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baseline: byte-for-byte backtest reference at da61cff + compare tooling

Browse Source 
Pin reference outputs of backtest/gpu_backtest.py (XAU/USD, window
2025-08-04..2026-08-04, 4 primary TFs x spread 0.30/0.65 = 8 runs) under
baseline/da61cff/: trade books, stdout summaries, derived equity curves
and metrics, plus a manifest with exact argv, input-parquet and output
hashes, backend, and tool versions.

scripts/capture_baseline.py captures (cache-warm only, aborts rather
than fetch live); scripts/compare_baseline.py re-runs the identical
commands and byte-diffs every output, PASS/FAIL per file. Verified
32/32 files PASS on full re-run at this commit; m5_s065 reproduces the
pinned HEAD reference exactly (555 trades, +98.64R, PF 1.483). No
signal, execution, or scanner logic touched; 359 tests green.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01J3mZCQRHnJKt7qXQFG3RhB
This commit is contained in:
Harwinder Sekhon
2026-08-07 16:34:14 -04:00
parent da61cff509
commit 1c264d5315
37 changed files with 10181 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
baseline/da61cff/h1_s030/equity.csv
+139
View File
@@ -0,0 +1,139 @@
trade_n,entry_time,exit_time,quality,strategy,r_multiple,cum_r,high_water,drawdown_r
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124,2026-06-24 04:00:00+00:00,2026-06-25 15:00:00+00:00,B,GENERIC,0.251416,21.735715,25.750485,-4.014771
125,2026-06-24 15:00:00+00:00,2026-06-24 20:00:00+00:00,A,GENERIC,0.149355,21.885070,25.750485,-3.865416
126,2026-07-01 15:00:00+00:00,2026-07-07 05:00:00+00:00,B,GENERIC,0.255651,22.140721,25.750485,-3.609765
127,2026-07-02 15:00:00+00:00,2026-07-03 06:00:00+00:00,A,GENERIC,0.715170,22.855891,25.750485,-2.894595
128,2026-07-08 15:00:00+00:00,2026-07-08 18:00:00+00:00,A,GENERIC,-1.006863,21.849028,25.750485,-3.901457
129,2026-07-13 04:00:00+00:00,2026-07-14 01:00:00+00:00,A,GENERIC,1.437447,23.286475,25.750485,-2.464011
130,2026-07-13 15:00:00+00:00,2026-07-14 02:00:00+00:00,A,GENERIC,0.056518,23.342992,25.750485,-2.407493
131,2026-07-16 18:00:00+00:00,2026-07-17 14:00:00+00:00,A,GENERIC,-0.350787,22.992206,25.750485,-2.758280
132,2026-07-20 04:00:00+00:00,2026-07-21 11:00:00+00:00,C,GENERIC,0.963624,23.955829,25.750485,-1.794656
133,2026-07-21 04:00:00+00:00,2026-07-22 22:00:00+00:00,B,GENERIC,1.210670,25.166499,25.750485,-0.583986
134,2026-07-21 19:00:00+00:00,2026-07-22 22:00:00+00:00,B,GENERIC,0.714529,25.881029,25.881029,0.000000
135,2026-07-22 04:00:00+00:00,2026-07-22 16:00:00+00:00,A,GENERIC,0.494275,26.375304,26.375304,0.000000
136,2026-07-29 08:00:00+00:00,2026-07-29 12:00:00+00:00,C,GENERIC,-1.012243,25.363061,26.375304,-1.012243
137,2026-07-29 19:00:00+00:00,2026-08-04 17:00:00+00:00,C,GENERIC,-0.230692,25.132368,26.375304,-1.242935
138,2026-07-30 15:00:00+00:00,2026-08-04 17:00:00+00:00,C,GENERIC,-0.150295,24.982073,26.375304,-1.393231
1 trade_n entry_time exit_time quality strategy r_multiple cum_r high_water drawdown_r
2 1 2025-08-11 07:00:00+00:00 2025-08-13 07:00:00+00:00 B GENERIC 0.119335 0.119335 0.119335 0.000000
3 2 2025-08-11 15:00:00+00:00 2025-08-28 15:00:00+00:00 B GENERIC -0.955934 -0.836598 0.119335 -0.955934
4 3 2025-08-18 05:00:00+00:00 2025-08-18 14:00:00+00:00 C GENERIC -1.012672 -1.849271 0.119335 -1.968606
5 4 2025-08-28 15:00:00+00:00 2025-09-02 07:00:00+00:00 C GENERIC 2.007063 0.157792 0.157792 0.000000
6 5 2025-08-28 20:00:00+00:00 2025-09-02 07:00:00+00:00 B GENERIC 1.208181 1.365973 1.365973 0.000000
7 6 2025-08-29 15:00:00+00:00 2025-09-02 07:00:00+00:00 B GENERIC 0.792175 2.158148 2.158148 0.000000
8 7 2025-08-29 20:00:00+00:00 2025-09-04 02:00:00+00:00 A GENERIC 1.496338 3.654486 3.654486 0.000000
9 8 2025-09-01 04:00:00+00:00 2025-09-04 03:00:00+00:00 B GENERIC 0.531073 4.185559 4.185559 0.000000
10 9 2025-09-02 04:00:00+00:00 2025-09-03 23:00:00+00:00 B GENERIC 2.063653 6.249212 6.249212 0.000000
11 10 2025-09-02 15:00:00+00:00 2025-09-04 02:00:00+00:00 B GENERIC 0.639850 6.889062 6.889062 0.000000
12 11 2025-09-02 20:00:00+00:00 2025-09-03 19:00:00+00:00 A GENERIC 1.124404 8.013466 8.013466 0.000000
13 12 2025-09-03 18:00:00+00:00 2025-09-03 23:00:00+00:00 A GENERIC -1.015228 6.998238 8.013466 -1.015228
14 13 2025-09-08 15:00:00+00:00 2025-09-09 06:00:00+00:00 A GENERIC 0.123448 7.121686 8.013466 -0.891780
15 14 2025-09-11 20:00:00+00:00 2025-09-12 08:00:00+00:00 B GENERIC 0.258442 7.380127 8.013466 -0.633339
16 15 2025-09-12 05:00:00+00:00 2025-09-12 09:00:00+00:00 A GENERIC -1.018354 6.361773 8.013466 -1.651693
17 16 2025-09-15 15:00:00+00:00 2025-09-17 01:00:00+00:00 C GENERIC 0.387609 6.749382 8.013466 -1.264084
18 17 2025-09-16 07:00:00+00:00 2025-09-17 08:00:00+00:00 B GENERIC -1.011177 5.738205 8.013466 -2.275261
19 18 2025-09-19 09:00:00+00:00 2025-09-22 12:00:00+00:00 C GENERIC 2.932638 8.670843 8.670843 0.000000
20 19 2025-09-22 04:00:00+00:00 2025-09-24 15:00:00+00:00 A GENERIC 0.824816 9.495659 9.495659 0.000000
21 20 2025-09-22 09:00:00+00:00 2025-09-23 02:00:00+00:00 A GENERIC 1.272929 10.768588 10.768588 0.000000
22 21 2025-09-22 15:00:00+00:00 2025-09-23 19:00:00+00:00 B GENERIC 0.545834 11.314422 11.314422 0.000000
23 22 2025-09-29 05:00:00+00:00 2025-09-29 12:00:00+00:00 A GENERIC 0.264436 11.578858 11.578858 0.000000
24 23 2025-09-29 15:00:00+00:00 2025-10-02 14:00:00+00:00 B GENERIC 0.081611 11.660469 11.660469 0.000000
25 24 2025-09-30 04:00:00+00:00 2025-09-30 07:00:00+00:00 A GENERIC -1.012892 10.647577 11.660469 -1.012892
26 25 2025-09-30 19:00:00+00:00 2025-10-01 12:00:00+00:00 C GENERIC 0.408922 11.056499 11.660469 -0.603971
27 26 2025-10-01 08:00:00+00:00 2025-10-01 12:00:00+00:00 A GENERIC -0.125984 10.930514 11.660469 -0.729955
28 27 2025-10-06 04:00:00+00:00 2025-10-06 06:00:00+00:00 A GENERIC -0.132542 10.797972 11.660469 -0.862497
29 28 2025-10-06 15:00:00+00:00 2025-10-09 16:00:00+00:00 B GENERIC 0.159984 10.957956 11.660469 -0.702513
30 29 2025-10-08 04:00:00+00:00 2025-10-08 23:00:00+00:00 B GENERIC -0.067522 10.890434 11.660469 -0.770035
31 30 2025-10-10 04:00:00+00:00 2025-10-10 15:00:00+00:00 B GENERIC -1.005820 9.884614 11.660469 -1.775855
32 31 2025-10-13 15:00:00+00:00 2025-10-17 13:00:00+00:00 B GENERIC 1.225405 11.110019 11.660469 -0.550450
33 32 2025-10-14 04:00:00+00:00 2025-10-14 05:00:00+00:00 A GENERIC -1.009317 10.100702 11.660469 -1.559767
34 33 2025-10-15 07:00:00+00:00 2025-10-16 05:00:00+00:00 A GENERIC 0.423770 10.524472 11.660469 -1.135997
35 34 2025-10-17 15:00:00+00:00 2025-10-22 03:00:00+00:00 B GENERIC 0.740158 11.264630 11.660469 -0.395839
36 35 2025-10-20 15:00:00+00:00 2025-10-21 01:00:00+00:00 A GENERIC 0.099022 11.363652 11.660469 -0.296817
37 36 2025-10-20 20:00:00+00:00 2025-10-21 05:00:00+00:00 A GENERIC -1.005914 10.357738 11.660469 -1.302731
38 37 2025-10-22 15:00:00+00:00 2025-10-29 08:00:00+00:00 B GENERIC 0.061910 10.419648 11.660469 -1.240822
39 38 2025-10-27 15:00:00+00:00 2025-10-28 10:00:00+00:00 A GENERIC 1.293912 11.713559 11.713559 0.000000
40 39 2025-10-28 07:00:00+00:00 2025-10-28 15:00:00+00:00 B GENERIC -0.138436 11.575123 11.713559 -0.138436
41 40 2025-10-29 09:00:00+00:00 2025-10-29 18:00:00+00:00 B GENERIC -1.004532 10.570592 11.713559 -1.142968
42 41 2025-11-03 08:00:00+00:00 2025-11-04 00:00:00+00:00 B GENERIC -1.006642 9.563950 11.713559 -2.149610
43 42 2025-11-04 19:00:00+00:00 2025-11-05 05:00:00+00:00 A GENERIC -1.007941 8.556009 11.713559 -3.157550
44 43 2025-11-06 08:00:00+00:00 2025-11-11 15:00:00+00:00 C GENERIC 1.933532 10.489541 11.713559 -1.224018
45 44 2025-11-10 05:00:00+00:00 2025-11-13 18:00:00+00:00 B GENERIC 1.573300 12.062841 12.062841 0.000000
46 45 2025-11-10 18:00:00+00:00 2025-11-11 05:00:00+00:00 A GENERIC 0.976574 13.039415 13.039415 0.000000
47 46 2025-11-11 04:00:00+00:00 2025-11-13 18:00:00+00:00 B GENERIC 0.406351 13.445766 13.445766 0.000000
48 47 2025-11-12 18:00:00+00:00 2025-11-13 13:00:00+00:00 A GENERIC 0.700168 14.145934 14.145934 0.000000
49 48 2025-11-13 04:00:00+00:00 2025-11-14 13:00:00+00:00 B GENERIC -1.002847 13.143088 14.145934 -1.002847
50 49 2025-11-13 09:00:00+00:00 2025-11-13 18:00:00+00:00 B GENERIC -1.004337 12.138751 14.145934 -2.007184
51 50 2025-11-19 15:00:00+00:00 2025-11-21 06:00:00+00:00 B GENERIC -1.003356 11.135395 14.145934 -3.010540
52 51 2025-11-24 19:00:00+00:00 2025-12-02 09:00:00+00:00 B GENERIC 0.723755 11.859150 14.145934 -2.286785
53 52 2025-11-28 05:00:00+00:00 2025-11-28 08:00:00+00:00 A GENERIC -1.015932 10.843218 14.145934 -3.302717
54 53 2025-11-28 18:00:00+00:00 2025-12-01 02:00:00+00:00 A GENERIC 0.695307 11.538524 14.145934 -2.607410
55 54 2025-12-08 19:00:00+00:00 2025-12-09 08:00:00+00:00 A GENERIC -0.079361 11.459163 14.145934 -2.686771
56 55 2025-12-11 18:00:00+00:00 2025-12-12 15:00:00+00:00 A GENERIC 1.642628 13.101791 14.145934 -1.044143
57 56 2025-12-12 09:00:00+00:00 2025-12-12 15:00:00+00:00 A GENERIC 0.991306 14.093097 14.145934 -0.052837
58 57 2025-12-12 15:00:00+00:00 2025-12-12 15:00:00+00:00 A GENERIC -1.010209 13.082888 14.145934 -1.063046
59 58 2025-12-15 09:00:00+00:00 2025-12-15 14:00:00+00:00 A GENERIC -1.010352 12.072536 14.145934 -2.073398
60 59 2025-12-22 04:00:00+00:00 2025-12-23 04:00:00+00:00 A GENERIC 3.633843 15.706379 15.706379 0.000000
61 60 2025-12-26 05:00:00+00:00 2025-12-26 17:00:00+00:00 B GENERIC 0.050256 15.756635 15.756635 0.000000
62 61 2025-12-29 15:00:00+00:00 2025-12-29 16:00:00+00:00 A GENERIC 0.282505 16.039140 16.039140 0.000000
63 62 2025-12-31 06:00:00+00:00 2025-12-31 09:00:00+00:00 A GENERIC -1.005981 15.033159 16.039140 -1.005981
64 63 2026-01-05 06:00:00+00:00 2026-01-05 11:00:00+00:00 A GENERIC -0.018427 15.014732 16.039140 -1.024408
65 64 2026-01-05 15:00:00+00:00 2026-01-21 19:00:00+00:00 B GENERIC 2.374307 17.389039 17.389039 0.000000
66 65 2026-01-08 18:00:00+00:00 2026-01-09 17:00:00+00:00 C GENERIC 0.647468 18.036506 18.036506 0.000000
67 66 2026-01-14 07:00:00+00:00 2026-01-14 15:00:00+00:00 A GENERIC -1.008911 17.027595 18.036506 -1.008911
68 67 2026-01-15 18:00:00+00:00 2026-01-16 15:00:00+00:00 C GENERIC -1.008587 16.019008 18.036506 -2.017498
69 68 2026-01-19 05:00:00+00:00 2026-01-21 15:00:00+00:00 B GENERIC 1.656465 17.675473 18.036506 -0.361033
70 69 2026-01-20 06:00:00+00:00 2026-01-20 13:00:00+00:00 A GENERIC 0.056217 17.731690 18.036506 -0.304817
71 70 2026-01-20 18:00:00+00:00 2026-01-21 02:00:00+00:00 A GENERIC 1.798542 19.530232 19.530232 0.000000
72 71 2026-01-21 04:00:00+00:00 2026-01-21 06:00:00+00:00 A GENERIC 0.080845 19.611077 19.611077 0.000000
73 72 2026-01-22 20:00:00+00:00 2026-01-23 08:00:00+00:00 A GENERIC 0.367920 19.978997 19.978997 0.000000
74 73 2026-01-28 04:00:00+00:00 2026-01-28 09:00:00+00:00 A GENERIC 0.494434 20.473431 20.473431 0.000000
75 74 2026-01-29 05:00:00+00:00 2026-01-29 15:00:00+00:00 B GENERIC -1.000810 19.472621 20.473431 -1.000810
76 75 2026-01-30 06:00:00+00:00 2026-01-30 10:00:00+00:00 B GENERIC 0.433532 19.906153 20.473431 -0.567278
77 76 2026-01-30 18:00:00+00:00 2026-01-30 19:00:00+00:00 A GENERIC -0.146930 19.759222 20.473431 -0.714208
78 77 2026-02-02 04:00:00+00:00 2026-02-02 07:00:00+00:00 A GENERIC 0.298736 20.057958 20.473431 -0.415472
79 78 2026-02-09 06:00:00+00:00 2026-02-12 16:00:00+00:00 B GENERIC -1.002128 19.055830 20.473431 -1.417600
80 79 2026-02-12 18:00:00+00:00 2026-02-13 00:00:00+00:00 A+ GENERIC -0.049246 19.006584 20.473431 -1.466846
81 80 2026-02-17 15:00:00+00:00 2026-02-18 04:00:00+00:00 A GENERIC -1.005014 18.001570 20.473431 -2.471860
82 81 2026-02-19 09:00:00+00:00 2026-02-24 01:00:00+00:00 B GENERIC 2.380175 20.381745 20.473431 -0.091685
83 82 2026-02-23 18:00:00+00:00 2026-02-24 01:00:00+00:00 A GENERIC 0.062793 20.444538 20.473431 -0.028892
84 83 2026-02-27 18:00:00+00:00 2026-03-02 01:00:00+00:00 B GENERIC 1.068969 21.513507 21.513507 0.000000
85 84 2026-03-02 08:00:00+00:00 2026-03-02 14:00:00+00:00 A GENERIC -1.005129 20.508379 21.513507 -1.005129
86 85 2026-03-03 15:00:00+00:00 2026-03-04 01:00:00+00:00 A GENERIC -1.002429 19.505950 21.513507 -2.007557
87 86 2026-03-09 20:00:00+00:00 2026-03-11 13:00:00+00:00 B GENERIC 0.159887 19.665837 21.513507 -1.847670
88 87 2026-03-13 18:00:00+00:00 2026-03-17 05:00:00+00:00 B GENERIC 0.027022 19.692859 21.513507 -1.820648
89 88 2026-03-18 15:00:00+00:00 2026-03-19 00:00:00+00:00 A GENERIC 0.490934 20.183793 21.513507 -1.329714
90 89 2026-03-18 20:00:00+00:00 2026-03-19 19:00:00+00:00 B GENERIC 0.954033 21.137826 21.513507 -0.375681
91 90 2026-03-19 07:00:00+00:00 2026-03-19 14:00:00+00:00 B GENERIC 1.067871 22.205698 22.205698 0.000000
92 91 2026-03-19 15:00:00+00:00 2026-03-23 11:00:00+00:00 B GENERIC 0.847592 23.053289 23.053289 0.000000
93 92 2026-03-20 15:00:00+00:00 2026-03-23 01:00:00+00:00 A GENERIC 2.015717 25.069007 25.069007 0.000000
94 93 2026-03-20 20:00:00+00:00 2026-03-23 11:00:00+00:00 B GENERIC 0.681479 25.750485 25.750485 0.000000
95 94 2026-03-23 04:00:00+00:00 2026-04-01 23:00:00+00:00 B GENERIC -1.000679 24.749806 25.750485 -1.000679
96 95 2026-03-27 19:00:00+00:00 2026-03-29 23:00:00+00:00 B GENERIC -1.004191 23.745615 25.750485 -2.004870
97 96 2026-03-31 19:00:00+00:00 2026-04-02 01:00:00+00:00 B GENERIC 0.034060 23.779676 25.750485 -1.970810
98 97 2026-04-01 07:00:00+00:00 2026-04-21 07:00:00+00:00 B GENERIC 0.238112 24.017788 25.750485 -1.732698
99 98 2026-04-02 06:00:00+00:00 2026-04-07 22:00:00+00:00 B GENERIC -1.001773 23.016015 25.750485 -2.734471
100 99 2026-04-02 20:00:00+00:00 2026-04-08 01:00:00+00:00 C GENERIC 1.743665 24.759680 25.750485 -0.990806
101 100 2026-04-08 06:00:00+00:00 2026-04-27 06:00:00+00:00 B GENERIC -0.533611 24.226069 25.750485 -1.524416
102 101 2026-04-14 20:00:00+00:00 2026-04-19 23:00:00+00:00 B GENERIC -1.002794 23.223275 25.750485 -2.527211
103 102 2026-04-17 15:00:00+00:00 2026-04-19 23:00:00+00:00 B GENERIC -1.002820 22.220455 25.750485 -3.530031
104 103 2026-04-21 15:00:00+00:00 2026-04-21 23:00:00+00:00 B GENERIC 0.127311 22.347766 25.750485 -3.402720
105 104 2026-04-21 20:00:00+00:00 2026-04-21 23:00:00+00:00 A GENERIC -1.006097 21.341669 25.750485 -4.408817
106 105 2026-04-24 04:00:00+00:00 2026-04-24 11:00:00+00:00 A GENERIC -1.007549 20.334120 25.750485 -5.416366
107 106 2026-04-29 08:00:00+00:00 2026-04-29 15:00:00+00:00 B GENERIC 0.394780 20.728900 25.750485 -5.021585
108 107 2026-04-30 08:00:00+00:00 2026-04-30 13:00:00+00:00 C GENERIC 0.373195 21.102095 25.750485 -4.648390
109 108 2026-05-06 04:00:00+00:00 2026-05-11 00:00:00+00:00 B GENERIC 0.302011 21.404106 25.750485 -4.346379
110 109 2026-05-06 09:00:00+00:00 2026-05-06 11:00:00+00:00 A GENERIC -0.149730 21.254377 25.750485 -4.496109
111 110 2026-05-07 08:00:00+00:00 2026-05-11 05:00:00+00:00 B GENERIC -1.003882 20.250494 25.750485 -5.499991
112 111 2026-05-07 15:00:00+00:00 2026-05-11 05:00:00+00:00 B GENERIC -1.003087 19.247408 25.750485 -6.503078
113 112 2026-05-15 05:00:00+00:00 2026-05-15 07:00:00+00:00 A GENERIC 0.586575 19.833982 25.750485 -5.916503
114 113 2026-05-26 18:00:00+00:00 2026-05-26 23:00:00+00:00 A GENERIC -1.009141 18.824842 25.750485 -6.925644
115 114 2026-05-28 04:00:00+00:00 2026-05-28 12:00:00+00:00 A GENERIC -1.007386 17.817456 25.750485 -7.933029
116 115 2026-06-04 05:00:00+00:00 2026-06-04 14:00:00+00:00 B GENERIC 0.149316 17.966772 25.750485 -7.783714
117 116 2026-06-05 15:00:00+00:00 2026-06-11 17:00:00+00:00 B GENERIC 1.778488 19.745260 25.750485 -6.005226
118 117 2026-06-05 20:00:00+00:00 2026-06-11 17:00:00+00:00 B GENERIC 0.893121 20.638380 25.750485 -5.112105
119 118 2026-06-08 06:00:00+00:00 2026-06-11 01:00:00+00:00 B GENERIC 2.393020 23.031401 25.750485 -2.719085
120 119 2026-06-10 08:00:00+00:00 2026-06-11 17:00:00+00:00 B GENERIC 0.129964 23.161365 25.750485 -2.589121
121 120 2026-06-10 15:00:00+00:00 2026-06-11 17:00:00+00:00 B GENERIC 0.046886 23.208251 25.750485 -2.542235
122 121 2026-06-10 20:00:00+00:00 2026-06-11 00:00:00+00:00 A GENERIC 0.289297 23.497548 25.750485 -2.252937
123 122 2026-06-17 20:00:00+00:00 2026-06-18 00:00:00+00:00 A GENERIC -1.005687 22.491862 25.750485 -3.258624
124 123 2026-06-23 08:00:00+00:00 2026-06-23 13:00:00+00:00 A GENERIC -1.007562 21.484299 25.750485 -4.266186
125 124 2026-06-24 04:00:00+00:00 2026-06-25 15:00:00+00:00 B GENERIC 0.251416 21.735715 25.750485 -4.014771
126 125 2026-06-24 15:00:00+00:00 2026-06-24 20:00:00+00:00 A GENERIC 0.149355 21.885070 25.750485 -3.865416
127 126 2026-07-01 15:00:00+00:00 2026-07-07 05:00:00+00:00 B GENERIC 0.255651 22.140721 25.750485 -3.609765
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