01c19662cb
Includes core prod + GREEN/BLUE subsystems: - prod/ (BLUE harness, configs, scripts, docs) - nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved) - adaptive_exit/ (AEM engine + models/bucket_assignments.pkl) - Observability/ (EsoF advisor, TUI, dashboards) - external_factors/ (EsoF producer) - mc_forewarning_qlabs_fork/ (MC regime/envelope) Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.
177 lines
4.5 KiB
JSON
Executable File
177 lines
4.5 KiB
JSON
Executable File
{
|
|
"gold": {
|
|
"roi": 88.55,
|
|
"pf": 1.215,
|
|
"dd": 15.05,
|
|
"sharpe": 4.38,
|
|
"wr": 50.5,
|
|
"trades": 2155
|
|
},
|
|
"results": [
|
|
{
|
|
"name": "Baseline",
|
|
"roi": 88.54671933603525,
|
|
"pf": 1.21470506157439,
|
|
"dd": 15.046245386522427,
|
|
"wr": 50.48723897911833,
|
|
"sharpe": 4.378300370204196,
|
|
"trades": 2155,
|
|
"elapsed": 201.09715700149536
|
|
},
|
|
{
|
|
"name": "V50/gate/p50",
|
|
"roi": -21.583410235049012,
|
|
"pf": 0.8221680494935062,
|
|
"dd": 31.94312195232001,
|
|
"wr": 51.162790697674424,
|
|
"sharpe": -1.8251030771486862,
|
|
"trades": 473,
|
|
"gate_suppressed": 106766,
|
|
"gate_allowed": 106941,
|
|
"early_exits": 0,
|
|
"sizing_scale_mean": 1.0,
|
|
"elapsed": 338.78401374816895
|
|
},
|
|
{
|
|
"name": "B50/exit/p25",
|
|
"roi": 88.54671933603525,
|
|
"pf": 1.21470506157439,
|
|
"dd": 15.046245386522427,
|
|
"wr": 50.48723897911833,
|
|
"sharpe": 4.378300370204196,
|
|
"trades": 2155,
|
|
"gate_suppressed": 0,
|
|
"gate_allowed": 0,
|
|
"early_exits": 0,
|
|
"sizing_scale_mean": 1.0,
|
|
"elapsed": 225.31486630439758
|
|
},
|
|
{
|
|
"name": "V50/exit/p10",
|
|
"roi": 88.54671933603525,
|
|
"pf": 1.21470506157439,
|
|
"dd": 15.046245386522427,
|
|
"wr": 50.48723897911833,
|
|
"sharpe": 4.378300370204196,
|
|
"trades": 2155,
|
|
"gate_suppressed": 0,
|
|
"gate_allowed": 0,
|
|
"early_exits": 0,
|
|
"sizing_scale_mean": 1.0,
|
|
"elapsed": 234.80287218093872
|
|
},
|
|
{
|
|
"name": "B150/gate/p10",
|
|
"roi": -17.365740668643976,
|
|
"pf": 0.9411606181351053,
|
|
"dd": 28.995905550060424,
|
|
"wr": 49.43655071043606,
|
|
"sharpe": -1.7018177827882233,
|
|
"trades": 2041,
|
|
"gate_suppressed": 19655,
|
|
"gate_allowed": 41671,
|
|
"early_exits": 0,
|
|
"sizing_scale_mean": 1.0,
|
|
"elapsed": 203.65413403511047
|
|
},
|
|
{
|
|
"name": "B50/exit/p50",
|
|
"roi": 88.54671933603525,
|
|
"pf": 1.21470506157439,
|
|
"dd": 15.046245386522427,
|
|
"wr": 50.48723897911833,
|
|
"sharpe": 4.378300370204196,
|
|
"trades": 2155,
|
|
"gate_suppressed": 0,
|
|
"gate_allowed": 0,
|
|
"early_exits": 0,
|
|
"sizing_scale_mean": 1.0,
|
|
"elapsed": 220.37168407440186
|
|
},
|
|
{
|
|
"name": "B150/gate/p25",
|
|
"roi": -1.26185543931782,
|
|
"pf": 0.9961437285140536,
|
|
"dd": 28.25006238791456,
|
|
"wr": 49.69574036511156,
|
|
"sharpe": -0.10250195122285347,
|
|
"trades": 1972,
|
|
"gate_suppressed": 28717,
|
|
"gate_allowed": 38549,
|
|
"early_exits": 0,
|
|
"sizing_scale_mean": 1.0,
|
|
"elapsed": 198.88452696800232
|
|
},
|
|
{
|
|
"name": "V150/exit/p50",
|
|
"roi": 88.54671933603525,
|
|
"pf": 1.21470506157439,
|
|
"dd": 15.046245386522427,
|
|
"wr": 50.48723897911833,
|
|
"sharpe": 4.378300370204196,
|
|
"trades": 2155,
|
|
"gate_suppressed": 0,
|
|
"gate_allowed": 0,
|
|
"early_exits": 0,
|
|
"sizing_scale_mean": 1.0,
|
|
"elapsed": 219.81028938293457
|
|
},
|
|
{
|
|
"name": "V150/gate/p50",
|
|
"roi": -24.339020886800313,
|
|
"pf": 0.9079395481793519,
|
|
"dd": 31.97276290743111,
|
|
"wr": 49.57458876914351,
|
|
"sharpe": -1.6903434532243515,
|
|
"trades": 1763,
|
|
"gate_suppressed": 43805,
|
|
"gate_allowed": 43807,
|
|
"early_exits": 0,
|
|
"sizing_scale_mean": 1.0,
|
|
"elapsed": 210.28945112228394
|
|
},
|
|
{
|
|
"name": "V300/exit/p50",
|
|
"roi": 88.54671933603525,
|
|
"pf": 1.21470506157439,
|
|
"dd": 15.046245386522427,
|
|
"wr": 50.48723897911833,
|
|
"sharpe": 4.378300370204196,
|
|
"trades": 2155,
|
|
"gate_suppressed": 0,
|
|
"gate_allowed": 0,
|
|
"early_exits": 0,
|
|
"sizing_scale_mean": 1.0,
|
|
"elapsed": 277.53983092308044
|
|
},
|
|
{
|
|
"name": "V300/exit/p10",
|
|
"roi": 88.54671933603525,
|
|
"pf": 1.21470506157439,
|
|
"dd": 15.046245386522427,
|
|
"wr": 50.48723897911833,
|
|
"sharpe": 4.378300370204196,
|
|
"trades": 2155,
|
|
"gate_suppressed": 0,
|
|
"gate_allowed": 0,
|
|
"early_exits": 0,
|
|
"sizing_scale_mean": 1.0,
|
|
"elapsed": 331.95733642578125
|
|
}
|
|
],
|
|
"meta": {
|
|
"experiment": "exp3 longer proxies alpha engine validation",
|
|
"proxies_tested": [
|
|
"B50",
|
|
"B150",
|
|
"V50",
|
|
"V150",
|
|
"V300"
|
|
],
|
|
"modes_tested": [
|
|
"gate",
|
|
"size"
|
|
],
|
|
"note": "Top-2 per proxy from fast sweep, validated with full Alpha Engine"
|
|
}
|
|
} |