feat: grade gate-ablation variants under the hold-to-horizon exit too
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The ablation judged floors under the target/stop model, but the exit
sweeps point at replacing that exit with a fixed hold — under which the
R:R floor's rationale (bigger payoff at the target) may not apply. Each
ablation row now also carries hold_avg_r / hold_net_avg_r / hold_total_r
(30d hold, initial stop only), so the Phase 3 gate decision can be read
under the exit policy that would actually be used.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-07-02 11:34:41 +02:00
parent 8750aac6d9
commit 942a22ce65
4 changed files with 47 additions and 11 deletions
+5
View File
@@ -280,6 +280,11 @@ export interface BacktestTimeExitRow {
export interface BacktestGateAblationRow extends BacktestBucket {
variant: string;
// The same variant graded under the hold-to-horizon time exit.
hold_days?: number;
hold_avg_r?: number | null;
hold_net_avg_r?: number | null;
hold_total_r?: number | null;
}
export interface BacktestSignalEvalRow {