Harwinder Sekhon
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
56 lines
1.1 KiB
JSON
56 lines
1.1 KiB
JSON
{
|
|
"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
|
|
}
|
|
}
|