Harwinder Sekhon
68dc76a5f1
26 rolling folds per TF (train 12mo / test 3mo / step 3mo) over
2019-01-01→2026-08-07 on fresh Oanda history (5 parquets, sha256s in
manifest). Aggregated OOS: M5 +126.5R PF 1.35 (11/26 folds flagged),
M15 +139.2R PF 1.18 (9/26), H1 +33.3R PF 1.15 (13/26), H4 +33.3R
PF 1.52 (9/26). Flagged folds cluster 2020H2–2023; 2023-10+ nearly
uniformly positive — corroborates the "earns mainly 2024+" re-pin
finding. Robustness read only: NOT a new baseline, nothing tuned.
Runs captured at 1c264d5 + the walk-forward diff (recorded as
dirty + diff sha256 in manifest.json); compare_baseline passed 32/32
immediately before the runs.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_017FBjfomAipxvPWwRJEDDyJ
49 lines
1003 B
JSON
49 lines
1003 B
JSON
{
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"by_quality": {
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"A": {
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"max_dd_r": -26.517841,
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"profit_factor": 0.949096,
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"total_r": -6.434109,
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"trades": 332,
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"win_rate_pct": 53.313253
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},
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"A+": {
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"max_dd_r": -2.362037,
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"profit_factor": 0.797546,
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"total_r": -0.489118,
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"trades": 8,
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"win_rate_pct": 37.5
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},
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"B": {
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"max_dd_r": -11.030533,
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"profit_factor": 1.265604,
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"total_r": 27.030179,
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"trades": 313,
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"win_rate_pct": 56.549521
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},
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"C": {
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"max_dd_r": -3.787138,
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"profit_factor": 3.413304,
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"total_r": 20.446149,
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"trades": 36,
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"win_rate_pct": 66.666667
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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": -23.839185,
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"profit_factor": 1.16964,
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"total_r": 40.5531,
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"trades": 689,
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"win_rate_pct": 55.297533
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}
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},
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"overall": {
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"max_dd_r": -23.839185,
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"profit_factor": 1.16964,
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"total_r": 40.5531,
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"trades": 689,
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"win_rate_pct": 55.297533
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}
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}
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