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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_s065/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,0.248029,20.833703,25.005038,-4.171335
125,2026-06-24 15:00:00+00:00,2026-06-24 20:00:00+00:00,A,GENERIC,0.142903,20.976606,25.005038,-4.028431
126,2026-07-01 15:00:00+00:00,2026-07-07 05:00:00+00:00,B,GENERIC,0.252420,21.229026,25.005038,-3.776012
127,2026-07-02 15:00:00+00:00,2026-07-03 06:00:00+00:00,A,GENERIC,0.707467,21.936493,25.005038,-3.068545
128,2026-07-08 15:00:00+00:00,2026-07-08 18:00:00+00:00,A,GENERIC,-1.014869,20.921624,25.005038,-4.083414
129,2026-07-13 04:00:00+00:00,2026-07-14 01:00:00+00:00,A,GENERIC,1.427484,22.349107,25.005038,-2.655930
130,2026-07-13 15:00:00+00:00,2026-07-14 02:00:00+00:00,A,GENERIC,0.047572,22.396679,25.005038,-2.608358
131,2026-07-16 18:00:00+00:00,2026-07-17 14:00:00+00:00,A,GENERIC,-0.360282,22.036397,25.005038,-2.968641
132,2026-07-20 04:00:00+00:00,2026-07-21 11:00:00+00:00,C,GENERIC,0.953601,22.989998,25.005038,-2.015040
133,2026-07-21 04:00:00+00:00,2026-07-22 22:00:00+00:00,B,GENERIC,1.204813,24.194810,25.005038,-0.810227
134,2026-07-21 19:00:00+00:00,2026-07-22 22:00:00+00:00,B,GENERIC,0.707786,24.902596,25.005038,-0.102441
135,2026-07-22 04:00:00+00:00,2026-07-22 16:00:00+00:00,A,GENERIC,0.481848,25.384444,25.384444,0.000000
136,2026-07-29 08:00:00+00:00,2026-07-29 12:00:00+00:00,C,GENERIC,-1.026526,24.357918,25.384444,-1.026526
137,2026-07-29 19:00:00+00:00,2026-08-04 17:00:00+00:00,C,GENERIC,-0.234569,24.123350,25.384444,-1.261095
138,2026-07-30 15:00:00+00:00,2026-08-04 17:00:00+00:00,C,GENERIC,-0.154009,23.969341,25.384444,-1.415104
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 0.110459 0.110459 0.110459 0.000000
3 2 2025-08-11 15:00:00+00:00 2025-08-28 15:00:00+00:00 B GENERIC -0.961088 -0.850629 0.110459 -0.961088
4 3 2025-08-18 05:00:00+00:00 2025-08-18 14:00:00+00:00 C GENERIC -1.027456 -1.878085 0.110459 -1.988544
5 4 2025-08-28 15:00:00+00:00 2025-09-02 07:00:00+00:00 C GENERIC 1.997016 0.118931 0.118931 0.000000
6 5 2025-08-28 20:00:00+00:00 2025-09-02 07:00:00+00:00 B GENERIC 1.200244 1.319176 1.319176 0.000000
7 6 2025-08-29 15:00:00+00:00 2025-09-02 07:00:00+00:00 B GENERIC 0.784163 2.103339 2.103339 0.000000
8 7 2025-08-29 20:00:00+00:00 2025-09-04 02:00:00+00:00 A GENERIC 1.490074 3.593413 3.593413 0.000000
9 8 2025-09-01 04:00:00+00:00 2025-09-04 03:00:00+00:00 B GENERIC 0.526745 4.120157 4.120157 0.000000
10 9 2025-09-02 04:00:00+00:00 2025-09-03 23:00:00+00:00 B GENERIC 2.051829 6.171987 6.171987 0.000000
11 10 2025-09-02 15:00:00+00:00 2025-09-04 02:00:00+00:00 B GENERIC 0.632601 6.804588 6.804588 0.000000
12 11 2025-09-02 20:00:00+00:00 2025-09-03 19:00:00+00:00 A GENERIC 1.108506 7.913093 7.913093 0.000000
13 12 2025-09-03 18:00:00+00:00 2025-09-03 23:00:00+00:00 A GENERIC -1.032995 6.880098 7.913093 -1.032995
14 13 2025-09-08 15:00:00+00:00 2025-09-09 06:00:00+00:00 A GENERIC 0.106734 6.986832 7.913093 -0.926261
15 14 2025-09-11 20:00:00+00:00 2025-09-12 08:00:00+00:00 B GENERIC 0.240262 7.227094 7.913093 -0.685999
16 15 2025-09-12 05:00:00+00:00 2025-09-12 09:00:00+00:00 A GENERIC -1.039768 6.187327 7.913093 -1.725767
17 16 2025-09-15 15:00:00+00:00 2025-09-17 01:00:00+00:00 C GENERIC 0.377472 6.564799 7.913093 -1.348294
18 17 2025-09-16 07:00:00+00:00 2025-09-17 08:00:00+00:00 B GENERIC -1.024216 5.540583 7.913093 -2.372511
19 18 2025-09-19 09:00:00+00:00 2025-09-22 12:00:00+00:00 C GENERIC 2.914832 8.455415 8.455415 0.000000
20 19 2025-09-22 04:00:00+00:00 2025-09-24 15:00:00+00:00 A GENERIC 0.819037 9.274452 9.274452 0.000000
21 20 2025-09-22 09:00:00+00:00 2025-09-23 02:00:00+00:00 A GENERIC 1.254690 10.529142 10.529142 0.000000
22 21 2025-09-22 15:00:00+00:00 2025-09-23 19:00:00+00:00 B GENERIC 0.538855 11.067996 11.067996 0.000000
23 22 2025-09-29 05:00:00+00:00 2025-09-29 12:00:00+00:00 A GENERIC 0.250780 11.318777 11.318777 0.000000
24 23 2025-09-29 15:00:00+00:00 2025-10-02 14:00:00+00:00 B GENERIC 0.077361 11.396138 11.396138 0.000000
25 24 2025-09-30 04:00:00+00:00 2025-09-30 07:00:00+00:00 A GENERIC -1.027933 10.368205 11.396138 -1.027933
26 25 2025-09-30 19:00:00+00:00 2025-10-01 12:00:00+00:00 C GENERIC 0.400322 10.768527 11.396138 -0.627611
27 26 2025-10-01 08:00:00+00:00 2025-10-01 12:00:00+00:00 A GENERIC -0.139764 10.628763 11.396138 -0.767374
28 27 2025-10-06 04:00:00+00:00 2025-10-06 06:00:00+00:00 A GENERIC -0.146621 10.482142 11.396138 -0.913995
29 28 2025-10-06 15:00:00+00:00 2025-10-09 16:00:00+00:00 B GENERIC 0.156921 10.639063 11.396138 -0.757075
30 29 2025-10-08 04:00:00+00:00 2025-10-08 23:00:00+00:00 B GENERIC -0.072902 10.566161 11.396138 -0.829977
31 30 2025-10-10 04:00:00+00:00 2025-10-10 15:00:00+00:00 B GENERIC -1.012610 9.553551 11.396138 -1.842587
32 31 2025-10-13 15:00:00+00:00 2025-10-17 13:00:00+00:00 B GENERIC 1.222965 10.776516 11.396138 -0.619622
33 32 2025-10-14 04:00:00+00:00 2025-10-14 05:00:00+00:00 A GENERIC -1.020186 9.756330 11.396138 -1.639808
34 33 2025-10-15 07:00:00+00:00 2025-10-16 05:00:00+00:00 A GENERIC 0.414146 10.170476 11.396138 -1.225662
35 34 2025-10-17 15:00:00+00:00 2025-10-22 03:00:00+00:00 B GENERIC 0.738024 10.908500 11.396138 -0.487638
36 35 2025-10-20 15:00:00+00:00 2025-10-21 01:00:00+00:00 A GENERIC 0.092938 11.001438 11.396138 -0.394700
37 36 2025-10-20 20:00:00+00:00 2025-10-21 05:00:00+00:00 A GENERIC -1.012814 9.988623 11.396138 -1.407514
38 37 2025-10-22 15:00:00+00:00 2025-10-29 08:00:00+00:00 B GENERIC 0.059693 10.048316 11.396138 -1.347821
39 38 2025-10-27 15:00:00+00:00 2025-10-28 10:00:00+00:00 A GENERIC 1.286862 11.335178 11.396138 -0.060960
40 39 2025-10-28 07:00:00+00:00 2025-10-28 15:00:00+00:00 B GENERIC -0.142276 11.192902 11.396138 -0.203235
41 40 2025-10-29 09:00:00+00:00 2025-10-29 18:00:00+00:00 B GENERIC -1.009818 10.183084 11.396138 -1.213054
42 41 2025-11-03 08:00:00+00:00 2025-11-04 00:00:00+00:00 B GENERIC -1.014390 9.168694 11.396138 -2.227444
43 42 2025-11-04 19:00:00+00:00 2025-11-05 05:00:00+00:00 A GENERIC -1.017205 8.151489 11.396138 -3.244649
44 43 2025-11-06 08:00:00+00:00 2025-11-11 15:00:00+00:00 C GENERIC 1.926965 10.078453 11.396138 -1.317684
45 44 2025-11-10 05:00:00+00:00 2025-11-13 18:00:00+00:00 B GENERIC 1.569034 11.647488 11.647488 0.000000
46 45 2025-11-10 18:00:00+00:00 2025-11-11 05:00:00+00:00 A GENERIC 0.963456 12.610943 12.610943 0.000000
47 46 2025-11-11 04:00:00+00:00 2025-11-13 18:00:00+00:00 B GENERIC 0.402216 13.013159 13.013159 0.000000
48 47 2025-11-12 18:00:00+00:00 2025-11-13 13:00:00+00:00 A GENERIC 0.688970 13.702129 13.702129 0.000000
49 48 2025-11-13 04:00:00+00:00 2025-11-14 13:00:00+00:00 B GENERIC -1.006168 12.695961 13.702129 -1.006168
50 49 2025-11-13 09:00:00+00:00 2025-11-13 18:00:00+00:00 B GENERIC -1.009397 11.686564 13.702129 -2.015565
51 50 2025-11-19 15:00:00+00:00 2025-11-21 06:00:00+00:00 B GENERIC -1.007271 10.679293 13.702129 -3.022836
52 51 2025-11-24 19:00:00+00:00 2025-12-02 09:00:00+00:00 B GENERIC 0.720167 11.399460 13.702129 -2.302668
53 52 2025-11-28 05:00:00+00:00 2025-11-28 08:00:00+00:00 A GENERIC -1.034519 10.364941 13.702129 -3.337188
54 53 2025-11-28 18:00:00+00:00 2025-12-01 02:00:00+00:00 A GENERIC 0.682373 11.047314 13.702129 -2.654815
55 54 2025-12-08 19:00:00+00:00 2025-12-09 08:00:00+00:00 A GENERIC -0.093036 10.954278 13.702129 -2.747851
56 55 2025-12-11 18:00:00+00:00 2025-12-12 15:00:00+00:00 A GENERIC 1.631410 12.585688 13.702129 -1.116441
57 56 2025-12-12 09:00:00+00:00 2025-12-12 15:00:00+00:00 A GENERIC 0.977782 13.563470 13.702129 -0.138659
58 57 2025-12-12 15:00:00+00:00 2025-12-12 15:00:00+00:00 A GENERIC -1.022120 12.541350 13.702129 -1.160779
59 58 2025-12-15 09:00:00+00:00 2025-12-15 14:00:00+00:00 A GENERIC -1.022429 11.518921 13.702129 -2.183208
60 59 2025-12-22 04:00:00+00:00 2025-12-23 04:00:00+00:00 A GENERIC 3.619192 15.138113 15.138113 0.000000
61 60 2025-12-26 05:00:00+00:00 2025-12-26 17:00:00+00:00 B GENERIC 0.043368 15.181481 15.181481 0.000000
62 61 2025-12-29 15:00:00+00:00 2025-12-29 16:00:00+00:00 A GENERIC 0.276271 15.457753 15.457753 0.000000
63 62 2025-12-31 06:00:00+00:00 2025-12-31 09:00:00+00:00 A GENERIC -1.012960 14.444793 15.457753 -1.012960
64 63 2026-01-05 06:00:00+00:00 2026-01-05 11:00:00+00:00 A GENERIC -0.027808 14.416985 15.457753 -1.040767
65 64 2026-01-05 15:00:00+00:00 2026-01-21 19:00:00+00:00 B GENERIC 2.371885 16.788870 16.788870 0.000000
66 65 2026-01-08 18:00:00+00:00 2026-01-09 17:00:00+00:00 C GENERIC 0.638312 17.427182 17.427182 0.000000
67 66 2026-01-14 07:00:00+00:00 2026-01-14 15:00:00+00:00 A GENERIC -1.019308 16.407874 17.427182 -1.019308
68 67 2026-01-15 18:00:00+00:00 2026-01-16 15:00:00+00:00 C GENERIC -1.018605 15.389269 17.427182 -2.037913
69 68 2026-01-19 05:00:00+00:00 2026-01-21 15:00:00+00:00 B GENERIC 1.652720 17.041988 17.427182 -0.385193
70 69 2026-01-20 06:00:00+00:00 2026-01-20 13:00:00+00:00 A GENERIC 0.043783 17.085772 17.427182 -0.341410
71 70 2026-01-20 18:00:00+00:00 2026-01-21 02:00:00+00:00 A GENERIC 1.788022 18.873794 18.873794 0.000000
72 71 2026-01-21 04:00:00+00:00 2026-01-21 06:00:00+00:00 A GENERIC 0.071989 18.945783 18.945783 0.000000
73 72 2026-01-22 20:00:00+00:00 2026-01-23 08:00:00+00:00 A GENERIC 0.360865 19.306648 19.306648 0.000000
74 73 2026-01-28 04:00:00+00:00 2026-01-28 09:00:00+00:00 A GENERIC 0.488724 19.795372 19.795372 0.000000
75 74 2026-01-29 05:00:00+00:00 2026-01-29 15:00:00+00:00 B GENERIC -1.001754 18.793618 19.795372 -1.001754
76 75 2026-01-30 06:00:00+00:00 2026-01-30 10:00:00+00:00 B GENERIC 0.431830 19.225448 19.795372 -0.569924
77 76 2026-01-30 18:00:00+00:00 2026-01-30 19:00:00+00:00 A GENERIC -0.148700 19.076749 19.795372 -0.718623
78 77 2026-02-02 04:00:00+00:00 2026-02-02 07:00:00+00:00 A GENERIC 0.297232 19.373981 19.795372 -0.421391
79 78 2026-02-09 06:00:00+00:00 2026-02-12 16:00:00+00:00 B GENERIC -1.004611 18.369370 19.795372 -1.426002
80 79 2026-02-12 18:00:00+00:00 2026-02-13 00:00:00+00:00 A+ GENERIC -0.053916 18.315455 19.795372 -1.479917
81 80 2026-02-17 15:00:00+00:00 2026-02-18 04:00:00+00:00 A GENERIC -1.010863 17.304592 19.795372 -2.490780
82 81 2026-02-19 09:00:00+00:00 2026-02-24 01:00:00+00:00 B GENERIC 2.375463 19.680054 19.795372 -0.115318
83 82 2026-02-23 18:00:00+00:00 2026-02-24 01:00:00+00:00 A GENERIC 0.055957 19.736011 19.795372 -0.059361
84 83 2026-02-27 18:00:00+00:00 2026-03-02 01:00:00+00:00 B GENERIC 1.064964 20.800975 20.800975 0.000000
85 84 2026-03-02 08:00:00+00:00 2026-03-02 14:00:00+00:00 A GENERIC -1.011112 19.789863 20.800975 -1.011112
86 85 2026-03-03 15:00:00+00:00 2026-03-04 01:00:00+00:00 A GENERIC -1.005262 18.784601 20.800975 -2.016374
87 86 2026-03-09 20:00:00+00:00 2026-03-11 13:00:00+00:00 B GENERIC 0.156613 18.941213 20.800975 -1.859761
88 87 2026-03-13 18:00:00+00:00 2026-03-17 05:00:00+00:00 B GENERIC 0.023552 18.964766 20.800975 -1.836209
89 88 2026-03-18 15:00:00+00:00 2026-03-19 00:00:00+00:00 A GENERIC 0.484289 19.449055 20.800975 -1.351920
90 89 2026-03-18 20:00:00+00:00 2026-03-19 19:00:00+00:00 B GENERIC 0.952282 20.401337 20.800975 -0.399638
91 90 2026-03-19 07:00:00+00:00 2026-03-19 14:00:00+00:00 B GENERIC 1.065243 21.466580 21.466580 0.000000
92 91 2026-03-19 15:00:00+00:00 2026-03-23 11:00:00+00:00 B GENERIC 0.846479 22.313058 22.313058 0.000000
93 92 2026-03-20 15:00:00+00:00 2026-03-23 01:00:00+00:00 A GENERIC 2.011745 24.324804 24.324804 0.000000
94 93 2026-03-20 20:00:00+00:00 2026-03-23 11:00:00+00:00 B GENERIC 0.680234 25.005038 25.005038 0.000000
95 94 2026-03-23 04:00:00+00:00 2026-04-01 23:00:00+00:00 B GENERIC -1.001471 24.003566 25.005038 -1.001471
96 95 2026-03-27 19:00:00+00:00 2026-03-29 23:00:00+00:00 B GENERIC -1.009081 22.994485 25.005038 -2.010552
97 96 2026-03-31 19:00:00+00:00 2026-04-02 01:00:00+00:00 B GENERIC 0.031998 23.026484 25.005038 -1.978554
98 97 2026-04-01 07:00:00+00:00 2026-04-21 07:00:00+00:00 B GENERIC 0.236600 23.263084 25.005038 -1.741954
99 98 2026-04-02 06:00:00+00:00 2026-04-07 22:00:00+00:00 B GENERIC -1.003841 22.259242 25.005038 -2.745795
100 99 2026-04-02 20:00:00+00:00 2026-04-08 01:00:00+00:00 C GENERIC 1.738965 23.998207 25.005038 -1.006831
101 100 2026-04-08 06:00:00+00:00 2026-04-27 06:00:00+00:00 B GENERIC -0.535232 23.462975 25.005038 -1.542063
102 101 2026-04-14 20:00:00+00:00 2026-04-19 23:00:00+00:00 B GENERIC -1.006054 22.456920 25.005038 -2.548118
103 102 2026-04-17 15:00:00+00:00 2026-04-19 23:00:00+00:00 B GENERIC -1.006110 21.450810 25.005038 -3.554228
104 103 2026-04-21 15:00:00+00:00 2026-04-21 23:00:00+00:00 B GENERIC 0.122932 21.573742 25.005038 -3.431295
105 104 2026-04-21 20:00:00+00:00 2026-04-21 23:00:00+00:00 A GENERIC -1.013210 20.560532 25.005038 -4.444506
106 105 2026-04-24 04:00:00+00:00 2026-04-24 11:00:00+00:00 A GENERIC -1.016356 19.544176 25.005038 -5.460862
107 106 2026-04-29 08:00:00+00:00 2026-04-29 15:00:00+00:00 B GENERIC 0.387820 19.931996 25.005038 -5.073042
108 107 2026-04-30 08:00:00+00:00 2026-04-30 13:00:00+00:00 C GENERIC 0.365050 20.297046 25.005038 -4.707992
109 108 2026-05-06 04:00:00+00:00 2026-05-11 00:00:00+00:00 B GENERIC 0.298967 20.596013 25.005038 -4.409025
110 109 2026-05-06 09:00:00+00:00 2026-05-06 11:00:00+00:00 A GENERIC -0.159189 20.436824 25.005038 -4.568214
111 110 2026-05-07 08:00:00+00:00 2026-05-11 05:00:00+00:00 B GENERIC -1.008412 19.428412 25.005038 -5.576626
112 111 2026-05-07 15:00:00+00:00 2026-05-11 05:00:00+00:00 B GENERIC -1.006688 18.421724 25.005038 -6.583314
113 112 2026-05-15 05:00:00+00:00 2026-05-15 07:00:00+00:00 A GENERIC 0.577120 18.998845 25.005038 -6.006193
114 113 2026-05-26 18:00:00+00:00 2026-05-26 23:00:00+00:00 A GENERIC -1.019805 17.979040 25.005038 -7.025998
115 114 2026-05-28 04:00:00+00:00 2026-05-28 12:00:00+00:00 A GENERIC -1.016002 16.963038 25.005038 -8.042000
116 115 2026-06-04 05:00:00+00:00 2026-06-04 14:00:00+00:00 B GENERIC 0.140062 17.103100 25.005038 -7.901938
117 116 2026-06-05 15:00:00+00:00 2026-06-11 17:00:00+00:00 B GENERIC 1.775928 18.879027 25.005038 -6.126010
118 117 2026-06-05 20:00:00+00:00 2026-06-11 17:00:00+00:00 B GENERIC 0.891168 19.770196 25.005038 -5.234842
119 118 2026-06-08 06:00:00+00:00 2026-06-11 01:00:00+00:00 B GENERIC 2.388915 22.159111 25.005038 -2.845926
120 119 2026-06-10 08:00:00+00:00 2026-06-11 17:00:00+00:00 B GENERIC 0.128062 22.287173 25.005038 -2.717865
121 120 2026-06-10 15:00:00+00:00 2026-06-11 17:00:00+00:00 B GENERIC 0.044120 22.331292 25.005038 -2.673745
122 121 2026-06-10 20:00:00+00:00 2026-06-11 00:00:00+00:00 A GENERIC 0.283088 22.614380 25.005038 -2.390657
123 122 2026-06-17 20:00:00+00:00 2026-06-18 00:00:00+00:00 A GENERIC -1.012321 21.602059 25.005038 -3.402978
124 123 2026-06-23 08:00:00+00:00 2026-06-23 13:00:00+00:00 A GENERIC -1.016385 20.585674 25.005038 -4.419364
125 124 2026-06-24 04:00:00+00:00 2026-06-25 15:00:00+00:00 B GENERIC 0.248029 20.833703 25.005038 -4.171335
126 125 2026-06-24 15:00:00+00:00 2026-06-24 20:00:00+00:00 A GENERIC 0.142903 20.976606 25.005038 -4.028431
127 126 2026-07-01 15:00:00+00:00 2026-07-07 05:00:00+00:00 B GENERIC 0.252420 21.229026 25.005038 -3.776012
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