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
985 B
JSON
49 lines
985 B
JSON
{
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"by_quality": {
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"A": {
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"max_dd_r": -4.036504,
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"profit_factor": 1.908268,
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"total_r": 6.491869,
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"trades": 19,
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"win_rate_pct": 57.894737
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},
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"A+": {
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"max_dd_r": -1.09013,
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"profit_factor": 2.186641,
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"total_r": 1.293592,
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"trades": 5,
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"win_rate_pct": 60.0
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},
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"B": {
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"max_dd_r": -2.001012,
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"profit_factor": 3.854359,
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"total_r": 9.542664,
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"trades": 17,
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"win_rate_pct": 70.588235
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},
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"C": {
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"max_dd_r": -1.003833,
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"profit_factor": 0.0,
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"total_r": -1.003833,
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"trades": 1,
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"win_rate_pct": 0.0
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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": -3.546541,
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"profit_factor": 2.297156,
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"total_r": 16.324293,
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"trades": 42,
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"win_rate_pct": 61.904762
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}
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},
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"overall": {
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"max_dd_r": -3.546541,
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"profit_factor": 2.297156,
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"total_r": 16.324293,
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"trades": 42,
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"win_rate_pct": 61.904762
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}
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}
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