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

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
2026-08-07 16:34:14 -04:00
parent da61cff509
commit 1c264d5315
37 changed files with 10181 additions and 0 deletions
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+{
+  "by_quality": {
+    "A": {
+      "max_dd_r": -7.029297,
+      "profit_factor": 2.131359,
+      "total_r": 38.898725,
+      "trades": 117,
+      "win_rate_pct": 59.82906
+    },
+    "A+": {
+      "max_dd_r": 0.0,
+      "profit_factor": null,
+      "total_r": 0.005128,
+      "trades": 1,
+      "win_rate_pct": 100.0
+    },
+    "B": {
+      "max_dd_r": -15.107854,
+      "profit_factor": 1.447291,
+      "total_r": 70.101664,
+      "trades": 421,
+      "win_rate_pct": 51.543943
+    },
+    "C": {
+      "max_dd_r": -3.044536,
+      "profit_factor": 1.002286,
+      "total_r": 0.0187,
+      "trades": 16,
+      "win_rate_pct": 43.75
+    }
+  },
+  "by_strategy": {
+    "GENERIC": {
+      "max_dd_r": -7.83149,
+      "profit_factor": 1.583399,
+      "total_r": 66.451398,
+      "trades": 325,
+      "win_rate_pct": 53.538462
+    },
+    "XAU_CP": {
+      "max_dd_r": -10.24572,
+      "profit_factor": 1.498601,
+      "total_r": 42.57282,
+      "trades": 230,
+      "win_rate_pct": 52.608696
+    }
+  },
+  "overall": {
+    "max_dd_r": -9.984615,
+    "profit_factor": 1.547068,
+    "total_r": 109.024217,
+    "trades": 555,
+    "win_rate_pct": 53.153153
+  }
+}