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
1005 B
JSON
49 lines
1005 B
JSON
{
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"by_quality": {
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"A": {
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"max_dd_r": -12.478514,
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"profit_factor": 1.46302,
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"total_r": 25.071407,
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"trades": 144,
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"win_rate_pct": 59.722222
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},
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"A+": {
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"max_dd_r": -1.29411,
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"profit_factor": 0.364154,
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"total_r": -1.29411,
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"trades": 4,
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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": -9.664675,
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"profit_factor": 1.341748,
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"total_r": 25.036715,
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"trades": 208,
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"win_rate_pct": 62.019231
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},
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"C": {
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"max_dd_r": -3.634364,
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"profit_factor": 3.221168,
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"total_r": 25.118853,
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"trades": 41,
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"win_rate_pct": 73.170732
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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": -10.828124,
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"profit_factor": 1.525269,
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"total_r": 73.932864,
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"trades": 397,
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"win_rate_pct": 62.216625
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}
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},
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"overall": {
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"max_dd_r": -10.828124,
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"profit_factor": 1.525269,
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"total_r": 73.932864,
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"trades": 397,
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"win_rate_pct": 62.216625
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}
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}
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