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
985 B
JSON
49 lines
985 B
JSON
{
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"by_quality": {
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"A": {
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"max_dd_r": -4.036504,
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"profit_factor": 1.908268,
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"total_r": 6.491869,
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"trades": 19,
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"win_rate_pct": 57.894737
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},
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"A+": {
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"max_dd_r": -1.09013,
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"profit_factor": 2.186641,
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"total_r": 1.293592,
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"trades": 5,
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"win_rate_pct": 60.0
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},
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"B": {
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"max_dd_r": -2.001012,
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"profit_factor": 3.854359,
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"total_r": 9.542664,
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"trades": 17,
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"win_rate_pct": 70.588235
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},
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"C": {
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"max_dd_r": -1.003833,
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"profit_factor": 0.0,
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"total_r": -1.003833,
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"trades": 1,
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"win_rate_pct": 0.0
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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": -3.546541,
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"profit_factor": 2.297156,
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"total_r": 16.324293,
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"trades": 42,
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"win_rate_pct": 61.904762
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}
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},
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"overall": {
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"max_dd_r": -3.546541,
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"profit_factor": 2.297156,
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"total_r": 16.324293,
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"trades": 42,
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"win_rate_pct": 61.904762
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}
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}
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