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
49 lines
988 B
JSON
49 lines
988 B
JSON
{
|
|
"by_quality": {
|
|
"A": {
|
|
"max_dd_r": -6.032805,
|
|
"profit_factor": 1.109438,
|
|
"total_r": 2.459487,
|
|
"trades": 60,
|
|
"win_rate_pct": 53.333333
|
|
},
|
|
"A+": {
|
|
"max_dd_r": -0.053916,
|
|
"profit_factor": 0.0,
|
|
"total_r": -0.053916,
|
|
"trades": 1,
|
|
"win_rate_pct": 0.0
|
|
},
|
|
"B": {
|
|
"max_dd_r": -6.498573,
|
|
"profit_factor": 1.768486,
|
|
"total_r": 13.712399,
|
|
"trades": 63,
|
|
"win_rate_pct": 68.253968
|
|
},
|
|
"C": {
|
|
"max_dd_r": -1.415104,
|
|
"profit_factor": 3.268418,
|
|
"total_r": 7.85137,
|
|
"trades": 14,
|
|
"win_rate_pct": 64.285714
|
|
}
|
|
},
|
|
"by_strategy": {
|
|
"GENERIC": {
|
|
"max_dd_r": -8.042,
|
|
"profit_factor": 1.546842,
|
|
"total_r": 23.969341,
|
|
"trades": 138,
|
|
"win_rate_pct": 60.869565
|
|
}
|
|
},
|
|
"overall": {
|
|
"max_dd_r": -8.042,
|
|
"profit_factor": 1.546842,
|
|
"total_r": 23.969341,
|
|
"trades": 138,
|
|
"win_rate_pct": 60.869565
|
|
}
|
|
}
|