# V9 Diagnostic Results Summary
**Date:** November 29, 2025  
**Data:** 95,617 5-minute bars (SOLUSDT, Jan-Nov 2024)

## 🚨 CRITICAL FINDINGS

### 1. **BASELINE IS LOSING MONEY**
- **Baseline PnL:** -$1,532.30 (1,663 trades)
- **Win Rate:** 0.6% (essentially all losses!)
- **This explains the "parameter insensitivity"** - when strategy loses on EVERY trade, parameters don't matter much

### 2. **momentum_min_adx Parameter BROKEN**
```
momentum_min_adx=18.0: 1663 trades, $-1532.30 PnL
momentum_min_adx=21.0: 1663 trades, $-1532.30 PnL  ← IDENTICAL
momentum_min_adx=24.0: 1663 trades, $-1532.30 PnL  ← IDENTICAL
momentum_min_adx=27.0: 1663 trades, $-1532.30 PnL  ← IDENTICAL
```
**Status:** 🔴 NO EFFECT - Parameter is NOT being applied or is overridden

### 3. **Other Parameters Show Minimal Effect**
- **flip_threshold:** 1662-1663 trades (0.1% variation), PnL: -$1,185 to -$1,532
- **cooldown_bars:** 1660-1664 trades (0.2% variation), PnL: -$1,408 to -$1,859
- **ma_gap_threshold:** 1662-1663 trades (0.1% variation), PnL: -$1,185 to -$1,532

**Signal counts barely change** - most parameters have almost zero effect on trade generation.

## 📊 Comparison to Sweep Results

**Exhaustive Sweep (EPYC):**
- Best Result: $498.12 PnL, 568 trades, 61.09% WR
- Configuration: Different from baseline

**Diagnostic Test (Local):**
- Baseline: -$1,532.30 PnL, 1,663 trades, 0.6% WR
- Best: -$1,514.75 PnL, 1,663 trades, 0.6% WR

## 🤔 Why The Discrepancy?

### Hypothesis 1: Data Mismatch
- **EPYC used:** Aug 1 - Nov 28, 2024 (34,273 candles - mentioned in DUAL_SWEEP_README.md)
- **Local used:** Jan 1 - Nov 28, 2024 (95,617 candles - full year)
- **Impact:** Different time periods = different market conditions = different results

### Hypothesis 2: Configuration Mismatch
- EPYC sweep might be using different TradeConfig settings
- Position size, max bars per trade, or other simulator settings might differ

### Hypothesis 3: Strategy Implementation Difference
- Backtester `simulate_money_line()` might not match live v9 indicator
- Parameters might not map correctly between TradingView and Python

## 🎯 Action Items

### IMMEDIATE (Before Any Optimization):

1. **✅ VERIFY DATA ALIGNMENT**
   ```bash
   # Download exact same date range as EPYC
   python3 scripts/export_binance_ohlcv.py \
     --symbol SOLUSDT --interval 5m \
     --start 2024-08-01 --end 2024-11-28 \
     --output backtester/data/solusdt_5m_aug_nov.csv
   
   # Re-run diagnostics on matched dataset
   ./run_comprehensive_diagnostics.sh backtester/data/solusdt_5m_aug_nov.csv
   ```

2. **VERIFY SIMULATOR SETTINGS**
   - Check if EPYC sweep uses different position_size or max_bars_per_trade
   - Compare TradeConfig between sweep script and diagnostic scripts

3. **FIX momentum_min_adx BUG**
   - Investigate money_line_signals() to find why ADX parameter is ignored
   - This is likely why all sweep configs produced similar results

4. **FIX EXTREME BUGS**
   - Fix load_csv() call in test_extreme_configs() (missing symbol/timeframe)
   - Fix SimulatedTrade.pnl attribute access in trade_analysis.py

### AFTER VERIFICATION:

5. **If Data Mismatch Confirmed:**
   - Use Aug-Nov 2024 dataset for all future analysis
   - Understand why Q1-Q3 2024 was so terrible (bear market?)

6. **If Simulator Bug Confirmed:**
   - Fix Python backtester to match TradingView v9 exactly
   - Validate against known live trades

7. **Parameter Optimization:**
   - Only optimize AFTER baseline is profitable on test data
   - No point optimizing if strategy loses money fundamentally

## 💡 Key Insight

**You can't optimize a fundamentally losing strategy.**

If v9 baseline loses $1,532 on full-year data but makes $498 on Aug-Nov subset, either:
- A) Aug-Nov was a favorable period (cherry-picked results)
- B) Jan-Jul market was unfavorable for momentum strategies (bear market)
- C) Backtester doesn't match production v9 indicator

**Must resolve this before any parameter tuning!**