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 +1,48 @@
|
||||
{
|
||||
"by_quality": {
|
||||
"A": {
|
||||
"max_dd_r": -4.036504,
|
||||
"profit_factor": 1.908268,
|
||||
"total_r": 6.491869,
|
||||
"trades": 19,
|
||||
"win_rate_pct": 57.894737
|
||||
},
|
||||
"A+": {
|
||||
"max_dd_r": -1.09013,
|
||||
"profit_factor": 2.186641,
|
||||
"total_r": 1.293592,
|
||||
"trades": 5,
|
||||
"win_rate_pct": 60.0
|
||||
},
|
||||
"B": {
|
||||
"max_dd_r": -2.001012,
|
||||
"profit_factor": 3.854359,
|
||||
"total_r": 9.542664,
|
||||
"trades": 17,
|
||||
"win_rate_pct": 70.588235
|
||||
},
|
||||
"C": {
|
||||
"max_dd_r": -1.003833,
|
||||
"profit_factor": 0.0,
|
||||
"total_r": -1.003833,
|
||||
"trades": 1,
|
||||
"win_rate_pct": 0.0
|
||||
}
|
||||
},
|
||||
"by_strategy": {
|
||||
"GENERIC": {
|
||||
"max_dd_r": -3.546541,
|
||||
"profit_factor": 2.297156,
|
||||
"total_r": 16.324293,
|
||||
"trades": 42,
|
||||
"win_rate_pct": 61.904762
|
||||
}
|
||||
},
|
||||
"overall": {
|
||||
"max_dd_r": -3.546541,
|
||||
"profit_factor": 2.297156,
|
||||
"total_r": 16.324293,
|
||||
"trades": 42,
|
||||
"win_rate_pct": 61.904762
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user