2020-11-07 Exit 2020-11-08 P&L -3.2% Python crossunder: 118.2 → -212.7 (threshold -190.0): YES TV exported score crossunder: 118.2 → -212.7: YES (TV should also fire) Entry 2022-11-23 Exit 2022-12-19 P&L -1.9% Python crossunder: -105.2 → -294.7 (threshold -190.0): YES TV exported score crossunder: -105.2 → -294.7: YES (TV should also fire) Entry 2024-03-13 Exit 2024-03-14 P&L -1.3% Python crossunder: -24.6 → -519.6 (threshold -190.0): YES TV exported score crossunder: -24.6 → -519.6: YES (TV should also fire) ──────────────────────────────────────────────────────────────────────────────── TV-ONLY (1 trades — TV fires, Python does not) ──────────────────────────────────────────────────────────────────────────────── TV#48 Entry 2020-09-17 Exit 2020-11-08 P&L +34.0% Python score at signal bar: -288.5 (prev -496.2, threshold -190.0) → Score was already below threshold (no prior above-threshold bar) ================================================================================ DIAGNOSTIC RECOMMENDATIONS ================================================================================ [UNMATCHED TRADES] 4 Python-only IS trades and 1 TV-only trades remain. → Do not treat this run as trade-list parity. First confirm the chart export covers the full TV trade-list range and that the Strategy Tester export was generated from the same symbol, timeframe, preset, and script revision. [TV/CHART EXPORT MISMATCH] 1 TV entries lack a matching chart entry marker; 4 chart executable markers are absent from the TV trade list. → The exported Data Window and Strategy Tester files do not describe the same Pine lifecycle, or the Strategy Tester export is from a different preset/script revision. Re-export both from the same chart state before interpreting Python lifecycle differences. [2 SCORE_CROSSUNDER_MISMATCH exits] TV/Python exits landed on different score-crossunder events. → First check score parity. If it passes, treat these as downstream lifecycle/export-state effects from an earlier unmatched entry or exit, not as score-computation drift. → Use --exit-detail flag to see score context on exit bars. Tip: run with --verbose for score context tables on all divergent trades. activation_scores: run tools/diagnose_tv_parity.py for per-component breakdown. MLP: run tools/check_mlp_parity.py before interpreting trade-list differences. ================================================================================