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
49 lines
1001 B
JSON
49 lines
1001 B
JSON
{
|
|
"by_quality": {
|
|
"A": {
|
|
"max_dd_r": -12.033854,
|
|
"profit_factor": 1.506299,
|
|
"total_r": 27.007414,
|
|
"trades": 144,
|
|
"win_rate_pct": 60.416667
|
|
},
|
|
"A+": {
|
|
"max_dd_r": -1.254975,
|
|
"profit_factor": 0.377576,
|
|
"total_r": -1.254975,
|
|
"trades": 4,
|
|
"win_rate_pct": 50.0
|
|
},
|
|
"B": {
|
|
"max_dd_r": -9.507854,
|
|
"profit_factor": 1.37561,
|
|
"total_r": 27.197071,
|
|
"trades": 208,
|
|
"win_rate_pct": 62.980769
|
|
},
|
|
"C": {
|
|
"max_dd_r": -3.554169,
|
|
"profit_factor": 3.312003,
|
|
"total_r": 25.7616,
|
|
"trades": 41,
|
|
"win_rate_pct": 73.170732
|
|
}
|
|
},
|
|
"by_strategy": {
|
|
"GENERIC": {
|
|
"max_dd_r": -9.584734,
|
|
"profit_factor": 1.566637,
|
|
"total_r": 78.71111,
|
|
"trades": 397,
|
|
"win_rate_pct": 62.972292
|
|
}
|
|
},
|
|
"overall": {
|
|
"max_dd_r": -9.584734,
|
|
"profit_factor": 1.566637,
|
|
"total_r": 78.71111,
|
|
"trades": 397,
|
|
"win_rate_pct": 62.972292
|
|
}
|
|
}
|