ForexBot2/baseline/da61cff/h4_s030/equity.csv at b357ab1e87c2411d414f8b7b0bc5026962097cbe

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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

4.3 KiB

Raw Blame History

1	trade_n	entry_time	exit_time	quality	strategy	r_multiple	cum_r	high_water	drawdown_r
2	1	2025-09-01 08:00:00+00:00	2025-09-18 04:00:00+00:00	B	GENERIC	1.805231	1.805231	1.805231	0.000000
3	2	2025-09-03 12:00:00+00:00	2025-09-04 00:00:00+00:00	A	GENERIC	0.099674	1.904905	1.904905	0.000000
4	3	2025-09-08 12:00:00+00:00	2025-10-09 16:00:00+00:00	B	GENERIC	2.712991	4.617896	4.617896	0.000000
5	4	2025-09-16 08:00:00+00:00	2025-09-24 16:00:00+00:00	B	GENERIC	0.630258	5.248154	5.248154	0.000000
6	5	2025-09-22 08:00:00+00:00	2025-09-23 16:00:00+00:00	A	GENERIC	1.338101	6.586255	6.586255	0.000000
7	6	2025-09-23 12:00:00+00:00	2025-09-24 12:00:00+00:00	A	GENERIC	-1.007684	5.578571	6.586255	-1.007684
8	7	2025-09-29 12:00:00+00:00	2025-09-30 08:00:00+00:00	A	GENERIC	0.230356	5.808927	6.586255	-0.777328
9	8	2025-10-01 08:00:00+00:00	2025-10-02 12:00:00+00:00	A	GENERIC	-1.006098	4.802829	6.586255	-1.783426
10	9	2025-10-08 08:00:00+00:00	2025-10-17 00:00:00+00:00	B	GENERIC	2.175014	6.977843	6.977843	0.000000
11	10	2025-10-13 08:00:00+00:00	2025-10-14 12:00:00+00:00	B	GENERIC	0.289450	7.267293	7.267293	0.000000
12	11	2025-10-16 12:00:00+00:00	2025-10-17 12:00:00+00:00	B	GENERIC	0.006344	7.273636	7.273636	0.000000
13	12	2025-10-22 12:00:00+00:00	2025-11-10 00:00:00+00:00	B	GENERIC	-0.100371	7.173265	7.273636	-0.100371
14	13	2025-11-10 12:00:00+00:00	2025-11-11 12:00:00+00:00	A	GENERIC	0.449167	7.622432	7.622432	0.000000
15	14	2025-11-13 08:00:00+00:00	2025-11-13 16:00:00+00:00	A	GENERIC	-1.005274	6.617159	7.622432	-1.005274
16	15	2025-11-26 12:00:00+00:00	2025-12-02 00:00:00+00:00	B	GENERIC	0.251978	6.869137	7.622432	-0.753295
17	16	2025-12-01 08:00:00+00:00	2025-12-02 08:00:00+00:00	A	GENERIC	-1.005683	5.863454	7.622432	-1.758978
18	17	2025-12-12 08:00:00+00:00	2025-12-12 12:00:00+00:00	A	GENERIC	0.314960	6.178415	7.622432	-1.444018
19	18	2025-12-22 08:00:00+00:00	2025-12-23 12:00:00+00:00	A+	GENERIC	0.998027	7.176441	7.622432	-0.445991
20	19	2025-12-23 08:00:00+00:00	2025-12-23 12:00:00+00:00	A	GENERIC	-1.006249	6.170192	7.622432	-1.452241
21	20	2026-01-12 08:00:00+00:00	2026-01-12 20:00:00+00:00	A+	GENERIC	-0.087162	6.083030	7.622432	-1.539402
22	21	2026-01-14 08:00:00+00:00	2026-01-16 12:00:00+00:00	B	GENERIC	-1.003306	5.079724	7.622432	-2.542708
23	22	2026-01-15 12:00:00+00:00	2026-01-16 12:00:00+00:00	C	GENERIC	-1.003833	4.075891	7.622432	-3.546541
24	23	2026-01-19 08:00:00+00:00	2026-01-21 12:00:00+00:00	A	GENERIC	2.455935	6.531827	7.622432	-1.090606
25	24	2026-01-20 08:00:00+00:00	2026-01-21 12:00:00+00:00	A	GENERIC	2.148449	8.680276	8.680276	0.000000
26	25	2026-01-21 08:00:00+00:00	2026-01-29 12:00:00+00:00	B	GENERIC	2.472578	11.152854	11.152854	0.000000
27	26	2026-01-22 08:00:00+00:00	2026-01-23 08:00:00+00:00	A	GENERIC	0.801927	11.954781	11.954781	0.000000
28	27	2026-01-26 08:00:00+00:00	2026-01-29 12:00:00+00:00	B	GENERIC	1.446922	13.401704	13.401704	0.000000
29	28	2026-01-28 08:00:00+00:00	2026-01-29 00:00:00+00:00	A	GENERIC	2.093481	15.495185	15.495185	0.000000
30	29	2026-01-29 08:00:00+00:00	2026-01-30 16:00:00+00:00	B	GENERIC	-1.000474	14.494711	15.495185	-1.000474
31	30	2026-02-02 08:00:00+00:00	2026-02-22 20:00:00+00:00	B	GENERIC	-1.000538	13.494173	15.495185	-2.001012
32	31	2026-03-02 08:00:00+00:00	2026-03-02 12:00:00+00:00	A+	GENERIC	-1.002968	12.491205	15.495185	-3.003980
33	32	2026-03-19 08:00:00+00:00	2026-03-19 16:00:00+00:00	A+	GENERIC	1.243807	13.735012	15.495185	-1.760173
34	33	2026-03-20 12:00:00+00:00	2026-03-23 08:00:00+00:00	B	GENERIC	0.638915	14.373927	15.495185	-1.121258
35	34	2026-03-23 08:00:00+00:00	2026-03-23 08:00:00+00:00	A	GENERIC	-1.001579	13.372348	15.495185	-2.122837
36	35	2026-04-01 08:00:00+00:00	2026-04-02 00:00:00+00:00	A	GENERIC	-0.111016	13.261332	15.495185	-2.233853
37	36	2026-05-07 08:00:00+00:00	2026-05-11 04:00:00+00:00	A	GENERIC	-1.003944	12.257388	15.495185	-3.237796
38	37	2026-05-15 12:00:00+00:00	2026-05-18 04:00:00+00:00	A+	GENERIC	0.141889	12.399278	15.495185	-3.095907
39	38	2026-06-08 08:00:00+00:00	2026-06-11 00:00:00+00:00	A	GENERIC	2.578448	14.977726	15.495185	-0.517459
40	39	2026-06-10 08:00:00+00:00	2026-06-11 00:00:00+00:00	A	GENERIC	1.128895	16.106621	16.106621	0.000000
41	40	2026-06-11 12:00:00+00:00	2026-08-03 20:00:00+00:00	B	GENERIC	0.081741	16.188361	16.188361	0.000000
42	41	2026-06-25 08:00:00+00:00	2026-08-03 20:00:00+00:00	B	GENERIC	-0.238501	15.949861	16.188361	-0.238501
43	42	2026-07-21 08:00:00+00:00	2026-07-23 04:00:00+00:00	B	GENERIC	0.374432	16.324293	16.324293	0.000000

4.3 KiB Raw Blame History

4.3 KiB

Raw Blame History