baseline: re-cut byte-for-byte reference at fb1f95d
Same 8-run matrix, window and pinned input parquets as baseline/da61cff;
every output hash is byte-identical to the old baseline (walk-forward
mode + data-safety guards are behavior-neutral on default runs).
Verified: scripts/compare_baseline.py 32/32 PASS at this commit. Future
compares now reference the extended-window code. da61cff kept for
history; its pins remain protected (guard unions all manifests).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_017FBjfomAipxvPWwRJEDDyJ
This commit is contained in:
@@ -0,0 +1,139 @@
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trade_n,entry_time,exit_time,quality,strategy,r_multiple,cum_r,high_water,drawdown_r
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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|
||||
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
|
||||
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
|
||||
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
|
||||
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
|
||||
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
|
||||
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
|
||||
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
|
||||
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
|
||||
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
|
||||
|
Reference in New Issue
Block a user