1c264d5315
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
140 lines
14 KiB
CSV
140 lines
14 KiB
CSV
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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13,2025-09-08 15:00:00+00:00,2025-09-09 06:00:00+00:00,A,GENERIC,0.123448,7.121686,8.013466,-0.891780
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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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46,2025-11-11 04:00:00+00:00,2025-11-13 18:00:00+00:00,B,GENERIC,0.406351,13.445766,13.445766,0.000000
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47,2025-11-12 18:00:00+00:00,2025-11-13 13:00:00+00:00,A,GENERIC,0.700168,14.145934,14.145934,0.000000
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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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49,2025-11-13 09:00:00+00:00,2025-11-13 18:00:00+00:00,B,GENERIC,-1.004337,12.138751,14.145934,-2.007184
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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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60,2025-12-26 05:00:00+00:00,2025-12-26 17:00:00+00:00,B,GENERIC,0.050256,15.756635,15.756635,0.000000
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61,2025-12-29 15:00:00+00:00,2025-12-29 16:00:00+00:00,A,GENERIC,0.282505,16.039140,16.039140,0.000000
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62,2025-12-31 06:00:00+00:00,2025-12-31 09:00:00+00:00,A,GENERIC,-1.005981,15.033159,16.039140,-1.005981
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63,2026-01-05 06:00:00+00:00,2026-01-05 11:00:00+00:00,A,GENERIC,-0.018427,15.014732,16.039140,-1.024408
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64,2026-01-05 15:00:00+00:00,2026-01-21 19:00:00+00:00,B,GENERIC,2.374307,17.389039,17.389039,0.000000
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65,2026-01-08 18:00:00+00:00,2026-01-09 17:00:00+00:00,C,GENERIC,0.647468,18.036506,18.036506,0.000000
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66,2026-01-14 07:00:00+00:00,2026-01-14 15:00:00+00:00,A,GENERIC,-1.008911,17.027595,18.036506,-1.008911
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67,2026-01-15 18:00:00+00:00,2026-01-16 15:00:00+00:00,C,GENERIC,-1.008587,16.019008,18.036506,-2.017498
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68,2026-01-19 05:00:00+00:00,2026-01-21 15:00:00+00:00,B,GENERIC,1.656465,17.675473,18.036506,-0.361033
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69,2026-01-20 06:00:00+00:00,2026-01-20 13:00:00+00:00,A,GENERIC,0.056217,17.731690,18.036506,-0.304817
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70,2026-01-20 18:00:00+00:00,2026-01-21 02:00:00+00:00,A,GENERIC,1.798542,19.530232,19.530232,0.000000
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71,2026-01-21 04:00:00+00:00,2026-01-21 06:00:00+00:00,A,GENERIC,0.080845,19.611077,19.611077,0.000000
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72,2026-01-22 20:00:00+00:00,2026-01-23 08:00:00+00:00,A,GENERIC,0.367920,19.978997,19.978997,0.000000
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73,2026-01-28 04:00:00+00:00,2026-01-28 09:00:00+00:00,A,GENERIC,0.494434,20.473431,20.473431,0.000000
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74,2026-01-29 05:00:00+00:00,2026-01-29 15:00:00+00:00,B,GENERIC,-1.000810,19.472621,20.473431,-1.000810
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75,2026-01-30 06:00:00+00:00,2026-01-30 10:00:00+00:00,B,GENERIC,0.433532,19.906153,20.473431,-0.567278
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76,2026-01-30 18:00:00+00:00,2026-01-30 19:00:00+00:00,A,GENERIC,-0.146930,19.759222,20.473431,-0.714208
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77,2026-02-02 04:00:00+00:00,2026-02-02 07:00:00+00:00,A,GENERIC,0.298736,20.057958,20.473431,-0.415472
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78,2026-02-09 06:00:00+00:00,2026-02-12 16:00:00+00:00,B,GENERIC,-1.002128,19.055830,20.473431,-1.417600
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79,2026-02-12 18:00:00+00:00,2026-02-13 00:00:00+00:00,A+,GENERIC,-0.049246,19.006584,20.473431,-1.466846
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80,2026-02-17 15:00:00+00:00,2026-02-18 04:00:00+00:00,A,GENERIC,-1.005014,18.001570,20.473431,-2.471860
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81,2026-02-19 09:00:00+00:00,2026-02-24 01:00:00+00:00,B,GENERIC,2.380175,20.381745,20.473431,-0.091685
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82,2026-02-23 18:00:00+00:00,2026-02-24 01:00:00+00:00,A,GENERIC,0.062793,20.444538,20.473431,-0.028892
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83,2026-02-27 18:00:00+00:00,2026-03-02 01:00:00+00:00,B,GENERIC,1.068969,21.513507,21.513507,0.000000
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84,2026-03-02 08:00:00+00:00,2026-03-02 14:00:00+00:00,A,GENERIC,-1.005129,20.508379,21.513507,-1.005129
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85,2026-03-03 15:00:00+00:00,2026-03-04 01:00:00+00:00,A,GENERIC,-1.002429,19.505950,21.513507,-2.007557
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86,2026-03-09 20:00:00+00:00,2026-03-11 13:00:00+00:00,B,GENERIC,0.159887,19.665837,21.513507,-1.847670
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87,2026-03-13 18:00:00+00:00,2026-03-17 05:00:00+00:00,B,GENERIC,0.027022,19.692859,21.513507,-1.820648
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88,2026-03-18 15:00:00+00:00,2026-03-19 00:00:00+00:00,A,GENERIC,0.490934,20.183793,21.513507,-1.329714
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89,2026-03-18 20:00:00+00:00,2026-03-19 19:00:00+00:00,B,GENERIC,0.954033,21.137826,21.513507,-0.375681
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90,2026-03-19 07:00:00+00:00,2026-03-19 14:00:00+00:00,B,GENERIC,1.067871,22.205698,22.205698,0.000000
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91,2026-03-19 15:00:00+00:00,2026-03-23 11:00:00+00:00,B,GENERIC,0.847592,23.053289,23.053289,0.000000
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92,2026-03-20 15:00:00+00:00,2026-03-23 01:00:00+00:00,A,GENERIC,2.015717,25.069007,25.069007,0.000000
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93,2026-03-20 20:00:00+00:00,2026-03-23 11:00:00+00:00,B,GENERIC,0.681479,25.750485,25.750485,0.000000
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94,2026-03-23 04:00:00+00:00,2026-04-01 23:00:00+00:00,B,GENERIC,-1.000679,24.749806,25.750485,-1.000679
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95,2026-03-27 19:00:00+00:00,2026-03-29 23:00:00+00:00,B,GENERIC,-1.004191,23.745615,25.750485,-2.004870
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96,2026-03-31 19:00:00+00:00,2026-04-02 01:00:00+00:00,B,GENERIC,0.034060,23.779676,25.750485,-1.970810
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97,2026-04-01 07:00:00+00:00,2026-04-21 07:00:00+00:00,B,GENERIC,0.238112,24.017788,25.750485,-1.732698
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98,2026-04-02 06:00:00+00:00,2026-04-07 22:00:00+00:00,B,GENERIC,-1.001773,23.016015,25.750485,-2.734471
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99,2026-04-02 20:00:00+00:00,2026-04-08 01:00:00+00:00,C,GENERIC,1.743665,24.759680,25.750485,-0.990806
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100,2026-04-08 06:00:00+00:00,2026-04-27 06:00:00+00:00,B,GENERIC,-0.533611,24.226069,25.750485,-1.524416
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101,2026-04-14 20:00:00+00:00,2026-04-19 23:00:00+00:00,B,GENERIC,-1.002794,23.223275,25.750485,-2.527211
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102,2026-04-17 15:00:00+00:00,2026-04-19 23:00:00+00:00,B,GENERIC,-1.002820,22.220455,25.750485,-3.530031
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103,2026-04-21 15:00:00+00:00,2026-04-21 23:00:00+00:00,B,GENERIC,0.127311,22.347766,25.750485,-3.402720
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104,2026-04-21 20:00:00+00:00,2026-04-21 23:00:00+00:00,A,GENERIC,-1.006097,21.341669,25.750485,-4.408817
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105,2026-04-24 04:00:00+00:00,2026-04-24 11:00:00+00:00,A,GENERIC,-1.007549,20.334120,25.750485,-5.416366
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106,2026-04-29 08:00:00+00:00,2026-04-29 15:00:00+00:00,B,GENERIC,0.394780,20.728900,25.750485,-5.021585
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107,2026-04-30 08:00:00+00:00,2026-04-30 13:00:00+00:00,C,GENERIC,0.373195,21.102095,25.750485,-4.648390
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108,2026-05-06 04:00:00+00:00,2026-05-11 00:00:00+00:00,B,GENERIC,0.302011,21.404106,25.750485,-4.346379
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109,2026-05-06 09:00:00+00:00,2026-05-06 11:00:00+00:00,A,GENERIC,-0.149730,21.254377,25.750485,-4.496109
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110,2026-05-07 08:00:00+00:00,2026-05-11 05:00:00+00:00,B,GENERIC,-1.003882,20.250494,25.750485,-5.499991
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111,2026-05-07 15:00:00+00:00,2026-05-11 05:00:00+00:00,B,GENERIC,-1.003087,19.247408,25.750485,-6.503078
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112,2026-05-15 05:00:00+00:00,2026-05-15 07:00:00+00:00,A,GENERIC,0.586575,19.833982,25.750485,-5.916503
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113,2026-05-26 18:00:00+00:00,2026-05-26 23:00:00+00:00,A,GENERIC,-1.009141,18.824842,25.750485,-6.925644
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114,2026-05-28 04:00:00+00:00,2026-05-28 12:00:00+00:00,A,GENERIC,-1.007386,17.817456,25.750485,-7.933029
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115,2026-06-04 05:00:00+00:00,2026-06-04 14:00:00+00:00,B,GENERIC,0.149316,17.966772,25.750485,-7.783714
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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
|