Track backtest reports in git; add a report comparison tool

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The reports are the evidence behind the production baseline, so they belong
next to the README that quotes them rather than living only on one machine.
Un-ignores reports/*.json (~2.6 MB compressed for all 11); the snapshot DBs
they run against stay ignored.

Renames the reports to a single dated scheme so they sort chronologically and
say what they measured. Each name is derived from the report's own contents
(the atr_trail_sweep / regime_overlay / blue_sky_projected / sizing_test
sections, and the qualified counts that identify the A/B arms), not from the
ad-hoc slugs they carried before. The run the README quotes is now
backtest-20260711-prod-baseline.json.

reports/compare_reports.py loads every report into one sortable table
(portfolio monitor, entry variants, exit policies, portfolio sim), filters by
report and lookback, and highlights the best row for a chosen metric — max
drawdown correctly ranking lowest-as-best. Stdlib tkinter, no dependencies.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

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This commit is contained in:

dennisthiessen

2026-07-12 10:04:13 +02:00

co-authored by Claude Opus 4.8

parent 88527f39b6

commit fa26ec3ec4

13 changed files with 1152743 additions and 1 deletions

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reports/backtest-20260711-gate-prob-floor.json

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