Brummel/Aura
1
0
Fork 0
Code Issues 31 Pull Requests Actions Packages Projects Releases Wiki Activity
Files
main
Aura/fieldtests/milestone-research-artifacts/mra_run2_stdout.txt
T
Brummel 6f2cf443c4 fieldtest: milestone-research-artifacts corpus (GREEN) + Aura.toml data-key doc fix (F7) 
MILESTONE VERDICT: GREEN — the whole span (0106-0109) holds end to
end as one continuous consumer scenario: authored from a bare {} via
introspection alone, every ref resolved from the public surface, three
validation tiers, run by content id over two real instruments through
the full v2 pipeline, realization recorded (selection/survivors/
bootstrap/generalizations/trace_name), traces on disk and charted,
read back via campaign runs, byte-identical re-runs (C1), refusals
precise. 0 bugs, 0 frictions, 0 spec gaps; 2 doc-gaps.

F7 fixed in this commit (the docs claimed an archive-root path without
naming the key; a guessed [paths] archive silently no-ops): project-
layout and the glossary Aura.toml entry now name [paths] data, and the
aura new template advertises the commented-out key. F8 (op-script
grammar not CLI-discoverable) filed as #208, sibling of the #197 docs
half — one docwriter pass once desired.

The milestone-close gate evidence is this corpus; the formal milestone
close and the push remain user-reserved.

refs #189
2026-07-04 04:45:36 +02:00

16 lines
18 KiB
Plaintext
Raw Permalink Blame History

{"family_id":"42edebd2-0-GER40-w0-s0-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":2}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1725148800000000000,1727740800000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":13117250.0000001,"max_drawdown":6156000.00000006,"bias_sign_flips":3977,"r":{"expectancy_r":0.028321444460569407,"n_trades":3903,"win_rate":0.33692031770433,"avg_win_r":1.5089377461851683,"avg_loss_r":-0.7240009808747663,"profit_factor":1.0589943641136834,"max_r_drawdown":78.64539272099334,"n_open_at_end":1,"sqn":1.0540214890316064,"sqn_normalized":0.16871363772287948,"net_expectancy_r":0.028321444460569407,"conviction_terciles_r":[-0.05124882989934285,0.06705254021274346,0.0691606230683076]}}}}
{"family_id":"42edebd2-0-GER40-w0-s0-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":2}],["graph.slow.length",{"I64":16}],["graph.bias.scale",{"F64":0.5}]],"window":[1725148800000000000,1727740800000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":358625.0000013883,"max_drawdown":6570250.000000078,"bias_sign_flips":2550,"r":{"expectancy_r":0.001942726488289421,"n_trades":2581,"win_rate":0.2909724912824487,"avg_win_r":1.9096186007126963,"avg_loss_r":-0.7809340940267545,"profit_factor":1.0035086026962674,"max_r_drawdown":72.50403168697483,"n_open_at_end":1,"sqn":0.05152717930726507,"sqn_normalized":0.010142438121122548,"net_expectancy_r":0.001942726488289421,"conviction_terciles_r":[0.003799692660105443,-0.03634478563974999,0.0383309605444476]}}}}
{"family_id":"42edebd2-0-GER40-w0-s0-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1725148800000000000,1727740800000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":7427500.00000102,"max_drawdown":4223625.000000085,"bias_sign_flips":3570,"r":{"expectancy_r":0.025765945651374078,"n_trades":3811,"win_rate":0.358960902650223,"avg_win_r":1.508960221588393,"avg_loss_r":-0.8047742792695608,"profit_factor":1.0499444782267588,"max_r_drawdown":90.38863380823058,"n_open_at_end":1,"sqn":0.8490217221109733,"sqn_normalized":0.1375305967356901,"net_expectancy_r":0.025765945651374078,"conviction_terciles_r":[0.016131381474867954,-0.0014331659738562395,0.06257064137773533]}}}}
{"family_id":"42edebd2-0-GER40-w0-s0-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":16}],["graph.bias.scale",{"F64":0.5}]],"window":[1725148800000000000,1727740800000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":-700187.4999997262,"max_drawdown":9144874.999999981,"bias_sign_flips":1965,"r":{"expectancy_r":-0.021911292659493667,"n_trades":2388,"win_rate":0.3274706867671692,"avg_win_r":1.76727288256566,"avg_loss_r":-0.8931080703843195,"profit_factor":0.9635201732345389,"max_r_drawdown":132.7156533736896,"n_open_at_end":1,"sqn":-0.5448524993019401,"sqn_normalized":-0.11149664160230002,"net_expectancy_r":-0.021911292659493667,"conviction_terciles_r":[-0.0043670430492390765,-0.0543615931213561,-0.007005241807885511]}}}}
{"family_id":"42edebd2-0-GER40-w0-s2-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":2}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1726358400000000000,1726963199999000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","selection":{"selection_metric":"sqn","n_trials":3,"raw_winner_metric":1.2525827059630634,"mode":"Argmax","deflated_score":-0.9114506657085979,"overfit_probability":0.3086913086913087,"n_resamples":1000,"block_len":5,"seed":42},"instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":-2671375.000000078,"max_drawdown":5680625.000000145,"bias_sign_flips":964,"r":{"expectancy_r":0.005758622144586189,"n_trades":948,"win_rate":0.310126582278481,"avg_win_r":1.655446626472683,"avg_loss_r":-0.7358442421863931,"profit_factor":1.0113439231583259,"max_r_drawdown":77.80119014468967,"n_open_at_end":1,"sqn":0.0892283296665764,"sqn_normalized":0.028980014237749655,"net_expectancy_r":0.005758622144586189,"conviction_terciles_r":[0.03078221446840116,-0.13067653604467921,0.1171701880100367]}}}}
{"family_id":"42edebd2-0-GER40-w0-s2-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1726963200000000000,1727567999999000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","selection":{"selection_metric":"sqn","n_trials":3,"raw_winner_metric":1.2953203025774422,"mode":"Argmax","deflated_score":-0.686644047115786,"overfit_probability":0.22977022977022976,"n_resamples":1000,"block_len":5,"seed":42},"instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":1411000.0000000175,"max_drawdown":2021375.0000000114,"bias_sign_flips":852,"r":{"expectancy_r":0.04367535583327283,"n_trades":895,"win_rate":0.36089385474860336,"avg_win_r":1.442019963427087,"avg_loss_r":-0.7459493089443524,"profit_factor":1.0916123750857663,"max_r_drawdown":31.811394008723603,"n_open_at_end":1,"sqn":0.7810963645657824,"sqn_normalized":0.26109171973841766,"net_expectancy_r":0.04367535583327283,"conviction_terciles_r":[0.016139456567046833,0.1004939582171051,0.014490588177598856]}}}}
{"selection_report":{"family_id":"42edebd2-0-GER40-w0-s0-1","stage":0,"block":"std::sweep","winner_ordinal":0,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":2}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":1.0540214890316064,"mode":"Argmax","deflated_score":-1.0290009962190139,"overfit_probability":0.3876123876123876,"n_resamples":1000,"block_len":5,"seed":42}}}
{"family_id":"42edebd2-0-FRA40-w0-s0-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":2}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1725148800000000000,1727740800000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"FRA40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":9011500.000000523,"max_drawdown":2256874.99999992,"bias_sign_flips":2600,"r":{"expectancy_r":0.06848977082170854,"n_trades":2598,"win_rate":0.3672055427251732,"avg_win_r":1.5851269293911563,"avg_loss_r":-0.8116025949174954,"profit_factor":1.1333581676419873,"max_r_drawdown":113.43637240562812,"n_open_at_end":1,"sqn":1.6096239575111717,"sqn_normalized":0.3157947124442909,"net_expectancy_r":0.06848977082170854,"conviction_terciles_r":[0.06254350002600088,0.04400160398370689,0.09892420845541809]}}}}
{"family_id":"42edebd2-0-FRA40-w0-s0-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":2}],["graph.slow.length",{"I64":16}],["graph.bias.scale",{"F64":0.5}]],"window":[1725148800000000000,1727740800000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"FRA40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":4874024.999999512,"max_drawdown":1828525.0000001895,"bias_sign_flips":1734,"r":{"expectancy_r":0.012633910991027422,"n_trades":1764,"win_rate":0.3163265306122449,"avg_win_r":1.9660034426361068,"avg_loss_r":-0.891163932008935,"profit_factor":1.02073631038418,"max_r_drawdown":127.56571960156333,"n_open_at_end":1,"sqn":0.1805352564960793,"sqn_normalized":0.04298458488001888,"net_expectancy_r":0.012633910991027422,"conviction_terciles_r":[-0.05122435364587141,0.005056510877614854,0.0840695757413386]}}}}
{"family_id":"42edebd2-0-FRA40-w0-s0-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1725148800000000000,1727740800000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"FRA40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":8785849.999999577,"max_drawdown":2055075.0000003316,"bias_sign_flips":2323,"r":{"expectancy_r":0.09120457579140544,"n_trades":2527,"win_rate":0.3850415512465374,"avg_win_r":1.6346237585154926,"avg_loss_r":-0.8751704980763805,"profit_factor":1.169464285922158,"max_r_drawdown":89.88964388296372,"n_open_at_end":1,"sqn":2.1027529408673753,"sqn_normalized":0.4182978458755474,"net_expectancy_r":0.09120457579140544,"conviction_terciles_r":[0.10541266530037846,0.051347405582177874,0.11682323053590576]}}}}
{"family_id":"42edebd2-0-FRA40-w0-s0-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":16}],["graph.bias.scale",{"F64":0.5}]],"window":[1725148800000000000,1727740800000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"FRA40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":4061324.9999994994,"max_drawdown":1863250.0000001749,"bias_sign_flips":1388,"r":{"expectancy_r":-0.018755910436808243,"n_trades":1665,"win_rate":0.3429429429429429,"avg_win_r":1.8447093825081005,"avg_loss_r":-0.9913689655296274,"profit_factor":0.9712061494135039,"max_r_drawdown":102.1145398453396,"n_open_at_end":1,"sqn":-0.30292209491863514,"sqn_normalized":-0.0742375845131563,"net_expectancy_r":-0.018755910436808243,"conviction_terciles_r":[-0.24161321766097607,-0.03185355967084881,0.21719904602140036]}}}}
{"family_id":"42edebd2-0-FRA40-w0-s2-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":2}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1726358400000000000,1726963199999000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","selection":{"selection_metric":"sqn","n_trials":3,"raw_winner_metric":2.632639545000805,"mode":"Argmax","deflated_score":0.6416650665274515,"overfit_probability":0.011988011988011988,"n_resamples":1000,"block_len":5,"seed":42},"instrument":"FRA40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":200650.00000037864,"max_drawdown":1165800.000000123,"bias_sign_flips":650,"r":{"expectancy_r":-0.022520683530951865,"n_trades":656,"win_rate":0.3490853658536585,"avg_win_r":1.4115482009182443,"avg_loss_r":-0.791611490413543,"profit_factor":0.9562935590836824,"max_r_drawdown":57.55698063941928,"n_open_at_end":1,"sqn":-0.30795082586578854,"sqn_normalized":-0.12023459738040812,"net_expectancy_r":-0.022520683530951865,"conviction_terciles_r":[-0.09571003331162321,0.09707913620766383,-0.06926535143310024]}}}}
{"family_id":"42edebd2-0-FRA40-w0-s2-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1726963200000000000,1727567999999000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","selection":{"selection_metric":"sqn","n_trials":3,"raw_winner_metric":1.9751748199764239,"mode":"Argmax","deflated_score":-0.019423194317684134,"overfit_probability":0.053946053946053944,"n_resamples":1000,"block_len":5,"seed":42},"instrument":"FRA40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":1124449.999999984,"max_drawdown":2055075.0000003225,"bias_sign_flips":569,"r":{"expectancy_r":0.048403786424396446,"n_trades":616,"win_rate":0.3847402597402597,"avg_win_r":1.5985540013052624,"avg_loss_r":-0.9209513611396272,"profit_factor":1.0854248341104564,"max_r_drawdown":89.88964388296372,"n_open_at_end":1,"sqn":0.46583912259170446,"sqn_normalized":0.1876919312629149,"net_expectancy_r":0.048403786424396446,"conviction_terciles_r":[0.2751004399586205,-0.08090144199044479,-0.04851486478663962]}}}}
{"selection_report":{"family_id":"42edebd2-0-FRA40-w0-s0-1","stage":0,"block":"std::sweep","winner_ordinal":2,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":4}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":2.1027529408673753,"mode":"Argmax","deflated_score":-0.25026485410828503,"overfit_probability":0.08491508491508491,"n_resamples":1000,"block_len":5,"seed":42}}}
{"campaign_run":{"campaign":"42edebd2159de708009ba21e1ed4aea2cffabc373bf761c5765f79c190b677bd","process":"cd91270ca61ad42f56939231a7803a1d6d7aaa2b70bf79cde9da9284683b86b9","run":1,"seed":42,"cells":[{"strategy":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","instrument":"GER40","window_ms":[1725148800000,1727740800000],"stages":[{"block":"std::sweep","family_id":"42edebd2-0-GER40-w0-s0-1","selection":{"winner_ordinal":0,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":2}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":1.0540214890316064,"mode":"Argmax","deflated_score":-1.0290009962190139,"overfit_probability":0.3876123876123876,"n_resamples":1000,"block_len":5,"seed":42}}},{"block":"std::gate","survivor_ordinals":[0,1,2]},{"block":"std::walk_forward","family_id":"42edebd2-0-GER40-w0-s2-1"},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{"e_r":{"mean":0.02572811864069487,"p5":-0.045358717986233116,"p25":-0.003867370198210889,"p50":0.025041122400765753,"p75":0.054149001087649175,"p95":0.09609753891677572},"prob_le_zero":0.274,"n_trades":1843,"block_len":5,"n_resamples":1000}}}]},{"strategy":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","instrument":"FRA40","window_ms":[1725148800000,1727740800000],"stages":[{"block":"std::sweep","family_id":"42edebd2-0-FRA40-w0-s0-1","selection":{"winner_ordinal":2,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":4}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":2.1027529408673753,"mode":"Argmax","deflated_score":-0.25026485410828503,"overfit_probability":0.08491508491508491,"n_resamples":1000,"block_len":5,"seed":42}}},{"block":"std::gate","survivor_ordinals":[0,1,2]},{"block":"std::walk_forward","family_id":"42edebd2-0-FRA40-w0-s2-1"},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{"e_r":{"mean":0.013305753279586063,"p5":-0.09686234697635485,"p25":-0.02935938855824511,"p50":0.014375417056209604,"p75":0.0572151928623397,"p95":0.11740134416304716},"prob_le_zero":0.412,"n_trades":1272,"block_len":5,"n_resamples":1000}}}]}],"generalizations":[{"strategy_ordinal":0,"window_ordinal":0,"generalization":{"selection_metric":"expectancy_r","n_instruments":2,"worst_case":0.04367535583327283,"sign_agreement":2,"per_instrument":[["GER40",0.04367535583327283],["FRA40",0.048403786424396446]]},"winners":[["GER40",[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]]],["FRA40",[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]]]]}],"trace_name":"42edebd2-1"}}
Reference in New Issue View Git Blame Copy Permalink