claude
5e32f3ccdf
Source-blind consumer fieldtest against the release binary at 4474814:
discovery-surface identity (--params vs --list-axes byte-identical,
raw + default= on bound), the document-first loop with two
bound-override axes (validate + run e2e, manifest raw), the translation
seams (all three verbs refuse wrapped identically exit 2; campaign
validate did-you-mean exit 1), and manifests raw in params AND defaults
on all routes with reproduce 4/4 bit-identical. One spec-gap: the guide
transcript abbreviated the strategy content-id (ratified in the
follow-up doc commit). Not exercisable source-blind: replay of a
pre-#328 wrapped-name on-disk family (noted in TRANSCRIPT).
refs #328
3 lines
2.0 KiB
Plaintext
3 lines
2.0 KiB
Plaintext
{"family_id":"3fbe4493-0-US500-w0-r0-s1-0","report":{"manifest":{"commit":"4474814fa79e227cd2d93e34a6982b49f31ba846","params":[["fast.length",{"I64":4}],["slow.length",{"I64":8}],["stop_length",{"I64":3}],["stop_k",{"F64":2.0}]],"defaults":[["bias.scale",{"F64":0.5}]],"window":[1730986785000000000,1732903979999000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","selection":{"selection_metric":"sqn_normalized","n_trials":2,"raw_winner_metric":-0.047813708639866226,"mode":"Argmax","deflated_score":-0.2491637240312123,"overfit_probability":0.9090909090909091,"n_resamples":1000,"block_len":5,"seed":0},"instrument":"US500","topology_hash":"f5fdf729d0333f0286c19d57143fb7933137f27a6128e72489c508096c7a2240","project":{"commit":"6bb76063046d41062b68fbde79950b9d06fbd41d"}},"metrics":{"total_pips":86.88750000012675,"max_drawdown":212.54749999991324,"bias_sign_flips":3244,"r":{"expectancy_r":0.030790024810340468,"n_trades":3446,"win_rate":0.3444573418456181,"avg_win_r":1.6171611559204189,"avg_loss_r":-0.8027746200004905,"profit_factor":1.0585080262251694,"max_r_drawdown":132.69624561269114,"n_open_at_end":1,"sqn":0.9012552216989966,"sqn_normalized":0.15352890674784425,"net_expectancy_r":0.030790024810340468,"conviction_terciles_r":[0.03406326248492066,0.038379965173779666,0.019929695543143295]}}}}
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{"walkforward":{"oos_r":{"avg_loss_r":-0.8027746200004905,"avg_win_r":1.6171611559204189,"conviction_terciles_r":[0.0,0.0,0.0],"expectancy_r":0.030790024810340468,"max_r_drawdown":132.69624561269114,"n_open_at_end":0,"n_trades":3446,"net_expectancy_r":0.030790024810340468,"profit_factor":1.0585080262251694,"sqn":0.9012552216989966,"sqn_normalized":0.15352890674784425,"win_rate":0.3444573418456181},"param_stability":[{"mean":4.0,"p25":4.0,"p5":4.0,"p50":4.0,"p75":4.0,"p95":4.0},{"mean":8.0,"p25":8.0,"p5":8.0,"p50":8.0,"p75":8.0,"p95":8.0},{"mean":3.0,"p25":3.0,"p5":3.0,"p50":3.0,"p75":3.0,"p95":3.0},{"mean":2.0,"p25":2.0,"p5":2.0,"p50":2.0,"p75":2.0,"p95":2.0}],"stitched_total_pips":86.88750000012675,"windows":1}}
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