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
56 lines
1.1 KiB
JSON
56 lines
1.1 KiB
JSON
{
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"by_quality": {
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"A": {
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"max_dd_r": -7.221372,
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"profit_factor": 1.549825,
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"total_r": 52.539318,
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"trades": 287,
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"win_rate_pct": 53.310105
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},
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"A+": {
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"max_dd_r": -0.032854,
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"profit_factor": 0.0,
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"total_r": -0.032854,
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"trades": 1,
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"win_rate_pct": 0.0
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},
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"B": {
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"max_dd_r": -22.69763,
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"profit_factor": 1.26977,
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"total_r": 75.375675,
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"trades": 750,
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"win_rate_pct": 49.6
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},
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"C": {
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"max_dd_r": -3.17341,
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"profit_factor": 0.988072,
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"total_r": -0.112591,
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"trades": 20,
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"win_rate_pct": 45.0
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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": -8.276239,
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"profit_factor": 1.416835,
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"total_r": 77.940159,
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"trades": 550,
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"win_rate_pct": 52.0
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},
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"XAU_CP": {
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"max_dd_r": -20.848629,
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"profit_factor": 1.252358,
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"total_r": 49.829389,
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"trades": 508,
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"win_rate_pct": 48.818898
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}
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},
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"overall": {
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"max_dd_r": -20.119002,
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"profit_factor": 1.332356,
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"total_r": 127.769547,
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"trades": 1058,
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"win_rate_pct": 50.47259
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}
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}
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