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": -7.221372,
+      "profit_factor": 2.054039,
+      "total_r": 37.043391,
+      "trades": 117,
+      "win_rate_pct": 59.82906
+    },
+    "A+": {
+      "max_dd_r": -0.032854,
+      "profit_factor": 0.0,
+      "total_r": -0.032854,
+      "trades": 1,
+      "win_rate_pct": 0.0
+    },
+    "B": {
+      "max_dd_r": -17.102029,
+      "profit_factor": 1.384957,
+      "total_r": 61.864782,
+      "trades": 421,
+      "win_rate_pct": 50.831354
+    },
+    "C": {
+      "max_dd_r": -3.096494,
+      "profit_factor": 0.971963,
+      "total_r": -0.233651,
+      "trades": 16,
+      "win_rate_pct": 43.75
+    }
+  },
+  "by_strategy": {
+    "GENERIC": {
+      "max_dd_r": -8.324507,
+      "profit_factor": 1.534348,
+      "total_r": 62.002723,
+      "trades": 325,
+      "win_rate_pct": 53.230769
+    },
+    "XAU_CP": {
+      "max_dd_r": -11.101075,
+      "profit_factor": 1.415493,
+      "total_r": 36.638945,
+      "trades": 230,
+      "win_rate_pct": 51.304348
+    }
+  },
+  "overall": {
+    "max_dd_r": -10.729068,
+    "profit_factor": 1.483026,
+    "total_r": 98.641668,
+    "trades": 555,
+    "win_rate_pct": 52.432432
+  }
+}