Upload final backtest and fronttest report
Browse files
optimization_cpu_nemotron/20260822T220051Z/final_backtest_fronttest_report.json
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| 1 |
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{
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"opportunities": 240,
|
| 286 |
+
"resolved": 240,
|
| 287 |
+
"win_rate": 0.24583333333333332,
|
| 288 |
+
"tp": 59,
|
| 289 |
+
"sl": 181
|
| 290 |
+
}
|
| 291 |
+
}
|
| 292 |
+
}
|
| 293 |
+
},
|
| 294 |
+
"candidate_iterations": 60,
|
| 295 |
+
"target_win_rate": 0.8,
|
| 296 |
+
"memory": {
|
| 297 |
+
"purpose": "separate causal 1:4 winning-position memory; not the saved strategy",
|
| 298 |
+
"rows": 1067,
|
| 299 |
+
"features": [
|
| 300 |
+
"rsi",
|
| 301 |
+
"trend_score",
|
| 302 |
+
"range_over_atr",
|
| 303 |
+
"mr_zscore_20",
|
| 304 |
+
"mr_zscore_50",
|
| 305 |
+
"body_over_range",
|
| 306 |
+
"return_3",
|
| 307 |
+
"return_10",
|
| 308 |
+
"ema_alignment",
|
| 309 |
+
"structure_break"
|
| 310 |
+
],
|
| 311 |
+
"source_period": "backtest+validation only",
|
| 312 |
+
"fronttest_excluded": true
|
| 313 |
+
},
|
| 314 |
+
"leakage_audit": "Nemotron and settings selection used backtest/validation only; fronttest is reported after selection and is not sent into optimization."
|
| 315 |
+
}
|