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