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validation completed

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Dennis Thiessen
2026-07-12 23:09:55 +02:00
parent 0ace776367
commit 178abd4b2d
4 changed files with 251019 additions and 786 deletions
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reports/backtest-sr-v2-validation-production_control.json
+13 -13
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@@ -1,5 +1,5 @@
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@@ -718,9 +718,9 @@
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@@ -734,7 +734,7 @@
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@@ -749,7 +749,7 @@
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"start_date": "2024-07-01",
"end_date": "2026-07-02"
},
{
@@ -773,9 +773,9 @@
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"win_rate": 37.0,
"avg_trade_pnl": 27.81,
@@ -789,7 +789,7 @@
"time": 11
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@@ -804,7 +804,7 @@
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{
@@ -1344,7 +1344,7 @@
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"trades": 112,
"win_rate": 33.9,
"avg_trade_pnl": -0.55,
@@ -1358,11 +1358,11 @@
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"yearly_returns": [
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{
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@@ -1373,7 +1373,7 @@
"return_pct": 8.6
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],
"start_date": "2024-07-31",
"start_date": "2024-07-01",
"end_date": "2026-07-02"
}
],
reports/backtest-sr-v2-validation-rr_aligned_control.json
+250215
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reports/sr-v2-validation-cohorts.csv
+772 -754
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reports/sr-v2-validation-comparison.json
+19 -19
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@@ -1,25 +1,25 @@
{
"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",
"variant": "confirmed_rounds",
"variant": "rr_aligned_control",
"retained": {
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"control_book": {
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@@ -29,10 +29,10 @@
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}