Harwinder Sekhon
1c264d5315
Pin reference outputs of backtest/gpu_backtest.py (XAU/USD, window 2025-08-04..2026-08-04, 4 primary TFs x spread 0.30/0.65 = 8 runs) under baseline/da61cff/: trade books, stdout summaries, derived equity curves and metrics, plus a manifest with exact argv, input-parquet and output hashes, backend, and tool versions. scripts/capture_baseline.py captures (cache-warm only, aborts rather than fetch live); scripts/compare_baseline.py re-runs the identical commands and byte-diffs every output, PASS/FAIL per file. Verified 32/32 files PASS on full re-run at this commit; m5_s065 reproduces the pinned HEAD reference exactly (555 trades, +98.64R, PF 1.483). No signal, execution, or scanner logic touched; 359 tests green. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01J3mZCQRHnJKt7qXQFG3RhB
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": -7.029297,
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"profit_factor": 2.131359,
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"total_r": 38.898725,
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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": 0.0,
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"profit_factor": null,
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"total_r": 0.005128,
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"trades": 1,
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"win_rate_pct": 100.0
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},
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"B": {
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"max_dd_r": -15.107854,
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"profit_factor": 1.447291,
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"total_r": 70.101664,
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"trades": 421,
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"win_rate_pct": 51.543943
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},
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"C": {
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"max_dd_r": -3.044536,
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"profit_factor": 1.002286,
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"total_r": 0.0187,
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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": -7.83149,
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"profit_factor": 1.583399,
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"total_r": 66.451398,
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"trades": 325,
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"win_rate_pct": 53.538462
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},
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"XAU_CP": {
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"max_dd_r": -10.24572,
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"profit_factor": 1.498601,
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"total_r": 42.57282,
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"trades": 230,
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"win_rate_pct": 52.608696
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}
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},
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"overall": {
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"max_dd_r": -9.984615,
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"profit_factor": 1.547068,
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"total_r": 109.024217,
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"trades": 555,
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"win_rate_pct": 53.153153
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}
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}
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