backtest done

2026-07-12 21:58:10 +02:00
parent 681f0f95da
commit 4ca48ac590
11 changed files with 2188158 additions and 0 deletions
@@ -0,0 +1,38 @@
+{
+  "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",
+  "control_variant": "production_control",
+  "variant": "confirmed_rounds",
+  "retained": {
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+    "net_avg_r": 0.2997,
+    "net_avg_r_ex_top5": 0.1549,
+    "hold30_avg_r": 0.6948
+  },
+  "added": {
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+    "net_avg_r": 0.0347,
+    "net_avg_r_ex_top5": -0.1179,
+    "hold30_avg_r": 0.3884
+  },
+  "removed": {
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+    "net_avg_r": 0.0377,
+    "net_avg_r_ex_top5": -0.135,
+    "hold30_avg_r": 0.5724
+  },
+  "control_book": {
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+    "cagr_pct": 73.3,
+    "max_drawdown_pct": 11.7,
+    "trades": 150,
+    "skipped_book_full": 0
+  },
+  "variant_book": {
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+    "cagr_pct": 20.2,
+    "max_drawdown_pct": 25.7,
+    "trades": 176,
+    "skipped_book_full": 77
+  }
+}