{ "adaptive_identity": { "calmar": 1.0044889721329684, "fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "unchanged_incumbent_delta": 0.0 }, "additional_threshold_trials_per_model": 0, "asset": "COINBASE_BTCUSD", "corrected_replays": { "grouped_v1_seed9090": { "% In Market": 22.916666666666664, "Additional_Threshold_Budget": 0, "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Calmar Ratio": 0.361607234373474, "Comparison_Fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "Composite": 0.0, "Evaluation_Key": "b7a2be678becfc9ddccf145f32dc5730fcae6c796519205e303e37c8344ce48c", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 9, "Max Drawdown %": -63.435570819579034, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": -1.3048502747056063, "OOS_Max Drawdown %": -16.339116283823184, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": -1.8602975002803381, "OOS_Total P&L %": -10.765350581269328, "OOS_Total Trades": 6, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 73.12896137740042, \"dd_pct\": -33.57269070566085, \"calmar\": 2.1801666022333146, \"cagr_pct\": 73.19405902359058, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6539911486129608, \"sortino\": 2.605520549568615}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": 10.142371354817548, \"dd_pct\": -24.93170303683122, \"calmar\": 0.4070985185702427, \"cagr_pct\": 10.14965937172721, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.478801886763412, \"sortino\": 0.7344981830944932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 90.88966417540625, \"dd_pct\": -11.330725478904968, \"calmar\": 8.028984013163797, \"cagr_pct\": 90.97421372767569, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 25.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8324854532662456, \"sortino\": 5.567420622168581}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 99.90538758395834, \"dd_pct\": -9.778239446663628, \"calmar\": 15.521427827679155, \"cagr_pct\": 151.77223785315485, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 44.43430656934307, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.2069041884218756, \"sortino\": 5.496289456003504}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 54.15054672080517, \"dd_pct\": -15.595246499680771, \"calmar\": 3.475177218553335, \"cagr_pct\": 54.196245353414255, \"entries\": 16, \"exits\": 17, \"exposure_pct\": 39.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.674667872423795, \"sortino\": 2.75897374698221}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.27009412201861, \"dd_pct\": -20.569989017825495, \"calmar\": -1.6975434819641668, \"cagr_pct\": -34.918450781284164, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.039735099337747, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8069556043964985, \"sortino\": -2.496765100483205}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.0483392296798, \"dd_pct\": -63.435570819579034, \"calmar\": 0.361607234373474, \"cagr_pct\": 22.93876132497062, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 22.916666666666664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8522346071722132, \"sortino\": 1.3256216465865809}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -41.54066767237317, \"dd_pct\": -63.435570819579034, \"calmar\": -0.25173568918819167, \"cagr_pct\": -15.968997139313068, \"entries\": 53, \"exits\": 53, \"exposure_pct\": 12.866015971606034, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4640395968216943, \"sortino\": -0.6729977941351548}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 839.1970749043452, \"dd_pct\": -33.57269070566085, \"calmar\": 1.6186753351066183, \"cagr_pct\": 54.34328637841642, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 28.92572944297082, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.61872224945906, \"sortino\": 2.630991169643081}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.765350581269328, \"dd_pct\": -16.339116283823184, \"calmar\": -1.3048502747056063, \"cagr_pct\": -21.32010037139353, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 13.400576368876079, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5458764134420466, \"sortino\": -1.8602975002803381}]", "Sharpe Ratio": 0.8522346071722132, "Sortino Ratio": 1.3256216465865809, "Sub1_Calmar": -0.25173568918819167, "Sub1_Sortino": -0.6729977941351548, "Sub1_Trades": 53, "Sub2_Calmar": 1.6186753351066183, "Sub2_Sortino": 2.630991169643081, "Sub2_Trades": 86, "Total P&L %": 449.0483392296798, "Total Trades": 139, "WFO_Fold_Calmars": "[2.180167, 0.407099, 8.028984, 15.521428, 3.475177]", "WFO_Min_Fold": 0.4070985185702427, "WFO_Neg_Folds": 0, "WFO_Score": 5.922570836039968, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -81.89604312230155, "i_long_exit_activation_confirmation_threshold": -32.083958601005826, "i_long_exit_activation_threshold": 31.196653589448996, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 7.520590641572128, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "source": "grouped_v1_seed9090" }, "grouped_v1_seed9191": { "% In Market": 21.663346613545816, "Additional_Threshold_Budget": 0, "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Calmar Ratio": 0.5223822158980711, "Comparison_Fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "Composite": 0.0, "Evaluation_Key": "3ee5bbdad9de6a504f101853162f2dfdd537bfe2c71c7dcf32c2be066a2eedec", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 18, "Max Drawdown %": -48.60716170669488, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 3.31907564296967, "OOS_Max Drawdown %": -8.44527033907595, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 1.9824840354943223, "OOS_Total P&L %": 12.454206817323431, "OOS_Total Trades": 6, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 74.7423334858792, \"dd_pct\": -11.363680008038157, \"calmar\": 6.5831797728554955, \"cagr_pct\": 74.80914837411918, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8905734624234773, \"sortino\": 3.321603235021999}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -9.022219574747158, \"dd_pct\": -16.709008548975834, \"calmar\": -0.5403140113069433, \"cagr_pct\": -9.028111434059142, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 13.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3540392342395642, \"sortino\": -0.5328354691611525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 33.68065614143485, \"dd_pct\": -11.845824009088158, \"calmar\": 2.8454954026565256, \"cagr_pct\": 33.707237758538646, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 22.328767123287673, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6487613978398328, \"sortino\": 2.9151448867946375}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 54.51409398012317, \"dd_pct\": -12.421926496900326, \"calmar\": 6.328134726228187, \"cagr_pct\": 78.60762443168902, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 35.583941605839414, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2207700805708566, \"sortino\": 3.7185859561404166}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 35.46033541069065, \"dd_pct\": -22.663614328122407, \"calmar\": 1.5658799024260568, \"cagr_pct\": 35.4884981927421, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 29.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2810487588756254, \"sortino\": 2.210373920108365}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.198233983902842, \"dd_pct\": -22.446290909835863, \"calmar\": -1.549621780033976, \"cagr_pct\": -34.78326127486031, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 31.29139072847682, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.713892274370688, \"sortino\": -2.093648537615125}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 546.1884145936552, \"dd_pct\": -48.60716170669488, \"calmar\": 0.5223822158980711, \"cagr_pct\": 25.39151684085914, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 21.663346613545816, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9754376434340211, \"sortino\": 1.519977315993483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 73.34994711043032, \"dd_pct\": -48.60716170669488, \"calmar\": 0.40154344534362046, \"cagr_pct\": 19.517887180080756, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 18.23425022182786, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7558345196573063, \"sortino\": 1.1094590979668024}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 272.7652793467579, \"dd_pct\": -23.80087942016422, \"calmar\": 1.220132198785597, \"cagr_pct\": 29.04021933995584, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 23.713527851458885, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.13068056374259, \"sortino\": 1.8581622271891256}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.454206817323431, \"dd_pct\": -8.44527033907595, \"calmar\": 3.31907564296967, \"cagr_pct\": 28.03049108072119, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 38.76080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2663640886016096, \"sortino\": 1.9824840354943223}]", "Sharpe Ratio": 0.9754376434340211, "Sortino Ratio": 1.519977315993483, "Sub1_Calmar": 0.40154344534362046, "Sub1_Sortino": 1.1094590979668024, "Sub1_Trades": 50, "Sub2_Calmar": 1.220132198785597, "Sub2_Sortino": 1.8581622271891256, "Sub2_Trades": 89, "Total P&L %": 546.1884145936552, "Total Trades": 139, "WFO_Fold_Calmars": "[6.58318, -0.540314, 2.845495, 6.328135, 1.56588]", "WFO_Min_Fold": -0.5403140113069433, "WFO_Neg_Folds": 1, "WFO_Score": 3.3564751585718646, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -15.179348038757484, "i_long_exit_activation_confirmation_threshold": -26.966460058834596, "i_long_exit_activation_threshold": 32.83594955158125, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 7.081133947272206, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "source": "grouped_v1_seed9191" }, "grouped_v1_seed9292": { "% In Market": 38.46281540504648, "Additional_Threshold_Budget": 0, "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Calmar Ratio": 0.3783625991442292, "Comparison_Fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "Composite": 0.0, "Evaluation_Key": "7252d2414674a1d26447f59010c1122f2c5db9e30b33cb2efb65e8ced92b40d3", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 10, "Max Drawdown %": -73.48072275441832, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": -0.8196522430662381, "OOS_Max Drawdown %": -31.61179905316388, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": -1.3067729249194175, "OOS_Total P&L %": -13.277521788501645, "OOS_Total Trades": 9, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 138.28551550112488, \"dd_pct\": -4.635433243894993, \"calmar\": 29.862855286447758, \"cagr_pct\": 138.42727215242527, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 6.8493150684931505, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.6204354711234403, \"sortino\": 12.11577381914553}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": 7.922804797418426, \"dd_pct\": -23.585753157939138, \"calmar\": 0.3361538203295575, \"cagr_pct\": 7.928441029391166, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4207682600622845, \"sortino\": 0.6460512305242615}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 45.85794309808824, \"dd_pct\": -16.609158125786582, \"calmar\": 2.763274164510096, \"cagr_pct\": 45.895657543248994, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.638728398187614, \"sortino\": 2.862980038481197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.99259142859576, \"dd_pct\": -20.750656415334532, \"calmar\": 5.109967010166164, \"cagr_pct\": 106.03516972165235, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 43.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3876155203163534, \"sortino\": 3.8390655098743993}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 5.8471201772609005, \"dd_pct\": -28.553072854683514, \"calmar\": 0.20492505417751064, \"cagr_pct\": 5.851240001680428, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 67.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3382500671854008, \"sortino\": 0.4939619456822846}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.65034435384619, \"dd_pct\": -31.301821653325423, \"calmar\": -1.7344600610088419, \"cagr_pct\": -54.2917594945147, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.615894039735096, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.837735408918545, \"sortino\": -3.38990691827473}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 656.0713648297493, \"dd_pct\": -73.48072275441832, \"calmar\": 0.3783625991442292, \"cagr_pct\": 27.802357248358224, \"entries\": 180, \"exits\": 180, \"exposure_pct\": 38.46281540504648, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8339362656157407, \"sortino\": 1.2422378433423424}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 53.037048989550975, \"dd_pct\": -73.48072275441832, \"calmar\": 0.2012296630127548, \"cagr_pct\": 14.786501077805264, \"entries\": 73, \"exits\": 72, \"exposure_pct\": 48.77994676131322, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5260061565347326, \"sortino\": 0.7539860938783927}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 394.04465769682577, \"dd_pct\": -38.85222357627912, \"calmar\": 0.9337670598791191, \"cagr_pct\": 36.27892657858835, \"entries\": 107, \"exits\": 108, \"exposure_pct\": 32.29442970822281, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.203001711889648, \"sortino\": 1.928726647624076}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.277521788501645, \"dd_pct\": -31.61179905316388, \"calmar\": -0.8196522430662381, \"cagr_pct\": -25.910682001284957, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 53.89048991354467, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9294499907138171, \"sortino\": -1.3067729249194175}]", "Sharpe Ratio": 0.8339362656157407, "Sortino Ratio": 1.2422378433423424, "Sub1_Calmar": 0.2012296630127548, "Sub1_Sortino": 0.7539860938783927, "Sub1_Trades": 73, "Sub2_Calmar": 0.9337670598791191, "Sub2_Sortino": 1.928726647624076, "Sub2_Trades": 107, "Total P&L %": 656.0713648297493, "Total Trades": 180, "WFO_Fold_Calmars": "[29.862855, 0.336154, 2.763274, 5.109967, 0.204925]", "WFO_Min_Fold": 0.20492505417751064, "WFO_Neg_Folds": 0, "WFO_Score": 7.655435067126217, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -64.30469381240171, "i_long_exit_activation_confirmation_threshold": -28.32016046575593, "i_long_exit_activation_threshold": 44.79630996276374, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 28.905251419349987, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "source": "grouped_v1_seed9292" }, "hybrid_grouped_v1_seed9090": { "% In Market": 20.66733067729084, "Additional_Threshold_Budget": 0, "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Calmar Ratio": 0.2334225087291571, "Comparison_Fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "Composite": 0.0, "Evaluation_Key": "39893cd5b22e2375301dd5c1ce7c3fa8c2ce69cbfb56c8f8cfa6dc609260bd2e", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 5, "Max Drawdown %": -73.5742403022497, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 1.0679988337228181, "OOS_Max Drawdown %": -12.287209595750227, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 1.8236520597080776, "OOS_Total P&L %": 6.032035813331715, "OOS_Total Trades": 14, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 56.95661091260315, \"dd_pct\": -26.7349782778626, \"calmar\": 2.132228452175771, \"cagr_pct\": 57.00508135235983, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 16.78082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3836676933873422, \"sortino\": 2.226045750219668}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": 13.277365118055883, \"dd_pct\": -8.499804354980434, \"calmar\": 1.5632169534220717, \"cagr_pct\": 13.28703826847617, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.00408264967653, \"sortino\": 1.9185296696456349}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 9.848812203755353, \"dd_pct\": -5.715202947747988, \"calmar\": 1.7245021871340331, \"cagr_pct\": 9.855879983306279, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7784124707244914, \"sortino\": 1.584907928009547}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 61.158348319958364, \"dd_pct\": -9.423966993709188, \"calmar\": 9.435337219550306, \"cagr_pct\": 88.91830653155789, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 27.0985401459854, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.7680669140419925, \"sortino\": 4.991098598548428}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.815217881243274, \"dd_pct\": -10.863561680811573, \"calmar\": 1.8253732224360435, \"cagr_pct\": 19.830054592435744, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 16.164383561643834, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.08945937827711, \"sortino\": 1.8139132380347391}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": 38.30764125542863, \"dd_pct\": -4.472411891937744, \"calmar\": 26.63520556785739, \"cagr_pct\": 119.12361012589182, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 3.8408700626798984, \"sortino\": 7.332246969313423}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 269.4936396361997, \"dd_pct\": -73.5742403022497, \"calmar\": 0.2334225087291571, \"cagr_pct\": 17.173883749192985, \"entries\": 179, \"exits\": 179, \"exposure_pct\": 20.66733067729084, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6774044864843651, \"sortino\": 1.0241246657921692}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -29.16010869644934, \"dd_pct\": -73.5742403022497, \"calmar\": -0.1436832940047895, \"cagr_pct\": -10.571389200527177, \"entries\": 67, \"exits\": 67, \"exposure_pct\": 31.787932564330077, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.09012375518862069, \"sortino\": -0.1287647995867704}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 421.5897890821296, \"dd_pct\": -26.7349782778626, \"calmar\": 1.4108547662065305, \"cagr_pct\": 37.719171527750504, \"entries\": 112, \"exits\": 112, \"exposure_pct\": 14.018567639257295, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5097671759120002, \"sortino\": 2.56473202437676}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.032035813331715, \"dd_pct\": -12.287209595750227, \"calmar\": 1.0679988337228181, \"cagr_pct\": 13.12272551796906, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 12.968299711815561, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9524970416460198, \"sortino\": 1.8236520597080776}]", "Sharpe Ratio": 0.6774044864843651, "Sortino Ratio": 1.0241246657921692, "Sub1_Calmar": -0.1436832940047895, "Sub1_Sortino": -0.1287647995867704, "Sub1_Trades": 67, "Sub2_Calmar": 1.4108547662065305, "Sub2_Sortino": 2.56473202437676, "Sub2_Trades": 112, "Total P&L %": 269.4936396361997, "Total Trades": 179, "WFO_Fold_Calmars": "[2.132228, 1.563217, 1.724502, 9.435337, 1.825373, 26.635206]", "WFO_Min_Fold": 1.5632169534220717, "WFO_Neg_Folds": 0, "WFO_Score": 7.21931060042927, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": 0.9815743294476268, "i_long_exit_activation_confirmation_threshold": -47.42665084517665, "i_long_exit_activation_threshold": 37.753189078156716, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 0.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "source": "hybrid_grouped_v1_seed9090" }, "hybrid_grouped_v1_seed9191": { "% In Market": 70.87483399734396, "Additional_Threshold_Budget": 0, "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Calmar Ratio": 0.7284056690797663, "Comparison_Fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "Composite": 2.9406213281584535, "Evaluation_Key": "f442a994f918b1d1935624925fd10f1cfffe09da7cb431729ee3b26f5e81f85b", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 5, "Max Drawdown %": -66.29542515687228, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 0.03659417217244806, "OOS_Max Drawdown %": -25.91865419144289, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 0.25348089759341985, "OOS_Total P&L %": 0.449423969566598, "OOS_Total Trades": 5, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 161.54827049514228, \"dd_pct\": -27.304465292734992, \"calmar\": 5.922861405586909, \"cagr_pct\": 161.72056368252734, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 69.72602739726027, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7649599214459841, \"sortino\": 2.731928063417321}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -40.51356577621539, \"dd_pct\": -45.312453136463695, \"calmar\": -0.8945603824354617, \"cagr_pct\": -40.5347254068439, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 53.83561643835616, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2153995995827978, \"sortino\": -1.6201850956308743}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 242.8342266410803, \"dd_pct\": -13.080450166081247, \"calmar\": 18.58679628278566, \"cagr_pct\": 243.12366252408202, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 77.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 3.4068245996325244, \"sortino\": 5.644600456544064}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 60.86635374282263, \"dd_pct\": -26.283828640606067, \"calmar\": 3.3656496924845767, \"cagr_pct\": 88.4621597815731, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 71.44160583941606, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.680120067067395, \"sortino\": 2.455945116293625}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 132.18595260925784, \"dd_pct\": -10.921011187269103, \"calmar\": 12.116089992022799, \"cagr_pct\": 132.3199543488402, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 60.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.7931974452764092, \"sortino\": 4.470226876266988}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -30.581219528267578, \"dd_pct\": -36.30045752663451, \"calmar\": -1.6154794873526959, \"cagr_pct\": -58.64264451579583, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 63.741721854304636, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.3755949315452396, \"sortino\": -2.9807311486623242}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2476.6600757173437, \"dd_pct\": -66.29542515687228, \"calmar\": 0.7284056690797663, \"cagr_pct\": 48.28996351831913, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 70.87483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9946693198958078, \"sortino\": 1.4416624460758138}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.3052214957319, \"dd_pct\": -66.29542515687228, \"calmar\": 0.33701426785468835, \"cagr_pct\": 22.3425041713586, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.83762200532387, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.638879731863195, \"sortino\": 0.9040648616437348}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1283.0315946224705, \"dd_pct\": -57.30925840392573, \"calmar\": 1.1579696693845427, \"cagr_pct\": 66.36238300666722, \"entries\": 78, \"exits\": 79, \"exposure_pct\": 66.11405835543766, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3620484522319785, \"sortino\": 2.0455627740448064}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.449423969566598, \"dd_pct\": -25.91865419144289, \"calmar\": 0.03659417217244806, \"cagr_pct\": 0.9484716939598037, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 59.221902017291065, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.17480524190321434, \"sortino\": 0.25348089759341985}]", "Sharpe Ratio": 0.9946693198958078, "Sortino Ratio": 1.4416624460758138, "Sub1_Calmar": 0.33701426785468835, "Sub1_Sortino": 0.9040648616437348, "Sub1_Trades": 14, "Sub2_Calmar": 1.1579696693845427, "Sub2_Sortino": 2.0455627740448064, "Sub2_Trades": 78, "Total P&L %": 2476.6600757173437, "Total Trades": 92, "WFO_Fold_Calmars": "[5.922861, 18.586796, 3.36565, 12.11609]", "WFO_Min_Fold": 3.3656496924845767, "WFO_Neg_Folds": 0, "WFO_Score": 9.997849343219986, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": 2.046964082723077, "i_long_exit_activation_confirmation_threshold": -27.561392481923512, "i_long_exit_activation_threshold": 49.08128362627171, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 0.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "source": "hybrid_grouped_v1_seed9191" }, "hybrid_grouped_v1_seed9292": { "% In Market": 49.809096945551126, "Additional_Threshold_Budget": 0, "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Calmar Ratio": 0.21243188383339445, "Comparison_Fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "Composite": 0.0, "Evaluation_Key": "7bf6a2442d96db37a35861ef24632d204a72a5b5131de98bede941a18c3c267c", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 11, "Max Drawdown %": -82.65410924845511, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 0.2699664948725543, "OOS_Max Drawdown %": -30.97818581692302, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 0.6038998995498103, "OOS_Total P&L %": 3.8889169719311445, "OOS_Total Trades": 2, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 269.08191383313095, \"dd_pct\": -27.587407656857565, \"calmar\": 9.765766247233465, \"cagr_pct\": 269.4121745440097, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 67.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2487881827297587, \"sortino\": 3.479162399347552}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.13763087112228, \"dd_pct\": -59.636473762822476, \"calmar\": -0.8411193478835809, \"cagr_pct\": -50.161391921461515, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 37.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5243163406031226, \"sortino\": -2.0448817055871427}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 71.62148633188377, \"dd_pct\": -24.466031235669117, \"calmar\": 2.9299802683384475, \"cagr_pct\": 71.68498876506264, \"entries\": 21, \"exits\": 22, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8057531328067298, \"sortino\": 2.9938785780978607}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 72.03188180110591, \"dd_pct\": -13.481430257374116, \"calmar\": 7.869930114847365, \"cagr_pct\": 106.09791397372301, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 57.66423357664233, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.206758199626566, \"sortino\": 3.422237943892202}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 95.5677605837814, \"dd_pct\": -13.87893900635988, \"calmar\": 6.892286702612459, \"cagr_pct\": 95.65762675990358, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 51.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.280614898974449, \"sortino\": 3.659102716041836}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.5950991002323796, \"dd_pct\": -12.341089761739955, \"calmar\": -0.6867641503667788, \"cagr_pct\": -8.475418024821494, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 35.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.16215467077969842, \"sortino\": -0.22266279755402354}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 279.61147064527563, \"dd_pct\": -82.65410924845511, \"calmar\": 0.21243188383339445, \"cagr_pct\": 17.55836813422051, \"entries\": 121, \"exits\": 120, \"exposure_pct\": 49.809096945551126, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5760380042859446, \"sortino\": 0.8326746512211957}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -62.94330530352026, \"dd_pct\": -82.65410924845511, \"calmar\": -0.3328415319349552, \"cagr_pct\": -27.51072034297495, \"entries\": 41, \"exits\": 40, \"exposure_pct\": 49.29015084294587, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.28452169684102063, \"sortino\": -0.3939652305840729}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 924.4072596181632, \"dd_pct\": -64.13561782053502, \"calmar\": 0.8881565820056742, \"cagr_pct\": 56.96247110830859, \"entries\": 80, \"exits\": 80, \"exposure_pct\": 50.11936339522547, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2556009506515287, \"sortino\": 1.9034232914756408}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.8889169719311445, \"dd_pct\": -30.97818581692302, \"calmar\": 0.2699664948725543, \"cagr_pct\": 8.363072242505384, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 72.04610951008645, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4019157533489817, \"sortino\": 0.6038998995498103}]", "Sharpe Ratio": 0.5760380042859446, "Sortino Ratio": 0.8326746512211957, "Sub1_Calmar": -0.3328415319349552, "Sub1_Sortino": -0.3939652305840729, "Sub1_Trades": 41, "Sub2_Calmar": 0.8881565820056742, "Sub2_Sortino": 1.9034232914756408, "Sub2_Trades": 80, "Total P&L %": 279.61147064527563, "Total Trades": 121, "WFO_Fold_Calmars": "[9.765766, 2.92998, 7.86993, 6.892287]", "WFO_Min_Fold": 2.9299802683384475, "WFO_Neg_Folds": 0, "WFO_Score": 6.864490833257934, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -27.28635220168994, "i_long_exit_activation_confirmation_threshold": -45.990598836275325, "i_long_exit_activation_threshold": 51.541633215537516, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 0.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "source": "hybrid_grouped_v1_seed9292" }, "incumbent": { "% In Market": 40.52124833997344, "Additional_Threshold_Budget": 0, "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Calmar Ratio": 1.0044889721329684, "Comparison_Fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "Composite": 3.608975612678208, "Evaluation_Key": "fbcb50a125c41204843ee6b1703a36ada83a6b69d00433a2ead2492fbed9fd66", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 12, "Max Drawdown %": -50.49762223079578, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 0.0, "OOS_Total P&L %": 0.0, "OOS_Total Trades": 0, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 210.72986879123184, \"dd_pct\": -23.159615075053928, \"calmar\": 9.109445780206665, \"cagr_pct\": 210.97125781666065, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 36.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.607679480946264, \"sortino\": 4.371118198838951}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 8.73141505273638, \"dd_pct\": -14.957127539522464, \"calmar\": 0.5841796450407373, \"cagr_pct\": 8.737649456867269, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5736434581392318, \"sortino\": 0.8657364412833576}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 61.855524930419236, \"dd_pct\": -21.077531272897254, \"calmar\": 2.9371996065310975, \"cagr_pct\": 61.908916561400716, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6236815152627069, \"sortino\": 2.569170007696321}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 46.68270383509565, \"dd_pct\": -19.050045818215743, \"calmar\": 3.498329221715552, \"cagr_pct\": 66.64333196088428, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 44.981751824817515, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6019937019313901, \"sortino\": 2.461675644494242}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 87.41420583439854, \"dd_pct\": -17.82733869117159, \"calmar\": 4.907903409562497, \"cagr_pct\": 87.49485634582648, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 74.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8948245715386989, \"sortino\": 2.8398764468779443}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -14.320333648079508, \"dd_pct\": -22.493549431716286, \"calmar\": -1.3867028325420614, \"cagr_pct\": -31.19186871088585, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 26.490066225165563, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5573050131409198, \"sortino\": -1.900131478103375}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2846.9437410909486, \"dd_pct\": -50.49762223079578, \"calmar\": 1.0044889721329684, \"cagr_pct\": 50.72430464977099, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 40.52124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.342938026699569, \"sortino\": 2.0677926103137656}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 128.79529763226554, \"dd_pct\": -50.49762223079578, \"calmar\": 0.6092477710683875, \"cagr_pct\": 30.765563788365778, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 33.25199645075421, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9260079215523059, \"sortino\": 1.3904056971973187}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1188.0263587529957, \"dd_pct\": -23.159615075053928, \"calmar\": 2.7670594892320834, \"cagr_pct\": 64.08403266039039, \"entries\": 40, \"exits\": 41, \"exposure_pct\": 44.86737400530504, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.601390450867634, \"sortino\": 2.5076197598348493}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}]", "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "Total P&L %": 2846.9437410909486, "Total Trades": 59, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Score": 3.217764414123325, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_long_exit_activation_threshold": 210.0, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 20.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "source": "current" }, "random_sparse_v1_seed9090": { "% In Market": 33.275232403718455, "Additional_Threshold_Budget": 0, "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Calmar Ratio": 0.7687533124848174, "Comparison_Fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "Composite": 3.3534317878097575, "Evaluation_Key": "1266f1f3037948623312ba71696860b91dbad6c43e1c599d42a2e3844649e8b2", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 13, "Max Drawdown %": -60.24003853619545, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 0.8482124545456023, "OOS_Max Drawdown %": -15.654582889750735, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 1.1532817928789763, "OOS_Total P&L %": 6.101329087834517, "OOS_Total Trades": 4, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 214.74865701776062, \"dd_pct\": -13.40124127202873, \"calmar\": 16.042987073998326, \"cagr_pct\": 214.99594050268976, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.7555088626323436, \"sortino\": 4.756563863026005}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": 31.119585822210528, \"dd_pct\": -20.06036741900147, \"calmar\": 1.5525099792438248, \"cagr_pct\": 31.14392060529747, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9429919933560649, \"sortino\": 1.393094666079631}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 21.743426927161067, \"dd_pct\": -37.78154620577664, \"calmar\": 0.5759381504298056, \"cagr_pct\": 21.759833842133236, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 44.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8161355129991147, \"sortino\": 1.2551714962549003}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 82.35318100090558, \"dd_pct\": -21.28743481816602, \"calmar\": 5.766008662738172, \"cagr_pct\": 122.74353356901943, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 50.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4881838664993374, \"sortino\": 3.94746918304311}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 111.59520154321405, \"dd_pct\": -13.890572634510946, \"calmar\": 8.041702582814032, \"cagr_pct\": 111.70385383171259, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 45.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.677488380622712, \"sortino\": 4.389829156129885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -14.111152138828341, \"dd_pct\": -21.84528106197715, \"calmar\": -1.4092204242323738, \"cagr_pct\": -30.784816245634882, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 17.715231788079468, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5339096238071854, \"sortino\": -1.9903829930516614}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2206.269498156917, \"dd_pct\": -60.24003853619545, \"calmar\": 0.7687533124848174, \"cagr_pct\": 46.30972916891331, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.275232403718455, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.260233039218086, \"sortino\": 1.8923846624830634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.50872864163814, \"dd_pct\": -60.24003853619545, \"calmar\": 0.1848461542837942, \"cagr_pct\": 11.135139457323293, \"entries\": 55, \"exits\": 54, \"exposure_pct\": 26.53061224489796, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47581358205974456, \"sortino\": 0.6613766100053039}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1565.0715956854224, \"dd_pct\": -37.78154620577664, \"calmar\": 1.917704540374382, \"cagr_pct\": 72.45384270118237, \"entries\": 98, \"exits\": 99, \"exposure_pct\": 37.30769230769231, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.74987086414695, \"sortino\": 2.782702291995045}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.101329087834517, \"dd_pct\": -15.654582889750735, \"calmar\": 0.8482124545456023, \"cagr_pct\": 13.278412177803059, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.207492795389047, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7319224440078101, \"sortino\": 1.1532817928789763}]", "Sharpe Ratio": 1.260233039218086, "Sortino Ratio": 1.8923846624830634, "Sub1_Calmar": 0.1848461542837942, "Sub1_Sortino": 0.6613766100053039, "Sub1_Trades": 55, "Sub2_Calmar": 1.917704540374382, "Sub2_Sortino": 2.782702291995045, "Sub2_Trades": 98, "Total P&L %": 2206.269498156917, "Total Trades": 153, "WFO_Fold_Calmars": "[16.042987, 1.55251, 0.575938, 5.766009, 8.041703]", "WFO_Min_Fold": 0.5759381504298056, "WFO_Neg_Folds": 0, "WFO_Score": 6.395829289844833, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -23.27236522913628, "i_long_exit_activation_confirmation_threshold": -114.84274252008464, "i_long_exit_activation_threshold": -19.190760337115044, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 6.082543965305055, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "source": "random_sparse_v1_seed9090" }, "random_sparse_v1_seed9191": { "% In Market": 31.83100929614874, "Additional_Threshold_Budget": 0, "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Calmar Ratio": 0.5509025249699373, "Comparison_Fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "Composite": 0.0, "Evaluation_Key": "a60336e8cdbb05f901c74c64847694c7c76a5ded959319991f0cc028349887e6", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 23, "Max Drawdown %": -59.44594180809955, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": -0.6636794903838448, "OOS_Max Drawdown %": -13.658616913098697, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": -0.5528611713103957, "OOS_Total P&L %": -4.413473565343351, "OOS_Total Trades": 2, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 160.4211948977161, \"dd_pct\": -17.903896807475274, \"calmar\": 8.96966602009783, \"cagr_pct\": 160.59197482134894, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 29.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.393267947274357, \"sortino\": 4.054729210790765}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.092489598571547, \"dd_pct\": -30.807841043950134, \"calmar\": -0.8799145244247493, \"cagr_pct\": -27.108266800740655, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 21.095890410958905, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9947094545071081, \"sortino\": -1.356713676134515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 36.91990646332013, \"dd_pct\": -19.874014081146683, \"calmar\": 1.8591804268142436, \"cagr_pct\": 36.94937798189858, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 48.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1593138306164315, \"sortino\": 1.8299416137581515}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 140.7987446388902, \"dd_pct\": -6.744884336230195, \"calmar\": 33.01290668240836, \"cagr_pct\": 222.66823717560524, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 35.03649635036496, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 4.046559880194879, \"sortino\": 7.754806286154232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.04046223744031, \"dd_pct\": -27.125785640317446, \"calmar\": 2.2153097914580995, \"cagr_pct\": 60.092018529988756, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 53.6986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5856849535602882, \"sortino\": 2.5051209249400848}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60744505731877, \"dd_pct\": -32.80443098919632, \"calmar\": -1.653013721495643, \"cagr_pct\": -54.22617455099841, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 65.39735099337747, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9800713185464096, \"sortino\": -2.5339311982592516}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 934.1025352122689, \"dd_pct\": -59.44594180809955, \"calmar\": 0.5509025249699373, \"cagr_pct\": 32.748919441298, \"entries\": 130, \"exits\": 130, \"exposure_pct\": 31.83100929614874, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.018107196625531, \"sortino\": 1.5180860028029677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 42.583901276746694, \"dd_pct\": -59.44594180809955, \"calmar\": 0.20496741902874965, \"cagr_pct\": 12.184481264139407, \"entries\": 43, \"exits\": 42, \"exposure_pct\": 18.2564330079858, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5242532101163196, \"sortino\": 0.7164523804288881}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 625.2589710006193, \"dd_pct\": -39.52243614076879, \"calmar\": 1.1842123669184934, \"cagr_pct\": 46.802957648644814, \"entries\": 87, \"exits\": 88, \"exposure_pct\": 39.94694960212202, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2940085979880132, \"sortino\": 2.032379132567101}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.413473565343351, \"dd_pct\": -13.658616913098697, \"calmar\": -0.6636794903838448, \"cagr_pct\": -9.064943912233508, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 15.417867435158502, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.37170178294144507, \"sortino\": -0.5528611713103957}]", "Sharpe Ratio": 1.018107196625531, "Sortino Ratio": 1.5180860028029677, "Sub1_Calmar": 0.20496741902874965, "Sub1_Sortino": 0.7164523804288881, "Sub1_Trades": 43, "Sub2_Calmar": 1.1842123669184934, "Sub2_Sortino": 2.032379132567101, "Sub2_Trades": 87, "Total P&L %": 934.1025352122689, "Total Trades": 130, "WFO_Fold_Calmars": "[8.969666, 1.85918, 33.012907, 2.21531]", "WFO_Min_Fold": 1.8591804268142436, "WFO_Neg_Folds": 0, "WFO_Score": 11.514265730194632, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -13.506451598230724, "i_long_exit_activation_confirmation_threshold": -21.99052708905165, "i_long_exit_activation_threshold": 89.92933371816163, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 12.346782307954056, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "source": "random_sparse_v1_seed9191" }, "random_sparse_v1_seed9292": { "% In Market": 35.93127490039841, "Additional_Threshold_Budget": 0, "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Calmar Ratio": -10.0, "Comparison_Fingerprint": "a1ea3b50f406c9d754267dd3a6ea254195b52cbca7e2ab1cafd13892da6bb6f1", "Composite": 0.0, "Evaluation_Key": "73fb2cf79eb0ca3921cb3a0143adbec92c1250b1a8050bc4c4f3aade76ea141c", "Evaluation_Status": "complete", "Fragile_0.05": 0, "Fragile_1.0": 0, "Max Drawdown %": -49.90976082790286, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.17867435158501, "OOS_Bull_Pct": 10.518731988472622, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Sortino Ratio": 0.0, "OOS_Total P&L %": 14.546935581775266, "OOS_Total Trades": 0, "P&L/DD Ratio": 0.0, "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 63.668066849536274, \"dd_pct\": -20.080465610039255, \"calmar\": 3.173397790383015, \"cagr_pct\": 63.72330519676069, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.580310147210366, \"sortino\": 2.418023723281265}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.69059824451618, \"dd_pct\": -29.867337686658367, \"calmar\": 2.3843456278897945, \"cagr_pct\": 71.21405602989196, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.294610736318197, \"sortino\": 1.8740831070161645}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 80.1981951383264, \"dd_pct\": -29.51024924618593, \"calmar\": 2.720102144674661, \"cagr_pct\": 80.27089226443414, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5285404858777818, \"sortino\": 2.2849515931322797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.29114190159512, \"dd_pct\": -49.90976082790296, \"calmar\": -1.451109196013094, \"cagr_pct\": -72.42451290818408, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2360619341072647, \"sortino\": -2.917387501132277}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 159.18660138511203, \"dd_pct\": -49.90976082790286, \"calmar\": 0.24528943546794815, \"cagr_pct\": 12.242337057816604, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 35.93127490039841, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5535829405079566, \"sortino\": 0.8017692183522095}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 159.18660138511203, \"dd_pct\": -49.90976082790286, \"calmar\": 0.4060607229571796, \"cagr_pct\": 20.266393564398157, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 57.41379310344827, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.699795203647106, \"sortino\": 1.0134940076153929}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.546935581775266, \"dd_pct\": -29.324151804243193, \"calmar\": 1.1286914232702085, \"cagr_pct\": 33.097918636122905, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9251358079647755, \"sortino\": 1.398858267344174}]", "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "Total P&L %": 159.18660138511203, "Total Trades": 1, "WFO_Fold_Calmars": "[]", "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Score": 0.0, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -55.25313377429154, "i_long_exit_activation_confirmation_threshold": -74.55349297129142, "i_long_exit_activation_threshold": -22.671200914576282, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 0.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "source": "random_sparse_v1_seed9292" } }, "decisions": [ { "changed_reference_conditions": { "pnl_dd_floor": { "corrected": 0.0, "old": 413.67134186624116 }, "pnl_dd_meets_floor": { "corrected": true, "old": false } }, "corrected_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": true, "candidate_not_incumbent": false, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "corrected_promotable": false, "corrected_rank": 1, "explanation": "Stored incompatible metric maxima are removed; changed reference conditions are enumerated explicitly. Final promotion decision is unchanged.", "model": "incumbent", "old_gates_on_corrected_evidence": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": true, "candidate_not_incumbent": false, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 413.67134186624116, "pnl_dd_meets_floor": false, "positive_pnl_dd": false }, "old_policy_on_corrected_evidence": false, "old_promotable": false, "old_rank": 1 }, { "changed_reference_conditions": { "pnl_dd_floor": { "corrected": 0.0, "old": 413.67134186624116 }, "pnl_dd_meets_floor": { "corrected": true, "old": false } }, "corrected_gates": { "both_subperiods_positive": false, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "corrected_promotable": false, "corrected_rank": 7, "explanation": "Stored incompatible metric maxima are removed; changed reference conditions are enumerated explicitly. Final promotion decision is unchanged.", "model": "grouped_v1_seed9090", "old_gates_on_corrected_evidence": { "both_subperiods_positive": false, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 413.67134186624116, "pnl_dd_meets_floor": false, "positive_pnl_dd": false }, "old_policy_on_corrected_evidence": false, "old_promotable": false, "old_rank": 7 }, { "changed_reference_conditions": { "pnl_dd_floor": { "corrected": 0.0, "old": 413.67134186624116 }, "pnl_dd_meets_floor": { "corrected": true, "old": false } }, "corrected_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "corrected_promotable": false, "corrected_rank": 4, "explanation": "Stored incompatible metric maxima are removed; changed reference conditions are enumerated explicitly. Final promotion decision is unchanged.", "model": "grouped_v1_seed9191", "old_gates_on_corrected_evidence": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 413.67134186624116, "pnl_dd_meets_floor": false, "positive_pnl_dd": false }, "old_policy_on_corrected_evidence": false, "old_promotable": false, "old_rank": 4 }, { "changed_reference_conditions": { "pnl_dd_floor": { "corrected": 0.0, "old": 413.67134186624116 }, "pnl_dd_meets_floor": { "corrected": true, "old": false } }, "corrected_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "corrected_promotable": false, "corrected_rank": 6, "explanation": "Stored incompatible metric maxima are removed; changed reference conditions are enumerated explicitly. Final promotion decision is unchanged.", "model": "grouped_v1_seed9292", "old_gates_on_corrected_evidence": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 413.67134186624116, "pnl_dd_meets_floor": false, "positive_pnl_dd": false }, "old_policy_on_corrected_evidence": false, "old_promotable": false, "old_rank": 6 }, { "changed_reference_conditions": { "pnl_dd_floor": { "corrected": 0.0, "old": 413.67134186624116 }, "pnl_dd_meets_floor": { "corrected": true, "old": false } }, "corrected_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "corrected_promotable": false, "corrected_rank": 2, "explanation": "Stored incompatible metric maxima are removed; changed reference conditions are enumerated explicitly. Final promotion decision is unchanged.", "model": "random_sparse_v1_seed9090", "old_gates_on_corrected_evidence": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 413.67134186624116, "pnl_dd_meets_floor": false, "positive_pnl_dd": false }, "old_policy_on_corrected_evidence": false, "old_promotable": false, "old_rank": 2 }, { "changed_reference_conditions": { "pnl_dd_floor": { "corrected": 0.0, "old": 413.67134186624116 }, "pnl_dd_meets_floor": { "corrected": true, "old": false } }, "corrected_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "corrected_promotable": false, "corrected_rank": 5, "explanation": "Stored incompatible metric maxima are removed; changed reference conditions are enumerated explicitly. Final promotion decision is unchanged.", "model": "random_sparse_v1_seed9191", "old_gates_on_corrected_evidence": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 413.67134186624116, "pnl_dd_meets_floor": false, "positive_pnl_dd": false }, "old_policy_on_corrected_evidence": false, "old_promotable": false, "old_rank": 5 }, { "changed_reference_conditions": { "pnl_dd_floor": { "corrected": 0.0, "old": 413.67134186624116 }, "pnl_dd_meets_floor": { "corrected": true, "old": false } }, "corrected_gates": { "both_subperiods_positive": false, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "corrected_promotable": false, "corrected_rank": 10, "explanation": "Stored incompatible metric maxima are removed; changed reference conditions are enumerated explicitly. Final promotion decision is unchanged.", "model": "random_sparse_v1_seed9292", "old_gates_on_corrected_evidence": { "both_subperiods_positive": false, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": false, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 413.67134186624116, "pnl_dd_meets_floor": false, "positive_pnl_dd": false }, "old_policy_on_corrected_evidence": false, "old_promotable": false, "old_rank": 10 }, { "changed_reference_conditions": { "pnl_dd_floor": { "corrected": 0.0, "old": 413.67134186624116 }, "pnl_dd_meets_floor": { "corrected": true, "old": false } }, "corrected_gates": { "both_subperiods_positive": false, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "corrected_promotable": false, "corrected_rank": 8, "explanation": "Stored incompatible metric maxima are removed; changed reference conditions are enumerated explicitly. Final promotion decision is unchanged.", "model": "hybrid_grouped_v1_seed9090", "old_gates_on_corrected_evidence": { "both_subperiods_positive": false, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 413.67134186624116, "pnl_dd_meets_floor": false, "positive_pnl_dd": false }, "old_policy_on_corrected_evidence": false, "old_promotable": false, "old_rank": 8 }, { "changed_reference_conditions": { "pnl_dd_floor": { "corrected": 0.0, "old": 413.67134186624116 }, "pnl_dd_meets_floor": { "corrected": true, "old": false } }, "corrected_gates": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "corrected_promotable": false, "corrected_rank": 3, "explanation": "Stored incompatible metric maxima are removed; changed reference conditions are enumerated explicitly. Final promotion decision is unchanged.", "model": "hybrid_grouped_v1_seed9191", "old_gates_on_corrected_evidence": { "both_subperiods_positive": true, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 413.67134186624116, "pnl_dd_meets_floor": false, "positive_pnl_dd": false }, "old_policy_on_corrected_evidence": false, "old_promotable": false, "old_rank": 3 }, { "changed_reference_conditions": { "pnl_dd_floor": { "corrected": 0.0, "old": 413.67134186624116 }, "pnl_dd_meets_floor": { "corrected": true, "old": false } }, "corrected_gates": { "both_subperiods_positive": false, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 0.0, "pnl_dd_meets_floor": true, "positive_pnl_dd": false }, "corrected_promotable": false, "corrected_rank": 9, "explanation": "Stored incompatible metric maxima are removed; changed reference conditions are enumerated explicitly. Final promotion decision is unchanged.", "model": "hybrid_grouped_v1_seed9292", "old_gates_on_corrected_evidence": { "both_subperiods_positive": false, "calmar_floor": 1.0044889721329684, "calmar_meets_floor": false, "candidate_not_incumbent": true, "no_negative_qualifying_wfo": true, "nonfragile": true, "oos_gate_applies": false, "oos_sortino_protected": true, "pnl_dd_floor": 413.67134186624116, "pnl_dd_meets_floor": false, "positive_pnl_dd": false }, "old_policy_on_corrected_evidence": false, "old_promotable": false, "old_rank": 9 } ], "historical_search_budget": "Unequal; 66 dense bb50 + 36 bull surviving BTC6H artifacts versus three seeds per alternative family. These are artifact counts, not complete search ledgers.", "historical_winner_unchanged": { "% In Market": "42.834606443042176", "Calmar Ratio": "0.48279591737460154", "Max Drawdown %": "-33.45536397702449", "OOS_Bear_Pct": "61.24197002141327", "OOS_Sortino Ratio": "0.0", "OOS_Total P&L %": "0.0", "OOS_Total Trades": "0", "P&L/DD Ratio": "413.67134186624116", "Sharpe Ratio": "0.904747028344909", "Sortino Ratio": "1.4375711397587503", "Total P&L %": "13839.525308999227", "Total Trades": "56", "i_entry_score_window": "1", "i_exit_score_window": "1", "i_long_entry_activation_threshold": "90.0", "i_long_exit_activation_confirmation_threshold": "-260.0", "i_long_exit_activation_threshold": "210.0", "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": "-1000.0", "i_regime_window": "0", "i_trailing_stop_threshold": "20.0", "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json" }, "limitations": [ "Old evaluator snapshot imports current shared accounting; it is the pre-migration comparison path, not pre-audit accounting.", "Historical BTC6H saved/replayed return discrepancy remains unresolved.", "Common older data is valid for a historical comparison; recency alone is not incompatibility.", "No untouched holdout or live TradingView parity claim." ], "models": 10, "old_replays": { "grouped_v1_seed9090": { "% In Market": 22.916666666666664, "Calmar Ratio": 0.361607234373474, "Composite": 0.0, "Fragile_0.05": 0, "Fragile_1.0": 9, "Max Drawdown %": -63.435570819579034, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.10071942446043, "OOS_Bull_Pct": 10.503597122302159, "OOS_Calmar Ratio": -1.3031886123716663, "OOS_Max Drawdown %": -16.339116283823184, "OOS_Neutral_Pct": 35.25179856115108, "OOS_Sortino Ratio": -1.8589586749897662, "OOS_Total P&L %": -10.765350581269328, "OOS_Total Trades": 6, "P&L/DD Ratio": 0.0, "Sharpe Ratio": 0.8522346071722132, "Sortino Ratio": 1.3256216465865809, "Sub1_Calmar": -0.25173568918819167, "Sub1_Sortino": -0.6729977941351548, "Sub1_Trades": 53, "Sub2_Calmar": 1.6186753351066183, "Sub2_Sortino": 2.630991169643081, "Sub2_Trades": 86, "Total P&L %": 449.0483392296798, "Total Trades": 139, "WFO_Fold_Calmars": "[2.180167, 0.407099, 8.028984, 15.521428, 3.475177]", "WFO_Min_Fold": 0.4070985185702427, "WFO_Neg_Folds": 0, "WFO_Score": 5.922570836039968, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -81.89604312230155, "i_long_exit_activation_confirmation_threshold": -32.083958601005826, "i_long_exit_activation_threshold": 31.196653589448996, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 7.520590641572128, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "source": "grouped_v1_seed9090" }, "grouped_v1_seed9191": { "% In Market": 21.663346613545816, "Calmar Ratio": 0.5223822158980711, "Composite": 0.0, "Fragile_0.05": 0, "Fragile_1.0": 18, "Max Drawdown %": -48.60716170669488, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.10071942446043, "OOS_Bull_Pct": 10.503597122302159, "OOS_Calmar Ratio": 3.3136866509792022, "OOS_Max Drawdown %": -8.44527033907595, "OOS_Neutral_Pct": 35.25179856115108, "OOS_Sortino Ratio": 1.9810572745786759, "OOS_Total P&L %": 12.454206817323431, "OOS_Total Trades": 6, "P&L/DD Ratio": 0.0, "Sharpe Ratio": 0.9754376434340211, "Sortino Ratio": 1.519977315993483, "Sub1_Calmar": 0.40154344534362046, "Sub1_Sortino": 1.1094590979668024, "Sub1_Trades": 50, "Sub2_Calmar": 1.220132198785597, "Sub2_Sortino": 1.8581622271891256, "Sub2_Trades": 89, "Total P&L %": 546.1884145936552, "Total Trades": 139, "WFO_Fold_Calmars": "[6.58318, -0.540314, 2.845495, 6.328135, 1.56588]", "WFO_Min_Fold": -0.5403140113069433, "WFO_Neg_Folds": 1, "WFO_Score": 3.3564751585718646, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -15.179348038757484, "i_long_exit_activation_confirmation_threshold": -26.966460058834596, "i_long_exit_activation_threshold": 32.83594955158125, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 7.081133947272206, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "source": "grouped_v1_seed9191" }, "grouped_v1_seed9292": { "% In Market": 38.46281540504648, "Calmar Ratio": 0.3783625991442292, "Composite": 0.0, "Fragile_0.05": 0, "Fragile_1.0": 10, "Max Drawdown %": -73.48072275441832, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.10071942446043, "OOS_Bull_Pct": 10.503597122302159, "OOS_Calmar Ratio": -0.8186406868060138, "OOS_Max Drawdown %": -31.61179905316388, "OOS_Neutral_Pct": 35.25179856115108, "OOS_Sortino Ratio": -1.3058324620952442, "OOS_Total P&L %": -13.277521788501645, "OOS_Total Trades": 9, "P&L/DD Ratio": 0.0, "Sharpe Ratio": 0.8339362656157407, "Sortino Ratio": 1.2422378433423424, "Sub1_Calmar": 0.2012296630127548, "Sub1_Sortino": 0.7539860938783927, "Sub1_Trades": 73, "Sub2_Calmar": 0.9337670598791191, "Sub2_Sortino": 1.928726647624076, "Sub2_Trades": 107, "Total P&L %": 656.0713648297493, "Total Trades": 180, "WFO_Fold_Calmars": "[29.862855, 0.336154, 2.763274, 5.109967, 0.204925]", "WFO_Min_Fold": 0.20492505417751064, "WFO_Neg_Folds": 0, "WFO_Score": 7.655435067126217, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -64.30469381240171, "i_long_exit_activation_confirmation_threshold": -28.32016046575593, "i_long_exit_activation_threshold": 44.79630996276374, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 28.905251419349987, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "source": "grouped_v1_seed9292" }, "hybrid_grouped_v1_seed9090": { "% In Market": 20.66733067729084, "Calmar Ratio": 0.2334225087291571, "Composite": 0.0, "Fragile_0.05": 0, "Fragile_1.0": 5, "Max Drawdown %": -73.5742403022497, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.10071942446043, "OOS_Bull_Pct": 10.503597122302159, "OOS_Calmar Ratio": 1.0663656039248086, "OOS_Max Drawdown %": -12.287209595750227, "OOS_Neutral_Pct": 35.25179856115108, "OOS_Sortino Ratio": 1.822339607533964, "OOS_Total P&L %": 6.032035813331715, "OOS_Total Trades": 15, "P&L/DD Ratio": 0.0, "Sharpe Ratio": 0.6774044864843651, "Sortino Ratio": 1.0241246657921692, "Sub1_Calmar": -0.1436832940047895, "Sub1_Sortino": -0.1287647995867704, "Sub1_Trades": 67, "Sub2_Calmar": 1.4108547662065305, "Sub2_Sortino": 2.56473202437676, "Sub2_Trades": 112, "Total P&L %": 269.4936396361997, "Total Trades": 179, "WFO_Fold_Calmars": "[2.132228, 1.563217, 1.724502, 9.435337, 1.825373, 26.635206]", "WFO_Min_Fold": 1.5632169534220717, "WFO_Neg_Folds": 0, "WFO_Score": 7.21931060042927, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": 0.9815743294476268, "i_long_exit_activation_confirmation_threshold": -47.42665084517665, "i_long_exit_activation_threshold": 37.753189078156716, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 0.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "source": "hybrid_grouped_v1_seed9090" }, "hybrid_grouped_v1_seed9191": { "% In Market": 70.87483399734396, "Calmar Ratio": 0.7284056690797663, "Composite": 2.9406213281584535, "Fragile_0.05": 0, "Fragile_1.0": 5, "Max Drawdown %": -66.29542515687228, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.10071942446043, "OOS_Bull_Pct": 10.503597122302159, "OOS_Calmar Ratio": 0.08565871707285524, "OOS_Max Drawdown %": -25.91865419144289, "OOS_Neutral_Pct": 35.25179856115108, "OOS_Sortino Ratio": 0.31758908363521654, "OOS_Total P&L %": 1.050054526547095, "OOS_Total Trades": 5, "P&L/DD Ratio": 0.0, "Sharpe Ratio": 0.9946693198958078, "Sortino Ratio": 1.4416624460758138, "Sub1_Calmar": 0.33701426785468835, "Sub1_Sortino": 0.9040648616437348, "Sub1_Trades": 14, "Sub2_Calmar": 1.1579696693845427, "Sub2_Sortino": 2.0455627740448064, "Sub2_Trades": 78, "Total P&L %": 2476.6600757173437, "Total Trades": 92, "WFO_Fold_Calmars": "[5.922861, 18.586796, 3.36565, 12.11609]", "WFO_Min_Fold": 3.3656496924845767, "WFO_Neg_Folds": 0, "WFO_Score": 9.997849343219986, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": 2.046964082723077, "i_long_exit_activation_confirmation_threshold": -27.561392481923512, "i_long_exit_activation_threshold": 49.08128362627171, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 0.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "source": "hybrid_grouped_v1_seed9191" }, "hybrid_grouped_v1_seed9292": { "% In Market": 49.809096945551126, "Calmar Ratio": 0.21243188383339445, "Composite": 0.0, "Fragile_0.05": 0, "Fragile_1.0": 11, "Max Drawdown %": -82.65410924845511, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.10071942446043, "OOS_Bull_Pct": 10.503597122302159, "OOS_Calmar Ratio": 0.31367150387302184, "OOS_Max Drawdown %": -30.97818581692302, "OOS_Neutral_Pct": 35.25179856115108, "OOS_Sortino Ratio": 0.6555075596718918, "OOS_Total P&L %": 4.5101137453825935, "OOS_Total Trades": 2, "P&L/DD Ratio": 0.0, "Sharpe Ratio": 0.5760380042859446, "Sortino Ratio": 0.8326746512211957, "Sub1_Calmar": -0.3328415319349552, "Sub1_Sortino": -0.3939652305840729, "Sub1_Trades": 41, "Sub2_Calmar": 0.8881565820056742, "Sub2_Sortino": 1.9034232914756408, "Sub2_Trades": 80, "Total P&L %": 279.61147064527563, "Total Trades": 121, "WFO_Fold_Calmars": "[9.765766, 2.92998, 7.86993, 6.892287]", "WFO_Min_Fold": 2.9299802683384475, "WFO_Neg_Folds": 0, "WFO_Score": 6.864490833257934, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -27.28635220168994, "i_long_exit_activation_confirmation_threshold": -45.990598836275325, "i_long_exit_activation_threshold": 51.541633215537516, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 0.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "source": "hybrid_grouped_v1_seed9292" }, "incumbent": { "% In Market": 40.52124833997344, "Calmar Ratio": 1.0044889721329684, "Composite": 3.608975612678208, "Fragile_0.05": 0, "Fragile_1.0": 12, "Max Drawdown %": -50.49762223079578, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.10071942446043, "OOS_Bull_Pct": 10.503597122302159, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Neutral_Pct": 35.25179856115108, "OOS_Sortino Ratio": 0.0, "OOS_Total P&L %": 0.0, "OOS_Total Trades": 0, "P&L/DD Ratio": 0.0, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "Total P&L %": 2846.9437410909486, "Total Trades": 59, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Score": 3.217764414123325, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_long_exit_activation_threshold": 210.0, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 20.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "source": "current" }, "random_sparse_v1_seed9090": { "% In Market": 33.275232403718455, "Calmar Ratio": 0.7687533124848174, "Composite": 3.3534317878097575, "Fragile_0.05": 0, "Fragile_1.0": 13, "Max Drawdown %": -60.24003853619545, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.10071942446043, "OOS_Bull_Pct": 10.503597122302159, "OOS_Calmar Ratio": 0.9381537969572491, "OOS_Max Drawdown %": -15.654582889750735, "OOS_Neutral_Pct": 35.25179856115108, "OOS_Sortino Ratio": 1.2533199732599485, "OOS_Total P&L %": 6.735754830342544, "OOS_Total Trades": 4, "P&L/DD Ratio": 0.0, "Sharpe Ratio": 1.260233039218086, "Sortino Ratio": 1.8923846624830634, "Sub1_Calmar": 0.1848461542837942, "Sub1_Sortino": 0.6613766100053039, "Sub1_Trades": 55, "Sub2_Calmar": 1.917704540374382, "Sub2_Sortino": 2.782702291995045, "Sub2_Trades": 98, "Total P&L %": 2206.269498156917, "Total Trades": 153, "WFO_Fold_Calmars": "[16.042987, 1.55251, 0.575938, 5.766009, 8.041703]", "WFO_Min_Fold": 0.5759381504298056, "WFO_Neg_Folds": 0, "WFO_Score": 6.395829289844833, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -23.27236522913628, "i_long_exit_activation_confirmation_threshold": -114.84274252008464, "i_long_exit_activation_threshold": -19.190760337115044, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 6.082543965305055, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "source": "random_sparse_v1_seed9090" }, "random_sparse_v1_seed9191": { "% In Market": 31.83100929614874, "Calmar Ratio": 0.5509025249699373, "Composite": 0.0, "Fragile_0.05": 0, "Fragile_1.0": 23, "Max Drawdown %": -59.44594180809955, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.10071942446043, "OOS_Bull_Pct": 10.503597122302159, "OOS_Calmar Ratio": -0.6627691463156358, "OOS_Max Drawdown %": -13.658616913098697, "OOS_Neutral_Pct": 35.25179856115108, "OOS_Sortino Ratio": -0.5524632862849017, "OOS_Total P&L %": -4.413473565343351, "OOS_Total Trades": 2, "P&L/DD Ratio": 0.0, "Sharpe Ratio": 1.018107196625531, "Sortino Ratio": 1.5180860028029677, "Sub1_Calmar": 0.20496741902874965, "Sub1_Sortino": 0.7164523804288881, "Sub1_Trades": 43, "Sub2_Calmar": 1.1842123669184934, "Sub2_Sortino": 2.032379132567101, "Sub2_Trades": 87, "Total P&L %": 934.1025352122689, "Total Trades": 130, "WFO_Fold_Calmars": "[8.969666, 1.85918, 33.012907, 2.21531]", "WFO_Min_Fold": 1.8591804268142436, "WFO_Neg_Folds": 0, "WFO_Score": 11.514265730194632, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -13.506451598230724, "i_long_exit_activation_confirmation_threshold": -21.99052708905165, "i_long_exit_activation_threshold": 89.92933371816163, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 12.346782307954056, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "source": "random_sparse_v1_seed9191" }, "random_sparse_v1_seed9292": { "% In Market": 35.93127490039841, "Calmar Ratio": -10.0, "Composite": 0.0, "Fragile_0.05": 0, "Fragile_1.0": 0, "Max Drawdown %": -49.90976082790286, "Min_Trades_Floor": 25, "OOS_Bear_Pct": 54.10071942446043, "OOS_Bull_Pct": 10.503597122302159, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Neutral_Pct": 35.25179856115108, "OOS_Sortino Ratio": 0.0, "OOS_Total P&L %": 15.231861258797919, "OOS_Total Trades": 0, "P&L/DD Ratio": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "Total P&L %": 159.18660138511203, "Total Trades": 1, "WFO_Fold_Calmars": "[]", "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Score": 0.0, "i_entry_score_window": 1, "i_exit_score_window": 1, "i_long_entry_activation_threshold": -55.25313377429154, "i_long_exit_activation_confirmation_threshold": -74.55349297129142, "i_long_exit_activation_threshold": -22.671200914576282, "i_mvrv_suppress_bear": false, "i_regime_entry_min_score": -1000.0, "i_regime_window": 0, "i_trailing_stop_threshold": 0.0, "i_use_long_entry_confirmation": false, "i_use_long_exit_confirmation": 1, "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "source": "random_sparse_v1_seed9292" } }, "old_sweep_source_sha256": "8fe8fb92189a6d6e42b83e9601030e793ff369ead38ad092b568c3f1851dafc7", "promotions": 0, "protected_artifacts_verified_after": 924, "protected_artifacts_verified_before": 924, "source_hashes": { "config.py": "2ad84bcf3427ec07afe436c54a8557245aabf72feb3e099c7b28fba86c1a72e0", "strategies/mlp_accounting.py": "a861b9662a35fbf859ef9a3eab7384b3b4c9150ed0b9ca53597ed556249138cd", "strategies/mlp_comparison.py": "0beb91ef918fea8d5f9a5d523b77acc0d22f2180ed8eb92e5734baf0ff926625", "strategies/strategy_mlp_scores.py": "8aeee0d227ca14087ffc019eee260b41e67dc69237acfaff049db00acc3fcb8b", "tools/run_mlp_adaptive.py": "e4d302c9703ae4956c240152dae0c01cf293cff20f1c21690be2664d15188d51", "tools/run_mlp_deep_sweep.py": "1f033b38c30a64cfc62f583c54a56fbd46cbf1948fc31ad227c355ca02fa6291", "tools/verify_mlp_comparison_migration.py": "338041c70b2e95d4c3e15d729905ac8919dd7a80053d514467ee493b362f86d3" }, "status": "passed", "tf": "6H" }