validation completed
This commit is contained in:
Dennis Thiessen
@@ -1,5 +1,5 @@
|
|||||||
{
|
{
|
||||||
"generated_at": "2026-07-12T19:45:43.047718+00:00",
|
"generated_at": "2026-07-12T21:07:35.078188+00:00",
|
||||||
"tickers": 506,
|
"tickers": 506,
|
||||||
"candidates": 83534,
|
"candidates": 83534,
|
||||||
"qualified": 410,
|
"qualified": 410,
|
||||||
@@ -718,9 +718,9 @@
|
|||||||
"starting_capital": 10000.0,
|
"starting_capital": 10000.0,
|
||||||
"final_equity": 12864.91,
|
"final_equity": 12864.91,
|
||||||
"total_return_pct": 28.6,
|
"total_return_pct": 28.6,
|
||||||
"cagr_pct": 13.7,
|
"cagr_pct": 13.4,
|
||||||
"max_drawdown_pct": 8.9,
|
"max_drawdown_pct": 8.9,
|
||||||
"sharpe": 1.42,
|
"sharpe": 1.4,
|
||||||
"trades": 60,
|
"trades": 60,
|
||||||
"win_rate": 40.0,
|
"win_rate": 40.0,
|
||||||
"avg_trade_pnl": 47.75,
|
"avg_trade_pnl": 47.75,
|
||||||
@@ -734,7 +734,7 @@
|
|||||||
"time": 25
|
"time": 25
|
||||||
},
|
},
|
||||||
"skipped_book_full": 0,
|
"skipped_book_full": 0,
|
||||||
"spy_return_pct": 33.7,
|
"spy_return_pct": 36.6,
|
||||||
"yearly_returns": [
|
"yearly_returns": [
|
||||||
{
|
{
|
||||||
"year": 2024,
|
"year": 2024,
|
||||||
@@ -749,7 +749,7 @@
|
|||||||
"return_pct": 21.4
|
"return_pct": 21.4
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"start_date": "2024-07-17",
|
"start_date": "2024-07-01",
|
||||||
"end_date": "2026-07-02"
|
"end_date": "2026-07-02"
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -773,9 +773,9 @@
|
|||||||
"starting_capital": 10000.0,
|
"starting_capital": 10000.0,
|
||||||
"final_equity": 10750.78,
|
"final_equity": 10750.78,
|
||||||
"total_return_pct": 7.5,
|
"total_return_pct": 7.5,
|
||||||
"cagr_pct": 3.8,
|
"cagr_pct": 3.7,
|
||||||
"max_drawdown_pct": 8.4,
|
"max_drawdown_pct": 8.4,
|
||||||
"sharpe": 0.65,
|
"sharpe": 0.64,
|
||||||
"trades": 27,
|
"trades": 27,
|
||||||
"win_rate": 37.0,
|
"win_rate": 37.0,
|
||||||
"avg_trade_pnl": 27.81,
|
"avg_trade_pnl": 27.81,
|
||||||
@@ -789,7 +789,7 @@
|
|||||||
"time": 11
|
"time": 11
|
||||||
},
|
},
|
||||||
"skipped_book_full": 0,
|
"skipped_book_full": 0,
|
||||||
"spy_return_pct": 37.6,
|
"spy_return_pct": 36.6,
|
||||||
"yearly_returns": [
|
"yearly_returns": [
|
||||||
{
|
{
|
||||||
"year": 2024,
|
"year": 2024,
|
||||||
@@ -804,7 +804,7 @@
|
|||||||
"return_pct": -0.4
|
"return_pct": -0.4
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"start_date": "2024-07-24",
|
"start_date": "2024-07-01",
|
||||||
"end_date": "2026-07-02"
|
"end_date": "2026-07-02"
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -1344,7 +1344,7 @@
|
|||||||
"total_return_pct": -0.6,
|
"total_return_pct": -0.6,
|
||||||
"cagr_pct": -0.3,
|
"cagr_pct": -0.3,
|
||||||
"max_drawdown_pct": 18.6,
|
"max_drawdown_pct": 18.6,
|
||||||
"sharpe": 0.04,
|
"sharpe": 0.03,
|
||||||
"trades": 112,
|
"trades": 112,
|
||||||
"win_rate": 33.9,
|
"win_rate": 33.9,
|
||||||
"avg_trade_pnl": -0.55,
|
"avg_trade_pnl": -0.55,
|
||||||
@@ -1358,11 +1358,11 @@
|
|||||||
"time": 39
|
"time": 39
|
||||||
},
|
},
|
||||||
"skipped_book_full": 0,
|
"skipped_book_full": 0,
|
||||||
"spy_return_pct": 35.2,
|
"spy_return_pct": 36.6,
|
||||||
"yearly_returns": [
|
"yearly_returns": [
|
||||||
{
|
{
|
||||||
"year": 2024,
|
"year": 2024,
|
||||||
"return_pct": 1.8
|
"return_pct": 1.7
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"year": 2025,
|
"year": 2025,
|
||||||
@@ -1373,7 +1373,7 @@
|
|||||||
"return_pct": 8.6
|
"return_pct": 8.6
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
"start_date": "2024-07-31",
|
"start_date": "2024-07-01",
|
||||||
"end_date": "2026-07-02"
|
"end_date": "2026-07-02"
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
|
|||||||
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -1,25 +1,25 @@
|
|||||||
{
|
{
|
||||||
"control_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-v2-validation-production_control.json",
|
"control_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-v2-validation-production_control.json",
|
||||||
"variant_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-v2-validation-confirmed_rounds.json",
|
"variant_report": "/Users/taathde3/git/lab/signal_platform/reports/backtest-sr-v2-validation-rr_aligned_control.json",
|
||||||
"control_variant": "production_control",
|
"control_variant": "production_control",
|
||||||
"variant": "confirmed_rounds",
|
"variant": "rr_aligned_control",
|
||||||
"retained": {
|
"retained": {
|
||||||
"count": 214,
|
"count": 410,
|
||||||
"net_avg_r": 0.2997,
|
"net_avg_r": 0.1742,
|
||||||
"net_avg_r_ex_top5": 0.1549,
|
"net_avg_r_ex_top5": 0.0219,
|
||||||
"hold30_avg_r": 0.6948
|
"hold30_avg_r": 0.6363
|
||||||
},
|
},
|
||||||
"added": {
|
"added": {
|
||||||
"count": 344,
|
"count": 362,
|
||||||
"net_avg_r": 0.0347,
|
"net_avg_r": -0.0433,
|
||||||
"net_avg_r_ex_top5": -0.1179,
|
"net_avg_r_ex_top5": -0.2028,
|
||||||
"hold30_avg_r": 0.3884
|
"hold30_avg_r": 0.254
|
||||||
},
|
},
|
||||||
"removed": {
|
"removed": {
|
||||||
"count": 196,
|
"count": 0,
|
||||||
"net_avg_r": 0.0377,
|
"net_avg_r": null,
|
||||||
"net_avg_r_ex_top5": -0.135,
|
"net_avg_r_ex_top5": null,
|
||||||
"hold30_avg_r": 0.5724
|
"hold30_avg_r": null
|
||||||
},
|
},
|
||||||
"control_book": {
|
"control_book": {
|
||||||
"sharpe": 2.78,
|
"sharpe": 2.78,
|
||||||
@@ -29,10 +29,10 @@
|
|||||||
"skipped_book_full": 0
|
"skipped_book_full": 0
|
||||||
},
|
},
|
||||||
"variant_book": {
|
"variant_book": {
|
||||||
"sharpe": 0.95,
|
"sharpe": 1.32,
|
||||||
"cagr_pct": 20.2,
|
"cagr_pct": 33.1,
|
||||||
"max_drawdown_pct": 25.7,
|
"max_drawdown_pct": 18.4,
|
||||||
"trades": 176,
|
"trades": 201,
|
||||||
"skipped_book_full": 77
|
"skipped_book_full": 80
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
Reference in New Issue
Block a user