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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/m5_s030/equity.csv
+556
View File
@@ -0,0 +1,556 @@
trade_n,entry_time,exit_time,quality,strategy,r_multiple,cum_r,high_water,drawdown_r
1,2025-08-05 15:50:00+00:00,2025-08-05 16:30:00+00:00,B,XAU_CP,-1.036824,-1.036824,0.000000,-1.036824
2,2025-08-07 07:35:00+00:00,2025-08-07 08:20:00+00:00,B,GENERIC,-1.016082,-2.052907,0.000000,-2.052907
3,2025-08-07 20:30:00+00:00,2025-08-07 20:50:00+00:00,B,XAU_CP,-1.037500,-3.090407,0.000000,-3.090407
4,2025-08-11 07:05:00+00:00,2025-08-11 13:45:00+00:00,B,GENERIC,0.097464,-2.992943,0.000000,-2.992943
5,2025-08-11 07:35:00+00:00,2025-08-11 13:45:00+00:00,B,GENERIC,0.049407,-2.943535,0.000000,-2.943535
6,2025-08-21 12:35:00+00:00,2025-08-22 01:50:00+00:00,B,XAU_CP,-1.031125,-3.974661,0.000000,-3.974661
7,2025-08-22 14:05:00+00:00,2025-08-25 01:30:00+00:00,B,XAU_CP,0.826570,-3.148091,0.000000,-3.148091
8,2025-08-22 14:35:00+00:00,2025-08-25 16:30:00+00:00,A,GENERIC,-0.006509,-3.154599,0.000000,-3.154599
9,2025-08-25 14:45:00+00:00,2025-08-25 19:50:00+00:00,B,XAU_CP,-1.037500,-4.192099,0.000000,-4.192099
10,2025-08-28 12:10:00+00:00,2025-08-28 12:45:00+00:00,B,XAU_CP,-1.037500,-5.229599,0.000000,-5.229599
11,2025-08-29 14:05:00+00:00,2025-09-01 07:25:00+00:00,B,GENERIC,1.941636,-3.287963,0.000000,-3.287963
12,2025-08-29 14:35:00+00:00,2025-08-29 17:45:00+00:00,B,XAU_CP,0.710000,-2.577963,0.000000,-2.577963
13,2025-08-29 15:00:00+00:00,2025-09-01 16:55:00+00:00,B,GENERIC,1.175079,-1.402884,0.000000,-1.402884
14,2025-09-02 14:45:00+00:00,2025-09-03 05:55:00+00:00,A,GENERIC,0.684425,-0.718459,0.000000,-0.718459
15,2025-09-02 15:25:00+00:00,2025-09-03 05:55:00+00:00,B,GENERIC,0.737099,0.018641,0.018641,0.000000
16,2025-09-02 15:50:00+00:00,2025-09-02 22:35:00+00:00,B,XAU_CP,1.317381,1.336021,1.336021,0.000000
17,2025-09-03 14:25:00+00:00,2025-09-03 19:45:00+00:00,B,GENERIC,-0.171293,1.164728,1.336021,-0.171293
18,2025-09-03 18:10:00+00:00,2025-09-03 20:55:00+00:00,B,GENERIC,-1.016486,0.148242,1.336021,-1.187779
19,2025-09-04 05:00:00+00:00,2025-09-04 06:00:00+00:00,B,XAU_CP,-1.037500,-0.889258,1.336021,-2.225279
20,2025-09-05 12:45:00+00:00,2025-09-08 14:40:00+00:00,B,GENERIC,1.598377,0.709119,1.336021,-0.626903
21,2025-09-08 07:20:00+00:00,2025-09-09 06:05:00+00:00,A,GENERIC,1.510917,2.220036,2.220036,0.000000
22,2025-09-08 08:25:00+00:00,2025-09-08 10:50:00+00:00,B,XAU_CP,-0.099169,2.120867,2.220036,-0.099169
23,2025-09-08 14:05:00+00:00,2025-09-08 22:25:00+00:00,B,GENERIC,-0.246826,1.874041,2.220036,-0.345995
24,2025-09-09 05:40:00+00:00,2025-09-09 06:05:00+00:00,A,XAU_CP,-1.037500,0.836541,2.220036,-1.383495
25,2025-09-10 04:55:00+00:00,2025-09-10 11:00:00+00:00,B,XAU_CP,0.885000,1.721541,2.220036,-0.498495
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28,2025-09-15 15:50:00+00:00,2025-09-16 15:05:00+00:00,A,GENERIC,0.444995,1.449795,2.220036,-0.770241
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32,2025-09-19 14:55:00+00:00,2025-09-19 15:30:00+00:00,B,XAU_CP,0.128125,0.742892,2.220036,-1.477144
33,2025-09-19 15:20:00+00:00,2025-09-22 17:15:00+00:00,B,GENERIC,3.294214,4.037105,4.037105,0.000000
34,2025-09-19 18:55:00+00:00,2025-09-22 01:05:00+00:00,B,XAU_CP,0.445625,4.482730,4.482730,0.000000
35,2025-09-22 06:40:00+00:00,2025-09-23 02:10:00+00:00,A,GENERIC,1.403474,5.886204,5.886204,0.000000
36,2025-09-22 18:25:00+00:00,2025-09-22 22:45:00+00:00,B,XAU_CP,-1.037500,4.848704,5.886204,-1.037500
37,2025-09-25 12:25:00+00:00,2025-09-25 12:30:00+00:00,B,XAU_CP,-1.037500,3.811204,5.886204,-2.075000
38,2025-09-25 15:20:00+00:00,2025-09-25 23:15:00+00:00,B,XAU_CP,0.297274,4.108477,5.886204,-1.777726
39,2025-09-26 12:35:00+00:00,2025-09-26 13:20:00+00:00,B,XAU_CP,0.667500,4.775977,5.886204,-1.110226
40,2025-09-26 14:10:00+00:00,2025-09-29 16:05:00+00:00,A,GENERIC,2.003957,6.779934,6.779934,0.000000
41,2025-09-29 03:05:00+00:00,2025-09-29 13:00:00+00:00,B,GENERIC,0.592479,7.372414,7.372414,0.000000
42,2025-09-29 04:55:00+00:00,2025-09-29 12:30:00+00:00,A,GENERIC,0.334476,7.706890,7.706890,0.000000
43,2025-09-30 03:45:00+00:00,2025-09-30 07:55:00+00:00,A,GENERIC,-1.014343,6.692547,7.706890,-1.014343
44,2025-09-30 14:55:00+00:00,2025-09-30 15:05:00+00:00,B,XAU_CP,-1.020186,5.672360,7.706890,-2.034530
45,2025-09-30 17:25:00+00:00,2025-09-30 18:05:00+00:00,B,XAU_CP,-1.037500,4.634860,7.706890,-3.072030
46,2025-09-30 19:40:00+00:00,2025-09-30 20:00:00+00:00,B,XAU_CP,-0.210000,4.424860,7.706890,-3.282030
47,2025-10-01 07:15:00+00:00,2025-10-01 09:20:00+00:00,B,XAU_CP,1.836115,6.260975,7.706890,-1.445915
48,2025-10-01 07:55:00+00:00,2025-10-01 12:25:00+00:00,B,GENERIC,-0.067222,6.193753,7.706890,-1.513137
49,2025-10-01 08:20:00+00:00,2025-10-01 18:05:00+00:00,A,GENERIC,-1.008185,5.185568,7.706890,-2.521322
50,2025-10-06 04:30:00+00:00,2025-10-06 05:15:00+00:00,B,XAU_CP,0.544375,5.729943,7.706890,-1.976947
51,2025-10-06 05:10:00+00:00,2025-10-06 06:05:00+00:00,A,GENERIC,-1.015425,4.714518,7.706890,-2.992372
52,2025-10-06 08:15:00+00:00,2025-10-06 16:10:00+00:00,A,GENERIC,0.175137,4.889656,7.706890,-2.817234
53,2025-10-06 14:35:00+00:00,2025-10-06 16:10:00+00:00,B,XAU_CP,0.320129,5.209785,7.706890,-2.497105
54,2025-10-06 18:05:00+00:00,2025-10-06 22:40:00+00:00,B,XAU_CP,0.720006,5.929791,7.706890,-1.777099
55,2025-10-07 12:45:00+00:00,2025-10-07 13:30:00+00:00,B,XAU_CP,0.255926,6.185716,7.706890,-1.521174
56,2025-10-08 03:05:00+00:00,2025-10-08 13:35:00+00:00,B,GENERIC,0.533768,6.719485,7.706890,-0.987405
57,2025-10-08 03:50:00+00:00,2025-10-08 05:45:00+00:00,B,XAU_CP,1.535874,8.255359,8.255359,0.000000
58,2025-10-08 04:50:00+00:00,2025-10-08 05:40:00+00:00,B,XAU_CP,0.991250,9.246609,9.246609,0.000000
59,2025-10-08 05:25:00+00:00,2025-10-08 11:35:00+00:00,A,GENERIC,-0.117621,9.128988,9.246609,-0.117621
60,2025-10-08 07:15:00+00:00,2025-10-08 11:00:00+00:00,B,GENERIC,-0.206906,8.922082,9.246609,-0.324527
61,2025-10-09 05:35:00+00:00,2025-10-09 06:25:00+00:00,B,XAU_CP,-1.031841,7.890241,9.246609,-1.356368
62,2025-10-09 18:20:00+00:00,2025-10-10 01:40:00+00:00,B,XAU_CP,0.089073,7.979314,9.246609,-1.267295
63,2025-10-10 04:10:00+00:00,2025-10-10 05:15:00+00:00,B,GENERIC,-1.016068,6.963246,9.246609,-2.283363
64,2025-10-10 08:45:00+00:00,2025-10-10 09:15:00+00:00,B,XAU_CP,0.504375,7.467621,9.246609,-1.778988
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66,2025-10-10 15:25:00+00:00,2025-10-10 16:05:00+00:00,A,GENERIC,-1.009965,8.029642,9.246609,-1.216967
67,2025-10-13 03:40:00+00:00,2025-10-13 05:55:00+00:00,B,XAU_CP,0.885551,8.915193,9.246609,-0.331416
68,2025-10-13 05:25:00+00:00,2025-10-13 17:50:00+00:00,B,GENERIC,1.414068,10.329261,10.329261,0.000000
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71,2025-10-14 04:15:00+00:00,2025-10-14 05:35:00+00:00,A,GENERIC,-1.010456,9.304363,10.566481,-1.262118
72,2025-10-14 05:20:00+00:00,2025-10-14 05:35:00+00:00,B,GENERIC,-1.011303,8.293060,10.566481,-2.273420
73,2025-10-15 07:45:00+00:00,2025-10-15 09:15:00+00:00,B,GENERIC,-0.228640,8.064420,10.566481,-2.502061
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75,2025-10-15 19:30:00+00:00,2025-10-16 00:55:00+00:00,B,GENERIC,-0.010474,7.044235,10.566481,-3.522246
76,2025-10-16 14:35:00+00:00,2025-10-16 16:30:00+00:00,B,XAU_CP,0.956130,8.000365,10.566481,-2.566116
77,2025-10-16 20:05:00+00:00,2025-10-16 22:35:00+00:00,B,GENERIC,1.345884,9.346248,10.566481,-1.220232
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88,2025-10-20 14:20:00+00:00,2025-10-20 20:15:00+00:00,C,GENERIC,1.003079,9.029189,10.566481,-1.537292
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91,2025-10-20 18:25:00+00:00,2025-10-20 18:40:00+00:00,B,XAU_CP,1.040625,11.237587,11.237587,0.000000
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96,2025-10-21 08:10:00+00:00,2025-10-21 09:00:00+00:00,B,GENERIC,0.134470,7.313197,11.237587,-3.924390
97,2025-10-21 14:05:00+00:00,2025-10-21 14:55:00+00:00,B,GENERIC,0.612686,7.925882,11.237587,-3.311705
98,2025-10-22 08:50:00+00:00,2025-10-22 12:45:00+00:00,B,GENERIC,0.778969,8.704851,11.237587,-2.532736
99,2025-10-22 12:30:00+00:00,2025-10-22 14:20:00+00:00,B,XAU_CP,0.232893,8.937744,11.237587,-2.299843
100,2025-10-22 14:50:00+00:00,2025-10-22 16:30:00+00:00,B,GENERIC,-1.008386,7.929358,11.237587,-3.308229
101,2025-10-23 06:05:00+00:00,2025-10-23 07:35:00+00:00,A,GENERIC,-1.009913,6.919445,11.237587,-4.318142
102,2025-10-23 14:10:00+00:00,2025-10-24 04:35:00+00:00,B,GENERIC,-1.005987,5.913458,11.237587,-5.324129
103,2025-10-23 18:15:00+00:00,2025-10-23 19:35:00+00:00,B,XAU_CP,-1.016311,4.897147,11.237587,-6.340440
104,2025-10-24 08:00:00+00:00,2025-10-24 09:05:00+00:00,B,GENERIC,0.093209,4.990356,11.237587,-6.247231
105,2025-10-24 14:15:00+00:00,2025-10-26 22:00:00+00:00,B,XAU_CP,-1.171877,3.818479,11.237587,-7.419108
106,2025-10-27 15:05:00+00:00,2025-10-28 14:05:00+00:00,B,GENERIC,0.532199,4.350678,11.237587,-6.886909
107,2025-10-28 05:45:00+00:00,2025-10-28 09:40:00+00:00,B,GENERIC,1.978780,6.329458,11.237587,-4.908129
108,2025-10-28 06:20:00+00:00,2025-10-28 09:15:00+00:00,B,GENERIC,2.612242,8.941700,11.237587,-2.295887
109,2025-10-28 07:20:00+00:00,2025-10-28 10:40:00+00:00,B,GENERIC,0.502081,9.443781,11.237587,-1.793806
110,2025-10-28 14:30:00+00:00,2025-10-28 16:35:00+00:00,B,XAU_CP,0.210053,9.653833,11.237587,-1.583754
111,2025-10-28 15:35:00+00:00,2025-10-28 16:00:00+00:00,B,XAU_CP,-0.219756,9.434077,11.237587,-1.803510
112,2025-10-28 22:50:00+00:00,2025-10-28 23:40:00+00:00,B,GENERIC,-1.019053,8.415024,11.237587,-2.822563
113,2025-10-29 06:50:00+00:00,2025-10-29 11:45:00+00:00,B,GENERIC,1.735438,10.150462,11.237587,-1.087125
114,2025-10-29 07:15:00+00:00,2025-10-29 13:35:00+00:00,A,GENERIC,0.471542,10.622004,11.237587,-0.615583
115,2025-10-29 08:00:00+00:00,2025-10-29 10:05:00+00:00,A,XAU_CP,1.053090,11.675094,11.675094,0.000000
116,2025-10-29 19:35:00+00:00,2025-10-30 00:00:00+00:00,B,GENERIC,-0.193771,11.481323,11.675094,-0.193771
117,2025-10-30 17:35:00+00:00,2025-10-30 17:55:00+00:00,B,XAU_CP,0.134304,11.615627,11.675094,-0.059467
118,2025-10-30 20:05:00+00:00,2025-10-30 20:30:00+00:00,B,XAU_CP,-1.031372,10.584255,11.675094,-1.090839
119,2025-10-31 12:50:00+00:00,2025-10-31 13:40:00+00:00,A,GENERIC,-1.016010,9.568245,11.675094,-2.106849
120,2025-10-31 20:35:00+00:00,2025-11-02 23:05:00+00:00,B,XAU_CP,-1.033880,8.534366,11.675094,-3.140729
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504,2026-06-18 12:15:00+00:00,2026-06-18 12:30:00+00:00,B,XAU_CP,-0.203591,113.309519,115.925272,-2.615753
505,2026-06-18 17:55:00+00:00,2026-06-18 18:50:00+00:00,B,XAU_CP,-1.023511,112.286008,115.925272,-3.639264
506,2026-06-21 22:45:00+00:00,2026-06-21 23:15:00+00:00,B,XAU_CP,0.458622,112.744630,115.925272,-3.180642
507,2026-06-22 06:10:00+00:00,2026-06-22 12:45:00+00:00,A,GENERIC,0.151358,112.895988,115.925272,-3.029284
508,2026-06-22 06:45:00+00:00,2026-06-22 15:45:00+00:00,B,GENERIC,-1.012817,111.883171,115.925272,-4.042101
509,2026-06-23 05:10:00+00:00,2026-06-23 09:10:00+00:00,B,GENERIC,0.551703,112.434874,115.925272,-3.490398
510,2026-06-23 05:55:00+00:00,2026-06-23 08:40:00+00:00,B,GENERIC,0.592705,113.027579,115.925272,-2.897693
511,2026-06-23 06:45:00+00:00,2026-06-23 09:20:00+00:00,B,GENERIC,-0.053342,112.974237,115.925272,-2.951035
512,2026-06-24 12:15:00+00:00,2026-06-24 13:30:00+00:00,B,GENERIC,2.089103,115.063340,115.925272,-0.861931
513,2026-06-25 04:00:00+00:00,2026-06-25 06:15:00+00:00,C,GENERIC,-1.017135,114.046205,115.925272,-1.879067
514,2026-06-25 08:40:00+00:00,2026-06-25 08:55:00+00:00,B,XAU_CP,-1.024098,113.022107,115.925272,-2.903165
515,2026-06-25 12:30:00+00:00,2026-06-25 12:35:00+00:00,B,XAU_CP,1.356250,114.378357,115.925272,-1.546915
516,2026-06-26 14:05:00+00:00,2026-06-29 09:45:00+00:00,B,GENERIC,-1.007557,113.370799,115.925272,-2.554472
517,2026-06-26 15:50:00+00:00,2026-06-26 18:45:00+00:00,B,GENERIC,-1.011898,112.358902,115.925272,-3.566370
518,2026-06-26 20:50:00+00:00,2026-06-28 22:00:00+00:00,B,XAU_CP,-0.042902,112.316000,115.925272,-3.609272
519,2026-06-30 08:05:00+00:00,2026-06-30 08:10:00+00:00,B,XAU_CP,-1.022410,111.293590,115.925272,-4.631682
520,2026-06-30 14:10:00+00:00,2026-06-30 14:45:00+00:00,B,GENERIC,0.047503,111.341093,115.925272,-4.584178
521,2026-07-01 14:35:00+00:00,2026-07-01 15:35:00+00:00,B,XAU_CP,-1.008848,110.332245,115.925272,-5.593026
522,2026-07-06 07:45:00+00:00,2026-07-06 09:25:00+00:00,B,XAU_CP,-1.016002,109.316243,115.925272,-6.609029
523,2026-07-06 17:50:00+00:00,2026-07-06 19:05:00+00:00,B,XAU_CP,0.108750,109.424993,115.925272,-6.500279
524,2026-07-07 06:45:00+00:00,2026-07-07 12:20:00+00:00,B,XAU_CP,2.410401,111.835395,115.925272,-4.089877
525,2026-07-08 08:30:00+00:00,2026-07-08 11:40:00+00:00,B,GENERIC,0.919930,112.755325,115.925272,-3.169947
526,2026-07-09 06:35:00+00:00,2026-07-10 07:40:00+00:00,A,GENERIC,0.070323,112.825648,115.925272,-3.099624
527,2026-07-13 08:00:00+00:00,2026-07-13 10:25:00+00:00,B,XAU_CP,-0.006426,112.819222,115.925272,-3.106050
528,2026-07-13 18:55:00+00:00,2026-07-14 00:05:00+00:00,B,XAU_CP,-1.015369,111.803853,115.925272,-4.121419
529,2026-07-14 12:40:00+00:00,2026-07-14 12:55:00+00:00,A,GENERIC,-1.016873,110.786980,115.925272,-5.138292
530,2026-07-14 15:05:00+00:00,2026-07-14 16:00:00+00:00,B,XAU_CP,-1.012438,109.774542,115.925272,-6.150730
531,2026-07-15 12:35:00+00:00,2026-07-15 13:25:00+00:00,B,XAU_CP,0.101002,109.875544,115.925272,-6.049728
532,2026-07-17 12:55:00+00:00,2026-07-17 13:35:00+00:00,B,GENERIC,-1.009146,108.866398,115.925272,-7.058874
533,2026-07-17 15:40:00+00:00,2026-07-20 00:00:00+00:00,B,GENERIC,-1.011417,107.854981,115.925272,-8.070291
534,2026-07-21 03:05:00+00:00,2026-07-21 08:20:00+00:00,A,GENERIC,0.971153,108.826134,115.925272,-7.099138
535,2026-07-21 03:30:00+00:00,2026-07-21 11:00:00+00:00,B,GENERIC,0.333147,109.159281,115.925272,-6.765991
536,2026-07-21 05:35:00+00:00,2026-07-21 08:00:00+00:00,B,GENERIC,0.370876,109.530156,115.925272,-6.395115
537,2026-07-21 06:10:00+00:00,2026-07-22 06:25:00+00:00,A,GENERIC,1.761265,111.291421,115.925272,-4.633851
538,2026-07-21 06:45:00+00:00,2026-07-22 07:45:00+00:00,A,GENERIC,0.863188,112.154608,115.925272,-3.770663
539,2026-07-21 15:35:00+00:00,2026-07-22 04:30:00+00:00,B,GENERIC,2.370650,114.525258,115.925272,-1.400013
540,2026-07-22 03:15:00+00:00,2026-07-22 07:00:00+00:00,B,GENERIC,-1.012057,113.513201,115.925272,-2.412070
541,2026-07-22 14:05:00+00:00,2026-07-22 22:00:00+00:00,B,GENERIC,-1.068236,112.444965,115.925272,-3.480307
542,2026-07-23 14:20:00+00:00,2026-07-24 07:20:00+00:00,B,GENERIC,-0.142144,112.302821,115.925272,-3.622450
543,2026-07-24 03:20:00+00:00,2026-07-24 07:30:00+00:00,B,GENERIC,-1.012630,111.290192,115.925272,-4.635080
544,2026-07-24 15:40:00+00:00,2026-07-24 18:30:00+00:00,B,GENERIC,-1.011889,110.278303,115.925272,-5.646969
545,2026-07-27 14:35:00+00:00,2026-07-28 15:10:00+00:00,B,GENERIC,1.256837,111.535140,115.925272,-4.390131
546,2026-07-29 06:35:00+00:00,2026-07-29 12:15:00+00:00,B,GENERIC,-1.013271,110.521870,115.925272,-5.403402
547,2026-07-29 18:05:00+00:00,2026-07-29 19:25:00+00:00,A,GENERIC,0.436751,110.958621,115.925272,-4.966651
548,2026-07-29 18:45:00+00:00,2026-07-30 20:40:00+00:00,B,GENERIC,0.329656,111.288276,115.925272,-4.636995
549,2026-07-30 05:50:00+00:00,2026-07-30 08:20:00+00:00,B,GENERIC,-1.011984,110.276292,115.925272,-5.648979
550,2026-07-30 07:20:00+00:00,2026-07-30 13:00:00+00:00,B,XAU_CP,0.697955,110.974247,115.925272,-4.951024
551,2026-07-30 14:05:00+00:00,2026-07-30 14:20:00+00:00,A,GENERIC,-1.015949,109.958298,115.925272,-5.966973
552,2026-07-30 14:35:00+00:00,2026-07-31 07:35:00+00:00,C,GENERIC,-1.009335,108.948964,115.925272,-6.976308
553,2026-07-30 20:05:00+00:00,2026-07-31 00:25:00+00:00,A,GENERIC,-1.014958,107.934006,115.925272,-7.991266
554,2026-07-31 12:50:00+00:00,2026-07-31 14:20:00+00:00,B,GENERIC,0.205211,108.139217,115.925272,-7.786055
555,2026-08-03 19:25:00+00:00,2026-08-04 00:20:00+00:00,B,XAU_CP,0.885001,109.024217,115.925272,-6.901054
1 trade_n entry_time exit_time quality strategy r_multiple cum_r high_water drawdown_r
2 1 2025-08-05 15:50:00+00:00 2025-08-05 16:30:00+00:00 B XAU_CP -1.036824 -1.036824 0.000000 -1.036824
3 2 2025-08-07 07:35:00+00:00 2025-08-07 08:20:00+00:00 B GENERIC -1.016082 -2.052907 0.000000 -2.052907
4 3 2025-08-07 20:30:00+00:00 2025-08-07 20:50:00+00:00 B XAU_CP -1.037500 -3.090407 0.000000 -3.090407
5 4 2025-08-11 07:05:00+00:00 2025-08-11 13:45:00+00:00 B GENERIC 0.097464 -2.992943 0.000000 -2.992943
6 5 2025-08-11 07:35:00+00:00 2025-08-11 13:45:00+00:00 B GENERIC 0.049407 -2.943535 0.000000 -2.943535
7 6 2025-08-21 12:35:00+00:00 2025-08-22 01:50:00+00:00 B XAU_CP -1.031125 -3.974661 0.000000 -3.974661
8 7 2025-08-22 14:05:00+00:00 2025-08-25 01:30:00+00:00 B XAU_CP 0.826570 -3.148091 0.000000 -3.148091
9 8 2025-08-22 14:35:00+00:00 2025-08-25 16:30:00+00:00 A GENERIC -0.006509 -3.154599 0.000000 -3.154599
10 9 2025-08-25 14:45:00+00:00 2025-08-25 19:50:00+00:00 B XAU_CP -1.037500 -4.192099 0.000000 -4.192099
11 10 2025-08-28 12:10:00+00:00 2025-08-28 12:45:00+00:00 B XAU_CP -1.037500 -5.229599 0.000000 -5.229599
12 11 2025-08-29 14:05:00+00:00 2025-09-01 07:25:00+00:00 B GENERIC 1.941636 -3.287963 0.000000 -3.287963
13 12 2025-08-29 14:35:00+00:00 2025-08-29 17:45:00+00:00 B XAU_CP 0.710000 -2.577963 0.000000 -2.577963
14 13 2025-08-29 15:00:00+00:00 2025-09-01 16:55:00+00:00 B GENERIC 1.175079 -1.402884 0.000000 -1.402884
15 14 2025-09-02 14:45:00+00:00 2025-09-03 05:55:00+00:00 A GENERIC 0.684425 -0.718459 0.000000 -0.718459
16 15 2025-09-02 15:25:00+00:00 2025-09-03 05:55:00+00:00 B GENERIC 0.737099 0.018641 0.018641 0.000000
17 16 2025-09-02 15:50:00+00:00 2025-09-02 22:35:00+00:00 B XAU_CP 1.317381 1.336021 1.336021 0.000000
18 17 2025-09-03 14:25:00+00:00 2025-09-03 19:45:00+00:00 B GENERIC -0.171293 1.164728 1.336021 -0.171293
19 18 2025-09-03 18:10:00+00:00 2025-09-03 20:55:00+00:00 B GENERIC -1.016486 0.148242 1.336021 -1.187779
20 19 2025-09-04 05:00:00+00:00 2025-09-04 06:00:00+00:00 B XAU_CP -1.037500 -0.889258 1.336021 -2.225279
21 20 2025-09-05 12:45:00+00:00 2025-09-08 14:40:00+00:00 B GENERIC 1.598377 0.709119 1.336021 -0.626903
22 21 2025-09-08 07:20:00+00:00 2025-09-09 06:05:00+00:00 A GENERIC 1.510917 2.220036 2.220036 0.000000
23 22 2025-09-08 08:25:00+00:00 2025-09-08 10:50:00+00:00 B XAU_CP -0.099169 2.120867 2.220036 -0.099169
24 23 2025-09-08 14:05:00+00:00 2025-09-08 22:25:00+00:00 B GENERIC -0.246826 1.874041 2.220036 -0.345995
25 24 2025-09-09 05:40:00+00:00 2025-09-09 06:05:00+00:00 A XAU_CP -1.037500 0.836541 2.220036 -1.383495
26 25 2025-09-10 04:55:00+00:00 2025-09-10 11:00:00+00:00 B XAU_CP 0.885000 1.721541 2.220036 -0.498495
27 26 2025-09-11 15:25:00+00:00 2025-09-12 08:10:00+00:00 B XAU_CP 0.320759 2.042300 2.220036 -0.177736
28 27 2025-09-12 14:05:00+00:00 2025-09-12 15:10:00+00:00 B XAU_CP -1.037500 1.004800 2.220036 -1.215236
29 28 2025-09-15 15:50:00+00:00 2025-09-16 15:05:00+00:00 A GENERIC 0.444995 1.449795 2.220036 -0.770241
30 29 2025-09-17 18:10:00+00:00 2025-09-17 18:30:00+00:00 B GENERIC -1.011069 0.438726 2.220036 -1.781309
31 30 2025-09-17 18:40:00+00:00 2025-09-17 19:00:00+00:00 B GENERIC 0.345415 0.784142 2.220036 -1.435894
32 31 2025-09-19 03:45:00+00:00 2025-09-19 05:35:00+00:00 B XAU_CP -0.169375 0.614767 2.220036 -1.605269
33 32 2025-09-19 14:55:00+00:00 2025-09-19 15:30:00+00:00 B XAU_CP 0.128125 0.742892 2.220036 -1.477144
34 33 2025-09-19 15:20:00+00:00 2025-09-22 17:15:00+00:00 B GENERIC 3.294214 4.037105 4.037105 0.000000
35 34 2025-09-19 18:55:00+00:00 2025-09-22 01:05:00+00:00 B XAU_CP 0.445625 4.482730 4.482730 0.000000
36 35 2025-09-22 06:40:00+00:00 2025-09-23 02:10:00+00:00 A GENERIC 1.403474 5.886204 5.886204 0.000000
37 36 2025-09-22 18:25:00+00:00 2025-09-22 22:45:00+00:00 B XAU_CP -1.037500 4.848704 5.886204 -1.037500
38 37 2025-09-25 12:25:00+00:00 2025-09-25 12:30:00+00:00 B XAU_CP -1.037500 3.811204 5.886204 -2.075000
39 38 2025-09-25 15:20:00+00:00 2025-09-25 23:15:00+00:00 B XAU_CP 0.297274 4.108477 5.886204 -1.777726
40 39 2025-09-26 12:35:00+00:00 2025-09-26 13:20:00+00:00 B XAU_CP 0.667500 4.775977 5.886204 -1.110226
41 40 2025-09-26 14:10:00+00:00 2025-09-29 16:05:00+00:00 A GENERIC 2.003957 6.779934 6.779934 0.000000
42 41 2025-09-29 03:05:00+00:00 2025-09-29 13:00:00+00:00 B GENERIC 0.592479 7.372414 7.372414 0.000000
43 42 2025-09-29 04:55:00+00:00 2025-09-29 12:30:00+00:00 A GENERIC 0.334476 7.706890 7.706890 0.000000
44 43 2025-09-30 03:45:00+00:00 2025-09-30 07:55:00+00:00 A GENERIC -1.014343 6.692547 7.706890 -1.014343
45 44 2025-09-30 14:55:00+00:00 2025-09-30 15:05:00+00:00 B XAU_CP -1.020186 5.672360 7.706890 -2.034530
46 45 2025-09-30 17:25:00+00:00 2025-09-30 18:05:00+00:00 B XAU_CP -1.037500 4.634860 7.706890 -3.072030
47 46 2025-09-30 19:40:00+00:00 2025-09-30 20:00:00+00:00 B XAU_CP -0.210000 4.424860 7.706890 -3.282030
48 47 2025-10-01 07:15:00+00:00 2025-10-01 09:20:00+00:00 B XAU_CP 1.836115 6.260975 7.706890 -1.445915
49 48 2025-10-01 07:55:00+00:00 2025-10-01 12:25:00+00:00 B GENERIC -0.067222 6.193753 7.706890 -1.513137
50 49 2025-10-01 08:20:00+00:00 2025-10-01 18:05:00+00:00 A GENERIC -1.008185 5.185568 7.706890 -2.521322
51 50 2025-10-06 04:30:00+00:00 2025-10-06 05:15:00+00:00 B XAU_CP 0.544375 5.729943 7.706890 -1.976947
52 51 2025-10-06 05:10:00+00:00 2025-10-06 06:05:00+00:00 A GENERIC -1.015425 4.714518 7.706890 -2.992372
53 52 2025-10-06 08:15:00+00:00 2025-10-06 16:10:00+00:00 A GENERIC 0.175137 4.889656 7.706890 -2.817234
54 53 2025-10-06 14:35:00+00:00 2025-10-06 16:10:00+00:00 B XAU_CP 0.320129 5.209785 7.706890 -2.497105
55 54 2025-10-06 18:05:00+00:00 2025-10-06 22:40:00+00:00 B XAU_CP 0.720006 5.929791 7.706890 -1.777099
56 55 2025-10-07 12:45:00+00:00 2025-10-07 13:30:00+00:00 B XAU_CP 0.255926 6.185716 7.706890 -1.521174
57 56 2025-10-08 03:05:00+00:00 2025-10-08 13:35:00+00:00 B GENERIC 0.533768 6.719485 7.706890 -0.987405
58 57 2025-10-08 03:50:00+00:00 2025-10-08 05:45:00+00:00 B XAU_CP 1.535874 8.255359 8.255359 0.000000
59 58 2025-10-08 04:50:00+00:00 2025-10-08 05:40:00+00:00 B XAU_CP 0.991250 9.246609 9.246609 0.000000
60 59 2025-10-08 05:25:00+00:00 2025-10-08 11:35:00+00:00 A GENERIC -0.117621 9.128988 9.246609 -0.117621
61 60 2025-10-08 07:15:00+00:00 2025-10-08 11:00:00+00:00 B GENERIC -0.206906 8.922082 9.246609 -0.324527
62 61 2025-10-09 05:35:00+00:00 2025-10-09 06:25:00+00:00 B XAU_CP -1.031841 7.890241 9.246609 -1.356368
63 62 2025-10-09 18:20:00+00:00 2025-10-10 01:40:00+00:00 B XAU_CP 0.089073 7.979314 9.246609 -1.267295
64 63 2025-10-10 04:10:00+00:00 2025-10-10 05:15:00+00:00 B GENERIC -1.016068 6.963246 9.246609 -2.283363
65 64 2025-10-10 08:45:00+00:00 2025-10-10 09:15:00+00:00 B XAU_CP 0.504375 7.467621 9.246609 -1.778988
66 65 2025-10-10 15:00:00+00:00 2025-10-10 15:35:00+00:00 B XAU_CP 1.571985 9.039607 9.246609 -0.207002
67 66 2025-10-10 15:25:00+00:00 2025-10-10 16:05:00+00:00 A GENERIC -1.009965 8.029642 9.246609 -1.216967
68 67 2025-10-13 03:40:00+00:00 2025-10-13 05:55:00+00:00 B XAU_CP 0.885551 8.915193 9.246609 -0.331416
69 68 2025-10-13 05:25:00+00:00 2025-10-13 17:50:00+00:00 B GENERIC 1.414068 10.329261 10.329261 0.000000
70 69 2025-10-14 03:25:00+00:00 2025-10-14 05:35:00+00:00 A GENERIC 0.237220 10.566481 10.566481 0.000000
71 70 2025-10-14 03:50:00+00:00 2025-10-14 05:35:00+00:00 A GENERIC -0.251662 10.314819 10.566481 -0.251662
72 71 2025-10-14 04:15:00+00:00 2025-10-14 05:35:00+00:00 A GENERIC -1.010456 9.304363 10.566481 -1.262118
73 72 2025-10-14 05:20:00+00:00 2025-10-14 05:35:00+00:00 B GENERIC -1.011303 8.293060 10.566481 -2.273420
74 73 2025-10-15 07:45:00+00:00 2025-10-15 09:15:00+00:00 B GENERIC -0.228640 8.064420 10.566481 -2.502061
75 74 2025-10-15 08:10:00+00:00 2025-10-15 09:20:00+00:00 A GENERIC -1.009711 7.054709 10.566481 -3.511772
76 75 2025-10-15 19:30:00+00:00 2025-10-16 00:55:00+00:00 B GENERIC -0.010474 7.044235 10.566481 -3.522246
77 76 2025-10-16 14:35:00+00:00 2025-10-16 16:30:00+00:00 B XAU_CP 0.956130 8.000365 10.566481 -2.566116
78 77 2025-10-16 20:05:00+00:00 2025-10-16 22:35:00+00:00 B GENERIC 1.345884 9.346248 10.566481 -1.220232
79 78 2025-10-16 20:50:00+00:00 2025-10-16 22:35:00+00:00 A GENERIC 0.574023 9.920271 10.566481 -0.646209
80 79 2025-10-16 22:15:00+00:00 2025-10-16 23:00:00+00:00 A GENERIC -0.192968 9.727303 10.566481 -0.839177
81 80 2025-10-17 04:05:00+00:00 2025-10-17 05:30:00+00:00 B GENERIC -1.011344 8.715959 10.566481 -1.850521
82 81 2025-10-17 05:00:00+00:00 2025-10-17 05:30:00+00:00 B XAU_CP -1.011546 7.704414 10.566481 -2.862067
83 82 2025-10-17 12:30:00+00:00 2025-10-17 13:40:00+00:00 B GENERIC 0.152933 7.857347 10.566481 -2.709134
84 83 2025-10-17 14:10:00+00:00 2025-10-20 14:20:00+00:00 B GENERIC -1.003150 6.854197 10.566481 -3.712284
85 84 2025-10-17 14:35:00+00:00 2025-10-20 15:00:00+00:00 B GENERIC -1.003044 5.851153 10.566481 -4.715328
86 85 2025-10-20 07:10:00+00:00 2025-10-20 10:05:00+00:00 B XAU_CP -0.111579 5.739574 10.566481 -4.826906
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511 510 2026-06-23 05:55:00+00:00 2026-06-23 08:40:00+00:00 B GENERIC 0.592705 113.027579 115.925272 -2.897693
512 511 2026-06-23 06:45:00+00:00 2026-06-23 09:20:00+00:00 B GENERIC -0.053342 112.974237 115.925272 -2.951035
513 512 2026-06-24 12:15:00+00:00 2026-06-24 13:30:00+00:00 B GENERIC 2.089103 115.063340 115.925272 -0.861931
514 513 2026-06-25 04:00:00+00:00 2026-06-25 06:15:00+00:00 C GENERIC -1.017135 114.046205 115.925272 -1.879067
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516 515 2026-06-25 12:30:00+00:00 2026-06-25 12:35:00+00:00 B XAU_CP 1.356250 114.378357 115.925272 -1.546915
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519 518 2026-06-26 20:50:00+00:00 2026-06-28 22:00:00+00:00 B XAU_CP -0.042902 112.316000 115.925272 -3.609272
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523 522 2026-07-06 07:45:00+00:00 2026-07-06 09:25:00+00:00 B XAU_CP -1.016002 109.316243 115.925272 -6.609029
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525 524 2026-07-07 06:45:00+00:00 2026-07-07 12:20:00+00:00 B XAU_CP 2.410401 111.835395 115.925272 -4.089877
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529 528 2026-07-13 18:55:00+00:00 2026-07-14 00:05:00+00:00 B XAU_CP -1.015369 111.803853 115.925272 -4.121419
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531 530 2026-07-14 15:05:00+00:00 2026-07-14 16:00:00+00:00 B XAU_CP -1.012438 109.774542 115.925272 -6.150730
532 531 2026-07-15 12:35:00+00:00 2026-07-15 13:25:00+00:00 B XAU_CP 0.101002 109.875544 115.925272 -6.049728
533 532 2026-07-17 12:55:00+00:00 2026-07-17 13:35:00+00:00 B GENERIC -1.009146 108.866398 115.925272 -7.058874
534 533 2026-07-17 15:40:00+00:00 2026-07-20 00:00:00+00:00 B GENERIC -1.011417 107.854981 115.925272 -8.070291
535 534 2026-07-21 03:05:00+00:00 2026-07-21 08:20:00+00:00 A GENERIC 0.971153 108.826134 115.925272 -7.099138
536 535 2026-07-21 03:30:00+00:00 2026-07-21 11:00:00+00:00 B GENERIC 0.333147 109.159281 115.925272 -6.765991
537 536 2026-07-21 05:35:00+00:00 2026-07-21 08:00:00+00:00 B GENERIC 0.370876 109.530156 115.925272 -6.395115
538 537 2026-07-21 06:10:00+00:00 2026-07-22 06:25:00+00:00 A GENERIC 1.761265 111.291421 115.925272 -4.633851
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541 540 2026-07-22 03:15:00+00:00 2026-07-22 07:00:00+00:00 B GENERIC -1.012057 113.513201 115.925272 -2.412070
542 541 2026-07-22 14:05:00+00:00 2026-07-22 22:00:00+00:00 B GENERIC -1.068236 112.444965 115.925272 -3.480307
543 542 2026-07-23 14:20:00+00:00 2026-07-24 07:20:00+00:00 B GENERIC -0.142144 112.302821 115.925272 -3.622450
544 543 2026-07-24 03:20:00+00:00 2026-07-24 07:30:00+00:00 B GENERIC -1.012630 111.290192 115.925272 -4.635080
545 544 2026-07-24 15:40:00+00:00 2026-07-24 18:30:00+00:00 B GENERIC -1.011889 110.278303 115.925272 -5.646969
546 545 2026-07-27 14:35:00+00:00 2026-07-28 15:10:00+00:00 B GENERIC 1.256837 111.535140 115.925272 -4.390131
547 546 2026-07-29 06:35:00+00:00 2026-07-29 12:15:00+00:00 B GENERIC -1.013271 110.521870 115.925272 -5.403402
548 547 2026-07-29 18:05:00+00:00 2026-07-29 19:25:00+00:00 A GENERIC 0.436751 110.958621 115.925272 -4.966651
549 548 2026-07-29 18:45:00+00:00 2026-07-30 20:40:00+00:00 B GENERIC 0.329656 111.288276 115.925272 -4.636995
550 549 2026-07-30 05:50:00+00:00 2026-07-30 08:20:00+00:00 B GENERIC -1.011984 110.276292 115.925272 -5.648979
551 550 2026-07-30 07:20:00+00:00 2026-07-30 13:00:00+00:00 B XAU_CP 0.697955 110.974247 115.925272 -4.951024
552 551 2026-07-30 14:05:00+00:00 2026-07-30 14:20:00+00:00 A GENERIC -1.015949 109.958298 115.925272 -5.966973
553 552 2026-07-30 14:35:00+00:00 2026-07-31 07:35:00+00:00 C GENERIC -1.009335 108.948964 115.925272 -6.976308
554 553 2026-07-30 20:05:00+00:00 2026-07-31 00:25:00+00:00 A GENERIC -1.014958 107.934006 115.925272 -7.991266
555 554 2026-07-31 12:50:00+00:00 2026-07-31 14:20:00+00:00 B GENERIC 0.205211 108.139217 115.925272 -7.786055
556 555 2026-08-03 19:25:00+00:00 2026-08-04 00:20:00+00:00 B XAU_CP 0.885001 109.024217 115.925272 -6.901054