Upload state after Nemotron cycle 1
Browse files
optimization_cpu_nemotron/20260822T220051Z/optimizer_state_cycle_01.json
ADDED
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| 1 |
+
{
|
| 2 |
+
"cycle": 1,
|
| 3 |
+
"iterations": 20,
|
| 4 |
+
"pure": {
|
| 5 |
+
"lookback": 18,
|
| 6 |
+
"confirm_buffer": 0.006,
|
| 7 |
+
"min_sweep_fraction": 0.015
|
| 8 |
+
},
|
| 9 |
+
"deep": {
|
| 10 |
+
"min_sweep_depth": 0.035,
|
| 11 |
+
"max_sweep_depth": 0.5263514678099679,
|
| 12 |
+
"min_close_back": 0.25,
|
| 13 |
+
"min_rejection_wick": 0.3,
|
| 14 |
+
"min_range_quality": 0.75,
|
| 15 |
+
"max_range_quality": 3.0,
|
| 16 |
+
"max_c1_body_ratio": 0.75,
|
| 17 |
+
"require_purity": true,
|
| 18 |
+
"require_m5_confirmation": true
|
| 19 |
+
},
|
| 20 |
+
"best": {
|
| 21 |
+
"pure": {
|
| 22 |
+
"strategy": "pure",
|
| 23 |
+
"params": {
|
| 24 |
+
"lookback": 18,
|
| 25 |
+
"confirm_buffer": 0.005471980131167663,
|
| 26 |
+
"min_sweep_fraction": 0.016100710944633573
|
| 27 |
+
},
|
| 28 |
+
"score": 58.934838667696596,
|
| 29 |
+
"splits": {
|
| 30 |
+
"backtest": {
|
| 31 |
+
"1.5": {
|
| 32 |
+
"opportunities": 4620,
|
| 33 |
+
"resolved": 4620,
|
| 34 |
+
"wins": 1901,
|
| 35 |
+
"losses": 2719,
|
| 36 |
+
"unresolved": 0,
|
| 37 |
+
"win_rate": 0.4114718614718615,
|
| 38 |
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"yearly": {
|
| 39 |
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"2024": {
|
| 40 |
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"opportunities": 2220,
|
| 41 |
+
"resolved": 2220,
|
| 42 |
+
"win_rate": 0.42567567567567566,
|
| 43 |
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"tp": 945,
|
| 44 |
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"sl": 1275
|
| 45 |
+
},
|
| 46 |
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"2025": {
|
| 47 |
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"opportunities": 2400,
|
| 48 |
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"resolved": 2400,
|
| 49 |
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"win_rate": 0.3983333333333333,
|
| 50 |
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"tp": 956,
|
| 51 |
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"sl": 1444
|
| 52 |
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},
|
| 53 |
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"2026": {
|
| 54 |
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"opportunities": 0,
|
| 55 |
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"resolved": 0,
|
| 56 |
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"win_rate": NaN,
|
| 57 |
+
"tp": 0,
|
| 58 |
+
"sl": 0
|
| 59 |
+
}
|
| 60 |
+
}
|
| 61 |
+
},
|
| 62 |
+
"2.0": {
|
| 63 |
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"opportunities": 4620,
|
| 64 |
+
"resolved": 4620,
|
| 65 |
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"wins": 1582,
|
| 66 |
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"losses": 3038,
|
| 67 |
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"unresolved": 0,
|
| 68 |
+
"win_rate": 0.3424242424242424,
|
| 69 |
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"yearly": {
|
| 70 |
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"2024": {
|
| 71 |
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"opportunities": 2220,
|
| 72 |
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"resolved": 2220,
|
| 73 |
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"win_rate": 0.35765765765765767,
|
| 74 |
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"tp": 794,
|
| 75 |
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"sl": 1426
|
| 76 |
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},
|
| 77 |
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"2025": {
|
| 78 |
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"opportunities": 2400,
|
| 79 |
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"resolved": 2400,
|
| 80 |
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"win_rate": 0.3283333333333333,
|
| 81 |
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"tp": 788,
|
| 82 |
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"sl": 1612
|
| 83 |
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},
|
| 84 |
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"2026": {
|
| 85 |
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"opportunities": 0,
|
| 86 |
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"resolved": 0,
|
| 87 |
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"win_rate": NaN,
|
| 88 |
+
"tp": 0,
|
| 89 |
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"sl": 0
|
| 90 |
+
}
|
| 91 |
+
}
|
| 92 |
+
},
|
| 93 |
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"4.0": {
|
| 94 |
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"opportunities": 4620,
|
| 95 |
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"resolved": 4603,
|
| 96 |
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"wins": 993,
|
| 97 |
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"losses": 3610,
|
| 98 |
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"unresolved": 17,
|
| 99 |
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"win_rate": 0.21572887247447317,
|
| 100 |
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"yearly": {
|
| 101 |
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"2024": {
|
| 102 |
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"opportunities": 2220,
|
| 103 |
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"resolved": 2215,
|
| 104 |
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"win_rate": 0.23702031602708803,
|
| 105 |
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"tp": 525,
|
| 106 |
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"sl": 1690
|
| 107 |
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},
|
| 108 |
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"2025": {
|
| 109 |
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"opportunities": 2400,
|
| 110 |
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"resolved": 2388,
|
| 111 |
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"win_rate": 0.19597989949748743,
|
| 112 |
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"tp": 468,
|
| 113 |
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"sl": 1920
|
| 114 |
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},
|
| 115 |
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| 555 |
+
}
|
| 556 |
+
},
|
| 557 |
+
"2.0": {
|
| 558 |
+
"opportunities": 540,
|
| 559 |
+
"resolved": 540,
|
| 560 |
+
"wins": 177,
|
| 561 |
+
"losses": 363,
|
| 562 |
+
"unresolved": 0,
|
| 563 |
+
"win_rate": 0.3277777777777778,
|
| 564 |
+
"yearly": {
|
| 565 |
+
"2024": {
|
| 566 |
+
"opportunities": 0,
|
| 567 |
+
"resolved": 0,
|
| 568 |
+
"win_rate": NaN,
|
| 569 |
+
"tp": 0,
|
| 570 |
+
"sl": 0
|
| 571 |
+
},
|
| 572 |
+
"2025": {
|
| 573 |
+
"opportunities": 0,
|
| 574 |
+
"resolved": 0,
|
| 575 |
+
"win_rate": NaN,
|
| 576 |
+
"tp": 0,
|
| 577 |
+
"sl": 0
|
| 578 |
+
},
|
| 579 |
+
"2026": {
|
| 580 |
+
"opportunities": 540,
|
| 581 |
+
"resolved": 540,
|
| 582 |
+
"win_rate": 0.3277777777777778,
|
| 583 |
+
"tp": 177,
|
| 584 |
+
"sl": 363
|
| 585 |
+
}
|
| 586 |
+
}
|
| 587 |
+
},
|
| 588 |
+
"4.0": {
|
| 589 |
+
"opportunities": 540,
|
| 590 |
+
"resolved": 540,
|
| 591 |
+
"wins": 108,
|
| 592 |
+
"losses": 432,
|
| 593 |
+
"unresolved": 0,
|
| 594 |
+
"win_rate": 0.2,
|
| 595 |
+
"yearly": {
|
| 596 |
+
"2024": {
|
| 597 |
+
"opportunities": 0,
|
| 598 |
+
"resolved": 0,
|
| 599 |
+
"win_rate": NaN,
|
| 600 |
+
"tp": 0,
|
| 601 |
+
"sl": 0
|
| 602 |
+
},
|
| 603 |
+
"2025": {
|
| 604 |
+
"opportunities": 0,
|
| 605 |
+
"resolved": 0,
|
| 606 |
+
"win_rate": NaN,
|
| 607 |
+
"tp": 0,
|
| 608 |
+
"sl": 0
|
| 609 |
+
},
|
| 610 |
+
"2026": {
|
| 611 |
+
"opportunities": 540,
|
| 612 |
+
"resolved": 540,
|
| 613 |
+
"win_rate": 0.2,
|
| 614 |
+
"tp": 108,
|
| 615 |
+
"sl": 432
|
| 616 |
+
}
|
| 617 |
+
}
|
| 618 |
+
}
|
| 619 |
+
}
|
| 620 |
+
},
|
| 621 |
+
"cycle": 1,
|
| 622 |
+
"iteration": 11,
|
| 623 |
+
"local_iteration": 1
|
| 624 |
+
}
|
| 625 |
+
},
|
| 626 |
+
"nemotron_response": {
|
| 627 |
+
"pure": {
|
| 628 |
+
"params": {
|
| 629 |
+
"lookback": 18,
|
| 630 |
+
"confirm_buffer": 0.006,
|
| 631 |
+
"min_sweep_fraction": 0.015
|
| 632 |
+
},
|
| 633 |
+
"reason": "Validation win rate exceeds backtest across all R:R levels, indicating robustness. Slightly increasing confirm_buffer filters marginal signals while decreasing min_sweep_fraction captures more opportunities without significantly reducing win rate."
|
| 634 |
+
},
|
| 635 |
+
"deep": {
|
| 636 |
+
"params": {
|
| 637 |
+
"min_sweep_depth": 0.035,
|
| 638 |
+
"max_sweep_depth": 0.5263514678099679,
|
| 639 |
+
"min_close_back": 0.25,
|
| 640 |
+
"min_rejection_wick": 0.3,
|
| 641 |
+
"min_range_quality": 0.75,
|
| 642 |
+
"max_range_quality": 3.0,
|
| 643 |
+
"max_c1_body_ratio": 0.75,
|
| 644 |
+
"require_purity": true,
|
| 645 |
+
"require_m5_confirmation": true
|
| 646 |
+
},
|
| 647 |
+
"reason": "Validation win rates are consistently lower than backtest, signaling overfitting. Tightening sweep depth, close-back, rejection wick, and range quality thresholds, plus adding M5 confirmation, should improve signal quality and close the generalization gap."
|
| 648 |
+
},
|
| 649 |
+
"overall_reason": "Pure strategy demonstrates stronger out-of-sample performance; deep strategy requires stricter filters to align validation with backtest results."
|
| 650 |
+
}
|
| 651 |
+
}
|