Harwinder Sekhon
299411aa35
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
49 lines
994 B
JSON
49 lines
994 B
JSON
{
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"by_quality": {
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"A": {
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"max_dd_r": -5.902743,
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"profit_factor": 1.137578,
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"total_r": 3.05253,
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"trades": 60,
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"win_rate_pct": 53.333333
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},
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"A+": {
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"max_dd_r": -0.049246,
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"profit_factor": 0.0,
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"total_r": -0.049246,
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"trades": 1,
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"win_rate_pct": 0.0
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},
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"B": {
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"max_dd_r": -6.456562,
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"profit_factor": 1.788199,
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"total_r": 13.995564,
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"trades": 63,
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"win_rate_pct": 68.253968
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},
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"C": {
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"max_dd_r": -1.393231,
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"profit_factor": 3.338043,
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"total_r": 7.983225,
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"trades": 14,
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"win_rate_pct": 64.285714
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}
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},
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"by_strategy": {
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"GENERIC": {
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"max_dd_r": -7.933029,
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"profit_factor": 1.575521,
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"total_r": 24.982073,
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"trades": 138,
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"win_rate_pct": 60.869565
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}
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},
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"overall": {
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"max_dd_r": -7.933029,
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"profit_factor": 1.575521,
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"total_r": 24.982073,
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"trades": 138,
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"win_rate_pct": 60.869565
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}
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}
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