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
2026-08-07 18:34:19 -04:00
parent fb1f95dc51
commit 299411aa35
34 changed files with 9525 additions and 0 deletions
@@ -0,0 +1,55 @@
+{
+  "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
+  }
+}