Files
ForexBot2/baseline/da61cff/h1_s065/equity.csv
T
Harwinder Sekhon 1c264d5315 baseline: byte-for-byte backtest reference at da61cff + compare tooling
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
2026-08-07 16:34:14 -04:00

140 lines
14 KiB
CSV

trade_n,entry_time,exit_time,quality,strategy,r_multiple,cum_r,high_water,drawdown_r
1,2025-08-11 07:00:00+00:00,2025-08-13 07:00:00+00:00,B,GENERIC,0.110459,0.110459,0.110459,0.000000
2,2025-08-11 15:00:00+00:00,2025-08-28 15:00:00+00:00,B,GENERIC,-0.961088,-0.850629,0.110459,-0.961088
3,2025-08-18 05:00:00+00:00,2025-08-18 14:00:00+00:00,C,GENERIC,-1.027456,-1.878085,0.110459,-1.988544
4,2025-08-28 15:00:00+00:00,2025-09-02 07:00:00+00:00,C,GENERIC,1.997016,0.118931,0.118931,0.000000
5,2025-08-28 20:00:00+00:00,2025-09-02 07:00:00+00:00,B,GENERIC,1.200244,1.319176,1.319176,0.000000
6,2025-08-29 15:00:00+00:00,2025-09-02 07:00:00+00:00,B,GENERIC,0.784163,2.103339,2.103339,0.000000
7,2025-08-29 20:00:00+00:00,2025-09-04 02:00:00+00:00,A,GENERIC,1.490074,3.593413,3.593413,0.000000
8,2025-09-01 04:00:00+00:00,2025-09-04 03:00:00+00:00,B,GENERIC,0.526745,4.120157,4.120157,0.000000
9,2025-09-02 04:00:00+00:00,2025-09-03 23:00:00+00:00,B,GENERIC,2.051829,6.171987,6.171987,0.000000
10,2025-09-02 15:00:00+00:00,2025-09-04 02:00:00+00:00,B,GENERIC,0.632601,6.804588,6.804588,0.000000
11,2025-09-02 20:00:00+00:00,2025-09-03 19:00:00+00:00,A,GENERIC,1.108506,7.913093,7.913093,0.000000
12,2025-09-03 18:00:00+00:00,2025-09-03 23:00:00+00:00,A,GENERIC,-1.032995,6.880098,7.913093,-1.032995
13,2025-09-08 15:00:00+00:00,2025-09-09 06:00:00+00:00,A,GENERIC,0.106734,6.986832,7.913093,-0.926261
14,2025-09-11 20:00:00+00:00,2025-09-12 08:00:00+00:00,B,GENERIC,0.240262,7.227094,7.913093,-0.685999
15,2025-09-12 05:00:00+00:00,2025-09-12 09:00:00+00:00,A,GENERIC,-1.039768,6.187327,7.913093,-1.725767
16,2025-09-15 15:00:00+00:00,2025-09-17 01:00:00+00:00,C,GENERIC,0.377472,6.564799,7.913093,-1.348294
17,2025-09-16 07:00:00+00:00,2025-09-17 08:00:00+00:00,B,GENERIC,-1.024216,5.540583,7.913093,-2.372511
18,2025-09-19 09:00:00+00:00,2025-09-22 12:00:00+00:00,C,GENERIC,2.914832,8.455415,8.455415,0.000000
19,2025-09-22 04:00:00+00:00,2025-09-24 15:00:00+00:00,A,GENERIC,0.819037,9.274452,9.274452,0.000000
20,2025-09-22 09:00:00+00:00,2025-09-23 02:00:00+00:00,A,GENERIC,1.254690,10.529142,10.529142,0.000000
21,2025-09-22 15:00:00+00:00,2025-09-23 19:00:00+00:00,B,GENERIC,0.538855,11.067996,11.067996,0.000000
22,2025-09-29 05:00:00+00:00,2025-09-29 12:00:00+00:00,A,GENERIC,0.250780,11.318777,11.318777,0.000000
23,2025-09-29 15:00:00+00:00,2025-10-02 14:00:00+00:00,B,GENERIC,0.077361,11.396138,11.396138,0.000000
24,2025-09-30 04:00:00+00:00,2025-09-30 07:00:00+00:00,A,GENERIC,-1.027933,10.368205,11.396138,-1.027933
25,2025-09-30 19:00:00+00:00,2025-10-01 12:00:00+00:00,C,GENERIC,0.400322,10.768527,11.396138,-0.627611
26,2025-10-01 08:00:00+00:00,2025-10-01 12:00:00+00:00,A,GENERIC,-0.139764,10.628763,11.396138,-0.767374
27,2025-10-06 04:00:00+00:00,2025-10-06 06:00:00+00:00,A,GENERIC,-0.146621,10.482142,11.396138,-0.913995
28,2025-10-06 15:00:00+00:00,2025-10-09 16:00:00+00:00,B,GENERIC,0.156921,10.639063,11.396138,-0.757075
29,2025-10-08 04:00:00+00:00,2025-10-08 23:00:00+00:00,B,GENERIC,-0.072902,10.566161,11.396138,-0.829977
30,2025-10-10 04:00:00+00:00,2025-10-10 15:00:00+00:00,B,GENERIC,-1.012610,9.553551,11.396138,-1.842587
31,2025-10-13 15:00:00+00:00,2025-10-17 13:00:00+00:00,B,GENERIC,1.222965,10.776516,11.396138,-0.619622
32,2025-10-14 04:00:00+00:00,2025-10-14 05:00:00+00:00,A,GENERIC,-1.020186,9.756330,11.396138,-1.639808
33,2025-10-15 07:00:00+00:00,2025-10-16 05:00:00+00:00,A,GENERIC,0.414146,10.170476,11.396138,-1.225662
34,2025-10-17 15:00:00+00:00,2025-10-22 03:00:00+00:00,B,GENERIC,0.738024,10.908500,11.396138,-0.487638
35,2025-10-20 15:00:00+00:00,2025-10-21 01:00:00+00:00,A,GENERIC,0.092938,11.001438,11.396138,-0.394700
36,2025-10-20 20:00:00+00:00,2025-10-21 05:00:00+00:00,A,GENERIC,-1.012814,9.988623,11.396138,-1.407514
37,2025-10-22 15:00:00+00:00,2025-10-29 08:00:00+00:00,B,GENERIC,0.059693,10.048316,11.396138,-1.347821
38,2025-10-27 15:00:00+00:00,2025-10-28 10:00:00+00:00,A,GENERIC,1.286862,11.335178,11.396138,-0.060960
39,2025-10-28 07:00:00+00:00,2025-10-28 15:00:00+00:00,B,GENERIC,-0.142276,11.192902,11.396138,-0.203235
40,2025-10-29 09:00:00+00:00,2025-10-29 18:00:00+00:00,B,GENERIC,-1.009818,10.183084,11.396138,-1.213054
41,2025-11-03 08:00:00+00:00,2025-11-04 00:00:00+00:00,B,GENERIC,-1.014390,9.168694,11.396138,-2.227444
42,2025-11-04 19:00:00+00:00,2025-11-05 05:00:00+00:00,A,GENERIC,-1.017205,8.151489,11.396138,-3.244649
43,2025-11-06 08:00:00+00:00,2025-11-11 15:00:00+00:00,C,GENERIC,1.926965,10.078453,11.396138,-1.317684
44,2025-11-10 05:00:00+00:00,2025-11-13 18:00:00+00:00,B,GENERIC,1.569034,11.647488,11.647488,0.000000
45,2025-11-10 18:00:00+00:00,2025-11-11 05:00:00+00:00,A,GENERIC,0.963456,12.610943,12.610943,0.000000
46,2025-11-11 04:00:00+00:00,2025-11-13 18:00:00+00:00,B,GENERIC,0.402216,13.013159,13.013159,0.000000
47,2025-11-12 18:00:00+00:00,2025-11-13 13:00:00+00:00,A,GENERIC,0.688970,13.702129,13.702129,0.000000
48,2025-11-13 04:00:00+00:00,2025-11-14 13:00:00+00:00,B,GENERIC,-1.006168,12.695961,13.702129,-1.006168
49,2025-11-13 09:00:00+00:00,2025-11-13 18:00:00+00:00,B,GENERIC,-1.009397,11.686564,13.702129,-2.015565
50,2025-11-19 15:00:00+00:00,2025-11-21 06:00:00+00:00,B,GENERIC,-1.007271,10.679293,13.702129,-3.022836
51,2025-11-24 19:00:00+00:00,2025-12-02 09:00:00+00:00,B,GENERIC,0.720167,11.399460,13.702129,-2.302668
52,2025-11-28 05:00:00+00:00,2025-11-28 08:00:00+00:00,A,GENERIC,-1.034519,10.364941,13.702129,-3.337188
53,2025-11-28 18:00:00+00:00,2025-12-01 02:00:00+00:00,A,GENERIC,0.682373,11.047314,13.702129,-2.654815
54,2025-12-08 19:00:00+00:00,2025-12-09 08:00:00+00:00,A,GENERIC,-0.093036,10.954278,13.702129,-2.747851
55,2025-12-11 18:00:00+00:00,2025-12-12 15:00:00+00:00,A,GENERIC,1.631410,12.585688,13.702129,-1.116441
56,2025-12-12 09:00:00+00:00,2025-12-12 15:00:00+00:00,A,GENERIC,0.977782,13.563470,13.702129,-0.138659
57,2025-12-12 15:00:00+00:00,2025-12-12 15:00:00+00:00,A,GENERIC,-1.022120,12.541350,13.702129,-1.160779
58,2025-12-15 09:00:00+00:00,2025-12-15 14:00:00+00:00,A,GENERIC,-1.022429,11.518921,13.702129,-2.183208
59,2025-12-22 04:00:00+00:00,2025-12-23 04:00:00+00:00,A,GENERIC,3.619192,15.138113,15.138113,0.000000
60,2025-12-26 05:00:00+00:00,2025-12-26 17:00:00+00:00,B,GENERIC,0.043368,15.181481,15.181481,0.000000
61,2025-12-29 15:00:00+00:00,2025-12-29 16:00:00+00:00,A,GENERIC,0.276271,15.457753,15.457753,0.000000
62,2025-12-31 06:00:00+00:00,2025-12-31 09:00:00+00:00,A,GENERIC,-1.012960,14.444793,15.457753,-1.012960
63,2026-01-05 06:00:00+00:00,2026-01-05 11:00:00+00:00,A,GENERIC,-0.027808,14.416985,15.457753,-1.040767
64,2026-01-05 15:00:00+00:00,2026-01-21 19:00:00+00:00,B,GENERIC,2.371885,16.788870,16.788870,0.000000
65,2026-01-08 18:00:00+00:00,2026-01-09 17:00:00+00:00,C,GENERIC,0.638312,17.427182,17.427182,0.000000
66,2026-01-14 07:00:00+00:00,2026-01-14 15:00:00+00:00,A,GENERIC,-1.019308,16.407874,17.427182,-1.019308
67,2026-01-15 18:00:00+00:00,2026-01-16 15:00:00+00:00,C,GENERIC,-1.018605,15.389269,17.427182,-2.037913
68,2026-01-19 05:00:00+00:00,2026-01-21 15:00:00+00:00,B,GENERIC,1.652720,17.041988,17.427182,-0.385193
69,2026-01-20 06:00:00+00:00,2026-01-20 13:00:00+00:00,A,GENERIC,0.043783,17.085772,17.427182,-0.341410
70,2026-01-20 18:00:00+00:00,2026-01-21 02:00:00+00:00,A,GENERIC,1.788022,18.873794,18.873794,0.000000
71,2026-01-21 04:00:00+00:00,2026-01-21 06:00:00+00:00,A,GENERIC,0.071989,18.945783,18.945783,0.000000
72,2026-01-22 20:00:00+00:00,2026-01-23 08:00:00+00:00,A,GENERIC,0.360865,19.306648,19.306648,0.000000
73,2026-01-28 04:00:00+00:00,2026-01-28 09:00:00+00:00,A,GENERIC,0.488724,19.795372,19.795372,0.000000
74,2026-01-29 05:00:00+00:00,2026-01-29 15:00:00+00:00,B,GENERIC,-1.001754,18.793618,19.795372,-1.001754
75,2026-01-30 06:00:00+00:00,2026-01-30 10:00:00+00:00,B,GENERIC,0.431830,19.225448,19.795372,-0.569924
76,2026-01-30 18:00:00+00:00,2026-01-30 19:00:00+00:00,A,GENERIC,-0.148700,19.076749,19.795372,-0.718623
77,2026-02-02 04:00:00+00:00,2026-02-02 07:00:00+00:00,A,GENERIC,0.297232,19.373981,19.795372,-0.421391
78,2026-02-09 06:00:00+00:00,2026-02-12 16:00:00+00:00,B,GENERIC,-1.004611,18.369370,19.795372,-1.426002
79,2026-02-12 18:00:00+00:00,2026-02-13 00:00:00+00:00,A+,GENERIC,-0.053916,18.315455,19.795372,-1.479917
80,2026-02-17 15:00:00+00:00,2026-02-18 04:00:00+00:00,A,GENERIC,-1.010863,17.304592,19.795372,-2.490780
81,2026-02-19 09:00:00+00:00,2026-02-24 01:00:00+00:00,B,GENERIC,2.375463,19.680054,19.795372,-0.115318
82,2026-02-23 18:00:00+00:00,2026-02-24 01:00:00+00:00,A,GENERIC,0.055957,19.736011,19.795372,-0.059361
83,2026-02-27 18:00:00+00:00,2026-03-02 01:00:00+00:00,B,GENERIC,1.064964,20.800975,20.800975,0.000000
84,2026-03-02 08:00:00+00:00,2026-03-02 14:00:00+00:00,A,GENERIC,-1.011112,19.789863,20.800975,-1.011112
85,2026-03-03 15:00:00+00:00,2026-03-04 01:00:00+00:00,A,GENERIC,-1.005262,18.784601,20.800975,-2.016374
86,2026-03-09 20:00:00+00:00,2026-03-11 13:00:00+00:00,B,GENERIC,0.156613,18.941213,20.800975,-1.859761
87,2026-03-13 18:00:00+00:00,2026-03-17 05:00:00+00:00,B,GENERIC,0.023552,18.964766,20.800975,-1.836209
88,2026-03-18 15:00:00+00:00,2026-03-19 00:00:00+00:00,A,GENERIC,0.484289,19.449055,20.800975,-1.351920
89,2026-03-18 20:00:00+00:00,2026-03-19 19:00:00+00:00,B,GENERIC,0.952282,20.401337,20.800975,-0.399638
90,2026-03-19 07:00:00+00:00,2026-03-19 14:00:00+00:00,B,GENERIC,1.065243,21.466580,21.466580,0.000000
91,2026-03-19 15:00:00+00:00,2026-03-23 11:00:00+00:00,B,GENERIC,0.846479,22.313058,22.313058,0.000000
92,2026-03-20 15:00:00+00:00,2026-03-23 01:00:00+00:00,A,GENERIC,2.011745,24.324804,24.324804,0.000000
93,2026-03-20 20:00:00+00:00,2026-03-23 11:00:00+00:00,B,GENERIC,0.680234,25.005038,25.005038,0.000000
94,2026-03-23 04:00:00+00:00,2026-04-01 23:00:00+00:00,B,GENERIC,-1.001471,24.003566,25.005038,-1.001471
95,2026-03-27 19:00:00+00:00,2026-03-29 23:00:00+00:00,B,GENERIC,-1.009081,22.994485,25.005038,-2.010552
96,2026-03-31 19:00:00+00:00,2026-04-02 01:00:00+00:00,B,GENERIC,0.031998,23.026484,25.005038,-1.978554
97,2026-04-01 07:00:00+00:00,2026-04-21 07:00:00+00:00,B,GENERIC,0.236600,23.263084,25.005038,-1.741954
98,2026-04-02 06:00:00+00:00,2026-04-07 22:00:00+00:00,B,GENERIC,-1.003841,22.259242,25.005038,-2.745795
99,2026-04-02 20:00:00+00:00,2026-04-08 01:00:00+00:00,C,GENERIC,1.738965,23.998207,25.005038,-1.006831
100,2026-04-08 06:00:00+00:00,2026-04-27 06:00:00+00:00,B,GENERIC,-0.535232,23.462975,25.005038,-1.542063
101,2026-04-14 20:00:00+00:00,2026-04-19 23:00:00+00:00,B,GENERIC,-1.006054,22.456920,25.005038,-2.548118
102,2026-04-17 15:00:00+00:00,2026-04-19 23:00:00+00:00,B,GENERIC,-1.006110,21.450810,25.005038,-3.554228
103,2026-04-21 15:00:00+00:00,2026-04-21 23:00:00+00:00,B,GENERIC,0.122932,21.573742,25.005038,-3.431295
104,2026-04-21 20:00:00+00:00,2026-04-21 23:00:00+00:00,A,GENERIC,-1.013210,20.560532,25.005038,-4.444506
105,2026-04-24 04:00:00+00:00,2026-04-24 11:00:00+00:00,A,GENERIC,-1.016356,19.544176,25.005038,-5.460862
106,2026-04-29 08:00:00+00:00,2026-04-29 15:00:00+00:00,B,GENERIC,0.387820,19.931996,25.005038,-5.073042
107,2026-04-30 08:00:00+00:00,2026-04-30 13:00:00+00:00,C,GENERIC,0.365050,20.297046,25.005038,-4.707992
108,2026-05-06 04:00:00+00:00,2026-05-11 00:00:00+00:00,B,GENERIC,0.298967,20.596013,25.005038,-4.409025
109,2026-05-06 09:00:00+00:00,2026-05-06 11:00:00+00:00,A,GENERIC,-0.159189,20.436824,25.005038,-4.568214
110,2026-05-07 08:00:00+00:00,2026-05-11 05:00:00+00:00,B,GENERIC,-1.008412,19.428412,25.005038,-5.576626
111,2026-05-07 15:00:00+00:00,2026-05-11 05:00:00+00:00,B,GENERIC,-1.006688,18.421724,25.005038,-6.583314
112,2026-05-15 05:00:00+00:00,2026-05-15 07:00:00+00:00,A,GENERIC,0.577120,18.998845,25.005038,-6.006193
113,2026-05-26 18:00:00+00:00,2026-05-26 23:00:00+00:00,A,GENERIC,-1.019805,17.979040,25.005038,-7.025998
114,2026-05-28 04:00:00+00:00,2026-05-28 12:00:00+00:00,A,GENERIC,-1.016002,16.963038,25.005038,-8.042000
115,2026-06-04 05:00:00+00:00,2026-06-04 14:00:00+00:00,B,GENERIC,0.140062,17.103100,25.005038,-7.901938
116,2026-06-05 15:00:00+00:00,2026-06-11 17:00:00+00:00,B,GENERIC,1.775928,18.879027,25.005038,-6.126010
117,2026-06-05 20:00:00+00:00,2026-06-11 17:00:00+00:00,B,GENERIC,0.891168,19.770196,25.005038,-5.234842
118,2026-06-08 06:00:00+00:00,2026-06-11 01:00:00+00:00,B,GENERIC,2.388915,22.159111,25.005038,-2.845926
119,2026-06-10 08:00:00+00:00,2026-06-11 17:00:00+00:00,B,GENERIC,0.128062,22.287173,25.005038,-2.717865
120,2026-06-10 15:00:00+00:00,2026-06-11 17:00:00+00:00,B,GENERIC,0.044120,22.331292,25.005038,-2.673745
121,2026-06-10 20:00:00+00:00,2026-06-11 00:00:00+00:00,A,GENERIC,0.283088,22.614380,25.005038,-2.390657
122,2026-06-17 20:00:00+00:00,2026-06-18 00:00:00+00:00,A,GENERIC,-1.012321,21.602059,25.005038,-3.402978
123,2026-06-23 08:00:00+00:00,2026-06-23 13:00:00+00:00,A,GENERIC,-1.016385,20.585674,25.005038,-4.419364
124,2026-06-24 04:00:00+00:00,2026-06-25 15:00:00+00:00,B,GENERIC,0.248029,20.833703,25.005038,-4.171335
125,2026-06-24 15:00:00+00:00,2026-06-24 20:00:00+00:00,A,GENERIC,0.142903,20.976606,25.005038,-4.028431
126,2026-07-01 15:00:00+00:00,2026-07-07 05:00:00+00:00,B,GENERIC,0.252420,21.229026,25.005038,-3.776012
127,2026-07-02 15:00:00+00:00,2026-07-03 06:00:00+00:00,A,GENERIC,0.707467,21.936493,25.005038,-3.068545
128,2026-07-08 15:00:00+00:00,2026-07-08 18:00:00+00:00,A,GENERIC,-1.014869,20.921624,25.005038,-4.083414
129,2026-07-13 04:00:00+00:00,2026-07-14 01:00:00+00:00,A,GENERIC,1.427484,22.349107,25.005038,-2.655930
130,2026-07-13 15:00:00+00:00,2026-07-14 02:00:00+00:00,A,GENERIC,0.047572,22.396679,25.005038,-2.608358
131,2026-07-16 18:00:00+00:00,2026-07-17 14:00:00+00:00,A,GENERIC,-0.360282,22.036397,25.005038,-2.968641
132,2026-07-20 04:00:00+00:00,2026-07-21 11:00:00+00:00,C,GENERIC,0.953601,22.989998,25.005038,-2.015040
133,2026-07-21 04:00:00+00:00,2026-07-22 22:00:00+00:00,B,GENERIC,1.204813,24.194810,25.005038,-0.810227
134,2026-07-21 19:00:00+00:00,2026-07-22 22:00:00+00:00,B,GENERIC,0.707786,24.902596,25.005038,-0.102441
135,2026-07-22 04:00:00+00:00,2026-07-22 16:00:00+00:00,A,GENERIC,0.481848,25.384444,25.384444,0.000000
136,2026-07-29 08:00:00+00:00,2026-07-29 12:00:00+00:00,C,GENERIC,-1.026526,24.357918,25.384444,-1.026526
137,2026-07-29 19:00:00+00:00,2026-08-04 17:00:00+00:00,C,GENERIC,-0.234569,24.123350,25.384444,-1.261095
138,2026-07-30 15:00:00+00:00,2026-08-04 17:00:00+00:00,C,GENERIC,-0.154009,23.969341,25.384444,-1.415104