Brummel
f95de8fcc2
Milestone-close fieldtest for "Verb dissolution" (#210), authored from the public interface only. Three end-to-end scenarios over the real GER40/USDJPY 2025 archive: 1. all four dissolved verbs on the r-sma real path (sweep via blueprint; generalize/walkforward/mc via --strategy) — correct + deterministic; 2. reach-through — `aura generalize` auto-registers a campaign+process document and `aura campaign run <id>` reproduces worst_case byte-for-byte; 3. a hand-authored 2-instrument × 2-window × 2-regime matrix (8 cells → 4 generalizations) no verb can express — regimes compared, never argmax'd. Result: 0 bugs; the core promise holds empirically (behaviour preservation, campaign-substrate reach-through, and the risk-regime axis all confirmed). Residual findings are discoverability/ergonomics follow-ups, filed as #216 (risk-axis discoverability), #217 (verb knob asymmetry), #218 (no-project store litter). The friction-and-bug spec stays a git-ignored working file.
5 lines
4.0 KiB
Plaintext
5 lines
4.0 KiB
Plaintext
{"family_id":"c9051499-0-GER40-w0-r0-s0-0","report":{"manifest":{"commit":"2a7caa6e38bbd7768ad8ef1a4bc5a745f1122e34","params":[["graph.fast.length",{"I64":3}],["graph.slow.length",{"I64":12}],["graph.bias.scale",{"F64":0.5}],["stop_length",{"I64":3}],["stop_k",{"F64":2.0}]],"window":[1735776899999000000,1751313479999000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a"},"metrics":{"total_pips":-2862699.999994523,"max_drawdown":54231416.66667029,"bias_sign_flips":15891,"r":{"expectancy_r":-0.003094165573522419,"n_trades":17257,"win_rate":0.3358057599814568,"avg_win_r":1.7935292472072515,"avg_loss_r":-0.911437620211857,"profit_factor":0.9948888162507548,"max_r_drawdown":566.4995211761315,"n_open_at_end":1,"sqn":-0.1783787608960865,"sqn_normalized":-0.013578771907835513,"net_expectancy_r":-0.003094165573522419,"conviction_terciles_r":[-0.014644128985305857,0.031101557818235325,-0.02573598921419908]}}}}
|
|
{"family_id":"c9051499-0-GER40-w0-r0-s0-0","report":{"manifest":{"commit":"2a7caa6e38bbd7768ad8ef1a4bc5a745f1122e34","params":[["graph.fast.length",{"I64":3}],["graph.slow.length",{"I64":20}],["graph.bias.scale",{"F64":0.5}],["stop_length",{"I64":3}],["stop_k",{"F64":2.0}]],"window":[1735776899999000000,1751313479999000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a"},"metrics":{"total_pips":35241319.999987476,"max_drawdown":31772746.666658945,"bias_sign_flips":11235,"r":{"expectancy_r":0.03257206096854835,"n_trades":12715,"win_rate":0.3163979551710578,"avg_win_r":2.1158491102262986,"avg_loss_r":-0.9316506230125727,"profit_factor":1.0511433070554879,"max_r_drawdown":266.5859374316973,"n_open_at_end":1,"sqn":1.4521422112547406,"sqn_normalized":0.12878075519133622,"net_expectancy_r":0.03257206096854835,"conviction_terciles_r":[0.04920222689976142,0.06716125374424935,-0.018635214851196506]}}}}
|
|
{"family_id":"c9051499-0-GER40-w0-r0-s0-0","report":{"manifest":{"commit":"2a7caa6e38bbd7768ad8ef1a4bc5a745f1122e34","params":[["graph.fast.length",{"I64":5}],["graph.slow.length",{"I64":12}],["graph.bias.scale",{"F64":0.5}],["stop_length",{"I64":3}],["stop_k",{"F64":2.0}]],"window":[1735776899999000000,1751313479999000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a"},"metrics":{"total_pips":20785143.333291434,"max_drawdown":30654553.33336261,"bias_sign_flips":13848,"r":{"expectancy_r":0.019526291202329023,"n_trades":17215,"win_rate":0.35817600929422017,"avg_win_r":1.777196624871446,"avg_loss_r":-0.961358429351912,"profit_factor":1.03164597470791,"max_r_drawdown":373.7780277379172,"n_open_at_end":1,"sqn":1.0889084897621863,"sqn_normalized":0.08299231333366146,"net_expectancy_r":0.019526291202329023,"conviction_terciles_r":[0.004667062062864069,0.03749828968851462,0.01641406424441263]}}}}
|
|
{"family_id":"c9051499-0-GER40-w0-r0-s0-0","report":{"manifest":{"commit":"2a7caa6e38bbd7768ad8ef1a4bc5a745f1122e34","params":[["graph.fast.length",{"I64":5}],["graph.slow.length",{"I64":20}],["graph.bias.scale",{"F64":0.5}],["stop_length",{"I64":3}],["stop_k",{"F64":2.0}]],"window":[1735776899999000000,1751313479999000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a"},"metrics":{"total_pips":18233000.000000946,"max_drawdown":31101689.99998994,"bias_sign_flips":9458,"r":{"expectancy_r":0.039703430408155306,"n_trades":12266,"win_rate":0.3287135170389695,"avg_win_r":2.163314792457502,"avg_loss_r":-1.0001801027206976,"profit_factor":1.0591346347759685,"max_r_drawdown":224.30257453649057,"n_open_at_end":1,"sqn":1.6764291413616224,"sqn_normalized":0.15136787755392725,"net_expectancy_r":0.039703430408155306,"conviction_terciles_r":[0.019293894904215347,0.09570496525941728,0.004106439733979929]}}}}
|