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.
161 lines
4.3 KiB
JSON
Executable File
161 lines
4.3 KiB
JSON
Executable File
{
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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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"name": "A_baseline",
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"roi": 88.54671933603525,
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"pf": 1.21470506157439,
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"dd": 15.046245386522427,
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"wr": 50.48723897911833,
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"sharpe": 4.378300370204196,
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"trades": 2155,
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"stop_exits": 0,
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"n_override_set": 0,
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"stop_trigger_rate": 0.0,
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"override_trigger_rate": 0.0,
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"exit_reasons": {
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"MAX_HOLD": 1831,
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"FIXED_TP": 324
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}
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},
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{
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"name": "B_global_stop=0.003",
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"roi": -15.311007798855163,
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"pf": 0.9421959562747195,
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"dd": 23.306320544359586,
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"wr": 38.9917695473251,
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"sharpe": -1.9388716865680473,
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"trades": 2916,
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"stop_exits": 1415,
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"n_override_set": 0,
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"stop_trigger_rate": 0.48525377229080935,
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"override_trigger_rate": 0.0,
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"exit_reasons": {
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"MAX_HOLD": 1139,
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"STOP_LOSS": 1415,
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"FIXED_TP": 362
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}
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},
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{
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"name": "B_global_stop=0.005",
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"roi": 13.487121498751875,
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"pf": 1.0360002475944843,
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"dd": 22.29505159453218,
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"wr": 46.31410256410257,
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"sharpe": 0.9740585229386011,
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"n_override_set": 0,
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"stop_trigger_rate": 0.30448717948717946,
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"override_trigger_rate": 0.0,
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"exit_reasons": {
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"MAX_HOLD": 1401,
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"STOP_LOSS": 760,
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"FIXED_TP": 335
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}
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},
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{
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"name": "B_global_stop=0.010",
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"roi": 25.89578156145128,
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"pf": 1.0719795562785166,
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"dd": 15.20336058967519,
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"wr": 49.137549756744804,
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"sharpe": 1.9134302248896795,
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"n_override_set": 0,
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"override_trigger_rate": 0.0,
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"exit_reasons": {
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"MAX_HOLD": 1672,
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"STOP_LOSS": 266,
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"FIXED_TP": 323
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}
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},
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{
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"name": "C_gated_gate=0.65_stop=0.005",
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"roi": 16.24755153825665,
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"pf": 1.0443608125156127,
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"dd": 17.778859717952795,
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"wr": 49.166666666666664,
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"sharpe": 0.9174633345434939,
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"trades": 2280,
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"n_override_set": 18283,
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"exit_reasons": {
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"MAX_HOLD": 1688,
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"STOP_LOSS": 252,
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"FIXED_TP": 340
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}
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},
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{
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"name": "C_gated_gate=0.65_stop=0.010",
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"roi": 35.43917845607325,
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"pf": 1.0942200211535686,
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"dd": 19.418041939977915,
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"wr": 49.954337899543376,
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"sharpe": 2.108930895745746,
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"trades": 2190,
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"stop_exits": 97,
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"n_override_set": 17216,
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"stop_trigger_rate": 0.04429223744292238,
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"override_trigger_rate": 7.861187214611872,
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"exit_reasons": {
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"MAX_HOLD": 1771,
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"FIXED_TP": 322,
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"STOP_LOSS": 97
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}
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},
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{
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"name": "C_gated_gate=0.75_stop=0.005",
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"roi": 21.775022456874765,
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"pf": 1.0614653153826534,
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"dd": 18.745303697036412,
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"wr": 49.20424403183024,
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"sharpe": 1.2948006583469642,
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"trades": 2262,
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"stop_exits": 219,
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"n_override_set": 15232,
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"stop_trigger_rate": 0.09681697612732096,
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"override_trigger_rate": 6.733863837312113,
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"exit_reasons": {
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"MAX_HOLD": 1705,
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"STOP_LOSS": 219,
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"FIXED_TP": 338
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}
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},
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{
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"name": "C_gated_gate=0.75_stop=0.010",
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"roi": 38.422502318822396,
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"pf": 1.101746374983589,
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"dd": 19.416920166163333,
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"wr": 49.70278920896205,
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"sharpe": 2.2247675548672463,
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"trades": 2187,
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"stop_exits": 85,
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"n_override_set": 14320,
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"stop_trigger_rate": 0.038866026520347506,
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"override_trigger_rate": 6.547782350251486,
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"exit_reasons": {
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"MAX_HOLD": 1776,
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"FIXED_TP": 326,
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"STOP_LOSS": 85
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}
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}
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],
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"meta": {
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"exp": "exp6",
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"hypothesis": "proxy_B gated stop reduces DD with less ROI cost per unit vs global stop",
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"total_elapsed_s": 1876.4,
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"gold_match": true
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}
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} |