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
56 lines
1.1 KiB
JSON
56 lines
1.1 KiB
JSON
{
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"by_quality": {
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"A": {
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"max_dd_r": -7.221372,
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"profit_factor": 2.054039,
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"total_r": 37.043391,
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"trades": 117,
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"win_rate_pct": 59.82906
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},
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"A+": {
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"max_dd_r": -0.032854,
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"profit_factor": 0.0,
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"total_r": -0.032854,
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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": -17.102029,
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"profit_factor": 1.384957,
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"total_r": 61.864782,
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"trades": 421,
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"win_rate_pct": 50.831354
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},
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"C": {
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"max_dd_r": -3.096494,
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"profit_factor": 0.971963,
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"total_r": -0.233651,
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"trades": 16,
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"win_rate_pct": 43.75
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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": -8.324507,
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"profit_factor": 1.534348,
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"total_r": 62.002723,
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"trades": 325,
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"win_rate_pct": 53.230769
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},
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"XAU_CP": {
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"max_dd_r": -11.101075,
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"profit_factor": 1.415493,
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"total_r": 36.638945,
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"trades": 230,
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"win_rate_pct": 51.304348
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}
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},
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"overall": {
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"max_dd_r": -10.729068,
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"profit_factor": 1.483026,
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"total_r": 98.641668,
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"trades": 555,
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"win_rate_pct": 52.432432
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}
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}
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