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
1005 B
JSON
49 lines
1005 B
JSON
{
|
|
"by_quality": {
|
|
"A": {
|
|
"max_dd_r": -12.478514,
|
|
"profit_factor": 1.46302,
|
|
"total_r": 25.071407,
|
|
"trades": 144,
|
|
"win_rate_pct": 59.722222
|
|
},
|
|
"A+": {
|
|
"max_dd_r": -1.29411,
|
|
"profit_factor": 0.364154,
|
|
"total_r": -1.29411,
|
|
"trades": 4,
|
|
"win_rate_pct": 50.0
|
|
},
|
|
"B": {
|
|
"max_dd_r": -9.664675,
|
|
"profit_factor": 1.341748,
|
|
"total_r": 25.036715,
|
|
"trades": 208,
|
|
"win_rate_pct": 62.019231
|
|
},
|
|
"C": {
|
|
"max_dd_r": -3.634364,
|
|
"profit_factor": 3.221168,
|
|
"total_r": 25.118853,
|
|
"trades": 41,
|
|
"win_rate_pct": 73.170732
|
|
}
|
|
},
|
|
"by_strategy": {
|
|
"GENERIC": {
|
|
"max_dd_r": -10.828124,
|
|
"profit_factor": 1.525269,
|
|
"total_r": 73.932864,
|
|
"trades": 397,
|
|
"win_rate_pct": 62.216625
|
|
}
|
|
},
|
|
"overall": {
|
|
"max_dd_r": -10.828124,
|
|
"profit_factor": 1.525269,
|
|
"total_r": 73.932864,
|
|
"trades": 397,
|
|
"win_rate_pct": 62.216625
|
|
}
|
|
}
|