55 lines
1.7 KiB
JSON
55 lines
1.7 KiB
JSON
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{
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"gold": {
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"roi": 88.55,
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"pf": 1.215,
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"dd": 15.05,
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"sharpe": 4.38,
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"wr": 50.5,
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"trades": 2155
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},
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"results": [
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{
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"n_triggered": 32,
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"n_total": 2155,
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"pct_triggered": 1.4849187935034802,
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"avg_actual_pnl_pct": 0.16971558008744564,
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"avg_early_exit_pnl_pct": 0.0195519860418085,
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"avg_pnl_delta_pct": -0.15016359404563714,
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"early_better_rate": 37.5,
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"avg_bars_saved": 91.6875,
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"roi_impact_estimate_pp": -0.9610470018920778,
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"name": "T1: exit if proxy_B < p10"
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},
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{
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"n_triggered": 37,
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"n_total": 2155,
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"pct_triggered": 1.716937354988399,
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"avg_actual_pnl_pct": -0.01204806624716285,
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"avg_early_exit_pnl_pct": 0.023025551555410688,
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"avg_pnl_delta_pct": 0.03507361780257347,
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"early_better_rate": 40.54054054054054,
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"avg_bars_saved": 102.70270270270271,
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"roi_impact_estimate_pp": 0.2595447717390437,
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"name": "T2: exit if proxy_B < p25"
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},
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{
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"n_triggered": 46,
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"n_total": 2155,
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"pct_triggered": 2.134570765661253,
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"avg_actual_pnl_pct": -0.0036840609630585178,
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"avg_early_exit_pnl_pct": 0.012711500756466773,
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"avg_pnl_delta_pct": 0.016395561719525237,
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"early_better_rate": 43.47826086956522,
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"avg_bars_saved": 103.47826086956522,
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"roi_impact_estimate_pp": 0.1508391678196324,
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"name": "T3: exit if proxy_B < p50"
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}
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],
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"meta": {
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"experiment": "proxy_B exit shadow (corrected)",
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"proxy": "instability_50 - v750_lambda_max_velocity",
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"n_trades": 2155,
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"baseline_roi": 88.54671933603525,
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"baseline_pf": 1.21470506157439
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}
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}
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