Invalid JSON:Unexpected token 'N', ..."in_rate": NaN,
"... is not valid JSON
| { | |
| "strategy": "pure", | |
| "params": { | |
| "lookback": 18, | |
| "confirm_buffer": 0.005471980131167663, | |
| "min_sweep_fraction": 0.016100710944633573 | |
| }, | |
| "result": { | |
| "strategy": "pure", | |
| "params": { | |
| "lookback": 18, | |
| "confirm_buffer": 0.005471980131167663, | |
| "min_sweep_fraction": 0.016100710944633573 | |
| }, | |
| "score": 58.934838667696596, | |
| "splits": { | |
| "backtest": { | |
| "1.5": { | |
| "opportunities": 4620, | |
| "resolved": 4620, | |
| "wins": 1901, | |
| "losses": 2719, | |
| "unresolved": 0, | |
| "win_rate": 0.4114718614718615, | |
| "yearly": { | |
| "2024": { | |
| "opportunities": 2220, | |
| "resolved": 2220, | |
| "win_rate": 0.42567567567567566, | |
| "tp": 945, | |
| "sl": 1275 | |
| }, | |
| "2025": { | |
| "opportunities": 2400, | |
| "resolved": 2400, | |
| "win_rate": 0.3983333333333333, | |
| "tp": 956, | |
| "sl": 1444 | |
| }, | |
| "2026": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| } | |
| } | |
| }, | |
| "2.0": { | |
| "opportunities": 4620, | |
| "resolved": 4620, | |
| "wins": 1582, | |
| "losses": 3038, | |
| "unresolved": 0, | |
| "win_rate": 0.3424242424242424, | |
| "yearly": { | |
| "2024": { | |
| "opportunities": 2220, | |
| "resolved": 2220, | |
| "win_rate": 0.35765765765765767, | |
| "tp": 794, | |
| "sl": 1426 | |
| }, | |
| "2025": { | |
| "opportunities": 2400, | |
| "resolved": 2400, | |
| "win_rate": 0.3283333333333333, | |
| "tp": 788, | |
| "sl": 1612 | |
| }, | |
| "2026": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| } | |
| } | |
| }, | |
| "4.0": { | |
| "opportunities": 4620, | |
| "resolved": 4603, | |
| "wins": 993, | |
| "losses": 3610, | |
| "unresolved": 17, | |
| "win_rate": 0.21572887247447317, | |
| "yearly": { | |
| "2024": { | |
| "opportunities": 2220, | |
| "resolved": 2215, | |
| "win_rate": 0.23702031602708803, | |
| "tp": 525, | |
| "sl": 1690 | |
| }, | |
| "2025": { | |
| "opportunities": 2400, | |
| "resolved": 2388, | |
| "win_rate": 0.19597989949748743, | |
| "tp": 468, | |
| "sl": 1920 | |
| }, | |
| "2026": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| } | |
| } | |
| } | |
| }, | |
| "validation": { | |
| "1.5": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "wins": 118, | |
| "losses": 122, | |
| "unresolved": 0, | |
| "win_rate": 0.49166666666666664, | |
| "yearly": { | |
| "2024": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2025": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2026": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "win_rate": 0.49166666666666664, | |
| "tp": 118, | |
| "sl": 122 | |
| } | |
| } | |
| }, | |
| "2.0": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "wins": 102, | |
| "losses": 138, | |
| "unresolved": 0, | |
| "win_rate": 0.425, | |
| "yearly": { | |
| "2024": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2025": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2026": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "win_rate": 0.425, | |
| "tp": 102, | |
| "sl": 138 | |
| } | |
| } | |
| }, | |
| "4.0": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "wins": 74, | |
| "losses": 166, | |
| "unresolved": 0, | |
| "win_rate": 0.30833333333333335, | |
| "yearly": { | |
| "2024": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2025": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2026": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "win_rate": 0.30833333333333335, | |
| "tp": 74, | |
| "sl": 166 | |
| } | |
| } | |
| } | |
| }, | |
| "fronttest": { | |
| "1.5": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "wins": 87, | |
| "losses": 153, | |
| "unresolved": 0, | |
| "win_rate": 0.3625, | |
| "yearly": { | |
| "2024": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2025": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2026": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "win_rate": 0.3625, | |
| "tp": 87, | |
| "sl": 153 | |
| } | |
| } | |
| }, | |
| "2.0": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "wins": 78, | |
| "losses": 162, | |
| "unresolved": 0, | |
| "win_rate": 0.325, | |
| "yearly": { | |
| "2024": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2025": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2026": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "win_rate": 0.325, | |
| "tp": 78, | |
| "sl": 162 | |
| } | |
| } | |
| }, | |
| "4.0": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "wins": 59, | |
| "losses": 181, | |
| "unresolved": 0, | |
| "win_rate": 0.24583333333333332, | |
| "yearly": { | |
| "2024": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2025": { | |
| "opportunities": 0, | |
| "resolved": 0, | |
| "win_rate": NaN, | |
| "tp": 0, | |
| "sl": 0 | |
| }, | |
| "2026": { | |
| "opportunities": 240, | |
| "resolved": 240, | |
| "win_rate": 0.24583333333333332, | |
| "tp": 59, | |
| "sl": 181 | |
| } | |
| } | |
| } | |
| } | |
| } | |
| }, | |
| "nemotron_review": { | |
| "pure_param_updates": { | |
| "lookback": 20, | |
| "confirm_buffer": 0.0065, | |
| "min_sweep_fraction": 0.018 | |
| }, | |
| "rationale": "Winner quantiles show higher RSI (median 0.51 vs 0.50), higher MR z-scores (median 0.18 vs -0.04 for 20-period), and positive recent returns (return_10 median +0.0005 vs -0.00002). This indicates the strategy performs better on less extreme oversold sweeps with some positive momentum. Increasing confirm_buffer from 0.0055 to 0.0065 and min_sweep_fraction from 0.0161 to 0.018 filters the deepest sweeps that populate the loser distribution. Slightly increasing lookback to 20 stabilizes the sweep detection without reducing opportunity count." | |
| }, | |
| "not_selected_by_fronttest": true | |
| } |