Harwinder Sekhon
68dc76a5f1
26 rolling folds per TF (train 12mo / test 3mo / step 3mo) over
2019-01-01→2026-08-07 on fresh Oanda history (5 parquets, sha256s in
manifest). Aggregated OOS: M5 +126.5R PF 1.35 (11/26 folds flagged),
M15 +139.2R PF 1.18 (9/26), H1 +33.3R PF 1.15 (13/26), H4 +33.3R
PF 1.52 (9/26). Flagged folds cluster 2020H2–2023; 2023-10+ nearly
uniformly positive — corroborates the "earns mainly 2024+" re-pin
finding. Robustness read only: NOT a new baseline, nothing tuned.
Runs captured at 1c264d5 + the walk-forward diff (recorded as
dirty + diff sha256 in manifest.json); compare_baseline passed 32/32
immediately before the runs.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_017FBjfomAipxvPWwRJEDDyJ
49 lines
1000 B
JSON
49 lines
1000 B
JSON
{
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"by_quality": {
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"A": {
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"max_dd_r": -4.895173,
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"profit_factor": 1.55692,
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"total_r": 21.640335,
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"trades": 113,
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"win_rate_pct": 56.637168
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},
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"A+": {
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"max_dd_r": -1.107368,
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"profit_factor": 1.153384,
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"total_r": 0.338437,
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"trades": 8,
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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": -7.196617,
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"profit_factor": 1.592447,
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"total_r": 16.459472,
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"trades": 87,
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"win_rate_pct": 60.91954
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},
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"C": {
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"max_dd_r": -2.807414,
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"profit_factor": 0.425046,
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"total_r": -2.615562,
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"trades": 9,
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"win_rate_pct": 44.444444
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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": -5.662108,
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"profit_factor": 1.488081,
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"total_r": 35.822682,
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"trades": 217,
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"win_rate_pct": 57.603687
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}
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},
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"overall": {
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"max_dd_r": -5.662108,
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"profit_factor": 1.488081,
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"total_r": 35.822682,
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"trades": 217,
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"win_rate_pct": 57.603687
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}
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}
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